PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
79 hedge funds and large institutions have $190M invested in PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund in 2022 Q3 according to their latest regulatory filings, with 25 funds opening new positions, 24 increasing their positions, 16 reducing their positions, and 12 closing their positions.
248% more call options, than puts
Call options by funds: $5.58M | Put options by funds: $1.6M
108% more first-time investments, than exits
New positions opened: 25 | Existing positions closed: 12
50% more repeat investments, than reductions
Existing positions increased: 24 | Existing positions reduced: 16
16% more funds holding
Funds holding: 68 → 79 (+11)
12% less capital invested
Capital invested by funds: $217M → $190M (-$27M)
12.92% less ownership
Funds ownership: 50.43% → 37.51% (-13%)
40% less funds holding in top 10
Funds holding in top 10: 5 → 3 (-2)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$31.3M |
| 2 |
LJAC
L.J. Altfest & Co
New York
|
+$12.3M |
| 3 |
Morgan Stanley
New York
|
+$9.37M |
| 4 |
Citadel Advisors
Miami,
Florida
|
+$7.18M |
| 5 |
LPL Financial
San Diego,
California
|
+$4.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
DPRC
Deer Park Road Corp
Steamboat Springs,
Colorado
|
-$54.2M |
| 2 |
FS
Ferguson Shapiro
Decatur,
Georgia
|
-$10.9M |
| 3 |
FA
Faithward Advisors
Lancaster,
Pennsylvania
|
-$5.16M |
| 4 |
IA
IFP Advisors
Tampa,
Florida
|
-$4.99M |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$4.01M |
ZROZ Hedge Fund Activity: Q3 2022 in Review
79 of the 5,828 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 2022, worth a combined $190M — down 12% from $217M a quarter earlier.
Buyers outnumbered sellers: 25 funds opened new ZROZ positions and 12 closed out — a net gain of 13 holders — while 24 added to existing stakes and 16 trimmed.
The largest buyer was Jane Street, adding an estimated $31.3M. The largest seller was Deer Park Road Corp, exiting entirely with an estimated $54.2M sold.
- 79 institutional investors held PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund (ZROZ) as of Q3 2022, up from 68 in Q2 2022.
- Funds reported $190M of PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund stock for Q3 2022, down 12% quarter-over-quarter.
- 25 funds opened new PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund positions in Q3 2022 and 12 closed out, a net change of +13 holders.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund buyer in Q3 2022 was Jane Street, an estimated $31.3M added.
- The largest PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund seller in Q3 2022 was Deer Park Road Corp, an estimated $54.2M sold.
Based on aggregated 13F filings for Q3 2022.