Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 7, 2022

Total Value ($000): $217,777 (100.0% shares, 0.0% debt)

Holdings (148)

EFV ISHARES TR 7.0%
Value ($000) $15,299 Shares 397,078 Est. Cost $45.85 Unrealized
EFG ISHARES TR 3.2%
Value ($000) $6,943 Shares 95,684 Est. Cost $82.31 Unrealized
IEMG ISHARES INC 3.0%
Value ($000) $6,587 Shares 153,257 Est. Cost $49.78 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.4%
Value ($000) $5,276 Shares 116,439 Est. Cost $51.77 Unrealized
IWD ISHARES TR 1.8%
Value ($000) $3,926 Shares 28,870 Est. Cost $140.05 Unrealized
VOO VANGUARD INDEX FDS 1.8%
Value ($000) $3,918 Shares 11,932 Est. Cost $296.21 Unrealized
SCHE SCHWAB STRATEGIC TR 1.7%
Value ($000) $3,636 Shares 162,341 Est. Cost $25.90 Unrealized
PROSHARES TR 1.5%
Value ($000) $3,245 Shares 217,475 Est. Cost $11.58 Unrealized
ADM ARCHER DANIELS MIDLAND CO 1.4%
Value ($000) $2,967 Shares 36,881 Est. Cost $42.98 Unrealized +72.8%
MET METLIFE INC 1.3%
Value ($000) $2,874 Shares 47,281 Est. Cost $52.72 Unrealized +9.3%
PFF ISHARES TR 1.3%
Value ($000) $2,865 Shares 90,479 Est. Cost $34.34 Unrealized
SNA SNAP ON INC 1.3%
Value ($000) $2,837 Shares 14,088 Est. Cost $186.53 Unrealized +5.7%
EXE CHESAPEAKE ENERGY CORP 1.3%
Value ($000) $2,837 Shares 30,109 Est. Cost $81.13 Unrealized 0.0%
EWC ISHARES INC 1.3%
Value ($000) $2,825 Shares 91,852 Est. Cost $27.56 Unrealized
VLO VALERO ENERGY CORP 1.2%
Value ($000) $2,699 Shares 25,264 Est. Cost $99.36 Unrealized 0.0%
MRK MERCK & CO INC 1.2%
Value ($000) $2,670 Shares 30,988 Est. Cost $79.21 Unrealized +1.5%
SRE SEMPRA 1.2%
Value ($000) $2,666 Shares 17,771 Est. Cost $72.49 Unrealized 0.0%
PCAR PACCAR INC 1.2%
Value ($000) $2,650 Shares 31,662 Est. Cost $48.75 Unrealized +3.2%
MOH MOLINA HEALTHCARE INC 1.2%
Value ($000) $2,635 Shares 7,990 Est. Cost $322.01 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 1.2%
Value ($000) $2,582 Shares 14,949 Est. Cost $83.15 Unrealized +96.5%
IT GARTNER INC 1.2%
Value ($000) $2,565 Shares 9,271 Est. Cost $266.05 Unrealized +5.4%
WRB BERKLEY W R CORP 1.2%
Value ($000) $2,557 Shares 39,595 Est. Cost $39.48 Unrealized +1.3%
CMA COMERICA INC 1.2%
Value ($000) $2,538 Shares 35,677 Est. Cost $32.82 Unrealized +101.6%
CNP CENTERPOINT ENERGY INC 1.2%
Value ($000) $2,523 Shares 89,529 Est. Cost $28.56 Unrealized 0.0%
DGX QUEST DIAGNOSTICS INC 1.1%
Value ($000) $2,493 Shares 20,318 Est. Cost $126.95 Unrealized -2.9%
AMLP ALPS ETF TR 1.1%
Value ($000) $2,476 Shares 67,712 Est. Cost $25.96 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 1.1%
Value ($000) $2,459 Shares 41,728 Est. Cost $61.32 Unrealized +2.0%
ALB ALBEMARLE CORP 1.1%
Value ($000) $2,456 Shares 9,285 Est. Cost $242.56 Unrealized 0.0%
HSY HERSHEY CO 1.1%
