Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
136 hedge funds and large institutions have $395M invested in Quadratic Interest Rate Volatility and Inflation Hedge ETF in 2023 Q1 according to their latest regulatory filings, with 12 funds opening new positions, 33 increasing their positions, 68 reducing their positions, and 30 closing their positions.
941% more call options, than puts
Call options by funds: $427K | Put options by funds: $41K
6.96% less ownership
Funds ownership: 56.75% → 49.79% (-7%)
13% less funds holding
Funds holding: 157 → 136 (-21)
30% less capital invested
Capital invested by funds: $567M → $395M (-$172M)
38% less funds holding in top 10
Funds holding in top 10: 8 → 5 (-3)
51% less repeat investments, than reductions
Existing positions increased: 33 | Existing positions reduced: 68
60% less first-time investments, than exits
New positions opened: 12 | Existing positions closed: 30
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SS
Simplicity Solutions
Minneapolis,
Minnesota
|
+$11.9M |
| 2 |
FDCDDQ
Federation des caisses Desjardins du Quebec
Levis,
Quebec, Canada
|
+$10.6M |
| 3 |
SC
Schiavi & Co
Wilmington,
Delaware
|
+$6.2M |
| 4 |
B
Bellecapital
Zurich,
Switzerland
|
+$3.15M |
| 5 |
SWM
Sugarloaf Wealth Management
Duluth,
Georgia
|
+$1.89M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
JP Morgan Chase
New York
|
-$47.4M |
| 2 |
Jane Street
New York
|
-$25.4M |
| 3 |
JCM
Janney Capital Management
Pittsburgh,
Pennsylvania
|
-$21.3M |
| 4 |
TWM
TMD Wealth Management
Scottsdale,
Arizona
|
-$19.2M |
| 5 |
HCM
Hengehold Capital Management
Cincinnati,
Ohio
|
-$16.3M |
IVOL Hedge Fund Activity: Q1 2023 in Review
136 of the 6,275 institutional investors tracked by Wall St. Rank reported a position in Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) for Q1 2023, worth a combined $395M — down 30% from $567M a quarter earlier.
Sellers outnumbered buyers: 30 funds closed out of IVOL and 12 opened new positions — a net loss of 18 holders — while 68 trimmed existing stakes and 33 added.
The largest buyer was Simplicity Solutions, opening a new position worth an estimated $11.9M. The largest seller was JP Morgan Chase, cutting an estimated $47.4M.
- 136 institutional investors held Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) as of Q1 2023, down from 157 in Q4 2022.
- Funds reported $395M of Quadratic Interest Rate Volatility and Inflation Hedge ETF stock for Q1 2023, down 30% quarter-over-quarter.
- 12 funds opened new Quadratic Interest Rate Volatility and Inflation Hedge ETF positions in Q1 2023 and 30 closed out, a net change of -18 holders.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF buyer in Q1 2023 was Simplicity Solutions, an estimated $11.9M added.
- The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF seller in Q1 2023 was JP Morgan Chase, an estimated $47.4M sold.
Based on aggregated 13F filings for Q1 2023.