Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $653,731 (100.0% shares, 0.0% debt)

Holdings (7)

GLD SPDR GOLD TR 38.9%

Value ($000) $254,460 Shares 1,500,000 Est. Cost $173.91 Unrealized —

VTI VANGUARD INDEX FDS 17.5%

Value ($000) $114,714 Shares 600,000 Est. Cost $241.44 Unrealized —

VOO VANGUARD INDEX FDS 12.0%

Value ($000) $78,700 Shares 224,000 Est. Cost $346.88 Unrealized —

QQQ INVESCO QQQ TR 11.0%

Value ($000) $71,896 Shares 270,000 Est. Cost $362.54 Unrealized —

IAU ISHARES GOLD TR 10.6%

Value ($000) $69,180 Shares 2,000,000 Est. Cost $36.83 Unrealized —

SDY SPDR SER TR 7.3%

Value ($000) $47,542 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 2.6%

Value ($000) $17,239 Shares 102,518 Est. Cost $128.34 Unrealized +17.6%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,500,000	$254,460	38.9%	$173.91	—	GOLD SHS	78463V107
VTI	VANGUARD INDEX FDS	600,000	$114,714	17.5%	$241.44	—	TOTAL STK MKT	922908769
VOO	VANGUARD INDEX FDS	224,000	$78,700	12.0%	$346.88	—	S&P 500 ETF SHS	922908363
QQQ	INVESCO QQQ TR	270,000	$71,896	11.0%	$362.54	—	UNIT SER 1	46090E103
IAU	ISHARES GOLD TR	2,000,000	$69,180	10.6%	$36.83	—	ISHARES NEW	464285204
SDY	SPDR SER TR	380,000	$47,542	7.3%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$17,239	2.6%	$128.34	+17.6%	COM	12572Q105