Arabesque Asset Management Ltd

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CIK 1766393

13F portfolio (2022-Q4)

$296M

Positions

130

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2022-Q3. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

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As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2022-Q4)

Holdings

130

Top 5

8.4%

Top 10

16.2%

Effective N

97.5

HHI

0.010

This quarter

31 new · 0 exit →

By sector

Information Technology21.4%

Health Care18.0%

Consumer Discretionary14.9%

Financials14.4%

Industrials12.8%

Consumer Staples7.9%

Materials6.7%

Communication Services3.0%

Other0.9%

By market cap

Large ($10–200B)66.6%

Mega (>$200B)29.9%

Mid ($2–10B)2.0%

Unknown1.5%

By region

North America99.4%

Other0.4%

Middle East0.3%

By industry group GICS — finer than sector

Industry group	Weight	Names
Pharmaceuticals & Biotechnology	15.73%	11
Technology Hardware & Equipment	10.08%	11
Specialty Retail	9.30%	11
Insurance	8.64%	10
Chemicals	6.58%	9
Semiconductors & Semiconductor Equipment	6.09%	9
Machinery	4.79%	6
Road & Rail	4.62%	6
Beverages	3.88%	3
Commercial Services & Supplies	3.66%	5
Software	2.98%	5
Food Products	2.98%	3
Banks	2.60%	4
Health Care Equipment & Supplies	2.30%	5
Diversified Telecommunication Services	2.21%	3
Hotels, Restaurants & Leisure	2.17%	3
Automobiles & Components	1.71%	3
Distributors	1.66%	3
Software & IT Services	1.55%	4
Communications Equipment	1.21%	1
Food & Staples Retailing	1.06%	1
Capital Markets	0.98%	2
Airlines	0.84%	1
Professional Services	0.55%	1
Oil, Gas & Consumable Fuels	0.54%	5
Transportation Infrastructure	0.47%	1
Unclassified	0.37%	1
Media & Entertainment	0.26%	1
Metals & Mining	0.11%	1
Textiles, Apparel & Luxury Goods	0.08%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	MRK	Merck & Co., Inc.	Health Care	1.86%
2	LIN	LINDE PLC	Materials	1.67%
3	PFE	PFIZER INC	Health Care	1.67%
4	LLY	ELI LILLY & Co	Health Care	1.63%
5	AVGO	Broadcom Inc.	Information Technology	1.62%
6	ABBV	AbbVie Inc.	Health Care	1.59%
7	TT	Trane Technologies plc	Information Technology	1.59%
8	KO	COCA COLA CO	Consumer Staples	1.58%
9	UNP	UNION PACIFIC CORP	Industrials	1.52%
10	BMY	BRISTOL MYERS SQUIBB CO	Health Care	1.50%

129/130 names classified · sector 99.6% of weight · industry 99.6% · mkt cap 98.5%; unclassified names shown, never dropped.

Sector allocation over time · how the GICS mix & top names shifted quarter by quarter

top 5/sector, rest → “Other” · 17 quarters

Information TechnologyADBE, FTNT, NOW, TMO, CHKP · other

Consumer DiscretionaryFSS, ORLY, RH, CTAS, DPZ · other

IndustrialsAAON, WERN, TDY, ODFL, WM · other

Health CareVRTX, STE, MTD, HCA, RGEN · other

MaterialsDECK, CLX, BTG, NEM, WDFC · other

FinancialsEEFT, PGR, TROW, PRI, EHTH · other

UtilitiesAWR, WEC, NEE, OGE, MSEX · other

Consumer StaplesKO, MDLZ, KDP, MZTI, MED · other

Communication ServicesMETA, GOOGL, NYT, PLNT, CCOI · other

Real EstateWY, PSA, PLD, AMT, FSV · other

EnergyCOP, CVX, EOG, XOM, PSX · other

UnclassifiedCANADIAN PAC RY LTD, ANSYS INC, QUIDEL CORP, EVERBRIDGE INC, BARRICK GOLD CORP · other

Sector is classified on each name's CURRENT fundamentals, not point-in-time — apparent sector drift can reflect the market re-rating a holding, not a manager trade. 13F is a lagged quarterly snapshot of long positions in US-listed securities only — foreign companies held via a US listing or ADR ARE included, but shares listed only on non-US exchanges (plus shorts, options and cash) are not. Latest quarter: 99.6% of the book is sector-classified (unclassified names shown, never dropped).

