State of Tennessee, Department of Treasury’s CalAtlantic Group, Inc. CAA Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q3	–	Sell	-22,960	Closed	-$1.02M	–	1374
2015 Q2	$1.02M	Hold	22,960	–	–	0.01%	1007
2015 Q1	$1.03M	Sell	22,960 -600	-3%	-$23.9K	0.01%	1017
2014 Q4	$859K	Sell	23,560 -2,320	-9%	-$86.1K	﹤0.01%	1055
2014 Q3	$969K	Hold	25,880	–	–	0.01%	939
2014 Q2	$1.11M	Sell	25,880 -1,140	-4%	-$46.3K	0.01%	915
2014 Q1	$1.12M	Sell	27,020 -4,520	-14%	-$196K	0.01%	956
2013 Q4	$1.43M	Hold	31,540	–	–	0.01%	954
2013 Q3	$1.25M	Buy	+31,540	New	+$1.25M	0.01%	1000

Other funds holding CAA

MGA

MatlinPatterson Global Advisers New York $163M AUM 32.35% 1-Year Est. Return

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

BFA

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

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

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

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

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

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

State of Tennessee, Department of Treasury's CAA Position: Q3 2015 in Review

State of Tennessee, Department of Treasury sold out of CalAtlantic Group, Inc. (CAA) in Q3 2015, closing a stake of 22,960 shares — an estimated $1.02M sold.

State of Tennessee, Department of Treasury first reported a position in CAA in Q3 2013 and held it in 8 quarters. The position peaked at $1.43M in Q4 2013. 143 funds tracked by Wall St. Rank hold CAA as of Q3 2015.

State of Tennessee, Department of Treasury reported no remaining CalAtlantic Group, Inc. position as of Q3 2015 after selling out during the quarter.
State of Tennessee, Department of Treasury sold 22,960 CalAtlantic Group, Inc. shares in Q3 2015, an estimated $1.02M.
State of Tennessee, Department of Treasury first reported a position in CalAtlantic Group, Inc. in Q3 2013 and held it in 8 quarters.
State of Tennessee, Department of Treasury's CalAtlantic Group, Inc. position peaked at $1.43M in Q4 2013.
143 funds tracked by Wall St. Rank held CalAtlantic Group, Inc. as of Q3 2015.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2015, filed 13 Nov 2015.