Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
222 hedge funds and large institutions have $1.45B invested in Quadratic Interest Rate Volatility and Inflation Hedge ETF in 2021 Q4 according to their latest regulatory filings, with 39 funds opening new positions, 70 increasing their positions, 96 reducing their positions, and 54 closing their positions.
3,508% more call options, than puts
Call options by funds: $433K | Put options by funds: $12K
3.57% less ownership
Funds ownership: 65.07% → 61.5% (-3.6%)
9% less funds holding
Funds holding: 244 → 222 (-22)
20% less funds holding in top 10
Funds holding in top 10: 25 → 20 (-5)
27% less repeat investments, than reductions
Existing positions increased: 70 | Existing positions reduced: 96
28% less first-time investments, than exits
New positions opened: 39 | Existing positions closed: 54
33% less capital invested
Capital invested by funds: $2.16B → $1.45B (-$709M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
RJA
Raymond James & Associates
St Petersburg,
Florida
|
+$13.1M |
| 2 |
FDCDDQ
Federation des caisses Desjardins du Quebec
Levis,
Quebec, Canada
|
+$11.6M |
| 3 |
LIM
Leavell Investment Management
Mobile,
Alabama
|
+$7.99M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$5.45M |
| 5 |
Jane Street
New York
|
+$5.07M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
-$168M |
| 2 |
RBA
Richard Bernstein Advisors
New York
|
-$109M |
| 3 |
Morgan Stanley
New York
|
-$85.6M |
| 4 |
Wells Fargo
San Francisco,
California
|
-$40.9M |
| 5 |
Fifth Third Bancorp
Cincinnati,
Ohio
|
-$37.8M |
IVOL Hedge Fund Activity: Q4 2021 in Review
222 of the 6,498 institutional investors tracked by Wall St. Rank reported a position in Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) for Q4 2021, worth a combined $1.45B — down 33% from $2.16B a quarter earlier.
Sellers outnumbered buyers: 54 funds closed out of IVOL and 39 opened new positions — a net loss of 15 holders — while 96 trimmed existing stakes and 70 added.
The largest buyer was Raymond James & Associates, adding an estimated $13.1M. The largest seller was Bank of America, cutting an estimated $168M.
- 222 institutional investors held Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) as of Q4 2021, down from 244 in Q3 2021.
- Funds reported $1.45B of Quadratic Interest Rate Volatility and Inflation Hedge ETF stock for Q4 2021, down 33% quarter-over-quarter.
- 39 funds opened new Quadratic Interest Rate Volatility and Inflation Hedge ETF positions in Q4 2021 and 54 closed out, a net change of -15 holders.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF buyer in Q4 2021 was Raymond James & Associates, an estimated $13.1M added.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF seller in Q4 2021 was Bank of America, an estimated $168M sold.
Based on aggregated 13F filings for Q4 2021.