ZROZ

PIMCO 25+ Year Zero Coupon US Treasury Index ETF
*Unless otherwise stated, data provided by FactSet.

ZROZ Fund Description

ZROZ tracks a market-weighted index comprising separate trading of registered interest and principal of Securities (STRIPs), with a remaining maturity of 25 years+.

ZROZ Factset Analytics Insight

ZROZ's high-duration play makes it hypersensitive to every twitch in interest rates. It tracks an index of long-term Treasurys with coupon cash flows removed, leaving only the principal repayment at the end. Called STRIPs, these securities are sold at deep discount to face value and make no interest payments until they mature at par. Since STRIPs are zero coupon bonds, they are particularly sensitive to interest-rate risk. As a result, the fund's effective duration is much higher, which in turn produces volatile results compared with vanilla long-dated Treasurys. Despite the lack of coupons from the underlying zeroes, the fund itself makes quarterly distributions with proceeds from bonds sold at rebalance.

ZROZ MSCI ESG Analytics Insight

PIMCO 25+ Year Zero Coupon US Treasury Index ETF has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. PIMCO 25+ Year Zero Coupon US Treasury Index ETF ranks in the 49th percentile within its peer group and in the 80th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ZROZ 1.72% 8.97% -3.53% -8.22% 15.18% 5.53% 6.18%
ZROZ (NAV) -1.27% 6.12% -6.31% -11.36% 14.08% 4.96% 6.10%
ICE BofAML Long US Treasury Principal STRIPS Index -1.02% 6.49% -6.22% -10.73% 14.37% 5.09% 6.16%
Bloomberg Long U.S. Treasury Index -1.27% 3.81% -5.10% -8.29% 10.21% 3.87% 4.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ZROZ Summary Data

Allianz
PIMCO
10/30/09
Open-Ended Fund
0.15%
$441.19M
$12.90M
0.09%

ZROZ Portfolio Data

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N/A
19

ZROZ Index Data

ICE BofAML Long US Treasury Principal STRIPS Index
Market Value
Market Value
Bloomberg Long U.S. Treasury Index

ZROZ Portfolio Management

0.15%
-0.11%
3.36%
-1.44%

ZROZ Tax Exposures

20.00% / 39.60%
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Ordinary income
No

ZROZ Fund Structure

Open-Ended Fund
No
No
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N/A
N/A
Low
Daily

ZROZ Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ZROZ. ZROZ is rated a N/A out of 5.

ZROZ Tradability

85,205
$12.90M
57,230
$8.69M
0.09%
$0.14
-0.14%
0.31% / -0.81%
None
100.00%
50,000
1.14
0.01%
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248
$151.80
N/A

ZROZ Top 10 Holdings[View All]

9.80%
5.23%
5.19%
5.18%
5.18%
5.10%
5.09%
5.09%
5.06%
5.05%
55.98%

ZROZ Performance Statistics

0.92
1.44
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ZROZ MSCI ESG Ratings

6.10 / 10
79.85
48.98
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ZROZ Holdings Statistics

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19
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ZROZ Avg Life Maturity Distribution

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ZROZ OAS Breakdown

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