Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 12, 2014

Total Value: $1.011B (100.0% shares, 0.0% debt)

Holdings (14)

BAC BANK OF AMERICA CORPORATION 48.2%

Value $487M Shares 31,254,545 Est. Cost $10.03 Unrealized +16.5%

AFL AFLAC INC 19.8%

Value $200M Shares 3,000,000 Est. Cost $22.34 Unrealized +10.2%

SPY SPDR S&P 500 ETF TR 7.5%

Value $75.72M Shares 410,000 Est. Cost $172.49 Unrealized —

IVV ISHARES 5.3%

Value $53.84M Shares 290,000 Est. Cost $160.88 Unrealized —

— POWERSHARES QQQ TRUST 5.0%

Value $51.02M Shares 580,000 Est. Cost $87.96 Unrealized —

GLD SPDR GOLD TRUST 3.0%

Value $30.54M Shares 263,000 Est. Cost $119.11 Unrealized —

EPP ISHARES 3.0%

Value $29.91M Shares 640,000 Est. Cost $46.73 Unrealized —

— ISHARES GOLD TRUST 2.3%

Value $23.36M Shares 2,000,000 Est. Cost $11.99 Unrealized —

XLY SELECT SECTOR SPDR TR 2.1%

Value $20.72M Shares 310,000 Est. Cost $66.83 Unrealized —

XLB SELECT SECTOR SPDR TR 1.5%

Value $15.25M Shares 330,000 Est. Cost $46.22 Unrealized —

AAXJ ISHARES 1.0%

Value $10.25M Shares 170,000 Est. Cost $54.77 Unrealized —

CME CME GROUP INC 0.8%

Value $8.044M Shares 102,518 Est. Cost $41.71 Unrealized +13.7%

V VISA INC 0.3%

Value $2.876M Shares 12,914 Est. Cost $42.33 Unrealized +9.3%

— DOW CHEM CO 0.2%

Value $1.998M 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	$487M	48.2%	$10.03	+16.5%	COM	060505104
AFL	AFLAC INC	3,000,000	$200M	19.8%	$22.34	+10.2%	COM	001055102
SPY	SPDR S&P 500 ETF TR	410,000	$75.72M	7.5%	$172.49	—	TR UNIT	78462F103
IVV	ISHARES	290,000	$53.84M	5.3%	$160.88	—	CORE S&P500 ETF	464287200
—	POWERSHARES QQQ TRUST	580,000	$51.02M	5.0%	$87.96	—	UNIT SER 1	73935A104
GLD	SPDR GOLD TRUST	263,000	$30.54M	3.0%	$119.11	—	GOLD SHS	78463V107
EPP	ISHARES	640,000	$29.91M	3.0%	$46.73	—	MSCI PAC JP ETF	464286665
—	ISHARES GOLD TRUST	2,000,000	$23.36M	2.3%	$11.99	—	ISHARES	464285105
XLY	SELECT SECTOR SPDR TR	310,000	$20.72M	2.1%	$66.83	—	SBI CONS DISCR	81369Y407
XLB	SELECT SECTOR SPDR TR	330,000	$15.25M	1.5%	$46.22	—	SBI MATERIALS	81369Y100
AAXJ	ISHARES	170,000	$10.25M	1.0%	$54.77	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$8.044M	0.8%	$41.71	+13.7%	COM	12572Q105
V	VISA INC	12,914	$2.876M	0.3%	$42.33	+9.3%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$1.998M	0.2%	$32.18	—	COM	260543103