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

CIK: 0001545545 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 10, 2022

Total Value ($000): $203,666 (98.5% shares, 1.5% debt)

Holdings (151)

AMZN AMAZON COM INC 49.6%
Value ($000) $101,097 Shares 30,320 Est. Cost $171.13 Unrealized +0.0%
BA BOEING CO 21.7%
Value ($000) $44,290 Shares 220,000 Est. Cost $211.28 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 19.5%
Value ($000) $39,721 Shares 210,630 Est. Cost $216.07 Unrealized -0.1%
WESTERN DIGITAL CORP. 0.9%
Value ($000) $1,771 Shares 1,760,000 Est. Cost $1.03 Unrealized
ALLEGHENY TECHNOLOGIES INC 0.6%
Value ($000) $1,290 Shares 1,000,000 Est. Cost $1.36 Unrealized
AAPL APPLE INC 0.4%
Value ($000) $739 Shares 4,160 Est. Cost $143.78 Unrealized +7.6%
MSFT MICROSOFT CORP 0.3%
Value ($000) $676 Shares 2,010 Est. Cost $258.25 Unrealized +21.4%
ASML ASML HOLDING N V 0.3%
Value ($000) $549 Shares 689 Est. Cost $796.81 Unrealized
IYR ISHARES TR 0.2%
Value ($000) $473 Shares 4,070 Est. Cost $107.08 Unrealized
GOOGL ALPHABET INC 0.2%
Value ($000) $469 Shares 162 Est. Cost $128.83 Unrealized +11.0%
TSLA TESLA INC 0.2%
Value ($000) $448 Shares 424 Est. Cost $279.59 Unrealized +20.0%
GM GENERAL MTRS CO 0.2%
Value ($000) $415 Shares 7,070 Est. Cost $42.79 Unrealized +31.7%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $303 Shares 534 Est. Cost $446.21 Unrealized +9.4%
NFLX NETFLIX INC 0.1%
Value ($000) $279 Shares 463 Est. Cost $59.52 Unrealized +7.4%
META META PLATFORMS INC 0.1%
Value ($000) $276 Shares 820 Est. Cost $333.77 Unrealized -1.2%
IBP INSTALLED BLDG PRODS INC 0.1%
Value ($000) $270 Shares 1,930 Est. Cost $106.84 Unrealized +11.2%
COP CONOCOPHILLIPS 0.1%
Value ($000) $246 Shares 3,407 Est. Cost $57.88 Unrealized +8.2%
PFE PFIZER INC 0.1%
Value ($000) $236 Shares 4,000 Est. Cost $32.69 Unrealized +23.0%
ZTS ZOETIS INC 0.1%
Value ($000) $235 Shares 961 Est. Cost $194.93 Unrealized +8.0%
GOOG ALPHABET INC 0.1%
Value ($000) $231 Shares 80 Est. Cost $125.25 Unrealized +14.5%
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $219 Shares 572 Est. Cost $356.48 Unrealized 0.0%
MRNA MODERNA INC 0.1%
Value ($000) $205 Shares 806 Est. Cost $314.19 Unrealized -6.9%
HSY HERSHEY CO 0.1%
Value ($000) $200 Shares 1,034 Est. Cost $163.13 Unrealized +0.3%
NTR NUTRIEN LTD 0.1%
Value ($000) $197 Shares 2,619 Est. Cost $61.64 Unrealized 0.0%
AWK AMERICAN WTR WKS CO INC NEW 0.1%
Value ($000) $195 Shares 1,030 Est. Cost $160.41 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $193 Shares 1,180 Est. Cost $134.13 Unrealized 0.0%
IQV IQVIA HLDGS INC 0.1%
Value ($000) $190 Shares 675 Est. Cost $259.51 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%
Value ($000) $190 Shares 637 Est. Cost $286.41 Unrealized 0.0%
