Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $1,756,205 (100.0% shares, 0.0% debt)

Holdings (19)

VTI VANGUARD INDEX FDS 11.9%

Value ($000) $209,510 Shares 1,400,000 Est. Cost $149.65 Unrealized —

IVV ISHARES TR 10.0%

Value ($000) $175,638 Shares 600,000 Est. Cost $260.58 Unrealized —

XLY SELECT SECTOR SPDR TR 9.0%

Value ($000) $158,247 Shares 1,350,000 Est. Cost $117.22 Unrealized —

XLK SELECT SECTOR SPDR TR 9.0%

Value ($000) $158,193 Shares 2,100,000 Est. Cost $66.27 Unrealized —

QQQ INVESCO QQQ TR 8.9%

Value ($000) $156,064 Shares 840,000 Est. Cost $185.79 Unrealized —

AFL AFLAC INC 8.0%

Value ($000) $141,210 Shares 3,000,000 Est. Cost $22.34 Unrealized +72.3%

XLF SELECT SECTOR SPDR TR 6.3%

Value ($000) $110,320 Shares 4,000,000 Est. Cost $27.58 Unrealized —

VOO VANGUARD INDEX FDS 6.1%

Value ($000) $106,820 Shares 400,000 Est. Cost $267.05 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 6.0%

Value ($000) $105,760 Shares 400,000 Est. Cost $264.40 Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value ($000) $80,878 Shares 850,000 Est. Cost $95.15 Unrealized —

AAXJ ISHARES TR 3.9%

Value ($000) $67,786 Shares 960,000 Est. Cost $73.82 Unrealized —

XLI SELECT SECTOR SPDR TR 2.9%

Value ($000) $50,960 Shares 650,000 Est. Cost $78.40 Unrealized —

VIG VANGUARD GROUP 2.8%

Value ($000) $49,815 Shares 450,000 Est. Cost $110.70 Unrealized —

GLD SPDR GOLD TRUST 2.8%

Value ($000) $49,614 Shares 440,000 Est. Cost $112.76 Unrealized —

XLE SELECT SECTOR SPDR TR 2.8%

Value ($000) $49,231 Shares 650,000 Est. Cost $75.74 Unrealized —

EPP ISHARES INC 1.6%

Value ($000) $27,252 Shares 600,000 Est. Cost $46.01 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.5%

Value ($000) $26,088 Shares 800,000 Est. Cost $32.61 Unrealized —

CME CME GROUP INC 1.0%

Value ($000) $17,450 Shares 102,518 Est. Cost $41.71 Unrealized +209.6%

EWW ISHARES INC 0.9%

Value ($000) $15,369 Shares 300,000 Est. Cost $51.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,400,000	$209,510	11.9%	$149.65	—	TOTAL STK MKT	922908769
IVV	ISHARES TR	600,000	$175,638	10.0%	$260.58	—	CORE S&P500 ETF	464287200
XLY	SELECT SECTOR SPDR TR	1,350,000	$158,247	9.0%	$117.22	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	2,100,000	$158,193	9.0%	$66.27	—	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR	840,000	$156,064	8.9%	$185.79	—	UNIT SER 1	46090E103
AFL	AFLAC INC	3,000,000	$141,210	8.0%	$22.34	+72.3%	COM	001055102
XLF	SELECT SECTOR SPDR TR	4,000,000	$110,320	6.3%	$27.58	—	SBI INT-FINL	81369Y605
VOO	VANGUARD INDEX FDS	400,000	$106,820	6.1%	$267.05	—	S&P 500 ETF SHS	922908363
DIA	SPDR DOW JONES INDL AVRG ETF	400,000	$105,760	6.0%	$264.40	—	UT SER 1	78467X109
XLV	SELECT SECTOR SPDR TR	850,000	$80,878	4.6%	$95.15	—	SBI HEALTHCARE	81369Y209
AAXJ	ISHARES TR	960,000	$67,786	3.9%	$73.82	—	MSCI AC ASIA ETF	464288182
XLI	SELECT SECTOR SPDR TR	650,000	$50,960	2.9%	$78.40	—	SBI INT-INDS	81369Y704
VIG	VANGUARD GROUP	450,000	$49,815	2.8%	$110.70	—	DIV APP ETF	921908844
GLD	SPDR GOLD TRUST	440,000	$49,614	2.8%	$112.76	—	GOLD SHS	78463V107
XLE	SELECT SECTOR SPDR TR	650,000	$49,231	2.8%	$75.74	—	ENERGY	81369Y506
EPP	ISHARES INC	600,000	$27,252	1.6%	$46.01	—	MSCI PAC JP ETF	464286665
XLRE	SELECT SECTOR SPDR TR	800,000	$26,088	1.5%	$32.61	—	RL EST SEL SEC	81369Y860
CME	CME GROUP INC	102,518	$17,450	1.0%	$41.71	+209.6%	COM CL A	12572Q105
EWW	ISHARES INC	300,000	$15,369	0.9%	$51.23	—	MSCI MEXICO ETF	464286822