Assured Guaranty Ltd.
US ˙ NYSE ˙ BMG0585R1060

SecurityAGO / Assured Guaranty Ltd.
InstitutionAperio Group, LLC
Latest Disclosed Ownership87,541 shares
Latest Disclosed Value $ 2,757,000
Aperio Group, LLC reports 35.84% increase in ownership of AGO / Assured Guaranty Ltd.

On February 5, 2021 - Aperio Group, LLC filed a 13F-HR form disclosing ownership of 87,541 shares of Assured Guaranty Ltd. (US:AGO) valued at $2,756,666 USD as of December 31, 2020. The entity filed a previous 13F-HR on November 6, 2020 disclosing 64,442 shares of Assured Guaranty Ltd.. This represents a change in shares of 35.84% during the quarter. The current value of the position is $6,615,473 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

Upgrade to unlock premium data and export to Excel .

Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2021-02-05 2020-12-31 13F ASSURED GUARANTY COM G0585R106 87,541 23,099 35.84 2,757 99.21 0.0082
2020-11-06 2020-09-30 13F ASSURED GUARANTY COM G0585R106 64,442 -65,660 -50.47 1,384 -56.42 0.0047
2020-08-13 2020-06-30 13F ASSURED GUARANTY COM G0585R106 130,102 -227,377 -63.61 3,176 -65.55 0.0117
2020-05-05 2020-03-31 13F ASSURED GUARANTY COM G0585R106 357,479 -176,414 -33.04 9,219 -64.77 0.0407
2020-02-13 2019-12-31 13F ASSURED GUARANTY COM G0585R106 533,893 -28,804 -5.12 26,171 4.61 0.0940
2019-11-06 2019-09-30 13F ASSURED GUARANTY COM G0585R106 562,697 -102,233 -15.38 25,018 -10.59 0.0989
2019-07-30 2019-06-30 13F ASSURED GUARANTY COM G0585R106 664,930 11,654 1.78 27,980 -3.60 0.1143
2019-05-13 2019-03-31 13F ASSURED GUARANTY COM G0585R106 653,276 -2,907 -0.44 29,025 15.55 0.1253
2019-05-06 2018-12-31 13F/A-1 ASSURED GUARANTY COM G0585R106 656,183 -150,575 -18.66 25,119 -26.27 0.1268
2019-02-14 2018-12-31 13F ASSURED GUARANTY COM G0585R106 653,758 -153,000 25,026
2019-05-06 2018-09-30 13F/A-1 ASSURED GUARANTY COM G0585R106 806,758 62,422 8.39 34,069 28.10 0.1504
2018-10-17 2018-09-30 13F ASSURED GUARANTY COMMON G0585R106 806,758 62,422 34,069
2019-05-06 2018-06-30 13F/A-1 ASSURED GUARANTY COM G0585R106 744,336 48,598 6.99 26,595 5.59 0.1272
2018-07-30 2018-06-30 13F ASSURED GUARANTY COMMON G0585R106 744,336 48,598 26,595
2019-05-01 2018-03-31 13F/A-1 ASSURED GUARANTY COM G0585R106 695,738 61,477 9.69 25,186 17.24 0.1253
2018-05-08 2018-03-31 13F ASSURED GUARANTY COMMON G0585R106 695,738 61,477 25,186
2019-05-01 2017-12-31 13F/A-1 ASSURED GUARANTY COM G0585R106 634,261 -101,886 -13.84 21,482 -22.70 0.1109
2018-02-02 2017-12-31 13F ASSURED GUARANTY COMMON G0585R106 634,261 -101,886 21,482
2019-05-01 2017-09-30 13F/A-1 ASSURED GUARANTY COM G0585R106 736,147 42,742 6.16 27,789 -3.99 0.1570
2017-10-25 2017-09-30 13F ASSURED GUARANTY COMMON G0585R106 736,147 42,742 27,790
2019-04-22 2017-06-30 13F/A-1 ASSURED GUARANTY COM G0585R106 693,405 36,446 5.55 28,943 18.72 0.1773
2017-07-18 2017-06-30 13F ASSURED GUARANTY COMMON G0585R106 693,405 36,446 28,943
2019-04-22 2017-03-31 13F/A-1 ASSURED GUARANTY COM G0585R106 656,959 39,648 6.42 24,380 4.56 0.1667
2017-05-05 2017-03-31 13F ASSURED GUARANTY COMMON G0585R106 656,959 39,648 24,380
2019-04-22 2016-12-31 13F/A-1 ASSURED GUARANTY COM G0585R106 617,311 -114,637 -15.66 23,316 14.79 0.1784
2017-02-14 2016-12-31 13F ASSURED GUARANTY COMMON G0585R106 617,311 -114,637 23,316
2019-04-12 2016-09-30 13F/A-1 ASSURED GUARANTY COM G0585R106 731,948 81,156 12.47 20,312 23.02 0.1470
2016-11-01 2016-09-30 13F ASSURED GUARANTY COMMON G0585R106 731,948 81,156 20,312
2019-04-12 2016-06-30 13F/A-1 ASSURED GUARANTY COM G0585R106 650,792 283,837 77.35 16,511 77.84 0.1291
2016-08-12 2016-06-30 13F ASSURED GUARANTY COMMON G0585R106 650,792 283,837 16,511
2019-04-12 2016-03-31 13F/A-1 ASSURED GUARANTY COM G0585R106 366,955 222,666 154.32 9,284 143.42 0.0794
2016-04-28 2016-03-31 13F ASSURED GUARANTY COMMON G0585R106 366,955 222,666 9,284
2016-01-21 2015-12-31 13F ASSURED GUARANTY COMMON G0585R106 144,289 36,454 33.81 3,814 41.47 0.0349
2015-10-19 2015-09-30 13F ASSURED GUARANTY COMMON G0585R106 107,835 75,531 233.81 2,696 247.87 0.0274
2015-07-29 2015-06-30 13F ASSURED GUARANTY COMMON G0585R106 32,304 16,663 106.53 775 87.65 0.0080
2015-04-29 2015-03-31 13F ASSURED GUARANTY COMMON G0585R106 15,641 413
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.