Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 8, 2021

Total Value ($000): $238,575 (100.0% shares, 0.0% debt)

Holdings (157)

EFG ISHARES TR 5.6%
Value ($000) $13,405 Shares 132,837 Est. Cost $79.71 Unrealized
EFV ISHARES TR 5.6%
Value ($000) $13,278 Shares 281,317 Est. Cost $43.74 Unrealized
IEMG ISHARES INC 3.2%
Value ($000) $7,615 Shares 122,747 Est. Cost $47.60 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 2.6%
Value ($000) $6,180 Shares 114,298 Est. Cost $51.79 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.4%
Value ($000) $5,628 Shares 100,452 Est. Cost $51.71 Unrealized
VOO VANGUARD INDEX FDS 2.0%
Value ($000) $4,719 Shares 13,731 Est. Cost $285.37 Unrealized
PROSHARES TR 1.8%
Value ($000) $4,285 Shares 238,479 Est. Cost $17.97 Unrealized
WESTERN AST INFL LKD OPP & I 1.7%
Value ($000) $4,114 Shares 331,500 Est. Cost $10.74 Unrealized
PROSHARES TR 1.6%
Value ($000) $3,912 Shares 271,463 Est. Cost $17.14 Unrealized
JMST J P MORGAN EXCHANGE-TRADED F 1.5%
Value ($000) $3,612 Shares 70,765 Est. Cost $51.04 Unrealized
SCHE SCHWAB STRATEGIC TR 1.5%
Value ($000) $3,519 Shares 114,823 Est. Cost $24.79 Unrealized
IWD ISHARES TR 1.4%
Value ($000) $3,282 Shares 24,003 Est. Cost $136.73 Unrealized
IEFA ISHARES TR 1.2%
Value ($000) $2,884 Shares 41,739 Est. Cost $57.54 Unrealized
ACTIVISION BLIZZARD INC 1.1%
Value ($000) $2,734 Shares 29,449 Est. Cost $75.90 Unrealized
EWC ISHARES INC 1.1%
Value ($000) $2,673 Shares 86,681 Est. Cost $26.38 Unrealized
OKE ONEOK INC NEW 1.1%
Value ($000) $2,648 Shares 68,997 Est. Cost $24.90 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO 1.1%
Value ($000) $2,542 Shares 50,427 Est. Cost $42.82 Unrealized 0.0%
ABBV ABBVIE INC 1.1%
Value ($000) $2,541 Shares 23,713 Est. Cost $66.96 Unrealized +17.9%
MPT MEDICAL PPTYS TRUST INC 1.1%
Value ($000) $2,523 Shares 115,780 Est. Cost $21.79 Unrealized
SLB SCHLUMBERGER LTD 1.1%
Value ($000) $2,522 Shares 115,522 Est. Cost $16.53 Unrealized +2.2%
CNH CNH INDL N V 1.0%
Value ($000) $2,502 Shares 194,870 Est. Cost $7.76 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 1.0%
Value ($000) $2,477 Shares 14,711 Est. Cost $117.34 Unrealized +16.7%
FMC FMC CORP 1.0%
Value ($000) $2,463 Shares 21,426 Est. Cost $77.92 Unrealized +21.7%
MKTX MARKETAXESS HLDGS INC 1.0%
Value ($000) $2,462 Shares 4,315 Est. Cost $438.02 Unrealized +17.2%
EXR EXTRA SPACE STORAGE INC 1.0%
Value ($000) $2,455 Shares 21,191 Est. Cost $83.15 Unrealized +12.4%
NVDA NVIDIA CORPORATION 1.0%
Value ($000) $2,454 Shares 4,699 Est. Cost $6.28 Unrealized +112.5%
DTE DTE ENERGY CO 1.0%
Value ($000) $2,437 Shares 20,074 Est. Cost $81.54 Unrealized +8.8%
BLACK KNIGHT INC 1.0%
Value ($000) $2,417 Shares 27,360 Est. Cost $72.55 Unrealized
DVA DAVITA INC 1.0%
Value ($000) $2,405 Shares 20,482 Est. Cost $78.43 Unrealized +29.9%
PG PROCTER AND GAMBLE CO 1.0%
Value ($000) $2,398 Shares 17,236 Est. Cost $92.03 Unrealized +33.8%
DGX QUEST DIAGNOSTICS INC 1.0%
