Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $332,353 (100.0% shares, 0.0% debt)

Holdings (9)

AFL AFLAC INC 54.1%

Value ($000) $179,700 Shares 3,000,000 Est. Cost $22.34 Unrealized +9.8%

HDV ISHARES TR 13.3%

Value ($000) $44,046 Shares 600,000 Est. Cost $75.31 Unrealized —

EPP ISHARES 7.3%

Value ($000) $24,186 Shares 630,000 Est. Cost $44.65 Unrealized —

VIG VANGUARD SPECIALIZED PORTFOL 7.3%

Value ($000) $24,106 Shares 310,000 Est. Cost $78.58 Unrealized —

VTI VANGUARD INDEX FDS 7.2%

Value ($000) $23,989 Shares 230,000 Est. Cost $107.02 Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value ($000) $14,477 Shares 240,000 Est. Cost $79.16 Unrealized —

IVV ISHARES TR 3.1%

Value ($000) $10,244 Shares 50,000 Est. Cost $204.88 Unrealized —

CME CME GROUP INC 2.8%

Value ($000) $9,288 Shares 102,518 Est. Cost $41.71 Unrealized +51.0%

— DOW CHEM CO 0.7%

Value ($000) $2,317 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$179,700	54.1%	$22.34	+9.8%	COM	001055102
HDV	ISHARES TR	600,000	$44,046	13.3%	$75.31	—	CORE HIGH DV ETF	46429B663
EPP	ISHARES	630,000	$24,186	7.3%	$44.65	—	MSCI PAC JP ETF	464286665
VIG	VANGUARD SPECIALIZED PORTFOL	310,000	$24,106	7.3%	$78.58	—	DIV APP ETF	921908844
VTI	VANGUARD INDEX FDS	230,000	$23,989	7.2%	$107.02	—	TOTAL STK MKT	922908769
XLE	SELECT SECTOR SPDR TR	240,000	$14,477	4.4%	$79.16	—	SBI INT-ENERGY	81369Y506
IVV	ISHARES TR	50,000	$10,244	3.1%	$204.88	—	CORE S&P500 ETF	464287200
CME	CME GROUP INC	102,518	$9,288	2.8%	$41.71	+51.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,317	0.7%	$32.18	—	COM	260543103