Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 25, 2024

Total Value ($000): $269,775 (100.0% shares, 0.0% debt)

Holdings (145)

EFV ISHARES TR 5.2%
Value ($000) $13,897 Shares 266,745 Est. Cost $45.89 Unrealized
EFG ISHARES TR 5.1%
Value ($000) $13,659 Shares 141,030 Est. Cost $87.67 Unrealized
IEMG ISHARES INC 2.8%
Value ($000) $7,594 Shares 150,143 Est. Cost $49.41 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.1%
Value ($000) $5,798 Shares 124,369 Est. Cost $51.10 Unrealized
VOO VANGUARD INDEX FDS 2.0%
Value ($000) $5,313 Shares 12,164 Est. Cost $304.07 Unrealized
PROSHARES TR 1.6%
Value ($000) $4,209 Shares 324,002 Est. Cost $12.99 Unrealized
RSP INVESCO EXCHANGE TRADED FD T 1.5%
Value ($000) $4,044 Shares 25,629 Est. Cost $157.80 Unrealized
JPM JPMORGAN CHASE & CO 1.5%
Value ($000) $4,043 Shares 23,766 Est. Cost $131.88 Unrealized +9.9%
SCHE SCHWAB STRATEGIC TR 1.5%
Value ($000) $4,024 Shares 162,317 Est. Cost $25.82 Unrealized
CAT CATERPILLAR INC 1.5%
Value ($000) $3,952 Shares 13,365 Est. Cost $212.59 Unrealized +18.2%
IWD ISHARES TR 1.5%
Value ($000) $3,920 Shares 23,720 Est. Cost $144.50 Unrealized
DHI D R HORTON INC 1.4%
Value ($000) $3,813 Shares 25,091 Est. Cost $109.11 Unrealized +10.5%
AFL AFLAC INC 1.4%
Value ($000) $3,723 Shares 45,128 Est. Cost $65.81 Unrealized +17.0%
SNA SNAP ON INC 1.4%
Value ($000) $3,695 Shares 12,794 Est. Cost $200.17 Unrealized +27.4%
PCAR PACCAR INC 1.3%
Value ($000) $3,636 Shares 37,174 Est. Cost $54.08 Unrealized +51.2%
TGT TARGET CORP 1.3%
Value ($000) $3,614 Shares 25,375 Est. Cost $113.03 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 1.3%
Value ($000) $3,605 Shares 7,050 Est. Cost $344.96 Unrealized +25.2%
SBAC SBA COMMUNICATIONS CORP NEW 1.3%
Value ($000) $3,543 Shares 13,964 Est. Cost $213.06 Unrealized +1.2%
TT TRANE TECHNOLOGIES PLC 1.3%
Value ($000) $3,524 Shares 14,448 Est. Cost $159.34 Unrealized +34.7%
PROSHARES TR 1.3%
Value ($000) $3,500 Shares 369,184 Est. Cost $9.48 Unrealized
PPG PPG INDS INC 1.3%
Value ($000) $3,442 Shares 23,018 Est. Cost $129.90 Unrealized -0.8%
MPC MARATHON PETE CORP 1.3%
Value ($000) $3,434 Shares 23,145 Est. Cost $134.59 Unrealized +5.5%
ETR ENTERGY CORP NEW 1.3%
Value ($000) $3,418 Shares 33,776 Est. Cost $45.37 Unrealized 0.0%
FLEX FLEX LTD 1.3%
Value ($000) $3,415 Shares 112,103 Est. Cost $20.01 Unrealized 0.0%
META META PLATFORMS INC 1.3%
Value ($000) $3,411 Shares 9,637 Est. Cost $190.27 Unrealized +70.0%
AIZ ASSURANT INC 1.2%
Value ($000) $3,345 Shares 19,853 Est. Cost $153.72 Unrealized 0.0%
WAB WABTEC 1.2%
Value ($000) $3,332 Shares 26,255 Est. Cost $111.67 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 1.2%
Value ($000) $3,302 Shares 30,552 Est. Cost $92.03 Unrealized 0.0%