SRE SEMPRA 0.1%
Value ($000) $189 Shares 1,429 Est. Cost $55.46 Unrealized 0.0%
FAST FASTENAL CO 0.1%
Value ($000) $188 Shares 2,941 Est. Cost $26.67 Unrealized 0.0%
ON ON SEMICONDUCTOR CORP 0.1%
Value ($000) $188 Shares 2,761 Est. Cost $56.65 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $188 Shares 2,009 Est. Cost $77.35 Unrealized 0.0%
ECL ECOLAB INC 0.1%
Value ($000) $188 Shares 800 Est. Cost $215.53 Unrealized 0.0%
GWW GRAINGER W W INC 0.1%
Value ($000) $186 Shares 359 Est. Cost $452.39 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $182 Shares 516 Est. Cost $311.25 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $181 Shares 1,545 Est. Cost $96.10 Unrealized 0.0%
APTIV PLC 0.1%
Value ($000) $180 Shares 1,089 Est. Cost $165.29 Unrealized
SVB FINANCIAL GROUP 0.1%
Value ($000) $178 Shares 262 Est. Cost $679.39 Unrealized
XOM EXXON MOBIL CORP 0.1%
Value ($000) $178 Shares 2,904 Est. Cost $53.90 Unrealized 0.0%
JACOBS ENGR GROUP INC 0.1%
Value ($000) $173 Shares 1,246 Est. Cost $138.84 Unrealized
NVDA NVIDIA CORPORATION 0.1%
Value ($000) $169 Shares 576 Est. Cost $27.46 Unrealized 0.0%
CHWY CHEWY INC 0.1%
Value ($000) $166 Shares 2,821 Est. Cost $65.39 Unrealized 0.0%
SE SEA LTD 0.1%
Value ($000) $156 Shares 697 Est. Cost $223.82 Unrealized
REGN REGENERON PHARMACEUTICALS 0.1%
Value ($000) $152 Shares 240 Est. Cost $546.17 Unrealized +12.0%
DISCOVER FINL SVCS 0.1%
Value ($000) $138 Shares 1,190 Est. Cost $119.30 Unrealized
V VISA INC 0.1%
Value ($000) $132 Shares 610 Est. Cost $222.62 Unrealized -6.5%
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $127 Shares 1,360 Est. Cost $76.61 Unrealized -0.4%
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $113 Shares 1,010 Est. Cost $94.37 Unrealized +18.0%
ULTA ULTA BEAUTY INC 0.1%
Value ($000) $111 Shares 270 Est. Cost $265.38 Unrealized +46.4%
ADBE ADOBE SYSTEMS INCORPORATED 0.1%
Value ($000) $108 Shares 190 Est. Cost $567.26 Unrealized +10.2%
LABORATORY CORP AMER HLDGS 0.1%
Value ($000) $107 Shares 340 Est. Cost $290.71 Unrealized
NEM NEWMONT CORP 0.1%
Value ($000) $104 Shares 1,670 Est. Cost $54.88 Unrealized -9.2%
QCOM QUALCOMM INC 0.1%
Value ($000) $104 Shares 570 Est. Cost $124.77 Unrealized +17.1%
ABT ABBOTT LABS 0.0%
Value ($000) $101 Shares 720 Est. Cost $118.69 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.0%
Value ($000) $99 Shares 140 Est. Cost $43.28 Unrealized 0.0%
CRM SALESFORCE COM INC 0.0%
Value ($000) $97 Shares 380 Est. Cost $237.22 Unrealized +17.0%
WMT WALMART INC 0.0%
Value ($000) $91 Shares 630 Est. Cost $44.48 Unrealized +1.6%
CMG CHIPOTLE MEXICAN GRILL INC 0.0%
Value ($000) $87 Shares 50 Est. Cost $35.21 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.0%
Value ($000) $86 Shares 240 Est. Cost $338.55 Unrealized +1.6%
