Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value: $823M (100.0% shares, 0.0% debt)

Holdings (14)

AFL AFLAC INC 25.4%

Value $209M Shares 3,000,000 Est. Cost $22.34 Unrealized +27.4%

DIA SPDR DOW JONES INDL AVRG ETF 22.3%

Value $184M Shares 930,000 Est. Cost $192.66 Unrealized —

IWM ISHARES TR 9.8%

Value $80.91M Shares 600,000 Est. Cost $134.85 Unrealized —

VTI VANGUARD INDEX FDS 9.2%

Value $76.11M Shares 660,000 Est. Cost $115.32 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value $73.26M Shares 900,000 Est. Cost $81.40 Unrealized —

— POWERSHARES QQQ TRUST 8.6%

Value $71.09M Shares 600,000 Est. Cost $115.20 Unrealized —

EPP ISHARES 3.0%

Value $24.93M Shares 630,000 Est. Cost $44.65 Unrealized —

XLI SELECT SECTOR SPDR TR 3.0%

Value $24.89M Shares 400,000 Est. Cost $56.01 Unrealized —

IVV ISHARES TR 3.0%

Value $24.75M Shares 110,000 Est. Cost $210.50 Unrealized —

XLV SELECT SECTOR SPDR TR 2.8%

Value $22.75M Shares 330,000 Est. Cost $72.11 Unrealized —

CME CME GROUP INC 1.4%

Value $11.82M Shares 102,518 Est. Cost $41.71 Unrealized +88.5%

GLD SPDR GOLD TRUST 1.1%

Value $8.988M Shares 82,000 Est. Cost $109.61 Unrealized —

— ISHARES GOLD TRUST 1.1%

Value $8.864M Shares 800,000 Est. Cost $11.08 Unrealized —

— DOW CHEM CO 0.3%

Value $2.575M Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$209M	25.4%	$22.34	+27.4%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	930,000	$184M	22.3%	$192.66	—	UT SER 1	78467X109
IWM	ISHARES TR	600,000	$80.91M	9.8%	$134.85	—	RUSSELL 2000 ETF	464287655
VTI	VANGUARD INDEX FDS	660,000	$76.11M	9.2%	$115.32	—	TOTAL STK MKT	922908769
XLY	SELECT SECTOR SPDR TR	900,000	$73.26M	8.9%	$81.40	—	SBI CONS DISCR	81369Y407
—	POWERSHARES QQQ TRUST	600,000	$71.09M	8.6%	$115.20	—	UNIT SER 1	73935A104
EPP	ISHARES	630,000	$24.93M	3.0%	$44.65	—	MSCI PAC JP ETF	464286665
XLI	SELECT SECTOR SPDR TR	400,000	$24.89M	3.0%	$56.01	—	SBI INT-INDS	81369Y704
IVV	ISHARES TR	110,000	$24.75M	3.0%	$210.50	—	CORE S&P500 ETF	464287200
XLV	SELECT SECTOR SPDR TR	330,000	$22.75M	2.8%	$72.11	—	SBI HEALTHCARE	81369Y209
CME	CME GROUP INC	102,518	$11.82M	1.4%	$41.71	+88.5%	COM	12572Q105
GLD	SPDR GOLD TRUST	82,000	$8.988M	1.1%	$109.61	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	800,000	$8.864M	1.1%	$11.08	—	ISHARES	464285105
—	DOW CHEM CO	45,000	$2.575M	0.3%	$32.18	—	COM	260543103