3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 2, 2018

Total Value: $893M (100.0% shares, 0.0% debt)

Holdings (30)

ACWI ISHARES TR 17.8%

Value $159M Shares 2,207,000 Share Price $72.09 Est. Cost/Share $63.62 Unrealized @ Report Date +13.3%

NEAR ISHARES U S ETF TR 9.2%

Value $82.54M Shares 1,646,900 Share Price $50.12 Est. Cost/Share $50.21 Unrealized @ Report Date -0.2%

TIP ISHARES TR 7.5%

Value $66.78M Shares 585,400 Share Price $114.08 Est. Cost/Share $114.10 Unrealized @ Report Date -0.0%

EEM ISHARES TR 6.3%

Value $56.07M Shares 1,190,000 Share Price $47.12 Est. Cost/Share — Unrealized @ Report Date —

EWJ ISHARES INC 5.8%

Value $51.97M Shares 867,200 Share Price $59.93 Est. Cost/Share $58.70 Unrealized @ Report Date +2.1%

EEM ISHARES TR 5.5%

Value $49.01M Shares 1,040,000 Share Price $47.12 Est. Cost/Share — Unrealized @ Report Date —

VWO VANGUARD INTL EQUITY INDEX F 4.7%

Value $41.54M Shares 904,900 Share Price $45.91 Est. Cost/Share $41.90 Unrealized @ Report Date +9.6%

SPY SPDR S&P 500 ETF TR 4.5%

Value $40.03M Shares 150,000 Share Price $266.86 Est. Cost/Share — Unrealized @ Report Date —

IEMG ISHARES INC 4.5%

Value $39.98M Shares 702,700 Share Price $56.90 Est. Cost/Share $55.83 Unrealized @ Report Date +1.9%

IEF ISHARES TR 4.4%

Value $39.66M Shares 375,700 Share Price $105.57 Est. Cost/Share $106.76 Unrealized @ Report Date -1.1%

— POWERSHARES QQQ TRUST 4.0%

Value $35.5M Shares 227,900 Share Price $155.77 Est. Cost/Share $155.77 Unrealized @ Report Date —

VBR VANGUARD INDEX FDS 4.0%

Value $35.39M Shares 266,500 Share Price $132.79 Est. Cost/Share $115.27 Unrealized @ Report Date +15.2%

— ISHARES GOLD TRUST 3.4%

Value $29.96M Shares 2,395,200 Share Price $12.51 Est. Cost/Share $11.73 Unrealized @ Report Date —

DXJ WISDOMTREE TR 3.1%

Value $27.39M Shares 461,600 Share Price $59.33 * Est. Cost/Share $155.90 Unrealized @ Report Date +14.2%

FBND FIDELITY 2.5%

Value $22.21M Shares 441,900 Share Price $50.25 Est. Cost/Share $50.36 Unrealized @ Report Date -0.2%

INDA ISHARES TR 2.0%

Value $17.57M Shares 487,000 Share Price $36.07 Est. Cost/Share $29.61 Unrealized @ Report Date +21.8%

— ISHARES INC 1.7%

Value $15.31M Shares 462,100 Share Price $33.12 Est. Cost/Share $27.04 Unrealized @ Report Date —

SHV ISHARES TR 1.3%

Value $11.5M Shares 104,300 Share Price $110.29 Est. Cost/Share $110.33 Unrealized @ Report Date -0.1%

SCJ ISHARES INC 1.1%

Value $9.461M Shares 118,600 Share Price $79.77 Est. Cost/Share $74.09 Unrealized @ Report Date +7.7%

JPST JP MORGAN EXCHANGE TRADED FD 1.0%

Value $9.22M Shares 184,200 Share Price $50.05 Est. Cost/Share $50.11 Unrealized @ Report Date -0.1%

EWJ ISHARES INC 1.0%

Value $8.87M Shares 148,000 Share Price $59.93 Est. Cost/Share $58.70 Unrealized @ Report Date +2.1%

ITOT ISHARES TR 0.8%

Value $7.407M Shares 121,100 Share Price $61.16 Est. Cost/Share $56.47 Unrealized @ Report Date +8.3%

FEMS FIRST TR EXCH TRD ALPHA FD I 0.7%

Value $5.841M Shares 134,800 Share Price $43.33 Est. Cost/Share $40.49 Unrealized @ Report Date +7.0%

AGG ISHARES TR 0.7%

Value $5.822M Shares 53,200 Share Price $109.44 Est. Cost/Share $109.08 Unrealized @ Report Date +0.2%

— INDEXIQ ETF TR 0.6%

Value $5.516M Shares 193,000 Share Price $28.58 Est. Cost/Share $26.98 Unrealized @ Report Date —

— VANECK VECTORS ETF TR 0.6%

Value $5.512M Shares 183,200 Share Price $30.09 Est. Cost/Share $17.60 Unrealized @ Report Date —

— COLUMBIA ETF TR II 0.5%

Value $4.378M Shares 186,800 Share Price $23.44 Est. Cost/Share $18.40 Unrealized @ Report Date —

