QC
Quadratic Capital Management LLC 13F Holdings (2 Positions, Q2 2026)
Quadratic Capital Management LLCCIK: 0001697722
Concentrated strategyMomentum followerQuality / disciplined sizing
Total reported value
$250.1M
Reporting period: 2026-06-30 · Number of holdings: 2
Quadratic Capital Management LLC disclosed 2 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $250.1M and a quarterly turnover rate of 61.5%.
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Personality snowflake
- Concentration
- 100
- Portfolio Stability
- 61.53
- Momentum
- 100
- Sector conviction
- 0
- Diversification
- 4
- Sizing Uniformity
- 90.01
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govTrim SCHP
-43.2% -$164.0M
Add VGLT
+529.1% $30.9M
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | SCHP | Schwab U.s. Tips ETF | ETF-Other | 85.31% | -13.16% | -43.22% | |
| 2 | VGLT | Vanguard Long-term Treasury | ETF-Gov Bonds | 14.69% | +13.16% | +529.11% |
Portfolio Performance
Performance for Q3 2026
-1%
Performance Last 4 Quarters
+1.2%
- Stdev
- +4.9%
- Beta
- +0.2
- Alpha
- -0.3%
- Max Drawdown
- -3.2%
- Annualized Perf
- +3.7%
- Batting Avg vs S&P
- +30.6%
- Sortino
- +1.3
- Stutzer
- +0.23
- Treynor
- +0.19
- Sterling
- +0.3
- Calmar
- +1.16
- Information Ratio
- -1.46
- Tracking Error
- +11.1%
- Stdev Down
- +2.9%
- Winning Months %
- +69.4%
- Losing Months %
- +30.6%
- Best 12 Months
- +10.2%
- Worst 12 Months
- +1.2%
- Efficiency Ratio
- +0.28
- Sharpe
- +0.78
- Stdev Sectors
- —
- Skewness
- -0.03
- Kurtosis
- -0.12
- Upside Potential
- +3.02
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 2 | $250.1M | 62 | ||
| 2026 Q1 | 2 | $383.3M | 2 | ||
| 2025 Q4 | 2 | $391.2M | 19 | ||
| 2025 Q3 | 2 | $323.1M | 23 | ||
| 2025 Q2 | 2 | $245.2M | 0 | ||
| 2025 Q1 | 2 | $388.3M | 100 | ||
| 2024 Q4 | 2 | $377.3M | 0 | ||
| 2024 Q3 | 2 | $631.4M | 0 | ||
| 2024 Q2 | 2 | $546.5M | 0 | ||
| 2024 Q1 | 2 | $663.2M | 0 | ||
| 2023 Q4 | 2 | $800.9M | 0 | ||
| 2023 Q3 | 2 | $754.6M | 0 | ||
| 2023 Q2 | 2 | $683.4M | 0 | ||
| 2023 Q1 | 2 | $699.6M | 0 | ||
| 2022 Q4 | 2 | $850.0M | 0 | ||
| 2022 Q3 | 2 | $1.0B | 0 | ||
| 2022 Q2 | 2 | $1.4B | 0 | ||
| 2022 Q1 | 2 | $1.6B | 0 | ||
| 2021 Q4 | 2 | $2.1B | 0 | ||
| 2021 Q3 | 2 | $3.0B | 0 | ||
| 2021 Q2 | 1 | $3.1B | 100 | ||
| 2021 Q1 | 1 | $2.2B | 90 | ||
| 2020 Q4 | 1 | $836.0M | — |
Holding changes this quarter
Quadratic Capital Management LLC's most significant position changes for 2026-06-30: Trim: Schwab U.s. Tips ETF (SCHP) — shares -43.22%; Add: Vanguard Long-term Treasury (VGLT) — shares +529.11%.
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | VGLT | Vanguard Long-term Treasury | +13.2% | +529.11% | Add |
| 2 | SCHP | Schwab U.s. Tips ETF | -13.2% | -43.22% | Trim |
Filing History
FAQ
What is Quadratic Capital Management LLC and what type of investor is it?
Quadratic Capital Management LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $250.1M, spread across 2 disclosed positions.
What are Quadratic Capital Management LLC's largest equity positions?
Based on the latest 13F filing, Quadratic Capital Management LLC's top holdings by market value are:
1. Schwab U.s. Tips ETF (SCHP) — $213.4M (85.3%)
2. Vanguard Long-term Treasury (VGLT) — $36.7M (14.7%)
What changes did Quadratic Capital Management LLC make in its most recent portfolio filing?
In the latest reported quarter, Quadratic Capital Management LLC made 2 notable position adjustments: 0 new positions were initiated, 1 existing holdings were added to, 1 positions were partially reduced, and 0 were completely exited. The largest of these moves: Trim: Schwab U.s. Tips ETF (SCHP) — shares -43.22%; Add: Vanguard Long-term Treasury (VGLT) — shares +529.11%
What sectors does Quadratic Capital Management LLC focus on?
Sector breakdown data is not yet available for Quadratic Capital Management LLC. Check back after the next 13F processing cycle.
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Investment Profile
Quadratic Capital Management LLC returned an annualized 3.7% over the trailing 36 months — underperforming the S&P 500 by 0.3 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.20 (less volatile than the market) and a 31% quarterly batting average against the index.
Its portfolio is concentrated and fast-trading.
Its turnover score has risen from 0 to 62 over the past 4 quarters — a shift toward more active trading.
It has trimmed its SCHP position for two straight quarters, cutting it by $170.7M while still holding $213.4M.
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Developer Access
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