3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 2, 2018

Total Value ($000): $892,845 (100.0% shares, 0.0% debt)

Holdings (30)

ACWI ISHARES TR 17.8%

Value ($000) $159,103 Shares 2,207,000 Est. Cost $64.88 Unrealized —

NEAR ISHARES U S ETF TR 9.2%

Value ($000) $82,541 Shares 1,646,900 Est. Cost $50.20 Unrealized —

TIP ISHARES TR 7.5%

Value ($000) $66,782 Shares 585,400 Est. Cost $113.59 Unrealized —

EEM ISHARES TR 6.3%

Value ($000) $56,073 Shares 1,190,000 Est. Cost — Unrealized —

EWJ ISHARES INC 5.8%

Value ($000) $51,971 Shares 867,200 Est. Cost $59.93 Unrealized —

EEM ISHARES TR 5.5%

Value ($000) $49,005 Shares 1,040,000 Est. Cost — Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 4.7%

Value ($000) $41,544 Shares 904,900 Est. Cost $42.44 Unrealized —

SPY SPDR S&P 500 ETF TR 4.5%

Value ($000) $40,029 Shares 150,000 Est. Cost — Unrealized —

IEMG ISHARES INC 4.5%

Value ($000) $39,983 Shares 702,700 Est. Cost $56.90 Unrealized —

IEF ISHARES TR 4.4%

Value ($000) $39,663 Shares 375,700 Est. Cost $105.58 Unrealized —

— POWERSHARES QQQ TRUST 4.0%

Value ($000) $35,500 Shares 227,900 Est. Cost $155.77 Unrealized —

VBR VANGUARD INDEX FDS 4.0%

Value ($000) $35,389 Shares 266,500 Est. Cost $121.47 Unrealized —

— ISHARES GOLD TRUST 3.4%

Value ($000) $29,964 Shares 2,395,200 Est. Cost $11.73 Unrealized —

DXJ WISDOMTREE TR 3.1%

Value ($000) $27,387 Shares 461,600 Est. Cost $53.78 Unrealized —

FBND FIDELITY 2.5%

Value ($000) $22,206 Shares 441,900 Est. Cost $50.29 Unrealized —

INDA ISHARES TR 2.0%

Value ($000) $17,566 Shares 487,000 Est. Cost $29.43 Unrealized —

— ISHARES INC 1.7%

Value ($000) $15,306 Shares 462,100 Est. Cost $27.04 Unrealized —

SHV ISHARES TR 1.3%

Value ($000) $11,503 Shares 104,300 Est. Cost $110.33 Unrealized —

SCJ ISHARES INC 1.1%

Value ($000) $9,461 Shares 118,600 Est. Cost $76.43 Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 1.0%