Style box · size × value-growth placement of the reported book (2022-Q4), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

holdings, colored by sector (123 classified)Arabesque Asset Management Ltd centroid (Large Core)

Information TechnologyHealth CareConsumer DiscretionaryFinancialsIndustrialsConsumer StaplesMaterialsCommunication ServicesEnergy

Style box summary for Arabesque Asset Management Ltd: centroid Large Core. Heaviest cells: Large Core 27.6%, Large Value 27.5%, Large Growth 17.1%.

Classified: 96.9% of book weight (123/130 names) · unclassified 3.1%: TD, BNS, ROG, , CNI, CHKP, CNQ. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 130 positions (2022-Q4) · largest first · Δ vs 2022-Q3

#	Security	Shares	Value	Weight	Δ QoQ
1	MRKMERCK & CO INC	49,653	$6M	1.9%	ADD 80%
2	LINLINDE PLC	15,145	$5M	1.7%	ADD 19%
3	PFEPFIZER INC	96,213	$5M	1.7%	ADD 84%
4	LLYELI LILLY & CO	13,143	$5M	1.6%	ADD 66%
5	AVGOBROADCOM INC	8,559	$5M	1.6%	ADD 88%
6	ABBVABBVIE INC	29,045	$5M	1.6%	ADD 80%
7	TTTRANE TECHNOLOGIES PLC	27,908	$5M	1.6%	ADD 83%
8	KOCOCA COLA CO	73,354	$5M	1.6%	ADD 104%
9	UNPUNION PAC CORP	21,755	$5M	1.5%	ADD 117%
10	BMYBRISTOL-MYERS SQUIBB CO	61,677	$4M	1.5%	ADD 49%
11	TXNTEXAS INSTRS INC	26,840	$4M	1.5%	ADD 97%
12	TJXTJX COS INC NEW	54,145	$4M	1.5%	ADD 124%
13	JNJJOHNSON & JOHNSON	24,103	$4M	1.4%	ADD 72%
14	ORLYOREILLY AUTOMOTIVE INC	4,891	$4M	1.4%	TRIM −4%
15	AMGNAMGEN INC	15,556	$4M	1.4%	ADD 41%
16	ABTABBOTT LABS	37,035	$4M	1.4%	ADD 55%
17	AZOAUTOZONE INC	1,628	$4M	1.4%	TRIM −7%
18	TMOTHERMO FISHER SCIENTIFIC INC	7,160	$4M	1.3%	ADD 80%
19	DHRDANAHER CORP DEL	14,537	$4M	1.3%	ADD 53%
20	MDLZMONDELEZ INTL INC	57,613	$4M	1.3%	ADD 63%
21	REGNREGENERON PHARMACEUTICALS	5,199	$4M	1.3%	ADD 36%
22	QCOMQUALCOMM INC	32,437	$4M	1.2%	ADD 90%
23	PGPROCTER AND GAMBLE CO	23,494	$4M	1.2%	ADD 45%
24	GILDGILEAD SCIENCES INC	41,171	$4M	1.2%	ADD 12%
25	ENPHENPHASE ENERGY INC	13,084	$3M	1.2%	NEW
26	UNHUNITEDHEALTH GROUP INC	6,536	$3M	1.2%	ADD 40%
27	KDPKEURIG DR PEPPER INC	97,093	$3M	1.2%	HOLD
28	PEPPEPSICO INC	18,529	$3M	1.1%	ADD 36%
29	TAT&T INC	180,235	$3M	1.1%	ADD 41%
30	MCDMCDONALDS CORP	12,324	$3M	1.1%	ADD 39%
31	DEDEERE & CO	7,559	$3M	1.1%	ADD 15%
32	MAMASTERCARD INCORPORATED	9,259	$3M	1.1%	NEW
33	IBMINTERNATIONAL BUSINESS MACHS	22,651	$3M	1.1%	ADD 18%
