Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 13, 2021

Total Value ($000): $621,164 (100.0% shares, 0.0% debt)

Holdings (7)

GLD SPDR GOLD TR 42.5%

Value ($000) $263,934 Shares 1,650,000 Est. Cost $173.91 Unrealized —

AFL AFLAC INC 24.7%

Value ($000) $153,540 Shares 3,000,000 Est. Cost $22.34 Unrealized +92.0%

ESGU ISHARES TR 17.6%

Value ($000) $109,044 Shares 1,200,000 Est. Cost $90.87 Unrealized —

XLB SELECT SECTOR SPDR TR 6.3%

Value ($000) $39,400 Shares 500,000 Est. Cost $78.80 Unrealized —

XLE SELECT SECTOR SPDR TR 3.9%

Value ($000) $24,530 Shares 500,000 Est. Cost $49.06 Unrealized —

CME CME GROUP INC 3.4%

Value ($000) $20,937 Shares 102,518 Est. Cost $128.34 Unrealized +27.1%

GSG ISHARES S&P GSCI COMMODITY- 1.6%

Value ($000) $9,779 Shares 700,000 Est. Cost $13.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,650,000	$263,934	42.5%	$173.91	—	GOLD SHS	78463V107
AFL	AFLAC INC	3,000,000	$153,540	24.7%	$22.34	+92.0%	COM	001055102
ESGU	ISHARES TR	1,200,000	$109,044	17.6%	$90.87	—	ESG AWR MSCI USA	46435G425
XLB	SELECT SECTOR SPDR TR	500,000	$39,400	6.3%	$78.80	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	500,000	$24,530	3.9%	$49.06	—	ENERGY	81369Y506
CME	CME GROUP INC	102,518	$20,937	3.4%	$128.34	+27.1%	COM	12572Q105
GSG	ISHARES S&P GSCI COMMODITY-	700,000	$9,779	1.6%	$13.97	—	UNIT BEN INT	46428R107