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 Share Price $26.33 Est. Cost/Share $24.86 Unrealized @ Report Date +5.9%

SPY SPDR S&P 500 ETF TR 15.6%

Value $119M Shares 400,000 Share Price $296.77 Est. Cost/Share — Unrealized @ Report Date —

— WORLD GOLD TR 13.1%

Value $100M Shares 6,805,109 Share Price $14.70 Est. Cost/Share $13.36 Unrealized @ Report Date —

IVV ISHARES TR 12.3%

Value $93.58M Shares 313,489 Share Price $298.52 Est. Cost/Share $273.15 Unrealized @ Report Date +9.3%

TIP ISHARES TR 11.9%

Value $90.44M Shares 777,699 Share Price $116.29 Est. Cost/Share $109.45 Unrealized @ Report Date +6.2%

SHY ISHARES TR 7.7%

Value $58.78M Shares 693,061 Share Price $84.82 Est. Cost/Share $83.74 Unrealized @ Report Date +1.3%

JPST JP MORGAN EXCHANGE TRADED FD 7.5%

Value $57.31M Shares 1,136,492 Share Price $50.43 Est. Cost/Share $50.46 Unrealized @ Report Date -0.1%

GLD SPDR GOLD TRUST 4.6%

Value $34.72M Shares 250,000 Share Price $138.87 Est. Cost/Share — Unrealized @ Report Date —

— ISHARES GOLD TRUST 3.9%

Value $29.83M Shares 2,115,621 Share Price $14.10 Est. Cost/Share $12.07 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 2.0%

Value $14.84M Shares 50,000 Share Price $296.78 Est. Cost/Share — Unrealized @ Report Date —

SHV ISHARES TR 1.5%

Value $11.1M Shares 100,312 Share Price $110.62 Est. Cost/Share $110.37 Unrealized @ Report Date +0.2%

GDX VANECK VECTORS ETF TR 0.9%

Value $6.529M Shares 244,456 Share Price $26.71 Est. Cost/Share $23.16 Unrealized @ Report Date +15.3%

SCHO SCHWAB STRATEGIC TR 0.7%

Value $5.029M Shares 99,399 Share Price $50.59 * Est. Cost/Share $25.00 Unrealized @ Report Date +1.2%

GLD SPDR GOLD TRUST 0.5%

Value $3.749M Shares 27,000 Share Price $138.85 Est. Cost/Share — Unrealized @ Report Date —

— VANECK VECTORS ETF TR 0.4%

Value $3.123M Shares 247,298 Share Price $12.63 Est. Cost/Share $15.19 Unrealized @ Report Date —

ACWI ISHARES TR 0.0%

Value $331K Shares 4,483 Share Price $73.83 Est. Cost/Share $64.06 Unrealized @ Report Date +15.1%

VOO VANGUARD INDEX FDS 0.0%

Value $276K Shares 1,013 Share Price $272.46 Est. Cost/Share $271.43 Unrealized @ Report Date +0.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
GOVT	ISHARES TR	5,035,023	$133M	17.4%	$26.33	$24.86	+5.9%	US TREAS BD ETF	46429B267
SPY	SPDR S&P 500 ETF TR	400,000	$119M	15.6%	$296.77	—	—	Call	78462F103
—	WORLD GOLD TR	6,805,109	$100M	13.1%	$14.70	$13.36	—	SPDR GLD MINIS	98149E204
IVV	ISHARES TR	313,489	$93.58M	12.3%	$298.52	$273.15	+9.3%	CORE S&P500 ETF	464287200
TIP	ISHARES TR	777,699	$90.44M	11.9%	$116.29	$109.45	+6.2%	TIPS BD ETF	464287176
SHY	ISHARES TR	693,061	$58.78M	7.7%	$84.82	$83.74	+1.3%	1 3 YR TREAS BD	464287457
JPST	JP MORGAN EXCHANGE TRADED FD	1,136,492	$57.31M	7.5%	$50.43	$50.46	-0.1%	ULTRA SHRT INC	46641Q837
GLD	SPDR GOLD TRUST	250,000	$34.72M	4.6%	$138.87	—	—	Put	78463V107
—	ISHARES GOLD TRUST	2,115,621	$29.83M	3.9%	$14.10	$12.07	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	50,000	$14.84M	2.0%	$296.78	—	—	Put	78462F103
SHV	ISHARES TR	100,312	$11.1M	1.5%	$110.62	$110.37	+0.2%	SHORT TREAS BD	464288679
GDX	VANECK VECTORS ETF TR	244,456	$6.529M	0.9%	$26.71	$23.16	+15.3%	GOLD MINERS ETF	92189F106
SCHO	SCHWAB STRATEGIC TR	99,399	$5.029M	0.7%	$50.59 *	$25.00	+1.2%	SHT TM US TRES	808524862
GLD	SPDR GOLD TRUST	27,000	$3.749M	0.5%	$138.85	—	—	Call	78463V107
—	VANECK VECTORS ETF TR	247,298	$3.123M	0.4%	$12.63	$15.19	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	4,483	$331K	0.0%	$73.83	$64.06	+15.1%	MSCI ACWI ETF	464288257
VOO	VANGUARD INDEX FDS	1,013	$276K	0.0%	$272.46	$271.43	+0.4%	S&P 500 ETF SHS	922908363