Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value ($000): $846,621 (100.0% shares, 0.0% debt)

Holdings (7)

IAU ISHARES GOLD TR 36.9%

Value ($000) $312,240 Shares 8,000,000 Est. Cost $36.50 Unrealized —

IVV ISHARES TR 18.6%

Value ($000) $157,618 Shares 330,000 Est. Cost $477.63 Unrealized —

VTI VANGUARD INDEX FDS 16.8%

Value ($000) $142,332 Shares 600,000 Est. Cost $241.44 Unrealized —

IWM ISHARES TR 11.9%

Value ($000) $100,355 Shares 500,000 Est. Cost $200.71 Unrealized —

GLD SPDR GOLD TR 7.7%

Value ($000) $64,998 Shares 340,000 Est. Cost $173.91 Unrealized —

SDY SPDR SER TR 5.6%

Value ($000) $47,489 Shares 380,000 Est. Cost $118.69 Unrealized —

CME CME GROUP INC 2.6%

Value ($000) $21,590 Shares 102,518 Est. Cost $128.34 Unrealized +51.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IAU	ISHARES GOLD TR	8,000,000	$312,240	36.9%	$36.50	—	ISHARES NEW	464285204
IVV	ISHARES TR	330,000	$157,618	18.6%	$477.63	—	CORE S&P500 ETF	464287200
VTI	VANGUARD INDEX FDS	600,000	$142,332	16.8%	$241.44	—	TOTAL STK MKT	922908769
IWM	ISHARES TR	500,000	$100,355	11.9%	$200.71	—	RUSSELL 2000 ETF	464287655
GLD	SPDR GOLD TR	340,000	$64,998	7.7%	$173.91	—	GOLD SHS	78463V107
SDY	SPDR SER TR	380,000	$47,489	5.6%	$118.69	—	S&P DIVID ETF	78464A763
CME	CME GROUP INC	102,518	$21,590	2.6%	$128.34	+51.7%	COM	12572Q105