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PIMCO (biggest bond fund) Dumping All Treasuries, Bringing "Government Related" Holdings To Zero
ZeroHedge ^

Posted on 03/09/2011 12:27:54 PM PST by gregd0180

And many thought Bill Gross was only posturing when he said he is getting the hell out of dodge. Based on still to be publicly reported data by Pimco's flagship Total Return Fund, the world's largest bond fund, in the month of January, has taken its bond holdings to zero (and -14% on a Duration Weighted Exposure basis). The offset, not surprisingly, is cash. After sporting $28.6 billion in "government related" securities, TRF dropped to $0.0, while its cash holdings surged from $11.9 billion to a whopping $54.5 billion (based on total TRF holdings of $236.9 billion as of February 28). This is the most cash the flagship fund has ever held, and the lowest amount in Treasury holdings since January 2009 before it was made clear that the Fed was going to adjust QE1 to include Treasurys in addition to Mortgage Backed Securities. PIMCO's Treasury holdings peaked in June 2010 at $147.4 billion and have declined consistently ever since. And while we expected that the spike in MBS holdings (at times on margin) was indicative of an expectation that QE3 would monetize mortgage backed securities, the ongoing decline in that asset class now leads us to believe that Bill Gross is now convinced there will be no QE3 at all, at least based on his just putting his money where his monthly pen is! And if Bill Gross, the most connected person to the upcoming actions by the Fed, believes there is no more quantitative easing, it is really time to get the hell out of dodge in all security classes - bonds, and most certainly, equities.

Note the plunge in Treasury holdings in the chart below (blue line), offset by the surge in cash (dotted pink line). Time to panic.

[...]

(Excerpt) Read more at zerohedge.com ...


TOPICS: Breaking News; Business/Economy; Front Page News; News/Current Events
KEYWORDS: bankrupt; broke; china; debt; deficit; economy; obama; palin; pimco; qe3
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To: WhistlingPastTheGraveyard

Gross is getting out because the dollar is going to devalue sharply sometime after June 30th, which is when QE2 is supposed to end - but will not.

Keep your silver! Do not be shaken out. There will come a time to sell it, but that time is not yet: the price of silver has a long way to go.

Any FReepers in cash or bills, sell them and buy physical silver.


161 posted on 03/10/2011 3:19:12 AM PST by agere_contra (Whenever a Liberal admits to something: he is covering up something far worse)
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To: Lazamataz
It seems odd to me, too, although I am no trader. But just on the face of it, it seems someone's not as concerned about dollar devaluation as I am.

How Gross would protect his PIMCO investors from a dollar melt isn't obvious. He's not running a precious-metals fund, so he would probably run to tangible-asset-rich equities if he thought the dollar was at risk, and equities with lots of overseas income, like Coca-Cola and MacDonald's.

He's running away from debt, not dollars, suggesting that he's expecting a big interest-rate shock, i.e. a cessation of QE.

The threat is to interest rates, not the dollar. Or so his actions would suggest.

162 posted on 03/10/2011 3:47:59 AM PST by lentulusgracchus (Concealed carry is a pro-life position.)
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To: TSgt; paulycy
[TSgt] Just the potential for crushing deflation and the halt of all U.S. commerce.

If Gross thought that, he'd have done the opposite of what he did. He'd be running toward Treasurys instead of away from them, Treasurys and cash.

But he wants just cash instead. Going short-term + cash and dumping Treasury debt means %'s are headed up, Treasurys and equities down, like the article says.

Gross's move if correct also implies, dollar up, foreign currencies and precious metals down.

163 posted on 03/10/2011 4:00:11 AM PST by lentulusgracchus (Concealed carry is a pro-life position.)
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To: kearnyirish2

If our money falls in value compared to the rest of the world, there will be *NO* cheap Chinese stuff, only expensive Chinese stuff.

Kinda like the Asian flu of 2000. The Korean won went from 800 won to the dollar to 3000 won to the dollar. Only it’ll be the dollar as the ‘won’ against the Chinese yuan (ie: dollar).

