Wavelength Capital Management, LLC

WESTPORT, CT · CIK 1872038 · 13F filing filed 2023-11-09

SEC-registered investment adviser since 2013 · limited liability company

$85.9m reported value -7.0% vs Q2 2023

15positions

93.4%in top 10

2 new 2 added 11 reduced 0 sold out vs Q2 2023

Holdings, Q3 2023

The small lines show how much was held over the last 4 quarters (adjusted for stock splits).

#	Security	Ticker	Shares	Value	% of portfolio	Change	Shares change
1	INVESCO EXCH TRADED FD TR II SR LN ETF BKLN	BKLN	760,417	$16.0m18.58%	18.58%	Added +30.6k	+30,593 4.2%
2	VANGUARD MALVERN FDS STRM INFPROIDX VTIP	VTIP	244,976	$11.6m13.48%	13.48%	Reduced -12.9k	-12,904 -5.0%
3	VANGUARD SCOTTSDALE FDS MTG-BKD SECS ETF VMBS	VMBS	207,355	$9.1m10.57%	10.57%	Reduced -7.4k	-7,400 -3.5%
4	SPDR SER TR BLOOMBERG SHT TE SJNK	SJNK	371,100	$9.1m10.56%	10.56%	Reduced -8.1k	-8,100 -2.1%
5	ISHARES TR TIPS BD ETF TIP	TIP	76,811	$8.0m9.27%	9.27%	Reduced -15.0k	-15,000 -16.3%
6	ISHARES TR NATIONAL MUN ETF MUB	MUB	70,933	$7.3m8.46%	8.46%	Reduced -18.7k	-18,700 -20.9%
7	ISHARES TR BROAD USD HIGH USHY	USHY	162,915	$5.7m6.58%	6.58%	Reduced -5.5k	-5,500 -3.3%
8	VANECK ETF TRUST EMERGING MRKT HI HYEM	HYEM	311,970	$5.6m6.47%	6.47%	Reduced -6.4k	-6,421 -2.0%
9	VANGUARD WHITEHALL FDS EM MK GOV BD ETF VWOB	VWOB	80,915	$4.8m5.57%	5.57%	Reduced -8.8k	-8,758 -9.8%
10	ISHARES TR JPMORGAN USD EMG EMB	EMB	40,100	$3.3m3.85%	3.85%	Reduced -9.8k	-9,800 -19.6%
11	SPDR SER TR BBG CONV SEC ETF CWB	CWB	24,793	$1.7m1.96%	1.96%	Reduced -7.3k	-7,300 -22.8%
12	ISHARES TR PFD AND INCM SEC PFF	PFF	52,899	$1.6m1.86%	1.86%	Added +10.8k	+10,799 25.6%
13	INVESCO ACTVELY MNGD ETC FD OPTIMUM YIELD PDBC	PDBC	64,000	$956.8k1.11%	1.11%	New
14	GLOBAL X FDS GLBL X MLP ETF MLPA	MLPA	20,001	$891.8k1.04%	1.04%	New
15	VANGUARD INDEX FDS REAL ESTATE ETF VNQ	VNQ	7,287	$551.3k0.64%	0.64%	Reduced -3.8k	-3,800 -34.3%