Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 12, 2022

Total Value ($000): $653,946 (100.0% shares, 0.0% debt)

Holdings (7)

GLD SPDR GOLD TR 38.6%

Value ($000) $252,690 Shares 1,500,000 Est. Cost $173.91 Unrealized —

VTI VANGUARD INDEX FDS 17.3%

Value ($000) $113,172 Shares 600,000 Est. Cost $241.44 Unrealized —

VOO VANGUARD INDEX FDS 11.9%

Value ($000) $77,701 Shares 224,000 Est. Cost $346.88 Unrealized —

QQQ INVESCO QQQ TR 11.6%

Value ($000) $75,676 Shares 270,000 Est. Cost $362.54 Unrealized —

IAU ISHARES GOLD TR 10.5%

Value ($000) $68,620 Shares 2,000,000 Est. Cost $36.83 Unrealized —

SDY SPDR SER TR 6.9%

Value ($000) $45,102 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 3.2%

Value ($000) $20,985 Shares 102,518 Est. Cost $128.34 Unrealized +41.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,500,000	$252,690	38.6%	$173.91	—	GOLD SHS	78463V107
VTI	VANGUARD INDEX FDS	600,000	$113,172	17.3%	$241.44	—	TOTAL STK MKT	922908769
VOO	VANGUARD INDEX FDS	224,000	$77,701	11.9%	$346.88	—	S&P 500 ETF SHS	922908363
QQQ	INVESCO QQQ TR	270,000	$75,676	11.6%	$362.54	—	UNIT SER 1	46090E103
IAU	ISHARES GOLD TR	2,000,000	$68,620	10.5%	$36.83	—	ISHARES NEW	464285204
SDY	SPDR SER TR	380,000	$45,102	6.9%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$20,985	3.2%	$128.34	+41.8%	COM	12572Q105