Wright Fund Management, LLC Quant / Systematic

CIK: 0001538052 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 12, 2024

Total Value ($000): $2,278,448 (100.0% shares, 0.0% debt)

Holdings (77)

JNK SPDR SER TR 20.1%
Value ($000) $457,031 Shares 4,673,596 Est. Cost $92.56 Unrealized
TLT ISHARES TR 11.6%
Value ($000) $263,804 Shares 2,689,136 Est. Cost $95.66 Unrealized
USHY ISHARES TR 9.7%
Value ($000) $220,791 Shares 5,864,296 Est. Cost $35.89 Unrealized
HYG ISHARES TR 8.6%
Value ($000) $195,330 Shares 2,432,500 Est. Cost $75.02 Unrealized
SPHY SPDR SER TR 6.3%
Value ($000) $142,672 Shares 5,932,291 Est. Cost $23.41 Unrealized
SJNK SPDR SER TR 5.5%
Value ($000) $124,339 Shares 4,828,700 Est. Cost $24.70 Unrealized
HYLB DBX ETF TR 3.6%
Value ($000) $81,180 Shares 2,198,800 Est. Cost $34.53 Unrealized
SHYG ISHARES TR 3.1%
Value ($000) $70,688 Shares 1,628,000 Est. Cost $41.56 Unrealized
USMV ISHARES TR 2.6%
Value ($000) $59,861 Shares 655,584 Est. Cost $88.25 Unrealized
CWB SPDR SER TR 2.0%
Value ($000) $44,480 Shares 580,756 Est. Cost $72.46 Unrealized
HYMB SPDR SER TR 1.4%
Value ($000) $31,377 Shares 1,194,400 Est. Cost $25.64 Unrealized
PZA INVESCO EXCH TRADED FD TR II 1.3%
Value ($000) $29,548 Shares 1,223,500 Est. Cost $24.18 Unrealized
FPE FIRST TR EXCH TRADED FD III 1.2%
Value ($000) $27,279 Shares 1,507,144 Est. Cost $16.70 Unrealized
ANGL VANECK ETF TRUST 1.2%
Value ($000) $26,863 Shares 913,400 Est. Cost $27.06 Unrealized
EPI WISDOMTREE TR 1.0%
Value ($000) $23,652 Shares 468,722 Est. Cost $41.39 Unrealized
QUAL ISHARES TR 1.0%
Value ($000) $22,535 Shares 125,681 Est. Cost $139.33 Unrealized
ICVT ISHARES TR 1.0%
Value ($000) $22,474 Shares 268,600 Est. Cost $79.55 Unrealized
IYR ISHARES TR 1.0%
Value ($000) $22,294 Shares 218,843 Est. Cost $101.87 Unrealized
FALN ISHARES TR 1.0%
Value ($000) $21,858 Shares 799,500 Est. Cost $24.80 Unrealized
PFFD GLOBAL X FDS 0.9%
Value ($000) $20,337 Shares 978,700 Est. Cost $20.21 Unrealized
VOO VANGUARD INDEX FDS 0.8%
Value ($000) $18,757 Shares 35,546 Est. Cost $365.88 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.8%
Value ($000) $18,585 Shares 228,800 Est. Cost $76.44 Unrealized
DIA SPDR DOW JONES INDL AVERAGE 0.8%
Value ($000) $17,895 Shares 42,292 Est. Cost $331.77 Unrealized
JEPI J P MORGAN EXCHANGE TRADED F 0.8%
Value ($000) $17,426 Shares 292,817 Est. Cost $54.50 Unrealized
HYD VANECK ETF TRUST 0.8%
Value ($000) $17,398 Shares 327,840 Est. Cost $51.74 Unrealized
EEMV ISHARES INC 0.8%
Value ($000) $17,277 Shares 275,553 Est. Cost $62.70 Unrealized
UCON FIRST TR EXCHNG TRADED FD VI 0.7%
Value ($000) $16,577 Shares 659,633 Est. Cost $25.13 Unrealized
EMB ISHARES TR 0.7%
Value ($000) $16,304 Shares 174,220 Est. Cost $93.58 Unrealized
PGX INVESCO EXCH TRADED FD TR II 0.7%
Value ($000) $15,450 Shares 1,251,000 Est. Cost $12.35 Unrealized
PFF ISHARES TR 0.6%
Value ($000) $14,326 Shares 431,120 Est. Cost $31.31 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 0.6%
Value ($000) $12,986 Shares 618,068 Est. Cost $20.99 Unrealized
TLH ISHARES TR 0.5%
Value ($000) $12,114 Shares 110,800 Est. Cost $109.33 Unrealized
KRE SPDR SER TR 0.5%
Value ($000) $11,779 Shares 208,103 Est. Cost $56.46 Unrealized
SRLN SSGA ACTIVE ETF TR 0.5%
Value ($000) $11,327 Shares 271,252 Est. Cost $41.94 Unrealized
XLF SELECT SECTOR SPDR TR 0.4%
Value ($000) $9,717 Shares 214,400 Est. Cost $34.37 Unrealized
VRP INVESCO EXCH TRADED FD TR II 0.4%
Value ($000) $9,684 Shares 395,900 Est. Cost $23.31 Unrealized
BOND PIMCO ETF TR 0.4%
