Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. Quant / Systematic

CIK: 0001545545 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 14, 2021

Total Value ($000): $5,772 (63.5% shares, 36.5% debt)

Holdings (14)

— ALLEGHENY TECHNOLOGIES INC 27.7%

Value ($000) $1,600 Shares 1,000,000 Est. Cost $1.36 Unrealized —

— WESTERN DIGITAL CORP. 8.8%

Value ($000) $509 Shares 500,000 Est. Cost $0.99 Unrealized —

IBP INSTALLED BLDG PRODS INC 8.1%

Value ($000) $465 Shares 4,190 Est. Cost $104.68 Unrealized 0.0%

EMR EMERSON ELEC CO 7.8%

Value ($000) $450 Shares 4,990 Est. Cost $77.81 Unrealized 0.0%

ULTA ULTA BEAUTY INC 6.6%

Value ($000) $380 Shares 1,230 Est. Cost $252.99 Unrealized +22.8%

BK BANK NEW YORK MELLON CORP 6.3%

Value ($000) $363 Shares 7,670 Est. Cost $38.28 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 6.3%

Value ($000) $361 Shares 2,550 Est. Cost $124.36 Unrealized 0.0%

GM GENERAL MTRS CO 6.2%

Value ($000) $355 Shares 6,180 Est. Cost $37.51 Unrealized +36.6%

QSR RESTAURANT BRANDS INTL INC 6.1%

Value ($000) $350 Shares 5,380 Est. Cost $61.98 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 5.8%

Value ($000) $334 Shares 6,910 Est. Cost $43.04 Unrealized 0.0%

AZO AUTOZONE INC 3.2%

Value ($000) $183 Shares 130 Est. Cost $1009.47 Unrealized +22.6%

TSM TAIWAN SEMICONDUCTOR MFG LTD 2.5%

Value ($000) $142 Shares 1,200 Est. Cost $118.33 Unrealized —

ASML ASML HOLDING N V 2.5%

Value ($000) $142 Shares 230 Est. Cost $617.39 Unrealized —

MU MICRON TECHNOLOGY INC 2.4%

Value ($000) $138 Shares 1,560 Est. Cost $82.77 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ALLEGHENY TECHNOLOGIES INC	1,000,000	$1,600	27.7%	$1.36	—	NOTE 4.750% 7/0	01741RAG7
—	WESTERN DIGITAL CORP.	500,000	$509	8.8%	$0.99	—	NOTE 1.500% 2/0	958102AP0
IBP	INSTALLED BLDG PRODS INC	4,190	$465	8.1%	$104.68	0.0%	COM	45780R101
EMR	EMERSON ELEC CO	4,990	$450	7.8%	$77.81	0.0%	COM	291011104
ULTA	ULTA BEAUTY INC	1,230	$380	6.6%	$252.99	+22.8%	COM	90384S303
BK	BANK NEW YORK MELLON CORP	7,670	$363	6.3%	$38.28	0.0%	COM	064058100
AXP	AMERICAN EXPRESS CO	2,550	$361	6.3%	$124.36	0.0%	COM	025816109
GM	GENERAL MTRS CO	6,180	$355	6.2%	$37.51	+36.6%	COM	37045V100
QSR	RESTAURANT BRANDS INTL INC	5,380	$350	6.1%	$61.98	0.0%	COM	76131D103
DAL	DELTA AIR LINES INC DEL	6,910	$334	5.8%	$43.04	0.0%	COM NEW	247361702
AZO	AUTOZONE INC	130	$183	3.2%	$1009.47	+22.6%	COM	053332102
TSM	TAIWAN SEMICONDUCTOR MFG LTD	1,200	$142	2.5%	$118.33	—	SPONSORED ADS	874039100
ASML	ASML HOLDING N V	230	$142	2.5%	$617.39	—	N Y REGISTRY SHS	N07059210
MU	MICRON TECHNOLOGY INC	1,560	$138	2.4%	$82.77	0.0%	COM	595112103