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iShares S&P GSCI Commodity-Indexed Trust

87 hedge funds and large institutions have $472M invested in iShares S&P GSCI Commodity-Indexed Trust in 2016 Q1 according to their latest regulatory filings, with 11 funds opening new positions, 29 increasing their positions, 24 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

120% more first-time investments, than exits

New positions opened: 11 | Existing positions closed: 5

21% more repeat investments, than reductions

Existing positions increased: 29 | Existing positions reduced: 24

8% more capital invested

Capital invested by funds: $438M → $472M (+$34M)

7% more funds holding

Funds holding: 8187 (+6)

7% more call options, than puts

Call options by funds: $154K | Put options by funds: $144K

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

3.3% less ownership

Funds ownership: 65.66%62.35% (-3.3%)

Holders
87
Holders Change
+6
Holders Change %
+7.41%
% of All Funds
2.32%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
11
Increased
29
Reduced
24
Closed
5
Calls
$154K
Puts
$144K
Net Calls
+$10K
Net Calls Change
+$13K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$354M +$37.4M +2,811,232 +12%
GF
2
Gerstein Fisher
New York
$17.3M +$1.66M +124,867 +11%
Natixis Advisors
3
Natixis Advisors
Massachusetts
$12.2M +$2.22M +166,830 +23%
BIT
4
BlackRock Institutional Trust
California
$7.68M -$187K -14,045 -2%
CAM
5
Crestone Asset Management
Colorado
$7.61M +$1.18M +88,659 +19%
PPA
6
Parametric Portfolio Associates
Washington
$7.08M +$1.03M +77,000 +18%
Jane Street
7
Jane Street
New York
$5.93M +$5.73M +430,369 New
Bank of New York Mellon
8
Bank of New York Mellon
New York
$5.2M -$231K -17,310 -4%
Morgan Stanley
9
Morgan Stanley
New York
$4.84M -$4.78M -359,061 -51%
Bank of America
10
Bank of America
North Carolina
$4.43M +$3.17M +238,126 +286%
State Street
11
State Street
Massachusetts
$4.39M -$1.22M -91,837 -22%
BJ
12
BlackRock Japan
Japan
$4.08M +$802K +60,240 +26%
1GA
13
1st Global Advisors
Texas
$4M -$263K -19,718 -6%
Mariner
14
Mariner
Kansas
$3.3M -$1.31M -98,190 -29%
American Century Companies
15
American Century Companies
Missouri
$2.5M -$265K -19,884 -10%
Royal Bank of Canada
16
Royal Bank of Canada
Ontario, Canada
$1.95M -$8.19K -615 -0.4%
MFS
17
MSI Financial Services
Massachusetts
$1.84M +$663K +49,802 +60%
BG
18
BlackRock Group
United Kingdom
$1.53M +$116K +8,743 +9%
Barclays
19
Barclays
United Kingdom
$1.38M +$1.37M +102,749 +3,256%
Comerica Bank
20
Comerica Bank
Texas
$1.25M -$176K -13,195 -13%
BPC
21
Banque Pictet & Cie
Switzerland
$1.2M +$1.16M +87,000 New
Wells Fargo
22
Wells Fargo
California
$1.18M -$112K -8,416 -9%
Envestnet Asset Management
23
Envestnet Asset Management
Illinois
$1.07M +$712K +53,479 +223%
BIM
24
BlackRock Investment Management
Delaware
$1.03M +$204K +15,325 +26%
Neuberger Berman Group
25
Neuberger Berman Group
New York
$967K +$566K +42,487 +154%

GSG Hedge Fund Activity: Q1 2016 in Review

87 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in iShares S&P GSCI Commodity-Indexed Trust (GSG) for Q1 2016, worth a combined $472M — up 7.8% from $438M a quarter earlier.

Buyers outnumbered sellers: 11 funds opened new GSG positions and 5 closed out — a net gain of 6 holders — while 29 added to existing stakes and 24 trimmed.

The largest buyer was BlackRock, adding an estimated $37.4M. The largest seller was Morgan Stanley, cutting an estimated $4.78M.

  • 87 institutional investors held iShares S&P GSCI Commodity-Indexed Trust (GSG) as of Q1 2016, up from 81 in Q4 2015.
  • Funds reported $472M of iShares S&P GSCI Commodity-Indexed Trust stock for Q1 2016, up 7.8% quarter-over-quarter.
  • 11 funds opened new iShares S&P GSCI Commodity-Indexed Trust positions in Q1 2016 and 5 closed out, a net change of +6 holders.
  • The largest iShares S&P GSCI Commodity-Indexed Trust buyer in Q1 2016 was BlackRock, an estimated $37.4M added.
  • The largest iShares S&P GSCI Commodity-Indexed Trust seller in Q1 2016 was Morgan Stanley, an estimated $4.78M sold.

Based on aggregated 13F filings for Q1 2016.