Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Jan 27, 2020

Total Value ($000): $240,274 (100.0% shares, 0.0% debt)

Holdings (156)

PXF INVESCO EXCHNG TRADED FD TR 5.9%
Value ($000) $14,234 Shares 334,841 Est. Cost $42.79 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 5.9%
Value ($000) $14,117 Shares 265,502 Est. Cost $51.71 Unrealized
PROSHARES TR 3.8%
Value ($000) $9,037 Shares 376,365 Est. Cost $24.01 Unrealized
SCHE SCHWAB STRATEGIC TR 3.4%
Value ($000) $8,080 Shares 295,203 Est. Cost $25.70 Unrealized
EFV ISHARES TR 2.5%
Value ($000) $5,910 Shares 118,368 Est. Cost $51.06 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.2%
Value ($000) $5,342 Shares 99,982 Est. Cost $50.88 Unrealized
EFG ISHARES TR 2.0%
Value ($000) $4,737 Shares 54,778 Est. Cost $79.96 Unrealized
SCHX SCHWAB STRATEGIC TR 1.9%
Value ($000) $4,583 Shares 59,672 Est. Cost $67.93 Unrealized
WESTERN ASST INFLTN LKD INM 1.6%
Value ($000) $3,793 Shares 312,148 Est. Cost $11.28 Unrealized
WESTERN AST INFL LKD OPP & I 1.6%
Value ($000) $3,776 Shares 327,204 Est. Cost $10.81 Unrealized
BND VANGUARD BD INDEX FD INC 1.5%
Value ($000) $3,602 Shares 42,957 Est. Cost $79.56 Unrealized
GLD SPDR GOLD TRUST 1.4%
Value ($000) $3,403 Shares 23,814 Est. Cost $114.15 Unrealized
TGT TARGET CORP 1.3%
Value ($000) $3,149 Shares 24,558 Est. Cost $67.73 Unrealized +47.4%
BMY BRISTOL MYERS SQUIBB CO 1.2%
Value ($000) $2,888 Shares 44,993 Est. Cost $40.79 Unrealized +10.8%
UNITED TECHNOLOGIES CORP 1.2%
Value ($000) $2,767 Shares 18,477 Est. Cost $128.89 Unrealized
ARCONIC INC 1.1%
Value ($000) $2,660 Shares 86,457 Est. Cost $19.11 Unrealized
QRVO QORVO INC 1.1%
Value ($000) $2,625 Shares 22,588 Est. Cost $96.69 Unrealized 0.0%
ALL ALLSTATE CORP 1.1%
Value ($000) $2,618 Shares 23,284 Est. Cost $89.63 Unrealized +5.1%
GRMN GARMIN LTD 1.1%
Value ($000) $2,616 Shares 26,818 Est. Cost $77.13 Unrealized +5.2%
PLD PROLOGIS INC 1.1%
Value ($000) $2,612 Shares 29,306 Est. Cost $74.69 Unrealized 0.0%
SO SOUTHERN CO 1.1%
Value ($000) $2,601 Shares 40,827 Est. Cost $48.90 Unrealized 0.0%
AME AMETEK INC NEW 1.1%
Value ($000) $2,577 Shares 25,840 Est. Cost $72.56 Unrealized +25.3%
NOC NORTHROP GRUMMAN CORP 1.1%
Value ($000) $2,550 Shares 7,414 Est. Cost $317.67 Unrealized 0.0%
CCI CROWN CASTLE INTL CORP NEW 1.1%
Value ($000) $2,542 Shares 17,884 Est. Cost $104.76 Unrealized -0.5%
DHI D R HORTON INC 1.0%
Value ($000) $2,488 Shares 47,163 Est. Cost $44.66 Unrealized +12.1%
AFL AFLAC INC 1.0%
Value ($000) $2,462 Shares 46,542 Est. Cost $45.85 Unrealized 0.0%
FNF FIDELITY NATIONAL FINANCIAL 1.0%
Value ($000) $2,458 Shares 54,205 Est. Cost $33.65 Unrealized 0.0%
ETF MANAGERS TR 1.0%
Value ($000) $2,457 Shares 143,499 Est. Cost $17.12 Unrealized
FISV FISERV INC 1.0%
Value ($000) $2,451 Shares 21,200 Est. Cost $102.09 Unrealized +8.1%
PG PROCTER & GAMBLE CO 1.0%
Value ($000) $2,438 Shares 19,520 Est. Cost $90.94 Unrealized +15.7%