Value ($000) $2,351 Shares 19,729 Est. Cost $95.20 Unrealized +16.1%
CMA COMERICA INC 1.0%
Value ($000) $2,350 Shares 42,071 Est. Cost $29.75 Unrealized +28.9%
CCK CROWN HLDGS INC 1.0%
Value ($000) $2,321 Shares 23,168 Est. Cost $87.33 Unrealized 0.0%
ALL ALLSTATE CORP 1.0%
Value ($000) $2,320 Shares 21,100 Est. Cost $89.98 Unrealized -3.7%
BMY BRISTOL-MYERS SQUIBB CO 1.0%
Value ($000) $2,307 Shares 37,192 Est. Cost $41.22 Unrealized +21.4%
RVTY PERKINELMER INC 1.0%
Value ($000) $2,303 Shares 16,052 Est. Cost $131.57 Unrealized 0.0%
DT DYNATRACE INC 1.0%
Value ($000) $2,300 Shares 53,147 Est. Cost $32.91 Unrealized +20.7%
TXT TEXTRON INC 1.0%
Value ($000) $2,295 Shares 47,495 Est. Cost $41.81 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 1.0%
Value ($000) $2,290 Shares 181,348 Est. Cost $9.01 Unrealized 0.0%
WESTERN ASST INFLTN LKD INM 1.0%
Value ($000) $2,276 Shares 166,859 Est. Cost $11.21 Unrealized
DELAWARE INVTS COLO MUN INCO 0.9%
Value ($000) $2,249 Shares 158,028 Est. Cost $14.20 Unrealized
LULU LULULEMON ATHLETICA INC 0.9%
Value ($000) $2,247 Shares 6,455 Est. Cost $347.27 Unrealized 0.0%
GEN NORTONLIFELOCK INC 0.9%
Value ($000) $2,243 Shares 107,962 Est. Cost $15.63 Unrealized +15.9%
FTNT FORTINET INC 0.9%
Value ($000) $2,170 Shares 14,612 Est. Cost $25.11 Unrealized +0.7%
L BRANDS INC 0.9%
Value ($000) $2,170 Shares 58,358 Est. Cost $37.18 Unrealized
DG DOLLAR GEN CORP NEW 0.9%
Value ($000) $2,167 Shares 10,306 Est. Cost $167.17 Unrealized +18.5%
IWM ISHARES TR 0.9%
Value ($000) $2,075 Shares 10,583 Est. Cost $120.64 Unrealized
GLD SPDR GOLD TR 0.8%
Value ($000) $1,979 Shares 11,094 Est. Cost $165.09 Unrealized
ALLIANCEBERNSTEIN NATL MUN I 0.8%
Value ($000) $1,852 Shares 128,411 Est. Cost $12.51 Unrealized
FEDERATED HERMES PREM MUNI I 0.8%
Value ($000) $1,847 Shares 124,809 Est. Cost $13.42 Unrealized
XMUSX BLACKROCK MUNIHOLDINGS QUALI 0.8%
Value ($000) $1,793 Shares 135,607 Est. Cost $12.44 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADVA 0.7%
Value ($000) $1,740 Shares 149,348 Est. Cost $10.70 Unrealized
DWS MUN INCOME TR 0.7%
Value ($000) $1,727 Shares 148,477 Est. Cost $10.64 Unrealized
DELAWARE INVTS NATL MUN INCO 0.7%
Value ($000) $1,672 Shares 126,953 Est. Cost $12.46 Unrealized
GSEW GOLDMAN SACHS ETF TR 0.7%
Value ($000) $1,607 Shares 27,799 Est. Cost $57.81 Unrealized
SNPS SYNOPSYS INC 0.6%
Value ($000) $1,507 Shares 5,814 Est. Cost $97.17 Unrealized +137.3%
VTWO VANGUARD SCOTTSDALE FDS 0.6%
Value ($000) $1,507 Shares 9,521 Est. Cost $116.81 Unrealized
AMLP ALPS ETF TR 0.6%
Value ($000) $1,431 Shares 55,781 Est. Cost $24.66 Unrealized
CVX CHEVRON CORP NEW 0.6%
Value ($000) $1,406 Shares 16,652 Est. Cost $75.56 Unrealized -14.0%
QQQ INVESCO QQQ TR 0.5%
Value ($000) $1,262 Shares 4,022 Est. Cost $190.44 Unrealized
TRU TRANSUNION 0.5%
Value ($000) $1,241 Shares 12,507 Est. Cost $83.95 Unrealized +6.3%
NTAP NETAPP INC 0.5%
Value ($000) $1,213 Shares 18,314 Est. Cost $46.56 Unrealized 0.0%
