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Invesco DB Commodity Index Tracking Fund

193 hedge funds and large institutions have $1.17B invested in Invesco DB Commodity Index Tracking Fund in 2016 Q1 according to their latest regulatory filings, with 22 funds opening new positions, 54 increasing their positions, 72 reducing their positions, and 32 closing their positions.

New
Increased
Maintained
Reduced
Closed

65% more call options, than puts

Call options by funds: $9.14M | Put options by funds: $5.53M

3.17% more ownership

Funds ownership: 55.28%58.45% (+3.2%)

4% more capital invested

Capital invested by funds: $1.12B → $1.17B (+$49.4M)

5% less funds holding

Funds holding: 203193 (-10)

17% less funds holding in top 10

Funds holding in top 10: 65 (-1)

25% less repeat investments, than reductions

Existing positions increased: 54 | Existing positions reduced: 72

31% less first-time investments, than exits

New positions opened: 22 | Existing positions closed: 32

Holders
193
Holders Change
-10
Holders Change %
-4.93%
% of All Funds
5.14%
Holding in Top 10
5
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-16.67%
% of All Funds
0.13%
New
22
Increased
54
Reduced
72
Closed
32
Calls
$9.14M
Puts
$5.53M
Net Calls
+$3.61M
Net Calls Change
+$3.46M
Name Holding Trade Value Shares
Change
Change in
Stake
Wells Fargo
1
Wells Fargo
California
$292M +$121M +9,455,300 +76%
Bank of America
2
Bank of America
North Carolina
$238M -$21M -1,638,002 -8%
Morgan Stanley
3
Morgan Stanley
New York
$51.5M -$51.5M -4,028,240 -51%
PI
4
PineBridge Investments
New York
$43.3M -$11.4M -887,796 -21%
Northern Trust
5
Northern Trust
Illinois
$42.1M -$5.69M -444,906 -12%
WCM
6
Windham Capital Management
Massachusetts
$38.7M +$4M +312,993 +12%
COPPSERS
7
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$37.1M -$19.9M -1,559,201 -36%
State of New Jersey Common Pension Fund D
8
State of New Jersey Common Pension Fund D
New Jersey
$35.9M
Envestnet Asset Management
9
Envestnet Asset Management
Illinois
$33.5M +$4.54M +354,713 +16%
BCI
10
Brinker Capital Investments
Pennsylvania
$26.1M +$17.3M +1,353,129 +221%
WAMC
11
Western Asset Management Company
California
$25.9M +$24.9M +1,946,000 New
PAS
12
Park Avenue Securities
New York
$25.3M +$3.65M +285,128 +17%
QI
13
QS Investors
New York
$24.2M +$23.3M +1,823,583 +278,835%
USAA
14
United Services Automobile Association
Texas
$22.5M -$15.5M -1,215,700 -42%
State Street
15
State Street
Massachusetts
$18.1M +$2.23M +174,312 +15%
UBS Group
16
UBS Group
Switzerland
$16M -$7.09M -554,532 -32%
Manulife (Manufacturers Life Insurance)
17
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$13.8M -$3.19M -249,660 -19%
EA
18
Evanston Advisors
Illinois
$12.5M +$418K +32,650 +4%
First Eagle Investment Management
19
First Eagle Investment Management
New York
$11.3M
DCC
20
Dow Chemical Company
Michigan
$10.3M
CS
21
Credit Suisse
Switzerland
$7.82M +$7.24M +566,362 +2,535%
M&T Bank
22
M&T Bank
New York
$6.89M -$2.09M -163,596 -24%
GAG
23
GM Advisory Group
New York
$6.8M +$6.36M +497,350 New
Bank of Montreal
24
Bank of Montreal
Ontario, Canada
$6.28M +$1.36M +106,627 +29%
JP Morgan Chase
25
JP Morgan Chase
New York
$6.26M -$1.28M -99,793 -17%

DBC Hedge Fund Activity: Q1 2016 in Review

193 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Invesco DB Commodity Index Tracking Fund (DBC) for Q1 2016, worth a combined $1.17B — up 4.4% from $1.12B a quarter earlier.

Sellers outnumbered buyers: 32 funds closed out of DBC and 22 opened new positions — a net loss of 10 holders — while 72 trimmed existing stakes and 54 added.

The largest buyer was Wells Fargo, adding an estimated $121M. The largest seller was Morgan Stanley, cutting an estimated $51.5M.

  • 193 institutional investors held Invesco DB Commodity Index Tracking Fund (DBC) as of Q1 2016, down from 203 in Q4 2015.
  • Funds reported $1.17B of Invesco DB Commodity Index Tracking Fund stock for Q1 2016, up 4.4% quarter-over-quarter.
  • 22 funds opened new Invesco DB Commodity Index Tracking Fund positions in Q1 2016 and 32 closed out, a net change of -10 holders.
  • The largest Invesco DB Commodity Index Tracking Fund buyer in Q1 2016 was Wells Fargo, an estimated $121M added.
  • The largest Invesco DB Commodity Index Tracking Fund seller in Q1 2016 was Morgan Stanley, an estimated $51.5M sold.

Based on aggregated 13F filings for Q1 2016.