Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 13, 2019

Total Value ($000): $821,697 (100.0% shares, 0.0% debt)

Holdings (9)

VTI VANGUARD INDEX FDS 25.6%

Value ($000) $210,126 Shares 1,400,000 Est. Cost $149.65 Unrealized —

AFL AFLAC INC 20.0%

Value ($000) $164,430 Shares 3,000,000 Est. Cost $22.34 Unrealized +97.3%

XLI SELECT SECTOR SPDR TR 12.2%

Value ($000) $100,646 Shares 1,300,000 Est. Cost $77.42 Unrealized —

QQQ INVESCO QQQ TR 12.0%

Value ($000) $98,972 Shares 530,000 Est. Cost $182.74 Unrealized —

GLD SPDR GOLD TRUST 10.5%

Value ($000) $86,580 Shares 650,000 Est. Cost $133.20 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 9.3%

Value ($000) $76,554 Shares 1,800,000 Est. Cost $42.53 Unrealized —

IWM ISHARES TR 5.7%

Value ($000) $46,650 Shares 300,000 Est. Cost $133.90 Unrealized —

CME CME GROUP INC 2.4%

Value ($000) $19,900 Shares 102,518 Est. Cost $128.34 Unrealized +12.6%

XLE SELECT SECTOR SPDR TR 2.2%

Value ($000) $17,839 Shares 280,000 Est. Cost $75.74 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	1,400,000	$210,126	25.6%	$149.65	—	TOTAL STK MKT	922908769
AFL	AFLAC INC	3,000,000	$164,430	20.0%	$22.34	+97.3%	COM	001055102
XLI	SELECT SECTOR SPDR TR	1,300,000	$100,646	12.2%	$77.42	—	SBI INT-INDS	81369Y704
QQQ	INVESCO QQQ TR	530,000	$98,972	12.0%	$182.74	—	UNIT SER 1	46090E103
GLD	SPDR GOLD TRUST	650,000	$86,580	10.5%	$133.20	—	GOLD SHS	78463V107
VWO	VANGUARD INTL EQUITY INDEX F	1,800,000	$76,554	9.3%	$42.53	—	FTSE EMR MKT ETF	922042858
IWM	ISHARES TR	300,000	$46,650	5.7%	$133.90	—	RUSSELL 2000 ETF	464287655
CME	CME GROUP INC	102,518	$19,900	2.4%	$128.34	+12.6%	COM	12572Q105
XLE	SELECT SECTOR SPDR TR	280,000	$17,839	2.2%	$75.74	—	ENERGY	81369Y506