ZROZ

25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund

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US Treasury
Sector
1.32%
distribution yield
As of 09/30/2020
1.44%
30-day sec yield
As of 10/29/2020
25.43%
nav ytd return
As of 10/29/2020
25.04%
MARKET PRICE YTD RETURN
As of 10/29/2020
Morningstar Rating

The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of The BofA Merrill Lynch Long Treasury Principal STRIPS IndexSM

why invest in this fund

Portfolio Information

22
Number of Holdings
As of 10/29/2020
27.31 Years
Effective Maturity
As of 10/29/2020
27.31 Years
Effective Duration
As of 10/29/2020
1.65%
est. yield to maturity
As of 10/29/2020

Fund Facts

NAV PRICE
$165.17
1 DAY RETURN
$-2.34 -1.40%
As of 10/29/2020
MARKET PRICE
$164.93
1 DAY RETURN
$-2.18 -1.30%
As of 10/29/2020

Price

Fund Information

As of 10/29/2020
Data point name Data point value
TYPE Index
DURATION CATEGORY Ultra Long
CUSIP 72201R882
Inception Date 10/30/2009
Shares Outstanding 2,570,000
Total Net Assets $424,476,544.00
Daily Trading Volume (in shares) 104,098
Premium/Discount Average (since inception) 0.01%
Premium/Discount Average as of market close -0.15%
Tracking Error
Trailing 3 years as of 09/30/2020
1.19%
Closing Price
As of 10/29/2020
$164.65
Annualized Volatility 0.19

INDEX INFORMATION

The ICE BofAML Long U.S. Treasury Principal STRIPS IndexSM

The ICE BofAML Long US Treasury Principal STRIPS IndexSM is an unmanaged index comprised of long maturity Separate Trading of Registered Interest and Principal of Securities (STRIPS) representing the final principal payment of U.S. Treasury bonds. It is not possible to invest directly in an unmanaged index.

INDEX INFORMATION
Data point name Data point value
Index Ticker STPL
Inception Date 12/31/1996
Rebalancing Frequency Quarterly
Annualized Volatility
As of 09/30/2020
20.64%

Quarterly Trading Characteristics

As of 09/30/2020

Average Volume

in shares 55,140
in $ $9,675,961.18

Bid / Ask Spread

in % 0.47%
in $ $0.83

Top Ten Exposure

As of 10/29/2020

Top Ten Exposure table

Description % of Assets Sector Coupon Maturity
U S T STRIP PRINC (2.5% 2046) 5.23 Government 0.00 02/15/2046
U S T STRIP PRINC (2.25% 2046) 5.20 Government 0.00 08/15/2046
U S T STRIP PRINC (2.5% 2046) 5.16 Government 0.00 05/15/2046
U S T STRIP PRINC (3% 2047) 5.14 Government 0.00 02/15/2047
U S T STRIP PRINC (3% 2047) 5.13 Government 0.00 05/15/2047
U S T STRIP PRINC (2.875% 2046) 5.12 Government 0.00 11/15/2046
U S T STRIP PRINC (3% 2045) 5.11 Government 0.00 11/15/2045
U S T STRIP PRINC (2.75% 2047) 5.05 Government 0.00 08/15/2047
U S T STRIP PRINC (2.75% 2047) 5.04 Government 0.00 11/15/2047
U S T STRIP PRINC (3% 2048) 5.04 Government 0.00 02/15/2048

Fund Managers

fund manager Matt Dorsten
Matt Dorsten
Portfolio Manager, Quantitative Strategy
fund manager Graham A. Rennison
Graham A. Rennison
Quantitative Portfolio Manager
Effective as of 10/30/2020

Fees and Expenses

Name Value
Gross Expense Ratio 0.15%

Yields

1.32%
distribution yield
As of 09/30/2020
1.44%
30-DAY SEC YIELD
As of 10/29/2020
1.65%
est. yield to maturity
As of 10/29/2020

Dividends & Capital Gains Distribution

As of 10/29/2020
Distribution Date Dist. Nav Long Term Cap. Gain Short Term Cap. Gain Dividend Income Dist. Total
10/01/2020 171.59 - - 0.570000 0.570000
07/01/2020 171.76 - - 0.670000 0.670000
04/01/2020 179.29 - - 0.850000 0.850000
12/30/2019 135.58 - - 0.860000 0.860000
12/11/2019 140.47 0.000000 0.000000 - 0.000000
10/01/2019 144.39 - - 0.700000 0.700000
07/01/2019 127.04 - - 0.670000 0.670000
04/01/2019 116.36 - - 0.730000 0.730000
12/28/2018 112.23 - - 0.950000 0.950000
12/12/2018 109.47 0.000000 0.000000 - 0.000000
10/01/2018 106.76 - - 0.770000 0.770000
07/02/2018 114.44 - - 0.770000 0.770000
04/02/2018 114.02 - - 0.782000 0.782000
12/28/2017 120.65 - - 0.782000 0.782000
12/13/2017 121.80 0.000000 0.000000 - 0.000000
10/02/2017 115.68 - - 0.770000 0.770000
07/03/2017 115.69 - - 0.800000 0.800000
04/03/2017 111.61 - - 0.720000 0.720000
12/28/2016 107.96 - - 1.110000 1.110000
12/14/2016 106.30 0.000000 0.000000 - 0.000000
10/03/2016 133.81 - - 1.000000 1.000000
07/01/2016 136.99 - - 0.520000 0.520000
04/01/2016 123.83 - - 0.630000 0.630000
12/29/2015 109.73 - - 0.930000 0.930000
12/09/2015 112.15 0.000000 0.000000 - 0.000000
09/30/2015 113.28 - - 0.730000 0.730000
06/30/2015 105.39 - - 0.850000 0.850000
03/31/2015 126.20 - - 0.750000 0.750000
12/29/2014 118.68 - - 0.780000 0.780000
12/10/2014 116.34 0.000000 0.000000 - 0.000000
09/30/2014 104.50 - - 0.900000 0.900000
06/30/2014 99.87 - - 0.760000 0.760000
03/31/2014 93.24 - - 0.680000 0.680000
12/27/2013 82.82 - - 1.240000 1.240000
12/11/2013 84.82 0.000000 0.000000 - 0.000000
09/30/2013 88.16 0.000000 0.000000 0.740000 0.740000
06/28/2013 94.57 - - 0.800000 0.800000
03/28/2013 103.44 - - 0.770000 0.770000
12/27/2012 111.18 - - 1.080000 1.080000
12/12/2012 111.94 0.000000 0.000000 - 0.000000
09/28/2012 113.80 - - 0.920000 0.920000
06/29/2012 116.38 - - 0.705000 0.705000
03/30/2012 97.09 - - 0.740000 0.740000
12/28/2011 110.53 - - 1.050000 1.050000
12/07/2011 106.62 0.000000 0.000000 - 0.000000
09/30/2011 110.49 - - 0.727550 0.727550
06/30/2011 70.18 - - 0.824890 0.824890
03/31/2011 68.60 - - 0.735890 0.735890
12/29/2010 70.61 - - 0.855590 0.855590
12/08/2010 70.35 0.000000 0.000000 - 0.000000
09/30/2010 86.33 - - 0.811540 0.811540
06/30/2010 83.02 - - 0.880150 0.880150
03/31/2010 65.91 - - 0.741980 0.741980
12/29/2009 68.09 - - 0.505760 0.505760
12/16/2009 69.98 0.000000 0.000000 - 0.000000