Stocks/Funds/CIK 2049221

ABC ARBITRAGE SA

Quarterly 13F filings · Latest period 2026-03-31 · CIK 2049221
Assets
$753M
+39.9% YoY
Holdings
364
Lifetime alpha vs market
+20.83% annual
Average hold time
0.5 yr
median 0.5 yr

Quarterly history

Cum return +43% vs S&P +13% · α +30% lifetimeAUM $753M · peak $1.1BFlow $-366M (-34%)2024-122025-032025-062025-092025-122026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-24.83%
trims when stocks drop
when a holding falls −10%+
Middle response
-13.51%
baseline attrition
Rally response
-17.21%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
VODVodafone Group Public Li$50M6.6%+67.6%1.5 yr
DEODiageo plc$38M5.0%-27.1%1.5 yr
SHELShell plc$37M4.9%+32.0%1.3 yr
BPBP p.l.c.$32M4.2%+47.2%1.5 yr
NGGNational Grid plc$30M4.0%+34.6%1.5 yr
GSKGSK plc$30M4.0%+48.1%0.8 yr
ERICTelefonaktiebolaget LM E$26M3.5%+46.5%1.3 yr
RIORio Tinto Group$26M3.5%+63.4%1.5 yr
HSBCHSBC Holdings plc$23M3.1%+51.2%1.5 yr
BTIBritish American Tobacco$23M3.0%+47.5%1.5 yr
$19M2.6%1.5 yr
IHGInterContinental Hotels $18M2.4%+22.6%1.3 yr
$15M2.0%1.0 yr
CXCEMEX, S.A.B. de C.V.$13M1.8%+106.1%0.5 yr
HMYHarmony Gold Mining Comp$11M1.5%+5.3%1.0 yr

Portfolio composition (YoY)

Industry mix
Oil & Gas Integrated10.0%+5.7pp$75M
Unknown8.4%+1.7pp$64M
Telecommunications Services6.7%+2.7pp$50M
Beverages - Wineries & Distilleries5.0%+1.7pp$38M
Regulated Electric5.0%+1.0pp$37M
Banks - Regional4.5%-0.0pp$34M
Drug Manufacturers - General4.0%+2.9pp$30M
Communication Equipment3.5%-1.7pp$27M
Industrial Materials3.5%+0.3pp$26M
Banks - Diversified3.3%+1.6pp$25M
Country
GB43.6%+17.9pp
US34.4%-10.8pp
Unknown8.4%+1.7pp
SE3.5%-1.3pp
MX2.2%+1.6pp
ZA1.7%-1.0pp
NL1.4%-0.8pp
CN0.9%+0.4pp
Top 5: 24.8% · Top 10: 41.9% · Top 25: 62.1%

Winners

TickerPrev $PnLYoY %
ERIC$24M+0.01B46.5%
RIO$17M+0.01B63.4%
BTI$19M+0.01B47.5%
VOD$13M+0.01B67.6%
NGG$16M+0.01B34.6%

Losers

TickerPrev $PnLYoY %
DEO$18M-0.00B-27.1%
LEN$1M-0.00B-23.0%

Top buys this quarter · 15

BP BP p.l.c.+$14M
SHEL Shell plc+$7M
LEN Lennar Corporation+$6M
STEL Stellar Bancorp, Inc.new+$6M
TPH Tri Pointe Homes, Inc.new+$6M
NATH Nathan's Famous, Inc.new+$5M
ASML ASML Holding N.V.+$5M
DAWN Day One Biopharmaceuticals, Innew+$5M
SNCY Sun Country Airlines Holdings,new+$4M
PEN Penumbra, Inc.new+$4M

Top sells this quarter · 15

BCS Barclays PLCexit$33M
BTI British American Tobacco p.l.c$31M
NVS Novartis AGexit$27M
HMY Harmony Gold Mining Company Li$27M
CUK Carnival Corporation & plc$24M
ERIC Telefonaktiebolaget LM Ericsso$23M
HLN Haleon plc$23M
SBSW Sibanye Stillwater Limitedexit$22M
MT ArcelorMittal S.A.$20M
SNN Smith & Nephew plc$15M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$753M364+35.07%+17.59%+17.47%-0.37B
2025-12-31$1.07B313+36.10%+17.72%+18.38%-0.03B
2025-09-30$1.02B200+9.51%+8.12%+1.39%+0.06B
2025-06-30$876M198+8.81%+10.78%-1.96%+0.29B
2025-03-31$538M191+5.59%-4.27%+9.85%-0.20B
2024-12-31$697M192