Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 1, 2023

Total Value ($000): $221,323 (100.0% shares, 0.0% debt)

Holdings (146)

EFV ISHARES TR 5.9%
Value ($000) $13,133 Shares 268,404 Est. Cost $45.89 Unrealized
EFG ISHARES TR 5.5%
Value ($000) $12,234 Shares 141,764 Est. Cost $87.67 Unrealized
IEMG ISHARES INC 3.2%
Value ($000) $7,167 Shares 150,609 Est. Cost $49.41 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.5%
Value ($000) $5,594 Shares 126,484 Est. Cost $51.10 Unrealized
VOO VANGUARD INDEX FDS 2.2%
Value ($000) $4,878 Shares 12,420 Est. Cost $304.07 Unrealized
PROSHARES TR 1.9%
Value ($000) $4,221 Shares 301,532 Est. Cost $14.00 Unrealized
IWD ISHARES TR 1.9%
Value ($000) $4,117 Shares 27,115 Est. Cost $144.50 Unrealized
SCHE SCHWAB STRATEGIC TR 1.8%
Value ($000) $3,919 Shares 163,704 Est. Cost $25.82 Unrealized
CAT CATERPILLAR INC 1.4%
Value ($000) $3,158 Shares 11,568 Est. Cost $206.59 Unrealized +26.6%
CRBG COREBRIDGE FINL INC 1.4%
Value ($000) $3,100 Shares 156,938 Est. Cost $13.82 Unrealized +16.6%
XLE SELECT SECTOR SPDR TR 1.4%
Value ($000) $3,096 Shares 34,252 Est. Cost $85.71 Unrealized
PCAR PACCAR INC 1.4%
Value ($000) $3,076 Shares 36,177 Est. Cost $53.32 Unrealized +43.9%
AFL AFLAC INC 1.4%
Value ($000) $3,043 Shares 39,646 Est. Cost $64.27 Unrealized +9.7%
AIG AMERICAN INTL GROUP INC 1.4%
Value ($000) $3,041 Shares 50,180 Est. Cost $50.62 Unrealized +11.9%
TT TRANE TECHNOLOGIES PLC 1.3%
Value ($000) $2,987 Shares 14,721 Est. Cost $159.34 Unrealized +22.9%
EWC ISHARES INC 1.3%
Value ($000) $2,882 Shares 86,140 Est. Cost $27.56 Unrealized
JPM JPMORGAN CHASE & CO 1.3%
Value ($000) $2,880 Shares 19,862 Est. Cost $129.32 Unrealized +10.0%
IEFA ISHARES TR 1.3%
Value ($000) $2,863 Shares 44,494 Est. Cost $59.84 Unrealized
MPC MARATHON PETE CORP 1.3%
Value ($000) $2,769 Shares 18,295 Est. Cost $132.62 Unrealized 0.0%
MCK MCKESSON CORP 1.2%
Value ($000) $2,691 Shares 6,187 Est. Cost $341.28 Unrealized +22.1%
CDNS CADENCE DESIGN SYSTEM INC 1.2%
Value ($000) $2,678 Shares 11,431 Est. Cost $150.99 Unrealized +55.0%
LULU LULULEMON ATHLETICA INC 1.2%
Value ($000) $2,652 Shares 6,877 Est. Cost $342.77 Unrealized +11.5%
BKR BAKER HUGHES COMPANY 1.2%
Value ($000) $2,637 Shares 74,648 Est. Cost $33.53 Unrealized 0.0%
SNA SNAP ON INC 1.2%
Value ($000) $2,613 Shares 10,243 Est. Cost $186.53 Unrealized +36.0%
BILL BILL HOLDINGS INC 1.2%
Value ($000) $2,589 Shares 23,849 Est. Cost $95.00 Unrealized +19.8%
ACGL ARCH CAP GROUP LTD 1.2%
Value ($000) $2,556 Shares 32,065 Est. Cost $68.76 Unrealized +7.6%
JNJ JOHNSON & JOHNSON 1.1%
Value ($000) $2,545 Shares 16,341 Est. Cost $152.38 Unrealized +0.6%
SBAC SBA COMMUNICATIONS CORP NEW 1.1%
Value ($000) $2,517 Shares 12,575 Est. Cost $212.78 Unrealized 0.0%
