Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 1, 2023

Total Value ($000): $251,174 (100.0% shares, 0.0% debt)

Holdings (147)

EFG ISHARES TR 5.9%
Value ($000) $14,711 Shares 154,188 Est. Cost $87.67 Unrealized
EFV ISHARES TR 5.8%
Value ($000) $14,534 Shares 296,985 Est. Cost $45.89 Unrealized
PROSHARES TR 3.6%
Value ($000) $8,978 Shares 849,381 Est. Cost $10.99 Unrealized
IEMG ISHARES INC 3.3%
Value ($000) $8,261 Shares 167,606 Est. Cost $49.41 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.2%
Value ($000) $5,474 Shares 118,585 Est. Cost $51.55 Unrealized
VOO VANGUARD INDEX FDS 2.1%
Value ($000) $5,318 Shares 13,057 Est. Cost $304.07 Unrealized
SCHE SCHWAB STRATEGIC TR 1.7%
Value ($000) $4,247 Shares 172,452 Est. Cost $25.82 Unrealized
PCAR PACCAR INC 1.3%
Value ($000) $3,282 Shares 39,236 Est. Cost $53.32 Unrealized +24.7%
EWC ISHARES INC 1.3%
Value ($000) $3,259 Shares 93,135 Est. Cost $27.56 Unrealized
HAL HALLIBURTON CO 1.3%
Value ($000) $3,205 Shares 97,157 Est. Cost $29.68 Unrealized 0.0%
UAL UNITED AIRLS HLDGS INC 1.3%
Value ($000) $3,155 Shares 57,495 Est. Cost $40.58 Unrealized +16.4%
SNA SNAP ON INC 1.3%
Value ($000) $3,147 Shares 10,921 Est. Cost $186.53 Unrealized +29.5%
TT TRANE TECHNOLOGIES PLC 1.3%
Value ($000) $3,141 Shares 16,421 Est. Cost $159.34 Unrealized +8.4%
META META PLATFORMS INC 1.2%
Value ($000) $3,070 Shares 10,698 Est. Cost $169.12 Unrealized +44.9%
AIG AMERICAN INTL GROUP INC 1.2%
Value ($000) $3,061 Shares 53,190 Est. Cost $50.62 Unrealized 0.0%
GWW GRAINGER W W INC 1.2%
Value ($000) $3,020 Shares 3,829 Est. Cost $510.04 Unrealized +32.0%
IWD ISHARES TR 1.2%
Value ($000) $3,015 Shares 19,105 Est. Cost $141.42 Unrealized
BILL BILL HOLDINGS INC 1.2%
Value ($000) $3,001 Shares 25,679 Est. Cost $95.00 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 1.2%
Value ($000) $2,989 Shares 20,550 Est. Cost $129.32 Unrealized +0.3%
CRBG COREBRIDGE FINL INC 1.2%
Value ($000) $2,974 Shares 168,404 Est. Cost $13.82 Unrealized 0.0%
CAT CATERPILLAR INC 1.2%
Value ($000) $2,964 Shares 12,045 Est. Cost $206.59 Unrealized +3.5%
IEFA ISHARES TR 1.2%
Value ($000) $2,956 Shares 43,793 Est. Cost $59.77 Unrealized
AFL AFLAC INC 1.2%
Value ($000) $2,944 Shares 42,177 Est. Cost $64.27 Unrealized -1.6%
CDNS CADENCE DESIGN SYSTEM INC 1.1%
Value ($000) $2,881 Shares 12,286 Est. Cost $150.99 Unrealized +44.1%
HST HOST HOTELS & RESORTS INC 1.1%
Value ($000) $2,849 Shares 169,222 Est. Cost $14.42 Unrealized 0.0%
MCK MCKESSON CORP 1.1%
Value ($000) $2,840 Shares 6,646 Est. Cost $341.28 Unrealized +11.2%
CMS CMS ENERGY CORP 1.1%
Value ($000) $2,829 Shares 48,147 Est. Cost $55.52 Unrealized 0.0%
FTNT FORTINET INC 1.1%
Value ($000) $2,817 Shares 37,269 Est. Cost $52.11 Unrealized +30.5%
LULU LULULEMON ATHLETICA INC 1.1%
