Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $746,502 (100.0% shares, 0.0% debt)

Holdings (8)

XLK SELECT SECTOR SPDR TR 38.6%

Value ($000) $288,301 Shares 4,150,000 Est. Cost $66.27 Unrealized —

IVV ISHARES TR 21.9%

Value ($000) $163,830 Shares 600,000 Est. Cost $260.58 Unrealized —

AFL AFLAC INC 17.3%

Value ($000) $129,060 Shares 3,000,000 Est. Cost $22.34 Unrealized +68.1%

AAXJ ISHARES TR 9.2%

Value ($000) $68,803 Shares 960,000 Est. Cost $73.82 Unrealized —

IWM ISHARES TR 6.6%

Value ($000) $49,131 Shares 300,000 Est. Cost $163.77 Unrealized —

EPP ISHARES INC 3.7%

Value ($000) $27,606 Shares 600,000 Est. Cost $46.01 Unrealized —

CME CME GROUP INC 2.3%

Value ($000) $16,805 Shares 102,518 Est. Cost $41.71 Unrealized +199.1%

— DOWDUPONT INC 0.4%

Value ($000) $2,966 Shares 45,000 Est. Cost $69.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLK	SELECT SECTOR SPDR TR	4,150,000	$288,301	38.6%	$66.27	—	TECHNOLOGY	81369Y803
IVV	ISHARES TR	600,000	$163,830	21.9%	$260.58	—	CORE S&P500 ETF	464287200
AFL	AFLAC INC	3,000,000	$129,060	17.3%	$22.34	+68.1%	COM	001055102
AAXJ	ISHARES TR	960,000	$68,803	9.2%	$73.82	—	MSCI AC ASIA ETF	464288182
IWM	ISHARES TR	300,000	$49,131	6.6%	$163.77	—	RUSSELL 2000 ETF	464287655
EPP	ISHARES INC	600,000	$27,606	3.7%	$46.01	—	MSCI PAC JP ETF	464286665
CME	CME GROUP INC	102,518	$16,805	2.3%	$41.71	+199.1%	COM CL A	12572Q105
—	DOWDUPONT INC	45,000	$2,966	0.4%	$69.22	—	COM	26078J100