Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $1,031,981 (100.0% shares, 0.0% debt)

Holdings (8)

IAU ISHARES GOLD TR 28.2%

Value ($000) $291,120 Shares 8,000,000 Est. Cost $36.50 Unrealized —

ESGU ISHARES TR 23.6%

Value ($000) $243,650 Shares 2,500,000 Est. Cost $97.46 Unrealized —

VTI VANGUARD INDEX FDS 12.8%

Value ($000) $132,168 Shares 600,000 Est. Cost $241.44 Unrealized —

GLD SPDR GOLD TR 10.4%

Value ($000) $106,962 Shares 600,000 Est. Cost $173.91 Unrealized —

QQQ INVESCO QQQ TR 9.7%

Value ($000) $99,743 Shares 270,000 Est. Cost $362.54 Unrealized —

VOO VANGUARD INDEX FDS 8.8%

Value ($000) $91,231 Shares 224,000 Est. Cost $346.88 Unrealized —

SDY SPDR SER TR 4.5%

Value ($000) $46,580 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 2.0%

Value ($000) $20,526 Shares 102,518 Est. Cost $128.34 Unrealized +40.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IAU	ISHARES GOLD TR	8,000,000	$291,120	28.2%	$36.50	—	ISHARES NEW	464285204
ESGU	ISHARES TR	2,500,000	$243,650	23.6%	$97.46	—	ESG AWR MSCI USA	46435G425
VTI	VANGUARD INDEX FDS	600,000	$132,168	12.8%	$241.44	—	TOTAL STK MKT	922908769
GLD	SPDR GOLD TR	600,000	$106,962	10.4%	$173.91	—	GOLD SHS	78463V107
QQQ	INVESCO QQQ TR	270,000	$99,743	9.7%	$362.54	—	UNIT SER 1	46090E103
VOO	VANGUARD INDEX FDS	224,000	$91,231	8.8%	$346.88	—	S&P 500 ETF SHS	922908363
SDY	SPDR SER TR	380,000	$46,580	4.5%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$20,526	2.0%	$128.34	+40.4%	COM	12572Q105