Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 13, 2015

Total Value ($000): $1,090,609 (100.0% shares, 0.0% debt)

Holdings (15)

BAC BANK AMER CORP 48.8%

Value ($000) $531,952 Shares 31,254,545 Est. Cost $10.03 Unrealized +31.0%

AFL AFLAC INC 17.1%

Value ($000) $186,600 Shares 3,000,000 Est. Cost $22.34 Unrealized +10.3%

SPY SPDR S&P 500 ETF TR 4.7%

Value ($000) $51,463 Shares 250,000 Est. Cost $206.43 Unrealized —

IVV ISHARES TR 4.6%

Value ($000) $49,733 Shares 240,000 Est. Cost $178.94 Unrealized —

— POWERSHARES QQQ TRUST 4.5%

Value ($000) $49,252 Shares 460,000 Est. Cost $107.07 Unrealized —

HDV ISHARES TR 4.0%

Value ($000) $44,142 Shares 600,000 Est. Cost $75.31 Unrealized —

XLP SELECT SECTOR SPDR TR 2.6%

Value ($000) $28,560 Shares 600,000 Est. Cost $47.60 Unrealized —

EWW ISHARES 2.5%

Value ($000) $27,413 Shares 480,000 Est. Cost $60.34 Unrealized —

EPP ISHARES 2.5%

Value ($000) $27,342 Shares 630,000 Est. Cost $44.65 Unrealized —

VTI VANGUARD INDEX FDS 2.3%

Value ($000) $24,615 Shares 230,000 Est. Cost $107.02 Unrealized —

VIG VANGUARD SPECIALIZED PORTFOL 2.2%

Value ($000) $24,360 Shares 310,000 Est. Cost $78.58 Unrealized —

XLE SELECT SECTOR SPDR TR 1.7%

Value ($000) $18,038 Shares 240,000 Est. Cost $79.16 Unrealized —

XLY SELECT SECTOR SPDR TR 1.4%

Value ($000) $15,296 Shares 200,000 Est. Cost $76.48 Unrealized —

CME CME GROUP INC 0.9%

Value ($000) $9,540 Shares 102,518 Est. Cost $41.71 Unrealized +47.7%

— DOW CHEM CO 0.2%

Value ($000) $2,303 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	$531,952	48.8%	$10.03	+31.0%	COM	060505104
AFL	AFLAC INC	3,000,000	$186,600	17.1%	$22.34	+10.3%	COM	001055102
SPY	SPDR S&P 500 ETF TR	250,000	$51,463	4.7%	$206.43	—	TR UNIT	78462F103
IVV	ISHARES TR	240,000	$49,733	4.6%	$178.94	—	CORE S&P500 ETF	464287200
—	POWERSHARES QQQ TRUST	460,000	$49,252	4.5%	$107.07	—	UNIT SER 1	73935A104
HDV	ISHARES TR	600,000	$44,142	4.0%	$75.31	—	CORE HIGH DV ETF	46429B663
XLP	SELECT SECTOR SPDR TR	600,000	$28,560	2.6%	$47.60	—	SBI CONS STPLS	81369Y308
EWW	ISHARES	480,000	$27,413	2.5%	$60.34	—	MSCI MEX CAP ETF	464286822
EPP	ISHARES	630,000	$27,342	2.5%	$44.65	—	MSCI PAC JP ETF	464286665
VTI	VANGUARD INDEX FDS	230,000	$24,615	2.3%	$107.02	—	TOTAL STK MKT	922908769
VIG	VANGUARD SPECIALIZED PORTFOL	310,000	$24,360	2.2%	$78.58	—	DIV APP ETF	921908844
XLE	SELECT SECTOR SPDR TR	240,000	$18,038	1.7%	$79.16	—	SBI INT-ENERGY	81369Y506
XLY	SELECT SECTOR SPDR TR	200,000	$15,296	1.4%	$76.48	—	SBI CONS DISCR	81369Y407
CME	CME GROUP INC	102,518	$9,540	0.9%	$41.71	+47.7%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,303	0.2%	$32.18	—	COM	260543103