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Invesco DB Commodity Index Tracking Fund

213 hedge funds and large institutions have $1.69B invested in Invesco DB Commodity Index Tracking Fund in 2015 Q2 according to their latest regulatory filings, with 25 funds opening new positions, 61 increasing their positions, 71 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed

16% more call options, than puts

Call options by funds: $2.87M | Put options by funds: $2.48M

1% less capital invested

Capital invested by funds: $1.71B → $1.69B (-$19.1M)

3.29% less ownership

Funds ownership: 57.22%53.93% (-3.3%)

6% less funds holding

Funds holding: 227213 (-14)

14% less repeat investments, than reductions

Existing positions increased: 61 | Existing positions reduced: 71

20% less funds holding in top 10

Funds holding in top 10: 108 (-2)

24% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 33

Holders
213
Holders Change
-14
Holders Change %
-6.17%
% of All Funds
5.74%
Holding in Top 10
8
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-20%
% of All Funds
0.22%
New
25
Increased
61
Reduced
71
Closed
33
Calls
$2.87M
Puts
$2.48M
Net Calls
+$395K
Net Calls Change
+$266K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
1
Bank of America
North Carolina
$373M -$14.1M -788,587 -4%
Wells Fargo
2
Wells Fargo
California
$250M +$2.9M +162,815 +1%
Northern Trust
3
Northern Trust
Illinois
$109M +$63.6M +3,567,626 +144%
Morgan Stanley
4
Morgan Stanley
New York
$97.5M -$1.76M -98,772 -2%
WCM
5
Windham Capital Management
Massachusetts
$94.7M +$16.9M +946,922 +22%
FEG
6
Fund Evaluation Group
Ohio
$82.4M -$8.29M -465,156 -9%
JP Morgan Chase
7
JP Morgan Chase
New York
$59.5M -$20.3M -1,139,810 -26%
Envestnet Asset Management
8
Envestnet Asset Management
Illinois
$55M -$9.43M -529,042 -15%
UBS Group
9
UBS Group
Switzerland
$50.2M +$15.5M +871,997 +46%
State of New Jersey Common Pension Fund D
10
State of New Jersey Common Pension Fund D
New Jersey
$48.6M
State Street
11
State Street
Massachusetts
$40.3M -$4.7M -263,483 -11%
PCA
12
Personal Capital Advisors
California
$31.1M +$4.51M +253,027 +17%
COPPSERS
13
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$29.3M -$3.8M -213,141 -12%
CC
14
Curian Capital
Colorado
$28.3M -$2.61M -146,176 -9%
PAS
15
Park Avenue Securities
New York
$26.1M +$932K +52,275 +4%
Bank of New York Mellon
16
Bank of New York Mellon
New York
$24.1M -$46.3M -2,599,466 -66%
M&T Bank
17
M&T Bank
New York
$18.5M +$845K +47,399 +5%
IG
18
ING Group
Netherlands
$18M +$8.91M +500,000 +100%
USAA
19
United Services Automobile Association
Texas
$16.7M
First Eagle Investment Management
20
First Eagle Investment Management
New York
$15.4M
DCC
21
Dow Chemical Company
Michigan
$14M
Mariner
22
Mariner
Kansas
$13.9M +$13.3M +745,602 +3,030%
EA
23
Euclid Advisors
Connecticut
$11M -$333K -18,700 -3%
V
24
Veritable
Delaware
$8.25M -$2.63M -147,736 -24%
LPL Financial
25
LPL Financial
California
$6.8M +$1.02M +57,299 +17%

DBC Hedge Fund Activity: Q2 2015 in Review

213 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in Invesco DB Commodity Index Tracking Fund (DBC) for Q2 2015, worth a combined $1.69B — down 1.1% from $1.71B a quarter earlier.

Sellers outnumbered buyers: 33 funds closed out of DBC and 25 opened new positions — a net loss of 8 holders — while 71 trimmed existing stakes and 61 added.

The largest buyer was Northern Trust, adding an estimated $63.6M. The largest seller was Vanguard Group, exiting entirely with an estimated $77.9M sold.

  • 213 institutional investors held Invesco DB Commodity Index Tracking Fund (DBC) as of Q2 2015, down from 227 in Q1 2015.
  • Funds reported $1.69B of Invesco DB Commodity Index Tracking Fund stock for Q2 2015, down 1.1% quarter-over-quarter.
  • 25 funds opened new Invesco DB Commodity Index Tracking Fund positions in Q2 2015 and 33 closed out, a net change of -8 holders.
  • The largest Invesco DB Commodity Index Tracking Fund buyer in Q2 2015 was Northern Trust, an estimated $63.6M added.
  • The largest Invesco DB Commodity Index Tracking Fund seller in Q2 2015 was Vanguard Group, an estimated $77.9M sold.

Based on aggregated 13F filings for Q2 2015.