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

CIK: 0001545545 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 8, 2022

Total Value ($000): $7,431 (70.5% shares, 29.5% debt)

Holdings (170)

WESTERN DIGITAL CORP. 29.5%
Value ($000) $2,189 Shares 2,320,000 Est. Cost $1.00 Unrealized
AAPL APPLE INC 5.4%
Value ($000) $401 Shares 2,902 Est. Cost $145.34 Unrealized +6.2%
AZO AUTOZONE INC 4.9%
Value ($000) $362 Shares 169 Est. Cost $2128.11 Unrealized +2.4%
MSFT MICROSOFT CORP 4.2%
Value ($000) $314 Shares 1,350 Est. Cost $258.12 Unrealized -0.5%
AMZN AMAZON COM INC 3.3%
Value ($000) $245 Shares 2,170 Est. Cost $127.16 Unrealized -0.6%
IYR ISHARES TR 2.7%
Value ($000) $197 Shares 2,420 Est. Cost $107.08 Unrealized
MRK MERCK & CO INC 2.3%
Value ($000) $172 Shares 2,000 Est. Cost $77.60 Unrealized +3.6%
SO SOUTHERN CO 1.9%
Value ($000) $138 Shares 2,030 Est. Cost $66.40 Unrealized +0.8%
MCD MCDONALDS CORP 1.6%
Value ($000) $117 Shares 507 Est. Cost $234.76 Unrealized +0.6%
GOOGL ALPHABET INC 1.4%
Value ($000) $107 Shares 1,120 Est. Cost $110.73 Unrealized -0.6%
KO COCA COLA CO 1.3%
Value ($000) $99 Shares 1,760 Est. Cost $56.76 Unrealized -1.3%
GOOG ALPHABET INC 1.3%
Value ($000) $96 Shares 1,000 Est. Cost $111.55 Unrealized -0.6%
CVX CHEVRON CORP NEW 1.2%
Value ($000) $86 Shares 600 Est. Cost $123.02 Unrealized +8.0%
PFE PFIZER INC 1.1%
Value ($000) $84 Shares 1,930 Est. Cost $32.69 Unrealized +23.6%
REGN REGENERON PHARMACEUTICALS 1.1%
Value ($000) $83 Shares 120 Est. Cost $546.17 Unrealized +14.6%
TSLA TESLA INC 1.1%
Value ($000) $80 Shares 300 Est. Cost $311.33 Unrealized -10.3%
V VISA INC 0.9%
Value ($000) $66 Shares 370 Est. Cost $222.62 Unrealized -10.9%
VRTX VERTEX PHARMACEUTICALS INC 0.8%
Value ($000) $61 Shares 210 Est. Cost $196.50 Unrealized +46.4%
AMP AMERIPRISE FINL INC 0.7%
Value ($000) $55 Shares 220 Est. Cost $278.30 Unrealized -9.9%
DISCOVER FINL SVCS 0.7%
Value ($000) $53 Shares 580 Est. Cost $119.30 Unrealized
COST COSTCO WHSL CORP NEW 0.7%
Value ($000) $52 Shares 110 Est. Cost $446.21 Unrealized +11.6%
WMT WALMART INC 0.7%
Value ($000) $52 Shares 400 Est. Cost $44.48 Unrealized -5.6%
COP CONOCOPHILLIPS 0.6%
Value ($000) $47 Shares 460 Est. Cost $57.88 Unrealized +52.4%
BAX BAXTER INTL INC 0.6%
Value ($000) $45 Shares 840 Est. Cost $73.17 Unrealized -24.4%
KLAC KLA CORP 0.6%
Value ($000) $45 Shares 150 Est. Cost $329.46 Unrealized +1.6%
NEM NEWMONT CORP 0.6%
Value ($000) $42 Shares 990 Est. Cost $54.88 Unrealized -23.2%
LLY LILLY ELI & CO 0.6%
Value ($000) $42 Shares 130 Est. Cost $236.66 Unrealized +30.2%
CF CF INDS HLDGS INC 0.6%
Value ($000) $42 Shares 440 Est. Cost $57.35 Unrealized +57.8%
ADM ARCHER DANIELS MIDLAND CO 0.6%
Value ($000) $41 Shares 510 Est. Cost $69.63 Unrealized +6.7%
PYPL PAYPAL HLDGS INC 0.6%
Value ($000) $41 Shares 480 Est. Cost $216.07 Unrealized -59.1%
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $40 Shares 790 Est. Cost $76.61 Unrealized -25.7%
PIONEER NAT RES CO 0.5%
Value ($000) $37 Shares 170 Est. Cost $252.94 Unrealized
TXT TEXTRON INC 0.5%
