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UHNW Portfolio Optimization Case-Study

$25M Tech Founder Case Study | Concentrated Equity to Institutional Diversification | February 2026

55.9%

VaR Reduced

+78.9%

Sharpe Improved

+455%

Income Growth

8 to 145

Holdings

Portfolio OptimizationWealth ManagementTax StrategySecurities-Based LendingRisk Analysis

How I Built This with Claude Code

This project was built end-to-end using Claude Code as the primary development and analysis tool across Python, Excel, and PowerPoint.

  • Python modeling: Wrote and iterated on portfolio optimization scripts, including Monte Carlo simulations, efficient frontier calculations, and risk/return scenario analysis across bear, base, and bull cases.
  • Excel outputs: Generated structured workbook models for tax-lot analysis, transition cost modeling, and 20-year cash flow projections tied to the Python-derived assumptions.
  • PowerPoint deck: Structured and drafted the client-facing presentation, translating raw analytical outputs into a narrative suitable for a UHNW client meeting.

A technology founder reaches liquidity. Years of equity compensation and appreciation have produced a $25 million portfolio — but 90% of it sits in a single sector, generating almost no income and carrying a maximum drawdown risk that could erase nearly half the portfolio in a severe downturn. The question is not whether to diversify. The question is how to do it efficiently.

This case study walks through the full analytical framework applied to a real client scenario: quantifying the cost of inaction, designing a tax-efficient liquidation strategy, deploying securities-based lending to fund philanthropic goals, and building a goals-based projection model that spans 20 years.

1

Quantifying Concentration Risk

The current portfolio holds two positions: 90% in U.S. large-cap technology equity and 10% in cash. On paper, the performance history looks strong. In structural terms, the portfolio is fragile.

MetricCurrentOptimized
Asset Classes27
Number of Holdings8145
Portfolio Beta1.350.88
S&P 500 Correlation0.940.68
Value at Risk (95%)$4,250,000$1,875,000
Maximum Drawdown45.0%22.0%
Concentration Risk Score95/10015/100
Sharpe Ratio0.380.68
Annual Portfolio Income$112,500$625,000

A portfolio beta of 1.35 means the portfolio amplifies every S&P 500 move by 35%. Combined with a 0.94 correlation to that same index, there is almost no diversification benefit; the portfolio behaves like a leveraged S&P 500 position. The 45% maximum drawdown figure means a repeat of 2000-2002 or 2008-2009 conditions could permanently impair more than $11 million in wealth.

The income problem compounds this. A $25 million portfolio generating $112,500 per year (a 0.45% yield) provides no meaningful cash flow buffer. The optimized model targets $625,000 annually, a 455% improvement.

2

Three Phases Over 18 Months

The transition operates across three distinct phases, each with a defined objective.

Phase 1: Discovery and Planning (Months 1-3)

Establish the legal, tax, and investment foundation. This includes a risk tolerance assessment, a full cost basis audit, coordination with the client's CPA on tax exposure, and drafting an Investment Policy Statement that governs every subsequent decision.

Phase 2: Systematic Liquidation and Redeployment (Months 4-11)

Execute a five-tranche liquidation of the technology position at $4.5 million per month. Proceeds redeploy simultaneously into the target allocation across fixed income, public equity, private equity, and real estate.

Phase 3: SBL Facility, Foundation Funding, and Tax Harvesting (Months 12-18)

Establish a $5 million securities-based lending facility to seed the private foundation without additional liquidation. Execute the $850,000 tax-loss harvesting strategy identified during Phase 1 planning.

3

Tax Transition Strategy

The portfolio carries $18,500,000 in unrealized capital gains against a $6,500,000 cost basis. At California tax rates (federal long-term capital gains at 20%, net investment income tax at 3.8%, and state income tax at 13.3%) the blended effective rate reaches 37.1%.

Gross Liability

$6.86M

Harvesting Offset

$850K

Net Liability

$6.01M

ItemAmount
Unrealized Capital Gains$18,500,000
Blended Effective Tax Rate37.1%
Gross Tax Liability$6,863,500
Tax-Loss Harvesting Offset($850,000)
Net Tax Liability$6,013,500
Post-Tax Portfolio Value$18,986,500

Five mitigation strategies reduce the effective tax drag:

1

Tax-Loss Harvesting: $850,000 in identified offsets reduces the net liability to $6,013,500.

2

Installment Liquidation: Spreading the five tranches across a December-to-January calendar year straddle allows a portion of gains to fall into the following tax year, deferring cash outflow.

