3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: Feb 10, 2017

Total Value: $443M (100.0% shares, 0.0% debt)

Holdings (21)

VBR VANGUARD INDEX FDS 19.1%

Value $84.56M Shares 698,800 Est. Cost $121.01 Unrealized —

NEAR ISHARES U S ETF TR 15.3%

Value $67.62M Shares 1,347,600 Est. Cost $50.18 Unrealized —

— POWERSHARES QQQ TRUST 10.4%

Value $46.09M Shares 389,100 Est. Cost $118.47 Unrealized —

SPY SPDR S&P 500 ETF TR 9.6%

Value $42.47M Shares 190,000 Est. Cost $223.51 Unrealized —

TIP ISHARES TR 8.6%

Value $38.32M Shares 338,600 Est. Cost $113.16 Unrealized —

DXJ WISDOMTREE TR 6.9%

Value $30.58M Shares 617,200 Est. Cost $49.54 Unrealized —

SPY SPDR S&P 500 ETF TR 6.3%

Value $27.74M Shares 124,100 Est. Cost $223.51 Unrealized —

IEF ISHARES TR 3.6%

Value $16.13M Shares 153,900 Est. Cost $104.80 Unrealized —

— ISHARES GOLD TRUST 3.6%

Value $15.99M Shares 1,443,200 Est. Cost $11.08 Unrealized —

TOTL SSGA ACTIVE ETF TR 2.7%

Value $11.89M Shares 245,700 Est. Cost $48.39 Unrealized —

SHV ISHARES TR 2.6%

Value $11.73M Shares 106,300 Est. Cost $110.31 Unrealized —

COMT ISHARES U S ETF TR 1.9%

Value $8.571M Shares 250,000 Est. Cost $34.28 Unrealized —

ITOT ISHARES TR 1.7%

Value $7.521M Shares 146,600 Est. Cost $51.30 Unrealized —

INDA ISHARES TR 1.7%

Value $7.419M Shares 276,700 Est. Cost $26.81 Unrealized —

VTI VANGUARD INDEX FDS 1.5%

Value $6.484M Shares 56,200 Est. Cost $115.37 Unrealized —

— VANECK VECTORS ETF TR 1.1%

Value $4.968M Shares 292,100 Est. Cost $17.01 Unrealized —

— COLUMBIA ETF TR II 1.1%

Value $4.955M Shares 469,300 Est. Cost $10.56 Unrealized —

— ISHARES 1.1%

Value $4.823M Shares 194,100 Est. Cost $24.85 Unrealized —

EWZ ISHARES 0.6%

Value $2.679M Shares 80,300 Est. Cost $33.36 Unrealized —

AGG ISHARES TR 0.5%

Value $2.287M Shares 21,200 Est. Cost $107.88 Unrealized —

ACWI ISHARES TR 0.1%

Value $248K Shares 4,200 Est. Cost $59.05 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VBR	VANGUARD INDEX FDS	698,800	$84.56M	19.1%	$121.01	—	SM CP VAL ETF	922908611
NEAR	ISHARES U S ETF TR	1,347,600	$67.62M	15.3%	$50.18	—	SHT MAT BD ETF	46431W507
—	POWERSHARES QQQ TRUST	389,100	$46.09M	10.4%	$118.47	—	UNIT SER 1	73935A104
SPY	SPDR S&P 500 ETF TR	190,000	$42.47M	9.6%	$223.51	—	Call	78462F103
TIP	ISHARES TR	338,600	$38.32M	8.6%	$113.16	—	TIPS BD ETF	464287176
DXJ	WISDOMTREE TR	617,200	$30.58M	6.9%	$49.54	—	JAPN HEDGE EQT	97717W851
SPY	SPDR S&P 500 ETF TR	124,100	$27.74M	6.3%	$223.51	—	TR UNIT	78462F103
IEF	ISHARES TR	153,900	$16.13M	3.6%	$104.80	—	7-10 Y TR BD ETF	464287440
—	ISHARES GOLD TRUST	1,443,200	$15.99M	3.6%	$11.08	—	ISHARES	464285105
TOTL	SSGA ACTIVE ETF TR	245,700	$11.89M	2.7%	$48.39	—	SPDR TR TACTIC	78467V848
SHV	ISHARES TR	106,300	$11.73M	2.6%	$110.31	—	SHRT TRS BD ETF	464288679
COMT	ISHARES U S ETF TR	250,000	$8.571M	1.9%	$34.28	—	COMMOD SEL STG	46431W853
ITOT	ISHARES TR	146,600	$7.521M	1.7%	$51.30	—	CORE S&P TTL STK	464287150
INDA	ISHARES TR	276,700	$7.419M	1.7%	$26.81	—	MSCI INDIA ETF	46429B598
VTI	VANGUARD INDEX FDS	56,200	$6.484M	1.5%	$115.37	—	TOTAL STK MKT	922908769
—	VANECK VECTORS ETF TR	292,100	$4.968M	1.1%	$17.01	—	RARE EARTH STRAT	92189F742
—	COLUMBIA ETF TR II	469,300	$4.955M	1.1%	$10.56	—	INDIA INFRSR ETF	19762B806
—	ISHARES	194,100	$4.823M	1.1%	$24.85	—	MSCI FRNTR100ETF	464286145
EWZ	ISHARES	80,300	$2.679M	0.6%	$33.36	—	MSCI BRZ CAP ETF	464286400
AGG	ISHARES TR	21,200	$2.287M	0.5%	$107.88	—	CORE US AGGBD ET	464287226
ACWI	ISHARES TR	4,200	$248K	0.1%	$59.05	—	MSCI ACWI ETF	464288257