Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 25, 2019

Total Value ($000): $229,635 (100.0% shares, 0.0% debt)

Holdings (148)

PXF INVESCO EXCHNG TRADED FD TR 5.6%
Value ($000) $12,910 Shares 325,594 Est. Cost $42.79 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 5.5%
Value ($000) $12,721 Shares 238,841 Est. Cost $51.55 Unrealized
SCHE SCHWAB STRATEGIC TR 3.2%
Value ($000) $7,429 Shares 295,607 Est. Cost $25.70 Unrealized
MINT PIMCO ETF TR 2.5%
Value ($000) $5,761 Shares 56,629 Est. Cost $101.75 Unrealized
EFV ISHARES TR 2.5%
Value ($000) $5,663 Shares 119,542 Est. Cost $51.06 Unrealized
JPST JP MORGAN EXCHANGE TRADED FD 2.2%
Value ($000) $4,997 Shares 99,090 Est. Cost $50.16 Unrealized
PROSHARES TR 2.0%
Value ($000) $4,480 Shares 161,517 Est. Cost $28.64 Unrealized
EFG ISHARES TR 1.9%
Value ($000) $4,472 Shares 55,544 Est. Cost $79.96 Unrealized
SCHZ SCHWAB STRATEGIC TR 1.9%
Value ($000) $4,450 Shares 82,629 Est. Cost $50.34 Unrealized
SCHX SCHWAB STRATEGIC TR 1.8%
Value ($000) $4,208 Shares 59,328 Est. Cost $67.93 Unrealized
AGG ISHARES TR 1.6%
Value ($000) $3,747 Shares 33,113 Est. Cost $105.88 Unrealized
BND VANGUARD BD INDEX FD INC 1.6%
Value ($000) $3,620 Shares 42,872 Est. Cost $79.56 Unrealized
WESTERN AST INFL LKD OPP & I 1.6%
Value ($000) $3,598 Shares 324,704 Est. Cost $10.81 Unrealized
WESTERN ASST INFLTN LKD INM 1.6%
Value ($000) $3,567 Shares 307,744 Est. Cost $11.27 Unrealized
GLD SPDR GOLD TRUST 1.4%
Value ($000) $3,266 Shares 23,515 Est. Cost $113.79 Unrealized
OKE ONEOK INC NEW 1.3%
Value ($000) $2,888 Shares 39,187 Est. Cost $42.98 Unrealized +8.4%
TGT TARGET CORP 1.2%
Value ($000) $2,869 Shares 26,835 Est. Cost $67.73 Unrealized +18.7%
LMT LOCKHEED MARTIN CORP 1.2%
Value ($000) $2,769 Shares 7,100 Est. Cost $316.45 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 1.2%
Value ($000) $2,762 Shares 17,108 Est. Cost $125.41 Unrealized +14.8%
ALLY ALLY FINL INC 1.2%
Value ($000) $2,742 Shares 82,677 Est. Cost $26.36 Unrealized 0.0%
EL LAUDER ESTEE COS INC 1.2%
Value ($000) $2,740 Shares 13,771 Est. Cost $124.06 Unrealized +41.9%
AME AMETEK INC NEW 1.2%
Value ($000) $2,740 Shares 29,845 Est. Cost $72.56 Unrealized +16.5%
ALL ALLSTATE CORP 1.2%
Value ($000) $2,716 Shares 24,990 Est. Cost $89.63 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 1.2%
Value ($000) $2,708 Shares 19,835 Est. Cost $128.89 Unrealized
DHI D R HORTON INC 1.2%
Value ($000) $2,682 Shares 50,886 Est. Cost $44.66 Unrealized 0.0%
PSX PHILLIPS 66 1.2%
Value ($000) $2,667 Shares 26,045 Est. Cost $77.27 Unrealized 0.0%
CCI CROWN CASTLE INTL CORP NEW 1.2%
Value ($000) $2,656 Shares 19,105 Est. Cost $104.76 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 1.1%
Value ($000) $2,602 Shares 61,983 Est. Cost $37.03 Unrealized +1.2%