Value ($000) $2,450 Shares 11,113 Est. Cost $205.25 Unrealized 0.0%
CDW CDW CORP 1.1%
Value ($000) $2,418 Shares 15,494 Est. Cost $167.73 Unrealized -2.1%
PFG PRINCIPAL FINANCIAL GROUP IN 1.1%
Value ($000) $2,414 Shares 33,460 Est. Cost $63.59 Unrealized 0.0%
WM WASTE MGMT INC DEL 1.1%
Value ($000) $2,410 Shares 15,040 Est. Cost $156.51 Unrealized 0.0%
TXN TEXAS INSTRS INC 1.1%
Value ($000) $2,399 Shares 15,502 Est. Cost $151.63 Unrealized 0.0%
MCK MCKESSON CORP 1.1%
Value ($000) $2,394 Shares 7,042 Est. Cost $341.28 Unrealized 0.0%
WESTERN ASST INFLTN LKD INM 1.1%
Value ($000) $2,369 Shares 264,643 Est. Cost $12.47 Unrealized
WESTERN AST INFL LKD OPP & I 1.1%
Value ($000) $2,340 Shares 257,963 Est. Cost $11.07 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 1.1%
Value ($000) $2,331 Shares 14,263 Est. Cost $150.99 Unrealized +13.9%
UPS UNITED PARCEL SERVICE INC 1.0%
Value ($000) $2,217 Shares 13,722 Est. Cost $117.98 Unrealized +36.0%
GWW GRAINGER W W INC 1.0%
Value ($000) $2,214 Shares 4,525 Est. Cost $510.04 Unrealized 0.0%
AGCO AGCO CORP 1.0%
Value ($000) $2,192 Shares 22,792 Est. Cost $114.63 Unrealized -17.9%
IEFA ISHARES TR 1.0%
Value ($000) $2,164 Shares 41,078 Est. Cost $59.38 Unrealized
SNPS SYNOPSYS INC 1.0%
Value ($000) $2,148 Shares 7,031 Est. Cost $192.56 Unrealized +75.8%
ESS ESSEX PPTY TR INC 1.0%
Value ($000) $2,132 Shares 8,794 Est. Cost $236.60 Unrealized 0.0%
URI UNITED RENTALS INC 1.0%
Value ($000) $2,127 Shares 7,875 Est. Cost $281.88 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 1.0%
Value ($000) $2,119 Shares 7,580 Est. Cost $342.77 Unrealized -9.5%
RVTY PERKINELMER INC 0.9%
Value ($000) $1,883 Shares 15,648 Est. Cost $133.59 Unrealized +4.7%
GSEW GOLDMAN SACHS ETF TR 0.8%
Value ($000) $1,737 Shares 32,580 Est. Cost $58.95 Unrealized
DELAWARE INVTS NATL MUN INCO 0.8%
Value ($000) $1,733 Shares 159,102 Est. Cost $12.54 Unrealized
XBI SPDR SER TR 0.8%
Value ($000) $1,678 Shares 21,156 Est. Cost $79.32 Unrealized
ALLIANCEBERNSTEIN NATL MUN I 0.7%
Value ($000) $1,588 Shares 153,265 Est. Cost $12.67 Unrealized
TLH ISHARES TR 0.7%
Value ($000) $1,588 Shares 14,571 Est. Cost $108.98 Unrealized
XMUIX BLACKROCK MUNICIPAL INCOME 0.7%
Value ($000) $1,557 Shares 143,373 Est. Cost $12.61 Unrealized
FEDERATED HERMES PREM MUNI I 0.7%
Value ($000) $1,544 Shares 149,288 Est. Cost $13.45 Unrealized
BLACKROCK MUNIHOLDINGS FD IN 0.7%
Value ($000) $1,488 Shares 132,203 Est. Cost $15.82 Unrealized
DWS MUN INCOME TR 0.7%
Value ($000) $1,477 Shares 177,552 Est. Cost $10.67 Unrealized
BLACKROCK MUNIYILD QULT FD I 0.7%
Value ($000) $1,472 Shares 133,228 Est. Cost $16.41 Unrealized
PARAMOUNT GLOBAL 0.6%
Value ($000) $1,375 Shares 44,496 Est. Cost $36.60 Unrealized
TSCO TRACTOR SUPPLY CO 0.6%
Value ($000) $1,325 Shares 7,127 Est. Cost $41.27 Unrealized -11.1%
