Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Aug 27, 2020

Total Value ($000): $694,381 (100.0% shares, 0.0% debt)

Holdings (7)

SPY SPDR S&P 500 ETF TR 42.3%

Value ($000) $293,802 Shares 990,000 Est. Cost $296.77 Unrealized —

AFL AFLAC INC 22.6%

Value ($000) $156,960 Shares 3,000,000 Est. Cost $22.34 Unrealized +103.1%

DIA SPDR DOW JONES INDL AVRG ETF 14.3%

Value ($000) $99,597 Shares 370,000 Est. Cost $269.18 Unrealized —

IWM ISHARES TR 6.5%

Value ($000) $45,402 Shares 300,000 Est. Cost $133.90 Unrealized —

GLD SPDR GOLD TRUST 5.6%

Value ($000) $38,884 Shares 280,000 Est. Cost $133.20 Unrealized —

— ISHARES GOLD TRUST 5.5%

Value ($000) $38,070 Shares 2,700,000 Est. Cost $14.10 Unrealized —

CME CME GROUP INC 3.1%

Value ($000) $21,666 Shares 102,518 Est. Cost $128.34 Unrealized +28.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	990,000	$293,802	42.3%	$296.77	—	TR UNIT	78462F103
AFL	AFLAC INC	3,000,000	$156,960	22.6%	$22.34	+103.1%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	370,000	$99,597	14.3%	$269.18	—	UT SER 1	78467X109
IWM	ISHARES TR	300,000	$45,402	6.5%	$133.90	—	RUSSELL 2000 ETF	464287655
GLD	SPDR GOLD TRUST	280,000	$38,884	5.6%	$133.20	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	2,700,000	$38,070	5.5%	$14.10	—	ISHARES	464285105
CME	CME GROUP INC	102,518	$21,666	3.1%	$128.34	+28.0%	COM	12572Q105