Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 28, 2020

Total Value ($000): $209,764 (100.0% shares, 0.0% debt)

Holdings (157)

EFV ISHARES TR 5.6%
Value ($000) $11,847 Shares 296,400 Est. Cost $43.74 Unrealized
EFG ISHARES TR 5.5%
Value ($000) $11,640 Shares 140,059 Est. Cost $79.71 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 2.9%
Value ($000) $6,038 Shares 111,049 Est. Cost $51.71 Unrealized
IEMG ISHARES INC 2.8%
Value ($000) $5,919 Shares 124,352 Est. Cost $47.60 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.2%
Value ($000) $4,703 Shares 83,621 Est. Cost $50.88 Unrealized
VOO VANGUARD INDEX FDS 1.9%
Value ($000) $4,068 Shares 14,351 Est. Cost $283.46 Unrealized
WESTERN ASST INFLTN LKD INM 1.8%
Value ($000) $3,723 Shares 316,020 Est. Cost $11.21 Unrealized
WESTERN AST INFL LKD OPP & I 1.7%
Value ($000) $3,623 Shares 330,546 Est. Cost $10.70 Unrealized
SCHE SCHWAB STRATEGIC TR 1.5%
Value ($000) $3,124 Shares 128,286 Est. Cost $24.79 Unrealized
PROSHARES TR 1.5%
Value ($000) $3,063 Shares 161,227 Est. Cost $19.00 Unrealized
NVDA NVIDIA CORPORATION 1.4%
Value ($000) $3,003 Shares 7,905 Est. Cost $6.28 Unrealized +28.3%
CLX CLOROX CO DEL 1.3%
Value ($000) $2,772 Shares 12,635 Est. Cost $141.56 Unrealized +19.2%
EBAY EBAY INC. 1.3%
Value ($000) $2,731 Shares 52,077 Est. Cost $38.43 Unrealized 0.0%
CCI CROWN CASTLE INTL CORP NEW 1.3%
Value ($000) $2,691 Shares 16,078 Est. Cost $104.76 Unrealized +19.4%
ABBV ABBVIE INC 1.2%
Value ($000) $2,591 Shares 26,387 Est. Cost $66.96 Unrealized +5.3%
ACTIVISION BLIZZARD INC 1.2%
Value ($000) $2,474 Shares 32,596 Est. Cost $75.90 Unrealized
DGX QUEST DIAGNOSTICS INC 1.2%
Value ($000) $2,471 Shares 21,682 Est. Cost $95.20 Unrealized 0.0%
DT DYNATRACE INC 1.2%
Value ($000) $2,471 Shares 60,871 Est. Cost $32.91 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 1.1%
Value ($000) $2,399 Shares 4,789 Est. Cost $438.02 Unrealized 0.0%
WDAY WORKDAY INC 1.1%
Value ($000) $2,376 Shares 12,683 Est. Cost $161.65 Unrealized 0.0%
FMC F M C CORP 1.1%
Value ($000) $2,365 Shares 23,738 Est. Cost $77.92 Unrealized -0.0%
EWC ISHARES INC 1.1%
Value ($000) $2,364 Shares 91,349 Est. Cost $26.38 Unrealized
PG PROCTER AND GAMBLE CO 1.1%
Value ($000) $2,363 Shares 19,765 Est. Cost $92.03 Unrealized +10.3%
KMI KINDER MORGAN INC DEL 1.1%
Value ($000) $2,361 Shares 155,634 Est. Cost $13.37 Unrealized -18.8%
IEFA ISHARES TR 1.1%
Value ($000) $2,348 Shares 41,084 Est. Cost $57.15 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 1.1%
Value ($000) $2,339 Shares 39,777 Est. Cost $41.22 Unrealized +16.3%
GEN NORTONLIFELOCK INC 1.1%
Value ($000) $2,317 Shares 116,863 Est. Cost $15.63 Unrealized +15.4%
DHI D R HORTON INC 1.1%
Value ($000) $2,294 Shares 41,366 Est. Cost $44.66 Unrealized +2.6%
ALL ALLSTATE CORP 1.1%
Value ($000) $2,241 Shares 23,102 Est. Cost $89.98 Unrealized -4.8%
SRE SEMPRA ENERGY 1.1%
Value ($000) $2,236 Shares 19,071 Est. Cost $51.07 Unrealized 0.0%
