3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 27, 2017

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

Holdings (26)

ACWI ISHARES TR 17.4%

Value $116M Shares 1,776,700 Share Price $65.49 Est. Cost/Share $62.43 Unrealized @ Report Date +4.9%

FEZ SPDR INDEX SHS FDS 10.1%

Value $67.46M Shares 1,753,600 Share Price $38.47 Est. Cost/Share $37.27 Unrealized @ Report Date +3.2%

— POWERSHARES QQQ TRUST 9.7%

Value $64.62M Shares 469,500 Share Price $137.63 Est. Cost/Share $137.63 Unrealized @ Report Date —

TIP ISHARES TR 9.1%

Value $60.82M Shares 536,200 Share Price $113.43 Est. Cost/Share $114.14 Unrealized @ Report Date -0.6%

NEAR ISHARES U S ETF TR 6.7%

Value $44.82M Shares 891,600 Share Price $50.27 Est. Cost/Share $50.19 Unrealized @ Report Date +0.2%

VBR VANGUARD INDEX FDS 6.6%

Value $44.06M Shares 358,500 Share Price $122.91 Est. Cost/Share $114.69 Unrealized @ Report Date +7.2%

— ISHARES GOLD TRUST 5.7%

Value $37.93M Shares 3,176,800 Share Price $11.94 Est. Cost/Share $11.57 Unrealized @ Report Date —

EWY ISHARES 5.1%

Value $33.91M Shares 500,000 Share Price $67.81 Est. Cost/Share — Unrealized @ Report Date —

IEF ISHARES TR 4.1%

Value $27.57M Shares 258,600 Share Price $106.62 Est. Cost/Share $106.72 Unrealized @ Report Date -0.1%

SHV ISHARES TR 3.8%

Value $25.67M Shares 232,700 Share Price $110.31 Est. Cost/Share $110.33 Unrealized @ Report Date -0.0%

FEZ SPDR INDEX SHS FDS 2.9%

Value $19.23M Shares 500,000 Share Price $38.47 Est. Cost/Share $37.27 Unrealized @ Report Date +3.2%

TOTL SSGA ACTIVE ETF TR 2.6%

Value $17.48M Shares 355,200 Share Price $49.21 Est. Cost/Share $49.11 Unrealized @ Report Date +0.2%

SPY SPDR S&P 500 ETF TR 2.4%

Value $16.09M Shares 66,600 Share Price $241.65 Est. Cost/Share $239.64 Unrealized @ Report Date +0.9%

DXJ WISDOMTREE TR 2.1%

Value $14.11M Shares 271,300 Share Price $51.99 * Est. Cost/Share $143.47 Unrealized @ Report Date +8.7%

INDA ISHARES TR 2.0%

Value $13.31M Shares 414,500 Share Price $32.10 Est. Cost/Share $28.76 Unrealized @ Report Date +11.6%

GLD SPDR GOLD TRUST 1.9%

Value $12.98M Shares 110,000 Share Price $118.02 Est. Cost/Share — Unrealized @ Report Date —

— ISHARES 1.8%

Value $11.79M Shares 412,400 Share Price $28.58 Est. Cost/Share $26.43 Unrealized @ Report Date —

VWO VANGUARD INTL EQUITY INDEX F 1.6%

Value $10.81M Shares 264,700 Share Price $40.83 Est. Cost/Share $38.59 Unrealized @ Report Date +5.8%

— COLUMBIA ETF TR II 1.0%

Value $6.968M Shares 525,500 Share Price $13.26 Est. Cost/Share $10.83 Unrealized @ Report Date —

AGG ISHARES TR 0.8%

Value $5.261M Shares 48,000 Share Price $109.60 Est. Cost/Share $109.02 Unrealized @ Report Date +0.4%

— COLUMBIA ETF TR II 0.5%

Value $3.576M Shares 185,500 Share Price $19.28 Est. Cost/Share $18.40 Unrealized @ Report Date —

— UBS AG LONDON BRH 0.5%

Value $3.385M Shares 61,200 Share Price $55.31 Est. Cost/Share $17.04 Unrealized @ Report Date —

— CLAYMORE EXCHANGE TRD FD TR 0.5%

Value $3.285M Shares 240,300 Share Price $13.67 Est. Cost/Share $12.85 Unrealized @ Report Date —

