Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 23, 2020

Total Value ($000): $212,523 (100.0% shares, 0.0% debt)

Holdings (155)

EFG ISHARES TR 5.8%
Value ($000) $12,322 Shares 137,094 Est. Cost $79.71 Unrealized
EFV ISHARES TR 5.5%
Value ($000) $11,716 Shares 290,369 Est. Cost $43.74 Unrealized
IEMG ISHARES INC 3.0%
Value ($000) $6,419 Shares 121,580 Est. Cost $47.60 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 2.8%
Value ($000) $5,977 Shares 110,139 Est. Cost $51.71 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.6%
Value ($000) $5,580 Shares 99,509 Est. Cost $51.71 Unrealized
VOO VANGUARD INDEX FDS 1.9%
Value ($000) $4,091 Shares 13,296 Est. Cost $283.46 Unrealized
WESTERN AST INFL LKD OPP & I 1.7%
Value ($000) $3,628 Shares 322,795 Est. Cost $10.70 Unrealized
SCHE SCHWAB STRATEGIC TR 1.6%
Value ($000) $3,353 Shares 125,307 Est. Cost $24.79 Unrealized
NVDA NVIDIA CORPORATION 1.3%
Value ($000) $2,781 Shares 5,138 Est. Cost $6.28 Unrealized +84.6%
WESTERN ASST INFLTN LKD INM 1.3%
Value ($000) $2,773 Shares 227,665 Est. Cost $11.21 Unrealized
DHI D R HORTON INC 1.3%
Value ($000) $2,741 Shares 36,240 Est. Cost $44.66 Unrealized +44.9%
PROSHARES TR 1.3%
Value ($000) $2,671 Shares 161,390 Est. Cost $19.00 Unrealized
WDAY WORKDAY INC 1.2%
Value ($000) $2,651 Shares 12,321 Est. Cost $161.65 Unrealized +22.4%
UPS UNITED PARCEL SERVICE INC 1.2%
Value ($000) $2,632 Shares 15,794 Est. Cost $117.34 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 1.2%
Value ($000) $2,605 Shares 18,744 Est. Cost $92.03 Unrealized +26.4%
CLX CLOROX CO DEL 1.2%
Value ($000) $2,597 Shares 12,355 Est. Cost $141.56 Unrealized +33.5%
ACTIVISION BLIZZARD INC 1.2%
Value ($000) $2,589 Shares 31,979 Est. Cost $75.90 Unrealized
BLACK KNIGHT INC 1.2%
Value ($000) $2,576 Shares 29,591 Est. Cost $72.55 Unrealized
EBAY EBAY INC. 1.2%
Value ($000) $2,535 Shares 48,652 Est. Cost $38.43 Unrealized +30.7%
PGR PROGRESSIVE CORP 1.2%
Value ($000) $2,482 Shares 26,222 Est. Cost $66.35 Unrealized +15.3%
PLD PROLOGIS INC. 1.2%
Value ($000) $2,480 Shares 24,644 Est. Cost $86.18 Unrealized 0.0%
DTE DTE ENERGY CO 1.2%
Value ($000) $2,478 Shares 21,542 Est. Cost $81.54 Unrealized 0.0%
FMC F M C CORP 1.2%
Value ($000) $2,463 Shares 23,260 Est. Cost $77.92 Unrealized +16.5%
EWC ISHARES INC 1.2%
Value ($000) $2,452 Shares 89,451 Est. Cost $26.38 Unrealized
EXR EXTRA SPACE STORAGE INC 1.1%
Value ($000) $2,438 Shares 22,783 Est. Cost $83.15 Unrealized +1.2%
IEFA ISHARES TR 1.1%
Value ($000) $2,435 Shares 40,390 Est. Cost $57.15 Unrealized
DGX QUEST DIAGNOSTICS INC 1.1%
Value ($000) $2,432 Shares 21,246 Est. Cost $95.20 Unrealized +11.9%
GEN NORTONLIFELOCK INC 1.1%
Value ($000) $2,409 Shares 115,578 Est. Cost $15.63 Unrealized +23.6%
DT DYNATRACE INC 1.1%
Value ($000) $2,397 Shares 58,436 Est. Cost $32.91 Unrealized +24.4%
BMY BRISTOL-MYERS SQUIBB CO 1.1%
Value ($000) $2,386 Shares 39,574 Est. Cost $41.22 Unrealized +17.9%
