Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 31, 2023

Total Value ($000): $2,928,106 (100.0% shares, 0.0% debt)

Holdings (39)

HYG ISHARES TR 15.8%

Value ($000) $461,562 Shares 6,148,418 Est. Cost $75.07 Unrealized —

JNK SPDR SER TR 13.8%

Value ($000) $403,074 Shares 4,379,808 Est. Cost $92.03 Unrealized —

BND VANGUARD BD INDEX FDS 8.3%

Value ($000) $243,116 Shares 3,344,558 Est. Cost $72.98 Unrealized —

AGG ISHARES TR 8.1%

Value ($000) $237,320 Shares 2,422,865 Est. Cost $98.81 Unrealized —

MBB ISHARES TR 6.2%

Value ($000) $182,425 Shares 1,955,983 Est. Cost $94.24 Unrealized —

BNDX VANGUARD CHARLOTTE FDS 5.3%

Value ($000) $156,585 Shares 3,203,463 Est. Cost $48.91 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 5.2%

Value ($000) $152,932 Shares 7,268,639 Est. Cost $20.83 Unrealized —

SJNK SPDR SER TR 4.6%

Value ($000) $135,085 Shares 5,469,025 Est. Cost $24.70 Unrealized —

SHYG ISHARES TR 4.6%

Value ($000) $135,029 Shares 3,257,647 Est. Cost $41.45 Unrealized —

VOO VANGUARD INDEX FDS 4.1%

Value ($000) $119,619 Shares 293,703 Est. Cost $359.84 Unrealized —

HYLB DBX ETF TR 2.5%

Value ($000) $73,954 Shares 2,143,600 Est. Cost $34.50 Unrealized —

USHY ISHARES TR 2.5%

Value ($000) $73,862 Shares 2,092,400 Est. Cost $35.55 Unrealized —

SRLN SSGA ACTIVE ETF TR 2.1%

Value ($000) $61,227 Shares 1,462,306 Est. Cost $41.87 Unrealized —

EMB ISHARES TR 2.0%

Value ($000) $58,298 Shares 673,649 Est. Cost $86.54 Unrealized —

DIA SPDR DOW JONES INDL AVERAGE 1.9%

Value ($000) $54,402 Shares 158,215 Est. Cost $331.77 Unrealized —

CWB SPDR SER TR 1.2%

Value ($000) $34,353 Shares 491,108 Est. Cost $69.95 Unrealized —

PFF ISHARES TR 1.1%

Value ($000) $33,626 Shares 1,087,178 Est. Cost $30.93 Unrealized —

VTV VANGUARD INDEX FDS 1.0%

Value ($000) $29,231 Shares 205,704 Est. Cost $139.67 Unrealized —

MUB ISHARES TR 1.0%

Value ($000) $27,985 Shares 262,200 Est. Cost $106.73 Unrealized —

VTEB VANGUARD MUN BD FDS 0.9%

Value ($000) $26,250 Shares 522,700 Est. Cost $50.22 Unrealized —

EMLC VANECK ETF TRUST 0.7%

Value ($000) $21,141 Shares 827,100 Est. Cost $25.56 Unrealized —

QQQ INVESCO QQQ TR 0.7%

Value ($000) $20,166 Shares 54,589 Est. Cost $320.93 Unrealized —

VUG VANGUARD INDEX FDS 0.7%

Value ($000) $19,791 Shares 69,943 Est. Cost $249.44 Unrealized —

JEPI J P MORGAN EXCHANGE TRADED F 0.7%

Value ($000) $19,151 Shares 346,118 Est. Cost $54.52 Unrealized —

HYS PIMCO ETF TR 0.6%

Value ($000) $18,612 Shares 204,100 Est. Cost $91.19 Unrealized —

USMV ISHARES TR 0.6%

Value ($000) $17,355 Shares 233,483 Est. Cost $72.74 Unrealized —

EFA ISHARES TR 0.6%

Value ($000) $17,117 Shares 236,098 Est. Cost $72.50 Unrealized —

EFAV ISHARES TR 0.6%

Value ($000) $16,789 Shares 248,733 Est. Cost $67.65 Unrealized —

ITA ISHARES TR 0.5%

Value ($000) $15,169 Shares 130,019 Est. Cost $113.57 Unrealized —

HYGV FLEXSHARES TR 0.4%

Value ($000) $12,047 Shares 297,900 Est. Cost $40.44 Unrealized —

XLC SELECT SECTOR SPDR TR 0.3%

Value ($000) $9,612 Shares 147,693 Est. Cost $57.97 Unrealized —

XLE SELECT SECTOR SPDR TR 0.3%

Value ($000) $8,128 Shares 100,135 Est. Cost $81.17 Unrealized —

HYD VANECK ETF TRUST 0.2%

Value ($000) $7,054 Shares 137,400 Est. Cost $51.34 Unrealized —

HYMB SPDR SER TR 0.2%

Value ($000) $7,050 Shares 281,900 Est. Cost $25.01 Unrealized —

XLF SELECT SECTOR SPDR TR 0.2%

