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

CIK: 0001545545 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $107,898 (97.1% shares, 2.9% debt)

Holdings (99)

AAPL APPLE INC 88.5%
Value ($000) $95,497 Shares 674,890 Est. Cost $143.78 Unrealized +0.1%
WESTERN DIGITAL CORP. 1.6%
Value ($000) $1,770 Shares 1,760,000 Est. Cost $1.03 Unrealized
ALLEGHENY TECHNOLOGIES INC 1.3%
Value ($000) $1,349 Shares 1,000,000 Est. Cost $1.36 Unrealized
MSFT MICROSOFT CORP 0.5%
Value ($000) $578 Shares 2,050 Est. Cost $258.25 Unrealized +8.7%
MU MICRON TECHNOLOGY INC 0.4%
Value ($000) $443 Shares 6,240 Est. Cost $76.61 Unrealized -4.4%
AMZN AMAZON COM INC 0.4%
Value ($000) $427 Shares 130 Est. Cost $166.20 Unrealized +3.8%
GOOGL ALPHABET INC 0.3%
Value ($000) $321 Shares 120 Est. Cost $123.89 Unrealized +9.0%
IYR ISHARES TR 0.3%
Value ($000) $273 Shares 2,670 Est. Cost $102.29 Unrealized
GM GENERAL MTRS CO 0.2%
Value ($000) $268 Shares 5,090 Est. Cost $37.51 Unrealized +36.7%
META FACEBOOK INC 0.2%
Value ($000) $268 Shares 790 Est. Cost $333.92 Unrealized +7.1%
EMR EMERSON ELEC CO 0.2%
Value ($000) $266 Shares 2,820 Est. Cost $77.81 Unrealized +17.2%
IBP INSTALLED BLDG PRODS INC 0.2%
Value ($000) $260 Shares 2,430 Est. Cost $106.84 Unrealized +3.4%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $219 Shares 840 Est. Cost $263.52 Unrealized +7.4%
GOOG ALPHABET INC 0.2%
Value ($000) $213 Shares 80 Est. Cost $125.25 Unrealized +9.3%
AZO AUTOZONE INC 0.2%
Value ($000) $187 Shares 110 Est. Cost $1237.71 Unrealized +29.6%
PFE PFIZER INC 0.2%
Value ($000) $185 Shares 4,290 Est. Cost $32.69 Unrealized +9.1%
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $159 Shares 160 Est. Cost $335.80 Unrealized 0.0%
TSLA TESLA INC 0.1%
Value ($000) $155 Shares 200 Est. Cost $217.09 Unrealized +8.4%
QCOM QUALCOMM INC 0.1%
Value ($000) $148 Shares 1,150 Est. Cost $124.77 Unrealized +3.3%
REGN REGENERON PHARMACEUTICALS 0.1%
Value ($000) $139 Shares 230 Est. Cost $543.33 Unrealized +13.6%
NKE NIKE INC 0.1%
Value ($000) $137 Shares 940 Est. Cost $138.53 Unrealized +10.1%
DISCOVER FINL SVCS 0.1%
Value ($000) $136 Shares 1,110 Est. Cost $119.54 Unrealized
INTU INTUIT 0.1%
Value ($000) $135 Shares 250 Est. Cost $524.46 Unrealized 0.0%
V VISA INC 0.1%
Value ($000) $129 Shares 580 Est. Cost $223.37 Unrealized +1.6%
ADBE ADOBE SYSTEMS INCORPORATED 0.1%
Value ($000) $127 Shares 220 Est. Cost $567.26 Unrealized +11.0%
CINF CINCINNATI FINL CORP 0.1%
Value ($000) $126 Shares 1,100 Est. Cost $105.35 Unrealized +0.8%
WFC WELLS FARGO CO NEW 0.1%
Value ($000) $117 Shares 2,520 Est. Cost $41.06 Unrealized +1.3%
DOW DOW INC 0.1%
Value ($000) $111 Shares 1,930 Est. Cost $47.81 Unrealized 0.0%
NFLX NETFLIX INC 0.1%
Value ($000) $110 Shares 180 Est. Cost $52.64 Unrealized +4.5%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $110 Shares 570 Est. Cost $165.20 Unrealized +1.7%
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $106 Shares 890 Est. Cost $114.61 Unrealized +3.6%
CRM SALESFORCE COM INC 0.1%
