Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 12, 2015

Total Value ($000): $1,222,332 (100.0% shares, 0.0% debt)

Holdings (19)

BAC BANK AMER CORP 45.7%

Value ($000) $559,144 Shares 31,254,545 Est. Cost $10.03 Unrealized +35.2%

AFL AFLAC INC 15.0%

Value ($000) $183,270 Shares 3,000,000 Est. Cost $22.34 Unrealized +1.6%

HDV ISHARES TR 5.4%

Value ($000) $65,824 Shares 860,000 Est. Cost $75.31 Unrealized —

IVV ISHARES TR 4.4%

Value ($000) $53,786 Shares 260,000 Est. Cost $178.94 Unrealized —

VTI VANGUARD INDEX FDS 3.7%

Value ($000) $45,580 Shares 430,000 Est. Cost $106.00 Unrealized —

SDY SPDR SERIES TRUST 3.4%

Value ($000) $40,976 Shares 520,000 Est. Cost $75.83 Unrealized —

IWM ISHARES TR 3.3%

Value ($000) $40,671 Shares 340,000 Est. Cost $119.12 Unrealized —

XLY SELECT SECTOR SPDR TR 3.0%

Value ($000) $36,797 Shares 510,000 Est. Cost $72.15 Unrealized —

EWW ISHARES 2.2%

Value ($000) $27,319 Shares 460,000 Est. Cost $63.86 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 2.2%

Value ($000) $26,682 Shares 150,000 Est. Cost $170.07 Unrealized —

EWY ISHARES 2.1%

Value ($000) $25,433 Shares 460,000 Est. Cost $65.02 Unrealized —

XLK SELECT SECTOR SPDR TR 2.0%

Value ($000) $24,810 Shares 600,000 Est. Cost $41.35 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 1.7%

Value ($000) $20,625 Shares 300,000 Est. Cost $66.32 Unrealized —

XLB SELECT SECTOR SPDR TR 1.6%

Value ($000) $19,432 Shares 400,000 Est. Cost $48.58 Unrealized —

XLE SELECT SECTOR SPDR TR 1.6%

Value ($000) $18,998 Shares 240,000 Est. Cost $79.16 Unrealized —

EPP ISHARES 1.5%

Value ($000) $18,459 Shares 420,000 Est. Cost $45.27 Unrealized —

CME CME GROUP INC 0.7%

Value ($000) $9,088 Shares 102,518 Est. Cost $41.71 Unrealized +30.2%

V VISA INC 0.3%

Value ($000) $3,386 Shares 12,914 Est. Cost $42.33 Unrealized +31.5%

— DOW CHEM CO 0.2%

Value ($000) $2,052 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	$559,144	45.7%	$10.03	+35.2%	COM	060505104
AFL	AFLAC INC	3,000,000	$183,270	15.0%	$22.34	+1.6%	COM	001055102
HDV	ISHARES TR	860,000	$65,824	5.4%	$75.31	—	CORE HIGH DV ETF	46429B663
IVV	ISHARES TR	260,000	$53,786	4.4%	$178.94	—	CORE S&P500 ETF	464287200
VTI	VANGUARD INDEX FDS	430,000	$45,580	3.7%	$106.00	—	TOTAL STK MKT	922908769
SDY	SPDR SERIES TRUST	520,000	$40,976	3.4%	$75.83	—	S&P DIVID ETF	78464A763
IWM	ISHARES TR	340,000	$40,671	3.3%	$119.12	—	RUSSELL 2000 ETF	464287655
XLY	SELECT SECTOR SPDR TR	510,000	$36,797	3.0%	$72.15	—	SBI CONS DISCR	81369Y407
EWW	ISHARES	460,000	$27,319	2.2%	$63.86	—	MSCI MEX CAP ETF	464286822
DIA	SPDR DOW JONES INDL AVRG ETF	150,000	$26,682	2.2%	$170.07	—	UT SER 1	78467X109
EWY	ISHARES	460,000	$25,433	2.1%	$65.02	—	MSCI STH KOR ETF	464286772
XLK	SELECT SECTOR SPDR TR	600,000	$24,810	2.0%	$41.35	—	TECHNOLOGY	81369Y803
VYM	VANGUARD WHITEHALL FDS INC	300,000	$20,625	1.7%	$66.32	—	HIGH DIV YLD	921946406
XLB	SELECT SECTOR SPDR TR	400,000	$19,432	1.6%	$48.58	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	240,000	$18,998	1.6%	$79.16	—	SBI INT-ENERGY	81369Y506
EPP	ISHARES	420,000	$18,459	1.5%	$45.27	—	MSCI PAC JP ETF	464286665
CME	CME GROUP INC	102,518	$9,088	0.7%	$41.71	+30.2%	COM	12572Q105
V	VISA INC	12,914	$3,386	0.3%	$42.33	+31.5%	COM CL A	92826C839
—	DOW CHEM CO	45,000	$2,052	0.2%	$32.18	—	COM	260543103