Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 14, 2014

Total Value ($000): $1,149,006 (100.0% shares, 0.0% debt)

Holdings (14)

BAC BANK OF AMERICA CORPORATION 46.8%

Value ($000) $537,578 Shares 31,254,545 Est. Cost $10.03 Unrealized +32.2%

AFL AFLAC INC 16.5%

Value ($000) $189,120 Shares 3,000,000 Est. Cost $22.34 Unrealized +7.4%

VTI VANGUARD INDEX FDS 8.8%

Value ($000) $101,369 Shares 1,040,000 Est. Cost $97.47 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 6.6%

Value ($000) $75,550 Shares 460,000 Est. Cost $164.24 Unrealized —

— POWERSHARES QQQ TRUST 6.4%

Value ($000) $73,643 Shares 840,000 Est. Cost $87.87 Unrealized —

GLD SPDR GOLD TRUST 2.8%

Value ($000) $32,509 Shares 263,000 Est. Cost $119.11 Unrealized —

EPP ISHARES 2.7%

Value ($000) $30,778 Shares 640,000 Est. Cost $46.73 Unrealized —

XLY SELECT SECTOR SPDR TR 2.2%

Value ($000) $24,917 Shares 385,000 Est. Cost $66.42 Unrealized —

— ISHARES GOLD TRUST 2.2%

Value ($000) $24,880 Shares 2,000,000 Est. Cost $11.99 Unrealized —

IVV ISHARES 2.1%

Value ($000) $24,458 Shares 130,000 Est. Cost $160.88 Unrealized —

XLV SELECT SECTOR SPDR TR 1.9%

Value ($000) $21,641 Shares 370,000 Est. Cost $58.49 Unrealized —

CME CME GROUP INC 0.7%

Value ($000) $7,588 Shares 102,518 Est. Cost $41.71 Unrealized +13.5%

V VISA INC 0.2%

Value ($000) $2,788 Shares 12,914 Est. Cost $42.33 Unrealized +20.7%

— DOW CHEM CO 0.2%

Value ($000) $2,187 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	$537,578	46.8%	$10.03	+32.2%	COM	060505104
AFL	AFLAC INC	3,000,000	$189,120	16.5%	$22.34	+7.4%	COM	001055102
VTI	VANGUARD INDEX FDS	1,040,000	$101,369	8.8%	$97.47	—	TOTAL STK MKT	922908769
DIA	SPDR DOW JONES INDL AVRG ETF	460,000	$75,550	6.6%	$164.24	—	UT SER 1	78467X109
—	POWERSHARES QQQ TRUST	840,000	$73,643	6.4%	$87.87	—	UNIT SER 1	73935A104
GLD	SPDR GOLD TRUST	263,000	$32,509	2.8%	$119.11	—	GOLD SHS	78463V107
EPP	ISHARES	640,000	$30,778	2.7%	$46.73	—	MSCI PAC JP ETF	464286665
XLY	SELECT SECTOR SPDR TR	385,000	$24,917	2.2%	$66.42	—	SBI CONS DISCR	81369Y407
—	ISHARES GOLD TRUST	2,000,000	$24,880	2.2%	$11.99	—	ISHARES	464285105
IVV	ISHARES	130,000	$24,458	2.1%	$160.88	—	CORE S&P500 ETF	464287200
XLV	SELECT SECTOR SPDR TR	370,000	$21,641	1.9%	$58.49	—	SBI HEALTHCARE	81369Y209
CME	CME GROUP INC	102,518	$7,588	0.7%	$41.71	+13.5%	COM	12572Q105
V	VISA INC	12,914	$2,788	0.2%	$42.33	+20.7%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$2,187	0.2%	$32.18	—	COM	260543103