EOG EOG RES INC 0.5%
Value ($000) $1,124 Shares 22,541 Est. Cost $34.11 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.4%
Value ($000) $1,071 Shares 12,282 Est. Cost $67.93 Unrealized +13.5%
EATON VANCE MUN BD FD 0.4%
Value ($000) $1,028 Shares 75,579 Est. Cost $11.86 Unrealized
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $1,008 Shares 63,768 Est. Cost $8.39 Unrealized +13.4%
BLACKROCK MUNIYIELD ARIZ FD 0.4%
Value ($000) $949 Shares 63,420 Est. Cost $13.00 Unrealized
SPSC SPS COMMERCE INC 0.4%
Value ($000) $942 Shares 8,675 Est. Cost $48.62 Unrealized +92.9%
NUVEEN MUN VALUE FD INC 0.4%
Value ($000) $930 Shares 83,787 Est. Cost $10.22 Unrealized
BAC BK OF AMERICA CORP 0.4%
Value ($000) $904 Shares 29,823 Est. Cost $24.91 Unrealized -5.0%
BLACKROCK MUNIHLDS INVSTM QL 0.4%
Value ($000) $902 Shares 64,079 Est. Cost $13.35 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $893 Shares 54,330 Est. Cost $15.67 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.4%
Value ($000) $892 Shares 60,018 Est. Cost $13.18 Unrealized
BLACKROCK MUNIYIELD INVT FD 0.4%
Value ($000) $880 Shares 62,974 Est. Cost $14.12 Unrealized
PFSI PENNYMAC FINL SVCS INC NEW 0.4%
Value ($000) $855 Shares 13,034 Est. Cost $24.87 Unrealized +124.0%
XVMMX DELAWARE INVTS MINN MUN INCO 0.4%
Value ($000) $850 Shares 64,775 Est. Cost $13.01 Unrealized
MTDR MATADOR RES CO 0.4%
Value ($000) $843 Shares 69,892 Est. Cost $9.77 Unrealized 0.0%
BKU BANKUNITED INC 0.3%
Value ($000) $820 Shares 23,574 Est. Cost $17.71 Unrealized +36.0%
VRTS VIRTUS INVT PARTNERS INC 0.3%
Value ($000) $816 Shares 3,761 Est. Cost $90.59 Unrealized +66.7%
FLAGSTAR BANCORP INC 0.3%
Value ($000) $808 Shares 19,824 Est. Cost $29.62 Unrealized
MYE MYERS INDS INC 0.3%
Value ($000) $789 Shares 37,954 Est. Cost $12.03 Unrealized +17.9%
SLV ISHARES SILVER TR 0.3%
Value ($000) $779 Shares 31,713 Est. Cost $24.56 Unrealized
SPX FLOW INC 0.3%
Value ($000) $775 Shares 13,373 Est. Cost $42.81 Unrealized
AEIS ADVANCED ENERGY INDS 0.3%
Value ($000) $773 Shares 7,971 Est. Cost $68.49 Unrealized +21.9%
ARCB ARCBEST CORP 0.3%
Value ($000) $766 Shares 17,953 Est. Cost $30.25 Unrealized +22.2%
SYNA SYNAPTICS INC 0.3%
Value ($000) $763 Shares 7,912 Est. Cost $52.80 Unrealized +54.2%
MC MOELIS & CO 0.3%
Value ($000) $763 Shares 16,316 Est. Cost $28.28 Unrealized 0.0%
FORM FORMFACTOR INC 0.3%
Value ($000) $747 Shares 17,369 Est. Cost $23.88 Unrealized +51.3%
C CITIGROUP INC 0.3%
Value ($000) $742 Shares 12,032 Est. Cost $38.80 Unrealized +9.2%
CRMT AMERICAS CAR-MART INC 0.3%
Value ($000) $729 Shares 6,640 Est. Cost $79.97 Unrealized +25.9%
VVV VALVOLINE INC 0.3%
Value ($000) $723 Shares 31,260 Est. Cost $16.97 Unrealized +27.5%
HAIN HAIN CELESTIAL GROUP INC 0.3%
Value ($000) $711 Shares 17,703 Est. Cost $28.96 Unrealized +25.6%
UPBD RENT A CTR INC NEW 0.3%
Value ($000) $708 Shares 18,494 Est. Cost $29.57 Unrealized +14.8%
WFC WELLS FARGO CO NEW 0.3%
