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 Est. Cost — Unrealized —

NEAR ISHARES US ETF TR 16.7%

Value $215M Shares 4,282,500 Est. Cost $50.18 Unrealized —

SPY SPDR S&P 500 ETF TR 8.7%

Value $112M Shares 425,400 Est. Cost — Unrealized —

TIP ISHARES TR 5.7%

Value $73.16M Shares 647,100 Est. Cost $113.54 Unrealized —

GLD SPDR GOLD TRUST 4.8%

Value $61.88M Shares 491,900 Est. Cost $125.80 Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 3.9%

Value $49.66M Shares 992,500 Est. Cost $50.04 Unrealized —

— ISHARES GOLD TRUST 3.6%

Value $46.55M Shares 3,656,500 Est. Cost $12.07 Unrealized —

IEF ISHARES TR 3.3%

Value $42.64M Shares 413,200 Est. Cost $105.36 Unrealized —

VBR VANGUARD INDEX FDS 3.2%

Value $40.68M Shares 314,300 Est. Cost $122.68 Unrealized —

— POWERSHARES QQQ TRUST 3.1%

Value $39.32M Shares 245,500 Est. Cost $156.08 Unrealized —

SHV ISHARES TR 2.0%

Value $25.11M Shares 227,500 Est. Cost $110.35 Unrealized —

IEMG ISHARES INC 1.9%

Value $24.24M Shares 415,000 Est. Cost $56.90 Unrealized —

FBND FIDELITY 1.8%

Value $22.81M Shares 464,200 Est. Cost $50.24 Unrealized —

— ISHARES INC 1.3%

Value $16.96M Shares 482,900 Est. Cost $27.39 Unrealized —

EEM ISHARES TR 1.2%

Value $14.97M Shares 310,000 Est. Cost — Unrealized —

COMT ISHARES US ETF TR 1.1%

Value $14.41M Shares 390,300 Est. Cost $36.92 Unrealized —

EEM ISHARES TR 1.1%

Value $14.36M Shares 297,500 Est. Cost — Unrealized —

ITOT ISHARES TR 0.5%

Value $6.955M Shares 115,000 Est. Cost $57.69 Unrealized —

— INDEXIQ ETF TR 0.4%

Value $5.318M Shares 193,000 Est. Cost $26.98 Unrealized —

GDX VANECK VECTORS ETF TR 0.2%

Value $1.994M Shares 90,700 Est. Cost $21.98 Unrealized —

— VANECK VECTORS ETF TR 0.1%

Value $1.858M Shares 66,800 Est. Cost $17.60 Unrealized —

ACWI ISHARES TR 0.0%

Value $391K Shares 5,400 Est. Cost $64.88 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,734,200	$456M	35.5%	—	—	Call	78462F103
NEAR	ISHARES US ETF TR	4,282,500	$215M	16.7%	$50.18	—	SHT MAT BD ETF	46431W507
SPY	SPDR S&P 500 ETF TR	425,400	$112M	8.7%	—	—	Put	78462F103
TIP	ISHARES TR	647,100	$73.16M	5.7%	$113.54	—	TIPS BD ETF	464287176
GLD	SPDR GOLD TRUST	491,900	$61.88M	4.8%	$125.80	—	GOLD SHS	78463V107
JPST	JP MORGAN EXCHANGE TRADED FD	992,500	$49.66M	3.9%	$50.04	—	ULTRA SHRT INC	46641Q837
—	ISHARES GOLD TRUST	3,656,500	$46.55M	3.6%	$12.07	—	ISHARES	464285105
IEF	ISHARES TR	413,200	$42.64M	3.3%	$105.36	—	BARCLAYS 7 10 YR	464287440
VBR	VANGUARD INDEX FDS	314,300	$40.68M	3.2%	$122.68	—	SM CP VAL ETF	922908611
—	POWERSHARES QQQ TRUST	245,500	$39.32M	3.1%	$156.08	—	UNIT SER 1	73935A104
SHV	ISHARES TR	227,500	$25.11M	2.0%	$110.35	—	SHORT TREAS BD	464288679
IEMG	ISHARES INC	415,000	$24.24M	1.9%	$56.90	—	CORE MSCI EMKT	46434G103
FBND	FIDELITY	464,200	$22.81M	1.8%	$50.24	—	TOTAL BD ETF	316188309
—	ISHARES INC	482,900	$16.96M	1.3%	$27.39	—	MSCI FRNTR100ETF	464286145
EEM	ISHARES TR	310,000	$14.97M	1.2%	—	—	Call	464287234
COMT	ISHARES US ETF TR	390,300	$14.41M	1.1%	$36.92	—	COMMOD SEL STG	46431W853
EEM	ISHARES TR	297,500	$14.36M	1.1%	—	—	Put	464287234
ITOT	ISHARES TR	115,000	$6.955M	0.5%	$57.69	—	CORE S&P TTL STK	464287150
—	INDEXIQ ETF TR	193,000	$5.318M	0.4%	$26.98	—	IQ GLB RES ETF	45409B883
GDX	VANECK VECTORS ETF TR	90,700	$1.994M	0.2%	$21.98	—	GOLD MINERS ETF	92189F106
—	VANECK VECTORS ETF TR	66,800	$1.858M	0.1%	$17.60	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	5,400	$391K	0.0%	$64.88	—	MSCI ACWI ETF	464288257