3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value: $1.286B (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 35.5%

Value $456M Shares 1,734,200 Share Price $263.15 Est. Cost/Share — Unrealized @ Report Date —

NEAR ISHARES US ETF TR 16.7%

Value $215M Shares 4,282,500 Share Price $50.16 Est. Cost/Share $50.18 Unrealized @ Report Date -0.0%

SPY SPDR S&P 500 ETF TR 8.7%

Value $112M Shares 425,400 Share Price $263.15 Est. Cost/Share — Unrealized @ Report Date —

TIP ISHARES TR 5.7%

Value $73.16M Shares 647,100 Share Price $113.05 Est. Cost/Share $113.95 Unrealized @ Report Date -0.8%

GLD SPDR GOLD TRUST 4.8%

Value $61.88M Shares 491,900 Share Price $125.80 Est. Cost/Share $126.13 Unrealized @ Report Date -0.3%

JPST JP MORGAN EXCHANGE TRADED FD 3.9%

Value $49.66M Shares 992,500 Share Price $50.03 Est. Cost/Share $50.08 Unrealized @ Report Date -0.1%

— ISHARES GOLD TRUST 3.6%

Value $46.55M Shares 3,656,500 Share Price $12.73 Est. Cost/Share $12.07 Unrealized @ Report Date —

IEF ISHARES TR 3.3%

Value $42.64M Shares 413,200 Share Price $103.18 Est. Cost/Share $106.42 Unrealized @ Report Date -3.0%

VBR VANGUARD INDEX FDS 3.2%

Value $40.68M Shares 314,300 Share Price $129.43 Est. Cost/Share $117.90 Unrealized @ Report Date +9.8%

— POWERSHARES QQQ TRUST 3.1%

Value $39.32M Shares 245,500 Share Price $160.15 Est. Cost/Share $156.08 Unrealized @ Report Date —

SHV ISHARES TR 2.0%

Value $25.11M Shares 227,500 Share Price $110.37 Est. Cost/Share $110.30 Unrealized @ Report Date +0.1%

IEMG ISHARES INC 1.9%

Value $24.24M Shares 415,000 Share Price $58.40 Est. Cost/Share $55.83 Unrealized @ Report Date +4.6%

FBND FIDELITY 1.8%

Value $22.81M Shares 464,200 Share Price $49.14 Est. Cost/Share $50.31 Unrealized @ Report Date -2.3%

— ISHARES INC 1.3%

Value $16.96M Shares 482,900 Share Price $35.11 Est. Cost/Share $27.39 Unrealized @ Report Date —

EEM ISHARES TR 1.2%

Value $14.97M Shares 310,000 Share Price $48.28 Est. Cost/Share — Unrealized @ Report Date —

COMT ISHARES US ETF TR 1.1%

Value $14.41M Shares 390,300 Share Price $36.92 Est. Cost/Share $36.90 Unrealized @ Report Date +0.1%

EEM ISHARES TR 1.1%

Value $14.36M Shares 297,500 Share Price $48.28 Est. Cost/Share — Unrealized @ Report Date —

ITOT ISHARES TR 0.5%

Value $6.955M Shares 115,000 Share Price $60.48 Est. Cost/Share $56.47 Unrealized @ Report Date +7.1%

— INDEXIQ ETF TR 0.4%

Value $5.318M Shares 193,000 Share Price $27.55 Est. Cost/Share $26.98 Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 0.2%

Value $1.994M Shares 90,700 Share Price $21.98 Est. Cost/Share $22.57 Unrealized @ Report Date -2.6%

— VANECK VECTORS ETF TR 0.1%

Value $1.858M Shares 66,800 Share Price $27.81 Est. Cost/Share $17.60 Unrealized @ Report Date —

ACWI ISHARES TR 0.0%

Value $391K Shares 5,400 Share Price $72.41 Est. Cost/Share $63.62 Unrealized @ Report Date +12.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,734,200	$456M	35.5%	$263.15	—	—	Call	78462F103
NEAR	ISHARES US ETF TR	4,282,500	$215M	16.7%	$50.16	$50.18	-0.0%	SHT MAT BD ETF	46431W507
SPY	SPDR S&P 500 ETF TR	425,400	$112M	8.7%	$263.15	—	—	Put	78462F103
TIP	ISHARES TR	647,100	$73.16M	5.7%	$113.05	$113.95	-0.8%	TIPS BD ETF	464287176
GLD	SPDR GOLD TRUST	491,900	$61.88M	4.8%	$125.80	$126.13	-0.3%	GOLD SHS	78463V107
JPST	JP MORGAN EXCHANGE TRADED FD	992,500	$49.66M	3.9%	$50.03	$50.08	-0.1%	ULTRA SHRT INC	46641Q837
—	ISHARES GOLD TRUST	3,656,500	$46.55M	3.6%	$12.73	$12.07	—	ISHARES	464285105
IEF	ISHARES TR	413,200	$42.64M	3.3%	$103.18	$106.42	-3.0%	BARCLAYS 7 10 YR	464287440
VBR	VANGUARD INDEX FDS	314,300	$40.68M	3.2%	$129.43	$117.90	+9.8%	SM CP VAL ETF	922908611
—	POWERSHARES QQQ TRUST	245,500	$39.32M	3.1%	$160.15	$156.08	—	UNIT SER 1	73935A104
SHV	ISHARES TR	227,500	$25.11M	2.0%	$110.37	$110.30	+0.1%	SHORT TREAS BD	464288679
IEMG	ISHARES INC	415,000	$24.24M	1.9%	$58.40	$55.83	+4.6%	CORE MSCI EMKT	46434G103
FBND	FIDELITY	464,200	$22.81M	1.8%	$49.14	$50.31	-2.3%	TOTAL BD ETF	316188309
—	ISHARES INC	482,900	$16.96M	1.3%	$35.11	$27.39	—	MSCI FRNTR100ETF	464286145
EEM	ISHARES TR	310,000	$14.97M	1.2%	$48.28	—	—	Call	464287234
COMT	ISHARES US ETF TR	390,300	$14.41M	1.1%	$36.92	$36.90	+0.1%	COMMOD SEL STG	46431W853
EEM	ISHARES TR	297,500	$14.36M	1.1%	$48.28	—	—	Put	464287234
ITOT	ISHARES TR	115,000	$6.955M	0.5%	$60.48	$56.47	+7.1%	CORE S&P TTL STK	464287150
—	INDEXIQ ETF TR	193,000	$5.318M	0.4%	$27.55	$26.98	—	IQ GLB RES ETF	45409B883
GDX	VANECK VECTORS ETF TR	90,700	$1.994M	0.2%	$21.98	$22.57	-2.6%	GOLD MINERS ETF	92189F106
—	VANECK VECTORS ETF TR	66,800	$1.858M	0.1%	$27.81	$17.60	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	5,400	$391K	0.0%	$72.41	$63.62	+12.7%	MSCI ACWI ETF	464288257