Value ($000) $699 Shares 23,162 Est. Cost $33.34 Unrealized -30.9%
VISTA OUTDOOR INC 0.3%
Value ($000) $698 Shares 29,382 Est. Cost $20.19 Unrealized
CADENCE BANCORPORATION 0.3%
Value ($000) $698 Shares 42,487 Est. Cost $16.43 Unrealized
ESI ELEMENT SOLUTIONS INC 0.3%
Value ($000) $698 Shares 39,387 Est. Cost $10.21 Unrealized +26.2%
KFRC KFORCE INC 0.3%
Value ($000) $696 Shares 16,545 Est. Cost $32.01 Unrealized +23.6%
PATTERSON COS INC 0.3%
Value ($000) $689 Shares 23,255 Est. Cost $24.10 Unrealized
MUSA MURPHY USA INC 0.3%
Value ($000) $689 Shares 5,268 Est. Cost $104.32 Unrealized +19.8%
SPWH SPORTSMANS WHSE HLDGS INC 0.3%
Value ($000) $687 Shares 39,135 Est. Cost $9.40 Unrealized +55.5%
SRI STONERIDGE INC 0.3%
Value ($000) $684 Shares 22,626 Est. Cost $25.92 Unrealized 0.0%
FBNC FIRST BANCORP N C 0.3%
Value ($000) $677 Shares 20,011 Est. Cost $25.81 Unrealized 0.0%
MMSI MERIT MED SYS INC 0.3%
Value ($000) $675 Shares 12,163 Est. Cost $51.61 Unrealized 0.0%
NAVI NAVIENT CORPORATION 0.3%
Value ($000) $674 Shares 68,597 Est. Cost $8.20 Unrealized +15.8%
AVNS AVANOS MED INC 0.3%
Value ($000) $672 Shares 14,653 Est. Cost $41.62 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $668 Shares 16,719 Est. Cost $32.27 Unrealized 0.0%
TRTX TPG RE FIN TR INC 0.3%
Value ($000) $667 Shares 62,799 Est. Cost $10.62 Unrealized
SFBS SERVISFIRST BANCSHARES INC 0.3%
Value ($000) $667 Shares 16,561 Est. Cost $31.63 Unrealized +12.5%
LMAT LEMAITRE VASCULAR INC 0.3%
Value ($000) $661 Shares 16,333 Est. Cost $34.07 Unrealized 0.0%
ASTE ASTEC INDS INC 0.3%
Value ($000) $655 Shares 11,311 Est. Cost $47.02 Unrealized +14.4%
WHD CACTUS INC 0.3%
Value ($000) $646 Shares 24,791 Est. Cost $22.65 Unrealized 0.0%
EBS EMERGENT BIOSOLUTIONS INC 0.3%
Value ($000) $641 Shares 7,150 Est. Cost $91.78 Unrealized 0.0%
DCH AMERICAN AXLE & MFG HLDGS IN 0.3%
Value ($000) $641 Shares 76,847 Est. Cost $7.52 Unrealized 0.0%
PATK PATRICK INDS INC 0.3%
Value ($000) $634 Shares 9,280 Est. Cost $27.19 Unrealized +41.2%
MBIN MERCHANTS BANCORP IND 0.3%
Value ($000) $628 Shares 22,717 Est. Cost $15.68 Unrealized 0.0%
FIZZ NATIONAL BEVERAGE CORP 0.3%
Value ($000) $626 Shares 7,377 Est. Cost $18.05 Unrealized +100.7%
MANTECH INTL CORP 0.3%
Value ($000) $622 Shares 6,997 Est. Cost $72.61 Unrealized
BIGGQ BIG LOTS INC 0.3%
Value ($000) $620 Shares 14,439 Est. Cost $25.53 Unrealized +71.9%
EWY ISHARES INC 0.3%
Value ($000) $617 Shares 7,171 Est. Cost $57.35 Unrealized
IRWD IRONWOOD PHARMACEUTICALS INC 0.3%
Value ($000) $603 Shares 52,930 Est. Cost $10.94 Unrealized 0.0%
GTY GETTY RLTY CORP NEW 0.2%
Value ($000) $586 Shares 21,261 Est. Cost $27.56 Unrealized
MTH MERITAGE HOMES CORP 0.2%
Value ($000) $569 Shares 6,866 Est. Cost $29.54 Unrealized +60.0%
BOX BOX INC 0.2%
Value ($000) $525 Shares 29,090 Est. Cost $17.57 Unrealized -0.9%
HEARTLAND FINL USA INC 0.2%
Value ($000) $517 Shares 12,803 Est. Cost $30.26 Unrealized
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $503 Shares 13,251 Est. Cost $37.73 Unrealized