— VANECK VECTORS ETF TR 0.5%

Value $3.16M Shares 180,500 Share Price $17.51 Est. Cost/Share $17.41 Unrealized @ Report Date —

SMIN ISHARES TR 0.5%

Value $3.081M Shares 69,400 Share Price $44.39 Est. Cost/Share $44.22 Unrealized @ Report Date +0.4%

— GLOBAL X FDS 0.3%

Value $1.711M Shares 169,200 Share Price $10.11 Est. Cost/Share $10.11 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
ACWI	ISHARES TR	1,776,700	$116M	17.4%	$65.49	$62.43	+4.9%	MSCI ACWI ETF	464288257
FEZ	SPDR INDEX SHS FDS	1,753,600	$67.46M	10.1%	$38.47	$37.27	+3.2%	EURO STOXX 50	78463X202
—	POWERSHARES QQQ TRUST	469,500	$64.62M	9.7%	$137.63	$137.63	—	UNIT SER 1	73935A104
TIP	ISHARES TR	536,200	$60.82M	9.1%	$113.43	$114.14	-0.6%	TIPS BD ETF	464287176
NEAR	ISHARES U S ETF TR	891,600	$44.82M	6.7%	$50.27	$50.19	+0.2%	SHT MAT BD ETF	46431W507
VBR	VANGUARD INDEX FDS	358,500	$44.06M	6.6%	$122.91	$114.69	+7.2%	SM CP VAL ETF	922908611
—	ISHARES GOLD TRUST	3,176,800	$37.93M	5.7%	$11.94	$11.57	—	ISHARES	464285105
EWY	ISHARES	500,000	$33.91M	5.1%	$67.81	—	—	Put	464286772
IEF	ISHARES TR	258,600	$27.57M	4.1%	$106.62	$106.72	-0.1%	7-10YR TR BD ETF	464287440
SHV	ISHARES TR	232,700	$25.67M	3.8%	$110.31	$110.33	-0.0%	SHRT TRS BD ETF	464288679
FEZ	SPDR INDEX SHS FDS	500,000	$19.23M	2.9%	$38.47	$37.27	+3.2%	Call	78463X202
TOTL	SSGA ACTIVE ETF TR	355,200	$17.48M	2.6%	$49.21	$49.11	+0.2%	SPDR TR TACTIC	78467V848
SPY	SPDR S&P 500 ETF TR	66,600	$16.09M	2.4%	$241.65	$239.64	+0.9%	TR UNIT	78462F103
DXJ	WISDOMTREE TR	271,300	$14.11M	2.1%	$51.99 *	$143.47	+8.7%	JAPN HEDGE EQT	97717W851
INDA	ISHARES TR	414,500	$13.31M	2.0%	$32.10	$28.76	+11.6%	MSCI INDIA ETF	46429B598
GLD	SPDR GOLD TRUST	110,000	$12.98M	1.9%	$118.02	—	—	Call	78463V107
—	ISHARES	412,400	$11.79M	1.8%	$28.58	$26.43	—	MSCI FRNTR100ETF	464286145
VWO	VANGUARD INTL EQUITY INDEX F	264,700	$10.81M	1.6%	$40.83	$38.59	+5.8%	FTSE EMR MKT ETF	922042858
—	COLUMBIA ETF TR II	525,500	$6.968M	1.0%	$13.26	$10.83	—	INDIA INFRSR ETF	19762B806
AGG	ISHARES TR	48,000	$5.261M	0.8%	$109.60	$109.02	+0.4%	CORE US AGGBD ET	464287226
—	COLUMBIA ETF TR II	185,500	$3.576M	0.5%	$19.28	$18.40	—	INDIA SML CP ETF	19762B889
—	UBS AG LONDON BRH	61,200	$3.385M	0.5%	$55.31	$17.04	—	VELOCITYSHS SHRT	90274D150
—	CLAYMORE EXCHANGE TRD FD TR	240,300	$3.285M	0.5%	$13.67	$12.85	—	GUGG FRNTR MKT	18383Q838
—	VANECK VECTORS ETF TR	180,500	$3.16M	0.5%	$17.51	$17.41	—	RARE EARTH STRAT	92189F742
SMIN	ISHARES TR	69,400	$3.081M	0.5%	$44.39	$44.22	+0.4%	MSCI INDIA SM CP	46429B614
—	GLOBAL X FDS	169,200	$1.711M	0.3%	$10.11	$10.11	—	MSCI GREECE ETF	37950E366