You can weight it with wire wrapped around the hook, but go easy, or it will affect the action. That's the kicker with these, they look, and move like a real fish in the water. It actually goes under pretty good without being weighted. Using Sink Tip, or Sinking lines might be a better option if you need to fish it real deep.
The cool thing about this pattern is that it can represent bluegills, menhaden, porgies, or any other deep-bodied baitfish, just by coloring it different. I tie them all with White fibers, and color them like I want.
Here's the same fly with different colors: