Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 10, 2022

Total Value ($000): $608,975 (100.0% shares, 0.0% debt)

Holdings (7)

GLD SPDR GOLD TR 38.1%

Value ($000) $232,005 Shares 1,500,000 Est. Cost $173.91 Unrealized —

VTI VANGUARD INDEX FDS 17.7%

Value ($000) $107,682 Shares 600,000 Est. Cost $241.44 Unrealized —

VOO VANGUARD INDEX FDS 12.1%

Value ($000) $73,539 Shares 224,000 Est. Cost $346.88 Unrealized —

QQQ INVESCO QQQ TR 11.8%

Value ($000) $72,160 Shares 270,000 Est. Cost $362.54 Unrealized —

IAU ISHARES GOLD TR 10.4%

Value ($000) $63,060 Shares 2,000,000 Est. Cost $36.83 Unrealized —

SDY SPDR SER TR 7.0%

Value ($000) $42,370 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 3.0%

Value ($000) $18,159 Shares 102,518 Est. Cost $128.34 Unrealized +32.9%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,500,000	$232,005	38.1%	$173.91	—	GOLD SHS	78463V107
VTI	VANGUARD INDEX FDS	600,000	$107,682	17.7%	$241.44	—	TOTAL STK MKT	922908769
VOO	VANGUARD INDEX FDS	224,000	$73,539	12.1%	$346.88	—	S&P 500 ETF SHS	922908363
QQQ	INVESCO QQQ TR	270,000	$72,160	11.8%	$362.54	—	UNIT SER 1	46090E103
IAU	ISHARES GOLD TR	2,000,000	$63,060	10.4%	$36.83	—	ISHARES NEW	464285204
SDY	SPDR SER TR	380,000	$42,370	7.0%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$18,159	3.0%	$128.34	+32.9%	COM	12572Q105