Fortunately, America is a large country that can grow it’s own food, has automakers, and can produce much of all we need, as long as the government and it’s regulators don’t get in our way. Combine that with a worthless dollar and the only thing we’ll be able to afford is American products, imports being too expensive. So that ought to get more American’s back to work.

That, and our currency will make our goods cheaper for the rest of the world to buy. (in other words, we’d be the next China for investment)

But like I said, that requires our government to get out of business’s way.


164 posted on 03/10/2011 4:17:51 AM PST by gogogodzilla (Live free or die!)
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To: agere_contra; WhistlingPastTheGraveyard

I agree with agere,

A lot depends on where you think our country is headed. If one thinks the collapse of the dollar is coming, the last place you want to be is in dollars. You want to be able to use your silver/gold to purchase whatever the new currency will be.


165 posted on 03/10/2011 4:20:01 AM PST by EBH ( Whether you eat your bread or see it vanish into a looter's stomach, is an absolute.)
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To: Kimberly GG

... and then on Day 16, those that didn’t panic then use the money they have to buy everything that the panicking fools sold for pennies on the dollar.

Day 17 onward then is spent rebuilding, with all the profits going to those that bought on Day 16.


166 posted on 03/10/2011 4:24:38 AM PST by gogogodzilla (Live free or die!)
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To: lentulusgracchus

Hmmm, then it’s probably a good thing that I didn’t renew my pre-crisis CD at the superlow interest rates.


167 posted on 03/10/2011 4:27:28 AM PST by gogogodzilla (Live free or die!)
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To: ModelBreaker

Thank you for this very interesting explanation. Is any of this intentional or is this a system that is just out of control due to the use of incorrect financial principles?


168 posted on 03/10/2011 4:27:51 AM PST by paulycy (Islamo-Marxism is Evil.)
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To: olrtex

olrtex wrote: Of course, Gross now has a huge interest in bonds dropping like a lead balloon. He could easily be trying to drive bonds down so he can swoop in when they reach the basement.

..... You MIGHT be right. But on the other hand maybe a cigar is just a cigar, as Groucho once put it, and Gross has simply lost faith in US treasuries as an investment vehicle. PIMCO may represent the world’s largest investment bond fund, but its holdings were far from the world’s largest position in US treasury bonds. That distinction, as I understand it, is held by the US Federal Reserve, which recently surpassed China. The Fed and China alone jointly hold about US$ 2 trillion in US treasuries. After that, there are the Europeans, the Arabs, and a legion of other investors both private and governmental. I’m not sure that PIMCO’s treasuries position was large enough to meaningfully manipulate the market, especially when a couple of hundred billion in US treasury bonds goes to auction every month. If I’m wrong on this perhaps some better informed Freeper here can educate me.

The important questions I’m asking in this situation are -

Why is the US Fed such a large holder of US treasuries?
Answer - No one else is willing to buy them in the necessary volume, which means that “supply” is exceeding demand, which in turn means that the global investment market does not have the appetite to buy US debt obligations at the rate which it is currently being created.

Where does the Fed get the money to make such purchases?
Answer - they simply create it out of accounting legerdemain and thin air.

None of the above gives me any degree of comfort. That being said, what is any sane person, including Gross, supposed to do if he believes in an impending collapse in the value of an important portfolio holding?
Answer - Sell.

Sometimes a cigar is just a cigar.


169 posted on 03/10/2011 4:38:41 AM PST by Senator John Blutarski (The progress of government: republic, democracy, technocracy, bureaucracy, plutocracy, kleptocracy,)
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To: NVDave; Frantzie
FWIW, I like to hear what Dr. Doom has to say :)

I did notice this morning, while tuning into CNBC, that the Thursday countdown clock for the weekly unemployment stats was missing. Santelli didn't get a whole lotta time, though what he got he put to good use :) And I wasn't watching all morning, but while I was I saw nothing about the Pimco story.

170 posted on 03/10/2011 5:54:26 AM PST by mewzilla (Hey, Schumer, your Lockerbie report left quite a bit out.)
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To: Lazamataz
Your record's stuck Your record's stuck Your record's stuck

Ain't that the friggin truth. Never seen anything like it 'round these parts.

