Arabesque Asset Management Ltd

CIK

1766393

Location

London, X0

Portfolio Value

Small $273,188,792

Diversification

Diversified

Filing Date

Global Rank

#2,608 / 6,944 ▲ 474

Top Industry

Drug Manufacturers - General 13.4%

3Y Alpha vs SPY

-6.5%

Period ended 3 years ago

Filed Feb 14, 2023 · 3y

12 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+49.9%

SPY

+76.5%

Annualised alpha

-6.4%

Max drawdown

−12.3%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

126 positions · as of Dec 31, 2022 · Δ vs Sep 30, 2022

Top Position

2.0%

+0.0 pts

Top 5

9.0%

+0.1 pts

Top 10

17.2%

+0.8 pts

HHI

109

Diversified−3

Portfolio Trend

12 quarters · across all stocks

Sector Breakdown

As of Dec 31, 2022

Sector	% Portfolio	Value	Positions
Healthcare	28.4%	$77,563,231	24
Technology	17.6%	$48,027,701	27
Industrials	13.9%	$37,885,092	18
Consumer Cyclical	12.0%	$32,874,784	17
Financial Services	11.4%	$31,096,214	14
Consumer Defensive	11.1%	$30,288,583	11
Communication Services	3.2%	$8,867,216	6
Basic Materials	1.1%	$3,016,750	3
Unclassified	0.8%	$2,139,247	1
Energy	0.5%	$1,429,974	5

Last Quarter's Activity

Export CSV

Dec 31, 2022 vs Sep 30, 2022

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
T	At&T Inc.	+52,700	180,235	$3,318,126
PFE	Pfizer Inc	+43,810	96,213	$4,929,954
KHC	Kraft Heinz Co	+39,379	58,457	$2,379,784
KO	Coca Cola Co	+37,412	73,354	$4,666,047
TJX	Tjx Companies Inc /De/	+29,938	54,145	$4,309,942
MDLZ	Mondelez International, Inc.	+22,365	57,613	$3,839,906
MRK	Merck & Co., Inc.	+22,132	49,653	$5,509,000
BMY	Bristol Myers Squibb Co	+20,212	61,677	$4,437,660
QCOM	Qualcomm Inc/De	+15,351	32,437	$3,566,123
ABT	Abbott Laboratories	+13,199	37,035	$4,066,072
TXN	Texas Instruments Inc	+13,196	26,840	$4,434,504
F	Ford Motor Co	+12,959	182,969	$2,127,929
ABBV	AbbVie Inc.	+12,883	29,045	$4,693,962
TT	Trane Technologies plc	+12,638	27,908	$4,691,055
UNP	Union Pacific Corp	+11,752	21,755	$4,504,807
CVS	CVS HEALTH Corp	+11,176	33,542	$3,125,778
TSLA	Tesla, Inc.	+10,791	19,272	$2,373,924
JNJ	Johnson & Johnson	+10,073	24,103	$4,257,794
SBUX	Starbucks Corp	+7,391	12,245	$1,214,704
PG	PROCTER & GAMBLE Co	+7,331	23,494	$3,560,750
LLY	ELI LILLY & Co	+5,211	13,143	$4,808,235
DHR	Danaher Corp /De/	+5,054	14,537	$3,420,576
PEP	Pepsico Inc	+4,865	18,529	$3,347,449
AMGN	Amgen Inc	+4,547	15,556	$4,085,627
CME	Cme Group Inc.	+4,419	14,200	$2,387,872
No positions match the current search.