Value ($000) $37 Shares 630 Est. Cost $69.91 Unrealized -9.6%
CRM SALESFORCE INC 0.5%
Value ($000) $36 Shares 250 Est. Cost $237.22 Unrealized -29.4%
CNC CENTENE CORP DEL 0.5%
Value ($000) $36 Shares 460 Est. Cost $82.02 Unrealized +9.0%
ELV ELEVANCE HEALTH INC 0.5%
Value ($000) $36 Shares 80 Est. Cost $414.90 Unrealized +9.7%
AXP AMERICAN EXPRESS CO 0.5%
Value ($000) $35 Shares 260 Est. Cost $158.27 Unrealized -8.4%
ADBE ADOBE SYSTEMS INCORPORATED 0.4%
Value ($000) $33 Shares 120 Est. Cost $567.26 Unrealized -33.3%
AFL AFLAC INC 0.4%
Value ($000) $32 Shares 570 Est. Cost $57.30 Unrealized -4.8%
PG PROCTER AND GAMBLE CO 0.4%
Value ($000) $32 Shares 250 Est. Cost $136.33 Unrealized -4.2%
MCHP MICROCHIP TECHNOLOGY INC. 0.4%
Value ($000) $32 Shares 520 Est. Cost $73.87 Unrealized -17.9%
FIS FIDELITY NATL INFORMATION SV 0.4%
Value ($000) $31 Shares 410 Est. Cost $94.86 Unrealized -10.1%
DHR DANAHER CORPORATION 0.4%
Value ($000) $31 Shares 120 Est. Cost $245.73 Unrealized -2.1%
EG EVEREST RE GROUP LTD 0.4%
Value ($000) $31 Shares 120 Est. Cost $262.31 Unrealized -2.7%
CE CELANESE CORP DEL 0.4%
Value ($000) $31 Shares 340 Est. Cost $145.45 Unrealized -28.5%
XOM EXXON MOBIL CORP 0.4%
Value ($000) $30 Shares 340 Est. Cost $72.37 Unrealized +12.4%
FRCB FIRST REP BK SAN FRANCISCO C 0.4%
Value ($000) $29 Shares 220 Est. Cost $198.82 Unrealized -23.1%
DUK DUKE ENERGY CORP NEW 0.4%
Value ($000) $28 Shares 300 Est. Cost $89.19 Unrealized +5.4%
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $28 Shares 460 Est. Cost $33.06 Unrealized +60.1%
BAC BK OF AMERICA CORP 0.4%
Value ($000) $28 Shares 930 Est. Cost $40.82 Unrealized -25.1%
TXN TEXAS INSTRS INC 0.4%
Value ($000) $28 Shares 180 Est. Cost $165.20 Unrealized -8.2%
URI UNITED RENTALS INC 0.4%
Value ($000) $27 Shares 100 Est. Cost $322.45 Unrealized -12.6%
LABORATORY CORP AMER HLDGS 0.4%
Value ($000) $27 Shares 130 Est. Cost $290.71 Unrealized
NFLX NETFLIX INC 0.3%
Value ($000) $26 Shares 110 Est. Cost $59.52 Unrealized -62.7%
NOW SERVICENOW INC 0.3%
Value ($000) $26 Shares 70 Est. Cost $107.95 Unrealized -16.6%
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $25 Shares 170 Est. Cost $182.85 Unrealized -14.2%
LKQ LKQ CORP 0.3%
Value ($000) $25 Shares 520 Est. Cost $46.20 Unrealized +3.4%
ZION ZIONS BANCORPORATION N A 0.3%
Value ($000) $25 Shares 490 Est. Cost $68.41 Unrealized -20.1%
ABT ABBOTT LABS 0.3%
Value ($000) $24 Shares 250 Est. Cost $118.69 Unrealized -15.7%
ULTA ULTA BEAUTY INC 0.3%
Value ($000) $24 Shares 60 Est. Cost $265.38 Unrealized +51.8%
PVH PVH CORPORATION 0.3%
Value ($000) $23 Shares 510 Est. Cost $108.49 Unrealized -45.6%
DHI D R HORTON INC 0.3%
Value ($000) $23 Shares 340 Est. Cost $92.30 Unrealized -22.9%
BWA BORGWARNER INC 0.3%
Value ($000) $22 Shares 700 Est. Cost $35.30 Unrealized -12.9%
ROP ROPER TECHNOLOGIES INC 0.3%
Value ($000) $22 Shares 60 Est. Cost $439.16 Unrealized -9.3%
NUE NUCOR CORP 0.3%
Value ($000) $21 Shares 200 Est. Cost $115.55 Unrealized +3.1%
TJX TJX COS INC NEW 0.3%
Value ($000) $20 Shares 320 Est. Cost $65.45 Unrealized -8.5%
RHI ROBERT HALF INTL INC 0.3%