FTNT FORTINET INC 1.1%
Value ($000) $2,231 Shares 16,250 Est. Cost $25.11 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 1.1%
Value ($000) $2,222 Shares 6,090 Est. Cost $323.73 Unrealized 0.0%
DVA DAVITA INC 1.1%
Value ($000) $2,212 Shares 27,946 Est. Cost $78.43 Unrealized -0.4%
DG DOLLAR GEN CORP NEW 1.1%
Value ($000) $2,205 Shares 11,574 Est. Cost $167.17 Unrealized 0.0%
AZO AUTOZONE INC 1.0%
Value ($000) $2,195 Shares 1,946 Est. Cost $927.97 Unrealized +13.5%
BLACK KNIGHT INC 1.0%
Value ($000) $2,174 Shares 29,967 Est. Cost $72.55 Unrealized
DELAWARE INVTS COLO MUN INCO 1.0%
Value ($000) $2,157 Shares 158,153 Est. Cost $14.20 Unrealized
PGR PROGRESSIVE CORP OHIO 1.0%
Value ($000) $2,150 Shares 26,842 Est. Cost $66.35 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 1.0%
Value ($000) $2,139 Shares 23,156 Est. Cost $83.15 Unrealized -9.9%
CBOE CBOE GLOBAL MARKETS INC 0.9%
Value ($000) $1,974 Shares 21,166 Est. Cost $103.43 Unrealized -11.7%
HRB BLOCK H & R INC 0.9%
Value ($000) $1,876 Shares 131,369 Est. Cost $12.75 Unrealized 0.0%
ALLIANCEBERNSTEIN NATL MUNI 0.8%
Value ($000) $1,730 Shares 129,595 Est. Cost $12.46 Unrealized
IWM ISHARES TR 0.8%
Value ($000) $1,685 Shares 11,771 Est. Cost $120.64 Unrealized
XMUSX BLACKROCK MUNIHOLDINGS QUALI 0.8%
Value ($000) $1,659 Shares 136,683 Est. Cost $12.42 Unrealized
FEDERATED HERMES PREM MUNI I 0.8%
Value ($000) $1,649 Shares 124,926 Est. Cost $13.38 Unrealized
DVN DEVON ENERGY CORP NEW 0.8%
Value ($000) $1,636 Shares 144,263 Est. Cost $8.39 Unrealized 0.0%
DWS MUN INCOME TR 0.8%
Value ($000) $1,621 Shares 150,106 Est. Cost $10.61 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADVA 0.8%
Value ($000) $1,587 Shares 151,040 Est. Cost $10.68 Unrealized
DELAWARE INVTS NATL MUN INCO 0.7%
Value ($000) $1,560 Shares 127,416 Est. Cost $12.44 Unrealized
CVX CHEVRON CORP NEW 0.7%
Value ($000) $1,416 Shares 15,874 Est. Cost $76.00 Unrealized -8.1%
PFF ISHARES TR 0.7%
Value ($000) $1,402 Shares 40,477 Est. Cost $31.83 Unrealized
SNPS SYNOPSYS INC 0.7%
Value ($000) $1,392 Shares 7,138 Est. Cost $97.17 Unrealized +69.8%
QQQ INVESCO QQQ TR 0.6%
Value ($000) $1,357 Shares 5,482 Est. Cost $190.44 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.6%
Value ($000) $1,348 Shares 12,590 Est. Cost $69.19 Unrealized +45.3%
AMLP ALPS ETF TR 0.6%
Value ($000) $1,300 Shares 52,681 Est. Cost $24.68 Unrealized
ET ENERGY TRANSFER LP 0.6%
Value ($000) $1,208 Shares 169,635 Est. Cost $4.60 Unrealized
VTWO VANGUARD SCOTTSDALE FDS 0.6%
Value ($000) $1,195 Shares 10,353 Est. Cost $115.43 Unrealized
DUK DUKE ENERGY CORP NEW 0.6%
Value ($000) $1,191 Shares 14,903 Est. Cost $72.71 Unrealized -7.0%
KANSAS CITY SOUTHERN 0.6%
Value ($000) $1,184 Shares 7,933 Est. Cost $151.36 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.5%
Value ($000) $1,140 Shares 14,656 Est. Cost $67.93 Unrealized 0.0%
GLD SPDR GOLD TR 0.5%
Value ($000) $1,117 Shares 6,673 Est. Cost $156.36 Unrealized
