State of Tennessee, Department of Treasury’s PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund HYS Stock Holding History

State of Tennessee, Department of Treasury’s Portfolio HYS Stock Details HYS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q2	–	Sell	-145,000	Closed	-$14.4M	–	1653
2021 Q1	$14.4M	Buy	145,000 +32,300	+29%	+$3.18M	0.06%	269
2020 Q4	$11.1M	Buy	112,700 +108,600	+2,649%	+$10.4M	0.05%	300
2020 Q3	$385K	Buy	+4,100	New	+$384K	﹤0.01%	1243
2020 Q2	–	Sell	-118,200	Closed	-$10.1M	–	1599
2020 Q1	$10.1M	Sell	118,200 -114,500	-49%	-$10.9M	0.06%	259
2019 Q4	$23.2M	Buy	+232,700	New	+$23.1M	0.1%	198
2019 Q1	–	Sell	-24,900	Closed	-$2.37M	–	1621
2018 Q4	$2.37M	Buy	24,900 +9,700	+64%	+$951K	0.01%	726
2018 Q3	$1.53M	Sell	15,200 -29,100	-66%	-$2.92M	0.01%	904
2018 Q2	$4.41M	Buy	44,300 +10,900	+33%	+$1.09M	0.02%	577
2018 Q1	$3.33M	Buy	33,400 +24,400	+271%	+$2.45M	0.02%	656
2017 Q4	$904K	Buy	+9,000	New	+$908K	﹤0.01%	1153

Other funds holding HYS

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

RBA

Richard Bernstein Advisors New York $3.45B AUM 16.24% 1-Year Est. Return

AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $424B AUM 22.96% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

CCMG

Clark Capital Management Group Philadelphia, Pennsylvania $18.3B AUM 36.97% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

PNC Financial Services Group Pittsburgh, Pennsylvania $202B AUM 37.79% 1-Year Est. Return

State of Tennessee, Department of Treasury's HYS Position: Q2 2021 in Review

State of Tennessee, Department of Treasury sold out of PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund (HYS) in Q2 2021, closing a stake of 145,000 shares — an estimated $14.4M sold.

State of Tennessee, Department of Treasury first reported a position in HYS in Q4 2017 and held it in 10 quarters. The position peaked at $23.2M in Q4 2019. 250 funds tracked by Wall St. Rank hold HYS as of Q2 2021.

State of Tennessee, Department of Treasury reported no remaining PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund position as of Q2 2021 after selling out during the quarter.
State of Tennessee, Department of Treasury sold 145,000 PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund shares in Q2 2021, an estimated $14.4M.
State of Tennessee, Department of Treasury first reported a position in PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund in Q4 2017 and held it in 10 quarters.
State of Tennessee, Department of Treasury's PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund position peaked at $23.2M in Q4 2019.
250 funds tracked by Wall St. Rank held PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund as of Q2 2021.

Based on State of Tennessee, Department of Treasury's 13F filing for Q2 2021, filed 11 Aug 2021.