DVA DAVITA INC 1.1%
Value ($000) $2,369 Shares 27,661 Est. Cost $78.43 Unrealized +8.9%
DG DOLLAR GEN CORP NEW 1.1%
Value ($000) $2,359 Shares 11,256 Est. Cost $167.17 Unrealized +8.9%
LMT LOCKHEED MARTIN CORP 1.1%
Value ($000) $2,319 Shares 6,050 Est. Cost $323.73 Unrealized +1.6%
ABBV ABBVIE INC 1.1%
Value ($000) $2,264 Shares 25,844 Est. Cost $66.96 Unrealized +14.0%
MKTX MARKETAXESS HLDGS INC 1.1%
Value ($000) $2,256 Shares 4,684 Est. Cost $438.02 Unrealized +6.2%
SRE SEMPRA ENERGY 1.0%
Value ($000) $2,231 Shares 18,852 Est. Cost $51.07 Unrealized +1.1%
AZO AUTOZONE INC 1.0%
Value ($000) $2,222 Shares 1,887 Est. Cost $927.97 Unrealized +27.3%
CMA COMERICA INC 1.0%
Value ($000) $2,149 Shares 56,196 Est. Cost $29.75 Unrealized 0.0%
ALL ALLSTATE CORP 1.0%
Value ($000) $2,137 Shares 22,695 Est. Cost $89.98 Unrealized -9.1%
DELAWARE INVTS COLO MUN INCO 1.0%
Value ($000) $2,131 Shares 153,326 Est. Cost $14.20 Unrealized
HRB BLOCK H & R INC 1.0%
Value ($000) $2,126 Shares 130,496 Est. Cost $12.75 Unrealized -5.0%
SLB SCHLUMBERGER LTD 0.9%
Value ($000) $1,934 Shares 124,304 Est. Cost $16.53 Unrealized 0.0%
FTNT FORTINET INC 0.9%
Value ($000) $1,870 Shares 15,871 Est. Cost $25.11 Unrealized +2.9%
ALLIANCEBERNSTEIN NATL MUN I 0.8%
Value ($000) $1,745 Shares 125,190 Est. Cost $12.46 Unrealized
FEDERATED HERMES PREM MUNI I 0.8%
Value ($000) $1,730 Shares 121,267 Est. Cost $13.38 Unrealized
XMUSX BLACKROCK MUNIHOLDINGS QUALI 0.8%
Value ($000) $1,699 Shares 131,885 Est. Cost $12.42 Unrealized
IWM ISHARES TR 0.8%
Value ($000) $1,640 Shares 10,950 Est. Cost $120.64 Unrealized
DWS MUN INCOME TR 0.8%
Value ($000) $1,606 Shares 144,936 Est. Cost $10.61 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADVA 0.7%
Value ($000) $1,591 Shares 145,738 Est. Cost $10.68 Unrealized
QQQ INVESCO QQQ TR 0.7%
Value ($000) $1,523 Shares 5,482 Est. Cost $190.44 Unrealized
DELAWARE INVTS NATL MUN INCO 0.7%
Value ($000) $1,522 Shares 123,325 Est. Cost $12.44 Unrealized
PFF ISHARES TR 0.7%
Value ($000) $1,480 Shares 40,600 Est. Cost $31.83 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.6%
Value ($000) $1,365 Shares 12,345 Est. Cost $69.19 Unrealized +60.4%
SNPS SYNOPSYS INC 0.6%
Value ($000) $1,259 Shares 5,886 Est. Cost $97.17 Unrealized +109.5%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.6%
Value ($000) $1,190 Shares 14,339 Est. Cost $67.93 Unrealized +8.9%
GLD SPDR GOLD TR 0.6%
Value ($000) $1,186 Shares 6,697 Est. Cost $156.36 Unrealized
CVX CHEVRON CORP NEW 0.5%
Value ($000) $1,151 Shares 15,983 Est. Cost $76.00 Unrealized -12.5%
VTWO VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $1,114 Shares 9,213 Est. Cost $115.43 Unrealized
AMLP ALPS ETF TR 0.5%
Value ($000) $1,067 Shares 53,389 Est. Cost $24.61 Unrealized
TRU TRANSUNION 0.5%
Value ($000) $1,060 Shares 12,603 Est. Cost $83.95 Unrealized +0.2%
MINT PIMCO ETF TR 0.5%
