AAM

Arabesque Asset Management Portfolio holdings

AUM $296M

2022 Q4 2022 Q3 2022 Q2 2022 Q1 2021 Q4 2021 Q3 2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4

This Quarter Return

+7.76%

1 Year Return

-15.19%

3 Year Return

+121.56%

5 Year Return

–

10 Year Return

–

AUM

$226M

AUM Growth

+$226M (-32%)

Cap. Flow

-$114M

Cap. Flow % of AUM

-50.6%

Top 10 Holdings % Top 10 Hldgs %

41.34%

Holding

135

New

Increased

Reduced

Closed

Top Buys

1	Deckers Outdoor DECK	$14.2M
2	Mettler-Toledo International MTD	$13.1M
3	HCA Healthcare HCA	$10.8M
4	Repligen RGEN	$9.01M
5	ANSS Ansys ANSS	$8.32M

Top Sells

1	Canadian Pacific Kansas City CP	$92.8M
2	RH RH	$36M
3	ServiceNow NOW	$16.1M
4	Fortinet FTNT	$11.7M
5	Check Point Software Technologies CHKP	$11.5M

Sector Composition

1	Healthcare	28.25%
2	Technology	25.26%
3	Consumer Discretionary	21.17%
4	Industrials	10.99%
5	Financials	6.81%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
1	1 Deckers Outdoor DECK $17.7B	$14.8M	6.52%	44,646 +43,045	+2,689%	+$14.2M
2	2 Mettler-Toledo International MTD $26.8B	$13.1M	5.81%	+11,378	New	+$13.1M
3	3 Teledyne Technologies TDY $25.2B	$11.9M	5.24%	28,671 +12,927	+82%	+$5.35M
4	4 HCA Healthcare HCA $94.5B	$10.8M	4.77%	+57,274	New	+$10.8M
5	5 Repligen RGEN $6.88B	$9.01M	3.98%	+46,344	New	+$9.01M
6	ANSS 6 DELISTED Ansys ANSS	$8.32M	3.68%	+24,508	New	+$8.32M
7	7 Thermo Fisher Scientific TMO $186B	$7.82M	3.46%	17,131 +11,347	+196%	+$5.18M
8	8 Lithia Motors LAD $8.63B	$6.12M	2.71%	+15,696	New	+$6.12M
9	9 O'Reilly Automotive ORLY $88B	$5.87M	2.6%	+11,576	New	+$5.87M
10	10 AutoZone AZO $70.2B	$5.85M	2.58%	+4,163	New	+$5.85M
11	11 CACI CACI $10.6B	$5.41M	2.39%	+21,947	New	+$5.41M
12	12 Factset FDS $14.1B	$5.23M	2.31%	16,952 +8,221	+94%	+$2.54M
13	13 Watts Water Technologies WTS $9.24B	$4.8M	2.12%	+40,363	New	+$4.8M
14	14 KLA KLAC $115B	$4.02M	1.78%	12,164 +10,253	+537%	+$3.39M
15	15 Whirlpool WHR $5.21B	$3.65M	1.62%	+16,583	New	+$3.65M
16	16 S&P Global SPGI $167B	$3.65M	1.61%	+10,335	New	+$3.65M
17	17 Casey's General Stores CASY $18.4B	$3.47M	1.53%	+16,059	New	+$3.47M
18	18 Tractor Supply TSCO $32.7B	$3.37M	1.49%	19,024 +8,324	+78%	+$1.47M
19	19 Idexx Laboratories IDXX $51.8B	$3.3M	1.46%	6,734 -8,462	-56%	-$4.14M
20	20 Neurocrine Biosciences NBIX $13.8B	$3.18M	1.41%	+32,702	New	+$3.18M
21	21 Primerica PRI $8.72B	$3.04M	1.34%	20,539 +13,269	+183%	+$1.96M
22	22 AGCO AGCO $8.07B	$3.02M	1.34%	+21,034	New	+$3.02M
23	23 EPAM Systems EPAM $9.82B	$2.96M	1.31%	7,460 +6,147	+468%	+$2.44M
24	24 Icon ICLR $13.8B	$2.81M	1.24%	+14,293	New	+$2.81M
25	25 Steris STE $24.1B	$2.77M	1.23%	+14,554	New	+$2.77M