Trimmed

Positions the filer reduced

21 positions

Ticker	Company	Δ Shares	Shares	Value
CSX	Csx Corp	−30,711	81,493	$2,524,653
FTNT	Fortinet, Inc.	−25,331	38,574	$1,885,882
AMD	Advanced Micro Devices Inc	−17,732	13,640	$883,462
BX	Blackstone Inc.	−15,471	6,912	$512,801
MU	Micron Technology Inc	−15,160	26,581	$1,328,518
CL	Colgate Palmolive Co	−8,924	37,344	$2,942,333
ADI	Analog Devices Inc	−6,043	2,264	$371,363
XYL	Xylem Inc.	−4,012	19,028	$2,103,925
ROST	Ross Stores, Inc.	−3,993	18,996	$2,204,865
MSFT	Microsoft Corp	−2,090	6,920	$1,659,554
DECK	Deckers Outdoor Corp	−1,489	6,004	$399,426
ITW	Illinois Tool Works Inc	−1,363	9,529	$2,099,238
BKNG	Booking Holdings Inc.	−1,269	687	$1,384,497
HD	Home Depot, Inc.	−1,042	6,561	$2,072,357
PAYX	Paychex Inc	−809	14,140	$1,634,018
RSG	Republic Services, Inc.	−305	14,264	$1,839,913
MRSH	Marsh & Mclennan Companies, Inc.	−271	12,392	$2,050,628
ORLY	O Reilly Automotive Inc	−218	4,891	$275,210
AZO	Autozone Inc	−120	1,628	$4,014,940
GWW	W.W. Grainger, Inc.	−90	1,675	$931,718
VRTX	Vertex Pharmaceuticals Inc / Ma	−32	8,421	$2,431,816
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
ENPH	Enphase Energy, Inc.	13,084	$3,466,736
MA	Mastercard Inc	9,259	$3,219,632
V	Visa Inc.	15,348	$3,188,700
CSCO	Cisco Systems, Inc.	56,434	$2,688,515
ETN	Eaton Corp plc	17,092	$2,682,589
BSX	Boston Scientific Corp	57,673	$2,668,529
UPS	United Parcel Service Inc	14,423	$2,507,294
FDX	Fedex Corp	14,380	$2,490,616
TMUS	T-Mobile US, Inc.	17,597	$2,463,580
NSC	Norfolk Southern Corp	9,878	$2,434,136
TD	Toronto Dominion Bank	36,807	$2,383,621
ADBE	Adobe Inc.	6,700	$2,254,751
DLTR	Dollar Tree, Inc.	15,349	$2,170,962
BNS	Bank Of Nova Scotia	44,198	$2,164,818
FISV	Fiserv Inc	21,166	$2,139,247
CRM	Salesforce, Inc.	10,701	$1,418,845
INTC	Intel Corp	53,287	$1,408,375
BDX	Becton Dickinson & Co	6,083	$1,216,121
META	Meta Platforms, Inc.	7,156	$861,153
JPM	Jpmorgan Chase & Co	5,833	$782,205
GOOGL	Alphabet Inc.	8,599	$758,689
VZ	Verizon Communications Inc	19,238	$757,977
CMCSA	Comcast Corp	21,593	$707,691
EOG	Eog Resources Inc	3,059	$396,201
XOM	Exxon Mobil Corp	3,067	$338,290
No positions match the current search.

Sold Out

Positions the filer fully exited

14 positions

Ticker	Company	Shares	Value
COST	Costco Wholesale Corp /New	5,183	$2,447,775
DG	Dollar General Corp	9,707	$2,328,321
WTW	Willis Towers Watson PLC	10,558	$2,121,524
WY	Weyerhaeuser Co	66,818	$1,908,322
USB	US Bancorp De	42,727	$1,722,752
PLD	Prologis, Inc.	16,584	$1,684,934
PSA	Public Storage	5,310	$1,554,821
HCA	HCA Healthcare, Inc.	8,317	$1,528,581
TFC	Truist Financial Corp	31,815	$1,385,225
HCSG	Healthcare Services Group Inc	86,440	$1,045,059
DOC	Healthpeak Properties, Inc.	21,885	$501,604
EMN	Eastman Chemical Co	6,364	$452,162
A	Agilent Technologies, Inc.	1,773	$215,508
STLA	Stellantis N.V.	12,332	$146,010
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

