Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 10, 2016

Total Value ($000): $604,321 (100.0% shares, 0.0% debt)

Holdings (12)

AFL AFLAC INC 35.7%

Value ($000) $215,610 Shares 3,000,000 Est. Cost $22.34 Unrealized +30.9%

AAXJ ISHARES TR 9.4%

Value ($000) $56,889 Shares 940,000 Est. Cost $60.52 Unrealized —

IVV ISHARES TR 8.6%

Value ($000) $52,214 Shares 240,000 Est. Cost $210.50 Unrealized —

XLI SELECT SECTOR SPDR TR 8.3%

Value ($000) $50,207 Shares 860,000 Est. Cost $56.01 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 8.2%

Value ($000) $49,351 Shares 270,000 Est. Cost $180.82 Unrealized —

XLV SELECT SECTOR SPDR TR 7.9%

Value ($000) $47,593 Shares 660,000 Est. Cost $72.11 Unrealized —

VYM VANGUARD WHITEHALL FDS INC 7.5%

Value ($000) $45,448 Shares 630,000 Est. Cost $72.14 Unrealized —

EPP ISHARES 4.4%

Value ($000) $26,636 Shares 630,000 Est. Cost $44.65 Unrealized —

SPY SPDR S&P 500 ETF TR 4.3%

Value ($000) $25,956 Shares 120,000 Est. Cost $216.30 Unrealized —

— POWERSHARES QQQ TRUST 3.5%

Value ($000) $21,370 Shares 180,000 Est. Cost $107.54 Unrealized —

CME CME GROUP INC 1.8%

Value ($000) $10,715 Shares 102,518 Est. Cost $41.71 Unrealized +75.5%

— DOW CHEM CO 0.4%

Value ($000) $2,332 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$215,610	35.7%	$22.34	+30.9%	COM	001055102
AAXJ	ISHARES TR	940,000	$56,889	9.4%	$60.52	—	MSCI AC ASIA ETF	464288182
IVV	ISHARES TR	240,000	$52,214	8.6%	$210.50	—	CORE S&P500 ETF	464287200
XLI	SELECT SECTOR SPDR TR	860,000	$50,207	8.3%	$56.01	—	SBI INT-INDS	81369Y704
DIA	SPDR DOW JONES INDL AVRG ETF	270,000	$49,351	8.2%	$180.82	—	UT SER 1	78467X109
XLV	SELECT SECTOR SPDR TR	660,000	$47,593	7.9%	$72.11	—	SBI HEALTHCARE	81369Y209
VYM	VANGUARD WHITEHALL FDS INC	630,000	$45,448	7.5%	$72.14	—	HIGH DIV YLD	921946406
EPP	ISHARES	630,000	$26,636	4.4%	$44.65	—	MSCI PAC JP ETF	464286665
SPY	SPDR S&P 500 ETF TR	120,000	$25,956	4.3%	$216.30	—	TR UNIT	78462F103
—	POWERSHARES QQQ TRUST	180,000	$21,370	3.5%	$107.54	—	UNIT SER 1	73935A104
CME	CME GROUP INC	102,518	$10,715	1.8%	$41.71	+75.5%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,332	0.4%	$32.18	—	COM	260543103