Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 22, 2024

Total Value ($000): $2,040,966 (100.0% shares, 0.0% debt)

Holdings (68)

JNK SPDR SER TR 17.4%
Value ($000) $354,536 Shares 3,742,600 Est. Cost $91.89 Unrealized
HYG ISHARES TR 9.1%
Value ($000) $186,239 Shares 2,406,500 Est. Cost $74.95 Unrealized
USHY ISHARES TR 8.9%
Value ($000) $182,117 Shares 5,010,100 Est. Cost $35.63 Unrealized
SJNK SPDR SER TR 6.3%
Value ($000) $128,807 Shares 5,123,600 Est. Cost $24.68 Unrealized
EMB ISHARES TR 5.0%
Value ($000) $102,285 Shares 1,148,500 Est. Cost $89.06 Unrealized
HYLB DBX ETF TR 3.8%
Value ($000) $78,167 Shares 2,198,800 Est. Cost $34.53 Unrealized
VEA VANGUARD TAX-MANAGED FDS 3.7%
Value ($000) $75,571 Shares 1,577,677 Est. Cost $47.90 Unrealized
LQD ISHARES TR 3.1%
Value ($000) $63,533 Shares 574,126 Est. Cost $110.66 Unrealized
SHYG ISHARES TR 3.0%
Value ($000) $61,620 Shares 1,459,500 Est. Cost $41.45 Unrealized
PFF ISHARES TR 2.9%
Value ($000) $58,651 Shares 1,880,431 Est. Cost $31.19 Unrealized
SPHY SPDR SER TR 2.3%
Value ($000) $47,089 Shares 2,014,076 Est. Cost $22.68 Unrealized
TLT ISHARES TR 2.3%
Value ($000) $46,602 Shares 471,300 Est. Cost $98.88 Unrealized
SRLN SSGA ACTIVE ETF TR 2.1%
Value ($000) $43,746 Shares 1,043,300 Est. Cost $41.88 Unrealized
AMLP ALPS ETF TR 1.9%
Value ($000) $39,613 Shares 931,640 Est. Cost $42.22 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 1.8%
Value ($000) $37,073 Shares 1,750,395 Est. Cost $20.86 Unrealized
PZA INVESCO EXCH TRADED FD TR II 1.5%
Value ($000) $30,784 Shares 1,273,100 Est. Cost $24.18 Unrealized
CWB SPDR SER TR 1.4%
Value ($000) $29,400 Shares 407,478 Est. Cost $72.15 Unrealized
EMLC VANECK ETF TRUST 1.3%
Value ($000) $26,316 Shares 1,038,100 Est. Cost $25.35 Unrealized
ANGL VANECK ETF TRUST 1.3%
Value ($000) $26,288 Shares 913,400 Est. Cost $27.06 Unrealized
JAAA JANUS DETROIT STR TR 1.2%
Value ($000) $25,110 Shares 499,200 Est. Cost $50.33 Unrealized
VUG VANGUARD INDEX FDS 1.2%
Value ($000) $23,958 Shares 77,064 Est. Cost $252.88 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 1.2%
Value ($000) $23,574 Shares 62,552 Est. Cost $331.77 Unrealized
QQQ INVESCO QQQ TR 1.1%
Value ($000) $23,379 Shares 57,089 Est. Cost $322.57 Unrealized
FALN ISHARES TR 1.0%
Value ($000) $21,107 Shares 799,500 Est. Cost $24.80 Unrealized
JEPI J P MORGAN EXCHANGE TRADED F 1.0%
Value ($000) $19,601 Shares 356,519 Est. Cost $54.50 Unrealized
JEPQ J P MORGAN EXCHANGE TRADED F 0.9%
Value ($000) $18,789 Shares 376,307 Est. Cost $48.47 Unrealized
MUB ISHARES TR 0.9%
Value ($000) $18,744 Shares 172,900 Est. Cost $108.41 Unrealized
QUAL ISHARES TR 0.9%
Value ($000) $18,493 Shares 125,681 Est. Cost $139.33 Unrealized
VOO VANGUARD INDEX FDS 0.9%
Value ($000) $17,844 Shares 40,852 Est. Cost $362.71 Unrealized
EPI WISDOMTREE TR 0.8%
Value ($000) $16,556 Shares 403,801 Est. Cost $39.90 Unrealized
HYMB SPDR SER TR 0.7%
Value ($000) $15,218 Shares 601,500 Est. Cost $25.30 Unrealized
HYD VANECK ETF TRUST 0.7%
Value ($000) $15,138 Shares 293,200 Est. Cost $51.63 Unrealized
FPE FIRST TR EXCH TRADED FD III 0.7%
Value ($000) $14,846 Shares 880,528 Est. Cost $16.26 Unrealized
