Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 14, 2019

Total Value ($000): $1,127,039 (100.0% shares, 0.0% debt)

Holdings (10)

VOO VANGUARD INDEX FDS 23.0%

Value ($000) $259,540 Shares 1,000,000 Est. Cost $244.71 Unrealized —

VTI VANGUARD INDEX FDS 18.0%

Value ($000) $202,594 Shares 1,400,000 Est. Cost $149.65 Unrealized —

XLK SELECT SECTOR SPDR TR 13.8%

Value ($000) $155,400 Shares 2,100,000 Est. Cost $66.27 Unrealized —

XLY SELECT SECTOR SPDR TR 13.6%

Value ($000) $153,698 Shares 1,350,000 Est. Cost $117.22 Unrealized —

AFL AFLAC INC 13.3%

Value ($000) $150,000 Shares 3,000,000 Est. Cost $22.34 Unrealized +83.5%

IVV ISHARES TR 5.0%

Value ($000) $56,912 Shares 200,000 Est. Cost $258.51 Unrealized —

IWM ISHARES TR 4.1%

Value ($000) $45,927 Shares 300,000 Est. Cost $133.90 Unrealized —

QQQ INVESCO QQQ TR 3.8%

Value ($000) $43,118 Shares 240,000 Est. Cost $177.91 Unrealized —

XLE SELECT SECTOR SPDR TR 3.8%

Value ($000) $42,978 Shares 650,000 Est. Cost $75.74 Unrealized —

CME CME GROUP INC 1.5%

Value ($000) $16,872 Shares 1,025,178 Est. Cost $128.34 Unrealized +7.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,000,000	$259,540	23.0%	$244.71	—	S&P 500 ETF SHS	922908363
VTI	VANGUARD INDEX FDS	1,400,000	$202,594	18.0%	$149.65	—	TOTAL STK MKT	922908769
XLK	SELECT SECTOR SPDR TR	2,100,000	$155,400	13.8%	$66.27	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	1,350,000	$153,698	13.6%	$117.22	—	SBI CONS DISCR	81369Y407
AFL	AFLAC INC	3,000,000	$150,000	13.3%	$22.34	+83.5%	COM	001055102
IVV	ISHARES TR	200,000	$56,912	5.0%	$258.51	—	CORE S&P500 ETF	464287200
IWM	ISHARES TR	300,000	$45,927	4.1%	$133.90	—	RUSSELL 2000 ETF	464287655
QQQ	INVESCO QQQ TR	240,000	$43,118	3.8%	$177.91	—	UNIT SER 1	46090E103
XLE	SELECT SECTOR SPDR TR	650,000	$42,978	3.8%	$75.74	—	ENERGY	81369Y506
CME	CME GROUP INC	1,025,178	$16,872	1.5%	$128.34	+7.5%	COM CL A	12572Q105