State of Tennessee, Department of Treasury’s ASPEN Insurance Holding Limited AHL Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-40,000	Closed	-$1.91M	–	1467
2016 Q1	$1.91M	Sell	40,000 -110,000	-73%	-$5.02M	0.01%	745
2015 Q4	$7.25M	Buy	150,000 +100,000	+200%	+$4.92M	0.04%	372
2015 Q3	$2.32M	Buy	+50,000	New	+$2.38M	0.01%	654
2014 Q3	–	Sell	-42,300	Closed	-$1.92M	–	1313
2014 Q2	$1.92M	Sell	42,300 -91,100	-68%	-$4.08M	0.01%	726
2014 Q1	$5.3M	Buy	133,400 +33,400	+33%	+$1.3M	0.03%	446
2013 Q4	$4.13M	Hold	100,000	–	–	0.02%	554
2013 Q3	$3.63M	Buy	+100,000	New	+$3.68M	0.02%	591

Other funds holding AHL

Dimensional Fund Advisors Austin, Texas $552B AUM 44.19% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

VVP

Vulcan Value Partners Birmingham, Alabama $3.29B AUM 6.08% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.14% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

VNIM

Vaughan Nelson Investment Management Houston, Texas $11.3B AUM 53% 1-Year Est. Return

Franklin Resources San Mateo, California $408B AUM 30.18% 1-Year Est. Return

FCM

Frontier Capital Management Boston, Massachusetts $9.73B AUM 55.65% 1-Year Est. Return

State of Tennessee, Department of Treasury's AHL Position: Q2 2016 in Review

State of Tennessee, Department of Treasury sold out of ASPEN Insurance Holding Limited (AHL) in Q2 2016, closing a stake of 40,000 shares — an estimated $1.91M sold.

State of Tennessee, Department of Treasury first reported a position in AHL in Q3 2013 and held it in 7 quarters. The position peaked at $7.25M in Q4 2015. 250 funds tracked by Wall St. Rank hold AHL as of Q2 2016.

State of Tennessee, Department of Treasury reported no remaining ASPEN Insurance Holding Limited position as of Q2 2016 after selling out during the quarter.
State of Tennessee, Department of Treasury sold 40,000 ASPEN Insurance Holding Limited shares in Q2 2016, an estimated $1.91M.
State of Tennessee, Department of Treasury first reported a position in ASPEN Insurance Holding Limited in Q3 2013 and held it in 7 quarters.
State of Tennessee, Department of Treasury's ASPEN Insurance Holding Limited position peaked at $7.25M in Q4 2015.
250 funds tracked by Wall St. Rank held ASPEN Insurance Holding Limited as of Q2 2016.

Based on State of Tennessee, Department of Treasury's 13F filing for Q2 2016, filed 12 Aug 2016.