Value ($000) $1,010 Shares 9,909 Est. Cost $101.75 Unrealized
CONCHO RES INC 0.4%
Value ($000) $946 Shares 21,444 Est. Cost $44.11 Unrealized
EATON VANCE MUN BD FD 0.4%
Value ($000) $934 Shares 70,908 Est. Cost $11.74 Unrealized
ET ENERGY TRANSFER LP 0.4%
Value ($000) $933 Shares 172,227 Est. Cost $4.61 Unrealized
BLACKROCK MUNIYIELD ARIZ FD 0.4%
Value ($000) $888 Shares 61,810 Est. Cost $12.95 Unrealized
NUVEEN MUN VALUE FD INC 0.4%
Value ($000) $868 Shares 81,379 Est. Cost $10.19 Unrealized
PFSI PENNYMAC FINL SVCS INC NEW 0.4%
Value ($000) $865 Shares 14,877 Est. Cost $24.87 Unrealized +86.1%
BLACKROCK MUNIHLDS INVSTM QL 0.4%
Value ($000) $854 Shares 63,704 Est. Cost $13.35 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $840 Shares 52,547 Est. Cost $15.64 Unrealized
PLMR PALOMAR HLDGS INC 0.4%
Value ($000) $829 Shares 7,952 Est. Cost $66.34 Unrealized +47.8%
XVMMX DELAWARE INVTS MINN MUN INCO 0.4%
Value ($000) $818 Shares 62,952 Est. Cost $13.00 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.4%
Value ($000) $816 Shares 58,134 Est. Cost $13.13 Unrealized
BLACKROCK MUNIYIELD INVT FD 0.4%
Value ($000) $812 Shares 60,759 Est. Cost $14.13 Unrealized
MTH MERITAGE HOMES CORP 0.4%
Value ($000) $777 Shares 7,040 Est. Cost $29.54 Unrealized +62.1%
VRTS VIRTUS INVT PARTNERS INC 0.4%
Value ($000) $765 Shares 5,514 Est. Cost $90.59 Unrealized +23.6%
VICI VICI PPTYS INC 0.4%
Value ($000) $744 Shares 31,843 Est. Cost $13.55 Unrealized +24.4%
SPSC SPS COMMERCE INC 0.3%
Value ($000) $726 Shares 9,322 Est. Cost $48.62 Unrealized +56.4%
GLPI GAMING & LEISURE PPTYS INC 0.3%
Value ($000) $722 Shares 19,558 Est. Cost $34.58 Unrealized
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $696 Shares 73,576 Est. Cost $8.39 Unrealized -5.8%
ENSG ENSIGN GROUP INC 0.3%
Value ($000) $695 Shares 12,187 Est. Cost $39.11 Unrealized +30.4%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $693 Shares 15,536 Est. Cost $25.53 Unrealized +58.1%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $692 Shares 28,709 Est. Cost $24.96 Unrealized -12.6%
ECPG ENCORE CAP GROUP INC 0.3%
Value ($000) $691 Shares 17,897 Est. Cost $29.79 Unrealized +33.9%
PRAA PRA GROUP INC 0.3%
Value ($000) $687 Shares 17,196 Est. Cost $31.71 Unrealized +31.1%
WSC WILLSCOT MOBIL MINI HLDNG CO 0.3%
Value ($000) $686 Shares 41,121 Est. Cost $15.98 Unrealized 0.0%
MUSA MURPHY USA INC 0.3%
Value ($000) $681 Shares 5,306 Est. Cost $104.32 Unrealized +23.2%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $678 Shares 10,481 Est. Cost $45.61 Unrealized +6.3%
FIZZ NATIONAL BEVERAGE CORP 0.3%
Value ($000) $672 Shares 9,880 Est. Cost $18.05 Unrealized +60.1%
SYNA SYNAPTICS INC 0.3%
Value ($000) $641 Shares 7,969 Est. Cost $52.80 Unrealized +49.7%
ASTE ASTEC INDS INC 0.3%
Value ($000) $612 Shares 11,272 Est. Cost $47.02 Unrealized 0.0%
HAIN HAIN CELESTIAL GROUP INC 0.3%
Value ($000) $609 Shares 17,766 Est. Cost $28.96 Unrealized +14.4%
