Quadratic Capital Management LLC

In its 13F for Q3 2024 (holdings as of September 30, 2024, filed October 10, 2024), Quadratic Capital Management LLC reported 2 stock positions worth $631.4 million. Its top holding was Schwab U.S. Tips ETF (SCHP) at 97.1% of the portfolio, followed by Vanguard Long-Term Treasury (VGLT, 2.9%). Compared with Q2 2024, it added to 1 and reduced 1. The biggest buy was Schwab U.S. Tips ETF (SCHP, shares +13%) and the biggest sale Vanguard Long-Term Treasury (VGLT, shares −13%).

Most Recent 13F
Q2 2026
Location
GREENWICH, CT
CIK
0001697722
Portfolio Value
$631.4M (Q3 2024)
SEC Filing
0001214659-24-017415 ↗ filed Oct 10, 2024

Holdings Value

0$200.0M$400.0M$600.0M$800.0M Q1 2024: $663.2M Q1 2024 Q2 2024: $546.5M Q2 2024 Q3 2024: $631.4M $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 · $631.4M
SCHP Schwab U.S. Tips ETF 97.10% 11,431,409 $613.1M Add +12.9%
VGLT Vanguard Long-Term Treasury 2.90% 298,916 $18.3M Reduce -12.7%

Portfolio Sells Q2 2024 → Q3 2024
VGLT Vanguard Long-Term Treasury Reduce -12.7% 2.90% −0.70

Portfolio Buys Q2 2024 → Q3 2024
SCHP Schwab U.S. Tips ETF Add +12.9% 97.10% +0.70

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