3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 30, 2020

Total Value: $843M (100.0% shares, 0.0% debt)

Holdings (36)

SHV ISHARES TR 19.4%

Value $163M Shares 1,474,179 Share Price $110.74 Est. Cost/Share $110.66 Unrealized @ Report Date +0.1%

IVV ISHARES TR 18.5%

Value $156M Shares 503,440 Share Price $309.69 Est. Cost/Share $284.01 Unrealized @ Report Date +9.0%

GOVT ISHARES TR 16.5%

Value $139M Shares 4,967,003 Share Price $27.99 Est. Cost/Share $25.47 Unrealized @ Report Date +9.9%

— WORLD GOLD TR 15.7%

Value $132M Shares 7,442,479 Share Price $17.76 Est. Cost/Share $15.09 Unrealized @ Report Date —

IEMG ISHARES INC 6.7%

Value $56.59M Shares 1,188,924 Share Price $47.60 Est. Cost/Share $44.63 Unrealized @ Report Date +6.7%

EWG ISHARES INC 6.2%

Value $52.67M Shares 1,942,844 Share Price $27.11 Est. Cost/Share $24.53 Unrealized @ Report Date +10.5%

EWJ ISHARES INC 6.2%

Value $52.52M Shares 956,394 Share Price $54.92 Est. Cost/Share $53.07 Unrealized @ Report Date +3.5%

IEF ISHARES TR 3.6%

Value $30.46M Shares 249,937 Share Price $121.87 Est. Cost/Share $121.42 Unrealized @ Report Date +0.4%

SHY ISHARES TR 3.4%

Value $28.48M Shares 328,834 Share Price $86.61 Est. Cost/Share $84.46 Unrealized @ Report Date +2.5%

— ISHARES GOLD TRUST 2.0%

Value $17.23M Shares 1,014,300 Share Price $16.99 Est. Cost/Share $12.07 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 0.2%

Value $1.542M Shares 5,000 Share Price $308.40 Est. Cost/Share $292.70 Unrealized @ Report Date +5.4%

USIG ISHARES TR 0.1%

Value $1.147M Shares 18,979 Share Price $60.44 Est. Cost/Share $58.53 Unrealized @ Report Date +3.2%

VNLA JANUS DETROIT STR TR 0.1%

Value $1.054M Shares 20,962 Share Price $50.28 Est. Cost/Share $49.81 Unrealized @ Report Date +0.9%

DFJ WISDOMTREE TR 0.1%

Value $960K Shares 15,010 Share Price $63.96 Est. Cost/Share $62.27 Unrealized @ Report Date +2.7%

SLV ISHARES SILVER TR 0.1%

Value $852K Shares 50,064 Share Price $17.02 Est. Cost/Share $15.28 Unrealized @ Report Date +11.3%

SUSA ISHARES TR 0.1%

Value $752K Shares 5,623 Share Price $133.74 * Est. Cost/Share $63.03 Unrealized @ Report Date +6.1%

USHY ISHARES TR 0.1%

Value $716K Shares 18,730 Share Price $38.23 Est. Cost/Share $37.36 Unrealized @ Report Date +2.3%

DIVO AMPLIFY ETF TR 0.1%

Value $706K Shares 24,896 Share Price $28.36 Est. Cost/Share $27.62 Unrealized @ Report Date +2.7%

QQQ INVESCO QQQ TR 0.1%

Value $567K Shares 2,291 Share Price $247.49 Est. Cost/Share $224.13 Unrealized @ Report Date +10.5%

— J P MORGAN EXCHANGE-TRADED F 0.1%

Value $562K Shares 24,524 Share Price $22.92 Est. Cost/Share $22.92 Unrealized @ Report Date —

FVAL FIDELITY COVINGTON TR 0.1%

Value $523K Shares 15,527 Share Price $33.68 Est. Cost/Share $31.94 Unrealized @ Report Date +5.4%

TIP ISHARES TR 0.1%

Value $515K Shares 4,187 Share Price $123.00 Est. Cost/Share $121.58 Unrealized @ Report Date +1.2%

