3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value: $631M (100.0% shares, 0.0% debt)

Holdings (26)

ACWI ISHARES TR 22.3%

Value $141M Shares 2,048,400 Share Price $68.82 Est. Cost/Share $63.07 Unrealized @ Report Date +9.1%

NEAR ISHARES U S ETF TR 9.8%

Value $61.83M Shares 1,229,400 Share Price $50.29 Est. Cost/Share $50.21 Unrealized @ Report Date +0.2%

TIP ISHARES TR 9.5%

Value $59.86M Shares 527,000 Share Price $113.58 Est. Cost/Share $114.14 Unrealized @ Report Date -0.5%

— ISHARES GOLD TRUST 7.9%

Value $49.62M Shares 4,030,900 Share Price $12.31 Est. Cost/Share $11.73 Unrealized @ Report Date —

VBR VANGUARD INDEX FDS 7.8%

Value $49.18M Shares 384,800 Share Price $127.80 Est. Cost/Share $115.27 Unrealized @ Report Date +10.9%

VWO VANGUARD INTL EQUITY INDEX F 6.2%

Value $39.17M Shares 899,000 Share Price $43.57 Est. Cost/Share $41.90 Unrealized @ Report Date +4.0%

IEF ISHARES TR 5.8%

Value $36.55M Shares 343,100 Share Price $106.53 Est. Cost/Share $106.83 Unrealized @ Report Date -0.3%

EWY ISHARES INC 5.5%

Value $34.53M Shares 500,000 Share Price $69.06 Est. Cost/Share — Unrealized @ Report Date —

EEM ISHARES TR 5.3%

Value $33.61M Shares 750,000 Share Price $44.81 Est. Cost/Share — Unrealized @ Report Date —

FBND FIDELITY 3.2%

Value $20.14M Shares 400,500 Share Price $50.30 Est. Cost/Share $50.37 Unrealized @ Report Date -0.1%

DXJ WISDOMTREE TR 2.3%

Value $14.66M Shares 268,000 Share Price $54.69 * Est. Cost/Share $143.47 Unrealized @ Report Date +14.4%

INDA ISHARES TR 2.3%

Value $14.46M Shares 440,200 Share Price $32.85 Est. Cost/Share $29.06 Unrealized @ Report Date +13.0%

— ISHARES INC 2.2%

Value $13.76M Shares 439,200 Share Price $31.33 Est. Cost/Share $26.72 Unrealized @ Report Date —

SHV ISHARES TR 1.8%

Value $11.06M Shares 100,200 Share Price $110.41 Est. Cost/Share $110.33 Unrealized @ Report Date +0.1%

ITOT ISHARES TR 1.1%

Value $6.839M Shares 118,700 Share Price $57.62 Est. Cost/Share $56.41 Unrealized @ Report Date +2.2%

AGG ISHARES TR 0.9%

Value $5.601M Shares 51,100 Share Price $109.61 Est. Cost/Share $109.07 Unrealized @ Report Date +0.5%

FEMS FIRST TR EXCH TRD ALPHA FD I 0.9%

Value $5.566M Shares 134,400 Share Price $41.41 Est. Cost/Share $40.49 Unrealized @ Report Date +2.3%

SCJ ISHARES INC 0.8%

Value $5.204M Shares 70,200 Share Price $74.13 Est. Cost/Share $71.93 Unrealized @ Report Date +3.1%

— INDEXIQ ETF TR 0.8%

Value $5.178M Shares 191,900 Share Price $26.98 Est. Cost/Share $26.98 Unrealized @ Report Date —

— VANECK VECTORS ETF TR 0.7%

Value $4.662M Shares 180,500 Share Price $25.83 Est. Cost/Share $17.41 Unrealized @ Report Date —

EWZ ISHARES INC 0.6%

Value $3.728M Shares 89,400 Share Price $41.70 Est. Cost/Share $39.12 Unrealized @ Report Date +6.6%

— COLUMBIA ETF TR II 0.6%

Value $3.594M Shares 185,500 Share Price $19.37 Est. Cost/Share $18.40 Unrealized @ Report Date —

— CLAYMORE EXCHANGE TRD FD TR 0.6%

Value $3.527M Shares 240,300 Share Price $14.68 Est. Cost/Share $12.85 Unrealized @ Report Date —