Value ($000) $19 Shares 250 Est. Cost $94.37 Unrealized -17.2%
ETN EATON CORP PLC 0.3%
Value ($000) $19 Shares 140 Est. Cost $155.46 Unrealized -14.2%
HUM HUMANA INC 0.3%
Value ($000) $19 Shares 40 Est. Cost $424.84 Unrealized +10.5%
IVZ INVESCO LTD 0.3%
Value ($000) $19 Shares 1,390 Est. Cost $18.55 Unrealized -22.4%
EOG EOG RES INC 0.3%
Value ($000) $19 Shares 170 Est. Cost $71.06 Unrealized +37.4%
MARATHON OIL CORP 0.2%
Value ($000) $18 Shares 780 Est. Cost $25.64 Unrealized
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $18 Shares 200 Est. Cost $137.59 Unrealized -27.1%
CINF CINCINNATI FINL CORP 0.2%
Value ($000) $17 Shares 190 Est. Cost $105.35 Unrealized -10.6%
BLACKROCK INC 0.2%
Value ($000) $17 Shares 30 Est. Cost $766.67 Unrealized
T AT&T INC 0.2%
Value ($000) $17 Shares 1,140 Est. Cost $14.91 Unrealized +1.2%
WFC WELLS FARGO CO NEW 0.2%
Value ($000) $17 Shares 420 Est. Cost $41.06 Unrealized -4.1%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $17 Shares 280 Est. Cost $55.16 Unrealized +1.1%
NRG NRG ENERGY INC 0.2%
Value ($000) $17 Shares 450 Est. Cost $36.52 Unrealized -0.1%
HRL HORMEL FOODS CORP 0.2%
Value ($000) $16 Shares 360 Est. Cost $38.61 Unrealized +12.0%
MPC MARATHON PETE CORP 0.2%
Value ($000) $16 Shares 160 Est. Cost $51.95 Unrealized +67.3%
PEP PEPSICO INC 0.2%
Value ($000) $16 Shares 100 Est. Cost $148.42 Unrealized +4.0%
UNP UNION PAC CORP 0.2%
Value ($000) $16 Shares 80 Est. Cost $226.15 Unrealized -9.7%
QCOM QUALCOMM INC 0.2%
Value ($000) $16 Shares 140 Est. Cost $124.77 Unrealized +1.8%
SBNY SIGNATURE BK NEW YORK N Y 0.2%
Value ($000) $15 Shares 100 Est. Cost $290.00 Unrealized
SNPS SYNOPSYS INC 0.2%
Value ($000) $15 Shares 50 Est. Cost $337.23 Unrealized +0.4%
CSCO CISCO SYS INC 0.2%
Value ($000) $15 Shares 380 Est. Cost $47.46 Unrealized -15.6%
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $15 Shares 10 Est. Cost $35.21 Unrealized -12.0%
MDT MEDTRONIC PLC 0.2%
Value ($000) $15 Shares 180 Est. Cost $93.67 Unrealized -13.8%
FE FIRSTENERGY CORP 0.2%
Value ($000) $14 Shares 370 Est. Cost $36.12 Unrealized -4.8%
AEE AMEREN CORP 0.2%
Value ($000) $14 Shares 180 Est. Cost $77.82 Unrealized +5.6%
AVGO BROADCOM INC 0.2%
Value ($000) $13 Shares 30 Est. Cost $53.98 Unrealized -10.9%
DISH NETWORK CORPORATION 0.2%
Value ($000) $13 Shares 960 Est. Cost $31.25 Unrealized
INCY INCYTE CORP 0.2%
Value ($000) $13 Shares 200 Est. Cost $67.41 Unrealized +9.6%
EMR EMERSON ELEC CO 0.2%
Value ($000) $13 Shares 180 Est. Cost $87.45 Unrealized -11.2%
DOV DOVER CORP 0.2%
Value ($000) $13 Shares 110 Est. Cost $143.32 Unrealized -14.7%
BEN FRANKLIN RESOURCES INC 0.2%
Value ($000) $12 Shares 550 Est. Cost $24.87 Unrealized -14.0%
INTU INTUIT 0.2%
Value ($000) $12 Shares 30 Est. Cost $524.46 Unrealized -19.4%
BK BANK NEW YORK MELLON CORP 0.2%
Value ($000) $12 Shares 320 Est. Cost $50.75 Unrealized -23.8%
AMAT APPLIED MATLS INC 0.1%
Value ($000) $11 Shares 130 Est. Cost $139.59 Unrealized -33.0%
OKE ONEOK INC NEW 0.1%
Value ($000) $11 Shares 210 Est. Cost $52.02 Unrealized -4.3%
MAS MASCO CORP 0.1%
