Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 8, 2024

Total Value ($000): $2,108,468 (100.0% shares, 0.0% debt)

Holdings (76)

JNK SPDR SER TR 21.4%
Value ($000) $451,628 Shares 4,790,796 Est. Cost $92.56 Unrealized
HYG ISHARES TR 8.9%
Value ($000) $187,643 Shares 2,432,500 Est. Cost $75.02 Unrealized
USHY ISHARES TR 8.9%
Value ($000) $187,165 Shares 5,158,900 Est. Cost $35.65 Unrealized
SJNK SPDR SER TR 6.2%
Value ($000) $131,485 Shares 5,265,700 Est. Cost $24.70 Unrealized
TLT ISHARES TR 4.5%
Value ($000) $95,153 Shares 1,036,756 Est. Cost $91.78 Unrealized
SPHY SPDR SER TR 3.9%
Value ($000) $83,033 Shares 3,574,404 Est. Cost $22.99 Unrealized
HYLB DBX ETF TR 3.7%
Value ($000) $77,969 Shares 2,198,800 Est. Cost $34.53 Unrealized
VEA VANGUARD TAX-MANAGED FDS 3.6%
Value ($000) $75,839 Shares 1,534,577 Est. Cost $47.90 Unrealized
SHYG ISHARES TR 3.3%
Value ($000) $68,702 Shares 1,628,000 Est. Cost $41.56 Unrealized
AMLP ALPS ETF TR 2.1%
Value ($000) $44,700 Shares 931,640 Est. Cost $42.22 Unrealized
CWB SPDR SER TR 2.0%
Value ($000) $41,351 Shares 573,836 Est. Cost $72.41 Unrealized
VUG VANGUARD INDEX FDS 1.8%
Value ($000) $37,313 Shares 99,764 Est. Cost $273.66 Unrealized
EPI WISDOMTREE TR 1.6%
Value ($000) $32,867 Shares 680,767 Est. Cost $41.39 Unrealized
PZA INVESCO EXCH TRADED FD TR II 1.4%
Value ($000) $30,147 Shares 1,273,100 Est. Cost $24.18 Unrealized
JAAA JANUS DETROIT STR TR 1.4%
Value ($000) $29,348 Shares 576,800 Est. Cost $50.40 Unrealized
SRLN SSGA ACTIVE ETF TR 1.3%
Value ($000) $27,546 Shares 659,000 Est. Cost $41.94 Unrealized
QQQ INVESCO QQQ TR 1.3%
Value ($000) $27,352 Shares 57,089 Est. Cost $322.57 Unrealized
FPE FIRST TR EXCH TRADED FD III 1.2%
Value ($000) $25,955 Shares 1,495,128 Est. Cost $16.70 Unrealized
ANGL VANECK ETF TRUST 1.2%
Value ($000) $25,849 Shares 913,400 Est. Cost $27.06 Unrealized
PFF ISHARES TR 1.2%
Value ($000) $25,695 Shares 814,436 Est. Cost $31.31 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 1.1%
Value ($000) $24,192 Shares 1,149,814 Est. Cost $20.99 Unrealized
QUAL ISHARES TR 1.0%
Value ($000) $21,461 Shares 125,681 Est. Cost $139.33 Unrealized
HYMB SPDR SER TR 1.0%
Value ($000) $21,120 Shares 830,200 Est. Cost $25.37 Unrealized
ICVT ISHARES TR 1.0%
Value ($000) $21,120 Shares 268,600 Est. Cost $79.55 Unrealized
FALN ISHARES TR 1.0%
Value ($000) $20,939 Shares 799,500 Est. Cost $24.80 Unrealized
JEPQ J P MORGAN EXCHANGE TRADED F 1.0%
Value ($000) $20,885 Shares 376,307 Est. Cost $48.47 Unrealized
VOO VANGUARD INDEX FDS 0.8%
Value ($000) $17,436 Shares 34,863 Est. Cost $362.71 Unrealized
JEPI J P MORGAN EXCHANGE TRADED F 0.8%
Value ($000) $16,614 Shares 293,119 Est. Cost $54.50 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 0.8%
Value ($000) $16,542 Shares 42,292 Est. Cost $331.77 Unrealized
HYD VANECK ETF TRUST 0.8%
Value ($000) $16,115 Shares 312,000 Est. Cost $51.67 Unrealized
BSJP INVESCO EXCH TRD SLF IDX FD 0.8%
Value ($000) $15,845 Shares 691,600 Est. Cost $22.58 Unrealized
DXJ WISDOMTREE TR 0.7%
Value ($000) $15,488 Shares 137,282 Est. Cost $108.50 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.7%
Value ($000) $15,483 Shares 204,100 Est. Cost $75.86 Unrealized
MUB ISHARES TR 0.6%
Value ($000) $12,637 Shares 118,600 Est. Cost $108.41 Unrealized
PFFD GLOBAL X FDS 0.5%
Value ($000) $9,962 Shares 506,200 Est. Cost $19.68 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.4%
