Quadratic Capital Management LLC — 13F Holdings & Portfolio
CIK 1697722 · latest 13F-HR filed 2026-10-13
Quadratic Capital Management LLC manages $184.4M in 13F-reported U.S. long-equity assets across 2 reported positions as of its 2026-09-30 13F-HR filing. Its largest disclosed positions are SCHP (94.84%), VGLT (5.16%). Quarter over quarter (versus its 2026-06-30 filing) the fund opened 0 new positions and exited 0; 0 existing positions rose in reported value and 2 fell.
AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.
Long-equity book
Distinct positions
Filed 2026-10-13
vs 2026-06-30
Portfolio charts
Latest quarter's book, what changed, and how the portfolio has evolved across filings.
Portfolio map
Q3 26Box size = position value; colour = change in share count vs the prior quarter (green added, red trimmed, blue new). Rows split across managers or share classes are combined. Click a box for the stock.
Sector mix
% of 13F valueSectors from each company's SIC code; funds and ETFs grouped separately.
Biggest buys and sells
Q2 26 → Q3 26Estimated from the change in shares held × the quarter-end price, so price moves alone don't count as buying. New and exited positions are included.
13F assets and positions
4 quartersTotal reported 13F value (bars) and number of positions (line) each quarter. Value changes include market moves.
Top positions over time
reported valueThe eight largest current positions, valued at each quarter end.
Concentration
top 10 = 100%Cumulative share of the portfolio held in the largest N positions.
As of the firm’s regulatory filing dated Feb 25, 2026.
4TH FLOOR
GREENWICH, CT 06830
| Name | Title / Status | Ownership | Type |
|---|---|---|---|
| DAVIS, NANCY Control | MEMBER, CHIEF INVESTMENT OFFICER since Dec 2013 | 50–75% | Individual |
| FUQUA-QUADRATIC, LLC Control | PARTNER since Jun 2018 | 25–50% | Domestic Entity |
| CHRISTAL, GLENN, ROBERT | CHIEF COMPLIANCE OFFICER since Feb 2018 | Less than 5% | Individual |
| FUQUA, JOHN, REX Control Indirect owner via FUQUA-QUADRATIC, LLC | OWNER since Jun 2018 | 75% or more | Individual |
Ownership & leadership changes · 6 filings with changes since Jul 27, 2015
From the firm’s regulatory filings, newest first. Dates are filing dates: a filing that no longer lists someone does not say when they left.
- ChangedDAVIS, NANCY · ownership 75% or more → 50–75%
- AddedFUQUA, JOHN, REX · OWNER · 75% or more · indirect via FUQUA-QUADRATIC, LLC · control person
- AddedFUQUA-QUADRATIC, LLC · PARTNER · 25–50% · control person
- ChangedDAVIS, NANCY · ownership 50–75% → 75% or more
- No longer listedCOWEN INC. · MEMBER · 75% or more · indirect via COWEN INVESTMENT MANAGEMENT LLC · control person · listed since Nov 2009
- No longer listedCOWEN INVESTMENT MANAGEMENT LLC · MEMBER · 25–50% · control person · listed since Aug 2014
- No longer listedSAYAGO, ANDREA, J.S. · CHIEF COMPLIANCE OFFICER · Less than 5% · listed since Aug 2014
- AddedCHRISTAL, GLENN, ROBERT · CHIEF COMPLIANCE OFFICER · Less than 5%
- No longer listedCOWEN GROUP, INC. · MEMBER · 75% or more · indirect via RAMIUS LLC · control person · listed since Nov 2009
- AddedCOWEN INC. · MEMBER · 75% or more · indirect via COWEN INVESTMENT MANAGEMENT LLC · control person
- ChangedCOWEN GROUP, INC. · indirect via RAMIUS LLC: title MANAGING MEMBER → MEMBER
- ListedCOWEN GROUP, INC. · MANAGING MEMBER · 75% or more · indirect via RAMIUS LLC · control person
- ListedCOWEN INVESTMENT MANAGEMENT LLC · MEMBER · 25–50% · control person
- ListedDAVIS, NANCY · MEMBER, CHIEF INVESTMENT OFFICER · 50–75% · control person
- ListedSAYAGO, ANDREA, J.S. · CHIEF COMPLIANCE OFFICER · Less than 5%
Quarter-over-quarter changes
Changes in reported position value vs the prior 13F, so price moves count too, not just shares bought or sold.
Quadratic Capital Management LLC Holdings (2026-09-30)
Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).
| Period | Filed | AUM | Holdings | Accession |
|---|---|---|---|---|
| 2026-09-30 | 2026-10-13 | $184.4M | 2 | 0001214659-26-012807 |
| 2026-06-30 | 2026-07-13 | $250.1M | 2 | 0001214659-26-008441 |
| 2026-03-31 | 2026-04-10 | $383.3M | 2 | 0001214659-26-004534 |
| 2025-12-31 | 2026-01-13 | $391.2M | 2 | 0001214659-26-000401 |
4TH FLOOR
GREENWICH, CT 06830