Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 11, 2014

Total Value: $1.252B (100.0% shares, 0.0% debt)

Holdings (20)

BAC BANK OF AMERICA CORPORATION 38.4%

Value $480M Shares 31,254,545 Est. Cost $10.03 Unrealized +22.1%

AFL AFLAC INC 14.9%

Value $187M Shares 3,000,000 Est. Cost $22.34 Unrealized +6.0%

— POWERSHARES QQQ TRUST 8.8%

Value $110M Shares 1,170,000 Est. Cost $89.57 Unrealized —

VTI VANGUARD INDEX FDS 4.9%

Value $61.06M Shares 600,000 Est. Cost $97.47 Unrealized —

IVV ISHARES 4.1%

Value $51.22M Shares 260,000 Est. Cost $178.94 Unrealized —

XLY SELECT SECTOR SPDR TR 4.1%

Value $51.06M Shares 765,000 Est. Cost $66.58 Unrealized —

GLD SPDR GOLD TRUST 2.7%

Value $33.67M Shares 263,000 Est. Cost $119.11 Unrealized —

XLV SELECT SECTOR SPDR TR 2.7%

Value $33.46M Shares 550,000 Est. Cost $59.26 Unrealized —

EWY ISHARES 2.4%

Value $30.56M Shares 470,000 Est. Cost $65.02 Unrealized —

EPP ISHARES 2.4%

Value $30.54M Shares 620,000 Est. Cost $46.73 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 2.4%

Value $30.5M Shares 460,000 Est. Cost $66.32 Unrealized —

HDV ISHARES TR 2.4%

Value $30.16M Shares 400,000 Est. Cost $75.39 Unrealized —

IWM ISHARES 2.3%

Value $28.51M Shares 240,000 Est. Cost $118.81 Unrealized —

— ISHARES GOLD TRUST 2.1%

Value $25.76M Shares 2,000,000 Est. Cost $11.99 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value $25.44M Shares 130,000 Est. Cost $195.72 Unrealized —

XLB SELECT SECTOR SPDR TR 1.7%

Value $20.85M Shares 420,000 Est. Cost $49.64 Unrealized —

AAXJ ISHARES 0.8%

Value $10.03M Shares 160,000 Est. Cost $62.69 Unrealized —

CME CME GROUP INC 0.6%

Value $7.274M Shares 102,518 Est. Cost $41.71 Unrealized +6.6%

V VISA INC 0.2%

Value $2.721M Shares 12,914 Est. Cost $42.33 Unrealized +13.8%

— DOW CHEM CO 0.2%

Value $2.316M 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	$480M	38.4%	$10.03	+22.1%	COM	060505104
AFL	AFLAC INC	3,000,000	$187M	14.9%	$22.34	+6.0%	COM	001055102
—	POWERSHARES QQQ TRUST	1,170,000	$110M	8.8%	$89.57	—	UNIT SER 1	73935A104
VTI	VANGUARD INDEX FDS	600,000	$61.06M	4.9%	$97.47	—	TOTAL STK MKT	922908769
IVV	ISHARES	260,000	$51.22M	4.1%	$178.94	—	CORE S&P500 ETF	464287200
XLY	SELECT SECTOR SPDR TR	765,000	$51.06M	4.1%	$66.58	—	SBI CONS DISCR	81369Y407
GLD	SPDR GOLD TRUST	263,000	$33.67M	2.7%	$119.11	—	GOLD SHS	78463V107
XLV	SELECT SECTOR SPDR TR	550,000	$33.46M	2.7%	$59.26	—	SBI HEALTHCARE	81369Y209
EWY	ISHARES	470,000	$30.56M	2.4%	$65.02	—	MSCI STH KOR ETF	464286772
EPP	ISHARES	620,000	$30.54M	2.4%	$46.73	—	MSCI PAC JP ETF	464286665
VYM	VANGUARD WHITEHALL FDS INC	460,000	$30.5M	2.4%	$66.32	—	HIGH DIV YLD	921946406
HDV	ISHARES TR	400,000	$30.16M	2.4%	$75.39	—	HIGH DIVIDND ETF	46429B663
IWM	ISHARES	240,000	$28.51M	2.3%	$118.81	—	RUSSELL 2000 ETF	464287655
—	ISHARES GOLD TRUST	2,000,000	$25.76M	2.1%	$11.99	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	130,000	$25.44M	2.0%	$195.72	—	TR UNIT	78462F103
XLB	SELECT SECTOR SPDR TR	420,000	$20.85M	1.7%	$49.64	—	SBI MATERIALS	81369Y100
AAXJ	ISHARES	160,000	$10.03M	0.8%	$62.69	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$7.274M	0.6%	$41.71	+6.6%	COM	12572Q105
V	VISA INC	12,914	$2.721M	0.2%	$42.33	+13.8%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$2.316M	0.2%	$32.18	—	COM	260543103