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WCM

Wavelength Capital Management Portfolio holdings

AUM $85.9M
1-Year Est. Return 1.63%
This Fund
S&P 500
This Quarter Est. Return
-7.94%
1 Year Est. Return
+1.63%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$101M
AUM Growth
-$27.3M
Cap. Flow
-$17.3M
Cap. Flow %
-17.1%
Top 10 Hldgs %
91.26%
Holding
14
New
–
Increased
2
Reduced
11
Closed
1

Top Buys

Rank Stock Value
1
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$1.94M
2
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$266K

Top Sells

Rank Stock Value
1
BKLN icon
Invesco Senior Loan ETF
BKLN
+$4.99M
2
CWB icon
State Street SPDR Bloomberg Convertible Securities ETF
CWB
+$3.79M
3
VWOB icon
Vanguard Emerging Markets Government Bond ETF
VWOB
+$2.1M
4
PCY icon
Invesco Emerging Markets Sovereign Debt ETF
PCY
+$2.06M
5
MUB icon
iShares National Muni Bond ETF
MUB
+$2M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TIP icon
1
iShares TIPS Bond ETF
TIP
$14.6B
$19.9M 19.6%
174,300
-1,361
-0.8% -$161K
BKLN icon
2
Invesco Senior Loan ETF
BKLN
$7.1B
$14M 13.86%
692,658
-235,489
-25% -$4.99M
VTIP icon
3
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$12.4M 12.22%
247,000
+38,440
+18% +$1.94M
MUB icon
4
iShares National Muni Bond ETF
MUB
$45.5B
$10.2M 10.1%
96,200
-18,695
-16% -$2M
VMBS icon
5
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$7.94M 7.83%
166,000
-12,368
-7% -$596K
VWOB icon
6
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.19B
$7.45M 7.35%
121,456
-32,369
-21% -$2.1M
SJNK icon
7
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.91B
$6.87M 6.79%
285,000
-59,276
-17% -$1.5M
HYEM icon
8
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
$4.81M 4.75%
270,721
-36,048
-12% -$686K
CWB icon
9
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.69B
$4.51M 4.45%
69,800
-54,681
-44% -$3.79M
EMB icon
10
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$4.37M 4.31%
51,200
-435
-0.8% -$39.3K
VNQ icon
11
Vanguard Real Estate ETF
VNQ
$39.4B
$3.19M 3.15%
35,000
-9,300
-21% -$927K
HYG icon
12
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.4B
$2.91M 2.87%
39,500
-8,920
-18% -$694K
JNK icon
13
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.28B
$2.76M 2.72%
30,434
+2,757
+10% +$266K
PCY icon
14
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
– –
-90,947
Closed -$2.06M

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ASA
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AEPLI
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Wavelength Capital Management's Q2 2022 Portfolio in Review

As of Q2 2022, Wavelength Capital Management held 14 positions worth $101M, down 21% from $129M the previous quarter. Its ten largest holdings account for 91% of the portfolio.

Wavelength Capital Management withdrew a net $17.3M in Q2 2022, closing 1 position and reducing 11 holdings. Its most notable exit was Invesco Emerging Markets Sovereign Debt ETF, an estimated $2.06M position sold in full.

Against the trend, Wavelength Capital Management added an estimated $1.94M to Vanguard Short-Term Inflation-Protected Securities Index Fund.

  • Wavelength Capital Management added most to Vanguard Short-Term Inflation-Protected Securities Index Fund in Q2 2022, an estimated $1.94M increase.
  • Wavelength Capital Management's biggest Q2 2022 reduction was Invesco Senior Loan ETF, cutting an estimated $4.99M.
  • Wavelength Capital Management fully exited Invesco Emerging Markets Sovereign Debt ETF in Q2 2022, selling an estimated $2.06M.
  • Wavelength Capital Management's ten largest holdings make up 91% of its $101M portfolio in Q2 2022.
  • Wavelength Capital Management opened 0 new positions and closed 1 in Q2 2022.
  • Wavelength Capital Management's portfolio value fell 21% quarter-over-quarter to $101M.

Based on Wavelength Capital Management's 13F filing for Q2 2022, filed 18 Jul 2022.