Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 13, 2014

Total Value ($000): $1,204,050 (100.0% shares, 0.0% debt)

Holdings (20)

BAC BANK AMER CORP 44.3%

Value ($000) $532,890 Shares 31,254,545 Est. Cost $10.03 Unrealized +25.4%

AFL AFLAC INC 14.5%

Value ($000) $174,750 Shares 3,000,000 Est. Cost $22.34 Unrealized +4.0%

DIA SPDR DOW JONES INDL AVRG ETF 8.5%

Value ($000) $102,042 Shares 600,000 Est. Cost $170.07 Unrealized —

HDV ISHARES TR 5.4%

Value ($000) $64,706 Shares 860,000 Est. Cost $75.31 Unrealized —

IVV ISHARES TR 4.3%

Value ($000) $51,548 Shares 260,000 Est. Cost $178.94 Unrealized —

GLD SPDR GOLD TRUST 2.5%

Value ($000) $30,563 Shares 263,000 Est. Cost $119.11 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 2.5%

Value ($000) $30,549 Shares 460,000 Est. Cost $66.32 Unrealized —

SDY SPDR SERIES TRUST 2.5%

Value ($000) $29,976 Shares 400,000 Est. Cost $74.94 Unrealized —

EWY ISHARES 2.3%

Value ($000) $27,835 Shares 460,000 Est. Cost $65.02 Unrealized —

SPY SPDR S&P 500 ETF TR 2.3%

Value ($000) $27,583 Shares 140,000 Est. Cost $195.82 Unrealized —

— POWERSHARES QQQ TRUST 2.1%

Value ($000) $24,698 Shares 250,000 Est. Cost $89.57 Unrealized —

IWM ISHARES TR 1.9%

Value ($000) $22,964 Shares 210,000 Est. Cost $118.81 Unrealized —

XLV SELECT SECTOR SPDR TR 1.9%

Value ($000) $22,369 Shares 350,000 Est. Cost $59.26 Unrealized —

EWW ISHARES 1.3%

Value ($000) $15,121 Shares 220,000 Est. Cost $68.73 Unrealized —

XLU SELECT SECTOR SPDR TR 1.2%

Value ($000) $14,732 Shares 350,000 Est. Cost $42.09 Unrealized —

EPP ISHARES 0.8%

Value ($000) $9,214 Shares 200,000 Est. Cost $46.73 Unrealized —

AAXJ ISHARES 0.8%

Value ($000) $9,198 Shares 150,000 Est. Cost $62.69 Unrealized —

CME CME GROUP INC 0.7%

Value ($000) $8,197 Shares 102,518 Est. Cost $41.71 Unrealized +14.9%

V VISA INC 0.2%

Value ($000) $2,755 Shares 12,914 Est. Cost $42.33 Unrealized +17.2%

— DOW CHEM CO 0.2%

Value ($000) $2,360 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK AMER CORP	31,254,545	$532,890	44.3%	$10.03	+25.4%	COM	060505104
AFL	AFLAC INC	3,000,000	$174,750	14.5%	$22.34	+4.0%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	600,000	$102,042	8.5%	$170.07	—	UT SER 1	78467X109
HDV	ISHARES TR	860,000	$64,706	5.4%	$75.31	—	CORE HIGH DV ETF	46429B663
IVV	ISHARES TR	260,000	$51,548	4.3%	$178.94	—	CORE S&P500 ETF	464287200
GLD	SPDR GOLD TRUST	263,000	$30,563	2.5%	$119.11	—	GOLD SHS	78463V107
VYM	VANGUARD WHITEHALL FDS INC	460,000	$30,549	2.5%	$66.32	—	HIGH DIV YLD	921946406
SDY	SPDR SERIES TRUST	400,000	$29,976	2.5%	$74.94	—	S&P DIVID ETF	78464A763
EWY	ISHARES	460,000	$27,835	2.3%	$65.02	—	MSCI STH KOR ETF	464286772
SPY	SPDR S&P 500 ETF TR	140,000	$27,583	2.3%	$195.82	—	TR UNIT	78462F103
—	POWERSHARES QQQ TRUST	250,000	$24,698	2.1%	$89.57	—	UNIT SER 1	73935A104
IWM	ISHARES TR	210,000	$22,964	1.9%	$118.81	—	RUSSELL 2000 ETF	464287655
XLV	SELECT SECTOR SPDR TR	350,000	$22,369	1.9%	$59.26	—	SBI HEALTHCARE	81369Y209
EWW	ISHARES	220,000	$15,121	1.3%	$68.73	—	MSCI MEX CAP ETF	464286822
XLU	SELECT SECTOR SPDR TR	350,000	$14,732	1.2%	$42.09	—	SBI INT-UTILS	81369Y886
EPP	ISHARES	200,000	$9,214	0.8%	$46.73	—	MSCI PAC JP ETF	464286665
AAXJ	ISHARES	150,000	$9,198	0.8%	$62.69	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$8,197	0.7%	$41.71	+14.9%	COM	12572Q105
V	VISA INC	12,914	$2,755	0.2%	$42.33	+17.2%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$2,360	0.2%	$32.18	—	COM	260543103