CMG CHIPOTLE MEXICAN GRILL INC 1.0%
Value ($000) $2,433 Shares 2,907 Est. Cost $14.69 Unrealized +9.2%
PSX PHILLIPS 66 1.0%
Value ($000) $2,428 Shares 21,796 Est. Cost $77.27 Unrealized +13.1%
LEG LEGGETT & PLATT INC 1.0%
Value ($000) $2,395 Shares 47,117 Est. Cost $49.02 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 1.0%
Value ($000) $2,375 Shares 19,490 Est. Cost $80.46 Unrealized +13.7%
KANSAS CITY SOUTHERN 1.0%
Value ($000) $2,343 Shares 15,295 Est. Cost $153.19 Unrealized
HOLLYFRONTIER CORP 0.9%
Value ($000) $2,278 Shares 44,925 Est. Cost $50.71 Unrealized
SPOT SPOTIFY TECHNOLOGY S A 0.9%
Value ($000) $2,254 Shares 15,070 Est. Cost $137.33 Unrealized 0.0%
BAX BAXTER INTL INC 0.9%
Value ($000) $2,227 Shares 26,632 Est. Cost $64.93 Unrealized +13.0%
VANECK VECTORS ETF TRUST 0.9%
Value ($000) $2,221 Shares 167,591 Est. Cost $13.25 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.9%
Value ($000) $2,218 Shares 4,572 Est. Cost $460.22 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES INC 0.9%
Value ($000) $2,206 Shares 21,495 Est. Cost $60.17 Unrealized +70.1%
DELAWARE INV CO MUN INC FD I 0.9%
Value ($000) $2,181 Shares 146,161 Est. Cost $14.38 Unrealized
SCHF SCHWAB STRATEGIC TR 0.8%
Value ($000) $2,034 Shares 60,494 Est. Cost $33.07 Unrealized
IJR ISHARES TR 0.8%
Value ($000) $1,934 Shares 23,065 Est. Cost $86.59 Unrealized
IHF ISHARES TR 0.8%
Value ($000) $1,878 Shares 9,356 Est. Cost $171.01 Unrealized
AES AES CORP 0.7%
Value ($000) $1,733 Shares 87,086 Est. Cost $13.17 Unrealized +9.0%
ALLIANCEBERNSTEIN NATL MUNI 0.7%
Value ($000) $1,687 Shares 120,702 Est. Cost $12.41 Unrealized
DWS MUN INCOME TR NEW 0.7%
Value ($000) $1,589 Shares 140,206 Est. Cost $10.58 Unrealized
FEDERATED PREM MUN INC FD 0.7%
Value ($000) $1,576 Shares 111,807 Est. Cost $13.45 Unrealized
DELAWARE INVT NAT MUNI INC F 0.7%
Value ($000) $1,574 Shares 118,475 Est. Cost $12.48 Unrealized
XMUSX BLACKROCK MUNIHOLDNGS QLTY I 0.6%
Value ($000) $1,546 Shares 123,001 Est. Cost $12.51 Unrealized
BLACKROCK MUNIHLDS INVSTM QL 0.6%
Value ($000) $1,544 Shares 116,195 Est. Cost $13.41 Unrealized
VNM VANECK VECTORS ETF TRUST 0.6%
Value ($000) $1,500 Shares 93,835 Est. Cost $16.31 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADV 0.6%
Value ($000) $1,500 Shares 138,786 Est. Cost $10.78 Unrealized
NWL NEWELL BRANDS INC 0.6%
Value ($000) $1,496 Shares 77,820 Est. Cost $14.11 Unrealized +3.0%
ALPS ETF TR 0.6%
Value ($000) $1,464 Shares 172,268 Est. Cost $8.50 Unrealized
ALLE ALLEGION PUB LTD CO 0.6%
Value ($000) $1,464 Shares 11,755 Est. Cost $106.60 Unrealized 0.0%
USMV ISHARES TR 0.6%
Value ($000) $1,449 Shares 22,090 Est. Cost $65.60 Unrealized
WELLCARE HEALTH PLANS INC 0.6%
Value ($000) $1,418 Shares 4,293 Est. Cost $330.31 Unrealized
KELLOGG CO 0.6%
Value ($000) $1,364 Shares 19,729 Est. Cost $48.55 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.6%
