Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $68,532 (100.0% shares, 0.0% debt)

Holdings (5)

UUP INVESCO DB US DLR INDEX TR 35.3%

Value ($000) $24,160 Shares 918,650 Est. Cost $25.63 Unrealized —

PDBC INVESCO ACTIVLY MANGD ETC FD 30.6%

Value ($000) $20,956 Shares 1,188,000 Est. Cost $17.64 Unrealized —

USMV ISHARES TR 15.1%

Value ($000) $10,371 Shares 133,700 Est. Cost $80.90 Unrealized —

IYR ISHARES TR 14.7%

Value ($000) $10,064 Shares 93,000 Est. Cost $114.58 Unrealized —

SPY SPDR S&P 500 ETF TR 4.3%

Value ($000) $2,981 Shares 6,600 Est. Cost $474.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
UUP	INVESCO DB US DLR INDEX TR	918,650	$24,160	35.3%	$25.63	—	BULLISH FD	46141D203
PDBC	INVESCO ACTIVLY MANGD ETC FD	1,188,000	$20,956	30.6%	$17.64	—	OPTIMUM YIELD	46090F100
USMV	ISHARES TR	133,700	$10,371	15.1%	$80.90	—	MSCI USA MIN VOL	46429B697
IYR	ISHARES TR	93,000	$10,064	14.7%	$114.58	—	U.S. REAL ES ETF	464287739
SPY	SPDR S&P 500 ETF TR	6,600	$2,981	4.3%	$474.96	—	TR UNIT	78462F103