3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $1,286,351 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 35.5%

Value ($000) $456,354 Shares 1,734,200 Est. Cost — Unrealized —

NEAR ISHARES US ETF TR 16.7%

Value ($000) $214,810 Shares 4,282,500 Est. Cost $50.18 Unrealized —

SPY SPDR S&P 500 ETF TR 8.7%

Value ($000) $111,945 Shares 425,400 Est. Cost — Unrealized —

TIP ISHARES TR 5.7%

Value ($000) $73,157 Shares 647,100 Est. Cost $113.54 Unrealized —

GLD SPDR GOLD TRUST 4.8%

Value ($000) $61,879 Shares 491,900 Est. Cost $125.80 Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 3.9%

Value ($000) $49,658 Shares 992,500 Est. Cost $50.04 Unrealized —

— ISHARES GOLD TRUST 3.6%

Value ($000) $46,548 Shares 3,656,500 Est. Cost $12.07 Unrealized —

IEF ISHARES TR 3.3%

Value ($000) $42,636 Shares 413,200 Est. Cost $105.36 Unrealized —

VBR VANGUARD INDEX FDS 3.2%

Value ($000) $40,679 Shares 314,300 Est. Cost $122.68 Unrealized —

— POWERSHARES QQQ TRUST 3.1%

Value ($000) $39,317 Shares 245,500 Est. Cost $156.08 Unrealized —

SHV ISHARES TR 2.0%

Value ($000) $25,110 Shares 227,500 Est. Cost $110.35 Unrealized —

IEMG ISHARES INC 1.9%

Value ($000) $24,236 Shares 415,000 Est. Cost $56.90 Unrealized —

FBND FIDELITY 1.8%

Value ($000) $22,811 Shares 464,200 Est. Cost $50.24 Unrealized —

— ISHARES INC 1.3%

Value ($000) $16,956 Shares 482,900 Est. Cost $27.39 Unrealized —

EEM ISHARES TR 1.2%

Value ($000) $14,967 Shares 310,000 Est. Cost — Unrealized —

COMT ISHARES US ETF TR 1.1%

Value ($000) $14,409 Shares 390,300 Est. Cost $36.92 Unrealized —

EEM ISHARES TR 1.1%

Value ($000) $14,363 Shares 297,500 Est. Cost — Unrealized —

ITOT ISHARES TR 0.5%

Value ($000) $6,955 Shares 115,000 Est. Cost $57.69 Unrealized —

— INDEXIQ ETF TR 0.4%

Value ($000) $5,318 Shares 193,000 Est. Cost $26.98 Unrealized —

GDX VANECK VECTORS ETF TR 0.2%

Value ($000) $1,994 Shares 90,700 Est. Cost $21.98 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value ($000) $1,858 Shares 66,800 Est. Cost $17.60 Unrealized —

ACWI ISHARES TR 0.0%

Value ($000) $391 Shares 5,400 Est. Cost $64.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,734,200	$456,354	35.5%	—	—	Call	78462F103
NEAR	ISHARES US ETF TR	4,282,500	$214,810	16.7%	$50.18	—	SHT MAT BD ETF	46431W507
SPY	SPDR S&P 500 ETF TR	425,400	$111,945	8.7%	—	—	Put	78462F103
TIP	ISHARES TR	647,100	$73,157	5.7%	$113.54	—	TIPS BD ETF	464287176
GLD	SPDR GOLD TRUST	491,900	$61,879	4.8%	$125.80	—	GOLD SHS	78463V107
JPST	JP MORGAN EXCHANGE TRADED FD	992,500	$49,658	3.9%	$50.04	—	ULTRA SHRT INC	46641Q837
—	ISHARES GOLD TRUST	3,656,500	$46,548	3.6%	$12.07	—	ISHARES	464285105
IEF	ISHARES TR	413,200	$42,636	3.3%	$105.36	—	BARCLAYS 7 10 YR	464287440
VBR	VANGUARD INDEX FDS	314,300	$40,679	3.2%	$122.68	—	SM CP VAL ETF	922908611
—	POWERSHARES QQQ TRUST	245,500	$39,317	3.1%	$156.08	—	UNIT SER 1	73935A104
SHV	ISHARES TR	227,500	$25,110	2.0%	$110.35	—	SHORT TREAS BD	464288679
IEMG	ISHARES INC	415,000	$24,236	1.9%	$56.90	—	CORE MSCI EMKT	46434G103
FBND	FIDELITY	464,200	$22,811	1.8%	$50.24	—	TOTAL BD ETF	316188309
—	ISHARES INC	482,900	$16,956	1.3%	$27.39	—	MSCI FRNTR100ETF	464286145
EEM	ISHARES TR	310,000	$14,967	1.2%	—	—	Call	464287234
COMT	ISHARES US ETF TR	390,300	$14,409	1.1%	$36.92	—	COMMOD SEL STG	46431W853
EEM	ISHARES TR	297,500	$14,363	1.1%	—	—	Put	464287234
ITOT	ISHARES TR	115,000	$6,955	0.5%	$57.69	—	CORE S&P TTL STK	464287150
—	INDEXIQ ETF TR	193,000	$5,318	0.4%	$26.98	—	IQ GLB RES ETF	45409B883
GDX	VANECK VECTORS ETF TR	90,700	$1,994	0.2%	$21.98	—	GOLD MINERS ETF	92189F106
—	VANECK VECTORS ETF TR	66,800	$1,858	0.1%	$17.60	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	5,400	$391	0.0%	$64.88	—	MSCI ACWI ETF	464288257