TRU TRANSUNION 0.5%
Value ($000) $1,113 Shares 12,786 Est. Cost $83.95 Unrealized -7.5%
EATON VANCE MUN BD FD 0.5%
Value ($000) $1,067 Shares 83,859 Est. Cost $11.74 Unrealized
MINT PIMCO ETF TR 0.5%
Value ($000) $1,008 Shares 9,913 Est. Cost $101.75 Unrealized
SPWH SPORTSMANS WHSE HLDGS INC 0.5%
Value ($000) $984 Shares 69,057 Est. Cost $9.40 Unrealized 0.0%
BLACKROCK MUNIYIELD ARIZ FD 0.4%
Value ($000) $897 Shares 63,803 Est. Cost $12.95 Unrealized
FE FIRSTENERGY CORP 0.4%
Value ($000) $884 Shares 22,792 Est. Cost $32.60 Unrealized 0.0%
NUVEEN MUN VALUE FD INC 0.4%
Value ($000) $857 Shares 84,067 Est. Cost $10.19 Unrealized
BLACKROCK MUNIHLDS INVSTM QL 0.4%
Value ($000) $849 Shares 65,687 Est. Cost $13.35 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $846 Shares 54,041 Est. Cost $15.64 Unrealized
BLACKROCK MUNIYIELD INVT FD 0.4%
Value ($000) $838 Shares 62,325 Est. Cost $14.13 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.4%
Value ($000) $826 Shares 59,844 Est. Cost $13.13 Unrealized
XVMMX DELAWARE INVTS MINN MUN INCO 0.4%
Value ($000) $822 Shares 64,968 Est. Cost $13.00 Unrealized
ALK ALASKA AIR GROUP INC 0.4%
Value ($000) $821 Shares 22,651 Est. Cost $32.56 Unrealized 0.0%
CEVA CEVA INC 0.3%
Value ($000) $726 Shares 19,401 Est. Cost $27.74 Unrealized +15.6%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $703 Shares 10,283 Est. Cost $45.55 Unrealized 0.0%
SPSC SPS COMMERCE INC 0.3%
Value ($000) $701 Shares 9,336 Est. Cost $48.62 Unrealized +25.3%
PLMR PALOMAR HLDGS INC 0.3%
Value ($000) $680 Shares 7,932 Est. Cost $66.34 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $678 Shares 28,539 Est. Cost $24.96 Unrealized -17.6%
GLPI GAMING & LEISURE PPTYS INC 0.3%
Value ($000) $677 Shares 19,576 Est. Cost $34.58 Unrealized
PRAA PRA GROUP INC 0.3%
Value ($000) $665 Shares 17,214 Est. Cost $31.71 Unrealized 0.0%
VICI VICI PPTYS INC 0.3%
Value ($000) $651 Shares 32,254 Est. Cost $13.55 Unrealized 0.0%
FORM FORMFACTOR INC 0.3%
Value ($000) $647 Shares 22,062 Est. Cost $23.88 Unrealized +3.3%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $642 Shares 15,296 Est. Cost $25.29 Unrealized 0.0%
VRTS VIRTUS INVT PARTNERS INC 0.3%
Value ($000) $640 Shares 5,503 Est. Cost $90.59 Unrealized -15.0%
SAILPOINT TECHNLGIES HLDGS I 0.3%
Value ($000) $627 Shares 23,671 Est. Cost $26.49 Unrealized
PFSI PENNYMAC FINL SVCS INC NEW 0.3%
Value ($000) $627 Shares 15,003 Est. Cost $24.87 Unrealized +18.5%
AMPH AMPHASTAR PHARMACEUTICALS IN 0.3%
Value ($000) $623 Shares 27,733 Est. Cost $18.31 Unrealized 0.0%
BWIN BRP GROUP INC 0.3%
Value ($000) $622 Shares 36,002 Est. Cost $12.07 Unrealized 0.0%
ECPG ENCORE CAP GROUP INC 0.3%
Value ($000) $612 Shares 17,891 Est. Cost $29.79 Unrealized 0.0%
VVV VALVOLINE INC 0.3%
Value ($000) $607 Shares 31,413 Est. Cost $16.97 Unrealized 0.0%
SFM SPROUTS FMRS MKT INC 0.3%
Value ($000) $602 Shares 23,538 Est. Cost $16.77 Unrealized +36.5%
FIZZ NATIONAL BEVERAGE CORP 0.3%