KR KROGER CO 1.1%
Value ($000) $2,507 Shares 56,015 Est. Cost $42.89 Unrealized +4.1%
META META PLATFORMS INC 1.1%
Value ($000) $2,497 Shares 8,316 Est. Cost $169.12 Unrealized +76.9%
ED CONSOLIDATED EDISON INC 1.1%
Value ($000) $2,476 Shares 28,950 Est. Cost $84.80 Unrealized -1.1%
GWW GRAINGER W W INC 1.1%
Value ($000) $2,469 Shares 3,569 Est. Cost $510.04 Unrealized +38.9%
IT GARTNER INC 1.1%
Value ($000) $2,449 Shares 7,127 Est. Cost $266.05 Unrealized +31.1%
CMS CMS ENERGY CORP 1.0%
Value ($000) $2,306 Shares 43,418 Est. Cost $55.52 Unrealized -3.2%
WESTERN AST INFL LKD OPP & I 1.0%
Value ($000) $2,269 Shares 275,750 Est. Cost $10.16 Unrealized
UAL UNITED AIRLS HLDGS INC 1.0%
Value ($000) $2,261 Shares 53,461 Est. Cost $40.58 Unrealized +24.6%
DVA DAVITA INC 1.0%
Value ($000) $2,226 Shares 23,553 Est. Cost $92.78 Unrealized +9.9%
DHI D R HORTON INC 1.0%
Value ($000) $2,216 Shares 20,620 Est. Cost $106.63 Unrealized +9.7%
KHC KRAFT HEINZ CO 1.0%
Value ($000) $2,207 Shares 65,602 Est. Cost $33.58 Unrealized -9.2%
FTNT FORTINET INC 0.9%
Value ($000) $2,041 Shares 34,777 Est. Cost $52.11 Unrealized +27.0%
ZBH ZIMMER BIOMET HOLDINGS INC 0.9%
Value ($000) $1,928 Shares 17,182 Est. Cost $132.67 Unrealized -6.4%
HSY HERSHEY CO 0.8%
Value ($000) $1,805 Shares 9,020 Est. Cost $205.25 Unrealized +1.7%
PSCE INVESCO EXCH TRADED FD TR II 0.7%
Value ($000) $1,559 Shares 27,325 Est. Cost $57.05 Unrealized
BLACKROCK MUN INCOME TR 0.7%
Value ($000) $1,518 Shares 171,121 Est. Cost $10.06 Unrealized
NUVEEN QUALITY MUNCP INCOME 0.7%
Value ($000) $1,512 Shares 149,092 Est. Cost $11.74 Unrealized
IWM ISHARES TR 0.7%
Value ($000) $1,498 Shares 8,471 Est. Cost $171.29 Unrealized
NUVEEN MUNICIPAL CREDIT INC 0.7%
Value ($000) $1,487 Shares 142,559 Est. Cost $12.04 Unrealized
BLACKROCK MUNI INCOME TR II 0.7%
Value ($000) $1,485 Shares 162,488 Est. Cost $10.37 Unrealized
INVESCO MUN OPPORTUNITY TR 0.7%
Value ($000) $1,485 Shares 180,392 Est. Cost $9.87 Unrealized
NUVEEN AMT FREE QLTY MUN INC 0.7%
Value ($000) $1,481 Shares 152,994 Est. Cost $11.32 Unrealized
NUVEEN AMT FREE MUN CR INC F 0.7%
Value ($000) $1,452 Shares 140,842 Est. Cost $12.08 Unrealized
SNPS SYNOPSYS INC 0.7%
Value ($000) $1,448 Shares 3,155 Est. Cost $192.56 Unrealized +132.4%
KBE SPDR SER TR 0.6%
Value ($000) $1,301 Shares 35,296 Est. Cost $36.85 Unrealized
ALB ALBEMARLE CORP 0.6%
Value ($000) $1,289 Shares 7,580 Est. Cost $191.29 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.6%
Value ($000) $1,266 Shares 1,393 Est. Cost $53.99 Unrealized +16.2%
VTWO VANGUARD SCOTTSDALE FDS 0.6%
Value ($000) $1,262 Shares 17,663 Est. Cost $99.46 Unrealized
AMLP ALPS ETF TR 0.5%
Value ($000) $1,203 Shares 28,504 Est. Cost $26.43 Unrealized
AMAT APPLIED MATLS INC 0.5%
