Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 13, 2020

Total Value: $662M (100.0% shares, 0.0% debt)

Holdings (6)

GLD SPDR GOLD TR 24.3%

Value $161M Shares 960,000 Est. Cost $167.37 Unrealized —

— ISHARES GOLD TRUST 23.1%

Value $153M Shares 9,000,000 Est. Cost $16.99 Unrealized —

SPY SPDR S&P 500 ETF TR 21.0%

Value $139M Shares 450,000 Est. Cost $308.36 Unrealized —

AFL AFLAC INC 16.3%

Value $108M Shares 3,000,000 Est. Cost $22.34 Unrealized +41.4%

VOO VANGUARD INDEX FDS 12.8%

Value $85.03M Shares 300,000 Est. Cost $283.43 Unrealized —

CME CME GROUP INC 2.5%

Value $16.66M Shares 102,518 Est. Cost $128.34 Unrealized +12.5%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	960,000	$161M	24.3%	$167.37	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	9,000,000	$153M	23.1%	$16.99	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	450,000	$139M	21.0%	$308.36	—	TR UNIT	78462F103
AFL	AFLAC INC	3,000,000	$108M	16.3%	$22.34	+41.4%	COM	001055102
VOO	VANGUARD INDEX FDS	300,000	$85.03M	12.8%	$283.43	—	S&P 500 ETF SHS	922908363
CME	CME GROUP INC	102,518	$16.66M	2.5%	$128.34	+12.5%	COM	12572Q105