3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: Jun 18, 2019

Total Value: $955M (100.0% shares, 0.0% debt)

Holdings (15)

EEM ISHARES TR 24.7%

Value $236M Shares 5,500,000 Share Price $42.92 Est. Cost/Share — Unrealized @ Report Date —

IVV ISHARES TR 12.8%

Value $122M Shares 428,000 Share Price $284.56 Est. Cost/Share $272.50 Unrealized @ Report Date +4.4%

SHY ISHARES TR 9.6%

Value $91.79M Shares 1,091,200 Share Price $84.12 Est. Cost/Share $83.72 Unrealized @ Report Date +0.5%

SPY SPDR S&P 500 ETF TR 9.0%

Value $85.87M Shares 310,000 Share Price $277.01 Est. Cost/Share — Unrealized @ Report Date —

TIP ISHARES TR 8.9%

Value $85.02M Shares 752,000 Share Price $113.06 Est. Cost/Share $109.26 Unrealized @ Report Date +3.5%

IEMG ISHARES INC 8.7%

Value $83.57M Shares 1,616,100 Share Price $51.71 Est. Cost/Share $50.65 Unrealized @ Report Date +2.1%

GOVT ISHARES TR 7.5%

Value $71.49M Shares 2,832,300 Share Price $25.24 Est. Cost/Share $24.43 Unrealized @ Report Date +3.3%

— WORLD GOLD TR 5.6%

Value $53.87M Shares 4,172,500 Share Price $12.91 Est. Cost/Share $12.86 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 4.5%

Value $42.58M Shares 350,000 Share Price $121.66 Est. Cost/Share — Unrealized @ Report Date —

— ISHARES GOLD TRUST 3.0%

Value $28.84M Shares 2,329,800 Share Price $12.38 Est. Cost/Share $12.07 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 2.2%

Value $21.47M Shares 80,000 Share Price $268.35 Est. Cost/Share — Unrealized @ Report Date —

SHV ISHARES TR 2.1%

Value $19.66M Shares 177,800 Share Price $110.57 Est. Cost/Share $110.34 Unrealized @ Report Date +0.2%

SCHO SCHWAB STRATEGIC TR 0.9%

Value $8.545M Shares 170,300 Share Price $50.18 * Est. Cost/Share $24.97 Unrealized @ Report Date +0.5%

GLD SPDR GOLD TRUST 0.4%

Value $4.27M Shares 40,000 Share Price $106.75 Est. Cost/Share — Unrealized @ Report Date —

ACWI ISHARES TR 0.0%

Value $349K Shares 4,800 Share Price $72.71 Est. Cost/Share $64.06 Unrealized @ Report Date +12.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
EEM	ISHARES TR	5,500,000	$236M	24.7%	$42.92	—	—	CALL	464287234
IVV	ISHARES TR	428,000	$122M	12.8%	$284.56	$272.50	+4.4%	CORE S&P500 ETF	464287200
SHY	ISHARES TR	1,091,200	$91.79M	9.6%	$84.12	$83.72	+0.5%	1 3 YR TREAS BD	464287457
SPY	SPDR S&P 500 ETF TR	310,000	$85.87M	9.0%	$277.01	—	—	CALL	78462F103
TIP	ISHARES TR	752,000	$85.02M	8.9%	$113.06	$109.26	+3.5%	TIPS BD ETF	464287176
IEMG	ISHARES INC	1,616,100	$83.57M	8.7%	$51.71	$50.65	+2.1%	CORE MSCI EMKT	46434G103
GOVT	ISHARES TR	2,832,300	$71.49M	7.5%	$25.24	$24.43	+3.3%	US TREAS BD ETF	46429B267
—	WORLD GOLD TR	4,172,500	$53.87M	5.6%	$12.91	$12.86	—	SPDR GLD MINIS	98149E204
GLD	SPDR GOLD TRUST	350,000	$42.58M	4.5%	$121.66	—	—	PUT	78463V107
—	ISHARES GOLD TRUST	2,329,800	$28.84M	3.0%	$12.38	$12.07	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	80,000	$21.47M	2.2%	$268.35	—	—	PUT	78462F103
SHV	ISHARES TR	177,800	$19.66M	2.1%	$110.57	$110.34	+0.2%	SHORT TREAS BD	464288679
SCHO	SCHWAB STRATEGIC TR	170,300	$8.545M	0.9%	$50.18 *	$24.97	+0.5%	SHT TM US TRES	808524862
GLD	SPDR GOLD TRUST	40,000	$4.27M	0.4%	$106.75	—	—	CALL	78463V107
ACWI	ISHARES TR	4,800	$349K	0.0%	$72.71	$64.06	+12.6%	MSCI ACWI ETF	464288257