PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
28 hedge funds and large institutions have $78.5M invested in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund in 2017 Q3 according to their latest regulatory filings, with 3 funds opening new positions, 9 increasing their positions, 9 reducing their positions, and 4 closing their positions.
3% more capital invested
Capital invested by funds: $76.1M → $78.5M (+$2.42M)
0.18% more ownership
Funds ownership: 44.12% → 44.31% (+0.18%)
0% more repeat investments, than reductions
Existing positions increased: 9 | Existing positions reduced: 9
10% less funds holding
Funds holding: 31 → 28 (-3)
25% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 4
36% less call options, than puts
Call options by funds: $245K | Put options by funds: $385K
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$4.14M |
| 2 |
Jane Street
New York
|
+$3.72M |
| 3 |
LPL Financial
San Diego,
California
|
+$2.37M |
| 4 |
Bank of America
Charlotte,
North Carolina
|
+$1.39M |
| 5 |
CIBC World Market
Toronto,
Ontario, Canada
|
+$920K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
-$6.08M |
| 2 |
Invesco
Atlanta,
Georgia
|
-$2.46M |
| 3 |
AIP
Almanack Investment Partners
Wayne,
Pennsylvania
|
-$1.84M |
| 4 |
BTS
BB&T Securities
Richmond,
Virginia
|
-$643K |
| 5 |
Envestnet Asset Management
Chicago,
Illinois
|
-$113K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
BlackRock
New York
| $1K | – | – | – |
|
|
TFA
27
Transamerica Financial Advisors
St. Petersburg,
Florida
| $1K | – | – | – |
|
|
28
Citadel Advisors
Miami,
Florida
| – | -$6.08M | -51,876 | Closed |
|
|
CG
29
Cutler Group
San Francisco,
California
| – | -$83.8K | -713 | Closed |
|
30
Citigroup
New York
| – | -$16K | -137 | Closed |
|
|
GI
31
Gradient Investments
Arden Hills,
Minnesota
| – | -$1K | -8 | Closed |
|
ZROZ Hedge Fund Activity: Q3 2017 in Review
28 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) for Q3 2017, worth a combined $78.5M — up 3.2% from $76.1M a quarter earlier.
Sellers outnumbered buyers: 4 funds closed out of ZROZ and 3 opened new positions — a net loss of 1 holder — while 9 trimmed existing stakes and 9 added.
The largest buyer was Susquehanna International Group, adding an estimated $4.14M. The largest seller was Citadel Advisors, exiting entirely with an estimated $6.08M sold.
- 28 institutional investors held PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) as of Q3 2017, down from 31 in Q2 2017.
- Funds reported $78.5M of PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund stock for Q3 2017, up 3.2% quarter-over-quarter.
- 3 funds opened new PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund positions in Q3 2017 and 4 closed out, a net change of -1 holder.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund buyer in Q3 2017 was Susquehanna International Group, an estimated $4.14M added.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund seller in Q3 2017 was Citadel Advisors, an estimated $6.08M sold.
Based on aggregated 13F filings for Q3 2017.