Mizuho Bank, Ltd. Quant / Systematic

CIK: 0001512734 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 14, 2024

Total Value ($000): $966,933 (100.0% shares, 0.0% debt)

Holdings (6)

SPYM SPDR SER TR 32.5%

Value ($000) $313,803 Shares 5,100,000 Est. Cost $61.53 Unrealized —

IAU ISHARES GOLD TR 26.1%

Value ($000) $252,060 Shares 6,000,000 Est. Cost $36.50 Unrealized —

IVV ISHARES TR 21.7%

Value ($000) $210,292 Shares 400,000 Est. Cost $486.05 Unrealized —

VTI VANGUARD INDEX FDS 10.2%

Value ($000) $98,762 Shares 380,000 Est. Cost $241.44 Unrealized —

GLD SPDR GOLD TR 7.2%

Value ($000) $69,945 Shares 340,000 Est. Cost $173.91 Unrealized —

CME CME GROUP INC 2.3%

Value ($000) $22,071 Shares 102,518 Est. Cost $128.34 Unrealized +53.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPYM	SPDR SER TR	5,100,000	$313,803	32.5%	$61.53	—	PORTFOLIO S&P500	78464A854
IAU	ISHARES GOLD TR	6,000,000	$252,060	26.1%	$36.50	—	ISHARES NEW	464285204
IVV	ISHARES TR	400,000	$210,292	21.7%	$486.05	—	CORE S&P500 ETF	464287200
VTI	VANGUARD INDEX FDS	380,000	$98,762	10.2%	$241.44	—	TOTAL STK MKT	922908769
GLD	SPDR GOLD TR	340,000	$69,945	7.2%	$173.91	—	GOLD SHS	78463V107
CME	CME GROUP INC	102,518	$22,071	2.3%	$128.34	+53.7%	COM	12572Q105