Value ($000) $11 Shares 240 Est. Cost $55.17 Unrealized -11.5%
HD HOME DEPOT INC 0.1%
Value ($000) $11 Shares 40 Est. Cost $343.18 Unrealized -21.1%
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $11 Shares 60 Est. Cost $338.55 Unrealized -36.6%
TAP MOLSON COORS BEVERAGE CO 0.1%
Value ($000) $11 Shares 230 Est. Cost $44.64 Unrealized +9.2%
LEN LENNAR CORP 0.1%
Value ($000) $10 Shares 140 Est. Cost $84.95 Unrealized -12.9%
EXPD EXPEDITORS INTL WASH INC 0.1%
Value ($000) $10 Shares 110 Est. Cost $114.61 Unrealized -16.2%
FMC FMC CORP 0.1%
Value ($000) $10 Shares 90 Est. Cost $102.48 Unrealized -7.4%
FDX FEDEX CORP 0.1%
Value ($000) $10 Shares 70 Est. Cost $219.91 Unrealized -11.0%
CMA COMERICA INC 0.1%
Value ($000) $10 Shares 140 Est. Cost $69.04 Unrealized -4.2%
PNC PNC FINL SVCS GROUP INC 0.1%
Value ($000) $10 Shares 70 Est. Cost $158.69 Unrealized -10.5%
AOS SMITH A O CORP 0.1%
Value ($000) $10 Shares 200 Est. Cost $70.77 Unrealized -23.7%
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $9 Shares 755 Est. Cost $18.55 Unrealized -26.7%
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $9 Shares 60 Est. Cost $156.21 Unrealized -2.5%
NKE NIKE INC 0.1%
Value ($000) $9 Shares 110 Est. Cost $138.53 Unrealized -26.7%
HII HUNTINGTON INGALLS INDS INC 0.1%
Value ($000) $9 Shares 40 Est. Cost $178.92 Unrealized +16.3%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $8 Shares 70 Est. Cost $106.49 Unrealized +8.6%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $8 Shares 60 Est. Cost $126.73 Unrealized -11.5%
MO ALTRIA GROUP INC 0.1%
Value ($000) $8 Shares 190 Est. Cost $33.77 Unrealized -2.1%
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $8 Shares 50 Est. Cost $198.66 Unrealized -15.6%
ABBV ABBVIE INC 0.1%
Value ($000) $8 Shares 60 Est. Cost $126.41 Unrealized +0.6%
WMB WILLIAMS COS INC 0.1%
Value ($000) $7 Shares 260 Est. Cost $21.02 Unrealized +32.7%
PCAR PACCAR INC 0.1%
Value ($000) $7 Shares 80 Est. Cost $52.42 Unrealized -4.0%
DE DEERE & CO 0.1%
Value ($000) $7 Shares 20 Est. Cost $339.31 Unrealized -3.8%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $7 Shares 80 Est. Cost $114.14 Unrealized -15.7%
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $7 Shares 40 Est. Cost $151.80 Unrealized +0.7%
MRNA MODERNA INC 0.1%
Value ($000) $6 Shares 50 Est. Cost $314.19 Unrealized -51.7%
CPRT COPART INC 0.1%
Value ($000) $6 Shares 60 Est. Cost $35.73 Unrealized -16.7%
LOW LOWES COS INC 0.1%
Value ($000) $6 Shares 30 Est. Cost $179.51 Unrealized +1.6%
EL LAUDER ESTEE COS INC 0.1%
Value ($000) $6 Shares 30 Est. Cost $299.51 Unrealized -19.7%
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $6 Shares 20 Est. Cost $356.48 Unrealized -16.7%
CVS CVS HEALTH CORP 0.1%
Value ($000) $6 Shares 60 Est. Cost $80.49 Unrealized +8.9%
FFIV F5 INC 0.1%
Value ($000) $6 Shares 40 Est. Cost $221.99 Unrealized -28.7%
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $6 Shares 60 Est. Cost $140.01 Unrealized -24.6%
ZTS ZOETIS INC 0.1%
Value ($000) $6 Shares 40 Est. Cost $194.93 Unrealized -17.2%
CHD CHURCH & DWIGHT CO INC 0.1%
