Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value ($000): $856,233 (100.0% shares, 0.0% debt)

Holdings (13)

AFL AFLAC INC 28.5%

Value ($000) $244,170 Shares 3,000,000 Est. Cost $22.34 Unrealized +48.2%

— POWERSHARES QQQ TRUST 17.0%

Value ($000) $145,450 Shares 1,000,000 Est. Cost $145.45 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 12.5%

Value ($000) $107,434 Shares 480,000 Est. Cost $210.84 Unrealized —

XLK SELECT SECTOR SPDR TR 11.7%

Value ($000) $100,470 Shares 1,700,000 Est. Cost $59.10 Unrealized —

EEM ISHARES TR 5.8%

Value ($000) $49,291 Shares 1,100,000 Est. Cost $41.39 Unrealized —

IVV ISHARES TR 5.3%

Value ($000) $45,527 Shares 180,000 Est. Cost $231.48 Unrealized —

XLI SELECT SECTOR SPDR TR 4.1%

Value ($000) $35,500 Shares 500,000 Est. Cost $62.38 Unrealized —

XLE SELECT SECTOR SPDR TR 3.6%

Value ($000) $30,816 Shares 450,000 Est. Cost $68.48 Unrealized —

EPP ISHARES INC 3.4%

Value ($000) $29,131 Shares 630,000 Est. Cost $44.65 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 3.1%

Value ($000) $26,142 Shares 600,000 Est. Cost $43.57 Unrealized —

AAXJ ISHARES TR 3.0%

Value ($000) $25,277 Shares 350,000 Est. Cost $72.22 Unrealized —

CME CME GROUP INC 1.6%

Value ($000) $13,910 Shares 102,518 Est. Cost $41.71 Unrealized +122.9%

— DOWDUPONT INC 0.4%

Value ($000) $3,115 Shares 45,000 Est. Cost $69.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$244,170	28.5%	$22.34	+48.2%	COM	001055102
—	POWERSHARES QQQ TRUST	1,000,000	$145,450	17.0%	$145.45	—	UNIT SER 1	73935A104
DIA	SPDR DOW JONES INDL AVRG ETF	480,000	$107,434	12.5%	$210.84	—	UT SER 1	78467X109
XLK	SELECT SECTOR SPDR TR	1,700,000	$100,470	11.7%	$59.10	—	TECHNOLOGY	81369Y803
EEM	ISHARES TR	1,100,000	$49,291	5.8%	$41.39	—	MSCI EMG MKT ETF	464287234
IVV	ISHARES TR	180,000	$45,527	5.3%	$231.48	—	CORE S&P500 ETF	464287200
XLI	SELECT SECTOR SPDR TR	500,000	$35,500	4.1%	$62.38	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	450,000	$30,816	3.6%	$68.48	—	ENERGY	81369Y506
EPP	ISHARES INC	630,000	$29,131	3.4%	$44.65	—	MSCI PAC JP ETF	464286665
VWO	VANGUARD INTL EQUITY INDEX F	600,000	$26,142	3.1%	$43.57	—	FTSE EMR MKT ETF	922042858
AAXJ	ISHARES TR	350,000	$25,277	3.0%	$72.22	—	MSCI AC ASIA ETF	464288182
CME	CME GROUP INC	102,518	$13,910	1.6%	$41.71	+122.9%	COM CL A	12572Q105
—	DOWDUPONT INC	45,000	$3,115	0.4%	$69.22	—	COM	26078J100