Abacus FCF Advisors LLC

Quant stat arb Low signal CIK 1604903
League rank
#85
in Quant stat arb · #2174 overall
Long book
$444.3M
Q1 2026
Positions
52
Top-10 weight
34%
concentration
Last quarter
+13.8%
SPY +14.8%
Turnover
53%
of book per quarter

Strategy in plain words

auto-generated from filings

Abacus FCF Advisors LLC is a quantitative fund whose holdings reflect models, not opinions, running a $444.3M US long book across 52 positions.

The portfolio is moderately concentrated (top 10 ≈ 34% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: APPLE INC, NVIDIA CORP, VERTIV HOLDINGS CO-A, BRISTOL-MYERS SQUIBB CO, ARGAN INC.

Over the last 9 quarters its long book ran on average 0.8pp per quarter behind the S&P 500, beating the index in 5 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+1.0%
Q2 2024
+8.9%
Q3 2024
+2.7%
Q4 2024
-3.4%
Q1 2025
+11.1%
Q2 2025
+2.5%
Q3 2025
-2.0%
Q4 2025
-0.9%
Q1 2026
+13.8%

Sector allocation

Technology
29%
Industrials
24%
Other
14%
Healthcare
12%
Services media
6%
Consumer staples
5%
Utilities
3%
Consumer discretionary
3%

Long book by quarter

$399.8M
Q1 2024
$402.4M
Q2 2024
$431.2M
Q3 2024
$759.7M
Q4 2024
$636.7M
Q1 2025
$713.5M
Q2 2025
$752.3M
Q3 2025
$765.6M
Q4 2025
$444.3M
Q1 2026

What does Abacus FCF own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AAPL APPLE INCTechnology87.1K$22.1M5.0%-35.9%
NVDA NVIDIA CORPTechnology124.8K$21.8M4.9%-37.3%
VRT VERTIV HOLDINGS CO-ATechnology60.4K$15.1M3.4%-41.8%
BMY BRISTOL-MYERS SQUIBB COHealthcare224.0K$13.6M3.1%-41.8%
AGX ARGAN INCIndustrials24.8K$13.5M3.0%-47.4%
LRCX LAM RESEARCH CORPIndustrials61.0K$13.0M2.9%-41.8%
KLAC KLA CORPOther8.8K$13.0M2.9%New
ABBV ABBVIE INCHealthcare59.3K$12.9M2.9%-41.8%
TPR TAPESTRY INCOther91.2K$12.9M2.9%-41.8%
GILD GILEAD SCIENCES INCHealthcare82.6K$11.5M2.6%-41.8%
FTI TECHNIPFMC PLCIndustrials164.4K$11.4M2.6%-41.8%
CL COLGATE-PALMOLIVE COOther132.9K$11.3M2.5%-41.8%
MO ALTRIA GROUP INCConsumer staples171.4K$11.3M2.5%New
AM ANTERO MIDSTREAM CORPUtilities466.7K$10.6M2.4%New
NXT NEXTPOWER INC-CL ATechnology84.3K$10.2M2.3%-41.8%
LMT LOCKHEED MARTIN CORPIndustrials16.5K$10.0M2.3%New
MCK MCKESSON CORPConsumer discretionary11.0K$9.5M2.1%New
AVGO BROADCOM INCTechnology30.4K$9.4M2.1%-41.8%
ANET ARISTA NETWORKS INCTechnology75.8K$9.3M2.1%-41.9%
MSI MOTOROLA SOLUTIONS INCTechnology20.3K$8.8M2.0%-41.8%
MA MASTERCARD INC - AServices media17.2K$8.6M1.9%-58.0%
GEV GE VERNOVA INCIndustrials9.8K$8.6M1.9%New
STXN SEAGATE TECHNOLOGY HOLDINGS20.6K$8.1M1.8%New
MYRG MYR GROUP INC/DELAWAREIndustrials27.5K$7.8M1.7%New
ADM ARCHER-DANIELS-MIDLAND COConsumer staples102.3K$7.4M1.7%New
BKNG BOOKING HOLDINGS INCIndustrials1.8K$7.4M1.7%-41.7%
APP APPLOVIN CORP-CLASS ATechnology18.5K$7.4M1.7%-41.8%
ADSK AUTODESK INCTechnology29.3K$7.0M1.6%-41.8%
VRSN VERISIGN INCTechnology27.6K$6.8M1.5%-41.7%
BR BROADRIDGE FINANCIAL SOLUTIOServices media39.2K$6.4M1.4%-41.7%
NYT NEW YORK TIMES CO-AOther75.8K$6.3M1.4%New
EME EMCOR GROUP INCIndustrials8.6K$6.3M1.4%-40.9%
EXPE EXPEDIA GROUP INCIndustrials27.3K$6.3M1.4%-41.8%
QCOM QUALCOMM INCTechnology48.8K$6.3M1.4%-41.8%
ROL ROLLINS INCServices media116.3K$6.2M1.4%-41.8%
NTAP NETAPP INCTechnology60.5K$6.2M1.4%-41.8%
V VISA INC-CLASS A SHARESServices media19.8K$6.0M1.3%New
MEDP MEDPACE HOLDINGS INCHealthcare12.3K$5.9M1.3%-41.7%
CF CF INDUSTRIES HOLDINGS INCOther45.5K$5.9M1.3%New
HAS HASBRO INCOther61.5K$5.8M1.3%-41.8%
AZZ AZZ INCIndustrials46.0K$5.8M1.3%New
TPC TUTOR PERINI CORPIndustrials73.1K$5.6M1.3%-41.8%
STRL STERLING INFRASTRUCTURE INCIndustrials13.4K$5.4M1.2%-41.7%
SCCO SOUTHERN COPPER CORPMaterials30.8K$5.3M1.2%-41.2%
NEM NEWMONT CORPMaterials47.3K$5.1M1.2%-41.8%
AMGN AMGEN INCHealthcare13.8K$4.9M1.1%-78.0%
CQP CHENIERE ENERGY PARTNERS LPUtilities75.0K$4.8M1.1%New
POWL POWELL INDUSTRIES INCIndustrials8.5K$4.6M1.0%New
PM PHILIP MORRIS INTERNATIONALConsumer staples26.6K$4.4M1.0%-41.7%
CAH CARDINAL HEALTH INCConsumer discretionary20.4K$4.3M1.0%-41.7%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRApr 8, 202652$444.3M canonicalSEC ↗
Q4 202513F-HRJan 29, 202661$765.6M canonicalSEC ↗
Q3 202513F-HROct 20, 202560$752.3M canonicalSEC ↗
Q2 202513F-HRJul 11, 202562$713.5M canonicalSEC ↗
Q1 202513F-HRApr 15, 202582$636.7M canonicalSEC ↗
Q4 202413F-HRFeb 13, 2025270$759.7M canonicalSEC ↗
Q3 202413F-HROct 8, 2024145$431.2M canonicalSEC ↗
Q2 202413F-HRJul 18, 2024150$402.4M canonicalSEC ↗
Q1 202413F-HRApr 12, 2024146$399.8M canonicalSEC ↗