Value ($000) $9,486 Shares 395,900 Est. Cost $23.31 Unrealized
ITA ISHARES TR 0.4%
Value ($000) $9,077 Shares 68,736 Est. Cost $126.60 Unrealized
USMV ISHARES TR 0.4%
Value ($000) $9,070 Shares 108,024 Est. Cost $72.74 Unrealized
BOND PIMCO ETF TR 0.4%
Value ($000) $8,716 Shares 95,700 Est. Cost $91.08 Unrealized
XLF SELECT SECTOR SPDR TR 0.4%
Value ($000) $8,685 Shares 211,271 Est. Cost $34.21 Unrealized
VTEB VANGUARD MUN BD FDS 0.4%
Value ($000) $8,323 Shares 166,100 Est. Cost $50.99 Unrealized
PHYL PGIM ETF TR 0.4%
Value ($000) $7,750 Shares 224,700 Est. Cost $34.30 Unrealized
VTV VANGUARD INDEX FDS 0.3%
Value ($000) $6,384 Shares 39,800 Est. Cost $160.41 Unrealized
HYGV FLEXSHARES TR 0.3%
Value ($000) $5,579 Shares 138,100 Est. Cost $40.44 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $5,326 Shares 79,773 Est. Cost $64.48 Unrealized
EVLN MORGAN STANLEY ETF TRUST 0.2%
Value ($000) $4,953 Shares 98,500 Est. Cost $50.29 Unrealized
PFXF VANECK ETF TRUST 0.2%
Value ($000) $4,941 Shares 285,600 Est. Cost $17.30 Unrealized
BWX SPDR SER TR 0.2%
Value ($000) $4,880 Shares 227,700 Est. Cost $21.43 Unrealized
BSJO INVESCO EXCH TRD SLF IDX FD 0.2%
Value ($000) $4,767 Shares 209,800 Est. Cost $22.48 Unrealized
PFFA ETFIS SER TR I 0.2%
Value ($000) $4,444 Shares 211,299 Est. Cost $21.03 Unrealized
ISHARES TR 0.2%
Value ($000) $3,948 Shares 169,900 Est. Cost $23.20 Unrealized
JBBB JANUS DETROIT STR TR 0.2%
Value ($000) $3,930 Shares 79,913 Est. Cost $49.13 Unrealized
FLBL FRANKLIN TEMPLETON ETF TR 0.1%
Value ($000) $2,487 Shares 101,900 Est. Cost $24.05 Unrealized
AVDV AMERICAN CENTY ETF TR 0.1%
Value ($000) $2,304 Shares 35,481 Est. Cost $64.95 Unrealized
SHYM BLACKROCK ETF TRUST II 0.1%
Value ($000) $2,158 Shares 95,300 Est. Cost $22.64 Unrealized
FLRN SPDR SER TR 0.1%
Value ($000) $2,132 Shares 69,100 Est. Cost $30.72 Unrealized
BBHY J P MORGAN EXCHANGE TRADED F 0.1%
Value ($000) $2,077 Shares 45,400 Est. Cost $43.88 Unrealized
LONZ PIMCO ETF TR 0.1%
Value ($000) $1,519 Shares 29,700 Est. Cost $50.30 Unrealized
CLOI VANECK ETF TRUST 0.1%
Value ($000) $1,334 Shares 25,200 Est. Cost $52.16 Unrealized
CLOA BLACKROCK ETF TRUST II 0.1%
Value ($000) $1,309 Shares 25,200 Est. Cost $51.76 Unrealized
PAVE GLOBAL X FDS 0.1%
Value ($000) $1,241 Shares 33,512 Est. Cost $37.76 Unrealized
CLOZ SERIES PORTFOLIOS TR 0.1%
Value ($000) $1,192 Shares 44,252 Est. Cost $26.78 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) $1,038 Shares 22,000 Est. Cost $46.19 Unrealized
IJR ISHARES TR 0.0%
Value ($000) $1,010 Shares 9,473 Est. Cost $109.56 Unrealized
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $777 Shares 8,527 Est. Cost $91.98 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) $548 Shares 2,389 Est. Cost $224.02 Unrealized
FLHY FRANKLIN TEMPLETON ETF TR 0.0%
Value ($000) $545 Shares 23,000 Est. Cost $23.71 Unrealized
YLD PRINCIPAL EXCHANGE TRADED FD 0.0%
Value ($000) $419 Shares 21,978 Est. Cost $18.86 Unrealized
IJK ISHARES TR 0.0%
Value ($000) $406 Shares 4,612 Est. Cost $90.81 Unrealized
KRE SPDR SER TR 0.0%
Value ($000) $333 Shares 6,786 Est. Cost $52.43 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $332 Shares 7,588 Est. Cost $41.49 Unrealized
PFRL PGIM ETF TR 0.0%
Value ($000) $295 Shares 5,842 Est. Cost $50.26 Unrealized
EMHC SPDR SER TR 0.0%
Value ($000) $262 Shares 11,000 Est. Cost $23.82 Unrealized
VXF VANGUARD INDEX FDS 0.0%
Value ($000) $260 Shares 1,538 Est. Cost $164.42 Unrealized