Portfolio Management

The craft of translating research into portfolios — rebalancing, risk management, and execution

Portfolio management is where research meets decision. I operated the day-to-day portfolio management process for five ETFs across U.S. large cap, real assets, innovation, small cap, and fixed income — from my appointment through 2024.

The Daily Process

The portfolio management cycle I operated included:

  • Signal review — monitoring factor signals and composite scores for the universe
  • Portfolio construction — translating signals into target weights within risk parameters
  • Rebalancing — executing quarterly reconstitutions and monitoring drift between cycles
  • Trade execution — implementing portfolio changes with attention to market impact and cost
  • Risk monitoring — tracking position limits, sector exposures, turnover, and tracking error
  • Performance attribution — decomposing returns into allocation, selection, and interaction effects

Product Scope

I was the day-to-day portfolio manager for all five ETFs in the FCF Leaders suite:

ABFL — U.S. Large Cap (2017–2024)
ABLD — Real Assets (2021–2024)
ABOT — Innovation (2020–2024)
ABLS — Small Cap (2025)
ABXB — Fixed Income (2020–2024)

Operational Context

In a small team environment, I owned the end-to-end investment process — from data ingestion through portfolio construction, trade execution, index reconstitution, regulatory filing, and client reporting. This required deep integration across research, trading, operations, and compliance functions.

After the Abacus Life acquisition (2024), I led the technical integration of the platform, trained incoming team members, and maintained uninterrupted investment operations throughout the transition — including representing the firm at Abacus Investor Day 2025.

Evidence

Tier 1 — Registered as portfolio manager in SEC N-1A filings for each fund. Tier 1 — CBOE interviews describing methodology and portfolio construction. Tier 1 — PSN Top Guns Manager of the Decade (Q4 2025).