3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 16, 2019

Total Value: $761M (100.0% shares, 0.0% debt)

Holdings (17)

GOVT ISHARES TR 17.4%

Value $133M Shares 5,035,023 Est. Cost $25.17 Unrealized —

SPY SPDR S&P 500 ETF TR 15.6%

Value $119M Shares 400,000 Est. Cost — Unrealized —

— WORLD GOLD TR 13.1%

Value $100M Shares 6,805,109 Est. Cost $13.36 Unrealized —

IVV ISHARES TR 12.3%

Value $93.58M Shares 313,489 Est. Cost $268.92 Unrealized —

TIP ISHARES TR 11.9%

Value $90.44M Shares 777,699 Est. Cost $109.87 Unrealized —

SHY ISHARES TR 7.7%

Value $58.78M Shares 693,061 Est. Cost $84.13 Unrealized —

JPST JP MORGAN EXCHANGE TRADED FD 7.5%

Value $57.31M Shares 1,136,492 Est. Cost $50.43 Unrealized —

GLD SPDR GOLD TRUST 4.6%

Value $34.72M Shares 250,000 Est. Cost — Unrealized —

— ISHARES GOLD TRUST 3.9%

Value $29.83M Shares 2,115,621 Est. Cost $12.07 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value $14.84M Shares 50,000 Est. Cost — Unrealized —

SHV ISHARES TR 1.5%

Value $11.1M Shares 100,312 Est. Cost $110.35 Unrealized —

GDX VANECK VECTORS ETF TR 0.9%

Value $6.529M Shares 244,456 Est. Cost $25.78 Unrealized —

SCHO SCHWAB STRATEGIC TR 0.7%

Value $5.029M Shares 99,399 Est. Cost $50.22 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value $3.749M Shares 27,000 Est. Cost — Unrealized —

— VANECK VECTORS ETF TR 0.4%

Value $3.123M Shares 247,298 Est. Cost $15.19 Unrealized —

ACWI ISHARES TR 0.0%

Value $331K Shares 4,483 Est. Cost $64.81 Unrealized —

VOO VANGUARD INDEX FDS 0.0%

Value $276K Shares 1,013 Est. Cost $272.46 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GOVT	ISHARES TR	5,035,023	$133M	17.4%	$25.17	—	US TREAS BD ETF	46429B267
SPY	SPDR S&P 500 ETF TR	400,000	$119M	15.6%	—	—	Call	78462F103
—	WORLD GOLD TR	6,805,109	$100M	13.1%	$13.36	—	SPDR GLD MINIS	98149E204
IVV	ISHARES TR	313,489	$93.58M	12.3%	$268.92	—	CORE S&P500 ETF	464287200
TIP	ISHARES TR	777,699	$90.44M	11.9%	$109.87	—	TIPS BD ETF	464287176
SHY	ISHARES TR	693,061	$58.78M	7.7%	$84.13	—	1 3 YR TREAS BD	464287457
JPST	JP MORGAN EXCHANGE TRADED FD	1,136,492	$57.31M	7.5%	$50.43	—	ULTRA SHRT INC	46641Q837
GLD	SPDR GOLD TRUST	250,000	$34.72M	4.6%	—	—	Put	78463V107
—	ISHARES GOLD TRUST	2,115,621	$29.83M	3.9%	$12.07	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	50,000	$14.84M	2.0%	—	—	Put	78462F103
SHV	ISHARES TR	100,312	$11.1M	1.5%	$110.35	—	SHORT TREAS BD	464288679
GDX	VANECK VECTORS ETF TR	244,456	$6.529M	0.9%	$25.78	—	GOLD MINERS ETF	92189F106
SCHO	SCHWAB STRATEGIC TR	99,399	$5.029M	0.7%	$50.22	—	SHT TM US TRES	808524862
GLD	SPDR GOLD TRUST	27,000	$3.749M	0.5%	—	—	Call	78463V107
—	VANECK VECTORS ETF TR	247,298	$3.123M	0.4%	$15.19	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	4,483	$331K	0.0%	$64.81	—	MSCI ACWI ETF	464288257
VOO	VANGUARD INDEX FDS	1,013	$276K	0.0%	$272.46	—	S&P 500 ETF SHS	922908363