Value ($000) $2,796 Shares 7,386 Est. Cost $342.77 Unrealized +7.6%
KR KROGER CO 1.1%
Value ($000) $2,789 Shares 59,334 Est. Cost $42.89 Unrealized +4.9%
ED CONSOLIDATED EDISON INC 1.1%
Value ($000) $2,776 Shares 30,708 Est. Cost $84.80 Unrealized +2.9%
DHI D R HORTON INC 1.1%
Value ($000) $2,694 Shares 22,139 Est. Cost $106.63 Unrealized 0.0%
ZBH ZIMMER BIOMET HOLDINGS INC 1.1%
Value ($000) $2,684 Shares 18,429 Est. Cost $132.67 Unrealized 0.0%
IT GARTNER INC 1.1%
Value ($000) $2,666 Shares 7,609 Est. Cost $266.05 Unrealized +22.4%
WESTERN AST INFL LKD OPP & I 1.0%
Value ($000) $2,625 Shares 296,219 Est. Cost $10.16 Unrealized
ACGL ARCH CAP GROUP LTD 1.0%
Value ($000) $2,578 Shares 34,441 Est. Cost $68.76 Unrealized 0.0%
HOLX HOLOGIC INC 1.0%
Value ($000) $2,542 Shares 31,393 Est. Cost $80.50 Unrealized +1.5%
DVA DAVITA INC 1.0%
Value ($000) $2,539 Shares 25,267 Est. Cost $92.78 Unrealized 0.0%
KHC KRAFT HEINZ CO 1.0%
Value ($000) $2,493 Shares 70,234 Est. Cost $33.58 Unrealized 0.0%
HSY HERSHEY CO 1.0%
Value ($000) $2,410 Shares 9,653 Est. Cost $205.25 Unrealized +18.6%
SEDG SOLAREDGE TECHNOLOGIES INC 0.9%
Value ($000) $2,299 Shares 8,546 Est. Cost $286.75 Unrealized 0.0%
INVESCO MUN OPPORTUNITY TR 0.8%
Value ($000) $1,986 Shares 209,923 Est. Cost $9.87 Unrealized
BLACKROCK MUN INCOME TR 0.8%
Value ($000) $1,978 Shares 198,964 Est. Cost $10.06 Unrealized
NUVEEN QUALITY MUNCP INCOME 0.8%
Value ($000) $1,956 Shares 173,518 Est. Cost $11.74 Unrealized
NUVEEN AMT FREE QLTY MUN INC 0.8%
Value ($000) $1,946 Shares 178,047 Est. Cost $11.32 Unrealized
NUVEEN MUNICIPAL CREDIT INC 0.8%
Value ($000) $1,937 Shares 166,100 Est. Cost $12.04 Unrealized
BLACKROCK MUNI INCOME TR II 0.8%
Value ($000) $1,932 Shares 185,595 Est. Cost $10.37 Unrealized
NUVEEN AMT FREE MUN CR INC F 0.8%
Value ($000) $1,916 Shares 163,749 Est. Cost $12.08 Unrealized
ADI ANALOG DEVICES INC 0.7%
Value ($000) $1,696 Shares 8,707 Est. Cost $164.91 Unrealized +7.3%
IWM ISHARES TR 0.6%
Value ($000) $1,609 Shares 8,591 Est. Cost $171.29 Unrealized
STLD STEEL DYNAMICS INC 0.6%
Value ($000) $1,586 Shares 14,553 Est. Cost $111.23 Unrealized -12.1%
SNPS SYNOPSYS INC 0.6%
Value ($000) $1,569 Shares 3,603 Est. Cost $192.56 Unrealized +109.2%
XLV SELECT SECTOR SPDR TR 0.6%
Value ($000) $1,568 Shares 11,810 Est. Cost $132.73 Unrealized
XLE SELECT SECTOR SPDR TR 0.6%
Value ($000) $1,519 Shares 18,719 Est. Cost $81.83 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 0.6%
Value ($000) $1,486 Shares 10,930 Est. Cost $111.21 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.6%
Value ($000) $1,485 Shares 22,694 Est. Cost $65.44 Unrealized
ORLY OREILLY AUTOMOTIVE INC 0.5%
Value ($000) $1,331 Shares 1,393 Est. Cost $53.99 Unrealized +13.1%
