Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 10, 2021

Total Value ($000): $925,238 (100.0% shares, 0.0% debt)

Holdings (7)

GLD SPDR GOLD TR 46.3%

Value ($000) $428,064 Shares 2,400,000 Est. Cost $173.91 Unrealized —

AFL AFLAC INC 14.4%

Value ($000) $133,410 Shares 3,000,000 Est. Cost $22.34 Unrealized +62.6%

SPY SPDR S&P 500 ETF TR 12.1%

Value ($000) $112,164 Shares 300,000 Est. Cost $373.88 Unrealized —

QQQ INVESCO QQQ TR 11.9%

Value ($000) $109,809 Shares 350,000 Est. Cost $313.74 Unrealized —

VOO VANGUARD INDEX FDS 7.4%

Value ($000) $68,738 Shares 200,000 Est. Cost $343.69 Unrealized —

— ISHARES GOLD TRUST 5.9%

Value ($000) $54,390 Shares 3,000,000 Est. Cost $16.99 Unrealized —

CME CME GROUP INC 2.0%

Value ($000) $18,663 Shares 102,518 Est. Cost $128.34 Unrealized +7.9%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	2,400,000	$428,064	46.3%	$173.91	—	GOLD SHS	78463V107
AFL	AFLAC INC	3,000,000	$133,410	14.4%	$22.34	+62.6%	COM	001055102
SPY	SPDR S&P 500 ETF TR	300,000	$112,164	12.1%	$373.88	—	TR UNIT	78462F103
QQQ	INVESCO QQQ TR	350,000	$109,809	11.9%	$313.74	—	UNIT SER 1	46090E103
VOO	VANGUARD INDEX FDS	200,000	$68,738	7.4%	$343.69	—	S&P 500 ETF SHS	922908363
—	ISHARES GOLD TRUST	3,000,000	$54,390	5.9%	$16.99	—	ISHARES	464285105
CME	CME GROUP INC	102,518	$18,663	2.0%	$128.34	+7.9%	COM	12572Q105