Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 13, 2021

Total Value ($000): $754,059 (100.0% shares, 0.0% debt)

Holdings (5)

GLD SPDR GOLD TR 36.2%

Value ($000) $273,290 Shares 1,650,000 Est. Cost $173.91 Unrealized —

AFL AFLAC INC 21.3%

Value ($000) $160,980 Shares 3,000,000 Est. Cost $22.34 Unrealized +119.5%

DIA SPDR DOW JONES INDL AVERAGE 20.6%

Value ($000) $155,228 Shares 450,000 Est. Cost $344.95 Unrealized —

IWD ISHARES TR 18.9%

Value ($000) $142,758 Shares 900,000 Est. Cost $158.62 Unrealized —

CME CME GROUP INC 2.9%

Value ($000) $21,803 Shares 102,518 Est. Cost $128.34 Unrealized +36.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,650,000	$273,290	36.2%	$173.91	—	GOLD SHS	78463V107
AFL	AFLAC INC	3,000,000	$160,980	21.3%	$22.34	+119.5%	COM	001055102
DIA	SPDR DOW JONES INDL AVERAGE	450,000	$155,228	20.6%	$344.95	—	UT SER 1	78467X109
IWD	ISHARES TR	900,000	$142,758	18.9%	$158.62	—	RUS 1000 VAL ETF	464287598
CME	CME GROUP INC	102,518	$21,803	2.9%	$128.34	+36.8%	COM	12572Q105