VTWO VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $1,290 Shares 17,063 Est. Cost $100.45 Unrealized
PPG PPG INDS INC 0.5%
Value ($000) $1,243 Shares 8,385 Est. Cost $131.68 Unrealized 0.0%
AMLP ALPS ETF TR 0.5%
Value ($000) $1,233 Shares 31,457 Est. Cost $26.43 Unrealized
XLP SELECT SECTOR SPDR TR 0.5%
Value ($000) $1,196 Shares 16,120 Est. Cost $74.17 Unrealized
CUBI CUSTOMERS BANCORP INC 0.5%
Value ($000) $1,169 Shares 38,623 Est. Cost $22.41 Unrealized 0.0%
EATON VANCE MUN BD FD 0.4%
Value ($000) $1,096 Shares 110,124 Est. Cost $11.88 Unrealized
JELD JELD-WEN HLDG INC 0.4%
Value ($000) $1,064 Shares 60,635 Est. Cost $12.37 Unrealized +12.7%
TGLS TECNOGLASS INC 0.4%
Value ($000) $1,047 Shares 20,270 Est. Cost $21.24 Unrealized +105.6%
TEX TEREX CORP NEW 0.4%
Value ($000) $1,044 Shares 17,455 Est. Cost $32.71 Unrealized +51.7%
ATI ATI INC 0.4%
Value ($000) $1,023 Shares 23,125 Est. Cost $29.27 Unrealized +30.7%
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $1,022 Shares 74,456 Est. Cost $15.43 Unrealized
ACLS AXCELIS TECHNOLOGIES INC 0.4%
Value ($000) $1,020 Shares 5,566 Est. Cost $59.25 Unrealized +143.0%
ELF E L F BEAUTY INC 0.4%
Value ($000) $997 Shares 8,725 Est. Cost $36.10 Unrealized +166.6%
SFM SPROUTS FMRS MKT INC 0.4%
Value ($000) $972 Shares 26,453 Est. Cost $18.45 Unrealized +89.2%
LIVENT CORP 0.4%
Value ($000) $953 Shares 34,745 Est. Cost $21.72 Unrealized
ANIP ANI PHARMACEUTICALS INC 0.4%
Value ($000) $941 Shares 17,475 Est. Cost $44.33 Unrealized 0.0%
MUB ISHARES TR 0.4%
Value ($000) $927 Shares 8,685 Est. Cost $108.77 Unrealized
PERI PERION NETWORK LTD 0.4%
Value ($000) $905 Shares 29,495 Est. Cost $20.16 Unrealized +70.4%
DY DYCOM INDS INC 0.4%
Value ($000) $887 Shares 7,803 Est. Cost $89.12 Unrealized +10.9%
SNCY SUN CTRY AIRLS HLDGS INC 0.4%
Value ($000) $881 Shares 39,204 Est. Cost $19.46 Unrealized -1.9%
SPXC SPX TECHNOLOGIES INC 0.3%
Value ($000) $878 Shares 10,337 Est. Cost $55.20 Unrealized
CRNC CERENCE INC 0.3%
Value ($000) $873 Shares 29,870 Est. Cost $27.42 Unrealized 0.0%
ICFI ICF INTL INC 0.3%
Value ($000) $865 Shares 6,953 Est. Cost $104.07 Unrealized +10.9%
HTH HILLTOP HOLDINGS INC 0.3%
Value ($000) $847 Shares 26,931 Est. Cost $28.44 Unrealized +7.7%
OI O-I GLASS INC 0.3%
Value ($000) $838 Shares 39,278 Est. Cost $14.38 Unrealized +50.2%
MAIN MAIN STR CAP CORP 0.3%
Value ($000) $836 Shares 20,872 Est. Cost $36.55 Unrealized +8.5%
CNX CNX RES CORP 0.3%
Value ($000) $832 Shares 46,980 Est. Cost $16.14 Unrealized 0.0%
MMSI MERIT MED SYS INC 0.3%
Value ($000) $821 Shares 9,820 Est. Cost $51.61 Unrealized +57.6%
MEDP MEDPACE HLDGS INC 0.3%
Value ($000) $821 Shares 3,417 Est. Cost $144.76 Unrealized +43.5%
MTW MANITOWOC CO INC 0.3%
Value ($000) $820 Shares 43,564 Est. Cost $14.98 Unrealized +7.7%