IT GARTNER INC 1.2%
Value ($000) $3,247 Shares 7,197 Est. Cost $266.05 Unrealized +50.2%
VRT VERTIV HOLDINGS CO 1.2%
Value ($000) $3,246 Shares 67,582 Est. Cost $42.45 Unrealized 0.0%
CAH CARDINAL HEALTH INC 1.2%
Value ($000) $3,229 Shares 32,021 Est. Cost $92.08 Unrealized +4.0%
EWC ISHARES INC 1.2%
Value ($000) $3,141 Shares 85,640 Est. Cost $27.56 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 1.2%
Value ($000) $3,121 Shares 11,457 Est. Cost $150.99 Unrealized +70.7%
GWW GRAINGER W W INC 1.2%
Value ($000) $3,118 Shares 3,763 Est. Cost $522.73 Unrealized +44.7%
IEFA ISHARES TR 1.1%
Value ($000) $3,085 Shares 43,855 Est. Cost $59.84 Unrealized
ED CONSOLIDATED EDISON INC 1.1%
Value ($000) $3,057 Shares 33,608 Est. Cost $84.56 Unrealized -1.8%
DVA DAVITA INC 1.1%
Value ($000) $3,011 Shares 28,746 Est. Cost $92.71 Unrealized -0.3%
CBOE CBOE GLOBAL MKTS INC 1.1%
Value ($000) $2,944 Shares 16,488 Est. Cost $168.03 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 1.1%
Value ($000) $2,943 Shares 39,620 Est. Cost $70.46 Unrealized +10.3%
MCK MCKESSON CORP 1.1%
Value ($000) $2,940 Shares 6,349 Est. Cost $344.06 Unrealized +30.9%
INTC INTEL CORP 0.9%
Value ($000) $2,513 Shares 50,004 Est. Cost $39.16 Unrealized +2.2%
WESTERN AST INFL LKD OPP & I 0.9%
Value ($000) $2,481 Shares 286,129 Est. Cost $10.10 Unrealized
OXY OCCIDENTAL PETE CORP 0.8%
Value ($000) $2,134 Shares 35,732 Est. Cost $58.24 Unrealized +0.6%
ORLY OREILLY AUTOMOTIVE INC 0.7%
Value ($000) $1,940 Shares 2,042 Est. Cost $56.92 Unrealized +11.0%
IDU ISHARES TR 0.7%
Value ($000) $1,889 Shares 23,635 Est. Cost $79.93 Unrealized
IYK ISHARES TR 0.7%
Value ($000) $1,887 Shares 9,841 Est. Cost $191.71 Unrealized
KHC KRAFT HEINZ CO 0.7%
Value ($000) $1,859 Shares 50,279 Est. Cost $33.58 Unrealized -9.5%
BKR BAKER HUGHES COMPANY 0.6%
Value ($000) $1,745 Shares 51,044 Est. Cost $33.53 Unrealized -3.1%
BLACKROCK MUNI INCOME TR II 0.6%
Value ($000) $1,740 Shares 162,958 Est. Cost $10.37 Unrealized
INVESCO MUN OPPORTUNITY TR 0.6%
Value ($000) $1,732 Shares 180,182 Est. Cost $9.87 Unrealized
BLACKROCK MUN INCOME TR 0.6%
Value ($000) $1,723 Shares 171,079 Est. Cost $10.06 Unrealized
NUVEEN QUALITY MUNCP INCOME 0.6%
Value ($000) $1,709 Shares 149,255 Est. Cost $11.74 Unrealized
NUVEEN AMT FREE QLTY MUN INC 0.6%
Value ($000) $1,687 Shares 153,364 Est. Cost $11.32 Unrealized
NUVEEN MUNICIPAL CREDIT INC 0.6%
Value ($000) $1,683 Shares 142,368 Est. Cost $12.04 Unrealized
ABBV ABBVIE INC 0.6%
Value ($000) $1,665 Shares 10,746 Est. Cost $135.72 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $1,659 Shares 10,586 Est. Cost $152.38 Unrealized -5.8%
IWM ISHARES TR 0.6%
Value ($000) $1,615 Shares 8,045 Est. Cost $171.29 Unrealized
