Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 9, 2013

Total Value: $686M (100.0% shares, 0.0% debt)

Holdings (11)

BAC BANK OF AMERICA CORPORATION 58.6%

Value $402M Shares 31,254,545 Est. Cost $10.03 Unrealized 0.0%

IWM ISHARES TR 9.9%

Value $67.9M Shares 700,000 Est. Cost $97.00 Unrealized —

IVV ISHARES TR 7.0%

Value $48.26M Shares 300,000 Est. Cost $160.88 Unrealized —

— POWERSHARES QQQ TRUST 5.6%

Value $38.49M Shares 540,000 Est. Cost $71.27 Unrealized —

AAXJ ISHARES TR 5.3%

Value $36.7M Shares 670,000 Est. Cost $54.77 Unrealized —

— ISHARES GOLD TRUST 4.8%

Value $32.61M Shares 2,720,000 Est. Cost $11.99 Unrealized —

GLD SPDR GOLD TRUST 4.6%

Value $31.33M Shares 263,000 Est. Cost $119.11 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 2.2%

Value $14.86M Shares 100,000 Est. Cost $148.55 Unrealized —

AFL AFLAC INC 1.3%

Value $8.718M Shares 150,000 Est. Cost $20.11 Unrealized 0.0%

CME CME GROUP INC 0.6%

Value $3.893M Shares 51,259 Est. Cost $39.16 Unrealized 0.0%

— DOW CHEM CO 0.2%

Value $1.448M Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK OF AMERICA CORPORATION	31,254,545	$402M	58.6%	$10.03	0.0%	COM	060505104
IWM	ISHARES TR	700,000	$67.9M	9.9%	$97.00	—	RUSSELL 2000	464287655
IVV	ISHARES TR	300,000	$48.26M	7.0%	$160.88	—	CORE S&P500 ETF	464287200
—	POWERSHARES QQQ TRUST	540,000	$38.49M	5.6%	$71.27	—	UNIT SER 1	73935A104
AAXJ	ISHARES TR	670,000	$36.7M	5.3%	$54.77	—	MSCI ACJPN IDX	464288182
—	ISHARES GOLD TRUST	2,720,000	$32.61M	4.8%	$11.99	—	ISHARES	464285105
GLD	SPDR GOLD TRUST	263,000	$31.33M	4.6%	$119.11	—	GOLD SHS	78463V107
DIA	SPDR DOW JONES INDL AVRG ETF	100,000	$14.86M	2.2%	$148.55	—	UT SER 1	78467X109
AFL	AFLAC INC	150,000	$8.718M	1.3%	$20.11	0.0%	COM	001055102
CME	CME GROUP INC	51,259	$3.893M	0.6%	$39.16	0.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$1.448M	0.2%	$32.18	—	COM	260543103