Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

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

Holdings (11)

BAC BANK AMER CORP 49.5%

Value $481M Shares 31,254,545 Est. Cost $10.03 Unrealized +27.2%

AFL AFLAC INC 19.8%

Value $192M Shares 3,000,000 Est. Cost $22.34 Unrealized +5.7%

SPY SPDR S&P 500 ETF TR 7.9%

Value $76.38M Shares 370,000 Est. Cost $206.43 Unrealized —

HDV ISHARES TR 6.6%

Value $64.49M Shares 860,000 Est. Cost $75.31 Unrealized —

IVV ISHARES TR 5.6%

Value $54.04M Shares 260,000 Est. Cost $178.94 Unrealized —

SDY SPDR SERIES TRUST 4.2%

Value $40.66M Shares 520,000 Est. Cost $75.83 Unrealized —

EPP ISHARES 2.0%

Value $19.05M Shares 420,000 Est. Cost $45.27 Unrealized —

XLE SELECT SECTOR SPDR TR 1.9%

Value $18.62M Shares 240,000 Est. Cost $79.16 Unrealized —

EWW ISHARES 1.4%

Value $13.33M Shares 230,000 Est. Cost $63.86 Unrealized —

CME CME GROUP INC 1.0%

Value $9.709M Shares 102,518 Est. Cost $41.71 Unrealized +46.0%

— DOW CHEM CO 0.2%

Value $2.159M Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK AMER CORP	31,254,545	$481M	49.5%	$10.03	+27.2%	COM	060505104
AFL	AFLAC INC	3,000,000	$192M	19.8%	$22.34	+5.7%	COM	001055102
SPY	SPDR S&P 500 ETF TR	370,000	$76.38M	7.9%	$206.43	—	TR UNIT	78462F103
HDV	ISHARES TR	860,000	$64.49M	6.6%	$75.31	—	CORE HIGH DV ETF	46429B663
IVV	ISHARES TR	260,000	$54.04M	5.6%	$178.94	—	CORE S&P500 ETF	464287200
SDY	SPDR SERIES TRUST	520,000	$40.66M	4.2%	$75.83	—	S&P DIVID ETF	78464A763
EPP	ISHARES	420,000	$19.05M	2.0%	$45.27	—	MSCI PAC JP ETF	464286665
XLE	SELECT SECTOR SPDR TR	240,000	$18.62M	1.9%	$79.16	—	SBI INT-ENERGY	81369Y506
EWW	ISHARES	230,000	$13.33M	1.4%	$63.86	—	MSCI MEX CAP ETF	464286822
CME	CME GROUP INC	102,518	$9.709M	1.0%	$41.71	+46.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$2.159M	0.2%	$32.18	—	COM	260543103