XPMAX PIONEER MUNICIPAL HIGH INCOM 0.6%
Value ($000) $1,325 Shares 175,468 Est. Cost $10.66 Unrealized
IWM ISHARES TR 0.6%
Value ($000) $1,244 Shares 7,545 Est. Cost $169.32 Unrealized
WSM WILLIAMS SONOMA INC 0.6%
Value ($000) $1,223 Shares 10,380 Est. Cost $61.63 Unrealized +7.9%
VTWO VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $1,021 Shares 15,327 Est. Cost $103.51 Unrealized
SLG SL GREEN RLTY CORP 0.5%
Value ($000) $982 Shares 24,454 Est. Cost $40.16 Unrealized
EATON VANCE MUN BD FD 0.4%
Value ($000) $954 Shares 98,532 Est. Cost $12.07 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $864 Shares 65,766 Est. Cost $15.66 Unrealized
MEDP MEDPACE HLDGS INC 0.4%
Value ($000) $852 Shares 5,424 Est. Cost $144.76 Unrealized +10.2%
HLIT HARMONIC INC 0.4%
Value ($000) $843 Shares 64,490 Est. Cost $9.00 Unrealized +20.0%
KNOWBE4 INC 0.4%
Value ($000) $840 Shares 40,359 Est. Cost $15.62 Unrealized
MUB ISHARES TR 0.4%
Value ($000) $825 Shares 8,043 Est. Cost $108.84 Unrealized
AMN AMN HEALTHCARE SVCS INC 0.4%
Value ($000) $814 Shares 7,684 Est. Cost $98.99 Unrealized +10.7%
PNC PNC FINL SVCS GROUP INC 0.4%
Value ($000) $793 Shares 5,306 Est. Cost $141.99 Unrealized 0.0%
LNTH LANTHEUS HLDGS INC 0.4%
Value ($000) $783 Shares 11,136 Est. Cost $63.04 Unrealized +20.1%
PBF PBF ENERGY INC 0.4%
Value ($000) $782 Shares 22,248 Est. Cost $18.89 Unrealized +67.7%
ELF E L F BEAUTY INC 0.4%
Value ($000) $780 Shares 20,735 Est. Cost $36.10 Unrealized 0.0%
TH TARGET HOSPITALITY CORP 0.4%
Value ($000) $763 Shares 60,447 Est. Cost $12.52 Unrealized 0.0%
HFWA HERITAGE FINL CORP WASH 0.3%
Value ($000) $760 Shares 28,729 Est. Cost $24.95 Unrealized +5.7%
BANR BANNER CORP 0.3%
Value ($000) $752 Shares 12,728 Est. Cost $46.18 Unrealized +15.4%
HAFC HANMI FINL CORP 0.3%
Value ($000) $751 Shares 31,717 Est. Cost $25.78 Unrealized -4.8%
ACLS AXCELIS TECHNOLOGIES INC 0.3%
Value ($000) $748 Shares 12,348 Est. Cost $59.25 Unrealized +9.0%
DY DYCOM INDS INC 0.3%
Value ($000) $741 Shares 7,755 Est. Cost $89.12 Unrealized +17.4%
SFM SPROUTS FMRS MKT INC 0.3%
Value ($000) $733 Shares 26,427 Est. Cost $18.45 Unrealized +54.0%
FULT FULTON FINL CORP PA 0.3%
Value ($000) $728 Shares 46,056 Est. Cost $15.13 Unrealized -8.1%
APLE APPLE HOSPITALITY REIT INC 0.3%
Value ($000) $727 Shares 51,714 Est. Cost $16.15 Unrealized
PLMR PALOMAR HLDGS INC 0.3%
Value ($000) $721 Shares 8,613 Est. Cost $56.79 Unrealized +29.2%
LBRT LIBERTY ENERGY INC 0.3%
Value ($000) $719 Shares 56,672 Est. Cost $13.50 Unrealized 0.0%
STBA S & T BANCORP INC 0.3%
Value ($000) $718 Shares 24,485 Est. Cost $30.02 Unrealized 0.0%
ALLEGIANCE BANCSHARES INC 0.3%
Value ($000) $716 Shares 17,200 Est. Cost $44.68 Unrealized
MTDR MATADOR RES CO 0.3%
Value ($000) $714 Shares 14,605 Est. Cost $9.77 Unrealized +452.3%