AMAT APPLIED MATLS INC 0.0%
Value ($000) $85 Shares 540 Est. Cost $139.59 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $85 Shares 520 Est. Cost $158.27 Unrealized +2.2%
WFC WELLS FARGO CO NEW 0.0%
Value ($000) $82 Shares 1,700 Est. Cost $41.06 Unrealized +8.2%
SNPS SYNOPSYS INC 0.0%
Value ($000) $81 Shares 220 Est. Cost $337.23 Unrealized 0.0%
DVN DEVON ENERGY CORP NEW 0.0%
Value ($000) $81 Shares 1,850 Est. Cost $33.06 Unrealized +1.6%
ETN EATON CORP PLC 0.0%
Value ($000) $79 Shares 460 Est. Cost $155.46 Unrealized 0.0%
NRG NRG ENERGY INC 0.0%
Value ($000) $79 Shares 1,830 Est. Cost $36.52 Unrealized -4.3%
HUM HUMANA INC 0.0%
Value ($000) $79 Shares 170 Est. Cost $424.84 Unrealized 0.0%
NOW SERVICENOW INC 0.0%
Value ($000) $78 Shares 120 Est. Cost $107.95 Unrealized +21.6%
FRCB FIRST REP BK SAN FRANCISCO C 0.0%
Value ($000) $78 Shares 380 Est. Cost $198.82 Unrealized +5.1%
NKE NIKE INC 0.0%
Value ($000) $78 Shares 470 Est. Cost $138.53 Unrealized +11.6%
INTU INTUIT 0.0%
Value ($000) $77 Shares 120 Est. Cost $524.46 Unrealized +14.7%
PVH PVH CORPORATION 0.0%
Value ($000) $76 Shares 710 Est. Cost $108.49 Unrealized 0.0%
CF CF INDS HLDGS INC 0.0%
Value ($000) $76 Shares 1,080 Est. Cost $57.35 Unrealized 0.0%
BAX BAXTER INTL INC 0.0%
Value ($000) $76 Shares 880 Est. Cost $73.17 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC. 0.0%
Value ($000) $76 Shares 870 Est. Cost $73.87 Unrealized 0.0%
FDX FEDEX CORP 0.0%
Value ($000) $75 Shares 290 Est. Cost $219.91 Unrealized 0.0%
AOS SMITH A O CORP 0.0%
Value ($000) $71 Shares 830 Est. Cost $70.77 Unrealized 0.0%
HD HOME DEPOT INC 0.0%
Value ($000) $71 Shares 170 Est. Cost $343.18 Unrealized 0.0%
HRL HORMEL FOODS CORP 0.0%
Value ($000) $71 Shares 1,460 Est. Cost $38.61 Unrealized 0.0%
AMP AMERIPRISE FINL INC 0.0%
Value ($000) $66 Shares 220 Est. Cost $278.30 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.0%
Value ($000) $63 Shares 550 Est. Cost $105.35 Unrealized +1.0%
INCY INCYTE CORP 0.0%
Value ($000) $59 Shares 810 Est. Cost $67.41 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC 0.0%
Value ($000) $59 Shares 440 Est. Cost $114.61 Unrealized +3.8%
EL LAUDER ESTEE COS INC 0.0%
Value ($000) $56 Shares 150 Est. Cost $299.51 Unrealized +6.1%
DOV DOVER CORP 0.0%
Value ($000) $56 Shares 310 Est. Cost $143.32 Unrealized +12.3%
TXT TEXTRON INC 0.0%
Value ($000) $54 Shares 700 Est. Cost $69.91 Unrealized +5.7%
TXN TEXAS INSTRS INC 0.0%
Value ($000) $53 Shares 280 Est. Cost $165.20 Unrealized +3.0%
MRK MERCK & CO INC 0.0%
Value ($000) $53 Shares 690 Est. Cost $69.89 Unrealized 0.0%
LLY LILLY ELI & CO 0.0%
Value ($000) $52 Shares 190 Est. Cost $236.66 Unrealized +3.0%
CMA COMERICA INC 0.0%
