Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 12, 2023

Total Value ($000): $863,720 (100.0% shares, 0.0% debt)

Holdings (8)

GLD SPDR GOLD TR 31.8%

Value ($000) $274,830 Shares 1,500,000 Est. Cost $173.91 Unrealized —

IVV ISHARES TR 17.8%

Value ($000) $154,155 Shares 375,000 Est. Cost $411.08 Unrealized —

VTI VANGUARD INDEX FDS 14.2%

Value ($000) $122,460 Shares 600,000 Est. Cost $241.44 Unrealized —

QQQ INVESCO QQQ TR 10.0%

Value ($000) $86,651 Shares 270,000 Est. Cost $362.54 Unrealized —

VOO VANGUARD INDEX FDS 9.8%

Value ($000) $84,240 Shares 224,000 Est. Cost $346.88 Unrealized —

IAU ISHARES GOLD TR 8.7%

Value ($000) $74,740 Shares 2,000,000 Est. Cost $36.83 Unrealized —

SDY SPDR SER TR 5.4%

Value ($000) $47,010 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 2.3%

Value ($000) $19,634 Shares 102,518 Est. Cost $128.34 Unrealized +26.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	1,500,000	$274,830	31.8%	$173.91	—	GOLD SHS	78463V107
IVV	ISHARES TR	375,000	$154,155	17.8%	$411.08	—	CORE S&P500 ETF	464287200
VTI	VANGUARD INDEX FDS	600,000	$122,460	14.2%	$241.44	—	TOTAL STK MKT	922908769
QQQ	INVESCO QQQ TR	270,000	$86,651	10.0%	$362.54	—	UNIT SER 1	46090E103
VOO	VANGUARD INDEX FDS	224,000	$84,240	9.8%	$346.88	—	S&P 500 ETF SHS	922908363
IAU	ISHARES GOLD TR	2,000,000	$74,740	8.7%	$36.83	—	ISHARES NEW	464285204
SDY	SPDR SER TR	380,000	$47,010	5.4%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$19,634	2.3%	$128.34	+26.2%	COM	12572Q105