Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 13, 2019

Total Value ($000): $1,757,059 (100.0% shares, 0.0% debt)

Holdings (18)

VOO VANGUARD INDEX FDS 13.1%

Value ($000) $229,810 Shares 1,000,000 Est. Cost $244.71 Unrealized —

IVV ISHARES TR 11.2%

Value ($000) $196,256 Shares 780,000 Est. Cost $258.51 Unrealized —

VTI VANGUARD INDEX FDS 10.2%

Value ($000) $178,682 Shares 1,400,000 Est. Cost $149.65 Unrealized —

QQQ INVESCO QQQ TR 9.8%

Value ($000) $172,771 Shares 1,120,000 Est. Cost $177.91 Unrealized —

AFL AFLAC INC 7.8%

Value ($000) $136,680 Shares 3,000,000 Est. Cost $22.34 Unrealized +68.3%

XLY SELECT SECTOR SPDR TR 7.6%

Value ($000) $133,664 Shares 1,350,000 Est. Cost $117.22 Unrealized —

IWF ISHARES TR 7.6%

Value ($000) $133,528 Shares 1,020,000 Est. Cost $130.91 Unrealized —

XLK SELECT SECTOR SPDR TR 7.4%

Value ($000) $130,158 Shares 2,100,000 Est. Cost $66.27 Unrealized —

SPY SPDR S&P 500 ETF TR 5.1%

Value ($000) $89,971 Shares 360,000 Est. Cost $249.92 Unrealized —

XLI SELECT SECTOR SPDR TR 4.9%

Value ($000) $86,309 Shares 1,340,000 Est. Cost $71.20 Unrealized —

AAXJ ISHARES TR 3.5%

Value ($000) $60,989 Shares 960,000 Est. Cost $73.82 Unrealized —

IWD ISHARES TR 2.5%

Value ($000) $44,420 Shares 400,000 Est. Cost $111.05 Unrealized —

IWM ISHARES TR 2.3%

Value ($000) $40,170 Shares 300,000 Est. Cost $133.90 Unrealized —

XLE SELECT SECTOR SPDR TR 2.1%

Value ($000) $37,278 Shares 650,000 Est. Cost $75.74 Unrealized —

GLD SPDR GOLD TRUST 1.7%

Value ($000) $30,313 Shares 250,000 Est. Cost $112.76 Unrealized —

EPP ISHARES INC 1.4%

Value ($000) $24,420 Shares 600,000 Est. Cost $46.01 Unrealized —

CME CME GROUP INC 1.1%

Value ($000) $19,286 Shares 102,518 Est. Cost $41.71 Unrealized +241.1%

EWW ISHARES INC 0.7%

Value ($000) $12,354 Shares 300,000 Est. Cost $51.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,000,000	$229,810	13.1%	$244.71	—	S&P 500 ETF SHS	922908363
IVV	ISHARES TR	780,000	$196,256	11.2%	$258.51	—	CORE S&P500 ETF	464287200
VTI	VANGUARD INDEX FDS	1,400,000	$178,682	10.2%	$149.65	—	TOTAL STK MKT	922908769
QQQ	INVESCO QQQ TR	1,120,000	$172,771	9.8%	$177.91	—	UNIT SER 1	46090E103
AFL	AFLAC INC	3,000,000	$136,680	7.8%	$22.34	+68.3%	COM	001055102
XLY	SELECT SECTOR SPDR TR	1,350,000	$133,664	7.6%	$117.22	—	SBI CONS DISCR	81369Y407
IWF	ISHARES TR	1,020,000	$133,528	7.6%	$130.91	—	RUS 1000 GRW ETF	464287614
XLK	SELECT SECTOR SPDR TR	2,100,000	$130,158	7.4%	$66.27	—	TECHNOLOGY	81369Y803
SPY	SPDR S&P 500 ETF TR	360,000	$89,971	5.1%	$249.92	—	TR UNIT	78462F103
XLI	SELECT SECTOR SPDR TR	1,340,000	$86,309	4.9%	$71.20	—	SBI INT-INDS	81369Y704
AAXJ	ISHARES TR	960,000	$60,989	3.5%	$73.82	—	MSCI AC ASIA ETF	464288182
IWD	ISHARES TR	400,000	$44,420	2.5%	$111.05	—	RUS 1000 VAL ETF	464287598
IWM	ISHARES TR	300,000	$40,170	2.3%	$133.90	—	RUSSELL 2000 ETF	464287655
XLE	SELECT SECTOR SPDR TR	650,000	$37,278	2.1%	$75.74	—	ENERGY	81369Y506
GLD	SPDR GOLD TRUST	250,000	$30,313	1.7%	$112.76	—	GOLD SHS	78463V107
EPP	ISHARES INC	600,000	$24,420	1.4%	$46.01	—	MSCI PAC JP ETF	464286665
CME	CME GROUP INC	102,518	$19,286	1.1%	$41.71	+241.1%	COM CL A	12572Q105
EWW	ISHARES INC	300,000	$12,354	0.7%	$51.23	—	MSCI MEXICO ETF	464286822