PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
44 hedge funds and large institutions have $128M invested in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund in 2016 Q1 according to their latest regulatory filings, with 21 funds opening new positions, 14 increasing their positions, 6 reducing their positions, and 4 closing their positions.
33,450% more call options, than puts
Call options by funds: $671K | Put options by funds: $2K
425% more first-time investments, than exits
New positions opened: 21 | Existing positions closed: 4
133% more repeat investments, than reductions
Existing positions increased: 14 | Existing positions reduced: 6
76% more capital invested
Capital invested by funds: $72.6M → $128M (+$55.2M)
63% more funds holding
Funds holding: 27 → 44 (+17)
50% more funds holding in top 10
Funds holding in top 10: 2 → 3 (+1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$9.86M |
| 2 |
Envestnet Asset Management
Chicago,
Illinois
|
+$6.89M |
| 3 |
Allianz Asset Management
Munich,
Germany
|
+$5.19M |
| 4 |
Wells Fargo
San Francisco,
California
|
+$3.67M |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.49M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$2.04M |
| 2 |
PP
Pension Partners
New York
|
-$1.55M |
| 3 |
VKH
Virtu KCG Holdings
New York
|
-$590K |
| 4 |
Stifel Financial
St. Louis,
Missouri
|
-$463K |
| 5 |
NC
NewSquare Capital
Newtown Square,
Pennsylvania
|
-$297K |
ZROZ Hedge Fund Activity: Q1 2016 in Review
44 of the 3,767 institutional investors tracked by Wall St. Rank reported a position in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) for Q1 2016, worth a combined $128M — up 76% from $72.6M a quarter earlier.
Buyers outnumbered sellers: 21 funds opened new ZROZ positions and 4 closed out — a net gain of 17 holders — while 14 added to existing stakes and 6 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $9.86M. The largest seller was Jane Street, cutting an estimated $2.04M.
- 44 institutional investors held PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) as of Q1 2016, up from 27 in Q4 2015.
- Funds reported $128M of PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund stock for Q1 2016, up 76% quarter-over-quarter.
- 21 funds opened new PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund positions in Q1 2016 and 4 closed out, a net change of +17 holders.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund buyer in Q1 2016 was Morgan Stanley, an estimated $9.86M added.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund seller in Q1 2016 was Jane Street, an estimated $2.04M sold.
Based on aggregated 13F filings for Q1 2016.