VVV VALVOLINE INC 0.3%
Value ($000) $602 Shares 31,597 Est. Cost $16.97 Unrealized +21.7%
VISTA OUTDOOR INC 0.3%
Value ($000) $592 Shares 29,327 Est. Cost $20.19 Unrealized
FLAGSTAR BANCORP INC 0.3%
Value ($000) $585 Shares 19,751 Est. Cost $29.62 Unrealized
BKU BANKUNITED INC 0.3%
Value ($000) $580 Shares 26,472 Est. Cost $17.71 Unrealized 0.0%
NAVI NAVIENT CORPORATION 0.3%
Value ($000) $577 Shares 68,321 Est. Cost $8.20 Unrealized 0.0%
ESI ELEMENT SOLUTIONS INC 0.3%
Value ($000) $571 Shares 54,359 Est. Cost $10.21 Unrealized -0.1%
CRMT AMERICAS CAR-MART INC 0.3%
Value ($000) $570 Shares 6,715 Est. Cost $79.97 Unrealized +18.3%
SPX FLOW INC 0.3%
Value ($000) $570 Shares 13,315 Est. Cost $42.81 Unrealized
SFBS SERVISFIRST BANCSHARES INC 0.3%
Value ($000) $569 Shares 16,709 Est. Cost $31.63 Unrealized +3.7%
SPX CORP 0.3%
Value ($000) $568 Shares 12,255 Est. Cost $32.61 Unrealized
PATTERSON COS INC 0.3%
Value ($000) $561 Shares 23,282 Est. Cost $24.10 Unrealized
ARCB ARCBEST CORP 0.3%
Value ($000) $559 Shares 18,001 Est. Cost $30.25 Unrealized 0.0%
SPWH SPORTSMANS WHSE HLDGS INC 0.3%
Value ($000) $559 Shares 39,045 Est. Cost $9.40 Unrealized +63.5%
CHMI CHERRY HILL MTG INVT CORP 0.3%
Value ($000) $557 Shares 62,074 Est. Cost $8.97 Unrealized
UPBD RENT A CTR INC NEW 0.3%
Value ($000) $555 Shares 18,561 Est. Cost $29.57 Unrealized 0.0%
FORM FORMFACTOR INC 0.3%
Value ($000) $549 Shares 22,027 Est. Cost $23.88 Unrealized +16.8%
PATK PATRICK INDS INC 0.3%
Value ($000) $547 Shares 9,503 Est. Cost $27.19 Unrealized +32.7%
KFRC KFORCE INC 0.2%
Value ($000) $531 Shares 16,506 Est. Cost $32.01 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.2%
Value ($000) $523 Shares 22,262 Est. Cost $33.76 Unrealized -35.3%
CHRS COHERUS BIOSCIENCES INC 0.2%
Value ($000) $522 Shares 28,436 Est. Cost $18.45 Unrealized +0.9%
AMPH AMPHASTAR PHARMACEUTICALS IN 0.2%
Value ($000) $522 Shares 27,838 Est. Cost $18.31 Unrealized +9.9%
EWY ISHARES INC 0.2%
Value ($000) $515 Shares 7,882 Est. Cost $57.35 Unrealized
VECTOR GROUP LTD 0.2%
Value ($000) $514 Shares 53,060 Est. Cost $10.06 Unrealized
PSTG PURE STORAGE INC 0.2%
Value ($000) $507 Shares 32,937 Est. Cost $14.99 Unrealized +9.0%
MYE MYERS INDS INC 0.2%
Value ($000) $507 Shares 38,334 Est. Cost $12.03 Unrealized +4.7%
BOX BOX INC 0.2%
Value ($000) $505 Shares 29,078 Est. Cost $17.57 Unrealized +5.1%
C CITIGROUP INC 0.2%
Value ($000) $502 Shares 11,647 Est. Cost $38.68 Unrealized +6.0%
AEIS ADVANCED ENERGY INDS 0.2%
Value ($000) $501 Shares 7,961 Est. Cost $68.49 Unrealized 0.0%
SFM SPROUTS FMRS MKT INC 0.2%
Value ($000) $496 Shares 23,692 Est. Cost $16.77 Unrealized +42.9%
TIVITY HEALTH INC 0.2%
Value ($000) $494 Shares 35,214 Est. Cost $14.03 Unrealized
CNX CNX RES CORP 0.2%
Value ($000) $487 Shares 51,608 Est. Cost $10.06 Unrealized +1.4%
MANTECH INTL CORP 0.2%
Value ($000) $479 Shares 6,951 Est. Cost $72.61 Unrealized
NUVEEN MUN INCOME FD INC 0.2%
