Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 12, 2014

Total Value ($000): $1,010,560 (100.0% shares, 0.0% debt)

Holdings (14)

BAC BANK OF AMERICA CORPORATION 48.2%

Value ($000) $486,633 Shares 31,254,545 Est. Cost $10.03 Unrealized +16.5%

AFL AFLAC INC 19.8%

Value ($000) $200,400 Shares 3,000,000 Est. Cost $22.34 Unrealized +10.2%

SPY SPDR S&P 500 ETF TR 7.5%

Value ($000) $75,723 Shares 410,000 Est. Cost $172.49 Unrealized —

IVV ISHARES 5.3%

Value ($000) $53,839 Shares 290,000 Est. Cost $160.88 Unrealized —

— POWERSHARES QQQ TRUST 5.0%

Value ($000) $51,017 Shares 580,000 Est. Cost $87.96 Unrealized —

GLD SPDR GOLD TRUST 3.0%

Value ($000) $30,540 Shares 263,000 Est. Cost $119.11 Unrealized —

EPP ISHARES 3.0%

Value ($000) $29,907 Shares 640,000 Est. Cost $46.73 Unrealized —

— ISHARES GOLD TRUST 2.3%

Value ($000) $23,360 Shares 2,000,000 Est. Cost $11.99 Unrealized —

XLY SELECT SECTOR SPDR TR 2.1%

Value ($000) $20,717 Shares 310,000 Est. Cost $66.83 Unrealized —

XLB SELECT SECTOR SPDR TR 1.5%

Value ($000) $15,253 Shares 330,000 Est. Cost $46.22 Unrealized —

AAXJ ISHARES 1.0%

Value ($000) $10,253 Shares 170,000 Est. Cost $54.77 Unrealized —

CME CME GROUP INC 0.8%

Value ($000) $8,044 Shares 102,518 Est. Cost $41.71 Unrealized +13.7%

V VISA INC 0.3%

Value ($000) $2,876 Shares 12,914 Est. Cost $42.33 Unrealized +9.3%

— DOW CHEM CO 0.2%

Value ($000) $1,998 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	$486,633	48.2%	$10.03	+16.5%	COM	060505104
AFL	AFLAC INC	3,000,000	$200,400	19.8%	$22.34	+10.2%	COM	001055102
SPY	SPDR S&P 500 ETF TR	410,000	$75,723	7.5%	$172.49	—	TR UNIT	78462F103
IVV	ISHARES	290,000	$53,839	5.3%	$160.88	—	CORE S&P500 ETF	464287200
—	POWERSHARES QQQ TRUST	580,000	$51,017	5.0%	$87.96	—	UNIT SER 1	73935A104
GLD	SPDR GOLD TRUST	263,000	$30,540	3.0%	$119.11	—	GOLD SHS	78463V107
EPP	ISHARES	640,000	$29,907	3.0%	$46.73	—	MSCI PAC JP ETF	464286665
—	ISHARES GOLD TRUST	2,000,000	$23,360	2.3%	$11.99	—	ISHARES	464285105
XLY	SELECT SECTOR SPDR TR	310,000	$20,717	2.1%	$66.83	—	SBI CONS DISCR	81369Y407
XLB	SELECT SECTOR SPDR TR	330,000	$15,253	1.5%	$46.22	—	SBI MATERIALS	81369Y100
AAXJ	ISHARES	170,000	$10,253	1.0%	$54.77	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$8,044	0.8%	$41.71	+13.7%	COM	12572Q105
V	VISA INC	12,914	$2,876	0.3%	$42.33	+9.3%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$1,998	0.2%	$32.18	—	COM	260543103