Portfolio Management

I was appointed portfolio manager of the U.S. and international strategies effective January 2021 and later served as a named portfolio manager across the six-fund Abacus FCF ETF suite.

Investment process

• Signal review — monitoring factor inputs, composite scores, and changes in the investable universe
• Portfolio construction — translating research into target weights within strategy constraints
• Rebalancing — implementing scheduled reconstitutions and monitoring portfolio drift
• Execution — coordinating portfolio changes with attention to liquidity, market impact, and implementation cost
• Risk monitoring — tracking exposures, concentration, turnover, and tracking behavior
• Attribution — decomposing results to understand sources of return and risk

Fund scope

Context

The work sat inside a relatively compact investment organization, so portfolio management and investment-system development were tightly connected. Research definitions, portfolio construction, operational workflows, and monitoring all had to function as one repeatable system.

Public SEC filings document the historical portfolio-manager appointments. An August 2026 supplement records the subsequent change in portfolio managers. See Prior Investment Track Record.