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PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund

39 hedge funds and large institutions have $67.8M invested in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund in 2016 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 8 increasing their positions, 17 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% less funds holding

Funds holding: 4739 (-8)

50% less funds holding in top 10

Funds holding in top 10: 42 (-2)

53% less repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 17

62% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 13

79% less capital invested

Capital invested by funds: $322M → $67.8M (-$254M)

Holders
39
Holders Change
-8
Holders Change %
-17.02%
% of All Funds
1.04%
Holding in Top 10
2
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-50%
% of All Funds
0.05%
New
5
Increased
8
Reduced
17
Closed
13
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$7.02M -$2.04M -14,956 -22%
Wells Fargo
2
Wells Fargo
California
$6.92M -$932K -6,820 -12%
CCP
3
Cardan Capital Partners
Colorado
$6.92M +$314K +2,299 +5%
Jane Street
4
Jane Street
New York
$6.56M +$184K +1,348 +3%
VKH
5
Virtu KCG Holdings
New York
$5.43M +$4.76M +34,861 +660%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$4.69M
Royal Bank of Canada
7
Royal Bank of Canada
Ontario, Canada
$4.45M -$21M -153,346 -82%
EM
8
EnTrustPermal Management
New York
$4.42M -$205K -1,500 -4%
LPL Financial
9
LPL Financial
California
$2.35M -$31.7K -232 -1%
KLC
10
Knowledge Leaders Capital
Colorado
$2.23M +$2.25M +16,493 New
Invesco
11
Invesco
Georgia
$2.17M -$5.05M -36,938 -70%
Susquehanna International Group
12
Susquehanna International Group
Pennsylvania
$1.85M -$2.8M -20,521 -60%
UBS Group
13
UBS Group
Switzerland
$1.56M -$4.55M -33,269 -74%
Bank of America
14
Bank of America
North Carolina
$1.54M -$2.54M -18,566 -62%
Ameriprise
15
Ameriprise
Minnesota
$1.48M +$473K +3,464 +46%
BTS
16
BB&T Securities
Virginia
$1.14M -$9.84M -71,964 -89%
AG
17
Advisor Group
Arizona
$1.01M +$127K +928 +14%
CWM
18
Concert Wealth Management
California
$960K +$971K +7,106 New
Janney Montgomery Scott
19
Janney Montgomery Scott
Pennsylvania
$897K +$906K +6,631 New
SWP
20
Stratos Wealth Partners
Ohio
$820K -$2.02M -14,807 -71%
ASN
21
Advisory Services Network
Georgia
$660K +$34.2K +250 +5%
Citigroup
22
Citigroup
New York
$545K -$17.2K -126 -3%
CIBC World Market
23
CIBC World Market
Ontario, Canada
$462K
Cambridge Investment Research Advisors
24
Cambridge Investment Research Advisors
Iowa
$448K -$357K -2,612 -44%
Millennium Management
25
Millennium Management
New York
$416K +$420K +3,073 New

ZROZ Hedge Fund Activity: Q3 2016 in Review

39 of the 3,748 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 2016, worth a combined $67.8M — down 79% from $322M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of ZROZ and 5 opened new positions — a net loss of 8 holders — while 17 trimmed existing stakes and 8 added.

The largest buyer was Virtu KCG Holdings, adding an estimated $4.76M. The largest seller was RiverFront Investment Group, exiting entirely with an estimated $161M sold.

  • 39 institutional investors held PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) as of Q3 2016, down from 47 in Q2 2016.
  • Funds reported $67.8M of PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund stock for Q3 2016, down 79% quarter-over-quarter.
  • 5 funds opened new PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund positions in Q3 2016 and 13 closed out, a net change of -8 holders.
  • The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund buyer in Q3 2016 was Virtu KCG Holdings, an estimated $4.76M added.
  • The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund seller in Q3 2016 was RiverFront Investment Group, an estimated $161M sold.

Based on aggregated 13F filings for Q3 2016.