Value ($000) $1,340 Shares 15,510 Est. Cost $66.63 Unrealized +31.2%
KMX CARMAX INC 0.5%
Value ($000) $1,221 Shares 13,926 Est. Cost $61.63 Unrealized +52.6%
AZO AUTOZONE INC 0.5%
Value ($000) $1,193 Shares 1,001 Est. Cost $803.51 Unrealized +43.7%
MINT PIMCO ETF TR 0.5%
Value ($000) $1,187 Shares 11,689 Est. Cost $101.75 Unrealized
MDT MEDTRONIC PLC 0.5%
Value ($000) $1,139 Shares 10,041 Est. Cost $88.13 Unrealized +5.0%
EWC ISHARES INC 0.4%
Value ($000) $1,054 Shares 35,262 Est. Cost $28.79 Unrealized
SNPS SYNOPSYS INC 0.4%
Value ($000) $1,050 Shares 7,544 Est. Cost $88.95 Unrealized +54.2%
SCHA SCHWAB STRATEGIC TR 0.4%
Value ($000) $1,028 Shares 13,591 Est. Cost $74.57 Unrealized
EATON VANCE MUN BD FD 0.4%
Value ($000) $1,026 Shares 79,667 Est. Cost $11.60 Unrealized
CTAS CINTAS CORP 0.4%
Value ($000) $1,014 Shares 3,770 Est. Cost $41.69 Unrealized +48.5%
ATO ATMOS ENERGY CORP 0.4%
Value ($000) $975 Shares 8,715 Est. Cost $87.39 Unrealized +7.8%
IHI ISHARES TR 0.4%
Value ($000) $876 Shares 3,315 Est. Cost $240.89 Unrealized
IXJ ISHARES TR 0.4%
Value ($000) $850 Shares 12,367 Est. Cost $61.72 Unrealized
NUVEEN SELECT TAX FREE INCM 0.4%
Value ($000) $844 Shares 51,778 Est. Cost $15.51 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.3%
Value ($000) $794 Shares 55,768 Est. Cost $13.14 Unrealized
XVMMX DELAWARE INV MN MUN INC FD I 0.3%
Value ($000) $788 Shares 60,005 Est. Cost $13.13 Unrealized
BLACKROCK MUNIYIELD INVST FD 0.3%
Value ($000) $788 Shares 55,906 Est. Cost $14.30 Unrealized
GDX VANECK VECTORS ETF TRUST 0.3%
Value ($000) $755 Shares 25,800 Est. Cost $29.26 Unrealized
XME SPDR SERIES TRUST 0.3%
Value ($000) $750 Shares 25,611 Est. Cost $29.28 Unrealized
SPDR SERIES TRUST 0.3%
Value ($000) $747 Shares 31,534 Est. Cost $23.69 Unrealized
BOOT BOOT BARN HLDGS INC 0.3%
Value ($000) $721 Shares 16,198 Est. Cost $33.29 Unrealized +18.6%
CRMT AMERICAS CAR MART INC 0.3%
Value ($000) $718 Shares 6,546 Est. Cost $78.01 Unrealized +24.0%
NOBLE ENERGY INC 0.3%
Value ($000) $716 Shares 28,821 Est. Cost $23.92 Unrealized
TCMD TACTILE SYS TECHNOLOGY INC 0.3%
Value ($000) $706 Shares 10,460 Est. Cost $52.13 Unrealized +6.2%
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $681 Shares 17,918 Est. Cost $24.61 Unrealized +21.7%
KBR KBR INC 0.3%
Value ($000) $679 Shares 22,249 Est. Cost $17.11 Unrealized +52.9%
PFSI PENNYMAC FINL SVCS INC 0.3%
Value ($000) $659 Shares 19,362 Est. Cost $24.87 Unrealized +20.6%
HIBBETT SPORTS INC 0.3%
Value ($000) $658 Shares 23,451 Est. Cost $18.32 Unrealized
CROX CROCS INC 0.3%
Value ($000) $651 Shares 15,536 Est. Cost $34.93 Unrealized 0.0%
NMIH NMI HLDGS INC 0.3%
Value ($000) $648 Shares 19,535 Est. Cost $27.34 Unrealized +14.3%
SYNA SYNAPTICS INC 0.3%
Value ($000) $632 Shares 9,606 Est. Cost $52.69 Unrealized 0.0%
BLD TOPBUILD CORP 0.3%
Value ($000) $629 Shares 6,104 Est. Cost $76.73 Unrealized +35.6%
EFAV ISHARES TR 0.3%