NUDM NUSHARES ETF TR 0.1%

Value $505K Shares 20,831 Share Price $24.24 Est. Cost/Share $22.75 Unrealized @ Report Date +6.6%

RPV INVESCO EXCHANGE TRADED FD T 0.1%

Value $490K Shares 10,264 Share Price $47.74 Est. Cost/Share $45.56 Unrealized @ Report Date +4.8%

— ISHARES INC 0.1%

Value $438K Shares 18,115 Share Price $24.18 Est. Cost/Share $24.18 Unrealized @ Report Date —

COMT ISHARES U S ETF TR 0.1%

Value $432K Shares 18,184 Share Price $23.76 Est. Cost/Share $22.89 Unrealized @ Report Date +3.8%

CWB SPDR SER TR 0.0%

Value $385K Shares 6,360 Share Price $60.53 Est. Cost/Share $54.80 Unrealized @ Report Date +10.4%

VWOB VANGUARD WHITEHALL FDS 0.0%

Value $366K Shares 4,710 Share Price $77.71 Est. Cost/Share $74.05 Unrealized @ Report Date +5.0%

EFAS GLOBAL X FDS 0.0%

Value $359K Shares 29,332 Share Price $12.24 Est. Cost/Share $11.58 Unrealized @ Report Date +5.8%

PREF PRINCIPAL EXCHANGE-TRADED FD 0.0%

Value $357K Shares 3,674 Share Price $97.17 * Est. Cost/Share $18.97 Unrealized @ Report Date +2.5%

JEPI J P MORGAN EXCHANGE-TRADED F 0.0%

Value $352K Shares 6,904 Share Price $50.98 Est. Cost/Share $50.68 Unrealized @ Report Date +0.5%

MBSD FLEXSHARES TR 0.0%

Value $344K Shares 14,232 Share Price $24.17 Est. Cost/Share $24.10 Unrealized @ Report Date +0.3%

GUNR FLEXSHARES TR 0.0%

Value $325K Shares 11,750 Share Price $27.66 Est. Cost/Share $26.23 Unrealized @ Report Date +5.4%

SPY SPDR S&P 500 ETF TR 0.0%

Value $308K Shares 1,000 Share Price $308.00 Est. Cost/Share $292.70 Unrealized @ Report Date +5.4%

ESGE ISHARES INC 0.0%

Value $286K Shares 8,924 Share Price $32.05 Est. Cost/Share $30.04 Unrealized @ Report Date +6.8%