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $490 Shares 42,988 Est. Cost $10.55 Unrealized
SFM SPROUTS FMRS MKT INC 0.2%
Value ($000) $473 Shares 23,536 Est. Cost $16.77 Unrealized +22.1%
NUVEEN MUN INCOME FD INC 0.2%
Value ($000) $473 Shares 41,505 Est. Cost $10.74 Unrealized
NUVEEN SELECT MAT MUN FD 0.2%
Value ($000) $468 Shares 43,836 Est. Cost $10.25 Unrealized
SOUTH JERSEY INDS INC 0.2%
Value ($000) $436 Shares 20,235 Est. Cost $24.92 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.2%
Value ($000) $430 Shares 10,150 Est. Cost $34.58 Unrealized
VICI VICI PPTYS INC 0.2%
Value ($000) $418 Shares 16,392 Est. Cost $13.55 Unrealized +39.6%
USHY ISHARES TR 0.2%
Value ($000) $416 Shares 10,087 Est. Cost $38.35 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $394 Shares 2,968 Est. Cost $98.25 Unrealized +19.1%
PBH PRESTIGE CONSMR HEALTHCARE I 0.2%
Value ($000) $384 Shares 11,017 Est. Cost $39.99 Unrealized -11.2%
MUB ISHARES TR 0.2%
Value ($000) $364 Shares 3,109 Est. Cost $113.36 Unrealized
MRK MERCK & CO. INC 0.1%
Value ($000) $309 Shares 3,775 Est. Cost $66.91 Unrealized -3.1%
LOW LOWES COS INC 0.1%
Value ($000) $277 Shares 1,724 Est. Cost $103.31 Unrealized +43.3%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $276 Shares 1,826 Est. Cost $90.13 Unrealized +26.9%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $269 Shares 11,455 Est. Cost $16.72 Unrealized +3.4%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $264 Shares 9,581 Est. Cost $20.77 Unrealized 0.0%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $260 Shares 1,338 Est. Cost $116.82 Unrealized +41.6%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $256 Shares 1,559 Est. Cost $116.84 Unrealized +15.2%
AVGO BROADCOM INC 0.1%
Value ($000) $255 Shares 583 Est. Cost $24.52 Unrealized +42.0%
ORCL ORACLE CORP 0.1%
Value ($000) $255 Shares 3,948 Est. Cost $48.99 Unrealized +13.3%
GRMN GARMIN LTD 0.1%
Value ($000) $250 Shares 2,087 Est. Cost $88.79 Unrealized +11.5%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $246 Shares 7,093 Est. Cost $23.07 Unrealized +10.7%
PKG PACKAGING CORP AMER 0.1%
Value ($000) $243 Shares 1,760 Est. Cost $107.80 Unrealized 0.0%
BBY BEST BUY INC 0.1%
Value ($000) $235 Shares 2,350 Est. Cost $89.94 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.1%
Value ($000) $235 Shares 1,302 Est. Cost $191.55 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $234 Shares 4,707 Est. Cost $35.85 Unrealized 0.0%
WMB WILLIAMS COS INC 0.1%
Value ($000) $233 Shares 11,615 Est. Cost $13.83 Unrealized +13.0%
WU WESTERN UN CO 0.1%
Value ($000) $233 Shares 10,642 Est. Cost $21.65 Unrealized
CAG CONAGRA BRANDS INC 0.1%
Value ($000) $232 Shares 6,392 Est. Cost $26.21 Unrealized +10.2%
SNA SNAP ON INC 0.1%
Value ($000) $229 Shares 1,338 Est. Cost $146.41 Unrealized 0.0%
LUMEN TECHNOLOGIES INC 0.1%
Value ($000) $219 Shares 22,466 Est. Cost $9.75 Unrealized