Value ($000) $1,118 Shares 8,072 Est. Cost $140.40 Unrealized 0.0%
PPG PPG INDS INC 0.5%
Value ($000) $1,094 Shares 8,430 Est. Cost $131.68 Unrealized +1.0%
SFM SPROUTS FMRS MKT INC 0.5%
Value ($000) $1,086 Shares 25,380 Est. Cost $18.45 Unrealized +112.6%
BLDR BUILDERS FIRSTSOURCE INC 0.5%
Value ($000) $1,065 Shares 8,551 Est. Cost $111.21 Unrealized +24.1%
CNX CNX RES CORP 0.5%
Value ($000) $1,018 Shares 45,063 Est. Cost $16.14 Unrealized +28.4%
TEX TEREX CORP NEW 0.4%
Value ($000) $964 Shares 16,737 Est. Cost $32.71 Unrealized +82.2%
GSHD GOOSEHEAD INS INC 0.4%
Value ($000) $922 Shares 12,368 Est. Cost $67.08 Unrealized 0.0%
ATI ATI INC 0.4%
Value ($000) $911 Shares 22,137 Est. Cost $29.27 Unrealized +51.8%
MUB ISHARES TR 0.4%
Value ($000) $896 Shares 8,740 Est. Cost $108.77 Unrealized
ACLS AXCELIS TECHNOLOGIES INC 0.4%
Value ($000) $872 Shares 5,348 Est. Cost $59.25 Unrealized +196.9%
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $862 Shares 64,348 Est. Cost $15.43 Unrealized
EATON VANCE MUN BD FD 0.4%
Value ($000) $852 Shares 95,063 Est. Cost $11.88 Unrealized
MAIN MAIN STR CAP CORP 0.4%
Value ($000) $814 Shares 20,026 Est. Cost $36.55 Unrealized +11.6%
SPXC SPX TECHNOLOGIES INC 0.4%
Value ($000) $806 Shares 9,904 Est. Cost $55.20 Unrealized
ICFI ICF INTL INC 0.4%
Value ($000) $806 Shares 6,671 Est. Cost $104.07 Unrealized +19.9%
PERI PERION NETWORK LTD 0.4%
Value ($000) $799 Shares 26,072 Est. Cost $20.16 Unrealized +66.5%
MEDP MEDPACE HLDGS INC 0.4%
Value ($000) $788 Shares 3,256 Est. Cost $144.76 Unrealized +76.7%
OIH VANECK ETF TRUST 0.4%
Value ($000) $787 Shares 2,280 Est. Cost $278.57 Unrealized
JELD JELD-WEN HLDG INC 0.4%
Value ($000) $778 Shares 58,207 Est. Cost $12.37 Unrealized +26.7%
LRN STRIDE INC 0.4%
Value ($000) $775 Shares 17,215 Est. Cost $39.24 Unrealized +3.7%
AXS AXIS CAP HLDGS LTD 0.3%
Value ($000) $770 Shares 13,649 Est. Cost $52.60 Unrealized 0.0%
EVTC EVERTEC INC 0.3%
Value ($000) $762 Shares 20,507 Est. Cost $34.24 Unrealized +12.5%
ENSG ENSIGN GROUP INC 0.3%
Value ($000) $753 Shares 8,104 Est. Cost $90.10 Unrealized +4.6%
PRG PROG HOLDINGS INC 0.3%
Value ($000) $751 Shares 22,624 Est. Cost $29.25 Unrealized +15.6%
PARR PAR PAC HOLDINGS INC 0.3%
Value ($000) $743 Shares 20,660 Est. Cost $32.83 Unrealized 0.0%
CENT CENTRAL GARDEN & PET CO 0.3%
Value ($000) $742 Shares 16,802 Est. Cost $33.60 Unrealized 0.0%
WT WISDOMTREE INC 0.3%
Value ($000) $736 Shares 105,099 Est. Cost $6.68 Unrealized +4.7%
SPB SPECTRUM BRANDS HLDGS INC NE 0.3%
Value ($000) $726 Shares 9,264 Est. Cost $78.89 Unrealized 0.0%
RPD RAPID7 INC 0.3%
Value ($000) $722 Shares 15,776 Est. Cost $42.56 Unrealized +8.5%
ANIP ANI PHARMACEUTICALS INC 0.3%
Value ($000) $717 Shares 12,350 Est. Cost $44.33 Unrealized +30.2%
