Mizuho Bank, Ltd. Quant / Systematic

Location: Tokyo, Japan

CIK: 0001512734 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Aug 27, 2020

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

Holdings (7)

SPY SPDR S&P 500 ETF TR 42.3%

Value $294M Shares 990,000 Est. Cost $296.77 Unrealized —

AFL AFLAC INC 22.6%

Value $157M Shares 3,000,000 Est. Cost $22.34 Unrealized +103.1%

DIA SPDR DOW JONES INDL AVRG ETF 14.3%

Value $99.6M Shares 370,000 Est. Cost $269.18 Unrealized —

IWM ISHARES TR 6.5%

Value $45.4M Shares 300,000 Est. Cost $133.90 Unrealized —

GLD SPDR GOLD TRUST 5.6%

Value $38.88M Shares 280,000 Est. Cost $133.20 Unrealized —

— ISHARES GOLD TRUST 5.5%

Value $38.07M Shares 2,700,000 Est. Cost $14.10 Unrealized —

CME CME GROUP INC 3.1%

Value $21.67M Shares 102,518 Est. Cost $128.34 Unrealized +28.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	990,000	$294M	42.3%	$296.77	—	TR UNIT	78462F103
AFL	AFLAC INC	3,000,000	$157M	22.6%	$22.34	+103.1%	COM	001055102
DIA	SPDR DOW JONES INDL AVRG ETF	370,000	$99.6M	14.3%	$269.18	—	UT SER 1	78467X109
IWM	ISHARES TR	300,000	$45.4M	6.5%	$133.90	—	RUSSELL 2000 ETF	464287655
GLD	SPDR GOLD TRUST	280,000	$38.88M	5.6%	$133.20	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	2,700,000	$38.07M	5.5%	$14.10	—	ISHARES	464285105
CME	CME GROUP INC	102,518	$21.67M	3.1%	$128.34	+28.0%	COM	12572Q105