Gross, speaking in an interview with Bloomberg View's Barry Ritholtz, said he offered to step down from the executive committee and compensation committee and oversee closed-end funds after differences with management over his personality and the firm's business direction. The full interview airs on Bloomberg Radio on Jan. 17 at 10 a.m. in New York.

"For some reason still unbeknownst to me, they didn't think that was a good idea and they did fire me," Gross, who managed the world's largest bond fund until his unexpected departure on Sept. 26 when he joined Janus Capital Group Inc., said in the interview. "In the last few weeks, it blindsided me; I had no idea that an executive committee could fire a founder and the titular leader of the company."

Gross stunned the investing world with his surprise exit, after deputies including now-group Chief Investment Officer Daniel Ivascyn said they would quit, according to people familiar with the matter. Gross was increasingly diverging from Pimco on strategy, and had spent much of the past year hunting down two money managers he suspected of leaking information to the press, Bloomberg News reported in December, in an article based on interviews with 25 current and former Pimco employees.