Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 1, 2024

Total Value ($000): $2,123,340 (100.0% shares, 0.0% debt)

Holdings (69)

JNK SPDR SER TR 20.3%
Value ($000) $430,085 Shares 4,517,700 Est. Cost $92.46 Unrealized
USHY ISHARES TR 8.6%
Value ($000) $183,320 Shares 5,010,100 Est. Cost $35.63 Unrealized
HYG ISHARES TR 8.6%
Value ($000) $182,930 Shares 2,353,400 Est. Cost $74.95 Unrealized
SJNK SPDR SER TR 6.3%
Value ($000) $132,801 Shares 5,265,700 Est. Cost $24.70 Unrealized
VEA VANGUARD TAX-MANAGED FDS 3.7%
Value ($000) $79,152 Shares 1,577,677 Est. Cost $47.90 Unrealized
HYLB DBX ETF TR 3.7%
Value ($000) $78,519 Shares 2,198,800 Est. Cost $34.53 Unrealized
SPHY SPDR SER TR 3.4%
Value ($000) $71,279 Shares 3,038,304 Est. Cost $22.95 Unrealized
SHYG ISHARES TR 3.3%
Value ($000) $69,271 Shares 1,628,000 Est. Cost $41.56 Unrealized
PFF ISHARES TR 3.2%
Value ($000) $68,720 Shares 2,132,163 Est. Cost $31.31 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 3.2%
Value ($000) $67,048 Shares 3,170,136 Est. Cost $20.99 Unrealized
LQD ISHARES TR 2.9%
Value ($000) $62,625 Shares 574,960 Est. Cost $110.66 Unrealized
SRLN SSGA ACTIVE ETF TR 2.8%
Value ($000) $59,969 Shares 1,424,100 Est. Cost $41.94 Unrealized
AMLP ALPS ETF TR 2.1%
Value ($000) $44,216 Shares 931,640 Est. Cost $42.22 Unrealized
CWB SPDR SER TR 2.0%
Value ($000) $41,755 Shares 571,678 Est. Cost $72.41 Unrealized
VUG VANGUARD INDEX FDS 1.6%
Value ($000) $34,339 Shares 99,764 Est. Cost $273.66 Unrealized
PZA INVESCO EXCH TRADED FD TR II 1.4%
Value ($000) $30,338 Shares 1,273,100 Est. Cost $24.18 Unrealized
EPI WISDOMTREE TR 1.4%
Value ($000) $29,654 Shares 680,767 Est. Cost $41.39 Unrealized
ANGL VANECK ETF TRUST 1.2%
Value ($000) $26,507 Shares 913,400 Est. Cost $27.06 Unrealized
FPE FIRST TR EXCH TRADED FD III 1.2%
Value ($000) $25,896 Shares 1,495,128 Est. Cost $16.70 Unrealized
QQQ INVESCO QQQ TR 1.2%
Value ($000) $25,348 Shares 57,089 Est. Cost $322.57 Unrealized
JAAA JANUS DETROIT STR TR 1.2%
Value ($000) $25,329 Shares 499,200 Est. Cost $50.33 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 1.2%
Value ($000) $24,881 Shares 62,552 Est. Cost $331.77 Unrealized
FALN ISHARES TR 1.0%
Value ($000) $21,475 Shares 799,500 Est. Cost $24.80 Unrealized
QUAL ISHARES TR 1.0%
Value ($000) $20,656 Shares 125,681 Est. Cost $139.33 Unrealized
JEPI J P MORGAN EXCHANGE TRADED F 1.0%
Value ($000) $20,628 Shares 356,519 Est. Cost $54.50 Unrealized
JEPQ J P MORGAN EXCHANGE TRADED F 1.0%
Value ($000) $20,411 Shares 376,307 Est. Cost $48.47 Unrealized
HYMB SPDR SER TR 0.8%
Value ($000) $17,839 Shares 694,400 Est. Cost $25.35 Unrealized
PGX INVESCO EXCH TRADED FD TR II 0.8%
Value ($000) $17,575 Shares 1,479,416 Est. Cost $11.88 Unrealized
VOO VANGUARD INDEX FDS 0.8%
Value ($000) $16,644 Shares 34,624 Est. Cost $362.71 Unrealized
ICVT ISHARES TR 0.8%
Value ($000) $16,373 Shares 205,100 Est. Cost $79.83 Unrealized
HYD VANECK ETF TRUST 0.8%
Value ($000) $16,305 Shares 312,000 Est. Cost $51.67 Unrealized
MUB ISHARES TR 0.8%
Value ($000) $15,957 Shares 148,300 Est. Cost $108.41 Unrealized
BSJP INVESCO EXCH TRD SLF IDX FD 0.7%
Value ($000) $15,872 Shares 691,600 Est. Cost $22.58 Unrealized
DXJ WISDOMTREE TR 0.7%