KEYS KEYSIGHT TECHNOLOGIES INC 1.1%
Value ($000) $2,587 Shares 26,602 Est. Cost $60.17 Unrealized +54.0%
FTI TECHNIPFMC PLC 1.1%
Value ($000) $2,581 Shares 106,921 Est. Cost $17.76 Unrealized 0.0%
ARCONIC INC 1.1%
Value ($000) $2,562 Shares 98,544 Est. Cost $19.11 Unrealized
BAX BAXTER INTL INC 1.1%
Value ($000) $2,540 Shares 29,040 Est. Cost $64.93 Unrealized +16.3%
DAL DELTA AIR LINES INC DEL 1.1%
Value ($000) $2,533 Shares 43,977 Est. Cost $56.71 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 1.1%
Value ($000) $2,506 Shares 21,935 Est. Cost $80.46 Unrealized +6.6%
BMY BRISTOL MYERS SQUIBB CO 1.1%
Value ($000) $2,494 Shares 49,188 Est. Cost $40.79 Unrealized -9.9%
MSI MOTOROLA SOLUTIONS INC 1.1%
Value ($000) $2,463 Shares 14,451 Est. Cost $111.85 Unrealized +41.0%
PGR PROGRESSIVE CORP OHIO 1.0%
Value ($000) $2,404 Shares 31,117 Est. Cost $51.05 Unrealized +26.6%
FISV FISERV INC 1.0%
Value ($000) $2,364 Shares 22,825 Est. Cost $102.09 Unrealized 0.0%
DELAWARE INV CO MUN INC FD I 0.9%
Value ($000) $2,125 Shares 143,680 Est. Cost $14.38 Unrealized
RL RALPH LAUREN CORP 0.9%
Value ($000) $2,065 Shares 21,629 Est. Cost $110.79 Unrealized -21.1%
SCHF SCHWAB STRATEGIC TR 0.8%
Value ($000) $1,920 Shares 60,251 Est. Cost $33.07 Unrealized
IJR ISHARES TR 0.8%
Value ($000) $1,821 Shares 23,388 Est. Cost $86.59 Unrealized
INGERSOLL-RAND PLC 0.7%
Value ($000) $1,700 Shares 13,797 Est. Cost $92.86 Unrealized
GIS GENERAL MLS INC 0.7%
Value ($000) $1,645 Shares 29,838 Est. Cost $33.59 Unrealized +29.2%
ALLIANCEBERNSTEIN NATL MUNI 0.7%
Value ($000) $1,619 Shares 117,509 Est. Cost $12.37 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.7%
Value ($000) $1,617 Shares 17,369 Est. Cost $76.73 Unrealized +21.7%
DWS MUN INCOME TR NEW 0.7%
Value ($000) $1,596 Shares 137,709 Est. Cost $10.57 Unrealized
DELAWARE INVT NAT MUNI INC F 0.7%
Value ($000) $1,566 Shares 116,423 Est. Cost $12.46 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.7%
Value ($000) $1,562 Shares 17,092 Est. Cost $66.63 Unrealized +30.3%
CMG CHIPOTLE MEXICAN GRILL INC 0.7%
Value ($000) $1,556 Shares 1,851 Est. Cost $13.92 Unrealized +14.6%
AES AES CORP 0.7%
Value ($000) $1,551 Shares 94,930 Est. Cost $13.17 Unrealized -2.7%
VNM VANECK VECTORS ETF TR 0.7%
Value ($000) $1,543 Shares 94,579 Est. Cost $16.31 Unrealized
IHF ISHARES TR 0.7%
Value ($000) $1,522 Shares 9,412 Est. Cost $171.01 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADV 0.6%
Value ($000) $1,491 Shares 136,319 Est. Cost $10.78 Unrealized
KMX CARMAX INC 0.6%
Value ($000) $1,392 Shares 15,822 Est. Cost $61.63 Unrealized +39.2%
GOOGL ALPHABET INC 0.6%
Value ($000) $1,379 Shares 1,129 Est. Cost $58.78 Unrealized 0.0%
JPMORGAN CHASE & CO 0.6%
Value ($000) $1,325 Shares 56,952 Est. Cost $25.49 Unrealized
