WC
Wavelength Capital Management, LLC Historical SEC 13F Holdings & Archive (Q3 2023)
Wavelength Capital Management, LLCCIK: 0001872038
Quality / disciplined sizingLong-term holder
Total reported value
$85.9M
Reporting period: 2023-09-30 · Number of holdings: 15
Wavelength Capital Management, LLC disclosed 15 holdings in its latest 13F filing for the period ending 2023-09-30, with total reported value of $85.9M and a quarterly turnover rate of 0.0%.
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Personality snowflake
- Concentration
- 41.95
- Portfolio Stability
- 0
- Momentum
- 50
- Sector conviction
- 0
- Diversification
- 30
- Sizing Uniformity
- 92.16
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNo holding changes this quarter
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | BKLN | Invesco Senior Loan ETF | ETF-Other | 18.58% | — | +4.19% | |
| 2 | VTIP | Vanguard Short-term Tips | ETF-Other | 13.48% | — | -5.00% | |
| 3 | VMBS | Vanguard Mortgage-backed Sec | ETF-Other | 10.57% | — | -3.45% | |
| 4 | SJNK | Ss Spdr Bb St Hi Yield ETF | ETF-Other | 10.56% | — | -2.14% | |
| 5 | TIP | Ishares Tips Bond ETF | ETF-Other | 9.27% | — | -16.34% | |
| 6 | MUB | Ishares National Muni Bond E | ETF-Other | 8.46% | — | -20.86% | |
| 7 | USHY | Ishares Broad Usd High Yield | ETF-High Yield | 6.58% | — | -3.27% | |
| 8 | HYEM | Vaneck Emrg Mkts Hi Yld | ETF-Other | 6.47% | — | -2.02% | |
| 9 | VWOB | Vanguard Emerg Mkts Gov Bnd | ETF-Other | 5.57% | — | -9.77% | |
| 10 | EMB | Ishares Jp Morgan Usd Emergi | ETF-Other | 3.85% | — | -19.64% | |
| 11 | CWB | Ss Spdr Bb Conv Sec ETF | ETF-Other | 1.96% | — | -22.75% | |
| 12 | PFF | Ishares Preferred & Income S | ETF-Other | 1.86% | — | +25.65% | |
| 13 | PDBC | Invesco Optimum Yield Divers | ETF-Other | 1.11% | — | — | |
| 14 | MLPA | Global X Mlp ETF | ETF-Other | 1.04% | — | — | |
| 15 | VNQ | Vanguard Real Estate ETF | ETF-Other | 0.64% | — | -34.27% |
Portfolio Performance
Performance for Q3 2026
+0.2%
Performance Last 4 Quarters
+4.9%
- Stdev
- +3.8%
- Beta
- +0.23
- Alpha
- +2%
- Max Drawdown
- -1.2%
- Annualized Perf
- +6.7%
- Batting Avg vs S&P
- +36.1%
- Sortino
- +4.12
- Stutzer
- —
- Treynor
- +0.29
- Sterling
- +0.61
- Calmar
- +5.83
- Information Ratio
- -1.31
- Tracking Error
- +10.3%
- Stdev Down
- +1.6%
- Winning Months %
- +72.2%
- Losing Months %
- +27.8%
- Best 12 Months
- +12.2%
- Worst 12 Months
- +4.9%
- Efficiency Ratio
- +0.62
- Sharpe
- +1.75
- Stdev Sectors
- —
- Skewness
- +0.42
- Kurtosis
- +0.76
- Upside Potential
- +5.67
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
Filing History
FAQ
What is Wavelength Capital Management, LLC and what type of investor is it?
Wavelength Capital Management, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2023-09-30), the firm manages a tracked equity portfolio valued at approximately $85.9M, spread across 15 disclosed positions.
What are Wavelength Capital Management, LLC's largest equity positions?
Based on the latest 13F filing, Wavelength Capital Management, LLC's top holdings by market value are:
1. Invesco Senior Loan ETF (BKLN) — $16.0M (18.6%)
2. Vanguard Short-term Tips (VTIP) — $11.6M (13.5%)
3. Vanguard Mortgage-backed Sec (VMBS) — $9.1M (10.6%)
4. Ss Spdr Bb St Hi Yield ETF (SJNK) — $9.1M (10.6%)
5. Ishares Tips Bond ETF (TIP) — $8.0M (9.3%)
What changes did Wavelength Capital Management, LLC make in its most recent portfolio filing?
No notable portfolio changes were recorded for Wavelength Capital Management, LLC in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does Wavelength Capital Management, LLC focus on?
Sector breakdown data is not yet available for Wavelength Capital Management, LLC. Check back after the next 13F processing cycle.
Investment Profile
Wavelength Capital Management, LLC returned an annualized 6.7% over the trailing 36 months — outperforming the S&P 500 by 2.0 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.23 (less volatile than the market) and a 36% quarterly batting average against the index.
Its portfolio is moderately concentrated and long-term-holding.
It has added to its BKLN position over the past two quarters (+$992.2K, now $16.0M), while trimming TIP over the same stretch (-$3.8M, still holding $8.0M).
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Developer Access
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