3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 5, 2018

Total Value ($000): $921,869 (100.0% shares, 0.0% debt)

Holdings (13)

QQQ INVESCO QQQ TR 18.8%

Value ($000) $172,913 Shares 930,700 Est. Cost $179.91 Unrealized —

SLYV SPDR SERIES TRUST 17.6%

Value ($000) $162,175 Shares 2,375,500 Est. Cost $68.27 Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 16.8%

Value ($000) $154,536 Shares 3,081,500 Est. Cost $50.09 Unrealized —

TDTF FLEXSHARES TR 8.7%

Value ($000) $79,855 Shares 3,295,700 Est. Cost $24.67 Unrealized —

VBR VANGUARD INDEX FDS 7.7%

Value ($000) $70,753 Shares 507,700 Est. Cost $127.81 Unrealized —

EWJ ISHARES INC 6.9%

Value ($000) $63,583 Shares 1,055,700 Est. Cost $60.23 Unrealized —

SPY SPDR S&P 500 ETF TR 6.7%

Value ($000) $61,342 Shares 211,000 Est. Cost — Unrealized —

GOVT ISHARES TR 5.3%

Value ($000) $48,815 Shares 2,005,500 Est. Cost $24.61 Unrealized —

— ISHARES GOLD TRUST 3.7%

Value ($000) $33,948 Shares 2,970,100 Est. Cost $12.07 Unrealized —

ITOT ISHARES TR 3.0%

Value ($000) $27,941 Shares 419,300 Est. Cost $62.05 Unrealized —

FBND FIDELITY 2.9%

Value ($000) $26,409 Shares 543,300 Est. Cost $50.02 Unrealized —

— WISDOMTREE TR 2.1%

Value ($000) $19,237 Shares 766,900 Est. Cost $25.08 Unrealized —

ACWI ISHARES TR 0.0%

Value ($000) $362 Shares 4,900 Est. Cost $64.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TR	930,700	$172,913	18.8%	$179.91	—	UNIT SER 1	46090E103
SLYV	SPDR SERIES TRUST	2,375,500	$162,175	17.6%	$68.27	—	S&P 600 SMCP VAL	78464A300
JPST	JP MORGAN EXCHANGE TRADED FD	3,081,500	$154,536	16.8%	$50.09	—	ULTRA SHRT INC	46641Q837
TDTF	FLEXSHARES TR	3,295,700	$79,855	8.7%	$24.67	—	IBOXX 5YR TRGT	33939L605
VBR	VANGUARD INDEX FDS	507,700	$70,753	7.7%	$127.81	—	SM CP VAL ETF	922908611
EWJ	ISHARES INC	1,055,700	$63,583	6.9%	$60.23	—	MSCI JPN ETF NEW	46434G822
SPY	SPDR S&P 500 ETF TR	211,000	$61,342	6.7%	—	—	Call	78462F103
GOVT	ISHARES TR	2,005,500	$48,815	5.3%	$24.61	—	US TREAS BD ETF	46429B267
—	ISHARES GOLD TRUST	2,970,100	$33,948	3.7%	$12.07	—	ISHARES	464285105
ITOT	ISHARES TR	419,300	$27,941	3.0%	$62.05	—	CORE S&P TTL STK	464287150
FBND	FIDELITY	543,300	$26,409	2.9%	$50.02	—	TOTAL BD ETF	316188309
—	WISDOMTREE TR	766,900	$19,237	2.1%	$25.08	—	FLOATNG RAT TREA	97717X628
ACWI	ISHARES TR	4,900	$362	0.0%	$64.88	—	MSCI ACWI ETF	464288257