Quadratic’s Nancy Davis on Selling Vol, Yield Curve Hand Signals and Deflation
In a recent episode of The Sherman Show, DoubleLine's Jeffrey Sherman and Samuel Lau spoke with Nancy Davis, the Founder, Managing Partner, and CIO of Quadratic Capital Management, about her IVOL ETF and the fund's TIPS allocation. The discussion then shifted to broader macro topics, including the interest-rate swaps curve, the composition of the benchmark Agg, and the risk of deflation. The three also discussed the market's divided messaging, the nuances of selling volatility, and the Fed's balance sheet. Davis also shared her experience as a business owner.
For IVOL standard performance, top 10 holdings, risks, and other fund information, please click here.
For BNDD standard performance, top 10 holdings, risks, and other fund information, please click here.
For a glossary of terms, please click here.
The linked podcast contains Nancy Davis's opinion. It should not be regarded as investment advice or recommendation of specific securities. Diversification does not protect against market risk.