Kazuhiro Shimbo

Functions as a College/University

Functions as a College/University

Functions as a College/University

Mizuho Alternative Investments focuses on developing and managing quantitative investment strategies and also provides advisory services with respect to collateralized debt obligations (CDOs). MAI’s Quantitative Strategies Team (QST) is responsible for the development and implementation of quantitative investment strategies. The QST consists of a single portfolio management and trading team dedicated to MAI’s quantitative strategies. MAI advises funds pursuing two related primarily quantitative investment programs. In each program, the investment objective of the funds is to provide attractive risk-adjusted returns with either low or negative correlation to equity or traditional or alternative investments. Each fund seeks to achieve its objective through a primarily quantitative investment and trading strategy. Each fund invests in a diversified portfolio mainly consisting of investments in exchange-traded financial and commodity futures contracts, ETFs, over-the-counter (OTC) derivatives (in particular risk premia index swaps), and other securities and financial instruments, including options, government bonds and cash/cash equivalents. The firm's Structured Credit Investment Team provides non-discretionary investment advisory services, as well as portfolio monitoring and related services, to MAI’s parent company concerning a portfolio mainly consisting of CDOs, CLOs and ABS. MAI also acts as investment advisor to two private funds that provide seed capital for various investment strategies created by MAI, typically in the form of investing capital in other funds.