Value ($000) $629 Shares 8,442 Est. Cost $74.51 Unrealized
IXUS ISHARES TR 0.3%
Value ($000) $627 Shares 10,136 Est. Cost $61.86 Unrealized
GNRC GENERAC HLDGS INC 0.3%
Value ($000) $619 Shares 6,153 Est. Cost $53.69 Unrealized +73.4%
RDN RADIAN GROUP INC 0.3%
Value ($000) $614 Shares 24,401 Est. Cost $15.72 Unrealized +31.1%
HOSTESS BRANDS INC 0.2%
Value ($000) $600 Shares 41,270 Est. Cost $14.54 Unrealized
SPSC SPS COMMERCE INC 0.2%
Value ($000) $598 Shares 10,790 Est. Cost $47.97 Unrealized +10.8%
INOVALON HLDGS INC 0.2%
Value ($000) $594 Shares 31,563 Est. Cost $14.50 Unrealized
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $580 Shares 13,367 Est. Cost $38.05 Unrealized +9.9%
COOPER TIRE & RUBR CO 0.2%
Value ($000) $577 Shares 20,062 Est. Cost $28.76 Unrealized
HLX HELIX ENERGY SOLUTIONS GRP I 0.2%
Value ($000) $575 Shares 59,680 Est. Cost $8.65 Unrealized 0.0%
ZUMZ ZUMIEZ INC 0.2%
Value ($000) $573 Shares 16,597 Est. Cost $26.36 Unrealized +19.9%
VRTS VIRTUS INVT PARTNERS INC 0.2%
Value ($000) $572 Shares 4,696 Est. Cost $90.55 Unrealized 0.0%
FBIZ FIRST BUS FINL SVCS INC WIS 0.2%
Value ($000) $571 Shares 21,671 Est. Cost $19.66 Unrealized +6.1%
SKYW SKYWEST INC 0.2%
Value ($000) $570 Shares 8,816 Est. Cost $55.52 Unrealized +9.7%
OPITQ OFFICE PPTYS INCOME TR 0.2%
Value ($000) $568 Shares 17,683 Est. Cost $30.66 Unrealized
SNBR SLEEP NUMBER CORP 0.2%
Value ($000) $567 Shares 11,513 Est. Cost $42.82 Unrealized +11.0%
HTH HILLTOP HOLDINGS INC 0.2%
Value ($000) $566 Shares 22,707 Est. Cost $20.16 Unrealized +21.1%
FCN FTI CONSULTING INC 0.2%
Value ($000) $565 Shares 5,104 Est. Cost $70.67 Unrealized +54.6%
RDWR RADWARE LTD 0.2%
Value ($000) $563 Shares 21,824 Est. Cost $24.97 Unrealized -5.2%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $556 Shares 6,458 Est. Cost $11.21 Unrealized +54.4%
MOBILE MINI INC 0.2%
Value ($000) $555 Shares 14,632 Est. Cost $37.93 Unrealized
PCY INVESCO EXCHNG TRADED FD TR 0.2%
Value ($000) $554 Shares 18,736 Est. Cost $26.90 Unrealized
TRIUMPH GROUP INC NEW 0.2%
Value ($000) $552 Shares 21,825 Est. Cost $19.07 Unrealized
FBNC FIRST BANCORP N C 0.2%
Value ($000) $545 Shares 13,651 Est. Cost $33.02 Unrealized +0.2%
ESI ELEMENT SOLUTIONS INC 0.2%
Value ($000) $541 Shares 46,351 Est. Cost $10.27 Unrealized 0.0%
WW INTL INC 0.2%
Value ($000) $540 Shares 14,129 Est. Cost $37.82 Unrealized
POR PORTLAND GEN ELEC CO 0.2%
Value ($000) $539 Shares 9,666 Est. Cost $35.24 Unrealized +23.2%
DGII DIGI INTL INC 0.2%
Value ($000) $536 Shares 30,257 Est. Cost $15.87 Unrealized 0.0%
CHRS COHERUS BIOSCIENCES INC 0.2%
Value ($000) $535 Shares 29,710 Est. Cost $18.44 Unrealized 0.0%
MUSA MURPHY USA INC 0.2%
Value ($000) $531 Shares 4,535 Est. Cost $104.84 Unrealized 0.0%
HTGC HERCULES CAPITAL INC 0.2%
Value ($000) $530 Shares 37,803 Est. Cost $13.90 Unrealized 0.0%
PMT PENNYMAC MTG INVT TR 0.2%
Value ($000) $526 Shares 23,603 Est. Cost $21.85 Unrealized
