Quadratic Capital Management LLC

In its 13F for Q2 2024 (holdings as of June 30, 2024, filed July 12, 2024), Quadratic Capital Management LLC reported 2 stock positions worth $546.5 million. Its top holding was Schwab U.S. Tips ETF (SCHP) at 96.4% of the portfolio, followed by Vanguard Long-Term Treasury (VGLT, 3.6%). Compared with Q1 2024, it reduced 2. The biggest sale was Schwab U.S. Tips ETF (SCHP, shares −18%).

Most Recent 13F
Q2 2026
Location
GREENWICH, CT
CIK
0001697722
Portfolio Value
$546.5M (Q2 2024)
SEC Filing
0001214659-24-012289 ↗ filed Jul 12, 2024

Holdings Value

0$200.0M$400.0M$600.0M$800.0M Q1 2024: $663.2M Q1 2024 Q2 2024: $546.5M $546.5M Q2 2024 Q3 2024: $631.4M Q3 2024 Q4 2024: $377.3M Q4 2024 Q1 2025: $388.3M Q1 2025 Q2 2025: $245.2M Q2 2025 Q3 2025: $323.1M Q3 2025 Q4 2025: $391.2M Q4 2025 Q1 2026: $383.3M Q1 2026 Q2 2026: $250.1M Q2 2026

Holdings 2 stocks · $546.5M
SCHP Schwab U.S. Tips ETF 96.40% 10,128,996 $526.8M Reduce -17.5%
VGLT Vanguard Long-Term Treasury 3.60% 342,305 $19.7M Reduce -11.3%

Portfolio Sells Q1 2024 → Q2 2024
SCHP Schwab U.S. Tips ETF Reduce -17.5% 96.40% −0.17
VGLT Vanguard Long-Term Treasury Reduce -11.3% 3.60% +0.17

Portfolio Buys Q1 2024 → Q2 2024
None this quarter.

All Filings

QuarterPositions13F Reported ValueTop Holdings
Q2 2026 2$250.1MSCHP, VGLT
Q1 2026 2$383.3MSCHP, VGLT
Q4 2025 2$391.2MSCHP, VGLT
Q3 2025 2$323.1MSCHP, VGLT
Q2 2025 2$245.2MSCHP, VGLT
Q1 2025 2$388.3MSCHP, VGLT
Q4 2024 2$377.3MSCHP, VGLT
Q3 2024 2$631.4MSCHP, VGLT
Q2 2024 2$546.5MSCHP, VGLT
Q1 2024 2$663.2MSCHP, VGLT