Numeric Investors’s Assured Guaranty AGO Stock Holding History

Numeric Investors’s Portfolio AGO Stock Details AGO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q4	$66M	Sell	1,949,536 -194,200	-9%	-$7.04M	0.48%	47
2017 Q3	$80.9M	Sell	2,143,736 -125,700	-6%	-$5.38M	0.62%	35
2017 Q2	$94.7M	Sell	2,269,436 -36,800	-2%	-$1.45M	0.84%	27
2017 Q1	$85.6M	Sell	2,306,236 -18,155	-0.8%	-$720K	0.78%	30
2016 Q4	$87.8M	Sell	2,324,391 -16,772	-0.7%	-$564K	0.8%	29
2016 Q3	$65M	Sell	2,341,163 -558,000	-19%	-$15M	0.61%	37
2016 Q2	$73.6M	Buy	2,899,163 +512,900	+21%	+$13.2M	0.66%	38
2016 Q1	$60.4M	Buy	2,386,263 +3,600	+0.2%	+$88.5K	0.64%	39
2015 Q4	$63M	Sell	2,382,663 -226,100	-9%	-$6.06M	0.68%	36
2015 Q3	$65.2M	Buy	2,608,763 +192,800	+8%	+$4.85M	0.76%	34
2015 Q2	$58M	Buy	2,415,963 +626,200	+35%	+$17.4M	0.67%	35
2015 Q1	$47.2M	Buy	1,789,763 +528,300	+42%	+$13.7M	0.58%	44
2014 Q4	$32.8M	Buy	1,261,463 +111,557	+10%	+$2.69M	0.42%	54
2014 Q3	$25.5M	Sell	1,149,906 -483,948	-30%	-$11.3M	0.38%	68
2014 Q2	$40M	Buy	1,633,854 +403,999	+33%	+$10M	0.6%	40
2014 Q1	$31.1M	Sell	1,229,855 -318,700	-21%	-$7.54M	0.53%	44
2013 Q4	$36.5M	Buy	1,548,555 +1,118,455	+260%	+$24.3M	0.61%	40
2013 Q3	$8.06M	Buy	430,100 +164,500	+62%	+$3.48M	0.15%	153
2013 Q2	$5.86M	Buy	+265,600	New	+$5.79M	0.12%	177

Other funds holding AGO

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

Wellington Management Group

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

BlackRock New York $5.7T AUM 30.48% 1-Year Est. Return

Putnam Investments Boston, Massachusetts $75.7B AUM 34.45% 1-Year Est. Return

AQR Capital Management

AQR Capital Management Greenwich, Connecticut $218B AUM 29.41% 1-Year Est. Return

Goldman Sachs New York $761B AUM 31.28% 1-Year Est. Return

Dimensional Fund Advisors

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

T. Rowe Price Associates

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

Thrivent Financial for Lutherans

Thrivent Financial for Lutherans Minneapolis, Minnesota $52.5B AUM 27.12% 1-Year Est. Return

AJO LP Philadelphia, Pennsylvania $199M AUM 109.68% 1-Year Est. Return