Value ($000) $9,220 Shares 184,200 Est. Cost $50.05 Unrealized —

EWJ ISHARES INC 1.0%

Value ($000) $8,870 Shares 148,000 Est. Cost $59.93 Unrealized —

ITOT ISHARES TR 0.8%

Value ($000) $7,407 Shares 121,100 Est. Cost $57.69 Unrealized —

FEMS FIRST TR EXCH TRD ALPHA FD I 0.7%

Value ($000) $5,841 Shares 134,800 Est. Cost $41.41 Unrealized —

AGG ISHARES TR 0.7%

Value ($000) $5,822 Shares 53,200 Est. Cost $108.58 Unrealized —

— INDEXIQ ETF TR 0.6%

Value ($000) $5,516 Shares 193,000 Est. Cost $26.98 Unrealized —

— VANECK VECTORS ETF TR 0.6%

Value ($000) $5,512 Shares 183,200 Est. Cost $17.60 Unrealized —

— COLUMBIA ETF TR II 0.5%

Value ($000) $4,378 Shares 186,800 Est. Cost $18.40 Unrealized —

SMIN ISHARES TR 0.4%

Value ($000) $3,809 Shares 72,500 Est. Cost $44.44 Unrealized —

— CLAYMORE EXCHANGE TRD FD TR 0.4%

Value ($000) $3,598 Shares 242,300 Est. Cost $12.85 Unrealized —

— COLUMBIA ETF TR II 0.2%

Value ($000) $1,896 Shares 119,500 Est. Cost $10.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	2,207,000	$159,103	17.8%	$64.88	—	MSCI ACWI ETF	464288257
NEAR	ISHARES U S ETF TR	1,646,900	$82,541	9.2%	$50.20	—	SHT MAT BD ETF	46431W507
TIP	ISHARES TR	585,400	$66,782	7.5%	$113.59	—	TIPS BD ETF	464287176
EEM	ISHARES TR	1,190,000	$56,073	6.3%	—	—	Call	464287234
EWJ	ISHARES INC	867,200	$51,971	5.8%	$59.93	—	MSCI JPN ETF NEW	46434G822
EEM	ISHARES TR	1,040,000	$49,005	5.5%	—	—	Put	464287234
VWO	VANGUARD INTL EQUITY INDEX F	904,900	$41,544	4.7%	$42.44	—	FTSE EMR MKT ETF	922042858
SPY	SPDR S&P 500 ETF TR	150,000	$40,029	4.5%	—	—	Put	78462F103
IEMG	ISHARES INC	702,700	$39,983	4.5%	$56.90	—	CORE MSCI EMKT	46434G103
IEF	ISHARES TR	375,700	$39,663	4.4%	$105.58	—	BARCLAYS 7 10 YR	464287440
—	POWERSHARES QQQ TRUST	227,900	$35,500	4.0%	$155.77	—	UNIT SER 1	73935A104
VBR	VANGUARD INDEX FDS	266,500	$35,389	4.0%	$121.47	—	SM CP VAL ETF	922908611
—	ISHARES GOLD TRUST	2,395,200	$29,964	3.4%	$11.73	—	ISHARES	464285105
DXJ	WISDOMTREE TR	461,600	$27,387	3.1%	$53.78	—	JAPN HEDGE EQT	97717W851
FBND	FIDELITY	441,900	$22,206	2.5%	$50.29	—	TOTAL BD ETF	316188309
INDA	ISHARES TR	487,000	$17,566	2.0%	$29.43	—	MSCI INDIA ETF	46429B598
—	ISHARES INC	462,100	$15,306	1.7%	$27.04	—	MSCI FRNTR100ETF	464286145
SHV	ISHARES TR	104,300	$11,503	1.3%	$110.33	—	SHORT TREAS BD	464288679
SCJ	ISHARES INC	118,600	$9,461	1.1%	$76.43	—	MSCI JAPN SMCETF	464286582
JPST	JP MORGAN EXCHANGE TRADED FD	184,200	$9,220	1.0%	$50.05	—	ULTRA SHRT INC	46641Q837
EWJ	ISHARES INC	148,000	$8,870	1.0%	$59.93	—	Call	46434G822
ITOT	ISHARES TR	121,100	$7,407	0.8%	$57.69	—	CORE S&P TTL STK	464287150
FEMS	FIRST TR EXCH TRD ALPHA FD I	134,800	$5,841	0.7%	$41.41	—	EM SML CP ALPH	33737J307
AGG	ISHARES TR	53,200	$5,822	0.7%	$108.58	—	CORE US AGGBD ET	464287226
—	INDEXIQ ETF TR	193,000	$5,516	0.6%	$26.98	—	IQ GLB RES ETF	45409B883
—	VANECK VECTORS ETF TR	183,200	$5,512	0.6%	$17.60	—	RARE EARTH STRAT	92189F742
—	COLUMBIA ETF TR II	186,800	$4,378	0.5%	$18.40	—	INDIA SML CP ETF	19762B889
SMIN	ISHARES TR	72,500	$3,809	0.4%	$44.44	—	MSCI INDIA SM CP	46429B614
—	CLAYMORE EXCHANGE TRD FD TR	242,300	$3,598	0.4%	$12.85	—	GUGG FRNTR MKT	18383Q838
—	COLUMBIA ETF TR II	119,500	$1,896	0.2%	$10.83	—	INDIA INFRSR ETF	19762B806