Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Aug 27, 2020

Total Value ($000): $1,013,577 (100.0% shares, 0.0% debt)

Holdings (6)

VOO VANGUARD INDEX FDS 49.9%

Value ($000) $505,818 Shares 1,710,000 Est. Cost $295.80 Unrealized —

VIG VANGUARD GROUP 24.6%

Value ($000) $249,320 Shares 2,000,000 Est. Cost $124.66 Unrealized —

AFL AFLAC INC 15.7%

Value ($000) $158,700 Shares 3,000,000 Est. Cost $22.34 Unrealized +105.3%

GLD SPDR GOLD TRUST 3.9%

Value ($000) $40,012 Shares 280,000 Est. Cost $133.20 Unrealized —

— ISHARES GOLD TRUST 3.9%

Value ($000) $39,150 Shares 2,700,000 Est. Cost $14.10 Unrealized —

CME CME GROUP INC 2.0%

Value ($000) $20,577 Shares 102,518 Est. Cost $128.34 Unrealized +26.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	1,710,000	$505,818	49.9%	$295.80	—	S&P 500 ETF SHS	922908363
VIG	VANGUARD GROUP	2,000,000	$249,320	24.6%	$124.66	—	DIV APP ETF	921908844
AFL	AFLAC INC	3,000,000	$158,700	15.7%	$22.34	+105.3%	COM	001055102
GLD	SPDR GOLD TRUST	280,000	$40,012	3.9%	$133.20	—	GOLD SHS	78463V107
—	ISHARES GOLD TRUST	2,700,000	$39,150	3.9%	$14.10	—	ISHARES	464285105
CME	CME GROUP INC	102,518	$20,577	2.0%	$128.34	+26.2%	COM	12572Q105