TAP MOLSON COORS BEVERAGE CO 0.6%
Value ($000) $1,560 Shares 25,488 Est. Cost $56.14 Unrealized -0.3%
VTWO VANGUARD SCOTTSDALE FDS 0.5%
Value ($000) $1,421 Shares 17,524 Est. Cost $99.46 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 0.5%
Value ($000) $1,419 Shares 8,502 Est. Cost $111.21 Unrealized +19.5%
CUBI CUSTOMERS BANCORP INC 0.5%
Value ($000) $1,263 Shares 21,920 Est. Cost $24.19 Unrealized +79.4%
SNPS SYNOPSYS INC 0.5%
Value ($000) $1,220 Shares 2,370 Est. Cost $192.56 Unrealized +165.6%
AMLP ALPS ETF TR 0.5%
Value ($000) $1,217 Shares 28,627 Est. Cost $26.43 Unrealized
AX AXOS FINANCIAL INC 0.4%
Value ($000) $1,131 Shares 20,716 Est. Cost $42.79 Unrealized -2.5%
SPXC SPX TECHNOLOGIES INC 0.4%
Value ($000) $1,108 Shares 10,972 Est. Cost $59.66 Unrealized
ACAD ACADIA PHARMACEUTICALS INC 0.4%
Value ($000) $1,108 Shares 35,390 Est. Cost $23.88 Unrealized 0.0%
MEDP MEDPACE HLDGS INC 0.4%
Value ($000) $1,106 Shares 3,607 Est. Cost $156.94 Unrealized +72.0%
GSHD GOOSEHEAD INS INC 0.4%
Value ($000) $1,041 Shares 13,730 Est. Cost $67.60 Unrealized +6.9%
BFST BUSINESS FIRST BANCSHARES IN 0.4%
Value ($000) $1,036 Shares 42,014 Est. Cost $17.75 Unrealized +10.7%
FBK FB FINL CORP 0.4%
Value ($000) $1,007 Shares 25,281 Est. Cost $29.98 Unrealized +6.5%
RPD RAPID7 INC 0.4%
Value ($000) $1,001 Shares 17,523 Est. Cost $43.53 Unrealized +20.1%
SFM SPROUTS FMRS MKT INC 0.4%
Value ($000) $998 Shares 20,738 Est. Cost $18.45 Unrealized +137.1%
KWR QUAKER HOUGHTON 0.4%
Value ($000) $989 Shares 4,633 Est. Cost $172.32 Unrealized 0.0%
ELF E L F BEAUTY INC 0.4%
Value ($000) $975 Shares 6,758 Est. Cost $41.25 Unrealized +179.7%
JELD JELD-WEN HLDG INC 0.4%
Value ($000) $974 Shares 51,573 Est. Cost $12.37 Unrealized +20.2%
ITGR INTEGER HLDGS CORP 0.4%
Value ($000) $971 Shares 9,796 Est. Cost $84.84 Unrealized +1.4%
CNX CNX RES CORP 0.4%
Value ($000) $967 Shares 48,327 Est. Cost $16.49 Unrealized +29.3%
MAIN MAIN STR CAP CORP 0.4%
Value ($000) $965 Shares 22,313 Est. Cost $36.99 Unrealized +10.4%
DY DYCOM INDS INC 0.4%
Value ($000) $957 Shares 8,316 Est. Cost $89.70 Unrealized +5.8%
WSFS WSFS FINL CORP 0.3%
Value ($000) $939 Shares 20,451 Est. Cost $39.24 Unrealized 0.0%
MUB ISHARES TR 0.3%
Value ($000) $937 Shares 8,643 Est. Cost $108.77 Unrealized
EVTC EVERTEC INC 0.3%
Value ($000) $933 Shares 22,794 Est. Cost $34.45 Unrealized +5.6%
MGPI MGP INGREDIENTS INC NEW 0.3%
Value ($000) $932 Shares 9,461 Est. Cost $106.42 Unrealized -9.7%
HIBBETT INC 0.3%
Value ($000) $929 Shares 12,900 Est. Cost $72.02 Unrealized
EAT BRINKER INTL INC 0.3%
Value ($000) $916 Shares 21,223 Est. Cost $37.67 Unrealized -4.6%
PRG PROG HOLDINGS INC 0.3%
Value ($000) $912 Shares 29,507 Est. Cost $29.07 Unrealized -2.1%
