TOEWS CORP /ADV Quant / Systematic

Location: Northfield, NJ

CIK: 0000932000 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 4, 2020

Total Value: $388M (100.0% shares, 0.0% debt)

Holdings (15)

AGG ISHARES TR 35.5%

Value $138M Shares 1,164,115 Est. Cost $118.21 Unrealized —

BND VANGUARD BD INDEX FDS 35.3%

Value $137M Shares 1,551,415 Est. Cost $88.34 Unrealized —

HYG ISHARES TR 8.9%

Value $34.64M Shares 424,400 Est. Cost $81.62 Unrealized —

JNK SPDR SER TR 8.8%

Value $33.98M Shares 335,900 Est. Cost $101.16 Unrealized —

TIP ISHARES TR 3.9%

Value $15M Shares 121,971 Est. Cost $120.47 Unrealized —

HYS PIMCO ETF TR 3.9%

Value $14.98M Shares 164,100 Est. Cost $91.27 Unrealized —

HYLB DBX ETF TR 1.0%

Value $3.74M Shares 80,000 Est. Cost $46.75 Unrealized —

USHY ISHARES TR 0.9%

Value $3.631M Shares 95,000 Est. Cost $38.22 Unrealized —

ANGL VANECK VECTORS ETF TR 0.7%

Value $2.727M Shares 95,000 Est. Cost $28.71 Unrealized —

VEA VANGUARD TAX-MANAGED FDS 0.3%

Value $1.338M Shares 34,500 Est. Cost $42.59 Unrealized —

VUG VANGUARD INDEX FDS 0.3%

Value $1.307M Shares 6,466 Est. Cost $141.42 Unrealized —

VTV VANGUARD INDEX FDS 0.3%

Value $1.076M Shares 10,802 Est. Cost $100.86 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 0.1%

Value $383K Shares 9,666 Est. Cost $41.05 Unrealized —

VB VANGUARD INDEX FDS 0.1%

Value $311K Shares 2,135 Est. Cost $146.19 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 0.1%

Value $201K Shares 3,473 Est. Cost $57.88 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AGG	ISHARES TR	1,164,115	$138M	35.5%	$118.21	—	CORE US AGGBD ET	464287226
BND	VANGUARD BD INDEX FDS	1,551,415	$137M	35.3%	$88.34	—	TOTAL BND MRKT	921937835
HYG	ISHARES TR	424,400	$34.64M	8.9%	$81.62	—	IBOXX HI YD ETF	464288513
JNK	SPDR SER TR	335,900	$33.98M	8.8%	$101.16	—	BLOOMBERG BRCLYS	78468R622
TIP	ISHARES TR	121,971	$15M	3.9%	$120.47	—	TIPS BD ETF	464287176
HYS	PIMCO ETF TR	164,100	$14.98M	3.9%	$91.27	—	0-5 HIGH YIELD	72201R783
HYLB	DBX ETF TR	80,000	$3.74M	1.0%	$46.75	—	XTRACK USD HIGH	233051432
USHY	ISHARES TR	95,000	$3.631M	0.9%	$38.22	—	BROAD USD HIGH	46435U853
ANGL	VANECK VECTORS ETF TR	95,000	$2.727M	0.7%	$28.71	—	FALLEN ANGEL HG	92189F437
VEA	VANGUARD TAX-MANAGED FDS	34,500	$1.338M	0.3%	$42.59	—	FTSE DEV MKT ETF	921943858
VUG	VANGUARD INDEX FDS	6,466	$1.307M	0.3%	$141.42	—	GROWTH ETF	922908736
VTV	VANGUARD INDEX FDS	10,802	$1.076M	0.3%	$100.86	—	VALUE ETF	922908744
VWO	VANGUARD INTL EQUITY INDEX F	9,666	$383K	0.1%	$41.05	—	FTSE EMR MKT ETF	922042858
VB	VANGUARD INDEX FDS	2,135	$311K	0.1%	$146.19	—	SMALL CP ETF	922908751
BNDX	VANGUARD CHARLOTTE FDS	3,473	$201K	0.1%	$57.88	—	INTL BD IDX ETF	92203J407