Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $310,667 (100.0% shares, 0.0% debt)

Holdings (7)

AFL AFLAC INC 61.0%

Value ($000) $189,420 Shares 3,000,000 Est. Cost $22.34 Unrealized +5.6%

HDV ISHARES TR 11.3%

Value ($000) $35,105 Shares 450,000 Est. Cost $75.31 Unrealized —

VIG VANGUARD SPECIALIZED PORTFOL 8.1%

Value ($000) $25,188 Shares 310,000 Est. Cost $78.58 Unrealized —

EPP ISHARES 8.0%

Value ($000) $24,709 Shares 630,000 Est. Cost $44.65 Unrealized —

VTI VANGUARD INDEX FDS 7.8%

Value ($000) $24,109 Shares 230,000 Est. Cost $107.02 Unrealized —

CME CME GROUP INC 3.2%

Value ($000) $9,847 Shares 102,518 Est. Cost $41.71 Unrealized +51.0%

— DOW CHEM CO 0.7%

Value ($000) $2,289 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$189,420	61.0%	$22.34	+5.6%	COM	001055102
HDV	ISHARES TR	450,000	$35,105	11.3%	$75.31	—	CORE HIGH DV ETF	46429B663
VIG	VANGUARD SPECIALIZED PORTFOL	310,000	$25,188	8.1%	$78.58	—	DIV APP ETF	921908844
EPP	ISHARES	630,000	$24,709	8.0%	$44.65	—	MSCI PAC JP ETF	464286665
VTI	VANGUARD INDEX FDS	230,000	$24,109	7.8%	$107.02	—	TOTAL STK MKT	922908769
CME	CME GROUP INC	102,518	$9,847	3.2%	$41.71	+51.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,289	0.7%	$32.18	—	COM	260543103