Value ($000) $106 Shares 390 Est. Cost $237.22 Unrealized +5.8%
TXT TEXTRON INC 0.1%
Value ($000) $98 Shares 1,400 Est. Cost $69.91 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $96 Shares 620 Est. Cost $143.32 Unrealized +9.3%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $94 Shares 210 Est. Cost $381.58 Unrealized +9.6%
ULTA ULTA BEAUTY INC 0.1%
Value ($000) $94 Shares 260 Est. Cost $260.65 Unrealized +38.6%
EL LAUDER ESTEE COS INC 0.1%
Value ($000) $93 Shares 310 Est. Cost $299.51 Unrealized +1.9%
MRNA MODERNA INC 0.1%
Value ($000) $89 Shares 230 Est. Cost $368.80 Unrealized 0.0%
LLY LILLY ELI & CO 0.1%
Value ($000) $88 Shares 380 Est. Cost $236.66 Unrealized 0.0%
NEM NEWMONT CORP 0.1%
Value ($000) $87 Shares 1,610 Est. Cost $55.07 Unrealized -6.7%
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $87 Shares 520 Est. Cost $158.27 Unrealized 0.0%
WMT WALMART INC 0.1%
Value ($000) $85 Shares 610 Est. Cost $44.46 Unrealized +2.3%
MPC MARATHON PETE CORP 0.1%
Value ($000) $80 Shares 1,300 Est. Cost $51.95 Unrealized -0.3%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $79 Shares 700 Est. Cost $114.14 Unrealized 0.0%
DE DEERE & CO 0.1%
Value ($000) $77 Shares 230 Est. Cost $339.31 Unrealized 0.0%
KLAC KLA CORP 0.1%
Value ($000) $77 Shares 230 Est. Cost $318.72 Unrealized 0.0%
NOW SERVICENOW INC 0.1%
Value ($000) $75 Shares 120 Est. Cost $107.95 Unrealized +12.2%
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $72 Shares 170 Est. Cost $416.99 Unrealized 0.0%
CE CELANESE CORP DEL 0.1%
Value ($000) $71 Shares 470 Est. Cost $146.72 Unrealized -2.5%
COP CONOCOPHILLIPS 0.1%
Value ($000) $71 Shares 1,050 Est. Cost $47.19 Unrealized +4.5%
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $71 Shares 710 Est. Cost $87.20 Unrealized +12.2%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $70 Shares 460 Est. Cost $126.73 Unrealized +0.7%
CPRT COPART INC 0.1%
Value ($000) $69 Shares 500 Est. Cost $35.73 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONAL 0.1%
Value ($000) $69 Shares 50 Est. Cost $1289.73 Unrealized +16.7%
ZTS ZOETIS INC 0.1%
Value ($000) $66 Shares 340 Est. Cost $166.50 Unrealized +16.4%
RVTY PERKINELMER INC 0.1%
Value ($000) $64 Shares 370 Est. Cost $174.45 Unrealized 0.0%
MCO MOODYS CORP 0.1%
Value ($000) $60 Shares 170 Est. Cost $320.24 Unrealized +13.4%
CAT CATERPILLAR INC 0.1%
Value ($000) $60 Shares 310 Est. Cost $192.08 Unrealized 0.0%
TJX TJX COS INC NEW 0.1%
Value ($000) $59 Shares 900 Est. Cost $65.45 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 0.1%
Value ($000) $59 Shares 1,210 Est. Cost $43.96 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.1%
Value ($000) $59 Shares 210 Est. Cost $275.86 Unrealized
AVY AVERY DENNISON CORP 0.1%
Value ($000) $58 Shares 280 Est. Cost $194.12 Unrealized +2.5%
LAM RESEARCH CORP 0.1%
Value ($000) $57 Shares 100 Est. Cost $570.00 Unrealized
IDXX IDEXX LABS INC 0.1%
Value ($000) $56 Shares 90 Est. Cost $552.18 Unrealized +21.7%
LOW LOWES COS INC 0.1%
Value ($000) $55 Shares 270 Est. Cost $179.51 Unrealized +2.3%