3

Donor-Advised Fund (DAF): Contributing appreciated shares directly to a DAF eliminates capital gains on the contributed amount and generates an immediate charitable deduction.

4

Qualified Opportunity Zone (QOZ): Reinvesting eligible gains into a QOZ fund defers up to $1,000,000 in recognized gains and reduces the taxable basis on the QOZ investment over time.

5

Charitable Remainder Trust (CRT): A structural option that converts concentrated equity into a diversified income stream while deferring the tax event.

4

Target Allocation

The optimized model expands from 2 asset classes to 7, from 8 holdings to 145, and from 1 geographic region to 4.

Asset ClassAllocationDollar Value
Public Equity55%$13,750,000
U.S. Large Cap25%$6,250,000
International / EM17%$4,250,000
U.S. Mid & Small Cap13%$3,250,000
Fixed Income23%$5,750,000
Private Equity12%$3,000,000
Real Estate8%$2,000,000
Cash & Equivalents2%$500,000
Total100%$25,000,000

The fixed income allocation (23%) generates stable income and dampens volatility. Private equity (12%) captures illiquidity premium over a longer horizon. Real estate (8%) adds inflation sensitivity and income diversification. The result: portfolio beta drops from 1.35 to 0.88, and Value at Risk falls 55.9%.

5

Securities-Based Lending

The client's goal is to establish a $10 million private foundation. The straightforward path — liquidating $5 million of tech stock — triggers an immediate tax cost of approximately $1,525,000, leaving only $3,475,000 in foundation capital. An alternative path uses a securities-based lending (SBL) facility.

Liquidate Path

$3.48M

to foundation after $1.53M tax

SBL Path

$5.00M

to foundation, zero tax event

ItemDetail
Loan Amount$5,000,000
Collateral Pledged$15,000,000
Loan-to-Value at Origination33.3%
Margin Call Trigger40.0% LTV
Interest Rate6.50% (SOFR + 200 bps)
After-Tax Effective Rate4.10%
Annual Interest Cost$325,000 gross / $204,750 net

The SBL delivers $5,000,000 to the foundation immediately, with zero liquidation and zero tax event. The annual carrying cost of $204,750 is funded from the portfolio's $625,000 in annual income, requiring no asset sales.

10-Year Comparison: Liquidate vs. SBL

FactorLiquidateUse SBL
Immediate Tax Cost$1,525,000$0
Capital to Foundation$3,475,000$5,000,000
Portfolio Compounding Base$20,000,000$25,000,000
10-Year Interest Cost$0$2,047,500
Net 10-Year SBL Advantage--$7,124,500

The margin call stress test shows the facility remains safe through a 10% market decline (LTV rises to 37.0%) and triggers only at a 20% decline or worse (LTV reaches 41.7%).

6

Goals-Based Planning

Starting from the $18,986,500 post-tax portfolio, three scenarios model outcomes across a 20-year horizon. Each scenario nets out the 2.0% annual withdrawal rate.

YearBear (3.0% net)Base (7.8% net)Bull (11.5% net)
Year 1$19,556,095$20,467,447$21,169,948
Year 5$22,010,557$27,640,043$32,720,449
Year 10$25,516,268$40,237,642$56,388,895
Year 15$29,580,348$58,576,892$97,177,993
Year 20$34,291,731$85,274,686$167,472,021

Even in the bear scenario, the portfolio grows from $18,986,500 to $34,291,731 over 20 years while sustaining withdrawals. The SBL facility is repaid from portfolio income by Year 10, requiring no asset sales.

Private Foundation Trajectory: The $5 million SBL seed, compounding at 2.5% net with $70,760 in annual directed contributions from portfolio income, reaches an estimated $7.2 million by Year 10 and $10.0 million by Year 20, achieving the foundation target without any additional capital commitment.

Results Summary

Risk Reduction

55.9%

decrease in VaR

Return Quality

+78.9%

Sharpe Ratio improvement

Income Growth

+455%

annual portfolio income

Tax Efficiency

$850K

harvesting offsets identified

Foundation

$5.0M

deployed via SBL, zero liquidation

20-Year Projection

$85.3M

base case (from $19.0M)

The transition converts a fragile, single-sector position into an institutional-grade portfolio that generates meaningful income, manages downside risk systematically, and funds a philanthropic legacy without sacrificing compounding capital.

For illustrative purposes only. All figures are estimates based on modeled assumptions. Past performance does not guarantee future results. Case Study | February 2026.