PG PROCTER & GAMBLE CO 0.5%
Value ($000) $1,230 Shares 9,890 Est. Cost $77.01 Unrealized +31.1%
EATON VANCE MUN BD FD 0.5%
Value ($000) $1,225 Shares 94,500 Est. Cost $11.60 Unrealized
HAS HASBRO INC 0.5%
Value ($000) $1,195 Shares 10,069 Est. Cost $89.43 Unrealized 0.0%
SBUX STARBUCKS CORP 0.5%
Value ($000) $1,104 Shares 12,484 Est. Cost $59.25 Unrealized +36.1%
AZO AUTOZONE INC 0.5%
Value ($000) $1,098 Shares 1,012 Est. Cost $803.51 Unrealized +39.5%
SNPS SYNOPSYS INC 0.5%
Value ($000) $1,050 Shares 7,648 Est. Cost $88.95 Unrealized +52.0%
TWITTER INC 0.5%
Value ($000) $1,040 Shares 25,250 Est. Cost $35.15 Unrealized
ATO ATMOS ENERGY CORP 0.4%
Value ($000) $1,025 Shares 8,997 Est. Cost $87.39 Unrealized +7.0%
CTAS CINTAS CORP 0.4%
Value ($000) $1,020 Shares 3,804 Est. Cost $41.69 Unrealized +43.8%
ELV ANTHEM INC 0.4%
Value ($000) $1,000 Shares 4,163 Est. Cost $263.72 Unrealized -4.7%
EWC ISHARES INC 0.4%
Value ($000) $968 Shares 33,484 Est. Cost $28.73 Unrealized
MDT MEDTRONIC PLC 0.4%
Value ($000) $963 Shares 8,868 Est. Cost $87.54 Unrealized 0.0%
SCHA SCHWAB STRATEGIC TR 0.4%
Value ($000) $941 Shares 13,489 Est. Cost $74.57 Unrealized
IHI ISHARES TR 0.4%
Value ($000) $825 Shares 3,335 Est. Cost $240.89 Unrealized
FEDERATED PREM MUN INC FD 0.4%
Value ($000) $815 Shares 57,418 Est. Cost $12.84 Unrealized
NUVEEN SELECT TAX FREE INCM 0.4%
Value ($000) $810 Shares 50,394 Est. Cost $15.49 Unrealized
VECTOR GROUP LTD 0.3%
Value ($000) $801 Shares 67,265 Est. Cost $10.88 Unrealized
XMUSX BLACKROCK MUNIHOLDNGS QLTY I 0.3%
Value ($000) $790 Shares 61,773 Est. Cost $12.46 Unrealized
BLACKROCK MUNIHLDS INVSTM QL 0.3%
Value ($000) $790 Shares 58,374 Est. Cost $13.53 Unrealized
BLACKROCK MUNIYIELD INVST FD 0.3%
Value ($000) $785 Shares 54,887 Est. Cost $14.30 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.3%
Value ($000) $777 Shares 54,761 Est. Cost $13.12 Unrealized
IXJ ISHARES TR 0.3%
Value ($000) $757 Shares 12,389 Est. Cost $61.72 Unrealized
UDN INVESCO DB US DLR INDEX TR 0.3%
Value ($000) $697 Shares 34,497 Est. Cost $20.90 Unrealized
WW INTL INC 0.3%
Value ($000) $682 Shares 18,033 Est. Cost $37.82 Unrealized
NOBLE ENERGY INC 0.3%
Value ($000) $647 Shares 28,821 Est. Cost $23.92 Unrealized
CRMT AMERICAS CAR MART INC 0.3%
Value ($000) $604 Shares 6,590 Est. Cost $78.01 Unrealized +13.6%
PFSI PENNYMAC FINL SVCS INC 0.3%
Value ($000) $597 Shares 19,661 Est. Cost $24.87 Unrealized 0.0%
BLD TOPBUILD CORP 0.3%
Value ($000) $595 Shares 6,168 Est. Cost $76.73 Unrealized +15.1%
GNRC GENERAC HLDGS INC 0.3%
Value ($000) $585 Shares 7,468 Est. Cost $53.69 Unrealized +39.5%
BOOT BOOT BARN HLDGS INC 0.3%
Value ($000) $577 Shares 16,547 Est. Cost $33.29 Unrealized 0.0%
AMRC AMERESCO INC 0.3%