Value ($000) $601 Shares 9,843 Est. Cost $18.05 Unrealized +23.4%
BOX BOX INC 0.3%
Value ($000) $597 Shares 28,738 Est. Cost $17.56 Unrealized 0.0%
C CITIGROUP INC 0.3%
Value ($000) $594 Shares 11,624 Est. Cost $38.68 Unrealized 0.0%
SFBS SERVISFIRST BANCSHARES INC 0.3%
Value ($000) $594 Shares 16,606 Est. Cost $31.63 Unrealized -5.2%
MUSA MURPHY USA INC 0.3%
Value ($000) $593 Shares 5,265 Est. Cost $104.32 Unrealized +2.1%
CRMT AMERICAS CAR MART INC 0.3%
Value ($000) $589 Shares 6,702 Est. Cost $79.97 Unrealized -8.8%
ESI ELEMENT SOLUTIONS INC 0.3%
Value ($000) $586 Shares 53,976 Est. Cost $10.21 Unrealized -8.5%
TPICQ TPI COMPOSITES INC 0.3%
Value ($000) $581 Shares 24,876 Est. Cost $18.76 Unrealized 0.0%
PATK PATRICK INDS INC 0.3%
Value ($000) $577 Shares 9,426 Est. Cost $27.19 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.3%
Value ($000) $567 Shares 22,163 Est. Cost $33.76 Unrealized -29.0%
PSTG PURE STORAGE INC 0.3%
Value ($000) $565 Shares 32,611 Est. Cost $14.99 Unrealized 0.0%
MYE MYERS INDS INC 0.3%
Value ($000) $554 Shares 38,097 Est. Cost $12.03 Unrealized -13.7%
HAIN HAIN CELESTIAL GROUP INC 0.3%
Value ($000) $554 Shares 17,582 Est. Cost $28.92 Unrealized 0.0%
LUMINEX CORP DEL 0.3%
Value ($000) $550 Shares 16,897 Est. Cost $32.55 Unrealized
NEOPHOTONICS CORP 0.3%
Value ($000) $541 Shares 60,894 Est. Cost $8.88 Unrealized
VECTOR GROUP LTD 0.3%
Value ($000) $536 Shares 53,263 Est. Cost $10.06 Unrealized
OPITQ OFFICE PPTYS INCOME TR 0.3%
Value ($000) $532 Shares 20,467 Est. Cost $30.18 Unrealized
MTH MERITAGE HOMES CORP 0.3%
Value ($000) $531 Shares 6,982 Est. Cost $29.54 Unrealized 0.0%
CVSA ADTALEM GLOBAL ED INC 0.3%
Value ($000) $526 Shares 16,893 Est. Cost $31.20 Unrealized 0.0%
HMS HLDGS CORP 0.2%
Value ($000) $520 Shares 16,054 Est. Cost $32.39 Unrealized
KMT KENNAMETAL INC 0.2%
Value ($000) $519 Shares 18,078 Est. Cost $21.51 Unrealized 0.0%
SUPN SUPERNUS PHARMACEUTICALS INC 0.2%
Value ($000) $518 Shares 21,831 Est. Cost $22.09 Unrealized 0.0%
ALEX ALEXANDER & BALDWIN INC NEW 0.2%
Value ($000) $508 Shares 41,699 Est. Cost $12.18 Unrealized
ENSG ENSIGN GROUP INC 0.2%
Value ($000) $505 Shares 12,068 Est. Cost $39.11 Unrealized 0.0%
MOBILE MINI INC 0.2%
Value ($000) $505 Shares 17,109 Est. Cost $36.28 Unrealized
CHRS COHERUS BIOSCIENCES INC 0.2%
Value ($000) $504 Shares 28,216 Est. Cost $18.45 Unrealized -8.2%
SPX CORP 0.2%
Value ($000) $500 Shares 12,153 Est. Cost $32.61 Unrealized
SOUTH JERSEY INDS INC 0.2%
Value ($000) $495 Shares 19,794 Est. Cost $25.01 Unrealized
AMERICAN EQTY INVT LIFE HLD 0.2%
Value ($000) $478 Shares 19,337 Est. Cost $28.92 Unrealized
SYNA SYNAPTICS INC 0.2%
Value ($000) $475 Shares 7,900 Est. Cost $52.80 Unrealized +18.7%
MANTECH INTL CORP 0.2%
Value ($000) $471 Shares 6,879 Est. Cost $72.64 Unrealized
HTGC HERCULES CAPITAL INC 0.2%
Value ($000) $463 Shares 44,186 Est. Cost $13.74 Unrealized -26.1%
EWY ISHARES INC 0.2%
Value ($000) $462 Shares 8,088 Est. Cost $57.35 Unrealized