URI UNITED RENTALS INC 0.0%
Value ($000) $53 Shares 150 Est. Cost $325.11 Unrealized 0.0%
ALLE ALLEGION PLC 0.0%
Value ($000) $52 Shares 390 Est. Cost $128.51 Unrealized +1.9%
FRCB FIRST REP BK SAN FRANCISCO C 0.0%
Value ($000) $52 Shares 270 Est. Cost $194.69 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $51 Shares 130 Est. Cost $376.33 Unrealized +2.3%
WEC WEC ENERGY GROUP INC 0.0%
Value ($000) $48 Shares 540 Est. Cost $80.62 Unrealized +0.3%
PNC PNC FINL SVCS GROUP INC 0.0%
Value ($000) $47 Shares 240 Est. Cost $158.69 Unrealized +1.3%
ROST ROSS STORES INC 0.0%
Value ($000) $46 Shares 420 Est. Cost $118.36 Unrealized -3.7%
NRG NRG ENERGY INC 0.0%
Value ($000) $45 Shares 1,090 Est. Cost $37.59 Unrealized 0.0%
SO SOUTHERN CO 0.0%
Value ($000) $45 Shares 720 Est. Cost $54.69 Unrealized 0.0%
F FORD MTR CO DEL 0.0%
Value ($000) $39 Shares 2,780 Est. Cost $10.32 Unrealized 0.0%
CSCO CISCO SYS INC 0.0%
Value ($000) $32 Shares 590 Est. Cost $47.16 Unrealized +4.4%
FOX FOX CORP 0.0%
Value ($000) $30 Shares 810 Est. Cost $32.23 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.0%
Value ($000) $29 Shares 40 Est. Cost $758.74 Unrealized 0.0%
MO ALTRIA GROUP INC 0.0%
Value ($000) $28 Shares 620 Est. Cost $33.99 Unrealized 0.0%
NTAP NETAPP INC 0.0%
Value ($000) $27 Shares 300 Est. Cost $72.07 Unrealized +5.4%
POOL POOL CORP 0.0%
Value ($000) $26 Shares 60 Est. Cost $449.11 Unrealized 0.0%
FTNT FORTINET INC 0.0%
Value ($000) $26 Shares 90 Est. Cost $42.69 Unrealized +35.6%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $26 Shares 160 Est. Cost $140.01 Unrealized +0.2%
WMB WILLIAMS COS INC 0.0%
Value ($000) $20 Shares 780 Est. Cost $20.40 Unrealized 0.0%
EOG EOG RES INC 0.0%
Value ($000) $18 Shares 230 Est. Cost $58.82 Unrealized 0.0%
HSY HERSHEY CO 0.0%
Value ($000) $17 Shares 100 Est. Cost $158.83 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.0%
Value ($000) $17 Shares 40 Est. Cost $417.79 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.0%
Value ($000) $15 Shares 170 Est. Cost $46.92 Unrealized +0.7%
STZ CONSTELLATION BRANDS INC 0.0%
Value ($000) $15 Shares 70 Est. Cost $202.75 Unrealized 0.0%
SYY SYSCO CORP 0.0%
Value ($000) $14 Shares 180 Est. Cost $67.77 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $11 Shares 80 Est. Cost $137.03 Unrealized 0.0%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $11 Shares 70 Est. Cost $147.27 Unrealized +2.4%
EG EVEREST RE GROUP LTD 0.0%
Value ($000) $10 Shares 40 Est. Cost $236.37 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE IN 0.0%
Value ($000) $9 Shares 30 Est. Cost $125.25 Unrealized +8.4%
UNP UNION PAC CORP 0.0%
Value ($000) $6 Shares 30 Est. Cost $195.24 Unrealized 0.0%
CMA COMERICA INC 0.0%
Value ($000) $5 Shares 60 Est. Cost $58.39 Unrealized 0.0%
DVN DEVON ENERGY CORP NEW 0.0%
Value ($000) $3 Shares 90 Est. Cost $22.52 Unrealized 0.0%
WDC WESTERN DIGITAL CORP. 0.0%
Value ($000) $3 Shares 60 Est. Cost $47.33 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $2 Shares 30 Est. Cost $66.67 Unrealized