Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $971,476 (100.0% shares, 0.0% debt)

Holdings (11)

BAC BANK AMER CORP 49.5%

Value ($000) $481,007 Shares 31,254,545 Est. Cost $10.03 Unrealized +27.2%

AFL AFLAC INC 19.8%

Value ($000) $192,030 Shares 3,000,000 Est. Cost $22.34 Unrealized +5.7%

SPY SPDR S&P 500 ETF TR 7.9%

Value ($000) $76,379 Shares 370,000 Est. Cost $206.43 Unrealized —

HDV ISHARES TR 6.6%

Value ($000) $64,491 Shares 860,000 Est. Cost $75.31 Unrealized —

IVV ISHARES TR 5.6%

Value ($000) $54,036 Shares 260,000 Est. Cost $178.94 Unrealized —

SDY SPDR SERIES TRUST 4.2%

Value ($000) $40,664 Shares 520,000 Est. Cost $75.83 Unrealized —

EPP ISHARES 2.0%

Value ($000) $19,051 Shares 420,000 Est. Cost $45.27 Unrealized —

XLE SELECT SECTOR SPDR TR 1.9%

Value ($000) $18,619 Shares 240,000 Est. Cost $79.16 Unrealized —

EWW ISHARES 1.4%

Value ($000) $13,331 Shares 230,000 Est. Cost $63.86 Unrealized —

CME CME GROUP INC 1.0%

Value ($000) $9,709 Shares 102,518 Est. Cost $41.71 Unrealized +46.0%

— DOW CHEM CO 0.2%

Value ($000) $2,159 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	$481,007	49.5%	$10.03	+27.2%	COM	060505104
AFL	AFLAC INC	3,000,000	$192,030	19.8%	$22.34	+5.7%	COM	001055102
SPY	SPDR S&P 500 ETF TR	370,000	$76,379	7.9%	$206.43	—	TR UNIT	78462F103
HDV	ISHARES TR	860,000	$64,491	6.6%	$75.31	—	CORE HIGH DV ETF	46429B663
IVV	ISHARES TR	260,000	$54,036	5.6%	$178.94	—	CORE S&P500 ETF	464287200
SDY	SPDR SERIES TRUST	520,000	$40,664	4.2%	$75.83	—	S&P DIVID ETF	78464A763
EPP	ISHARES	420,000	$19,051	2.0%	$45.27	—	MSCI PAC JP ETF	464286665
XLE	SELECT SECTOR SPDR TR	240,000	$18,619	1.9%	$79.16	—	SBI INT-ENERGY	81369Y506
EWW	ISHARES	230,000	$13,331	1.4%	$63.86	—	MSCI MEX CAP ETF	464286822
CME	CME GROUP INC	102,518	$9,709	1.0%	$41.71	+46.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,159	0.2%	$32.18	—	COM	260543103