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

-6.3%

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

+50.2%

SPY

+76.3%

Annualised alpha

-6.3%

Max drawdown

−12.2%

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
NVDA	Nvidia Corp Technology	NEW	3,252	NEW	$47,524	NEW	0.02%
CTAS	Cintas Corp Industrials	NEW	548	NEW	$61,871	NEW	0.02%
CNQ	Canadian Natural Resources Ltd Energy	NEW	5,800	NEW	$161,037	NEW	0.06%
RMD	Resmed Inc Healthcare	Held	1,014	0	$211,043	−4.7%	0.08%
CVX	Chevron Corp Energy	NEW	1,180	NEW	$211,798	NEW	0.08%
ORLY	O Reilly Automotive Inc Consumer Cyclical	Reduced	4,891	-218	$275,210	+14.9%	0.10%
PSX	Phillips 66 Energy	NEW	3,100	NEW	$322,648	NEW	0.12%
FCX	Freeport-Mcmoran Inc Basic Materials	NEW	8,550	NEW	$324,900	NEW	0.12%
XOM	Exxon Mobil Corp Energy	NEW	3,067	NEW	$338,290	NEW	0.12%
ADI	Analog Devices Inc Technology	Reduced	2,264	-6,043	$371,363	−67.9%	0.14%
ODFL	Old Dominion Freight Line, Inc. Industrials	Held	2,627	0	$372,745	+14.1%	0.14%
NTAP	NetApp, Inc. Technology	Held	6,328	0	$380,059	−2.9%	0.14%
EOG	Eog Resources Inc Energy	NEW	3,059	NEW	$396,201	NEW	0.15%
DECK	Deckers Outdoor Corp Consumer Cyclical	Reduced	6,004	-1,489	$399,426	+2.3%	0.15%
FAST	Fastenal Co Industrials	Held	17,725	0	$419,373	+2.8%	0.15%
ETSY	Etsy Inc Consumer Cyclical	Held	3,621	0	$433,723	+19.6%	0.16%
AVGO	Broadcom Inc. Technology	Added	8,559	+4,013	$478,559	+137.1%	0.18%
BX	Blackstone Inc. Financial Services	Reduced	6,912	-15,471	$512,801	−72.6%	0.19%
EPAM	EPAM Systems, Inc. Technology	Held	1,678	0	$549,947	−9.5%	0.20%
BBY	Best Buy Co Inc Consumer Cyclical	Held	7,913	0	$634,701	+26.6%	0.23%
EL	Estee Lauder Companies Inc Consumer Defensive	Held	2,625	0	$651,288	+14.9%	0.24%
ISRG	Intuitive Surgical Inc Healthcare	Added	2,576	+54	$683,541	+44.6%	0.25%
CHD	Church & Dwight Co Inc /De/ Consumer Defensive	Held	8,563	0	$690,263	+12.8%	0.25%
CMCSA	Comcast Corp Communication Services	NEW	21,593	NEW	$707,691	NEW	0.26%
VZ	Verizon Communications Inc Communication Services	NEW	19,238	NEW	$757,977	NEW	0.28%
GOOGL	Alphabet Inc. Communication Services	NEW	8,599	NEW	$758,689	NEW	0.28%
CHKP	Check Point Software Technologies Ltd Technology	Held	6,198	0	$781,939	+12.6%	0.29%
JPM	Jpmorgan Chase & Co Financial Services	NEW	5,833	NEW	$782,205	NEW	0.29%
ON	On Semiconductor Corp Technology	Added	13,686	+632	$853,595	+4.9%	0.31%
META	Meta Platforms, Inc. Communication Services	NEW	7,156	NEW	$861,153	NEW	0.32%
AMD	Advanced Micro Devices Inc Technology	Reduced	13,640	-17,732	$883,462	−55.6%	0.32%
APD	Air Products & Chemicals, Inc. Basic Materials	Held	2,888	0	$890,254	+32.5%	0.33%
WSM	Williams Sonoma Inc Consumer Cyclical	Held	15,580	0	$895,226	−2.5%	0.33%
GWW	W.W. Grainger, Inc. Industrials	Reduced	1,675	-90	$931,718	+7.9%	0.34%
CNI	Canadian National Railway Co Industrials	Held	7,949	0	$944,977	+10.1%	0.35%
PANW	Palo Alto Networks Inc Technology	Added	15,534	+2,508	$1,083,807	+1.6%	0.40%
SBUX	Starbucks Corp Consumer Cyclical	Added	12,245	+7,391	$1,214,704	+197.0%	0.44%
CMI	Cummins Inc Industrials	Added	5,016	+24	$1,215,326	+19.6%	0.44%
BDX	Becton Dickinson & Co Healthcare	NEW	6,083	NEW	$1,216,121	NEW	0.45%
MU	Micron Technology Inc Technology	Reduced	26,581	-15,160	$1,328,518	−36.5%	0.49%
BKNG	Booking Holdings Inc. Consumer Cyclical	Reduced	687	-1,269	$1,384,497	−56.9%	0.51%
INTC	Intel Corp Technology	NEW	53,287	NEW	$1,408,375	NEW	0.52%
CRM	Salesforce, Inc. Technology	NEW	10,701	NEW	$1,418,845	NEW	0.52%
HPQ	Hp Inc Technology	Held	57,740	0	$1,551,473	+7.8%	0.57%
ROG	Rogers Corp Technology	Held	13,142	0	$1,568,366	−50.7%	0.57%
PAYX	Paychex Inc Technology	Reduced	14,140	-809	$1,634,018	−2.6%	0.60%
MSFT	Microsoft Corp Technology	Reduced	6,920	-2,090	$1,659,554	−20.9%	0.61%
EW	Edwards Lifesciences Corp Healthcare	Held	22,653	0	$1,690,140	−9.7%	0.62%
HIG	Hartford Insurance Group, Inc. Financial Services	Added	22,752	+806	$1,725,284	+26.9%	0.63%
ECL	Ecolab Inc. Basic Materials	Held	12,377	0	$1,801,596	+0.8%	0.66%