34	VVISA INC	15,348	$3M	1.1%	NEW
35	CVSCVS HEALTH CORP	33,542	$3M	1.1%	ADD 50%
36	KLACKLA CORP	7,957	$3M	1.0%	ADD 43%
37	CLCOLGATE PALMOLIVE CO	37,344	$3M	1.0%	TRIM −19%
38	AFLAFLAC INC	40,465	$3M	1.0%	HOLD
39	CATCATERPILLAR INC	11,771	$3M	1.0%	HOLD
40	ELVELEVANCE HEALTH INC FORMERLY	5,279	$3M	0.9%	ADD 5%
41	CSCOCISCO SYS INC	56,434	$3M	0.9%	NEW
42	LOWLOWES COS INC	13,492	$3M	0.9%	ADD 18%
43	ETNEATON CORP PLC	17,092	$3M	0.9%	NEW
44	SNPSSYNOPSYS INC	8,401	$3M	0.9%	ADD 29%
45	MCKMCKESSON CORP	7,119	$3M	0.9%	ADD 3%
46	BSXBOSTON SCIENTIFIC CORP	57,673	$3M	0.9%	NEW
47	ULTAULTA BEAUTY INC	5,638	$3M	0.9%	ADD 25%
48	HUMHUMANA INC	5,160	$3M	0.9%	ADD 8%
49	CBCHUBB LIMITED	11,928	$3M	0.9%	HOLD
50	AONAON PLC	8,719	$3M	0.9%	ADD 13%
51	CITHE CIGNA GROUP	7,884	$3M	0.9%	HOLD
52	GISGENERAL MILLS INC	30,739	$3M	0.9%	ADD 15%
53	CSXCSX CORP	81,493	$3M	0.9%	TRIM −27%
54	UPSUNITED PARCEL SERVICE INC	14,423	$3M	0.8%	NEW
55	FDXFEDEX CORP	14,380	$2M	0.8%	NEW
56	TMUST-MOBILE US INC	17,597	$2M	0.8%	NEW
57	NSCNORFOLK SOUTHN CORP	9,878	$2M	0.8%	NEW
58	AAPLAPPLE INC	18,727	$2M	0.8%	ADD 25%
59	VRTXVERTEX PHARMACEUTICALS INC	8,421	$2M	0.8%	HOLD
60	ADPAUTOMATIC DATA PROCESSING IN	10,152	$2M	0.8%	ADD 11%
61	DECKDECKERS OUTDOOR CORP	6,004	$2M	0.8%	TRIM −20%
62	CMECME GROUP INC	14,200	$2M	0.8%	ADD 45%
63	TDTORONTO DOMINION BK ONT	36,807	$2M	0.8%	NEW
64	KHCKRAFT HEINZ CO	58,457	$2M	0.8%	ADD 206%
65	TSLATESLA INC	19,272	$2M	0.8%	ADD 127%
66	AXPAMERICAN EXPRESS CO	15,901	$2M	0.8%	ADD 12%
67	ADBEADOBE INC	6,700	$2M	0.8%	NEW
68	ROSTROSS STORES INC	18,996	$2M	0.7%	TRIM −17%
69	PGRPROGRESSIVE CORP	16,745	$2M	0.7%	HOLD
70	DLTRDOLLAR TREE INC	15,349	$2M	0.7%	NEW
71	PANWPALO ALTO NETWORKS INC	15,534	$2M	0.7%	ADD 19%
72	BNSBANK NOVA SCOTIA B C	44,198	$2M	0.7%	NEW
73	FISVFISERV INC	21,166	$2M	0.7%	NEW
74	FFORD MTR CO	182,969	$2M	0.7%	ADD 8%
75	XYLXYLEM INC	19,028	$2M	0.7%	TRIM −17%
76	ITWILLINOIS TOOL WKS INC	9,529	$2M	0.7%	TRIM −13%
77	HDHOME DEPOT INC	6,561	$2M	0.7%	TRIM −14%
78	MRSHMARSH & MCLENNAN COS INC	12,392	$2M	0.7%	TRIM −2%
79	YUMYUM BRANDS INC	15,247	$2M	0.7%	HOLD
80	FTNTFORTINET INC	38,574	$2M	0.6%	TRIM −40%
81	RSGREPUBLIC SVCS INC	14,264	$2M	0.6%	TRIM −2%
82	ECLECOLAB INC	12,377	$2M	0.6%	HOLD
83	WSMWILLIAMS SONOMA INC	15,580	$2M	0.6%	HOLD
84	HIGHARTFORD INSURANCE GROUP INC	22,752	$2M	0.6%	ADD 4%
