Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value: $1.756B (100.0% shares, 0.0% debt)

Holdings (19)

VTI VANGUARD INDEX FDS 11.9%

Value $210M Shares 1,400,000 Est. Cost $149.65 Unrealized —

IVV ISHARES TR 10.0%

Value $176M Shares 600,000 Est. Cost $260.58 Unrealized —

XLY SELECT SECTOR SPDR TR 9.0%

Value $158M Shares 1,350,000 Est. Cost $117.22 Unrealized —

XLK SELECT SECTOR SPDR TR 9.0%

Value $158M Shares 2,100,000 Est. Cost $66.27 Unrealized —

QQQ INVESCO QQQ TR 8.9%

Value $156M Shares 840,000 Est. Cost $185.79 Unrealized —

AFL AFLAC INC 8.0%

Value $141M Shares 3,000,000 Est. Cost $22.34 Unrealized +72.3%

XLF SELECT SECTOR SPDR TR 6.3%

Value $110M Shares 4,000,000 Est. Cost $27.58 Unrealized —

VOO VANGUARD INDEX FDS 6.1%

Value $107M Shares 400,000 Est. Cost $267.05 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 6.0%

Value $106M Shares 400,000 Est. Cost $264.40 Unrealized —

XLV SELECT SECTOR SPDR TR 4.6%

Value $80.88M Shares 850,000 Est. Cost $95.15 Unrealized —

AAXJ ISHARES TR 3.9%

Value $67.79M Shares 960,000 Est. Cost $73.82 Unrealized —

XLI SELECT SECTOR SPDR TR 2.9%

Value $50.96M Shares 650,000 Est. Cost $78.40 Unrealized —

VIG VANGUARD GROUP 2.8%

Value $49.81M Shares 450,000 Est. Cost $110.70 Unrealized —

GLD SPDR GOLD TRUST 2.8%

Value $49.61M Shares 440,000 Est. Cost $112.76 Unrealized —

XLE SELECT SECTOR SPDR TR 2.8%

Value $49.23M Shares 650,000 Est. Cost $75.74 Unrealized —

EPP ISHARES INC 1.6%

Value $27.25M Shares 600,000 Est. Cost $46.01 Unrealized —

XLRE SELECT SECTOR SPDR TR 1.5%

Value $26.09M Shares 800,000 Est. Cost $32.61 Unrealized —

CME CME GROUP INC 1.0%

Value $17.45M Shares 102,518 Est. Cost $41.71 Unrealized +209.6%

EWW ISHARES INC 0.9%

Value $15.37M Shares 300,000 Est. Cost $51.23 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,400,000	$210M	11.9%	$149.65	—	TOTAL STK MKT	922908769
IVV	ISHARES TR	600,000	$176M	10.0%	$260.58	—	CORE S&P500 ETF	464287200
XLY	SELECT SECTOR SPDR TR	1,350,000	$158M	9.0%	$117.22	—	SBI CONS DISCR	81369Y407
XLK	SELECT SECTOR SPDR TR	2,100,000	$158M	9.0%	$66.27	—	TECHNOLOGY	81369Y803
QQQ	INVESCO QQQ TR	840,000	$156M	8.9%	$185.79	—	UNIT SER 1	46090E103
AFL	AFLAC INC	3,000,000	$141M	8.0%	$22.34	+72.3%	COM	001055102
XLF	SELECT SECTOR SPDR TR	4,000,000	$110M	6.3%	$27.58	—	SBI INT-FINL	81369Y605
VOO	VANGUARD INDEX FDS	400,000	$107M	6.1%	$267.05	—	S&P 500 ETF SHS	922908363
DIA	SPDR DOW JONES INDL AVRG ETF	400,000	$106M	6.0%	$264.40	—	UT SER 1	78467X109
XLV	SELECT SECTOR SPDR TR	850,000	$80.88M	4.6%	$95.15	—	SBI HEALTHCARE	81369Y209
AAXJ	ISHARES TR	960,000	$67.79M	3.9%	$73.82	—	MSCI AC ASIA ETF	464288182
XLI	SELECT SECTOR SPDR TR	650,000	$50.96M	2.9%	$78.40	—	SBI INT-INDS	81369Y704
VIG	VANGUARD GROUP	450,000	$49.81M	2.8%	$110.70	—	DIV APP ETF	921908844
GLD	SPDR GOLD TRUST	440,000	$49.61M	2.8%	$112.76	—	GOLD SHS	78463V107
XLE	SELECT SECTOR SPDR TR	650,000	$49.23M	2.8%	$75.74	—	ENERGY	81369Y506
EPP	ISHARES INC	600,000	$27.25M	1.6%	$46.01	—	MSCI PAC JP ETF	464286665
XLRE	SELECT SECTOR SPDR TR	800,000	$26.09M	1.5%	$32.61	—	RL EST SEL SEC	81369Y860
CME	CME GROUP INC	102,518	$17.45M	1.0%	$41.71	+209.6%	COM CL A	12572Q105
EWW	ISHARES INC	300,000	$15.37M	0.9%	$51.23	—	MSCI MEXICO ETF	464286822