KOP KOPPERS HOLDINGS INC 0.2%
Value ($000) $519 Shares 13,574 Est. Cost $26.87 Unrealized +26.7%
EWY ISHARES INC 0.2%
Value ($000) $515 Shares 8,287 Est. Cost $61.19 Unrealized
QLYS QUALYS INC 0.2%
Value ($000) $515 Shares 6,178 Est. Cost $83.45 Unrealized -0.6%
H & E EQUIPMENT SERVICES INC 0.2%
Value ($000) $514 Shares 15,373 Est. Cost $29.07 Unrealized
OSIS OSI SYSTEMS INC 0.2%
Value ($000) $508 Shares 5,043 Est. Cost $84.28 Unrealized +17.2%
AMERICAN EQTY INVT LIFE HLD 0.2%
Value ($000) $499 Shares 16,676 Est. Cost $30.45 Unrealized
CYBERARK SOFTWARE LTD 0.2%
Value ($000) $488 Shares 4,184 Est. Cost $74.60 Unrealized
AIN ALBANY INTL CORP 0.2%
Value ($000) $481 Shares 6,335 Est. Cost $76.89 Unrealized 0.0%
ELF E L F BEAUTY INC 0.2%
Value ($000) $475 Shares 29,471 Est. Cost $16.68 Unrealized -0.3%
ANIK ANIKA THERAPEUTICS INC 0.2%
Value ($000) $471 Shares 9,080 Est. Cost $58.09 Unrealized 0.0%
HAE HAEMONETICS CORP 0.2%
Value ($000) $467 Shares 4,061 Est. Cost $98.39 Unrealized +23.0%
ZION ZIONS BANCORPORATION N A 0.1%
Value ($000) $341 Shares 6,561 Est. Cost $48.54 Unrealized 0.0%
MRK MERCK & CO INC 0.1%
Value ($000) $309 Shares 3,399 Est. Cost $67.55 Unrealized 0.0%
RL RALPH LAUREN CORP 0.1%
Value ($000) $305 Shares 2,605 Est. Cost $110.79 Unrealized -15.4%
SCHH SCHWAB STRATEGIC TR 0.1%
Value ($000) $289 Shares 6,291 Est. Cost $41.72 Unrealized
AMGN AMGEN INC 0.1%
Value ($000) $279 Shares 1,158 Est. Cost $159.29 Unrealized +14.7%
DOV DOVER CORP 0.1%
Value ($000) $273 Shares 2,370 Est. Cost $79.06 Unrealized +24.4%
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $266 Shares 4,338 Est. Cost $40.76 Unrealized +5.0%
IWM ISHARES TR 0.1%
Value ($000) $256 Shares 1,546 Est. Cost $165.59 Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $255 Shares 1,828 Est. Cost $108.67 Unrealized 0.0%
WMT WALMART INC 0.1%
Value ($000) $245 Shares 2,058 Est. Cost $36.38 Unrealized 0.0%
BHC BAUSCH HEALTH COS INC 0.1%
Value ($000) $239 Shares 8,000 Est. Cost $26.00 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $231 Shares 3,713 Est. Cost $44.94 Unrealized +9.8%
ABBV ABBVIE INC 0.1%
Value ($000) $230 Shares 2,594 Est. Cost $64.63 Unrealized 0.0%
XRX XEROX HOLDINGS CORP 0.1%
Value ($000) $228 Shares 6,189 Est. Cost $34.97 Unrealized 0.0%
AAPL APPLE INC 0.1%
Value ($000) $225 Shares 766 Est. Cost $62.02 Unrealized 0.0%
KLAC KLA CORPORATION 0.1%
Value ($000) $222 Shares 1,244 Est. Cost $129.13 Unrealized +20.6%
BSV VANGUARD BD INDEX FD INC 0.1%
Value ($000) $220 Shares 2,730 Est. Cost $80.59 Unrealized
PEP PEPSICO INC 0.1%
Value ($000) $216 Shares 1,578 Est. Cost $109.33 Unrealized +3.1%
WU WESTERN UN CO 0.1%
Value ($000) $211 Shares 7,873 Est. Cost $26.80 Unrealized
HPE HEWLETT PACKARD ENTERPRISE C 0.1%
Value ($000) $209 Shares 13,192 Est. Cost $12.36 Unrealized +6.1%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $206 Shares 3,036 Est. Cost $67.73 Unrealized 0.0%