Value ($000) $467 Shares 39,301 Est. Cost $10.70 Unrealized
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $460 Shares 13,015 Est. Cost $37.73 Unrealized
LUMINEX CORP DEL 0.2%
Value ($000) $448 Shares 17,081 Est. Cost $32.48 Unrealized
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $437 Shares 40,318 Est. Cost $10.50 Unrealized
NUVEEN SELECT MAT MUN FD 0.2%
Value ($000) $434 Shares 41,375 Est. Cost $10.22 Unrealized
OPITQ OFFICE PPTYS INCOME TR 0.2%
Value ($000) $427 Shares 20,628 Est. Cost $30.18 Unrealized
PBH PRESTIGE CONSMR HEALTHCARE I 0.2%
Value ($000) $403 Shares 11,078 Est. Cost $39.99 Unrealized -7.0%
USHY ISHARES TR 0.2%
Value ($000) $389 Shares 9,864 Est. Cost $38.29 Unrealized
SOUTH JERSEY INDS INC 0.2%
Value ($000) $388 Shares 20,117 Est. Cost $24.92 Unrealized
HMS HLDGS CORP 0.2%
Value ($000) $386 Shares 16,120 Est. Cost $32.39 Unrealized
HEARTLAND FINL USA INC 0.2%
Value ($000) $386 Shares 12,867 Est. Cost $30.26 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $361 Shares 1,714 Est. Cost $156.34 Unrealized +28.4%
AAPL APPLE INC 0.2%
Value ($000) $348 Shares 3,008 Est. Cost $98.25 Unrealized +7.9%
MUB ISHARES TR 0.2%
Value ($000) $331 Shares 2,856 Est. Cost $113.03 Unrealized
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $331 Shares 15,598 Est. Cost $37.39 Unrealized -34.6%
MRK MERCK & CO. INC 0.1%
Value ($000) $308 Shares 3,717 Est. Cost $66.95 Unrealized -1.5%
LOW LOWES COS INC 0.1%
Value ($000) $294 Shares 1,772 Est. Cost $103.31 Unrealized +35.4%
AMCOR PLC 0.1%
Value ($000) $267 Shares 24,201 Est. Cost $7.40 Unrealized +17.8%
AVGO BROADCOM INC 0.1%
Value ($000) $262 Shares 719 Est. Cost $24.52 Unrealized +20.9%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $238 Shares 1,666 Est. Cost $116.84 Unrealized 0.0%
ORCL ORACLE CORP 0.1%
Value ($000) $235 Shares 3,931 Est. Cost $48.99 Unrealized +7.7%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $233 Shares 1,509 Est. Cost $116.82 Unrealized +21.0%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $231 Shares 1,805 Est. Cost $89.85 Unrealized +16.8%
CAG CONAGRA BRANDS INC 0.1%
Value ($000) $228 Shares 6,381 Est. Cost $26.21 Unrealized +10.5%
AMZN AMAZON COM INC 0.1%
Value ($000) $227 Shares 72 Est. Cost $157.65 Unrealized 0.0%
WMB WILLIAMS COS INC 0.1%
Value ($000) $225 Shares 11,425 Est. Cost $13.80 Unrealized +11.6%
WU WESTERN UN CO 0.1%
Value ($000) $223 Shares 10,389 Est. Cost $21.64 Unrealized
KHC KRAFT HEINZ CO 0.1%
Value ($000) $212 Shares 7,069 Est. Cost $23.07 Unrealized +12.2%
GRMN GARMIN LTD 0.1%
Value ($000) $211 Shares 2,220 Est. Cost $88.79 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value ($000) $204 Shares 3,490 Est. Cost $52.60 Unrealized -0.4%
XLK SELECT SECTOR SPDR TR 0.1%
Value ($000) $201 Shares 1,721 Est. Cost $116.79 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $188 Shares 11,250 Est. Cost $16.71 Unrealized -13.2%