SMIN ISHARES TR 0.5%

Value $3.286M Shares 71,900 Share Price $45.70 Est. Cost/Share $44.27 Unrealized @ Report Date +3.2%

— GLOBAL X FDS 0.5%

Value $3.078M Shares 325,400 Share Price $9.46 Est. Cost/Share $9.80 Unrealized @ Report Date —

— COLUMBIA ETF TR II 0.3%

Value $1.677M Shares 118,600 Share Price $14.14 Est. Cost/Share $10.83 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
ACWI	ISHARES TR	2,048,400	$141M	22.3%	$68.82	$63.07	+9.1%	MSCI ACWI ETF	464288257
NEAR	ISHARES U S ETF TR	1,229,400	$61.83M	9.8%	$50.29	$50.21	+0.2%	SHT MAT BD ETF	46431W507
TIP	ISHARES TR	527,000	$59.86M	9.5%	$113.58	$114.14	-0.5%	TIPS BD ETF	464287176
—	ISHARES GOLD TRUST	4,030,900	$49.62M	7.9%	$12.31	$11.73	—	ISHARES	464285105
VBR	VANGUARD INDEX FDS	384,800	$49.18M	7.8%	$127.80	$115.27	+10.9%	SM CP VAL ETF	922908611
VWO	VANGUARD INTL EQUITY INDEX F	899,000	$39.17M	6.2%	$43.57	$41.90	+4.0%	FTSE EMR MKT ETF	922042858
IEF	ISHARES TR	343,100	$36.55M	5.8%	$106.53	$106.83	-0.3%	BARCLAYS 7 10 YR	464287440
EWY	ISHARES INC	500,000	$34.53M	5.5%	$69.06	—	—	Put	464286772
EEM	ISHARES TR	750,000	$33.61M	5.3%	$44.81	—	—	Put	464287234
FBND	FIDELITY	400,500	$20.14M	3.2%	$50.30	$50.37	-0.1%	TOTAL BD ETF	316188309
DXJ	WISDOMTREE TR	268,000	$14.66M	2.3%	$54.69 *	$143.47	+14.4%	JAPN HEDGE EQT	97717W851
INDA	ISHARES TR	440,200	$14.46M	2.3%	$32.85	$29.06	+13.0%	MSCI INDIA ETF	46429B598
—	ISHARES INC	439,200	$13.76M	2.2%	$31.33	$26.72	—	MSCI FRNTR100ETF	464286145
SHV	ISHARES TR	100,200	$11.06M	1.8%	$110.41	$110.33	+0.1%	SHORT TREAS BD	464288679
ITOT	ISHARES TR	118,700	$6.839M	1.1%	$57.62	$56.41	+2.2%	CORE S&P TTL STK	464287150
AGG	ISHARES TR	51,100	$5.601M	0.9%	$109.61	$109.07	+0.5%	CORE US AGGBD ET	464287226
FEMS	FIRST TR EXCH TRD ALPHA FD I	134,400	$5.566M	0.9%	$41.41	$40.49	+2.3%	EM SML CP ALPH	33737J307
SCJ	ISHARES INC	70,200	$5.204M	0.8%	$74.13	$71.93	+3.1%	MSCI JAPN SMCETF	464286582
—	INDEXIQ ETF TR	191,900	$5.178M	0.8%	$26.98	$26.98	—	IQ GLB RES ETF	45409B883
—	VANECK VECTORS ETF TR	180,500	$4.662M	0.7%	$25.83	$17.41	—	RARE EARTH STRAT	92189F742
EWZ	ISHARES INC	89,400	$3.728M	0.6%	$41.70	$39.12	+6.6%	MSCI BRZ CAP ETF	464286400
—	COLUMBIA ETF TR II	185,500	$3.594M	0.6%	$19.37	$18.40	—	INDIA SML CP ETF	19762B889
—	CLAYMORE EXCHANGE TRD FD TR	240,300	$3.527M	0.6%	$14.68	$12.85	—	GUGG FRNTR MKT	18383Q838
SMIN	ISHARES TR	71,900	$3.286M	0.5%	$45.70	$44.27	+3.2%	MSCI INDIA SM CP	46429B614
—	GLOBAL X FDS	325,400	$3.078M	0.5%	$9.46	$9.80	—	MSCI GREECE ETF	37950E366
—	COLUMBIA ETF TR II	118,600	$1.677M	0.3%	$14.14	$10.83	—	INDIA INFRSR ETF	19762B806