ITRI ITRON INC 0.3%
Value ($000) $819 Shares 11,364 Est. Cost $63.24 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $811 Shares 30,148 Est. Cost $17.28 Unrealized +27.3%
ENSG ENSIGN GROUP INC 0.3%
Value ($000) $806 Shares 8,444 Est. Cost $90.10 Unrealized +4.0%
NAVI NAVIENT CORPORATION 0.3%
Value ($000) $790 Shares 42,519 Est. Cost $17.45 Unrealized -5.8%
EVTC EVERTEC INC 0.3%
Value ($000) $788 Shares 21,405 Est. Cost $34.24 Unrealized 0.0%
AMSF AMERISAFE INC 0.3%
Value ($000) $785 Shares 14,715 Est. Cost $41.33 Unrealized +2.2%
SIX FLAGS ENTMT CORP NEW 0.3%
Value ($000) $768 Shares 29,546 Est. Cost $26.71 Unrealized
PRG PROG HOLDINGS INC 0.3%
Value ($000) $759 Shares 23,617 Est. Cost $29.25 Unrealized 0.0%
WT WISDOMTREE INC 0.3%
Value ($000) $752 Shares 109,601 Est. Cost $6.68 Unrealized 0.0%
WNC WABASH NATL CORP 0.3%
Value ($000) $750 Shares 29,266 Est. Cost $24.43 Unrealized -4.9%
RPD RAPID7 INC 0.3%
Value ($000) $746 Shares 16,469 Est. Cost $42.56 Unrealized +8.9%
PARAMOUNT GLOBAL 0.3%
Value ($000) $744 Shares 32,820 Est. Cost $33.51 Unrealized
UPBD UPBOUND GROUP INC 0.3%
Value ($000) $739 Shares 23,736 Est. Cost $29.23 Unrealized 0.0%
EAT BRINKER INTL INC 0.3%
Value ($000) $730 Shares 19,944 Est. Cost $37.86 Unrealized -0.4%
MCFT MASTERCRAFT BOAT HLDGS INC 0.3%
Value ($000) $728 Shares 23,755 Est. Cost $31.03 Unrealized -7.0%
NUVEEN MUN INCOME FD INC 0.3%
Value ($000) $723 Shares 76,685 Est. Cost $10.53 Unrealized
OIH VANECK ETF TRUST 0.3%
Value ($000) $723 Shares 2,513 Est. Cost $278.57 Unrealized
TRMK TRUSTMARK CORP 0.3%
Value ($000) $722 Shares 34,203 Est. Cost $20.79 Unrealized 0.0%
PK PARK HOTELS & RESORTS INC 0.3%
Value ($000) $720 Shares 56,154 Est. Cost $12.83 Unrealized
EPRT ESSENTIAL PPTYS RLTY TR INC 0.3%
Value ($000) $718 Shares 30,492 Est. Cost $24.86 Unrealized
NUVEEN SELECT MAT MUN FD 0.3%
Value ($000) $700 Shares 77,736 Est. Cost $10.11 Unrealized
MGPI MGP INGREDIENTS INC NEW 0.3%
Value ($000) $697 Shares 6,556 Est. Cost $111.62 Unrealized -10.5%
UTL UNITIL CORP 0.3%
Value ($000) $691 Shares 13,635 Est. Cost $54.12 Unrealized +2.5%
EXLS EXLSERVICE HOLDINGS INC 0.3%
Value ($000) $689 Shares 4,559 Est. Cost $17.06 Unrealized +84.9%
LRN STRIDE INC 0.3%
Value ($000) $686 Shares 18,438 Est. Cost $39.24 Unrealized +2.0%
WESTERN ASST INFLTN LKD INM 0.3%
Value ($000) $680 Shares 82,310 Est. Cost $12.04 Unrealized
LNTH LANTHEUS HLDGS INC 0.3%
Value ($000) $678 Shares 8,082 Est. Cost $63.04 Unrealized +42.4%
OXY OCCIDENTAL PETE CORP 0.3%
Value ($000) $665 Shares 11,306 Est. Cost $57.29 Unrealized 0.0%
SUPN SUPERNUS PHARMACEUTICALS INC 0.3%
Value ($000) $655 Shares 21,792 Est. Cost $34.99 Unrealized 0.0%
NEM NEWMONT CORP 0.3%
Value ($000) $654 Shares 15,328 Est. Cost $43.68 Unrealized -2.9%
