TOEWS CORP /ADV Quant / Systematic

CIK: 0000932000 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Jul 12, 2019

Total Value ($000): $110,703 (100.0% shares, 0.0% debt)

Holdings (8)

— SPDR SERIES TRUST 32.0%

Value ($000) $35,435 Shares 965,000 Est. Cost $35.70 Unrealized —

HYG ISHARES TR 31.4%

Value ($000) $34,729 Shares 398,000 Est. Cost $84.69 Unrealized —

TIP ISHARES TR 20.4%

Value ($000) $22,529 Shares 193,400 Est. Cost $116.49 Unrealized —

AGG ISHARES TR 6.8%

Value ($000) $7,498 Shares 66,700 Est. Cost $112.45 Unrealized —

BND VANGUARD BD INDEX FD INC 6.8%

Value ($000) $7,494 Shares 89,069 Est. Cost $84.17 Unrealized —

— CREDIT SUISSE NASSAU BRH 2.2%

Value ($000) $2,463 Shares 65,769 Est. Cost $33.70 Unrealized —

DHS WISDOMTREE TR 0.3%

Value ($000) $285 Shares 4,291 Est. Cost $59.56 Unrealized —

— PROSHARES TR II 0.2%

Value ($000) $270 Shares 3,692 Est. Cost $73.13 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SERIES TRUST	965,000	$35,435	32.0%	$35.70	—	BRC HGH YLD BD	78464A417
HYG	ISHARES TR	398,000	$34,729	31.4%	$84.69	—	IBOXX HI YD ETF	464288513
TIP	ISHARES TR	193,400	$22,529	20.4%	$116.49	—	TIPS BD ETF	464287176
AGG	ISHARES TR	66,700	$7,498	6.8%	$112.45	—	CORE US AGGBD ET	464287226
BND	VANGUARD BD INDEX FD INC	89,069	$7,494	6.8%	$84.17	—	TOTAL BND MRKT	921937835
—	CREDIT SUISSE NASSAU BRH	65,769	$2,463	2.2%	$33.70	—	INVRS VIX STERM	22542D795
DHS	WISDOMTREE TR	4,291	$285	0.3%	$59.56	—	HIGH DIV FD	97717W208
—	PROSHARES TR II	3,692	$270	0.2%	$73.13	—	SHT VIX ST TRM	74347W627