CNX CNX RESOURCES CORPORATION 0.2%
Value ($000) $442 Shares 51,136 Est. Cost $10.06 Unrealized 0.0%
NUVEEN MUN INCOME FD INC 0.2%
Value ($000) $427 Shares 39,889 Est. Cost $10.70 Unrealized
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $427 Shares 40,674 Est. Cost $10.50 Unrealized
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $426 Shares 12,083 Est. Cost $37.91 Unrealized
HEARTLAND FINL USA INC 0.2%
Value ($000) $426 Shares 12,730 Est. Cost $30.27 Unrealized
NUVEEN SELECT MAT MUN FD 0.2%
Value ($000) $425 Shares 41,566 Est. Cost $10.22 Unrealized
GATX GATX CORP 0.2%
Value ($000) $419 Shares 6,875 Est. Cost $64.69 Unrealized -16.9%
WW INTL INC 0.2%
Value ($000) $415 Shares 16,358 Est. Cost $35.14 Unrealized
PBH PRESTIGE CONSMR HEALTHCARE I 0.2%
Value ($000) $413 Shares 11,008 Est. Cost $39.99 Unrealized 0.0%
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $397 Shares 15,397 Est. Cost $37.56 Unrealized -34.5%
MUB ISHARES TR 0.2%
Value ($000) $391 Shares 3,389 Est. Cost $113.03 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $349 Shares 1,714 Est. Cost $156.34 Unrealized +10.7%
USHY ISHARES TR 0.2%
Value ($000) $347 Shares 9,086 Est. Cost $38.19 Unrealized
MRK MERCK & CO. INC 0.1%
Value ($000) $285 Shares 3,691 Est. Cost $66.95 Unrealized -6.1%
AAPL APPLE INC 0.1%
Value ($000) $274 Shares 752 Est. Cost $75.09 Unrealized 0.0%
AMCOR PLC 0.1%
Value ($000) $249 Shares 24,406 Est. Cost $7.40 Unrealized 0.0%
LOW LOWES COS INC 0.1%
Value ($000) $239 Shares 1,772 Est. Cost $103.31 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.1%
Value ($000) $239 Shares 3,937 Est. Cost $48.53 Unrealized
CSCO CISCO SYS INC 0.1%
Value ($000) $233 Shares 5,000 Est. Cost $37.00 Unrealized 0.0%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $226 Shares 1,507 Est. Cost $116.82 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value ($000) $226 Shares 3,478 Est. Cost $52.60 Unrealized 0.0%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $226 Shares 7,090 Est. Cost $23.07 Unrealized 0.0%
AVGO BROADCOM INC 0.1%
Value ($000) $226 Shares 715 Est. Cost $24.52 Unrealized 0.0%
CAG CONAGRA BRANDS INC 0.1%
Value ($000) $225 Shares 6,410 Est. Cost $26.21 Unrealized 0.0%
INTC INTEL CORP 0.1%
Value ($000) $223 Shares 3,721 Est. Cost $52.33 Unrealized +1.6%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $222 Shares 1,794 Est. Cost $89.85 Unrealized 0.0%
WU WESTERN UN CO 0.1%
Value ($000) $222 Shares 10,257 Est. Cost $21.64 Unrealized
ORCL ORACLE CORP 0.1%
Value ($000) $218 Shares 3,939 Est. Cost $48.99 Unrealized 0.0%
WMB WILLIAMS COS INC 0.1%
Value ($000) $215 Shares 11,329 Est. Cost $13.80 Unrealized 0.0%
UNP UNION PAC CORP 0.1%
Value ($000) $215 Shares 1,269 Est. Cost $141.44 Unrealized 0.0%
CPB CAMPBELL SOUP CO 0.1%
Value ($000) $205 Shares 4,124 Est. Cost $41.23 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $192 Shares 11,217 Est. Cost $16.71 Unrealized -20.9%