BL BLACKLINE INC 0.3%
Value ($000) $642 Shares 11,920 Est. Cost $68.94 Unrealized -19.5%
AX AXOS FINANCIAL INC 0.3%
Value ($000) $641 Shares 16,249 Est. Cost $43.14 Unrealized -10.2%
VT VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $636 Shares 6,561 Est. Cost $79.49 Unrealized
LBRT LIBERTY ENERGY INC 0.2%
Value ($000) $618 Shares 46,212 Est. Cost $13.50 Unrealized -4.1%
BAC BANK AMERICA CORP 0.2%
Value ($000) $616 Shares 21,457 Est. Cost $30.27 Unrealized -12.0%
PAAS PAN AMERN SILVER CORP 0.2%
Value ($000) $602 Shares 41,314 Est. Cost $16.90 Unrealized -2.2%
EWY ISHARES INC 0.2%
Value ($000) $583 Shares 9,197 Est. Cost $61.84 Unrealized
BANR BANNER CORP 0.2%
Value ($000) $558 Shares 12,783 Est. Cost $46.18 Unrealized -7.6%
AVGO BROADCOM INC 0.2%
Value ($000) $514 Shares 593 Est. Cost $30.41 Unrealized +126.0%
AAPL APPLE INC 0.2%
Value ($000) $510 Shares 2,628 Est. Cost $98.67 Unrealized +74.4%
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $493 Shares 25,255 Est. Cost $31.49 Unrealized
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $458 Shares 4,845 Est. Cost $71.51 Unrealized +12.7%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $452 Shares 2,729 Est. Cost $147.89 Unrealized +0.7%
WSO WATSCO INC 0.2%
Value ($000) $447 Shares 1,173 Est. Cost $293.75 Unrealized +15.4%
NXPI NXP SEMICONDUCTORS N V 0.2%
Value ($000) $439 Shares 2,144 Est. Cost $169.19 Unrealized 0.0%
USHY ISHARES TR 0.2%
Value ($000) $430 Shares 12,194 Est. Cost $38.45 Unrealized
PH PARKER-HANNIFIN CORP 0.2%
Value ($000) $420 Shares 1,078 Est. Cost $291.84 Unrealized +12.5%
CSCO CISCO SYS INC 0.2%
Value ($000) $397 Shares 7,670 Est. Cost $41.66 Unrealized +9.2%
BAX BAXTER INTL INC 0.2%
Value ($000) $387 Shares 8,490 Est. Cost $40.77 Unrealized 0.0%
RL RALPH LAUREN CORP 0.2%
Value ($000) $386 Shares 3,130 Est. Cost $111.82 Unrealized -1.5%
TAP MOLSON COORS BEVERAGE CO 0.2%
Value ($000) $382 Shares 5,808 Est. Cost $56.78 Unrealized 0.0%
AMGN AMGEN INC 0.1%
Value ($000) $369 Shares 1,661 Est. Cost $213.65 Unrealized 0.0%
JUNIPER NETWORKS INC 0.1%
Value ($000) $360 Shares 11,488 Est. Cost $34.42 Unrealized
TPR TAPESTRY INC 0.1%
Value ($000) $359 Shares 8,393 Est. Cost $39.64 Unrealized -2.3%
CTRA COTERRA ENERGY INC 0.1%
Value ($000) $356 Shares 14,066 Est. Cost $22.80 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.1%
Value ($000) $349 Shares 2,010 Est. Cost $167.74 Unrealized 0.0%
PAYX PAYCHEX INC 0.1%
Value ($000) $326 Shares 2,912 Est. Cost $111.50 Unrealized -9.4%
APA APA CORPORATION 0.1%
Value ($000) $313 Shares 9,163 Est. Cost $36.12 Unrealized -12.5%
CDE COEUR MNG INC 0.1%
Value ($000) $298 Shares 104,954 Est. Cost $3.40 Unrealized 0.0%
GIS GENERAL MLS INC 0.1%
Value ($000) $262 Shares 3,419 Est. Cost $68.08 Unrealized +13.8%