PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
53 hedge funds and large institutions have $93.2M invested in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund in 2019 Q4 according to their latest regulatory filings, with 17 funds opening new positions, 14 increasing their positions, 16 reducing their positions, and 11 closing their positions.
147% more call options, than puts
Call options by funds: $2.93M | Put options by funds: $1.19M
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
55% more first-time investments, than exits
New positions opened: 17 | Existing positions closed: 11
13% more funds holding
Funds holding: 47 → 53 (+6)
1.63% more ownership
Funds ownership: 36.45% → 38.08% (+1.6%)
13% less repeat investments, than reductions
Existing positions increased: 14 | Existing positions reduced: 16
27% less capital invested
Capital invested by funds: $128M → $93.2M (-$34.4M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
+$4.61M |
| 2 |
NCM
Niemann Capital Management
Stateline,
Nevada
|
+$2.89M |
| 3 |
MIAN
Mariner Independent Advisor Network
Overland Park,
Kansas
|
+$1.74M |
| 4 |
Stifel Financial
St. Louis,
Missouri
|
+$912K |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$404K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$18.7M |
| 2 |
Morgan Stanley
New York
|
-$7.31M |
| 3 |
Bank of America
Charlotte,
North Carolina
|
-$3.9M |
| 4 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$2.03M |
| 5 |
Ameriprise
Minneapolis,
Minnesota
|
-$1.7M |
ZROZ Hedge Fund Activity: Q4 2019 in Review
53 of the 5,092 institutional investors tracked by Wall St. Rank reported a position in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) for Q4 2019, worth a combined $93.2M — down 27% from $128M a quarter earlier.
Buyers outnumbered sellers: 17 funds opened new ZROZ positions and 11 closed out — a net gain of 6 holders — while 14 added to existing stakes and 16 trimmed.
The largest buyer was Citadel Advisors, adding an estimated $4.61M. The largest seller was Jane Street, cutting an estimated $18.7M.
- 53 institutional investors held PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) as of Q4 2019, up from 47 in Q3 2019.
- Funds reported $93.2M of PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund stock for Q4 2019, down 27% quarter-over-quarter.
- 17 funds opened new PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund positions in Q4 2019 and 11 closed out, a net change of +6 holders.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund buyer in Q4 2019 was Citadel Advisors, an estimated $4.61M added.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund seller in Q4 2019 was Jane Street, an estimated $18.7M sold.
Based on aggregated 13F filings for Q4 2019.