Value ($000) $576 Shares 35,816 Est. Cost $14.59 Unrealized 0.0%
CHCO CITY HLDG CO 0.2%
Value ($000) $573 Shares 7,521 Est. Cost $60.38 Unrealized +3.0%
MWA MUELLER WTR PRODS INC 0.2%
Value ($000) $569 Shares 50,658 Est. Cost $9.19 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $568 Shares 6,544 Est. Cost $11.21 Unrealized +45.7%
RDN RADIAN GROUP INC 0.2%
Value ($000) $566 Shares 24,770 Est. Cost $15.72 Unrealized +21.7%
APAM ARTISAN PARTNERS ASSET MGMT 0.2%
Value ($000) $565 Shares 19,995 Est. Cost $14.69 Unrealized +7.4%
MEDP MEDPACE HLDGS INC 0.2%
Value ($000) $564 Shares 6,714 Est. Cost $75.56 Unrealized 0.0%
KBR KBR INC 0.2%
Value ($000) $555 Shares 22,612 Est. Cost $17.11 Unrealized +37.6%
POR PORTLAND GEN ELEC CO 0.2%
Value ($000) $553 Shares 9,809 Est. Cost $35.24 Unrealized +21.9%
FCN FTI CONSULTING INC 0.2%
Value ($000) $552 Shares 5,209 Est. Cost $70.67 Unrealized +44.4%
HTH HILLTOP HOLDINGS INC 0.2%
Value ($000) $550 Shares 23,029 Est. Cost $20.16 Unrealized +13.7%
OPITQ OFFICE PPTYS INCOME TR 0.2%
Value ($000) $549 Shares 17,908 Est. Cost $30.66 Unrealized
H & E EQUIPMENT SERVICES INC 0.2%
Value ($000) $547 Shares 18,949 Est. Cost $29.07 Unrealized
DRIL QUIP INC 0.2%
Value ($000) $545 Shares 10,855 Est. Cost $50.21 Unrealized
PCY INVESCO EXCHNG TRADED FD TR 0.2%
Value ($000) $545 Shares 18,698 Est. Cost $26.90 Unrealized
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $544 Shares 13,618 Est. Cost $38.05 Unrealized 0.0%
HIBBETT SPORTS INC 0.2%
Value ($000) $544 Shares 23,764 Est. Cost $18.32 Unrealized
ACCO ACCO BRANDS CORP 0.2%
Value ($000) $537 Shares 54,422 Est. Cost $6.54 Unrealized 0.0%
RDWR RADWARE LTD 0.2%
Value ($000) $535 Shares 22,058 Est. Cost $24.97 Unrealized +0.0%
ZUMZ ZUMIEZ INC 0.2%
Value ($000) $533 Shares 16,823 Est. Cost $26.36 Unrealized 0.0%
PMT PENNYMAC MTG INVT TR 0.2%
Value ($000) $529 Shares 23,776 Est. Cost $21.85 Unrealized
FBIZ FIRST BUS FINL SVCS INC WIS 0.2%
Value ($000) $528 Shares 21,925 Est. Cost $19.66 Unrealized 0.0%
KOP KOPPERS HOLDINGS INC 0.2%
Value ($000) $525 Shares 17,960 Est. Cost $26.87 Unrealized 0.0%
LSCC LATTICE SEMICONDUCTOR CORP 0.2%
Value ($000) $524 Shares 28,670 Est. Cost $14.59 Unrealized
ELF E L F BEAUTY INC 0.2%
Value ($000) $524 Shares 29,927 Est. Cost $16.68 Unrealized 0.0%
INOVALON HLDGS INC 0.2%
Value ($000) $523 Shares 31,896 Est. Cost $14.50 Unrealized
HAE HAEMONETICS CORP 0.2%
Value ($000) $520 Shares 4,122 Est. Cost $98.39 Unrealized +29.0%
OSIS OSI SYSTEMS INC 0.2%
Value ($000) $520 Shares 5,118 Est. Cost $84.28 Unrealized +28.1%
NMIH NMI HLDGS INC 0.2%
Value ($000) $520 Shares 19,806 Est. Cost $27.34 Unrealized 0.0%
SKYW SKYWEST INC 0.2%
Value ($000) $511 Shares 8,904 Est. Cost $55.52 Unrealized +5.8%
SPSC SPS COMMERCE INC 0.2%
