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Quadratic Interest Rate Volatility and Inflation Hedge ETF

131 hedge funds and large institutions have $437M invested in Quadratic Interest Rate Volatility and Inflation Hedge ETF in 2023 Q2 according to their latest regulatory filings, with 9 funds opening new positions, 45 increasing their positions, 53 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

3,200% more call options, than puts

Call options by funds: $66K | Put options by funds: $2K

11% more capital invested

Capital invested by funds: $395M → $437M (+$41.7M)

10.01% more ownership

Funds ownership: 49.79%59.8% (+10%)

4% less funds holding

Funds holding: 136131 (-5)

15% less repeat investments, than reductions

Existing positions increased: 45 | Existing positions reduced: 53

20% less funds holding in top 10

Funds holding in top 10: 54 (-1)

31% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 13

Holders
131
Holders Change
-5
Holders Change %
-3.68%
% of All Funds
2.06%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.06%
New
9
Increased
45
Reduced
53
Closed
13
Calls
$66K
Puts
$2K
Net Calls
+$64K
Net Calls Change
-$322K
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$98.1M +$82.4M +3,675,981 +337%
Royal Bank of Canada
2
Royal Bank of Canada
Ontario, Canada
$33.6M -$4.22M -188,323 -10%
Morgan Stanley
3
Morgan Stanley
New York
$26M -$2.85M -127,169 -9%
RJA
4
Raymond James & Associates
Florida
$18.2M +$517K +23,078 +3%
Bank of Montreal
5
Bank of Montreal
Ontario, Canada
$15.2M +$16.2M +720,606 +23,457%
SC
6
Schiavi & Co
Delaware
$15M +$124K +5,546 +0.8%
TB
7
Terril Brothers
Missouri
$14.4M +$754K +33,619 +5%
FA
8
Faithward Advisors
Pennsylvania
$12.6M -$427K -19,046 -3%
Wells Fargo
9
Wells Fargo
California
$11.6M +$2.2M +97,984 +21%
BFG
10
Bleakley Financial Group
New Jersey
$11.4M +$235K +10,482 +2%
SS
11
Simplicity Solutions
Minnesota
$11.4M +$235K +10,482 +2%
FEG
12
Financial Enhancement Group
Indiana
$10.9M +$6.09M +271,607 +107%
FDCDDQ
13
Federation des caisses Desjardins du Quebec
Quebec, Canada
$10.8M -$389K -17,353 -3%
CAN
14
Cetera Advisor Networks
California
$9.29M +$456K +20,345 +5%
GFP
15
Guardian Financial Partners
California
$7.52M -$957K -42,671 -10%
LPL Financial
16
LPL Financial
California
$7.48M +$817K +36,426 +11%
US Bancorp
17
US Bancorp
Minnesota
$7.11M -$2.39M -106,663 -24%
SI
18
SimpliFi Inc
California
$6.83M -$245K -10,945 -3%
PHS
19
Pekin Hardy Strauss
Illinois
$5.98M +$800K +35,691 +14%
Commonwealth Equity Services
20
Commonwealth Equity Services
Massachusetts
$5.92M -$146K -6,527 -2%
Fifth Third Bancorp
21
Fifth Third Bancorp
Ohio
$5.46M -$1.56M -69,617 -21%
RIA
22
Regal Investment Advisors
Michigan
$5.3M +$2.99M +133,412 +108%
B
23
Bellecapital
Switzerland
$4.83M +$1.33M +59,414 +34%
STA
24
Summit Trail Advisors
New York
$4.15M -$2.13M -95,037 -32%
BFA
25
BBJS Financial Advisors
Washington
$4.1M +$125K +5,559 +3%

IVOL Hedge Fund Activity: Q2 2023 in Review

131 of the 6,369 institutional investors tracked by Wall St. Rank reported a position in Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) for Q2 2023, worth a combined $437M — up 11% from $395M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of IVOL and 9 opened new positions — a net loss of 4 holders — while 53 trimmed existing stakes and 45 added.

The largest buyer was Jane Street, adding an estimated $82.4M. The largest seller was Mach-1 Financial Group, exiting entirely with an estimated $8.09M sold.

  • 131 institutional investors held Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) as of Q2 2023, down from 136 in Q1 2023.
  • Funds reported $437M of Quadratic Interest Rate Volatility and Inflation Hedge ETF stock for Q2 2023, up 11% quarter-over-quarter.
  • 9 funds opened new Quadratic Interest Rate Volatility and Inflation Hedge ETF positions in Q2 2023 and 13 closed out, a net change of -4 holders.
  • The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF buyer in Q2 2023 was Jane Street, an estimated $82.4M added.
  • The largest Quadratic Interest Rate Volatility and Inflation Hedge ETF seller in Q2 2023 was Mach-1 Financial Group, an estimated $8.09M sold.

Based on aggregated 13F filings for Q2 2023.