Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $823,421 (100.0% shares, 0.0% debt)

Holdings (14)

AFL AFLAC INC 25.4%

Value ($000) $208,800 Shares 3,000,000 Est. Cost $22.34 Unrealized +27.4%

DIA SPDR DOW JONES INDL AVRG ETF 22.3%

Value ($000) $183,684 Shares 930,000 Est. Cost $192.66 Unrealized —

IWM ISHARES TR 9.8%

Value ($000) $80,910 Shares 600,000 Est. Cost $134.85 Unrealized —

VTI VANGUARD INDEX FDS 9.2%

Value ($000) $76,111 Shares 660,000 Est. Cost $115.32 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $73,260 Shares 900,000 Est. Cost $81.40 Unrealized —

— POWERSHARES QQQ TRUST 8.6%

Value ($000) $71,088 Shares 600,000 Est. Cost $115.20 Unrealized —

EPP ISHARES 3.0%

Value ($000) $24,929 Shares 630,000 Est. Cost $44.65 Unrealized —

XLI SELECT SECTOR SPDR TR 3.0%

Value ($000) $24,888 Shares 400,000 Est. Cost $56.01 Unrealized —

IVV ISHARES TR 3.0%

Value ($000) $24,749 Shares 110,000 Est. Cost $210.50 Unrealized —

XLV SELECT SECTOR SPDR TR 2.8%

Value ($000) $22,750 Shares 330,000 Est. Cost $72.11 Unrealized —

CME CME GROUP INC 1.4%

Value ($000) $11,825 Shares 102,518 Est. Cost $41.71 Unrealized +88.5%

GLD SPDR GOLD TRUST 1.1%

Value ($000) $8,988 Shares 82,000 Est. Cost $109.61 Unrealized —

— ISHARES GOLD TRUST 1.1%

Value ($000) $8,864 Shares 800,000 Est. Cost $11.08 Unrealized —

— DOW CHEM CO 0.3%

Value ($000) $2,575 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$208,800	25.4%	$22.34	+27.4%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	930,000	$183,684	22.3%	$192.66	—	UT SER 1	78467X109
IWM	ISHARES TR	600,000	$80,910	9.8%	$134.85	—	RUSSELL 2000 ETF	464287655
VTI	VANGUARD INDEX FDS	660,000	$76,111	9.2%	$115.32	—	TOTAL STK MKT	922908769
XLY	SELECT SECTOR SPDR TR	900,000	$73,260	8.9%	$81.40	—	SBI CONS DISCR	81369Y407
—	POWERSHARES QQQ TRUST	600,000	$71,088	8.6%	$115.20	—	UNIT SER 1	73935A104
EPP	ISHARES	630,000	$24,929	3.0%	$44.65	—	MSCI PAC JP ETF	464286665
XLI	SELECT SECTOR SPDR TR	400,000	$24,888	3.0%	$56.01	—	SBI INT-INDS	81369Y704
IVV	ISHARES TR	110,000	$24,749	3.0%	$210.50	—	CORE S&P500 ETF	464287200
XLV	SELECT SECTOR SPDR TR	330,000	$22,750	2.8%	$72.11	—	SBI HEALTHCARE	81369Y209
CME	CME GROUP INC	102,518	$11,825	1.4%	$41.71	+88.5%	COM	12572Q105
GLD	SPDR GOLD TRUST	82,000	$8,988	1.1%	$109.61	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	800,000	$8,864	1.1%	$11.08	—	ISHARES	464285105
—	DOW CHEM CO	45,000	$2,575	0.3%	$32.18	—	COM	260543103