National Mutual Insurance Federation of Agricultural Cooperatives
CIK 0001542927
Annualised vol
1.737376%
Beta
0.084921
HHI
1066.11755
Top-10 weight
90.240321%
VaR 95%
0.167892%
VaR 99%
0.310742%
Max drawdown
2.705735%
Matched value
7.557041%
Holdings (latest quarter)
| Ticker | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|
| - | ISHARES TR | CORE S&P 500 ETF | 464287200 | 2,682,409,400 | 17.55 | 3581847.0 |
| - | VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 2,250,312,149 | 14.72 | 6543317.0 |
| - | VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 2,009,365,677 | 13.14 | 2925650.0 |
| - | STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 1,954,918,403 | 12.79 | 2617832.0 |
| - | INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,295,327,600 | 8.47 | 1759000.0 |
| - | INVESCO EXCH TRADED FD TR II | NASDAQ 100 ETF | 46138G649 | 1,006,466,340 | 6.58 | 3322000.0 |
| - | VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 994,223,472 | 6.5 | 2686800.0 |
| - | SPDR SERIES TRUST | ST STR P500ETF | 78464A854 | 838,023,680 | 5.48 | 9536000.0 |
| - | ISHARES TR | IBOXX INV CP ETF | 464287242 | 440,686,428 | 2.88 | 4040400.0 |
| - | ISHARES TR | RUS 1000 ETF | 464287622 | 323,914,500 | 2.12 | 791000.0 |
| - | J P MORGAN EXCHANGE TRADED F | BETABUILDRS US | 46641Q399 | 171,768,000 | 1.12 | 1275000.0 |
| MU | MICRON TECHNOLOGY INC | COM | 595112103 | 115,429,000 | 0.76 | 100000.0 |
| GOOGL | ALPHABET INC | CAP STK CL A | 02079K305 | 108,997,850 | 0.71 | 305000.0 |
| AAPL | APPLE INC | COM | 037833100 | 105,442,784 | 0.69 | 364400.0 |
| NVDA | NVIDIA CORPORATION | COM | 67066G104 | 102,245,990 | 0.67 | 511000.0 |
| MSFT | MICROSOFT CORP | COM | 594918104 | 82,027,098 | 0.54 | 219900.0 |
| - | APPLIED MATLS INC | COM | 038222105 | 75,915,000 | 0.5 | 105000.0 |
| AMZN | AMAZON COM INC | COM | 023135106 | 64,351,800 | 0.42 | 270000.0 |
| AVGO | BROADCOM INC | COM | 11135F101 | 58,929,000 | 0.39 | 156000.0 |
| JPM | JPMORGAN CHASE & CO | COM | 46625H100 | 52,667,397 | 0.34 | 160900.0 |
| META | META PLATFORMS INC | CL A | 30303M102 | 52,160,654 | 0.34 | 92600.0 |
| LLY | ELI LILLY & CO | COM | 532457108 | 43,539,309 | 0.28 | 36300.0 |
| - | EXXON MOBIL CORP | COM | 30231G102 | 39,607,784 | 0.26 | 289700.0 |
| WMT | WALMART INC | COM | 931142103 | 38,406,466 | 0.25 | 339100.0 |
| V | VISA INC | COM CL A | 92826C839 | 37,842,827 | 0.25 | 110300.0 |
| ETN | EATON CORP PLC | SHS | G29183103 | 35,921,916 | 0.23 | 84300.0 |
| MA | MASTERCARD INCORPORATED | CL A | 57636Q104 | 34,976,160 | 0.23 | 68100.0 |
| ISRG | INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 28,712,496 | 0.19 | 72200.0 |
| BLK | BLACKROCK INC | COM | 09290D101 | 28,269,864 | 0.18 | 29400.0 |
| EQIX | EQUINIX INC | COM | 29444U700 | 28,144,530 | 0.18 | 27000.0 |
| TMO | THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 28,026,024 | 0.18 | 55900.0 |
| KO | COCA COLA CO | COM | 191216100 | 25,071,795 | 0.16 | 308500.0 |
| - | INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 24,991,330 | 0.16 | 203000.0 |
| - | EMERSON ELEC CO | COM | 291011104 | 24,450,020 | 0.16 | 170800.0 |
| COST | COSTCO WHOLESALE CORPORATION | COM | 22160K105 | 22,170,639 | 0.15 | 23700.0 |
| AZO | AUTOZONE INC | COM | 053332102 | 21,732,392 | 0.14 | 6800.0 |
| TRV | TRAVELERS COMPANIES INC | COM | 89417E109 | 16,506,000 | 0.11 | 50000.0 |
| DE | DEERE & CO | COM | 244199105 | 12,686,600 | 0.08 | 20000.0 |
| AMD | ADVANCED MICRO DEVICES INC | COM | 007903107 | 11,037,290 | 0.07 | 19000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-05 | 15,287,675,664 | 39 | 1.737376 | 0.084921 | 2.705735 |
| 2026-03-31 | 2026-04-28 | 12,986,336,769 | 41 | 1.640832 | 0.081789 | 2.557738 |
| 2025-12-31 | 2026-02-04 | 13,637,345,513 | 42 | 1.676373 | 0.083486 | 2.678612 |
| 2025-09-30 | 2025-11-04 | 13,183,442,071 | 42 | 1.623621 | 0.080831 | 2.632256 |
| 2025-03-31 | 2025-05-05 | 11,132,437,089 | 43 | 1.561432 | 0.077947 | 2.624472 |
| 2024-12-31 | 2025-01-31 | 11,672,111,440 | 45 | 1.57904 | 0.078825 | 2.618651 |