Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 13, 2014

Total Value: $1.204B (100.0% shares, 0.0% debt)

Holdings (20)

BAC BANK AMER CORP 44.3%

Value $533M Shares 31,254,545 Est. Cost $10.03 Unrealized +25.4%

AFL AFLAC INC 14.5%

Value $175M Shares 3,000,000 Est. Cost $22.34 Unrealized +4.0%

DIA SPDR DOW JONES INDL AVRG ETF 8.5%

Value $102M Shares 600,000 Est. Cost $170.07 Unrealized —

HDV ISHARES TR 5.4%

Value $64.71M Shares 860,000 Est. Cost $75.31 Unrealized —

IVV ISHARES TR 4.3%

Value $51.55M Shares 260,000 Est. Cost $178.94 Unrealized —

GLD SPDR GOLD TRUST 2.5%

Value $30.56M Shares 263,000 Est. Cost $119.11 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 2.5%

Value $30.55M Shares 460,000 Est. Cost $66.32 Unrealized —

SDY SPDR SERIES TRUST 2.5%

Value $29.98M Shares 400,000 Est. Cost $74.94 Unrealized —

EWY ISHARES 2.3%

Value $27.84M Shares 460,000 Est. Cost $65.02 Unrealized —

SPY SPDR S&P 500 ETF TR 2.3%

Value $27.58M Shares 140,000 Est. Cost $195.82 Unrealized —

— POWERSHARES QQQ TRUST 2.1%

Value $24.7M Shares 250,000 Est. Cost $89.57 Unrealized —

IWM ISHARES TR 1.9%

Value $22.96M Shares 210,000 Est. Cost $118.81 Unrealized —

XLV SELECT SECTOR SPDR TR 1.9%

Value $22.37M Shares 350,000 Est. Cost $59.26 Unrealized —

EWW ISHARES 1.3%

Value $15.12M Shares 220,000 Est. Cost $68.73 Unrealized —

XLU SELECT SECTOR SPDR TR 1.2%

Value $14.73M Shares 350,000 Est. Cost $42.09 Unrealized —

EPP ISHARES 0.8%

Value $9.214M Shares 200,000 Est. Cost $46.73 Unrealized —

AAXJ ISHARES 0.8%

Value $9.198M Shares 150,000 Est. Cost $62.69 Unrealized —

CME CME GROUP INC 0.7%

Value $8.197M Shares 102,518 Est. Cost $41.71 Unrealized +14.9%

V VISA INC 0.2%

Value $2.755M Shares 12,914 Est. Cost $42.33 Unrealized +17.2%

— DOW CHEM CO 0.2%

Value $2.36M Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK AMER CORP	31,254,545	$533M	44.3%	$10.03	+25.4%	COM	060505104
AFL	AFLAC INC	3,000,000	$175M	14.5%	$22.34	+4.0%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	600,000	$102M	8.5%	$170.07	—	UT SER 1	78467X109
HDV	ISHARES TR	860,000	$64.71M	5.4%	$75.31	—	CORE HIGH DV ETF	46429B663
IVV	ISHARES TR	260,000	$51.55M	4.3%	$178.94	—	CORE S&P500 ETF	464287200
GLD	SPDR GOLD TRUST	263,000	$30.56M	2.5%	$119.11	—	GOLD SHS	78463V107
VYM	VANGUARD WHITEHALL FDS INC	460,000	$30.55M	2.5%	$66.32	—	HIGH DIV YLD	921946406
SDY	SPDR SERIES TRUST	400,000	$29.98M	2.5%	$74.94	—	S&P DIVID ETF	78464A763
EWY	ISHARES	460,000	$27.84M	2.3%	$65.02	—	MSCI STH KOR ETF	464286772
SPY	SPDR S&P 500 ETF TR	140,000	$27.58M	2.3%	$195.82	—	TR UNIT	78462F103
—	POWERSHARES QQQ TRUST	250,000	$24.7M	2.1%	$89.57	—	UNIT SER 1	73935A104
IWM	ISHARES TR	210,000	$22.96M	1.9%	$118.81	—	RUSSELL 2000 ETF	464287655
XLV	SELECT SECTOR SPDR TR	350,000	$22.37M	1.9%	$59.26	—	SBI HEALTHCARE	81369Y209
EWW	ISHARES	220,000	$15.12M	1.3%	$68.73	—	MSCI MEX CAP ETF	464286822
XLU	SELECT SECTOR SPDR TR	350,000	$14.73M	1.2%	$42.09	—	SBI INT-UTILS	81369Y886
EPP	ISHARES	200,000	$9.214M	0.8%	$46.73	—	MSCI PAC JP ETF	464286665
AAXJ	ISHARES	150,000	$9.198M	0.8%	$62.69	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$8.197M	0.7%	$41.71	+14.9%	COM	12572Q105
V	VISA INC	12,914	$2.755M	0.2%	$42.33	+17.2%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$2.36M	0.2%	$32.18	—	COM	260543103