SMIN ISHARES TR 0.4%

Value $3.809M Shares 72,500 Share Price $52.54 Est. Cost/Share $44.27 Unrealized @ Report Date +18.7%

— CLAYMORE EXCHANGE TRD FD TR 0.4%

Value $3.598M Shares 242,300 Share Price $14.85 Est. Cost/Share $12.85 Unrealized @ Report Date —

— COLUMBIA ETF TR II 0.2%

Value $1.896M Shares 119,500 Share Price $15.87 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	2,207,000	$159M	17.8%	$72.09	$63.62	+13.3%	MSCI ACWI ETF	464288257
NEAR	ISHARES U S ETF TR	1,646,900	$82.54M	9.2%	$50.12	$50.21	-0.2%	SHT MAT BD ETF	46431W507
TIP	ISHARES TR	585,400	$66.78M	7.5%	$114.08	$114.10	-0.0%	TIPS BD ETF	464287176
EEM	ISHARES TR	1,190,000	$56.07M	6.3%	$47.12	—	—	Call	464287234
EWJ	ISHARES INC	867,200	$51.97M	5.8%	$59.93	$58.70	+2.1%	MSCI JPN ETF NEW	46434G822
EEM	ISHARES TR	1,040,000	$49.01M	5.5%	$47.12	—	—	Put	464287234
VWO	VANGUARD INTL EQUITY INDEX F	904,900	$41.54M	4.7%	$45.91	$41.90	+9.6%	FTSE EMR MKT ETF	922042858
SPY	SPDR S&P 500 ETF TR	150,000	$40.03M	4.5%	$266.86	—	—	Put	78462F103
IEMG	ISHARES INC	702,700	$39.98M	4.5%	$56.90	$55.83	+1.9%	CORE MSCI EMKT	46434G103
IEF	ISHARES TR	375,700	$39.66M	4.4%	$105.57	$106.76	-1.1%	BARCLAYS 7 10 YR	464287440
—	POWERSHARES QQQ TRUST	227,900	$35.5M	4.0%	$155.77	$155.77	—	UNIT SER 1	73935A104
VBR	VANGUARD INDEX FDS	266,500	$35.39M	4.0%	$132.79	$115.27	+15.2%	SM CP VAL ETF	922908611
—	ISHARES GOLD TRUST	2,395,200	$29.96M	3.4%	$12.51	$11.73	—	ISHARES	464285105
DXJ	WISDOMTREE TR	461,600	$27.39M	3.1%	$59.33 *	$155.90	+14.2%	JAPN HEDGE EQT	97717W851
FBND	FIDELITY	441,900	$22.21M	2.5%	$50.25	$50.36	-0.2%	TOTAL BD ETF	316188309
INDA	ISHARES TR	487,000	$17.57M	2.0%	$36.07	$29.61	+21.8%	MSCI INDIA ETF	46429B598
—	ISHARES INC	462,100	$15.31M	1.7%	$33.12	$27.04	—	MSCI FRNTR100ETF	464286145
SHV	ISHARES TR	104,300	$11.5M	1.3%	$110.29	$110.33	-0.1%	SHORT TREAS BD	464288679
SCJ	ISHARES INC	118,600	$9.461M	1.1%	$79.77	$74.09	+7.7%	MSCI JAPN SMCETF	464286582
JPST	JP MORGAN EXCHANGE TRADED FD	184,200	$9.22M	1.0%	$50.05	$50.11	-0.1%	ULTRA SHRT INC	46641Q837
EWJ	ISHARES INC	148,000	$8.87M	1.0%	$59.93	$58.70	+2.1%	Call	46434G822
ITOT	ISHARES TR	121,100	$7.407M	0.8%	$61.16	$56.47	+8.3%	CORE S&P TTL STK	464287150
FEMS	FIRST TR EXCH TRD ALPHA FD I	134,800	$5.841M	0.7%	$43.33	$40.49	+7.0%	EM SML CP ALPH	33737J307
AGG	ISHARES TR	53,200	$5.822M	0.7%	$109.44	$109.08	+0.2%	CORE US AGGBD ET	464287226
—	INDEXIQ ETF TR	193,000	$5.516M	0.6%	$28.58	$26.98	—	IQ GLB RES ETF	45409B883
—	VANECK VECTORS ETF TR	183,200	$5.512M	0.6%	$30.09	$17.60	—	RARE EARTH STRAT	92189F742
—	COLUMBIA ETF TR II	186,800	$4.378M	0.5%	$23.44	$18.40	—	INDIA SML CP ETF	19762B889
SMIN	ISHARES TR	72,500	$3.809M	0.4%	$52.54	$44.27	+18.7%	MSCI INDIA SM CP	46429B614
—	CLAYMORE EXCHANGE TRD FD TR	242,300	$3.598M	0.4%	$14.85	$12.85	—	GUGG FRNTR MKT	18383Q838
—	COLUMBIA ETF TR II	119,500	$1.896M	0.2%	$15.87	$10.83	—	INDIA INFRSR ETF	19762B806