Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Jan 17, 2023

Total Value ($000): $1,577,675 (100.0% shares, 0.0% debt)

Holdings (15)

HYG ISHARES TR 41.4%

Value ($000) $653,555 Shares 8,876,200 Est. Cost $73.63 Unrealized —

JNK SPDR SER TR 31.7%

Value ($000) $500,643 Shares 5,562,700 Est. Cost $90.00 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 10.5%

Value ($000) $165,320 Shares 8,052,600 Est. Cost $20.53 Unrealized —

VOO VANGUARD INDEX FDS 4.9%

Value ($000) $77,189 Shares 219,700 Est. Cost $351.34 Unrealized —

DIA SPDR DOW JONES INDL AVERAGE 2.2%

Value ($000) $34,260 Shares 103,400 Est. Cost $331.33 Unrealized —

XLE SELECT SECTOR SPDR TR 1.8%

Value ($000) $28,454 Shares 325,300 Est. Cost $87.47 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 1.4%

Value ($000) $21,669 Shares 555,900 Est. Cost $38.98 Unrealized —

VBR VANGUARD INDEX FDS 1.3%

Value ($000) $20,803 Shares 131,000 Est. Cost $158.80 Unrealized —

VTV VANGUARD INDEX FDS 1.3%

Value ($000) $19,862 Shares 141,500 Est. Cost $140.37 Unrealized —

XLF SELECT SECTOR SPDR TR 0.8%

Value ($000) $13,157 Shares 384,700 Est. Cost $34.20 Unrealized —

JEPI J P MORGAN EXCHANGE TRADED F 0.8%

Value ($000) $12,914 Shares 237,000 Est. Cost $54.49 Unrealized —

IBB ISHARES TR 0.7%

Value ($000) $10,871 Shares 82,800 Est. Cost $131.29 Unrealized —

PDBC INVESCO ACTVELY MNGD ETC FD 0.6%

Value ($000) $9,028 Shares 610,800 Est. Cost $14.78 Unrealized —

ITA ISHARES TR 0.4%

Value ($000) $6,812 Shares 60,900 Est. Cost $111.86 Unrealized —

VEA VANGUARD TAX-MANAGED FDS 0.2%

Value ($000) $3,139 Shares 74,800 Est. Cost $41.97 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	8,876,200	$653,555	41.4%	$73.63	—	IBOXX HI YD ETF	464288513
JNK	SPDR SER TR	5,562,700	$500,643	31.7%	$90.00	—	BLOOMBERG HIGH Y	78468R622
BKLN	INVESCO EXCH TRADED FD TR II	8,052,600	$165,320	10.5%	$20.53	—	SR LN ETF	46138G508
VOO	VANGUARD INDEX FDS	219,700	$77,189	4.9%	$351.34	—	S&P 500 ETF SHS	922908363
DIA	SPDR DOW JONES INDL AVERAGE	103,400	$34,260	2.2%	$331.33	—	UT SER 1	78467X109
XLE	SELECT SECTOR SPDR TR	325,300	$28,454	1.8%	$87.47	—	ENERGY	81369Y506
VWO	VANGUARD INTL EQUITY INDEX F	555,900	$21,669	1.4%	$38.98	—	FTSE EMR MKT ETF	922042858
VBR	VANGUARD INDEX FDS	131,000	$20,803	1.3%	$158.80	—	SM CP VAL ETF	922908611
VTV	VANGUARD INDEX FDS	141,500	$19,862	1.3%	$140.37	—	VALUE ETF	922908744
XLF	SELECT SECTOR SPDR TR	384,700	$13,157	0.8%	$34.20	—	FINANCIAL	81369Y605
JEPI	J P MORGAN EXCHANGE TRADED F	237,000	$12,914	0.8%	$54.49	—	EQUITY PREMIUM	46641Q332
IBB	ISHARES TR	82,800	$10,871	0.7%	$131.29	—	ISHARES BIOTECH	464287556
PDBC	INVESCO ACTVELY MNGD ETC FD	610,800	$9,028	0.6%	$14.78	—	OPTIMUM YIELD	46090F100
ITA	ISHARES TR	60,900	$6,812	0.4%	$111.86	—	US AER DEF ETF	464288760
VEA	VANGUARD TAX-MANAGED FDS	74,800	$3,139	0.2%	$41.97	—	VAN FTSE DEV MKT	921943858