Quadcap Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0002009674
13F-HR · 199 reported holdings · 2026-03-31
Reported long-US-equity value
$0.41B
Top-10 concentration
37.5%
Quadcap Wealth Management, LLC — $414M AUM allocation strategy
Quadcap Wealth Management, LLC files SEC Form 13F and reports $414M of long US equity value across 199 reported holdings for 2026-03-31.
Its largest sector bet is Financials 13.7%, followed by Information Technology 12.4% and Consumer Discretionary 4.7%.
The top 10 holdings account for 37% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Quadcap Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$414M
total across 199 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
37% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$MS +50.2K sh · +$2.08M+$GS +18.4K sh · +$1.79M+$BMY +6.82K sh · +$493K
Biggest trims (shares)
−$SCHW −38.4K sh · −$859K−$FE −14.4K sh · −$556K−$IVZ −6.86K sh · −$893K
Exited to nil (held last quarter, gone now)
$CVNA ($566K last qtr)$LDOS ($549K last qtr)$AES ($468K last qtr)$PYPL ($441K last qtr)$VST ($373K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Investment Banking & Brokerage10.8%—
- Technology Hardware, Storage & Peripherals6.1%—
- Interactive Media & Services3.6%—
- Semiconductors3.6%—
- Broadline Retail3.1%—
- Electric Utilities3.0%—
- Systems Software2.6%—
- Asset Management & Custody Banks1.7%—
- Other holdings65.4%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $MS | Morgan Stanley | 496K | $26.7M | +50.2K | 6.5% |
| $AAPL | Apple Inc | 99.3K | $25.2M | -1.31K | 6.1% |
| $SCHW | Charles Schwab Corporation | 583K | $18.1M | -38.4K | 4.4% |
| $NVDA | NVIDIA Corporation | 86.1K | $15M | -833 | 3.6% |
| $AMZN | Amazon.com Inc | 62.4K | $13M | -640 | 3.1% |
| $MSFT | Microsoft Corporation | 29.5K | $10.9M | -798 | 2.6% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 30.2K | $8.67M | -27 | 2.1% |
…and 192 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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