126 positions · $273,188,792 total · as of Dec 31, 2022

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Technology

Showing 1–50 of 126 positions by value · page 1 of 3

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
MRK	Merck & Co., Inc. Healthcare	Added	49,653	+22,132	$5,509,000	+132.4%	2.02%
PFE	Pfizer Inc Healthcare	Added	96,213	+43,810	$4,929,954	+115.0%	1.80%
LLY	ELI LILLY & Co Healthcare	Added	13,143	+5,211	$4,808,235	+87.5%	1.76%
ABBV	AbbVie Inc. Healthcare	Added	29,045	+12,883	$4,693,962	+116.4%	1.72%
TT	Trane Technologies plc Industrials	Added	27,908	+12,638	$4,691,055	+112.1%	1.72%
KO	Coca Cola Co Consumer Defensive	Added	73,354	+37,412	$4,666,047	+131.7%	1.71%
UNP	Union Pacific Corp Industrials	Added	21,755	+11,752	$4,504,807	+131.2%	1.65%
BMY	Bristol Myers Squibb Co Healthcare	Added	61,677	+20,212	$4,437,660	+50.5%	1.62%
TXN	Texas Instruments Inc Technology	Added	26,840	+13,196	$4,434,504	+110.0%	1.62%
TJX	Tjx Companies Inc /De/ Consumer Cyclical	Added	54,145	+29,938	$4,309,942	+186.6%	1.58%
JNJ	Johnson & Johnson Healthcare	Added	24,103	+10,073	$4,257,794	+85.8%	1.56%
AMGN	Amgen Inc Healthcare	Added	15,556	+4,547	$4,085,627	+64.6%	1.50%
ABT	Abbott Laboratories Healthcare	Added	37,035	+13,199	$4,066,072	+76.3%	1.49%
AZO	Autozone Inc Consumer Cyclical	Reduced	1,628	-120	$4,014,940	+7.2%	1.47%
TMO	Thermo Fisher Scientific Inc. Healthcare	Added	7,160	+3,189	$3,942,940	+95.8%	1.44%
MDLZ	Mondelez International, Inc. Consumer Defensive	Added	57,613	+22,365	$3,839,906	+98.7%	1.41%
REGN	Regeneron Pharmaceuticals, Inc. Healthcare	Added	5,199	+1,390	$3,751,026	+43.0%	1.37%
QCOM	Qualcomm Inc/De Technology	Added	32,437	+15,351	$3,566,123	+84.7%	1.31%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	23,494	+7,331	$3,560,750	+74.5%	1.30%
GILD	Gilead Sciences, Inc. Healthcare	Added	41,171	+4,390	$3,534,530	+55.8%	1.29%
ENPH	Enphase Energy, Inc. Technology	NEW	13,084	NEW	$3,466,736	NEW	1.27%
UNH	Unitedhealth Group Inc Healthcare	Added	6,536	+1,869	$3,465,256	+47.0%	1.27%
KDP	Keurig Dr Pepper Inc. Consumer Defensive	Added	97,093	+1,759	$3,462,336	+1.4%	1.27%
DHR	Danaher Corp /De/ Healthcare	Added	14,537	+5,054	$3,420,576	+57.5%	1.25%
PEP	Pepsico Inc Consumer Defensive	Added	18,529	+4,865	$3,347,449	+50.1%	1.23%
T	At&T Inc. Communication Services	Added	180,235	+52,700	$3,318,126	+69.6%	1.21%
MCD	Mcdonalds Corp Consumer Cyclical	Added	12,324	+3,429	$3,247,743	+58.2%	1.19%
DE	Deere & Co Industrials	Added	7,559	+968	$3,240,996	+47.3%	1.19%
MA	Mastercard Inc Financial Services	NEW	9,259	NEW	$3,219,632	NEW	1.18%
IBM	International Business Machines Corp Technology	Added	22,651	+3,486	$3,191,299	+40.2%	1.17%
V	Visa Inc. Financial Services	NEW	15,348	NEW	$3,188,700	NEW	1.17%
CVS	CVS HEALTH Corp Healthcare	Added	33,542	+11,176	$3,125,778	+46.5%	1.14%
KLAC	Kla Corp Technology	Added	7,957	+2,402	$3,000,027	+78.5%	1.10%
CL	Colgate Palmolive Co Consumer Defensive	Reduced	37,344	-8,924	$2,942,333	−9.5%	1.08%
AFL	Aflac Inc Financial Services	Held	40,465	0	$2,911,052	+28.0%	1.07%
CAT	Caterpillar Inc Industrials	Held	11,771	0	$2,819,860	+46.0%	1.03%
ELV	Elevance Health, Inc. Healthcare	Added	5,279	+274	$2,707,968	+19.1%	0.99%
CSCO	Cisco Systems, Inc. Technology	NEW	56,434	NEW	$2,688,515	NEW	0.98%
LOW	Lowes Companies Inc Consumer Cyclical	Added	13,492	+2,019	$2,688,146	+24.8%	0.98%
ETN	Eaton Corp plc Industrials	NEW	17,092	NEW	$2,682,589	NEW	0.98%
SNPS	Synopsys Inc Technology	Added	8,401	+1,911	$2,682,355	+35.3%	0.98%
MCK	Mckesson Corp Healthcare	Added	7,119	+217	$2,670,479	+13.8%	0.98%
BSX	Boston Scientific Corp Healthcare	NEW	57,673	NEW	$2,668,529	NEW	0.98%
ULTA	Ulta Beauty, Inc. Consumer Cyclical	Added	5,638	+1,121	$2,644,616	+45.9%	0.97%
HUM	Humana Inc Healthcare	Added	5,160	+367	$2,642,900	+13.6%	0.97%
CB	Chubb Ltd Financial Services	Added	11,928	+231	$2,631,316	+23.7%	0.96%
AON	Aon plc Financial Services	Added	8,719	+1,003	$2,616,920	+26.6%	0.96%
CI	Cigna Group Healthcare	Held	7,884	0	$2,612,284	+19.4%	0.96%
GIS	General Mills Inc Consumer Defensive	Added	30,739	+3,944	$2,577,465	+25.6%	0.94%
CSX	Csx Corp Industrials	Reduced	81,493	-30,711	$2,524,653	−15.5%	0.92%