Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $2,244,141 (100.0% shares, 0.0% debt)

Holdings (54)

HYG ISHARES TR 22.2%
Value ($000) $497,470 Shares 6,748,104 Est. Cost $74.95 Unrealized
JNK SPDR SER TR 19.3%
Value ($000) $433,613 Shares 4,796,606 Est. Cost $91.89 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 8.0%
Value ($000) $179,275 Shares 8,540,961 Est. Cost $20.86 Unrealized
SJNK SPDR SER TR 6.5%
Value ($000) $144,935 Shares 5,925,392 Est. Cost $24.68 Unrealized
VOO VANGUARD INDEX FDS 5.6%
Value ($000) $126,388 Shares 321,843 Est. Cost $362.71 Unrealized
SHYG ISHARES TR 5.4%
Value ($000) $120,799 Shares 2,944,159 Est. Cost $41.45 Unrealized
USHY ISHARES TR 5.1%
Value ($000) $113,780 Shares 3,278,017 Est. Cost $35.25 Unrealized
SRLN SSGA ACTIVE ETF TR 3.2%
Value ($000) $72,686 Shares 1,733,499 Est. Cost $41.88 Unrealized
HYLB DBX ETF TR 3.2%
Value ($000) $72,668 Shares 2,143,600 Est. Cost $34.50 Unrealized
AMLP ALPS ETF TR 1.7%
Value ($000) $37,355 Shares 885,200 Est. Cost $42.20 Unrealized
SPHY SPDR SER TR 1.5%
Value ($000) $32,724 Shares 1,459,600 Est. Cost $22.42 Unrealized
JAAA JANUS DETROIT STR TR 1.3%
Value ($000) $29,267 Shares 581,500 Est. Cost $50.33 Unrealized
VTV VANGUARD INDEX FDS 1.3%
Value ($000) $29,109 Shares 211,044 Est. Cost $139.63 Unrealized
ANGL VANECK ETF TRUST 1.2%
Value ($000) $27,539 Shares 1,017,700 Est. Cost $27.06 Unrealized
FALN ISHARES TR 1.1%
Value ($000) $24,341 Shares 981,500 Est. Cost $24.80 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 0.9%
Value ($000) $20,914 Shares 62,438 Est. Cost $331.77 Unrealized
QQQ INVESCO QQQ TR 0.9%
Value ($000) $20,453 Shares 57,089 Est. Cost $322.57 Unrealized
VUG VANGUARD INDEX FDS 0.9%
Value ($000) $20,262 Shares 74,408 Est. Cost $250.81 Unrealized
IJH ISHARES TR 0.9%
Value ($000) $19,305 Shares 77,422 Est. Cost $249.35 Unrealized
JEPI J P MORGAN EXCHANGE TRADED F 0.8%
Value ($000) $19,018 Shares 355,082 Est. Cost $54.50 Unrealized
EFAV ISHARES TR 0.7%
Value ($000) $15,381 Shares 235,835 Est. Cost $67.65 Unrealized
FLRN SPDR SER TR 0.7%
Value ($000) $15,302 Shares 498,100 Est. Cost $30.72 Unrealized
USMV ISHARES TR 0.6%
Value ($000) $13,651 Shares 188,607 Est. Cost $72.74 Unrealized
BSJP INVESCO EXCH TRD SLF IDX FD 0.6%
Value ($000) $12,380 Shares 550,700 Est. Cost $22.48 Unrealized
XLE SELECT SECTOR SPDR TR 0.5%
Value ($000) $12,126 Shares 134,156 Est. Cost $83.51 Unrealized
HYGV FLEXSHARES TR 0.5%
Value ($000) $11,845 Shares 297,900 Est. Cost $40.44 Unrealized
FTSL FIRST TR EXCHANGE-TRADED FD 0.5%