Value ($000) $51 Shares 590 Est. Cost $69.04 Unrealized +1.7%
DHI D R HORTON INC 0.0%
Value ($000) $51 Shares 470 Est. Cost $92.30 Unrealized 0.0%
KLAC KLA CORP 0.0%
Value ($000) $47 Shares 110 Est. Cost $318.72 Unrealized +15.9%
EW EDWARDS LIFESCIENCES CORP 0.0%
Value ($000) $45 Shares 350 Est. Cost $114.14 Unrealized +2.2%
VRTX VERTEX PHARMACEUTICALS INC 0.0%
Value ($000) $44 Shares 200 Est. Cost $194.45 Unrealized 0.0%
MPC MARATHON PETE CORP 0.0%
Value ($000) $42 Shares 650 Est. Cost $51.95 Unrealized +12.4%
CSCO CISCO SYS INC 0.0%
Value ($000) $41 Shares 650 Est. Cost $47.46 Unrealized +6.3%
CE CELANESE CORP DEL 0.0%
Value ($000) $39 Shares 230 Est. Cost $146.72 Unrealized +3.5%
CPRT COPART INC 0.0%
Value ($000) $38 Shares 250 Est. Cost $35.73 Unrealized +3.9%
DE DEERE & CO 0.0%
Value ($000) $38 Shares 110 Est. Cost $339.31 Unrealized -3.2%
WST WEST PHARMACEUTICAL SVSC INC 0.0%
Value ($000) $38 Shares 80 Est. Cost $416.99 Unrealized +2.1%
IBM INTERNATIONAL BUSINESS MACHS 0.0%
Value ($000) $37 Shares 280 Est. Cost $106.49 Unrealized 0.0%
MO ALTRIA GROUP INC 0.0%
Value ($000) $36 Shares 760 Est. Cost $33.77 Unrealized -2.9%
RVTY PERKINELMER INC 0.0%
Value ($000) $36 Shares 180 Est. Cost $174.45 Unrealized +2.6%
LAM RESEARCH CORP 0.0%
Value ($000) $36 Shares 50 Est. Cost $570.00 Unrealized
DRI DARDEN RESTAURANTS INC 0.0%
Value ($000) $35 Shares 230 Est. Cost $126.73 Unrealized +1.9%
CHD CHURCH & DWIGHT CO INC 0.0%
Value ($000) $35 Shares 340 Est. Cost $86.37 Unrealized 0.0%
TJX TJX COS INC NEW 0.0%
Value ($000) $34 Shares 450 Est. Cost $65.45 Unrealized -0.3%
LOW LOWES COS INC 0.0%
Value ($000) $34 Shares 130 Est. Cost $179.51 Unrealized +22.5%
MTD METTLER TOLEDO INTERNATIONAL 0.0%
Value ($000) $34 Shares 20 Est. Cost $1289.73 Unrealized +17.2%
MCO MOODYS CORP 0.0%
Value ($000) $31 Shares 80 Est. Cost $320.24 Unrealized +16.3%
CAT CATERPILLAR INC 0.0%
Value ($000) $31 Shares 150 Est. Cost $192.08 Unrealized -2.8%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $30 Shares 140 Est. Cost $194.12 Unrealized +2.5%
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $30 Shares 60 Est. Cost $376.33 Unrealized +12.2%
F FORD MTR CO DEL 0.0%
Value ($000) $29 Shares 1,390 Est. Cost $10.32 Unrealized +35.6%
NTAP NETAPP INC 0.0%
Value ($000) $29 Shares 310 Est. Cost $72.38 Unrealized +12.6%
SYF SYNCHRONY FINANCIAL 0.0%
Value ($000) $28 Shares 600 Est. Cost $43.96 Unrealized -0.6%
WMB WILLIAMS COS INC 0.0%
Value ($000) $28 Shares 1,060 Est. Cost $21.02 Unrealized +8.2%
IDXX IDEXX LABS INC 0.0%
Value ($000) $26 Shares 40 Est. Cost $552.18 Unrealized +13.7%
WEC WEC ENERGY GROUP INC 0.0%
Value ($000) $26 Shares 270 Est. Cost $80.62 Unrealized -1.5%
SO SOUTHERN CO 0.0%
Value ($000) $25 Shares 360 Est. Cost $54.69 Unrealized +0.0%
ALLE ALLEGION PLC 0.0%