171 posted on 03/10/2011 6:43:12 AM PST by Windflier (To anger a conservative, tell him a lie. To anger a liberal, tell him the truth.)
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To: Windflier
Ain't that the friggin truth. Never seen anything like it 'round these parts.

Tabitha Soren. Don't know if you were around then, but this chick turned EVERYTHING into an abortion argument.

Example:

Laz: Hi Tabitha. I hope you are well today.

Tabitha Soren: Well, I'm fine. But you know who's NOT FINE??!?? THE 78 MILLION ABORTED FETUSES, DISCARDED AND BLEEDING IN GARBAGE CANS!!!!!!!!!!!111!!!

Laz: Ew. Disgusting. Say, have you seen that new TV series, "Two and a half men"?

Tabitha Soren: The only HALF MEN I KNOW ARE THE *ABORTED* *MALE* *FETUSES* all KILLED and being PICKED AT by the VULTURES OF THE CULTURE OF DEATH: ABORTIONISTS!!!!111!!11!

172 posted on 03/10/2011 7:00:04 AM PST by Lazamataz (NPR is the ACORN of the media world.)
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To: Frantzie

You have jumped off a conclusion cliff


173 posted on 03/10/2011 7:05:07 AM PST by bert (K.E. N.P. N.C. D.E. +12 ....( History is a process, not an event ))
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To: Lazamataz
Tabitha Soren. Don't know if you were around then, but this chick turned EVERYTHING into an abortion argument.

No, she may have been before my time, or perhaps I was a newbie and didn't notice her.

Apparently, it's the same mental illness, though. That poster can't go more than a couple of posts before his obsession with TV takes over.

Thing is, he's got a valid point, but he posts it over, and over, and over, and over, and over, and over, and over, and over........

Doesn't matter how many times you tell him, "We GOT it!" He just keeps on repeating it, like a parrot.

174 posted on 03/10/2011 7:06:47 AM PST by Windflier (To anger a conservative, tell him a lie. To anger a liberal, tell him the truth.)
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To: Windflier

I’ll remind him that “his record’s stuck.” :)


175 posted on 03/10/2011 7:08:34 AM PST by Lazamataz (NPR is the ACORN of the media world.)
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To: Lazamataz

You can say that again.


176 posted on 03/10/2011 7:09:40 AM PST by meadsjn (Sarah 2012, or sooner)
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To: Lazamataz
I’ll remind him that “his record’s stuck.” :)

I was doing that for a while, every time I ran across one of his 'recordings', but it did no good. I don't think he has any control over it, know what I mean?

177 posted on 03/10/2011 7:12:44 AM PST by Windflier (To anger a conservative, tell him a lie. To anger a liberal, tell him the truth.)
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To: Shady

Hyperinflation is the game they will play in order to inflate their way out of debt.


178 posted on 03/10/2011 7:13:28 AM PST by Neoliberalnot ((Read "The Grey Book" for an alternative to corruption in DC))
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To: agere_contra

There seem to be three schools out there:

1) QE2 ends, no QE3 (deflation)
2) QE2 segues into QE3 (inflation/hyper inflation)
3) QE2 ends, followed by some short term pain in the markets/commodities, thus bolstering the case for QE3 (short-term deflation, long term inflation/hyper-inflation)

Scenario #3 seems the most likely when you weight the political implications. Obama gets his crisis and he gets to play savior with a new bull market to show for it heading into 2012. Then again, if you listened to Goolsby last week, he was deliberately setting up the ME as the fall guy for whatever downturn might be ahead. With a built-in excuse, they could be free to wreck as much havoc as their demonic little hearts desire. Lord knows their voters are dumb enough to accept any excuse they’re given.

I really don’t know. I’m probably going to start hoarding cash to keep my physical company in the safe until we get a better handle on where we’re headed. And keep buying the dips in Ag along the way.


179 posted on 03/10/2011 8:00:06 AM PST by WhistlingPastTheGraveyard (Some men just want to watch the world burn.)
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To: Lazamataz

Tabitha Soren, the old MTV News chick?


180 posted on 03/10/2011 8:01:57 AM PST by WhistlingPastTheGraveyard (Some men just want to watch the world burn.)
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