Value ($000) $14,895 Shares 137,282 Est. Cost $108.50 Unrealized
USMV ISHARES TR 0.6%
Value ($000) $13,143 Shares 157,252 Est. Cost $72.74 Unrealized
ITA ISHARES TR 0.4%
Value ($000) $9,068 Shares 68,736 Est. Cost $126.60 Unrealized
XLF SELECT SECTOR SPDR TR 0.4%
Value ($000) $8,899 Shares 211,271 Est. Cost $34.21 Unrealized
VTEB VANGUARD MUN BD FDS 0.4%
Value ($000) $8,405 Shares 166,100 Est. Cost $50.99 Unrealized
PHYL PGIM ETF TR 0.4%
Value ($000) $7,871 Shares 224,700 Est. Cost $34.30 Unrealized
XLC SELECT SECTOR SPDR TR 0.4%
Value ($000) $7,782 Shares 95,296 Est. Cost $58.19 Unrealized
HYGV FLEXSHARES TR 0.3%
Value ($000) $5,677 Shares 138,100 Est. Cost $40.44 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $5,372 Shares 79,773 Est. Cost $64.48 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.3%
Value ($000) $5,343 Shares 224,800 Est. Cost $22.81 Unrealized
FLTR VANECK ETF TRUST 0.2%
Value ($000) $5,281 Shares 207,000 Est. Cost $25.29 Unrealized
HYLS FIRST TR EXCHANGE-TRADED FD 0.2%
Value ($000) $5,203 Shares 126,200 Est. Cost $39.27 Unrealized
BSJO INVESCO EXCH TRD SLF IDX FD 0.2%
Value ($000) $4,769 Shares 209,800 Est. Cost $22.48 Unrealized
ISHARES TR 0.2%
Value ($000) $3,961 Shares 169,900 Est. Cost $23.20 Unrealized
NBOS NEUBERGER BERMAN ETF TRUST 0.2%
Value ($000) $3,926 Shares 150,792 Est. Cost $26.04 Unrealized
LONZ PIMCO ETF TR 0.2%
Value ($000) $3,826 Shares 74,800 Est. Cost $50.30 Unrealized
FLBL FRANKLIN TEMPLETON ETF TR 0.1%
Value ($000) $2,496 Shares 101,900 Est. Cost $24.05 Unrealized
FLRN SPDR SER TR 0.1%
Value ($000) $2,130 Shares 69,100 Est. Cost $30.72 Unrealized
BBHY J P MORGAN EXCHANGE TRADED F 0.1%
Value ($000) $2,097 Shares 45,400 Est. Cost $43.88 Unrealized
CLOI VANECK ETF TRUST 0.1%
Value ($000) $1,331 Shares 25,200 Est. Cost $52.16 Unrealized
FLRT PACER FDS TR 0.1%
Value ($000) $1,062 Shares 22,336 Est. Cost $46.68 Unrealized
BKHY BNY MELLON ETF TRUST 0.0%
Value ($000) $1,049 Shares 22,000 Est. Cost $46.19 Unrealized
IJR ISHARES TR 0.0%
Value ($000) $1,047 Shares 9,473 Est. Cost $109.56 Unrealized
JBBB JANUS DETROIT STR TR 0.0%
Value ($000) $720 Shares 14,726 Est. Cost $48.89 Unrealized
JMHI J P MORGAN EXCHANGE TRADED F 0.0%
Value ($000) $588 Shares 11,800 Est. Cost $49.60 Unrealized
VOT VANGUARD INDEX FDS 0.0%
Value ($000) $563 Shares 2,389 Est. Cost $224.02 Unrealized
YLD PRINCIPAL EXCHANGE TRADED FD 0.0%
Value ($000) $421 Shares 21,978 Est. Cost $18.86 Unrealized
IJK ISHARES TR 0.0%
Value ($000) $361 Shares 3,961 Est. Cost $91.25 Unrealized
CLOA BLACKROCK ETF TRUST II 0.0%
Value ($000) $357 Shares 6,900 Est. Cost $51.30 Unrealized
PAVE GLOBAL X FDS 0.0%
Value ($000) $355 Shares 8,918 Est. Cost $39.81 Unrealized
KRE SPDR SER TR 0.0%
Value ($000) $341 Shares 6,786 Est. Cost $52.43 Unrealized
PFRL PGIM ETF TR 0.0%
Value ($000) $298 Shares 5,842 Est. Cost $50.26 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $270 Shares 6,475 Est. Cost $41.10 Unrealized
VXF VANGUARD INDEX FDS 0.0%
Value ($000) $270 Shares 1,538 Est. Cost $164.42 Unrealized
CLOZ SERIES PORTFOLIOS TR 0.0%
Value ($000) $240 Shares 8,952 Est. Cost $26.14 Unrealized
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $206 Shares 2,178 Est. Cost $94.41 Unrealized