Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 10, 2022

Total Value ($000): $861,550 (100.0% shares, 0.0% debt)

Holdings (6)

GLD SPDR GOLD TR 32.7%

Value ($000) $282,084 Shares 1,650,000 Est. Cost $173.91 Unrealized —

IWD ISHARES TR 29.2%

Value ($000) $251,895 Shares 1,500,000 Est. Cost $167.93 Unrealized —

VTI VANGUARD INDEX FDS 16.8%

Value ($000) $144,864 Shares 600,000 Est. Cost $241.44 Unrealized —

VOO VANGUARD INDEX FDS 12.2%

Value ($000) $104,777 Shares 240,000 Est. Cost $436.57 Unrealized —

EWY ISHARES INC 6.3%

Value ($000) $54,509 Shares 700,000 Est. Cost $80.66 Unrealized —

CME CME GROUP INC 2.7%

Value ($000) $23,421 Shares 102,518 Est. Cost $128.34 Unrealized +44.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,650,000	$282,084	32.7%	$173.91	—	GOLD SHS	78463V107
IWD	ISHARES TR	1,500,000	$251,895	29.2%	$167.93	—	RUS 1000 VAL ETF	464287598
VTI	VANGUARD INDEX FDS	600,000	$144,864	16.8%	$241.44	—	TOTAL STK MKT	922908769
VOO	VANGUARD INDEX FDS	240,000	$104,777	12.2%	$436.57	—	S&P 500 ETF SHS	922908363
EWY	ISHARES INC	700,000	$54,509	6.3%	$80.66	—	MSCI STH KOR ETF	464286772
CME	CME GROUP INC	102,518	$23,421	2.7%	$128.34	+44.0%	COM	12572Q105