Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 12, 2015

Total Value ($000): $856,224 (100.0% shares, 0.0% debt)

Holdings (11)

BAC BANK AMER CORP 56.9%

Value ($000) $486,946 Shares 31,254,545 Est. Cost $10.03 Unrealized +34.1%

AFL AFLAC INC 20.4%

Value ($000) $174,390 Shares 3,000,000 Est. Cost $22.34 Unrealized +6.1%

HDV ISHARES TR 4.9%

Value ($000) $41,748 Shares 600,000 Est. Cost $75.31 Unrealized —

SPY SPDR S&P 500 ETF TR 4.5%

Value ($000) $38,326 Shares 200,000 Est. Cost $206.43 Unrealized —

EPP ISHARES 2.7%

Value ($000) $23,096 Shares 630,000 Est. Cost $44.65 Unrealized —

VIG VANGUARD SPECIALIZED PORTFOL 2.7%

Value ($000) $22,859 Shares 310,000 Est. Cost $78.58 Unrealized —

VTI VANGUARD INDEX FDS 2.7%

Value ($000) $22,706 Shares 230,000 Est. Cost $107.02 Unrealized —

XLY SELECT SECTOR SPDR TR 2.3%

Value ($000) $20,050 Shares 270,000 Est. Cost $75.90 Unrealized —

XLE SELECT SECTOR SPDR TR 1.7%

Value ($000) $14,688 Shares 240,000 Est. Cost $79.16 Unrealized —

CME CME GROUP INC 1.1%

Value ($000) $9,507 Shares 102,518 Est. Cost $41.71 Unrealized +51.3%

— DOW CHEM CO 0.2%

Value ($000) $1,908 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	$486,946	56.9%	$10.03	+34.1%	COM	060505104
AFL	AFLAC INC	3,000,000	$174,390	20.4%	$22.34	+6.1%	COM	001055102
HDV	ISHARES TR	600,000	$41,748	4.9%	$75.31	—	CORE HIGH DV ETF	46429B663
SPY	SPDR S&P 500 ETF TR	200,000	$38,326	4.5%	$206.43	—	TR UNIT	78462F103
EPP	ISHARES	630,000	$23,096	2.7%	$44.65	—	MSCI PAC JP ETF	464286665
VIG	VANGUARD SPECIALIZED PORTFOL	310,000	$22,859	2.7%	$78.58	—	DIV APP ETF	921908844
VTI	VANGUARD INDEX FDS	230,000	$22,706	2.7%	$107.02	—	TOTAL STK MKT	922908769
XLY	SELECT SECTOR SPDR TR	270,000	$20,050	2.3%	$75.90	—	SBI CONS DISCR	81369Y407
XLE	SELECT SECTOR SPDR TR	240,000	$14,688	1.7%	$79.16	—	SBI INT-ENERGY	81369Y506
CME	CME GROUP INC	102,518	$9,507	1.1%	$41.71	+51.3%	COM	12572Q105
—	DOW CHEM CO	45,000	$1,908	0.2%	$32.18	—	COM	260543103