Value ($000) $6 Shares 80 Est. Cost $86.37 Unrealized -4.1%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%
Value ($000) $5 Shares 20 Est. Cost $286.41 Unrealized -0.6%
CAT CATERPILLAR INC 0.1%
Value ($000) $5 Shares 30 Est. Cost $192.08 Unrealized -10.3%
AVY AVERY DENNISON CORP 0.1%
Value ($000) $5 Shares 30 Est. Cost $194.12 Unrealized -12.1%
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $5 Shares 100 Est. Cost $63.64 Unrealized -22.0%
MOS MOSAIC CO NEW 0.1%
Value ($000) $5 Shares 100 Est. Cost $34.71 Unrealized +35.9%
MCO MOODYS CORP 0.1%
Value ($000) $5 Shares 20 Est. Cost $320.24 Unrealized -11.8%
NOC NORTHROP GRUMMAN CORP 0.1%
Value ($000) $5 Shares 10 Est. Cost $348.21 Unrealized +29.4%
WEC WEC ENERGY GROUP INC 0.1%
Value ($000) $5 Shares 60 Est. Cost $80.62 Unrealized +12.5%
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $5 Shares 10 Est. Cost $376.33 Unrealized +31.6%
RVTY PERKINELMER INC 0.1%
Value ($000) $5 Shares 40 Est. Cost $174.45 Unrealized -19.9%
WST WEST PHARMACEUTICAL SVSC INC 0.1%
Value ($000) $5 Shares 20 Est. Cost $416.99 Unrealized -27.6%
SYF SYNCHRONY FINANCIAL 0.1%
Value ($000) $4 Shares 150 Est. Cost $43.96 Unrealized -32.1%
WDC WESTERN DIGITAL CORP. 0.1%
Value ($000) $4 Shares 110 Est. Cost $42.65 Unrealized -22.5%
ROST ROSS STORES INC 0.1%
Value ($000) $4 Shares 50 Est. Cost $118.36 Unrealized -30.9%
ALLE ALLEGION PLC 0.1%
Value ($000) $4 Shares 40 Est. Cost $128.51 Unrealized -26.4%
F FORD MTR CO DEL 0.1%
Value ($000) $4 Shares 340 Est. Cost $10.32 Unrealized +5.3%
NTAP NETAPP INC 0.1%
Value ($000) $4 Shares 70 Est. Cost $72.38 Unrealized -11.4%
LAM RESEARCH CORP 0.1%
Value ($000) $4 Shares 10 Est. Cost $570.00 Unrealized
FOX FOX CORP 0.0%
Value ($000) $3 Shares 100 Est. Cost $32.23 Unrealized -7.3%
GLW CORNING INC 0.0%
Value ($000) $3 Shares 90 Est. Cost $34.93 Unrealized -12.0%
HOLX HOLOGIC INC 0.0%
Value ($000) $3 Shares 50 Est. Cost $73.51 Unrealized -5.8%
IDXX IDEXX LABS INC 0.0%
Value ($000) $3 Shares 10 Est. Cost $552.18 Unrealized -33.5%
HSY HERSHEY CO 0.0%
Value ($000) $2 Shares 10 Est. Cost $163.13 Unrealized +25.8%
NSC NORFOLK SOUTHN CORP 0.0%
Value ($000) $2 Shares 10 Est. Cost $252.93 Unrealized -11.9%
INTERPUBLIC GROUP COS INC 0.0%
Value ($000) $2 Shares 60 Est. Cost $31.03 Unrealized -19.9%
JUNIPER NETWORKS INC 0.0%
Value ($000) $2 Shares 80 Est. Cost $37.50 Unrealized
MNST MONSTER BEVERAGE CORP NEW 0.0%
Value ($000) $2 Shares 20 Est. Cost $46.92 Unrealized -1.8%
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $1 Shares 10 Est. Cost $137.03 Unrealized -9.4%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $1 Shares 50 Est. Cost $41.84 Unrealized -33.3%
HPE HEWLETT PACKARD ENTERPRISE C 0.0%
Value ($000) $1 Shares 50 Est. Cost $14.96 Unrealized -17.7%
CMCSA COMCAST CORP NEW 0.0%
Value ($000) $1 Shares 40 Est. Cost $46.14 Unrealized -27.0%
YUM YUM BRANDS INC 0.0%
Value ($000) $1 Shares 10 Est. Cost $114.39 Unrealized -4.9%
SYY SYSCO CORP 0.0%
Value ($000) $1 Shares 20 Est. Cost $67.77 Unrealized +11.7%
SCHW SCHWAB CHARLES CORP 0.0%
Value ($000) $1 Shares 20 Est. Cost $83.37 Unrealized -20.6%