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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
-4.41%
1 Year Est. Return
+1.63%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$90.2M
AUM Growth
-$11.1M
Cap. Flow
-$6.93M
Cap. Flow %
-7.68%
Top 10 Hldgs %
93.04%
Holding
14
New
1
Increased
3
Reduced
9
Closed
1

Top Buys

Rank Stock Value
1
USHY icon
iShares Broad USD High Yield Corporate Bond ETF
USHY
+$2.78M
2
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$931K
3
MUB icon
iShares National Muni Bond ETF
MUB
+$627K
4
SJNK icon
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
+$173K

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$2.91M
2
CWB icon
State Street SPDR Bloomberg Convertible Securities ETF
CWB
+$2.23M
3
VWOB icon
Vanguard Emerging Markets Government Bond ETF
VWOB
+$1.88M
4
VNQ icon
Vanguard Real Estate ETF
VNQ
+$1.49M
5
TIP icon
iShares TIPS Bond ETF
TIP
+$1.26M

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
$14.5B
$17.1M 18.98%
163,200
-11,100
-6% -$1.26M
BKLN icon
2
Invesco Senior Loan ETF
BKLN
$7.19B
$13.7M 15.17%
677,660
-14,998
-2% -$313K
VTIP icon
3
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$12.8M 14.18%
265,800
+18,800
+8% +$931K
MUB icon
4
iShares National Muni Bond ETF
MUB
$45.5B
$10.5M 11.61%
102,100
+5,900
+6% +$627K
VMBS icon
5
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$7.43M 8.23%
164,700
-1,300
-0.8% -$61.9K
SJNK icon
6
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$6.94M 7.7%
292,000
+7,000
+2% +$173K
VWOB icon
7
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.21B
$5.22M 5.79%
90,892
-30,564
-25% -$1.88M
HYEM icon
8
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
$4.05M 4.49%
240,515
-30,206
-11% -$529K
EMB icon
9
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$3.59M 3.98%
45,200
-6,000
-12% -$513K
USHY icon
10
iShares Broad USD High Yield Corporate Bond ETF
USHY
$28.7B
$2.63M 2.92%
+78,213
New +$2.78M
JNK icon
11
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.36B
$2.43M 2.69%
27,634
-2,800
-9% -$261K
CWB icon
12
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.78B
$2.32M 2.57%
36,679
-33,121
-47% -$2.23M
VNQ icon
13
Vanguard Real Estate ETF
VNQ
$39.6B
$1.53M 1.7%
19,100
-15,900
-45% -$1.49M
HYG icon
14
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
– –
-39,500
Closed -$2.91M

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AEPLI
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Wavelength Capital Management's Q3 2022 Portfolio in Review

As of Q3 2022, Wavelength Capital Management held 14 positions worth $90.2M, down 11% from $101M the previous quarter. Its ten largest holdings account for 93% of the portfolio.

Wavelength Capital Management withdrew a net $6.93M in Q3 2022, closing 1 position and reducing 9 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $2.91M position sold in full.

Against the trend, Wavelength Capital Management opened a new position in iShares Broad USD High Yield Corporate Bond ETF worth $2.63M.

  • Wavelength Capital Management's largest Q3 2022 buy was iShares Broad USD High Yield Corporate Bond ETF: 78,213 shares worth $2.63M.
  • Wavelength Capital Management added most to Vanguard Short-Term Inflation-Protected Securities Index Fund in Q3 2022, an estimated $931K increase.
  • Wavelength Capital Management's biggest Q3 2022 reduction was State Street SPDR Bloomberg Convertible Securities ETF, cutting an estimated $2.23M.
  • Wavelength Capital Management fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q3 2022, selling an estimated $2.91M.
  • Wavelength Capital Management's ten largest holdings make up 93% of its $90.2M portfolio in Q3 2022.
  • Wavelength Capital Management opened 1 new position and closed 1 in Q3 2022.
  • Wavelength Capital Management's portfolio value fell 11% quarter-over-quarter to $90.2M.

Based on Wavelength Capital Management's 13F filing for Q3 2022, filed 9 Nov 2022.