ITRI ITRON INC 0.3%
Value ($000) $909 Shares 12,036 Est. Cost $63.41 Unrealized +2.6%
CRI CARTERS INC 0.3%
Value ($000) $899 Shares 12,003 Est. Cost $62.79 Unrealized 0.0%
UTL UNITIL CORP 0.3%
Value ($000) $896 Shares 17,045 Est. Cost $52.78 Unrealized -8.3%
GOLF ACUSHNET HLDGS CORP 0.3%
Value ($000) $893 Shares 14,133 Est. Cost $56.19 Unrealized 0.0%
ESAB ESAB CORPORATION 0.3%
Value ($000) $891 Shares 10,286 Est. Cost $75.27 Unrealized 0.0%
PERI PERION NETWORK LTD 0.3%
Value ($000) $890 Shares 28,833 Est. Cost $20.95 Unrealized +35.6%
TTMI TTM TECHNOLOGIES INC 0.3%
Value ($000) $884 Shares 55,926 Est. Cost $13.93 Unrealized -0.0%
OBK ORIGIN BANCORP INC 0.3%
Value ($000) $875 Shares 24,604 Est. Cost $31.72 Unrealized 0.0%
PAY PAYMENTUS HOLDINGS INC 0.3%
Value ($000) $875 Shares 48,957 Est. Cost $16.32 Unrealized 0.0%
AMPH AMPHASTAR PHARMACEUTICALS IN 0.3%
Value ($000) $874 Shares 14,128 Est. Cost $52.53 Unrealized 0.0%
CHUYS HLDGS INC 0.3%
Value ($000) $872 Shares 22,812 Est. Cost $38.23 Unrealized
KAI KADANT INC 0.3%
Value ($000) $871 Shares 3,106 Est. Cost $247.79 Unrealized 0.0%
FLS FLOWSERVE CORP 0.3%
Value ($000) $866 Shares 21,011 Est. Cost $37.04 Unrealized 0.0%
UPBD UPBOUND GROUP INC 0.3%
Value ($000) $858 Shares 25,241 Est. Cost $29.28 Unrealized +1.7%
LRN STRIDE INC 0.3%
Value ($000) $858 Shares 14,446 Est. Cost $39.24 Unrealized +39.5%
AXS AXIS CAP HLDGS LTD 0.3%
Value ($000) $843 Shares 15,222 Est. Cost $52.68 Unrealized +1.4%
PK PARK HOTELS & RESORTS INC 0.3%
Value ($000) $841 Shares 54,683 Est. Cost $15.37 Unrealized
ATI ATI INC 0.3%
Value ($000) $840 Shares 18,479 Est. Cost $29.27 Unrealized +41.9%
PARR PAR PAC HOLDINGS INC 0.3%
Value ($000) $840 Shares 23,096 Est. Cost $32.92 Unrealized +2.4%
LMAT LEMAITRE VASCULAR INC 0.3%
Value ($000) $832 Shares 14,652 Est. Cost $57.35 Unrealized -10.3%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.3%
Value ($000) $831 Shares 32,502 Est. Cost $24.93 Unrealized
DYNAVAX TECHNOLOGIES CORP 0.3%
Value ($000) $828 Shares 59,231 Est. Cost $13.98 Unrealized
ARCB ARCBEST CORP 0.3%
Value ($000) $806 Shares 6,707 Est. Cost $109.42 Unrealized 0.0%
WNC WABASH NATL CORP 0.3%
Value ($000) $802 Shares 31,302 Est. Cost $24.13 Unrealized -11.0%
TLT ISHARES TR 0.3%
Value ($000) $797 Shares 8,062 Est. Cost $98.88 Unrealized
BL BLACKLINE INC 0.3%
Value ($000) $794 Shares 12,711 Est. Cost $67.69 Unrealized -16.5%
ACLS AXCELIS TECHNOLOGIES INC 0.3%
Value ($000) $770 Shares 5,937 Est. Cost $67.04 Unrealized +105.6%
WESTERN ASST INFLTN LKD INM 0.3%
Value ($000) $757 Shares 93,218 Est. Cost $11.56 Unrealized
EXLS EXLSERVICE HOLDINGS INC 0.3%
Value ($000) $751 Shares 24,338 Est. Cost $26.88 Unrealized +5.3%