LMAT LEMAITRE VASCULAR INC 0.3%
Value ($000) $717 Shares 13,152 Est. Cost $58.02 Unrealized 0.0%
BFST BUSINESS FIRST BANCSHARES IN 0.3%
Value ($000) $713 Shares 38,030 Est. Cost $17.55 Unrealized 0.0%
TRMK TRUSTMARK CORP 0.3%
Value ($000) $713 Shares 32,802 Est. Cost $20.79 Unrealized +4.0%
ELF E L F BEAUTY INC 0.3%
Value ($000) $694 Shares 6,319 Est. Cost $36.10 Unrealized +236.4%
CUBI CUSTOMERS BANCORP INC 0.3%
Value ($000) $691 Shares 20,061 Est. Cost $22.41 Unrealized +61.3%
WESTERN ASST INFLTN LKD INM 0.3%
Value ($000) $691 Shares 88,361 Est. Cost $11.75 Unrealized
ITGR INTEGER HLDGS CORP 0.3%
Value ($000) $691 Shares 8,806 Est. Cost $84.71 Unrealized 0.0%
FXI ISHARES TR 0.3%
Value ($000) $671 Shares 25,294 Est. Cost $26.53 Unrealized
UPBD UPBOUND GROUP INC 0.3%
Value ($000) $670 Shares 22,759 Est. Cost $29.23 Unrealized +6.7%
KWEB KRANESHARES TR 0.3%
Value ($000) $666 Shares 24,343 Est. Cost $27.37 Unrealized
DY DYCOM INDS INC 0.3%
Value ($000) $666 Shares 7,483 Est. Cost $89.12 Unrealized +12.0%
MGPI MGP INGREDIENTS INC NEW 0.3%
Value ($000) $664 Shares 6,291 Est. Cost $111.62 Unrealized +1.5%
OXY OCCIDENTAL PETE CORP 0.3%
Value ($000) $661 Shares 10,192 Est. Cost $57.29 Unrealized +5.2%
ITRI ITRON INC 0.3%
Value ($000) $660 Shares 10,892 Est. Cost $63.24 Unrealized +8.5%
TTMI TTM TECHNOLOGIES INC 0.3%
Value ($000) $649 Shares 50,361 Est. Cost $13.93 Unrealized 0.0%
FBK FB FINL CORP 0.3%
Value ($000) $648 Shares 22,834 Est. Cost $29.77 Unrealized 0.0%
BOOT BOOT BARN HLDGS INC 0.3%
Value ($000) $635 Shares 7,822 Est. Cost $89.95 Unrealized 0.0%
BL BLACKLINE INC 0.3%
Value ($000) $634 Shares 11,435 Est. Cost $68.94 Unrealized -20.5%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.3%
Value ($000) $634 Shares 29,273 Est. Cost $24.86 Unrealized
OI O-I GLASS INC 0.3%
Value ($000) $632 Shares 37,754 Est. Cost $14.38 Unrealized +40.0%
MTW MANITOWOC CO INC 0.3%
Value ($000) $629 Shares 41,815 Est. Cost $14.98 Unrealized +11.9%
LIVENT CORP 0.3%
Value ($000) $615 Shares 33,383 Est. Cost $21.72 Unrealized
EXLS EXLSERVICE HOLDINGS INC 0.3%
Value ($000) $613 Shares 21,858 Est. Cost $26.72 Unrealized +9.5%
VT VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $611 Shares 6,561 Est. Cost $79.49 Unrealized
EAT BRINKER INTL INC 0.3%
Value ($000) $604 Shares 19,131 Est. Cost $37.86 Unrealized -7.6%
WNC WABASH NATL CORP 0.3%
Value ($000) $593 Shares 28,062 Est. Cost $24.43 Unrealized -10.8%
AX AXOS FINANCIAL INC 0.3%
Value ($000) $590 Shares 15,576 Est. Cost $43.14 Unrealized -2.0%
SUPN SUPERNUS PHARMACEUTICALS INC 0.3%
Value ($000) $575 Shares 20,874 Est. Cost $34.99 Unrealized -13.0%
NUVEEN SELECT MAT MUN FD 0.3%
Value ($000) $573 Shares 67,688 Est. Cost $10.11 Unrealized
NUVEEN MUN INCOME FD INC 0.3%
