3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 27, 2017

Total Value ($000): $669,439 (100.0% shares, 0.0% debt)

Holdings (26)

ACWI ISHARES TR 17.4%

Value ($000) $116,353 Shares 1,776,700 Est. Cost $63.64 Unrealized —

FEZ SPDR INDEX SHS FDS 10.1%

Value ($000) $67,460 Shares 1,753,600 Est. Cost $37.84 Unrealized —

— POWERSHARES QQQ TRUST 9.7%

Value ($000) $64,616 Shares 469,500 Est. Cost $137.63 Unrealized —

TIP ISHARES TR 9.1%

Value ($000) $60,820 Shares 536,200 Est. Cost $113.54 Unrealized —

NEAR ISHARES U S ETF TR 6.7%

Value ($000) $44,819 Shares 891,600 Est. Cost $50.21 Unrealized —

VBR VANGUARD INDEX FDS 6.6%

Value ($000) $44,065 Shares 358,500 Est. Cost $121.01 Unrealized —

— ISHARES GOLD TRUST 5.7%

Value ($000) $37,932 Shares 3,176,800 Est. Cost $11.57 Unrealized —

EWY ISHARES 5.1%

Value ($000) $33,905 Shares 500,000 Est. Cost — Unrealized —

IEF ISHARES TR 4.1%

Value ($000) $27,572 Shares 258,600 Est. Cost $105.27 Unrealized —

SHV ISHARES TR 3.8%

Value ($000) $25,670 Shares 232,700 Est. Cost $110.33 Unrealized —

FEZ SPDR INDEX SHS FDS 2.9%

Value ($000) $19,235 Shares 500,000 Est. Cost $37.84 Unrealized —

TOTL SSGA ACTIVE ETF TR 2.6%

Value ($000) $17,481 Shares 355,200 Est. Cost $48.58 Unrealized —

SPY SPDR S&P 500 ETF TR 2.4%

Value ($000) $16,094 Shares 66,600 Est. Cost $241.65 Unrealized —

DXJ WISDOMTREE TR 2.1%

Value ($000) $14,106 Shares 271,300 Est. Cost $49.77 Unrealized —

INDA ISHARES TR 2.0%

Value ($000) $13,307 Shares 414,500 Est. Cost $28.46 Unrealized —

GLD SPDR GOLD TRUST 1.9%

Value ($000) $12,982 Shares 110,000 Est. Cost — Unrealized —

— ISHARES 1.8%

Value ($000) $11,788 Shares 412,400 Est. Cost $26.43 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.6%

Value ($000) $10,807 Shares 264,700 Est. Cost $39.72 Unrealized —

— COLUMBIA ETF TR II 1.0%

Value ($000) $6,968 Shares 525,500 Est. Cost $10.83 Unrealized —

AGG ISHARES TR 0.8%

Value ($000) $5,261 Shares 48,000 Est. Cost $108.47 Unrealized —

— COLUMBIA ETF TR II 0.5%

Value ($000) $3,576 Shares 185,500 Est. Cost $18.40 Unrealized —

— UBS AG LONDON BRH 0.5%

Value ($000) $3,385 Shares 61,200 Est. Cost $17.04 Unrealized —

— CLAYMORE EXCHANGE TRD FD TR 0.5%

Value ($000) $3,285 Shares 240,300 Est. Cost $12.85 Unrealized —

— VANECK VECTORS ETF TR 0.5%

Value ($000) $3,160 Shares 180,500 Est. Cost $17.41 Unrealized —

SMIN ISHARES TR 0.5%

Value ($000) $3,081 Shares 69,400 Est. Cost $44.39 Unrealized —

— GLOBAL X FDS 0.3%

Value ($000) $1,711 Shares 169,200 Est. Cost $10.11 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	1,776,700	$116,353	17.4%	$63.64	—	MSCI ACWI ETF	464288257
FEZ	SPDR INDEX SHS FDS	1,753,600	$67,460	10.1%	$37.84	—	EURO STOXX 50	78463X202
—	POWERSHARES QQQ TRUST	469,500	$64,616	9.7%	$137.63	—	UNIT SER 1	73935A104
TIP	ISHARES TR	536,200	$60,820	9.1%	$113.54	—	TIPS BD ETF	464287176
NEAR	ISHARES U S ETF TR	891,600	$44,819	6.7%	$50.21	—	SHT MAT BD ETF	46431W507
VBR	VANGUARD INDEX FDS	358,500	$44,065	6.6%	$121.01	—	SM CP VAL ETF	922908611
—	ISHARES GOLD TRUST	3,176,800	$37,932	5.7%	$11.57	—	ISHARES	464285105
EWY	ISHARES	500,000	$33,905	5.1%	—	—	Put	464286772
IEF	ISHARES TR	258,600	$27,572	4.1%	$105.27	—	7-10YR TR BD ETF	464287440
SHV	ISHARES TR	232,700	$25,670	3.8%	$110.33	—	SHRT TRS BD ETF	464288679
FEZ	SPDR INDEX SHS FDS	500,000	$19,235	2.9%	$37.84	—	Call	78463X202
TOTL	SSGA ACTIVE ETF TR	355,200	$17,481	2.6%	$48.58	—	SPDR TR TACTIC	78467V848
SPY	SPDR S&P 500 ETF TR	66,600	$16,094	2.4%	$241.65	—	TR UNIT	78462F103
DXJ	WISDOMTREE TR	271,300	$14,106	2.1%	$49.77	—	JAPN HEDGE EQT	97717W851
INDA	ISHARES TR	414,500	$13,307	2.0%	$28.46	—	MSCI INDIA ETF	46429B598
GLD	SPDR GOLD TRUST	110,000	$12,982	1.9%	—	—	Call	78463V107
—	ISHARES	412,400	$11,788	1.8%	$26.43	—	MSCI FRNTR100ETF	464286145
VWO	VANGUARD INTL EQUITY INDEX F	264,700	$10,807	1.6%	$39.72	—	FTSE EMR MKT ETF	922042858
—	COLUMBIA ETF TR II	525,500	$6,968	1.0%	$10.83	—	INDIA INFRSR ETF	19762B806
AGG	ISHARES TR	48,000	$5,261	0.8%	$108.47	—	CORE US AGGBD ET	464287226
—	COLUMBIA ETF TR II	185,500	$3,576	0.5%	$18.40	—	INDIA SML CP ETF	19762B889
—	UBS AG LONDON BRH	61,200	$3,385	0.5%	$17.04	—	VELOCITYSHS SHRT	90274D150
—	CLAYMORE EXCHANGE TRD FD TR	240,300	$3,285	0.5%	$12.85	—	GUGG FRNTR MKT	18383Q838
—	VANECK VECTORS ETF TR	180,500	$3,160	0.5%	$17.41	—	RARE EARTH STRAT	92189F742
SMIN	ISHARES TR	69,400	$3,081	0.5%	$44.39	—	MSCI INDIA SM CP	46429B614
—	GLOBAL X FDS	169,200	$1,711	0.3%	$10.11	—	MSCI GREECE ETF	37950E366