Value ($000) $25 Shares 190 Est. Cost $128.51 Unrealized -3.8%
ROST ROSS STORES INC 0.0%
Value ($000) $24 Shares 210 Est. Cost $118.36 Unrealized -9.9%
PNC PNC FINL SVCS GROUP INC 0.0%
Value ($000) $24 Shares 120 Est. Cost $158.69 Unrealized +9.8%
URI UNITED RENTALS INC 0.0%
Value ($000) $23 Shares 70 Est. Cost $325.11 Unrealized +6.2%
CVS CVS HEALTH CORP 0.0%
Value ($000) $22 Shares 210 Est. Cost $80.49 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.0%
Value ($000) $21 Shares 120 Est. Cost $156.21 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $21 Shares 130 Est. Cost $140.01 Unrealized +5.6%
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $19 Shares 50 Est. Cost $348.21 Unrealized 0.0%
ELV ANTHEM INC 0.0%
Value ($000) $19 Shares 40 Est. Cost $397.15 Unrealized 0.0%
HOLX HOLOGIC INC 0.0%
Value ($000) $18 Shares 230 Est. Cost $73.51 Unrealized 0.0%
POOL POOL CORP 0.0%
Value ($000) $17 Shares 30 Est. Cost $449.11 Unrealized +10.8%
MOS MOSAIC CO NEW 0.0%
Value ($000) $16 Shares 410 Est. Cost $34.71 Unrealized 0.0%
FFIV F5 INC 0.0%
Value ($000) $15 Shares 60 Est. Cost $221.99 Unrealized 0.0%
FTNT FORTINET INC 0.0%
Value ($000) $14 Shares 40 Est. Cost $42.69 Unrealized +54.2%
FOX FOX CORP 0.0%
Value ($000) $14 Shares 400 Est. Cost $32.23 Unrealized +7.3%
CHTR CHARTER COMMUNICATIONS INC N 0.0%
Value ($000) $13 Shares 20 Est. Cost $758.74 Unrealized -10.3%
EOG EOG RES INC 0.0%
Value ($000) $10 Shares 110 Est. Cost $58.82 Unrealized +24.6%
SPGI S&P GLOBAL INC 0.0%
Value ($000) $9 Shares 20 Est. Cost $417.79 Unrealized +5.8%
CMCSA COMCAST CORP NEW 0.0%
Value ($000) $9 Shares 180 Est. Cost $46.14 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.0%
Value ($000) $8 Shares 30 Est. Cost $202.75 Unrealized +4.8%
MNST MONSTER BEVERAGE CORP NEW 0.0%
Value ($000) $8 Shares 80 Est. Cost $46.92 Unrealized -5.3%
AVGO BROADCOM INC 0.0%
Value ($000) $7 Shares 10 Est. Cost $51.79 Unrealized 0.0%
SYY SYSCO CORP 0.0%
Value ($000) $7 Shares 90 Est. Cost $67.77 Unrealized +1.5%
EG EVEREST RE GROUP LTD 0.0%
Value ($000) $5 Shares 20 Est. Cost $236.37 Unrealized +5.9%
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $5 Shares 40 Est. Cost $137.03 Unrealized -4.1%
ODFL OLD DOMINION FREIGHT LINE IN 0.0%
Value ($000) $4 Shares 10 Est. Cost $125.25 Unrealized +31.8%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $4 Shares 30 Est. Cost $147.27 Unrealized -2.6%
UNP UNION PAC CORP 0.0%
Value ($000) $3 Shares 10 Est. Cost $195.24 Unrealized +10.1%
WDC WESTERN DIGITAL CORP. 0.0%
Value ($000) $2 Shares 30 Est. Cost $47.33 Unrealized -8.5%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $1 Shares 10 Est. Cost $66.67 Unrealized
HAL HALLIBURTON CO 0.0%
Value ($000) $0 Shares 10 Est. Cost $21.79 Unrealized 0.0%