Value ($000) $573 Shares 66,556 Est. Cost $10.53 Unrealized
LGIH LGI HOMES INC 0.3%
Value ($000) $565 Shares 5,681 Est. Cost $124.13 Unrealized 0.0%
UTL UNITIL CORP 0.3%
Value ($000) $558 Shares 13,074 Est. Cost $54.12 Unrealized -9.5%
ALGT ALLEGIANT TRAVEL CO 0.2%
Value ($000) $549 Shares 7,149 Est. Cost $99.59 Unrealized 0.0%
BJRI BJS RESTAURANTS INC 0.2%
Value ($000) $549 Shares 23,409 Est. Cost $30.77 Unrealized 0.0%
PAAS PAN AMERN SILVER CORP 0.2%
Value ($000) $546 Shares 37,679 Est. Cost $16.90 Unrealized -7.4%
EWY ISHARES INC 0.2%
Value ($000) $542 Shares 9,191 Est. Cost $61.84 Unrealized
BAC BANK AMERICA CORP 0.2%
Value ($000) $536 Shares 19,586 Est. Cost $30.27 Unrealized -8.1%
NEM NEWMONT CORP 0.2%
Value ($000) $517 Shares 13,981 Est. Cost $43.68 Unrealized -12.2%
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $491 Shares 27,661 Est. Cost $30.29 Unrealized
AVGO BROADCOM INC 0.2%
Value ($000) $489 Shares 589 Est. Cost $30.41 Unrealized +176.2%
USHY ISHARES TR 0.2%
Value ($000) $443 Shares 12,755 Est. Cost $38.28 Unrealized
PARAMOUNT GLOBAL 0.2%
Value ($000) $433 Shares 33,568 Est. Cost $12.90 Unrealized
NXPI NXP SEMICONDUCTORS N V 0.2%
Value ($000) $424 Shares 2,120 Est. Cost $169.19 Unrealized +17.1%
PH PARKER-HANNIFIN CORP 0.2%
Value ($000) $418 Shares 1,073 Est. Cost $291.84 Unrealized +34.1%
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $418 Shares 4,811 Est. Cost $71.51 Unrealized +21.2%
CSCO CISCO SYS INC 0.2%
Value ($000) $407 Shares 7,570 Est. Cost $41.66 Unrealized +20.7%
HPE HEWLETT PACKARD ENTERPRISE C 0.2%
Value ($000) $377 Shares 21,696 Est. Cost $16.09 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.2%
Value ($000) $368 Shares 1,529 Est. Cost $231.16 Unrealized 0.0%
TAP MOLSON COORS BEVERAGE CO 0.2%
Value ($000) $367 Shares 5,765 Est. Cost $56.78 Unrealized +5.9%
RL RALPH LAUREN CORP 0.2%
Value ($000) $362 Shares 3,122 Est. Cost $111.82 Unrealized +4.0%
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $359 Shares 5,389 Est. Cost $71.81 Unrealized 0.0%
WY WEYERHAEUSER CO MTN BE 0.2%
Value ($000) $357 Shares 11,656 Est. Cost $30.62 Unrealized 0.0%
APA APA CORPORATION 0.2%
Value ($000) $348 Shares 8,471 Est. Cost $36.12 Unrealized +3.9%
AMGN AMGEN INC 0.1%
Value ($000) $293 Shares 1,092 Est. Cost $213.65 Unrealized +8.5%
OGN ORGANON & CO 0.1%
Value ($000) $289 Shares 16,646 Est. Cost $18.55 Unrealized 0.0%
INTC INTEL CORP 0.1%
Value ($000) $267 Shares 7,520 Est. Cost $34.22 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $264 Shares 1,321 Est. Cost $180.18 Unrealized 0.0%
CDE COEUR MNG INC 0.1%
Value ($000) $220 Shares 99,187 Est. Cost $3.40 Unrealized -23.2%
GIS GENERAL MLS INC 0.1%
Value ($000) $216 Shares 3,382 Est. Cost $68.08 Unrealized -5.2%