SPY SPDR S&P 500 ETF TR 0.0%

Value $178K Shares 577 Share Price $308.49 Est. Cost/Share $292.70 Unrealized @ Report Date +5.4%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SHV	ISHARES TR	1,474,179	$163M	19.4%	$110.74	$110.66	+0.1%	SHORT TREAS BD	464288679
IVV	ISHARES TR	503,440	$156M	18.5%	$309.69	$284.01	+9.0%	CORE S&P500 ETF	464287200
GOVT	ISHARES TR	4,967,003	$139M	16.5%	$27.99	$25.47	+9.9%	US TREAS BD ETF	46429B267
—	WORLD GOLD TR	7,442,479	$132M	15.7%	$17.76	$15.09	—	SPDR GLD MINIS	98149E204
IEMG	ISHARES INC	1,188,924	$56.59M	6.7%	$47.60	$44.63	+6.7%	CORE MSCI EMKT	46434G103
EWG	ISHARES INC	1,942,844	$52.67M	6.2%	$27.11	$24.53	+10.5%	MSCI GERMANY ETF	464286806
EWJ	ISHARES INC	956,394	$52.52M	6.2%	$54.92	$53.07	+3.5%	MSCI JPN ETF NEW	46434G822
IEF	ISHARES TR	249,937	$30.46M	3.6%	$121.87	$121.42	+0.4%	BARCLAYS 7 10 YR	464287440
SHY	ISHARES TR	328,834	$28.48M	3.4%	$86.61	$84.46	+2.5%	1 3 YR TREAS BD	464287457
—	ISHARES GOLD TRUST	1,014,300	$17.23M	2.0%	$16.99	$12.07	—	ISHARES	464285105
SPY	SPDR S&P 500 ETF TR	5,000	$1.542M	0.2%	$308.40	$292.70	+5.4%	Put	78462F103
USIG	ISHARES TR	18,979	$1.147M	0.1%	$60.44	$58.53	+3.2%	USD INV GRDE ETF	464288620
VNLA	JANUS DETROIT STR TR	20,962	$1.054M	0.1%	$50.28	$49.81	+0.9%	HENDRSN SHRT ETF	47103U886
DFJ	WISDOMTREE TR	15,010	$960K	0.1%	$63.96	$62.27	+2.7%	JP SMALLCP DIV	97717W836
SLV	ISHARES SILVER TR	50,064	$852K	0.1%	$17.02	$15.28	+11.3%	ISHARES	46428Q109
SUSA	ISHARES TR	5,623	$752K	0.1%	$133.74 *	$63.03	+6.1%	MSCI USA ESG SLC	464288802
USHY	ISHARES TR	18,730	$716K	0.1%	$38.23	$37.36	+2.3%	BROAD USD HIGH	46435U853
DIVO	AMPLIFY ETF TR	24,896	$706K	0.1%	$28.36	$27.62	+2.7%	CWP ENHANCED DIV	032108409
QQQ	INVESCO QQQ TR	2,291	$567K	0.1%	$247.49	$224.13	+10.5%	UNIT SER 1	46090E103
—	J P MORGAN EXCHANGE-TRADED F	24,524	$562K	0.1%	$22.92	$22.92	—	BETBULD JAPAN	46641Q712
FVAL	FIDELITY COVINGTON TR	15,527	$523K	0.1%	$33.68	$31.94	+5.4%	VLU FACTOR ETF	316092782
TIP	ISHARES TR	4,187	$515K	0.1%	$123.00	$121.58	+1.2%	TIPS BD ETF	464287176
NUDM	NUSHARES ETF TR	20,831	$505K	0.1%	$24.24	$22.75	+6.6%	NUVEEN ESG INTL	67092P805
RPV	INVESCO EXCHANGE TRADED FD T	10,264	$490K	0.1%	$47.74	$45.56	+4.8%	S&P500 PUR VAL	46137V258
—	ISHARES INC	18,115	$438K	0.1%	$24.18	$24.18	—	MSCI FRNTR100ETF	464286145
COMT	ISHARES U S ETF TR	18,184	$432K	0.1%	$23.76	$22.89	+3.8%	COMMOD SEL STG	46431W853
CWB	SPDR SER TR	6,360	$385K	0.0%	$60.53	$54.80	+10.4%	BLMBRG BRC CNVRT	78464A359
VWOB	VANGUARD WHITEHALL FDS	4,710	$366K	0.0%	$77.71	$74.05	+5.0%	EMERG MKT BD ETF	921946885
EFAS	GLOBAL X FDS	29,332	$359K	0.0%	$12.24	$11.58	+5.8%	MSCI SUPDIV EA	37954Y699
PREF	PRINCIPAL EXCHANGE-TRADED FD	3,674	$357K	0.0%	$97.17 *	$18.97	+2.5%	SPECTRUM PFD	74255Y888
JEPI	J P MORGAN EXCHANGE-TRADED F	6,904	$352K	0.0%	$50.98	$50.68	+0.5%	EQUITY PREMIUM	46641Q332
MBSD	FLEXSHARES TR	14,232	$344K	0.0%	$24.17	$24.10	+0.3%	DISCP DUR MBS	33939L779
GUNR	FLEXSHARES TR	11,750	$325K	0.0%	$27.66	$26.23	+5.4%	MORNSTAR UPSTR	33939L407
SPY	SPDR S&P 500 ETF TR	1,000	$308K	0.0%	$308.00	$292.70	+5.4%	Call	78462F103
ESGE	ISHARES INC	8,924	$286K	0.0%	$32.05	$30.04	+6.8%	ESG MSCI EM ETF	46434G863
SPY	SPDR S&P 500 ETF TR	577	$178K	0.0%	$308.49	$292.70	+5.4%	TR UNIT	78462F103