Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 10, 2017

Total Value ($000): $600,330 (100.0% shares, 0.0% debt)

Holdings (10)

AFL AFLAC INC 38.8%

Value ($000) $233,040 Shares 3,000,000 Est. Cost $22.34 Unrealized +37.6%

VTI VANGUARD INDEX FDS 16.6%

Value ($000) $99,560 Shares 800,000 Est. Cost $124.45 Unrealized —

IVV ISHARES TR 14.6%

Value ($000) $87,628 Shares 360,000 Est. Cost $231.48 Unrealized —

EEM ISHARES TR 8.3%

Value ($000) $49,668 Shares 1,200,000 Est. Cost $41.39 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 7.1%

Value ($000) $42,648 Shares 200,000 Est. Cost $192.66 Unrealized —

XLI SELECT SECTOR SPDR TR 5.7%

Value ($000) $34,055 Shares 500,000 Est. Cost $62.38 Unrealized —

EPP ISHARES 4.7%

Value ($000) $28,022 Shares 630,000 Est. Cost $44.65 Unrealized —

CME CME GROUP INC 2.1%

Value ($000) $12,839 Shares 102,518 Est. Cost $41.71 Unrealized +109.9%

GLD SPDR GOLD TRUST 1.7%

Value ($000) $10,032 Shares 85,000 Est. Cost $118.02 Unrealized —

— DOW CHEM CO 0.5%

Value ($000) $2,838 Shares 45,000 Est. Cost $32.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$233,040	38.8%	$22.34	+37.6%	COM	001055102
VTI	VANGUARD INDEX FDS	800,000	$99,560	16.6%	$124.45	—	TOTAL STK MKT	922908769
IVV	ISHARES TR	360,000	$87,628	14.6%	$231.48	—	CORE S&P500 ETF	464287200
EEM	ISHARES TR	1,200,000	$49,668	8.3%	$41.39	—	MSCI EMG MKT ETF	464287234
DIA	SPDR DOW JONES INDL AVRG ETF	200,000	$42,648	7.1%	$192.66	—	UT SER 1	78467X109
XLI	SELECT SECTOR SPDR TR	500,000	$34,055	5.7%	$62.38	—	SBI INT-INDS	81369Y704
EPP	ISHARES	630,000	$28,022	4.7%	$44.65	—	MSCI PAC JP ETF	464286665
CME	CME GROUP INC	102,518	$12,839	2.1%	$41.71	+109.9%	COM	12572Q105
GLD	SPDR GOLD TRUST	85,000	$10,032	1.7%	$118.02	—	GOLD SHS	78463V107
—	DOW CHEM CO	45,000	$2,838	0.5%	$32.18	—	COM	260543103