Wavelength Capital Management, LLC
Registered adviserRegulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
| Rosters | Regulatory AUM | Main clients |
|---|---|---|
| Mar 2026 to Nov 2026 | $103,954,428 | Registered funds and BDCs (100%) |
| Mar 2025 to Feb 2026 | $77,399,073 | Registered funds and BDCs (100%) |
| Apr 2024 to Feb 2025 | $83,063,718 | Registered funds and BDCs (100%) |
| May 2023 to Mar 2024 | $111,883,851 | Registered funds and BDCs (100%) |
| Feb 2023 to Apr 2023 | $111,883,851 | Registered funds and BDCs (100%) |
| Mar 2022 to Jan 2023 | $199,739,996 | Registered funds and BDCs (100%) |
Portfolio style
Measured from the filed 13F common-share book for Sep 30, 2023, never from the firm's own description.
Closest benchmark: every 13F filer's combined book, active share 94.9%; sector active share 75.7% against the combined 13F book's sector weights.
Over time 8 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
15 tracked positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023Portfolio Trend
Sector Breakdown
As of Sep 30, 2023| Sector | % Portfolio | Value |
|---|---|---|
| Unclassified | 81.4% | $69,963,791 |
| Financial Services | 18.6% | $15,961,152 |
Last Quarter's Activity
Export CSVTrimmed
Positions the filer reduced| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| MUB | iShares National Muni Bond ETF | −18,700 | 70,933 | $7,273,469 | |
| TIP | iShares TIPS Bond ETF | −15,000 | 76,811 | $7,966,836 | |
| VTIP | VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND | −12,904 | 244,976 | $11,582,465 | |
| EMB | iShares J.P. Morgan USD Emerging Markets Bond ETF | −9,800 | 40,100 | $3,309,052 | |
| VWOB | VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND | −8,758 | 80,915 | $4,786,931 | |
| — | −8,100 | 371,100 | $9,077,106 | ||
| VMBS | VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND | −7,400 | 207,355 | $9,078,001 | |
| CWB | State Street(R) SPDR(R) Bloomberg Convertible Securities ETF | −7,300 | 24,793 | $1,680,965 | |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | −6,421 | 311,970 | $5,559,305 | |
| USHY | iShares Broad USD High Yield Corporate Bond ETF | −5,500 | 162,915 | $5,654,779 | |
| VNQ | VANGUARD REAL ESTATE INDEX FUND | −3,800 | 7,287 | $551,334 | |
| No positions match the current search. | |||||
Sold Out
Positions the filer fully exited| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| BKLN |
Invesco Ltd.
Financial Services
|
Added | 760,417 | $15,961,152 | 18.58% | |
| VTIP |
VANGUARD SHORT-TERM INFLATION-PROTECTED SECURITIES INDEX FUND
|
Reduced | 244,976 | $11,582,465 | 13.48% | |
| VMBS |
VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND
|
Reduced | 207,355 | $9,078,001 | 10.57% | |
|
|
Reduced | 371,100 | $9,077,106 | 10.56% | ||
| TIP |
iShares TIPS Bond ETF
|
Reduced | 76,811 | $7,966,836 | 9.27% | |
| MUB |
iShares National Muni Bond ETF
|
Reduced | 70,933 | $7,273,469 | 8.46% | |
| USHY |
iShares Broad USD High Yield Corporate Bond ETF
|
Reduced | 162,915 | $5,654,779 | 6.58% | |
| HYEM |
VanEck Emerging Markets High Yield Bond ETF
|
Reduced | 311,970 | $5,559,305 | 6.47% | |
| VWOB |
VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND
|
Reduced | 80,915 | $4,786,931 | 5.57% | |
| EMB |
iShares J.P. Morgan USD Emerging Markets Bond ETF
|
Reduced | 40,100 | $3,309,052 | 3.85% | |
| CWB |
State Street(R) SPDR(R) Bloomberg Convertible Securities ETF
|
Reduced | 24,793 | $1,680,965 | 1.96% | |
| PFF |
iShares Preferred and Income Securities ETF
|
Added | 52,899 | $1,594,904 | 1.86% | |
| PDBC |
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
|
NEW | 64,000 | $956,800 | 1.11% | |
| MLPA |
Global X MLP ETF
|
NEW | 20,001 | $891,844 | 1.04% | |
| VNQ |
VANGUARD REAL ESTATE INDEX FUND
|
Reduced | 7,287 | $551,334 | 0.64% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.