Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value ($000): $1,272,297 (100.0% shares, 0.0% debt)

Holdings (16)

AFL AFLAC INC 20.7%

Value ($000) $263,340 Shares 3,000,000 Est. Cost $22.34 Unrealized +58.0%

— POWERSHARES QQQ TRUST 14.1%

Value ($000) $179,124 Shares 1,150,000 Est. Cost $146.79 Unrealized —

XLI SELECT SECTOR SPDR TR 13.1%

Value ($000) $166,474 Shares 2,200,000 Est. Cost $72.65 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 12.8%

Value ($000) $163,271 Shares 660,000 Est. Cost $220.80 Unrealized —

SPY SPDR S&P 500 ETF TR 8.0%

Value ($000) $101,407 Shares 380,000 Est. Cost $266.86 Unrealized —

VTI VANGUARD INDEX FDS 6.6%

Value ($000) $83,723 Shares 610,000 Est. Cost $137.25 Unrealized —

AAXJ ISHARES TR 6.2%

Value ($000) $78,568 Shares 1,030,000 Est. Cost $74.90 Unrealized —

XLK SELECT SECTOR SPDR TR 4.3%

Value ($000) $54,358 Shares 850,000 Est. Cost $59.10 Unrealized —

IVV ISHARES TR 3.8%

Value ($000) $48,393 Shares 180,000 Est. Cost $231.48 Unrealized —

XLE SELECT SECTOR SPDR TR 2.6%

Value ($000) $32,517 Shares 450,000 Est. Cost $68.48 Unrealized —

EEM ISHARES TR 2.0%

Value ($000) $25,916 Shares 550,000 Est. Cost $41.39 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 2.0%

Value ($000) $25,251 Shares 550,000 Est. Cost $43.57 Unrealized —

— ISHARES GOLD TRUST 1.7%

Value ($000) $21,267 Shares 1,700,000 Est. Cost $12.51 Unrealized —

CME CME GROUP INC 1.2%

Value ($000) $14,973 Shares 102,518 Est. Cost $41.71 Unrealized +152.9%

GLD SPDR GOLD TRUST 0.8%

Value ($000) $10,510 Shares 85,000 Est. Cost $123.65 Unrealized —

— DOWDUPONT INC 0.3%

Value ($000) $3,205 Shares 45,000 Est. Cost $69.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AFL	AFLAC INC	3,000,000	$263,340	20.7%	$22.34	+58.0%	COM	001055102
—	POWERSHARES QQQ TRUST	1,150,000	$179,124	14.1%	$146.79	—	UNIT SER 1	73935A104
XLI	SELECT SECTOR SPDR TR	2,200,000	$166,474	13.1%	$72.65	—	SBI INT-INDS	81369Y704
DIA	SPDR DOW JONES INDL AVRG ETF	660,000	$163,271	12.8%	$220.80	—	UT SER 1	78467X109
SPY	SPDR S&P 500 ETF TR	380,000	$101,407	8.0%	$266.86	—	TR UNIT	78462F103
VTI	VANGUARD INDEX FDS	610,000	$83,723	6.6%	$137.25	—	TOTAL STK MKT	922908769
AAXJ	ISHARES TR	1,030,000	$78,568	6.2%	$74.90	—	MSCI AC ASIA ETF	464288182
XLK	SELECT SECTOR SPDR TR	850,000	$54,358	4.3%	$59.10	—	TECHNOLOGY	81369Y803
IVV	ISHARES TR	180,000	$48,393	3.8%	$231.48	—	CORE S&P500 ETF	464287200
XLE	SELECT SECTOR SPDR TR	450,000	$32,517	2.6%	$68.48	—	ENERGY	81369Y506
EEM	ISHARES TR	550,000	$25,916	2.0%	$41.39	—	MSCI EMG MKT ETF	464287234
VWO	VANGUARD INTL EQUITY INDEX F	550,000	$25,251	2.0%	$43.57	—	FTSE EMR MKT ETF	922042858
—	ISHARES GOLD TRUST	1,700,000	$21,267	1.7%	$12.51	—	ISHARES	464285105
CME	CME GROUP INC	102,518	$14,973	1.2%	$41.71	+152.9%	COM CL A	12572Q105
GLD	SPDR GOLD TRUST	85,000	$10,510	0.8%	$123.65	—	GOLD SHS	78463V107
—	DOWDUPONT INC	45,000	$3,205	0.3%	$69.22	—	COM	26078J100