3EDGE Asset Management, LP Quant / Systematic

CIK: 0001665605 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Jun 18, 2019

Total Value ($000): $955,172

Holdings (15)

EEM ISHARES TR 24.7%

Value ($000) $236,060 Shares 5,500,000 Est. Cost — Unrealized —

IVV ISHARES TR 12.8%

Value ($000) $121,790 Shares 428,000 Est. Cost $268.12 Unrealized —

SHY ISHARES TR 9.6%

Value ($000) $91,791 Shares 1,091,200 Est. Cost $84.12 Unrealized —

SPY SPDR S&P 500 ETF TR 9.0%

Value ($000) $85,874 Shares 310,000 Est. Cost — Unrealized —

TIP ISHARES TR 8.9%

Value ($000) $85,024 Shares 752,000 Est. Cost $109.68 Unrealized —

IEMG ISHARES INC 8.7%

Value ($000) $83,566 Shares 1,616,100 Est. Cost $51.71 Unrealized —

GOVT ISHARES TR 7.5%

Value ($000) $71,486 Shares 2,832,300 Est. Cost $24.62 Unrealized —

— WORLD GOLD TR 5.6%

Value ($000) $53,866 Shares 4,172,500 Est. Cost $12.86 Unrealized —

GLD SPDR GOLD TRUST 4.5%

Value ($000) $42,582 Shares 350,000 Est. Cost — Unrealized —

— ISHARES GOLD TRUST 3.0%

Value ($000) $28,842 Shares 2,329,800 Est. Cost $12.07 Unrealized —

SPY SPDR S&P 500 ETF TR 2.2%

Value ($000) $21,468 Shares 80,000 Est. Cost — Unrealized —

SHV ISHARES TR 2.1%

Value ($000) $19,659 Shares 177,800 Est. Cost $110.31 Unrealized —

SCHO SCHWAB STRATEGIC TR 0.9%

Value ($000) $8,545 Shares 170,300 Est. Cost $50.18 Unrealized —

GLD SPDR GOLD TRUST 0.4%

Value ($000) $4,270 Shares 40,000 Est. Cost — Unrealized —

ACWI ISHARES TR 0.0%

Value ($000) $349 Shares 4,800 Est. Cost $64.81 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	5,500,000	$236,060	24.7%	—	—	CALL	464287234
IVV	ISHARES TR	428,000	$121,790	12.8%	$268.12	—	—	464287200
SHY	ISHARES TR	1,091,200	$91,791	9.6%	$84.12	—	—	464287457
SPY	SPDR S&P 500 ETF TR	310,000	$85,874	9.0%	—	—	CALL	78462F103
TIP	ISHARES TR	752,000	$85,024	8.9%	$109.68	—	—	464287176
IEMG	ISHARES INC	1,616,100	$83,566	8.7%	$51.71	—	—	46434G103
GOVT	ISHARES TR	2,832,300	$71,486	7.5%	$24.62	—	—	46429B267
—	WORLD GOLD TR	4,172,500	$53,866	5.6%	$12.86	—	—	98149E204
GLD	SPDR GOLD TRUST	350,000	$42,582	4.5%	—	—	PUT	78463V107
—	ISHARES GOLD TRUST	2,329,800	$28,842	3.0%	$12.07	—	—	464285105
SPY	SPDR S&P 500 ETF TR	80,000	$21,468	2.2%	—	—	PUT	78462F103
SHV	ISHARES TR	177,800	$19,659	2.1%	$110.31	—	—	464288679
SCHO	SCHWAB STRATEGIC TR	170,300	$8,545	0.9%	$50.18	—	—	808524862
GLD	SPDR GOLD TRUST	40,000	$4,270	0.4%	—	—	CALL	78463V107
ACWI	ISHARES TR	4,800	$349	0.0%	$64.81	—	—	464288257