Value ($000) $5,915 Shares 175,475 Est. Cost $33.71 Unrealized —

PHYL PGIM ETF TR 0.2%

Value ($000) $5,108 Shares 150,000 Est. Cost $34.05 Unrealized —

TLTW ISHARES TR 0.2%

Value ($000) $5,025 Shares 150,000 Est. Cost $33.50 Unrealized —

BKHY BNY MELLON ETF TRUST 0.1%

Value ($000) $2,324 Shares 50,000 Est. Cost $46.48 Unrealized —

UCON FIRST TR EXCHNG TRADED FD VI 0.0%

Value ($000) $618 Shares 25,558 Est. Cost $24.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	6,148,418	$461,562	15.8%	$75.07	—	IBOXX HI YD ETF	464288513
JNK	SPDR SER TR	4,379,808	$403,074	13.8%	$92.03	—	BLOOMBERG HIGH Y	78468R622
BND	VANGUARD BD INDEX FDS	3,344,558	$243,116	8.3%	$72.98	—	TOTAL BND MRKT	921937835
AGG	ISHARES TR	2,422,865	$237,320	8.1%	$98.81	—	CORE US AGGBD ET	464287226
MBB	ISHARES TR	1,955,983	$182,425	6.2%	$94.24	—	MBS ETF	464288588
BNDX	VANGUARD CHARLOTTE FDS	3,203,463	$156,585	5.3%	$48.91	—	TOTAL INT BD ETF	92203J407
BKLN	INVESCO EXCH TRADED FD TR II	7,268,639	$152,932	5.2%	$20.83	—	SR LN ETF	46138G508
SJNK	SPDR SER TR	5,469,025	$135,085	4.6%	$24.70	—	BLOOMBERG SHT TE	78468R408
SHYG	ISHARES TR	3,257,647	$135,029	4.6%	$41.45	—	0-5YR HI YL CP	46434V407
VOO	VANGUARD INDEX FDS	293,703	$119,619	4.1%	$359.84	—	S&P 500 ETF SHS	922908363
HYLB	DBX ETF TR	2,143,600	$73,954	2.5%	$34.50	—	XTRACK USD HIGH	233051432
USHY	ISHARES TR	2,092,400	$73,862	2.5%	$35.55	—	BROAD USD HIGH	46435U853
SRLN	SSGA ACTIVE ETF TR	1,462,306	$61,227	2.1%	$41.87	—	BLACKSTONE SENR	78467V608
EMB	ISHARES TR	673,649	$58,298	2.0%	$86.54	—	JPMORGAN USD EMG	464288281
DIA	SPDR DOW JONES INDL AVERAGE	158,215	$54,402	1.9%	$331.77	—	UT SER 1	78467X109
CWB	SPDR SER TR	491,108	$34,353	1.2%	$69.95	—	BBG CONV SEC ETF	78464A359
PFF	ISHARES TR	1,087,178	$33,626	1.1%	$30.93	—	PFD AND INCM SEC	464288687
VTV	VANGUARD INDEX FDS	205,704	$29,231	1.0%	$139.67	—	VALUE ETF	922908744
MUB	ISHARES TR	262,200	$27,985	1.0%	$106.73	—	NATIONAL MUN ETF	464288414
VTEB	VANGUARD MUN BD FDS	522,700	$26,250	0.9%	$50.22	—	TAX EXEMPT BD	922907746
EMLC	VANECK ETF TRUST	827,100	$21,141	0.7%	$25.56	—	JP MRGAN EM LOC	92189H300
QQQ	INVESCO QQQ TR	54,589	$20,166	0.7%	$320.93	—	UNIT SER 1	46090E103
VUG	VANGUARD INDEX FDS	69,943	$19,791	0.7%	$249.44	—	GROWTH ETF	922908736
JEPI	J P MORGAN EXCHANGE TRADED F	346,118	$19,151	0.7%	$54.52	—	EQUITY PREMIUM	46641Q332
HYS	PIMCO ETF TR	204,100	$18,612	0.6%	$91.19	—	0-5 HIGH YIELD	72201R783
USMV	ISHARES TR	233,483	$17,355	0.6%	$72.74	—	MSCI USA MIN VOL	46429B697
EFA	ISHARES TR	236,098	$17,117	0.6%	$72.50	—	MSCI EAFE ETF	464287465
EFAV	ISHARES TR	248,733	$16,789	0.6%	$67.65	—	MSCI EAFE MIN VL	46429B689
ITA	ISHARES TR	130,019	$15,169	0.5%	$113.57	—	US AER DEF ETF	464288760
HYGV	FLEXSHARES TR	297,900	$12,047	0.4%	$40.44	—	HIG YLD VL ETF	33939L662
XLC	SELECT SECTOR SPDR TR	147,693	$9,612	0.3%	$57.97	—	COMMUNICATION	81369Y852
XLE	SELECT SECTOR SPDR TR	100,135	$8,128	0.3%	$81.17	—	ENERGY	81369Y506
HYD	VANECK ETF TRUST	137,400	$7,054	0.2%	$51.34	—	HIGH YLD MUNIETF	92189H409
HYMB	SPDR SER TR	281,900	$7,050	0.2%	$25.01	—	NUVEEN BLOOMBERG	78464A284
XLF	SELECT SECTOR SPDR TR	175,475	$5,915	0.2%	$33.71	—	FINANCIAL	81369Y605
PHYL	PGIM ETF TR	150,000	$5,108	0.2%	$34.05	—	ACTV HY BD ETF	69344A206
TLTW	ISHARES TR	150,000	$5,025	0.2%	$33.50	—	20+ YEAR TR BD	46436E338
BKHY	BNY MELLON ETF TRUST	50,000	$2,324	0.1%	$46.48	—	HIGH YIELD BETA	09661T800
UCON	FIRST TR EXCHNG TRADED FD VI	25,558	$618	0.0%	$24.19	—	TCW UNCONSTRAI	33740F888