Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
157 hedge funds and large institutions have $567M invested in Quadratic Interest Rate Volatility and Inflation Hedge ETF in 2022 Q4 according to their latest regulatory filings, with 19 funds opening new positions, 31 increasing their positions, 91 reducing their positions, and 35 closing their positions.
9.94% more ownership
Funds ownership: 46.81% → 56.75% (+9.9%)
5% less capital invested
Capital invested by funds: $594M → $567M (-$27M)
10% less funds holding
Funds holding: 174 → 157 (-17)
11% less funds holding in top 10
Funds holding in top 10: 9 → 8 (-1)
46% less first-time investments, than exits
New positions opened: 19 | Existing positions closed: 35
66% less repeat investments, than reductions
Existing positions increased: 31 | Existing positions reduced: 91
69% less call options, than puts
Call options by funds: $320K | Put options by funds: $1.03M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$50.3M |
| 2 |
JP Morgan Chase
New York
|
+$48.4M |
| 3 |
EC
Estate Counselors
Thiensville,
Wisconsin
|
+$9.65M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$5.2M |
| 5 |
FEG
Financial Enhancement Group
Anderson,
Indiana
|
+$2.81M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FDCDDQ
Federation des caisses Desjardins du Quebec
Levis,
Quebec, Canada
|
-$23.1M |
| 2 |
WWA
WCG Wealth Advisors
Las Vegas,
Nevada
|
-$16.2M |
| 3 |
LPL Financial
San Diego,
California
|
-$14.1M |
| 4 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$9.9M |
| 5 |
Morgan Stanley
New York
|
-$8.51M |
IVOL Hedge Fund Activity: Q4 2022 in Review
157 of the 6,221 institutional investors tracked by Wall St. Rank reported a position in Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) for Q4 2022, worth a combined $567M — down 4.6% from $594M a quarter earlier.
Sellers outnumbered buyers: 35 funds closed out of IVOL and 19 opened new positions — a net loss of 16 holders — while 91 trimmed existing stakes and 31 added.
The largest buyer was Jane Street, adding an estimated $50.3M. The largest seller was Federation des caisses Desjardins du Quebec, cutting an estimated $23.1M.
- 157 institutional investors held Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) as of Q4 2022, down from 174 in Q3 2022.
- Funds reported $567M of Quadratic Interest Rate Volatility and Inflation Hedge ETF stock for Q4 2022, down 4.6% quarter-over-quarter.
- 19 funds opened new Quadratic Interest Rate Volatility and Inflation Hedge ETF positions in Q4 2022 and 35 closed out, a net change of -16 holders.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF buyer in Q4 2022 was Jane Street, an estimated $50.3M added.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF seller in Q4 2022 was Federation des caisses Desjardins du Quebec, an estimated $23.1M sold.
Based on aggregated 13F filings for Q4 2022.