Value ($000) $11,421 Shares 249,700 Est. Cost $45.74 Unrealized
XLC SELECT SECTOR SPDR TR 0.4%
Value ($000) $9,970 Shares 152,057 Est. Cost $58.19 Unrealized
FLTR VANECK ETF TRUST 0.4%
Value ($000) $9,924 Shares 392,400 Est. Cost $25.29 Unrealized
FPE FIRST TR EXCH TRADED FD III 0.4%
Value ($000) $9,454 Shares 592,000 Est. Cost $15.97 Unrealized
JEPQ J P MORGAN EXCHANGE TRADED F 0.4%
Value ($000) $8,582 Shares 182,870 Est. Cost $46.93 Unrealized
QUAL ISHARES TR 0.4%
Value ($000) $8,433 Shares 63,986 Est. Cost $131.79 Unrealized
HYS PIMCO ETF TR 0.3%
Value ($000) $6,438 Shares 71,300 Est. Cost $91.19 Unrealized
XLF SELECT SECTOR SPDR TR 0.3%
Value ($000) $6,077 Shares 183,208 Est. Cost $33.69 Unrealized
PHYL PGIM ETF TR 0.2%
Value ($000) $5,012 Shares 150,000 Est. Cost $34.05 Unrealized
HYLS FIRST TR EXCHANGE-TRADED FD 0.2%
Value ($000) $4,861 Shares 123,900 Est. Cost $39.23 Unrealized
FLOT ISHARES TR 0.2%
Value ($000) $4,773 Shares 93,800 Est. Cost $50.89 Unrealized
BSJO INVESCO EXCH TRD SLF IDX FD 0.2%
Value ($000) $4,717 Shares 209,800 Est. Cost $22.48 Unrealized
ISHARES TR 0.2%
Value ($000) $3,942 Shares 169,900 Est. Cost $23.20 Unrealized
EPI WISDOMTREE TR 0.2%
Value ($000) $3,834 Shares 104,309 Est. Cost $36.76 Unrealized
LONZ PIMCO ETF TR 0.2%
Value ($000) $3,762 Shares 74,800 Est. Cost $50.30 Unrealized
EWJ ISHARES INC 0.2%
Value ($000) $3,623 Shares 60,100 Est. Cost $60.29 Unrealized
BBHY J P MORGAN EXCHANGE TRADED F 0.2%
Value ($000) $3,510 Shares 80,000 Est. Cost $43.88 Unrealized
BKHY BNY MELLON ETF TRUST 0.1%
Value ($000) $3,212 Shares 70,600 Est. Cost $46.19 Unrealized
FLBL FRANKLIN TEMPLETON ETF TR 0.1%
Value ($000) $2,451 Shares 101,900 Est. Cost $24.05 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.1%
Value ($000) $1,881 Shares 84,100 Est. Cost $22.37 Unrealized
CLOI VANECK ETF TRUST 0.1%
Value ($000) $1,314 Shares 25,200 Est. Cost $52.16 Unrealized
JBBB JANUS DETROIT STR TR 0.1%
Value ($000) $1,254 Shares 26,400 Est. Cost $47.50 Unrealized
FLRT PACER FDS TR 0.0%
Value ($000) $1,043 Shares 22,336 Est. Cost $46.68 Unrealized
HIGH SIMPLIFY EXCHANGE TRADED FUN 0.0%
Value ($000) $776 Shares 31,200 Est. Cost $24.88 Unrealized
CARY ANGEL OAK FUNDS TRUST 0.0%
Value ($000) $468 Shares 23,284 Est. Cost $20.10 Unrealized
CLOA BLACKROCK ETF TRUST II 0.0%
Value ($000) $354 Shares 6,900 Est. Cost $51.30 Unrealized
CLOZ SERIES PORTFOLIOS TR 0.0%
Value ($000) $234 Shares 8,952 Est. Cost $26.14 Unrealized
PDBC INVESCO ACTVELY MNGD ETC FD 0.0%
Value ($000) $232 Shares 15,525 Est. Cost $14.95 Unrealized