ABC ARBITRAGE SA

CIK 0002049221 · Q1 2026

13F Equity AUM

$752.9M

-29.5% QoQ

Positions

363

+50 QoQ

AUM Rank

#3,366

Top 27%

Skill Alpha (FF)

—

Building track record (4q)

Quarters Tracked

~1 years

Portfolio Concentration

Top 5: 24.8%Top 10: 41.9%Top 20: 58.1%

VOD6.6%

DGED5.0%

SHEL4.9%

BP4.2%

NGG4.0%

GSK4.0%

ERIC3.5%

RIO3.5%

HBC23.1%

BMTA3.0%

Others (353)58.1%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Financial Services16.0%

Energy11.4%

Healthcare11.1%

Consumer Defensive10.2%

Technology9.3%

Communication Services8.9%

Basic Materials7.7%

Consumer Cyclical6.7%

Other18.6%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 363Median: 0.05%Avg: 0.28%

0–0.5%

316(24.1%)

0.5–1%

28(18.7%)

1–3%

9(15.3%)

3–5%

8(30.2%)

5%+

2(11.7%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 235Unique: 128vs 20 funds

3.2%Low

363

Fund positions

7,299

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 9 benchmark funds with highest portfolio overlap (Jaccard similarity)

JPMORGAN CHASE & CO

4.4%

BlackRock, Inc.

4.4%

MORGAN STANLEY

3.4%

BANK OF AMERICA CORP /DE/

3.6%

STATE STREET CORP

4.4%

FMR LLC

5.1%

GEODE CAPITAL MANAGEMENT, LLC

4.1%

VANGUARD CAPITAL MANAGEMENT LLC

VANGUARD PORTFOLIO MANAGEMENT LLC

4.6%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New221Increased27Decreased47Exited170

New Positions

CX1.8%

+1.2M

ASML1.3%

+7K

UDR0.9%

+196K

UAL0.8%

+68K

STEL0.8%

+160K

TPH0.7%

+120K

NATH0.7%

+54K

DAWN0.7%

+229K

SNCY0.6%

+266K

3M40.6%

+24K

Increased

LNKB0.7%

+525K(+399%)

AMX1.4%

+317K(+316%)

BP4.2%

+306K(+82%)

FFIC0.5%

+200K(+704%)

VOD6.6%

+99K(+3%)

SHEL4.9%

+77K(+24%)

LEN1.1%

+73K(+272%)

MUFG0.2%

+60K(+235%)

RYAAY0.7%

+53K(+137%)

UAA0.1%

+50K(+49%)

Decreased

HLN0.6%

-2,312,074(-83%)

ERIC3.5%

-2,055,143(-47%)

HAM1.5%

-1,747,329(-70%)

CUK0.2%

-937,720(-93%)

BMTA3.0%

-527,925(-57%)

SNN1.2%

-467,275(-62%)

RTO0.6%

-230,066(-62%)

NWG2.6%

-134,050(-9%)

PSO0.4%

-132,496(-37%)

FFWM0.8%

-123,045(-11%)

Exited

-1,546,396

-1,749,026

-176,749

-556,894

-362,554

-140,150

-117,480

CADE

-174,532

PUKN

-236,431

CMA

-81,217

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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