Value ($000) $9,054 Shares 95,700 Est. Cost $91.08 Unrealized
EMLC VANECK ETF TRUST 0.4%
Value ($000) $8,665 Shares 341,152 Est. Cost $25.40 Unrealized
VTEB VANGUARD MUN BD FDS 0.4%
Value ($000) $8,491 Shares 166,100 Est. Cost $50.99 Unrealized
HYDB ISHARES TR 0.4%
Value ($000) $8,411 Shares 175,000 Est. Cost $48.06 Unrealized
HYGV FLEXSHARES TR 0.4%
Value ($000) $8,079 Shares 193,900 Est. Cost $40.79 Unrealized
PHYL PGIM ETF TR 0.4%
Value ($000) $8,045 Shares 224,700 Est. Cost $34.30 Unrealized
EFAV ISHARES TR 0.3%
Value ($000) $7,963 Shares 103,814 Est. Cost $76.70 Unrealized
VBR VANGUARD INDEX FDS 0.3%
Value ($000) $7,298 Shares 36,348 Est. Cost $200.78 Unrealized
FLHY FRANKLIN TEMPLETON ETF TR 0.3%
Value ($000) $6,999 Shares 286,300 Est. Cost $24.39 Unrealized
VTV VANGUARD INDEX FDS 0.3%
Value ($000) $6,948 Shares 39,800 Est. Cost $160.41 Unrealized
ITA ISHARES TR 0.3%
Value ($000) $6,469 Shares 43,231 Est. Cost $126.60 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 0.2%
Value ($000) $5,672 Shares 79,773 Est. Cost $64.48 Unrealized
XLP SELECT SECTOR SPDR TR 0.2%
Value ($000) $5,380 Shares 64,821 Est. Cost $83.00 Unrealized
PFXF VANECK ETF TRUST 0.2%
Value ($000) $5,215 Shares 285,600 Est. Cost $17.30 Unrealized
PFFA ETFIS SER TR I 0.2%
Value ($000) $4,949 Shares 216,789 Est. Cost $21.08 Unrealized
XLU SELECT SECTOR SPDR TR 0.2%
Value ($000) $4,861 Shares 60,174 Est. Cost $80.78 Unrealized
SHYM BLACKROCK ETF TRUST II 0.1%
Value ($000) $2,529 Shares 109,100 Est. Cost $22.71 Unrealized
IEFA ISHARES TR 0.1%
Value ($000) $2,313 Shares 29,633 Est. Cost $78.05 Unrealized
BBHY J P MORGAN EXCHANGE TRADED F 0.1%
Value ($000) $2,150 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
IJR ISHARES TR 0.1%
Value ($000) $1,439 Shares 12,305 Est. Cost $111.26 Unrealized
PAVE GLOBAL X FDS 0.1%
Value ($000) $1,379 Shares 33,512 Est. Cost $37.76 Unrealized
BKHY BNY MELLON ETF TRUST 0.0%
Value ($000) $1,075 Shares 22,000 Est. Cost $46.19 Unrealized
VOT VANGUARD INDEX FDS 0.0%
Value ($000) $661 Shares 2,713 Est. Cost $226.34 Unrealized
FLRT PACER FDS TR 0.0%
Value ($000) $633 Shares 13,336 Est. Cost $46.68 Unrealized
IJH ISHARES TR 0.0%
Value ($000) $623 Shares 10,004 Est. Cost $62.32 Unrealized
JMHI J P MORGAN EXCHANGE TRADED F 0.0%
Value ($000) $602 Shares 11,800 Est. Cost $49.60 Unrealized
LQD ISHARES TR 0.0%
Value ($000) $522 Shares 4,620 Est. Cost $112.98 Unrealized
MBB ISHARES TR 0.0%
Value ($000) $519 Shares 5,420 Est. Cost $95.81 Unrealized
BNDX VANGUARD CHARLOTTE FDS 0.0%
Value ($000) $515 Shares 10,240 Est. Cost $50.28 Unrealized
PCY INVESCO EXCH TRADED FD TR II 0.0%
Value ($000) $459 Shares 21,327 Est. Cost $21.50 Unrealized
YLD PRINCIPAL EXCHANGE TRADED FD 0.0%
Value ($000) $429 Shares 21,978 Est. Cost $18.86 Unrealized
IJK ISHARES TR 0.0%
Value ($000) $424 Shares 4,612 Est. Cost $90.81 Unrealized
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $330 Shares 5,239 Est. Cost $63.00 Unrealized
QQQM INVESCO EXCH TRADED FD TR II 0.0%
Value ($000) $310 Shares 1,543 Est. Cost $200.85 Unrealized
EMHY ISHARES INC 0.0%
Value ($000) $303 Shares 7,761 Est. Cost $39.02 Unrealized
VXF VANGUARD INDEX FDS 0.0%
Value ($000) $280 Shares 1,538 Est. Cost $164.42 Unrealized
EMHC SPDR SER TR 0.0%
Value ($000) $276 Shares 11,000 Est. Cost $23.82 Unrealized
MUB ISHARES TR 0.0%
Value ($000) $254 Shares 2,340 Est. Cost $108.41 Unrealized
ACWX ISHARES TR 0.0%
Value ($000) $214 Shares 3,734 Est. Cost $57.22 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $201 Shares 4,194 Est. Cost $41.49 Unrealized