Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 10, 2021

Total Value ($000): $997,356 (100.0% shares, 0.0% debt)

Holdings (8)

GLD SPDR GOLD TR 27.2%

Value ($000) $270,963 Shares 1,650,000 Est. Cost $173.91 Unrealized —

DIA SPDR DOW JONES INDL AVERAGE 25.4%

Value ($000) $253,718 Shares 750,000 Est. Cost $342.29 Unrealized —

ESGU ISHARES TR 19.7%

Value ($000) $196,920 Shares 2,000,000 Est. Cost $98.46 Unrealized —

AFL AFLAC INC 15.7%

Value ($000) $156,390 Shares 3,000,000 Est. Cost $22.34 Unrealized +121.3%

EWY ISHARES INC 5.7%

Value ($000) $56,462 Shares 700,000 Est. Cost $80.66 Unrealized —

IAU ISHARES GOLD TR 3.3%

Value ($000) $33,410 Shares 1,000,000 Est. Cost $33.41 Unrealized —

CME CME GROUP INC 2.0%

Value ($000) $19,825 Shares 102,518 Est. Cost $128.34 Unrealized +31.8%

IWB ISHARES TR 1.0%

Value ($000) $9,668 Shares 40,000 Est. Cost $241.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,650,000	$270,963	27.2%	$173.91	—	GOLD SHS	78463V107
DIA	SPDR DOW JONES INDL AVERAGE	750,000	$253,718	25.4%	$342.29	—	UT SER 1	78467X109
ESGU	ISHARES TR	2,000,000	$196,920	19.7%	$98.46	—	ESG AWR MSCI USA	46435G425
AFL	AFLAC INC	3,000,000	$156,390	15.7%	$22.34	+121.3%	COM	001055102
EWY	ISHARES INC	700,000	$56,462	5.7%	$80.66	—	MSCI STH KOR ETF	464286772
IAU	ISHARES GOLD TR	1,000,000	$33,410	3.3%	$33.41	—	ISHARES NEW	464285204
CME	CME GROUP INC	102,518	$19,825	2.0%	$128.34	+31.8%	COM	12572Q105
IWB	ISHARES TR	40,000	$9,668	1.0%	$241.70	—	RUS 1000 ETF	464287622