Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 14, 2018

Total Value ($000): $1,246,505 (100.0% shares, 0.0% debt)

Holdings (15)

DIA SPDR DOW JONES INDL AVRG ETF 16.5%

Value ($000) $205,190 Shares 850,000 Est. Cost $225.41 Unrealized —

— POWERSHARES QQQ TRUST 13.5%

Value ($000) $168,137 Shares 1,050,000 Est. Cost $146.79 Unrealized —

AFL AFLAC INC 10.5%

Value ($000) $131,280 Shares 3,000,000 Est. Cost $22.34 Unrealized +64.7%

XLK SELECT SECTOR SPDR TR 10.2%

Value ($000) $127,569 Shares 1,950,000 Est. Cost $62.67 Unrealized —

SPY SPDR S&P 500 ETF TR 8.0%

Value ($000) $99,997 Shares 380,000 Est. Cost $266.86 Unrealized —

VOO VANGUARD INDEX FDS 7.8%

Value ($000) $96,832 Shares 400,000 Est. Cost $242.08 Unrealized —

EEM ISHARES TR 6.0%

Value ($000) $75,317 Shares 1,560,000 Est. Cost $45.85 Unrealized —

XLI SELECT SECTOR SPDR TR 6.0%

Value ($000) $74,290 Shares 1,000,000 Est. Cost $72.65 Unrealized —

VTI VANGUARD INDEX FDS 4.1%

Value ($000) $51,574 Shares 380,000 Est. Cost $137.25 Unrealized —

XLY SELECT SECTOR SPDR TR 4.1%

Value ($000) $50,645 Shares 500,000 Est. Cost $101.29 Unrealized —

AAXJ ISHARES TR 4.0%

Value ($000) $49,619 Shares 640,000 Est. Cost $74.90 Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value ($000) $48,840 Shares 600,000 Est. Cost $81.40 Unrealized —

IVV ISHARES TR 3.8%

Value ($000) $47,767 Shares 180,000 Est. Cost $231.48 Unrealized —

CME CME GROUP INC 1.3%

Value ($000) $16,581 Shares 102,518 Est. Cost $41.71 Unrealized +190.3%

— DOWDUPONT INC 0.2%

Value ($000) $2,867 Shares 45,000 Est. Cost $69.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DIA	SPDR DOW JONES INDL AVRG ETF	850,000	$205,190	16.5%	$225.41	—	UT SER 1	78467X109
—	POWERSHARES QQQ TRUST	1,050,000	$168,137	13.5%	$146.79	—	UNIT SER 1	73935A104
AFL	AFLAC INC	3,000,000	$131,280	10.5%	$22.34	+64.7%	COM	001055102
XLK	SELECT SECTOR SPDR TR	1,950,000	$127,569	10.2%	$62.67	—	TECHNOLOGY	81369Y803
SPY	SPDR S&P 500 ETF TR	380,000	$99,997	8.0%	$266.86	—	TR UNIT	78462F103
VOO	VANGUARD INDEX FDS	400,000	$96,832	7.8%	$242.08	—	S&P 500 ETF SHS	922908363
EEM	ISHARES TR	1,560,000	$75,317	6.0%	$45.85	—	MSCI EMG MKT ETF	464287234
XLI	SELECT SECTOR SPDR TR	1,000,000	$74,290	6.0%	$72.65	—	SBI INT-INDS	81369Y704
VTI	VANGUARD INDEX FDS	380,000	$51,574	4.1%	$137.25	—	TOTAL STK MKT	922908769
XLY	SELECT SECTOR SPDR TR	500,000	$50,645	4.1%	$101.29	—	SBI CONS DISCR	81369Y407
AAXJ	ISHARES TR	640,000	$49,619	4.0%	$74.90	—	MSCI AC ASIA ETF	464288182
XLV	SELECT SECTOR SPDR TR	600,000	$48,840	3.9%	$81.40	—	SBI HEALTHCARE	81369Y209
IVV	ISHARES TR	180,000	$47,767	3.8%	$231.48	—	CORE S&P500 ETF	464287200
CME	CME GROUP INC	102,518	$16,581	1.3%	$41.71	+190.3%	COM CL A	12572Q105
—	DOWDUPONT INC	45,000	$2,867	0.2%	$69.22	—	COM	26078J100