85	EWEDWARDS LIFESCIENCES CORP	22,653	$2M	0.6%	HOLD
86	MSFTMICROSOFT CORP	6,920	$2M	0.6%	TRIM −23%
87	PAYXPAYCHEX INC	14,140	$2M	0.6%	TRIM −5%
88	ROGROGERS CORP	13,142	$2M	0.5%	HOLD
89	HPQHP INC	57,740	$2M	0.5%	HOLD
90	BDXBECTON DICKINSON & CO	6,083	$2M	0.5%	NEW
91	CRMSALESFORCE INC	10,701	$1M	0.5%	NEW
92	INTCINTEL CORP	53,287	$1M	0.5%	NEW
93	BKNGBOOKING HOLDINGS INC	687	$1M	0.5%	TRIM −65%
94	MUMICRON TECHNOLOGY INC	26,581	$1M	0.4%	TRIM −36%
95	TELTE CONNECTIVITY LTD	11,454	$1M	0.4%	HOLD
96	CMICUMMINS INC	5,016	$1M	0.4%	HOLD
97	SBUXSTARBUCKS CORP	12,245	$1M	0.4%	ADD 152%
98	CANADIAN PAC RY LTD	14,777	$1M	0.4%	ADD 45%
99	CNICANADIAN NATL RY CO	7,949	$944,977	0.3%	HOLD
100	GWWWW GRAINGER INC	1,675	$931,719	0.3%	TRIM −5%
101	APDAIR PRODS & CHEMS INC	2,888	$890,255	0.3%	HOLD
102	AMDADVANCED MICRO DEVICES INC	13,640	$883,463	0.3%	TRIM −57%
103	METAMETA PLATFORMS INC	7,156	$861,153	0.3%	NEW
104	ONON SEMICONDUCTOR CORP	13,686	$853,596	0.3%	ADD 5%
105	FASTFASTENAL CO	17,725	$838,747	0.3%	HOLD
106	JPMJPMORGAN CHASE & CO	5,833	$782,205	0.3%	NEW
107	CHKPCHECK POINT SOFTWARE TECH LT	6,198	$781,940	0.3%	HOLD
108	GOOGLALPHABET INC	8,599	$758,690	0.3%	NEW
109	VZVERIZON COMMUNICATIONS INC	19,238	$757,977	0.3%	NEW
110	CMCSACOMCAST CORP NEW	21,593	$755,107	0.3%	NEW
111	ODFLOLD DOMINION FREIGHT LINE IN	2,627	$745,490	0.3%	HOLD
112	CHDCHURCH & DWIGHT CO INC	8,563	$690,263	0.2%	HOLD
113	ISRGINTUITIVE SURGICAL INC	2,576	$683,542	0.2%	ADD 2%
114	ELLAUDER ESTEE COS INC	2,625	$651,289	0.2%	HOLD
115	BBYBest Buy Company, Inc.	7,913	$634,702	0.2%	HOLD
116	EPAMEPAM SYS INC	1,678	$549,948	0.2%	HOLD
117	APTVAPTIV PLC	5,851	$544,904	0.2%	HOLD
118	BXBLACKSTONE INC	6,912	$512,801	0.2%	TRIM −69%
119	NVDANVIDIA CORPORATION	3,252	$475,247	0.2%	NEW
120	ETSYETSY INC	3,621	$433,723	0.1%	HOLD
121	EOGEOG RES INC	3,059	$396,202	0.1%	NEW
122	NTAPNetApp Inc.	6,328	$380,060	0.1%	HOLD
123	ADIANALOG DEVICES INC	2,264	$371,364	0.1%	TRIM −73%
124	XOMEXXON MOBIL CORP	3,067	$338,290	0.1%	NEW
125	FCXFREEPORT MCMORAN INC	8,550	$324,900	0.1%	NEW
126	PSXPHILLIPS 66	3,100	$322,648	0.1%	NEW
127	CNQCANADIAN NAT RES LTD	5,800	$322,074	0.1%	NEW
128	CTASCINTAS CORP	548	$247,488	0.1%	NEW
129	CVXCHEVRON CORP NEW	1,180	$211,798	0.1%	NEW
130	RMDRESMED INC	1,014	$211,044	0.1%	HOLD

☆Arabesque Asset Management Ltd