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WCM
Wavelength Capital Management Portfolio holdings
AUM
$85.9M
Turnover
13.33%
1-Year Est. Return
1.63%
This Fund
S&P 500
This Quarter Est. Return
-2.12%
1 Year Est. Return
+1.63%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$85.9M
AUM Growth
-$6.5M
(-7%)
Cap. Flow
-$4.42M
Cap. Flow % of AUM
Cap. Flow %
-5.14%
Top 10 Holdings %
Top 10 Hldgs %
93.39%
Holding
15
New
2
Increased
2
Reduced
11
Closed
–
Avg Time Held
1.4
years
Top 10 Avg Time Held
1.7
years
Top 20 Avg Time Held
1.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$937K |
| 2 |
Global X MLP ETF
MLPA
|
+$876K |
| 3 |
Invesco Senior Loan ETF
BKLN
|
+$644K |
| 4 |
iShares Preferred and Income Securities ETF
PFF
|
+$330K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares National Muni Bond ETF
MUB
|
+$1.97M |
| 2 |
iShares TIPS Bond ETF
TIP
|
+$1.59M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$836K |
| 4 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$610K |
| 5 |
Vanguard Emerging Markets Government Bond ETF
VWOB
|
+$536K |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Invesco Senior Loan ETF
BKLN
$6.16B
| $16M | 18.58% |
760,417
+30,593
| +4% | +$644K |
2021 Q4
7 quarters
|
|
|
2
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
| $11.6M | 13.48% |
244,976
-12,904
| -5% | -$610K |
2021 Q4
7 quarters
|
|
3
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
| $9.08M | 10.57% |
207,355
-7,400
| -3% | -$333K |
2021 Q4
7 quarters
|
|
4
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.39B
| $9.08M | 10.56% |
371,100
-8,100
| -2% | -$199K |
2021 Q4
7 quarters
|
|
|
5
iShares TIPS Bond ETF
TIP
$14.4B
| $7.97M | 9.27% |
76,811
-15,000
| -16% | -$1.59M |
2021 Q4
7 quarters
|
|
|
6
iShares National Muni Bond ETF
MUB
$50.8B
| $7.27M | 8.46% |
70,933
-18,700
| -21% | -$1.97M |
2021 Q4
7 quarters
|
|
7
iShares Broad USD High Yield Corporate Bond ETF
USHY
$25.3B
| $5.65M | 6.58% |
162,915
-5,500
| -3% | -$193K |
2022 Q3
4 quarters
|
|
8
VanEck Emerging Markets High Yield Bond ETF
HYEM
$509M
| $5.56M | 6.47% |
311,970
-6,421
| -2% | -$116K |
2021 Q4
7 quarters
|
|
|
9
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.12B
| $4.79M | 5.57% |
80,915
-8,758
| -10% | -$536K |
2021 Q4
7 quarters
|
|
|
10
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$12.6B
| $3.31M | 3.85% |
40,100
-9,800
| -20% | -$836K |
2021 Q4
7 quarters
|
|
11
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.21B
| $1.68M | 1.96% |
24,793
-7,300
| -23% | -$509K |
2021 Q4
7 quarters
|
|
|
12
iShares Preferred and Income Securities ETF
PFF
$11.9B
| $1.59M | 1.86% |
52,899
+10,799
| +26% | +$330K |
2023 Q1
2 quarters
|
|
|
13
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$8B
| $957K | 1.11% |
+64,000
| New | +$937K |
2023 Q3
0 quarters
|
|
|
14
Global X MLP ETF
MLPA
$2.31B
| $892K | 1.04% |
+20,001
| New | +$876K |
2023 Q3
0 quarters
|
|
15
Vanguard Real Estate ETF
VNQ
$36.4B
| $551K | 0.64% |
7,287
-3,800
| -34% | -$313K |
2021 Q4
7 quarters
|
|
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Wavelength Capital Management's Q3 2023 Portfolio in Review
As of Q3 2023, Wavelength Capital Management held 15 positions worth $85.9M, down 7% from $92.4M the previous quarter. Its ten largest holdings account for 93% of the portfolio.
Wavelength Capital Management withdrew a net $4.42M in Q3 2023, reducing 11 holdings. Its largest reduction was iShares National Muni Bond ETF, cutting an estimated $1.97M.
Against the trend, Wavelength Capital Management opened a new position in Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF worth $957K.
- Wavelength Capital Management's largest Q3 2023 buy was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF: 64,000 shares worth $957K.
- Wavelength Capital Management added most to Invesco Senior Loan ETF in Q3 2023, an estimated $644K increase.
- Wavelength Capital Management's biggest Q3 2023 reduction was iShares National Muni Bond ETF, cutting an estimated $1.97M.
- Wavelength Capital Management's ten largest holdings make up 93% of its $85.9M portfolio in Q3 2023.
- Wavelength Capital Management opened 2 new positions and closed 0 in Q3 2023.
- Wavelength Capital Management's portfolio value fell 7% quarter-over-quarter to $85.9M.
Based on Wavelength Capital Management's 13F filing for Q3 2023, filed 9 Nov 2023.