Value ($000) $509 Shares 10,823 Est. Cost $47.97 Unrealized +5.7%
PRKS SEAWORLD ENTMT INC 0.2%
Value ($000) $504 Shares 19,147 Est. Cost $26.07 Unrealized +16.7%
TRIUMPH GROUP INC NEW 0.2%
Value ($000) $504 Shares 22,033 Est. Cost $19.07 Unrealized
MTRN MATERION CORP 0.2%
Value ($000) $502 Shares 8,179 Est. Cost $53.07 Unrealized +16.9%
FBNC FIRST BANCORP N C 0.2%
Value ($000) $496 Shares 13,818 Est. Cost $33.02 Unrealized -6.4%
GENOMIC HEALTH INC 0.2%
Value ($000) $494 Shares 7,280 Est. Cost $65.97 Unrealized
MODEL N INC 0.2%
Value ($000) $493 Shares 17,752 Est. Cost $27.77 Unrealized
SNBR SLEEP NUMBER CORP 0.2%
Value ($000) $483 Shares 11,697 Est. Cost $42.82 Unrealized 0.0%
QLYS QUALYS INC 0.2%
Value ($000) $471 Shares 6,235 Est. Cost $83.45 Unrealized -0.1%
MERITOR INC 0.2%
Value ($000) $464 Shares 25,065 Est. Cost $20.30 Unrealized
TCMD TACTILE SYS TECHNOLOGY INC 0.2%
Value ($000) $451 Shares 10,663 Est. Cost $52.13 Unrealized -0.9%
CYBERARK SOFTWARE LTD 0.2%
Value ($000) $421 Shares 4,221 Est. Cost $74.60 Unrealized
AMERICAN EQTY INVT LIFE HLD 0.2%
Value ($000) $413 Shares 17,066 Est. Cost $30.45 Unrealized
THC TENET HEALTHCARE CORP 0.2%
Value ($000) $402 Shares 18,191 Est. Cost $24.61 Unrealized -13.4%
VFF VILLAGE FARMS INTL INC 0.2%
Value ($000) $401 Shares 44,287 Est. Cost $11.14 Unrealized 0.0%
EWY ISHARES INC 0.2%
Value ($000) $373 Shares 6,629 Est. Cost $60.95 Unrealized
GRMN GARMIN LTD 0.2%
Value ($000) $348 Shares 4,112 Est. Cost $54.89 Unrealized +27.1%
SCHH SCHWAB STRATEGIC TR 0.1%
Value ($000) $297 Shares 6,296 Est. Cost $41.72 Unrealized
KLAC KLA CORPORATION 0.1%
Value ($000) $246 Shares 1,543 Est. Cost $129.13 Unrealized 0.0%
NWL NEWELL BRANDS INC 0.1%
Value ($000) $241 Shares 12,854 Est. Cost $12.00 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $232 Shares 4,413 Est. Cost $44.94 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $226 Shares 3,743 Est. Cost $40.44 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $226 Shares 2,265 Est. Cost $78.16 Unrealized +12.1%
PFG PRINCIPAL FINL GROUP INC 0.1%
Value ($000) $220 Shares 3,856 Est. Cost $43.94 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $220 Shares 8,020 Est. Cost $21.06 Unrealized +0.9%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $218 Shares 2,779 Est. Cost $58.50 Unrealized +7.4%
PEP PEPSICO INC 0.1%
Value ($000) $217 Shares 1,581 Est. Cost $109.33 Unrealized 0.0%
AMGN AMGEN INC 0.1%
Value ($000) $212 Shares 1,098 Est. Cost $158.01 Unrealized 0.0%
MET METLIFE INC 0.1%
Value ($000) $203 Shares 4,315 Est. Cost $37.32 Unrealized +3.1%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $202 Shares 3,181 Est. Cost $50.82 Unrealized +0.3%
HPE HEWLETT PACKARD ENTERPRISE C 0.1%
Value ($000) $200 Shares 13,202 Est. Cost $12.36 Unrealized -6.3%