PGT INNOVATIONS INC 0.3%
Value ($000) $713 Shares 34,041 Est. Cost $20.95 Unrealized
TRMK TRUSTMARK CORP 0.3%
Value ($000) $711 Shares 23,209 Est. Cost $28.57 Unrealized 0.0%
CIVB CIVISTA BANCSHARES INC 0.3%
Value ($000) $708 Shares 34,118 Est. Cost $17.14 Unrealized +11.0%
PERI PERION NETWORK LTD 0.3%
Value ($000) $703 Shares 36,419 Est. Cost $20.16 Unrealized 0.0%
SPXC SPX TECHNOLOGIES INC 0.3%
Value ($000) $690 Shares 12,499 Est. Cost $55.20 Unrealized
ARCB ARCBEST CORP 0.3%
Value ($000) $688 Shares 9,466 Est. Cost $30.25 Unrealized +160.8%
CELH CELSIUS HLDGS INC 0.3%
Value ($000) $683 Shares 7,532 Est. Cost $19.28 Unrealized +62.5%
MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.3%
Value ($000) $682 Shares 44,800 Est. Cost $16.17 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.3%
Value ($000) $675 Shares 16,773 Est. Cost $39.90 Unrealized -1.3%
PRA PROASSURANCE CORP 0.3%
Value ($000) $674 Shares 34,529 Est. Cost $21.96 Unrealized 0.0%
NGVT INGEVITY CORP 0.3%
Value ($000) $672 Shares 11,090 Est. Cost $67.09 Unrealized 0.0%
MTRN MATERION CORP 0.3%
Value ($000) $672 Shares 8,405 Est. Cost $83.37 Unrealized -1.1%
MODIVCARE INC 0.3%
Value ($000) $672 Shares 6,742 Est. Cost $99.67 Unrealized
EXLS EXLSERVICE HOLDINGS INC 0.3%
Value ($000) $666 Shares 4,517 Est. Cost $17.06 Unrealized +91.3%
QCRH QCR HOLDINGS INC 0.3%
Value ($000) $661 Shares 12,983 Est. Cost $54.15 Unrealized +1.9%
TGLS TECNOGLASS INC 0.3%
Value ($000) $657 Shares 31,283 Est. Cost $21.24 Unrealized 0.0%
MMSI MERIT MED SYS INC 0.3%
Value ($000) $651 Shares 11,523 Est. Cost $51.61 Unrealized +11.6%
KRC KILROY RLTY CORP 0.3%
Value ($000) $648 Shares 15,399 Est. Cost $42.08 Unrealized
MNRO MONRO INC 0.3%
Value ($000) $648 Shares 14,916 Est. Cost $47.34 Unrealized 0.0%
OI O-I GLASS INC 0.3%
Value ($000) $648 Shares 50,049 Est. Cost $14.38 Unrealized -5.8%
TEX TEREX CORP NEW 0.3%
Value ($000) $648 Shares 21,784 Est. Cost $32.71 Unrealized 0.0%
ASO ACADEMY SPORTS & OUTDOORS IN 0.3%
Value ($000) $647 Shares 15,346 Est. Cost $42.63 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $646 Shares 21,379 Est. Cost $32.50 Unrealized -5.9%
TTMI TTM TECHNOLOGIES INC 0.3%
Value ($000) $644 Shares 48,896 Est. Cost $14.42 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $639 Shares 34,868 Est. Cost $17.28 Unrealized -1.4%
UTL UNITIL CORP 0.3%
Value ($000) $633 Shares 13,619 Est. Cost $54.12 Unrealized 0.0%
VIVID SEATS INC 0.3%
Value ($000) $632 Shares 82,565 Est. Cost $7.65 Unrealized
TECHTARGET INC 0.3%
Value ($000) $621 Shares 10,483 Est. Cost $82.42 Unrealized
C CITIGROUP INC 0.3%
Value ($000) $598 Shares 14,355 Est. Cost $43.76 Unrealized -0.2%
NUVEEN SELECT MAT MUN FD 0.3%
Value ($000) $592 Shares 66,806 Est. Cost $10.28 Unrealized
