Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 9, 2023

Total Value ($000): $1,069,255 (100.0% shares, 0.0% debt)

Holdings (18)

IEF ISHARES TR 17.3%

Value ($000) $184,898 Shares 1,865,400 Est. Cost $99.12 Unrealized —

VOO VANGUARD INDEX FDS 11.8%

Value ($000) $125,871 Shares 334,700 Est. Cost $359.84 Unrealized —

MBB ISHARES TR 11.5%

Value ($000) $123,225 Shares 1,300,800 Est. Cost $94.73 Unrealized —

AGG ISHARES TR 11.5%

Value ($000) $123,205 Shares 1,236,500 Est. Cost $99.64 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 11.5%

Value ($000) $122,633 Shares 2,506,800 Est. Cost $48.92 Unrealized —

USHY ISHARES TR 7.0%

Value ($000) $74,385 Shares 2,092,400 Est. Cost $35.55 Unrealized —

BND VANGUARD BD INDEX FDS 5.8%

Value ($000) $61,825 Shares 837,400 Est. Cost $73.83 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 5.7%

Value ($000) $61,325 Shares 2,948,300 Est. Cost $20.53 Unrealized —

DIA SPDR DOW JONES INDL AVERAGE 4.9%

Value ($000) $52,454 Shares 157,700 Est. Cost $331.77 Unrealized —

VTV VANGUARD INDEX FDS 2.6%

Value ($000) $28,326 Shares 205,100 Est. Cost $139.67 Unrealized —

JEPI J P MORGAN EXCHANGE TRADED F 1.8%

Value ($000) $18,842 Shares 345,100 Est. Cost $54.52 Unrealized —

QQQ INVESCO QQQ TR 1.6%

Value ($000) $17,459 Shares 54,400 Est. Cost $320.93 Unrealized —

VUG VANGUARD INDEX FDS 1.6%

Value ($000) $17,386 Shares 69,700 Est. Cost $249.44 Unrealized —

USMV ISHARES TR 1.6%

Value ($000) $16,927 Shares 232,700 Est. Cost $72.74 Unrealized —

EFAV ISHARES TR 1.6%

Value ($000) $16,770 Shares 247,900 Est. Cost $67.65 Unrealized —

ITA ISHARES TR 1.4%

Value ($000) $14,903 Shares 129,500 Est. Cost $113.57 Unrealized —

XLC SELECT SECTOR SPDR TR 0.8%

Value ($000) $8,533 Shares 147,200 Est. Cost $57.97 Unrealized —

UCON FIRST TR EXCHNG TRADED FD VI 0.0%

Value ($000) $288 Shares 11,900 Est. Cost $24.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	1,865,400	$184,898	17.3%	$99.12	—	7-10 YR TRSY BD	464287440
VOO	VANGUARD INDEX FDS	334,700	$125,871	11.8%	$359.84	—	S&P 500 ETF SHS	922908363
MBB	ISHARES TR	1,300,800	$123,225	11.5%	$94.73	—	MBS ETF	464288588
AGG	ISHARES TR	1,236,500	$123,205	11.5%	$99.64	—	CORE US AGGBD ET	464287226
BNDX	VANGUARD CHARLOTTE FDS	2,506,800	$122,633	11.5%	$48.92	—	TOTAL INT BD ETF	92203J407
USHY	ISHARES TR	2,092,400	$74,385	7.0%	$35.55	—	BROAD USD HIGH	46435U853
BND	VANGUARD BD INDEX FDS	837,400	$61,825	5.8%	$73.83	—	TOTAL BND MRKT	921937835
BKLN	INVESCO EXCH TRADED FD TR II	2,948,300	$61,325	5.7%	$20.53	—	SR LN ETF	46138G508
DIA	SPDR DOW JONES INDL AVERAGE	157,700	$52,454	4.9%	$331.77	—	UT SER 1	78467X109
VTV	VANGUARD INDEX FDS	205,100	$28,326	2.6%	$139.67	—	VALUE ETF	922908744
JEPI	J P MORGAN EXCHANGE TRADED F	345,100	$18,842	1.8%	$54.52	—	EQUITY PREMIUM	46641Q332
QQQ	INVESCO QQQ TR	54,400	$17,459	1.6%	$320.93	—	UNIT SER 1	46090E103
VUG	VANGUARD INDEX FDS	69,700	$17,386	1.6%	$249.44	—	GROWTH ETF	922908736
USMV	ISHARES TR	232,700	$16,927	1.6%	$72.74	—	MSCI USA MIN VOL	46429B697
EFAV	ISHARES TR	247,900	$16,770	1.6%	$67.65	—	MSCI EAFE MIN VL	46429B689
ITA	ISHARES TR	129,500	$14,903	1.4%	$113.57	—	US AER DEF ETF	464288760
XLC	SELECT SECTOR SPDR TR	147,200	$8,533	0.8%	$57.97	—	COMMUNICATION	81369Y852
UCON	FIRST TR EXCHNG TRADED FD VI	11,900	$288	0.0%	$24.21	—	TCW UNCONSTRAI	33740F888