USMV ISHARES TR 0.7%
Value ($000) $14,783 Shares 189,452 Est. Cost $72.74 Unrealized
BSJP INVESCO EXCH TRD SLF IDX FD 0.6%
Value ($000) $12,517 Shares 550,700 Est. Cost $22.48 Unrealized
IGOV ISHARES TR 0.5%
Value ($000) $9,246 Shares 223,700 Est. Cost $41.33 Unrealized
ITA ISHARES TR 0.4%
Value ($000) $8,702 Shares 68,736 Est. Cost $126.60 Unrealized
KRE SPDR SER TR 0.4%
Value ($000) $8,565 Shares 163,355 Est. Cost $52.43 Unrealized
BNDX VANGUARD CHARLOTTE FDS 0.4%
Value ($000) $8,446 Shares 171,100 Est. Cost $49.37 Unrealized
XLF SELECT SECTOR SPDR TR 0.4%
Value ($000) $7,944 Shares 211,271 Est. Cost $34.21 Unrealized
PHYL PGIM ETF TR 0.4%
Value ($000) $7,817 Shares 224,700 Est. Cost $34.30 Unrealized
XLC SELECT SECTOR SPDR TR 0.4%
Value ($000) $7,498 Shares 103,196 Est. Cost $58.19 Unrealized
VTEB VANGUARD MUN BD FDS 0.4%
Value ($000) $7,423 Shares 145,400 Est. Cost $51.05 Unrealized
HYGV FLEXSHARES TR 0.3%
Value ($000) $5,644 Shares 138,100 Est. Cost $40.44 Unrealized
HYLS FIRST TR EXCHANGE-TRADED FD 0.3%
Value ($000) $5,246 Shares 126,200 Est. Cost $39.27 Unrealized
FLTR VANECK ETF TRUST 0.3%
Value ($000) $5,206 Shares 207,000 Est. Cost $25.29 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.3%
Value ($000) $5,188 Shares 224,800 Est. Cost $22.81 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $5,140 Shares 79,713 Est. Cost $64.48 Unrealized
BSJO INVESCO EXCH TRD SLF IDX FD 0.2%
Value ($000) $4,766 Shares 209,800 Est. Cost $22.48 Unrealized
IYR ISHARES TR 0.2%
Value ($000) $4,160 Shares 45,511 Est. Cost $91.41 Unrealized
ISHARES TR 0.2%
Value ($000) $3,943 Shares 169,900 Est. Cost $23.20 Unrealized
LONZ PIMCO ETF TR 0.2%
Value ($000) $3,776 Shares 74,800 Est. Cost $50.30 Unrealized
FLBL FRANKLIN TEMPLETON ETF TR 0.1%
Value ($000) $2,475 Shares 101,900 Est. Cost $24.05 Unrealized
FLRN SPDR SER TR 0.1%
Value ($000) $2,114 Shares 69,100 Est. Cost $30.72 Unrealized
BBHY J P MORGAN EXCHANGE TRADED F 0.1%
Value ($000) $2,085 Shares 45,400 Est. Cost $43.88 Unrealized
CLOI VANECK ETF TRUST 0.1%
Value ($000) $1,314 Shares 25,200 Est. Cost $52.16 Unrealized
FLRT PACER FDS TR 0.1%
Value ($000) $1,053 Shares 22,336 Est. Cost $46.68 Unrealized
BKHY BNY MELLON ETF TRUST 0.1%
Value ($000) $1,042 Shares 22,000 Est. Cost $46.19 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.0%
Value ($000) $863 Shares 10,762 Est. Cost $80.15 Unrealized
JMHI J P MORGAN EXCHANGE TRADED F 0.0%
Value ($000) $585 Shares 11,800 Est. Cost $49.60 Unrealized
IJR ISHARES TR 0.0%
Value ($000) $435 Shares 4,021 Est. Cost $108.25 Unrealized
YLD PRINCIPAL EXCHANGE TRADED FD 0.0%
Value ($000) $415 Shares 21,978 Est. Cost $18.86 Unrealized
VOT VANGUARD INDEX FDS 0.0%
Value ($000) $381 Shares 1,734 Est. Cost $219.57 Unrealized
CLOA BLACKROCK ETF TRUST II 0.0%
Value ($000) $354 Shares 6,900 Est. Cost $51.30 Unrealized
PFRL PGIM ETF TR 0.0%
Value ($000) $294 Shares 5,842 Est. Cost $50.26 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $266 Shares 6,475 Est. Cost $41.10 Unrealized
VXF VANGUARD INDEX FDS 0.0%
Value ($000) $253 Shares 1,538 Est. Cost $164.42 Unrealized
CLOZ SERIES PORTFOLIOS TR 0.0%
Value ($000) $236 Shares 8,952 Est. Cost $26.14 Unrealized