Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 12, 2013

Total Value ($000): $836,257 (100.0% shares, 0.0% debt)

Holdings (10)

BAC BANK OF AMERICA CORPORATION 51.6%

Value ($000) $431,313 Shares 31,254,545 Est. Cost $10.03 Unrealized +12.0%

AFL AFLAC INC 22.2%

Value ($000) $185,970 Shares 3,000,000 Est. Cost $22.34 Unrealized +0.5%

SPY SPDR S&P 500 ETF TR 6.0%

Value ($000) $50,403 Shares 300,000 Est. Cost $168.01 Unrealized —

IVV ISHARES 5.9%

Value ($000) $48,981 Shares 290,000 Est. Cost $160.88 Unrealized —

AAXJ ISHARES 4.7%

Value ($000) $39,048 Shares 670,000 Est. Cost $54.77 Unrealized —

— ISHARES GOLD TRUST 4.2%

Value ($000) $35,061 Shares 2,720,000 Est. Cost $11.99 Unrealized —

GLD SPDR GOLD TRUST 4.0%

Value ($000) $33,711 Shares 263,000 Est. Cost $119.11 Unrealized —

CME CME GROUP INC 0.9%

Value ($000) $7,574 Shares 102,518 Est. Cost $41.71 Unrealized +6.1%

V VISA INC 0.3%

Value ($000) $2,468 Shares 12,914 Est. Cost $42.33 Unrealized 0.0%

— DOW CHEM CO 0.2%

Value ($000) $1,728 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK OF AMERICA CORPORATION	31,254,545	$431,313	51.6%	$10.03	+12.0%	COM	060505104
AFL	AFLAC INC	3,000,000	$185,970	22.2%	$22.34	+0.5%	COM	001055102
SPY	SPDR S&P 500 ETF TR	300,000	$50,403	6.0%	$168.01	—	TR UNIT	78462F103
IVV	ISHARES	290,000	$48,981	5.9%	$160.88	—	CORE S&P500 ETF	464287200
AAXJ	ISHARES	670,000	$39,048	4.7%	$54.77	—	MSCI AC ASIA ETF	464288182
—	ISHARES GOLD TRUST	2,720,000	$35,061	4.2%	$11.99	—	ISHARES	464285105
GLD	SPDR GOLD TRUST	263,000	$33,711	4.0%	$119.11	—	GOLD SHS	78463V107
CME	CME GROUP INC	102,518	$7,574	0.9%	$41.71	+6.1%	COM	12572Q105
V	VISA INC	12,914	$2,468	0.3%	$42.33	0.0%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$1,728	0.2%	$32.18	—	COM	260543103