AAPD DIREXION SHS ETF TR 0.3%
Value ($000) $739 Shares 36,617 Est. Cost $20.19 Unrealized
PIMCO MUN INCOME FD II 0.3%
Value ($000) $738 Shares 88,916 Est. Cost $8.30 Unrealized
NUVEEN MUN HIGH INCOME OPPOR 0.3%
Value ($000) $733 Shares 74,152 Est. Cost $9.88 Unrealized
XPMQX PIMCO MUN INCOME FD III 0.3%
Value ($000) $731 Shares 98,914 Est. Cost $7.39 Unrealized
MSFD DIREXION SHS ETF TR 0.3%
Value ($000) $730 Shares 46,838 Est. Cost $15.58 Unrealized
NUVEEN MUN CR OPPORTUNITIES 0.3%
Value ($000) $721 Shares 72,309 Est. Cost $9.97 Unrealized
GGLS DIREXION SHS ETF TR 0.3%
Value ($000) $690 Shares 40,061 Est. Cost $17.22 Unrealized
DIREXION SHS ETF TR 0.3%
Value ($000) $687 Shares 30,957 Est. Cost $22.20 Unrealized
VT VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $675 Shares 6,561 Est. Cost $79.49 Unrealized
PAAS PAN AMERN SILVER CORP 0.2%
Value ($000) $621 Shares 38,022 Est. Cost $16.90 Unrealized -11.4%
EWY ISHARES INC 0.2%
Value ($000) $597 Shares 9,114 Est. Cost $61.84 Unrealized
NEM NEWMONT CORP 0.2%
Value ($000) $590 Shares 14,243 Est. Cost $43.55 Unrealized -15.5%
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $572 Shares 27,610 Est. Cost $30.29 Unrealized
ABT ABBOTT LABS 0.2%
Value ($000) $491 Shares 4,459 Est. Cost $96.07 Unrealized 0.0%
AVGO BROADCOM INC 0.2%
Value ($000) $479 Shares 429 Est. Cost $30.41 Unrealized +203.3%
AMGN AMGEN INC 0.2%
Value ($000) $468 Shares 1,625 Est. Cost $227.24 Unrealized +12.3%
USHY ISHARES TR 0.2%
Value ($000) $459 Shares 12,622 Est. Cost $38.28 Unrealized
QSR RESTAURANT BRANDS INTL INC 0.2%
Value ($000) $442 Shares 5,660 Est. Cost $71.71 Unrealized -3.0%
DELL DELL TECHNOLOGIES INC 0.2%
Value ($000) $441 Shares 5,761 Est. Cost $68.27 Unrealized 0.0%
CME CME GROUP INC 0.2%
Value ($000) $428 Shares 2,031 Est. Cost $185.23 Unrealized +5.1%
CNA CNA FINL CORP 0.2%
Value ($000) $418 Shares 9,877 Est. Cost $34.48 Unrealized 0.0%
NTAP NETAPP INC 0.1%
Value ($000) $400 Shares 4,534 Est. Cost $77.04 Unrealized 0.0%
CDE COEUR MNG INC 0.1%
Value ($000) $361 Shares 110,840 Est. Cost $3.33 Unrealized -18.0%
NXPI NXP SEMICONDUCTORS N V 0.1%
Value ($000) $348 Shares 1,517 Est. Cost $169.19 Unrealized +14.4%
RL RALPH LAUREN CORP 0.1%
Value ($000) $335 Shares 2,324 Est. Cost $111.82 Unrealized +7.0%
APA APA CORPORATION 0.1%
Value ($000) $320 Shares 8,928 Est. Cost $36.04 Unrealized -3.9%
MMM 3M CO 0.1%
Value ($000) $300 Shares 2,743 Est. Cost $75.54 Unrealized 0.0%
PH PARKER-HANNIFIN CORP 0.1%
Value ($000) $294 Shares 638 Est. Cost $291.84 Unrealized +39.5%
LDOS LEIDOS HOLDINGS INC 0.1%
Value ($000) $278 Shares 2,568 Est. Cost $99.50 Unrealized 0.0%
KMB KIMBERLY-CLARK CORP 0.1%
Value ($000) $270 Shares 2,223 Est. Cost $111.21 Unrealized 0.0%