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ABC Arbitrage Asset Management SA
Dominique Ceolin · Hedge Fund · Quant/Systematic
ABC Arbitrage Asset Management SA is a Paris-based investment management firm and a subsidiary of the Euronext-listed ABC arbitrage Group. Established in 2007 to externalize the group's proprietary trading expertise, the firm specializes in quantitative and systematic arbitrage strategies. It focuses on identifying pricing discrepancies in liquid global markets through a variety of market-neutral approaches, including statistical arbitrage, risk arbitrage (event-driven), and derivatives trading. The firm serves institutional clients and qualified investors, leveraging a sophisticated technological infrastructure to provide absolute returns that are uncorrelated with traditional equity markets. Its history is rooted in the systematic trading models developed by its founders since 1995.
Simulated Performance
| Metric | Value |
|---|---|
| Total return | +18.7% |
| YTD return | +7.0% |
| Sharpe ratio | 4.37 |
| Win rate | 80% |
| AUM | $0.6B |
| Inception | Oct 1, 2025 |
| Updated | Sep 4, 2026 |
Institution Status
| Field | Value |
|---|---|
| AUM | $0.6B |
| Turnover | Low (<15%) |
| Avg holding | 18 Months |
| Inception | Oct 1, 2025 |
| Website | https://www.abc-arbitrage.com |
Current Holdings
Updated on Sep 4, 2026.
| Ticker | Name | Portfolio % | Return |
|---|---|---|---|
| BTI | British American Tobacco p.l.c. | 8.5% | +4.2% |
| ERIC | Telefonaktiebolaget LM Ericsson B ADR | 7.8% | +9.0% |
| HMY | Harmony Gold Mining Company Limited | 7.7% | +0.7% |
| VOD | Vodafone Group PLC ADR | 7.4% | +49.1% |
| DEO | Diageo PLC ADR | 7.4% | -5.4% |
| BCS | Barclays PLC ADR | 5.4% | +18.6% |
| GSK | GlaxoSmithKline PLC ADR | 5.1% | -16.6% |
| RIO | Rio Tinto ADR | 4.9% | +53.9% |
| HSBC | HSBC Holdings PLC ADR | 4.8% | +39.2% |
| HLN | Haleon plc | 4.6% | +5.2% |
| NVS | Novartis AG ADR | 4.5% | +3.3% |
| NGG | National Grid PLC ADR | 4.5% | +2.9% |
| SHEL | Shell PLC ADR | 4.3% | +23.4% |
| SNN | Smith & Nephew SNATS Inc | 4.2% | -12.8% |
| CCL | Carnival Corporation | 4.2% | -17.2% |
| SBSW | Sibanye Gold Ltd ADR | 3.9% | +10.9% |
| NWG | Natwest Group PLC | 3.5% | +26.4% |
| BP | BP PLC ADR | 2.4% | +9.5% |
| AEG | Aegon NV ADR | 2.4% | +17.0% |
| ING | ING Group NV ADR | 2.3% | +42.6% |
Recent activity
| Date | Action | Ticker | Weight |
|---|---|---|---|
| Mar 9, 2026 | BUY | SBSW | 4.2% → 3.9% |
| Mar 9, 2026 | BUY | ING | 2.5% → 2.3% |
| Mar 9, 2026 | SELL | NVS | 4.1% → 4.5% |
| Mar 9, 2026 | SELL | NWG | 3.8% → 3.5% |
| Mar 9, 2026 | BUY | DEO | 8.1% → 7.4% |
Investment Style Analysis
ABC Arbitrage Asset Management SA is widely recognized for employing a Quant/Systematic strategy. As of Sep 4, 2026, the firm oversees approximately $0.6B in assets under management (AUM). The portfolio demonstrates a clear preference for the Banks - Diversified and Drug Manufacturers - General sectors, reflecting a high-conviction approach to capital allocation.
Recent Market Moves
During the latest rebalancing period ending Mar 9, ABC Arbitrage Asset Management SA made a significant move by increasing exposure to SBSW. This adjustment aligns with the fund's dynamic approach to risk management and capital deployment in current market conditions.
Investment Philosophy
ABC Arbitrage Asset Management’s investment philosophy focuses on the scientific and systematic exploitation of market inefficiencies to generate absolute, uncorrelated returns. The firm employs a non-directional, market-neutral approach across liquid global asset classes, utilizing proprietary quantitative models to identify and capture pricing anomalies. Its strategy prioritizes rigorous risk management and drawdown mitigation, aiming to maintain a convex return profile during periods of market volatility. By combining industrial-scale technological execution with niche-focused research in statistical and risk arbitrage, the institution seeks to deliver consistent risk-adjusted performance for its institutional and professional investor base.
Disclaimer
The content provided on this page, including the simulated portfolio performance, holdings analysis, and AI-generated insights, is for informational and educational purposes only. It does not constitute financial advice, investment recommendations, or an offer to buy or sell any securities. All data is derived from historical SEC 13F filings and other public disclosures, which have a reporting lag. The "Simulated Performance" is a hypothetical reconstruction based on past disclosures and does not represent the actual returns of the institution. Past performance is not indicative of future results. Tritonix.ai is not affiliated with ABC Arbitrage Asset Management SA.
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Frequently asked questions
How is the simulated portfolio for ABC Arbitrage Asset Management SA constructed?
This simulation is powered by Tritonix AI using official SEC filings. We focus on the "Best Ideas" by filtering for only the Top 20 largest holdings and rebalancing them to 100%. The simulation tracks performance starting from Oct 1, 2025. Our AI monitors for updates every Monday to capture major shifts. This concentrated approach highlights the manager's true stock-picking skill and mirrors their actual investment returns.
What is ABC Arbitrage Asset Management SA's largest holding?
As of the latest filing, ABC Arbitrage Asset Management SA's top position is British American Tobacco p.l.c. (BTI), representing 8.5% of the portfolio. This reflects a high-conviction bet by the institution.
What is ABC Arbitrage Asset Management SA's historical performance and risk profile?
Our simulation indicates a total return of +18.7% with a win rate of 80%. Notably, the portfolio maintains a Sharpe Ratio of 4.37, suggesting an exceptional level of risk-adjusted returns compared to the broader market.
What sectors does ABC Arbitrage Asset Management SA primarily invest in?
ABC Arbitrage Asset Management SA has a strong preference for the Banks - Diversified sector, which makes up 12.6% of their disclosed assets. The portfolio also has exposure to Drug Manufacturers - General, indicating a specific thematic focus.
Is ABC Arbitrage Asset Management SA's portfolio concentrated or diversified?
ABC Arbitrage Asset Management SA runs a moderately concentrated portfolio with 20 disclosed positions. The top 3 holdings alone account for 24.0% of the total portfolio weight, suggesting a strategy that favors broader market exposure.
How has ABC Arbitrage Asset Management SA performed in 2026?
Our AI-simulated model portfolio for ABC Arbitrage Asset Management SA tracks a Year-to-Date (YTD) return of +7.0%. This metric helps investors gauge the institution's effectiveness in the current market environment.
Does Dominique Ceolin manage ABC Arbitrage Asset Management SA directly?
Yes, Dominique Ceolin serves as the key portfolio manager for ABC Arbitrage Asset Management SA, overseeing the investment strategy and final capital allocation decisions.