Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $765,228 (100.0% shares, 0.0% debt)

Holdings (11)

AFL AFLAC INC 28.4%

Value ($000) $217,260 Shares 3,000,000 Est. Cost $22.34 Unrealized +29.0%

DIA SPDR DOW JONES INDL AVRG ETF 16.2%

Value ($000) $123,804 Shares 600,000 Est. Cost $192.66 Unrealized —

XLI SELECT SECTOR SPDR TR 11.5%

Value ($000) $87,831 Shares 1,350,000 Est. Cost $62.38 Unrealized —

AAXJ ISHARES TR 10.8%

Value ($000) $82,451 Shares 1,310,000 Est. Cost $62.94 Unrealized —

XLK SELECT SECTOR SPDR TR 7.0%

Value ($000) $53,310 Shares 1,000,000 Est. Cost $53.31 Unrealized —

XLY SELECT SECTOR SPDR TR 6.9%

Value ($000) $52,770 Shares 600,000 Est. Cost $81.40 Unrealized —

XLB SELECT SECTOR SPDR TR 6.8%

Value ($000) $52,410 Shares 1,000,000 Est. Cost $52.41 Unrealized —

IVV ISHARES TR 6.8%

Value ($000) $52,199 Shares 220,000 Est. Cost $223.88 Unrealized —

EPP ISHARES 3.7%

Value ($000) $28,155 Shares 630,000 Est. Cost $44.65 Unrealized —

CME CME GROUP INC 1.6%

Value ($000) $12,179 Shares 102,518 Est. Cost $41.71 Unrealized +110.0%

— DOW CHEM CO 0.4%

Value ($000) $2,859 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$217,260	28.4%	$22.34	+29.0%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	600,000	$123,804	16.2%	$192.66	—	UT SER 1	78467X109
XLI	SELECT SECTOR SPDR TR	1,350,000	$87,831	11.5%	$62.38	—	SBI INT-INDS	81369Y704
AAXJ	ISHARES TR	1,310,000	$82,451	10.8%	$62.94	—	MSCI AC ASIA ETF	464288182
XLK	SELECT SECTOR SPDR TR	1,000,000	$53,310	7.0%	$53.31	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	600,000	$52,770	6.9%	$81.40	—	SBI CONS DISCR	81369Y407
XLB	SELECT SECTOR SPDR TR	1,000,000	$52,410	6.8%	$52.41	—	SBI MATERIALS	81369Y100
IVV	ISHARES TR	220,000	$52,199	6.8%	$223.88	—	CORE S&P500 ETF	464287200
EPP	ISHARES	630,000	$28,155	3.7%	$44.65	—	MSCI PAC JP ETF	464286665
CME	CME GROUP INC	102,518	$12,179	1.6%	$41.71	+110.0%	COM	12572Q105
—	DOW CHEM CO	45,000	$2,859	0.4%	$32.18	—	COM	260543103