GRBK GREEN BRICK PARTNERS INC 0.3%
Value ($000) $565 Shares 26,448 Est. Cost $24.65 Unrealized 0.0%
NUVEEN MUN INCOME FD INC 0.3%
Value ($000) $558 Shares 64,181 Est. Cost $10.75 Unrealized
THC TENET HEALTHCARE CORP 0.2%
Value ($000) $536 Shares 10,391 Est. Cost $32.27 Unrealized +83.9%
MXL MAXLINEAR INC 0.2%
Value ($000) $520 Shares 15,955 Est. Cost $37.29 Unrealized -0.8%
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $493 Shares 62,306 Est. Cost $10.60 Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $485 Shares 2,971 Est. Cost $152.87 Unrealized +1.0%
HZO MARINEMAX INC 0.2%
Value ($000) $484 Shares 16,234 Est. Cost $53.45 Unrealized -30.0%
MSOS ADVISORSHARES TR 0.2%
Value ($000) $484 Shares 54,328 Est. Cost $14.23 Unrealized
VT VANGUARD INTL EQUITY INDEX F 0.2%
Value ($000) $476 Shares 6,033 Est. Cost $78.90 Unrealized
EWY ISHARES INC 0.2%
Value ($000) $454 Shares 9,577 Est. Cost $61.81 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $410 Shares 2,968 Est. Cost $98.67 Unrealized +56.4%
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $403 Shares 21,544 Est. Cost $33.55 Unrealized
USHY ISHARES TR 0.2%
Value ($000) $379 Shares 11,260 Est. Cost $38.71 Unrealized
GIS GENERAL MLS INC 0.2%
Value ($000) $351 Shares 4,584 Est. Cost $67.78 Unrealized 0.0%
MTB M & T BK CORP 0.2%
Value ($000) $338 Shares 1,915 Est. Cost $158.03 Unrealized 0.0%
CVS CVS HEALTH CORP 0.2%
Value ($000) $332 Shares 3,482 Est. Cost $74.52 Unrealized +17.6%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $325 Shares 5,269 Est. Cost $54.09 Unrealized +3.1%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $318 Shares 9,542 Est. Cost $26.30 Unrealized +19.6%
HIG HARTFORD FINL SVCS GROUP INC 0.1%
Value ($000) $318 Shares 5,128 Est. Cost $60.82 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.1%
Value ($000) $314 Shares 1,482 Est. Cost $210.86 Unrealized 0.0%
HCA HCA HEALTHCARE INC 0.1%
Value ($000) $312 Shares 1,695 Est. Cost $193.55 Unrealized 0.0%
ETN EATON CORP PLC 0.1%
Value ($000) $309 Shares 2,315 Est. Cost $123.57 Unrealized +7.9%
ADI ANALOG DEVICES INC 0.1%
Value ($000) $308 Shares 2,207 Est. Cost $147.64 Unrealized +0.9%
PAYX PAYCHEX INC 0.1%
Value ($000) $301 Shares 2,681 Est. Cost $112.11 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $298 Shares 4,811 Est. Cost $64.14 Unrealized 0.0%
AVGO BROADCOM INC 0.1%
Value ($000) $297 Shares 668 Est. Cost $30.41 Unrealized +58.1%
IRM IRON MTN INC DEL 0.1%
Value ($000) $288 Shares 6,560 Est. Cost $41.10 Unrealized +8.2%
WY WEYERHAEUSER CO MTN BE 0.1%
Value ($000) $281 Shares 9,839 Est. Cost $30.12 Unrealized 0.0%
AES AES CORP 0.1%
Value ($000) $276 Shares 12,229 Est. Cost $20.61 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $239 Shares 8,135 Est. Cost $45.05 Unrealized -25.2%