Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $524,950 (100.0% shares, 0.0% debt)

Holdings (9)

AFL AFLAC INC 41.2%

Value ($000) $216,480 Shares 3,000,000 Est. Cost $22.34 Unrealized +22.1%

IVV ISHARES TR 19.2%

Value ($000) $101,040 Shares 480,000 Est. Cost $210.50 Unrealized —

— POWERSHARES QQQ TRUST 14.7%

Value ($000) $77,429 Shares 720,000 Est. Cost $107.54 Unrealized —

XLI SELECT SECTOR SPDR TR 9.4%

Value ($000) $49,289 Shares 880,000 Est. Cost $56.01 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 4.8%

Value ($000) $25,060 Shares 140,000 Est. Cost $179.00 Unrealized —

EPP ISHARES 4.7%

Value ($000) $24,696 Shares 630,000 Est. Cost $44.65 Unrealized —

XLY SELECT SECTOR SPDR TR 3.6%

Value ($000) $18,734 Shares 240,000 Est. Cost $78.06 Unrealized —

CME CME GROUP INC 1.9%

Value ($000) $9,985 Shares 102,518 Est. Cost $41.71 Unrealized +57.9%

— DOW CHEM CO 0.4%

Value ($000) $2,237 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$216,480	41.2%	$22.34	+22.1%	COM	001055102
IVV	ISHARES TR	480,000	$101,040	19.2%	$210.50	—	CORE S&P500 ETF	464287200
—	POWERSHARES QQQ TRUST	720,000	$77,429	14.7%	$107.54	—	UNIT SER 1	73935A104
XLI	SELECT SECTOR SPDR TR	880,000	$49,289	9.4%	$56.01	—	SBI INT-INDS	81369Y704
DIA	SPDR DOW JONES INDL AVRG ETF	140,000	$25,060	4.8%	$179.00	—	UT SER 1	78467X109
EPP	ISHARES	630,000	$24,696	4.7%	$44.65	—	MSCI PAC JP ETF	464286665
XLY	SELECT SECTOR SPDR TR	240,000	$18,734	3.6%	$78.06	—	SBI CONS DISCR	81369Y407
CME	CME GROUP INC	102,518	$9,985	1.9%	$41.71	+57.9%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,237	0.4%	$32.18	—	COM	260543103