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Assured Guaranty

236 hedge funds and large institutions have $3.13B invested in Assured Guaranty in 2013 Q3 according to their latest regulatory filings, with 47 funds opening new positions, 101 increasing their positions, 63 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

60% more repeat investments, than reductions

Existing positions increased: 101 | Existing positions reduced: 63

52% more first-time investments, than exits

New positions opened: 47 | Existing positions closed: 31

6% more funds holding

Funds holding: 222236 (+14)

4% more ownership

Funds ownership: 87.76%91.76% (+4%)

15% less capital invested

Capital invested by funds: $3.68B → $3.13B (-$547M)

21% less funds holding in top 10

Funds holding in top 10: 1915 (-4)

37% less call options, than puts

Call options by funds: $91.6M | Put options by funds: $144M

Holders
236
Holders Change
+14
Holders Change %
+6.31%
% of All Funds
7.65%
Holding in Top 10
15
Holding in Top 10 Change
-4
Holding in Top 10 Change %
-21.05%
% of All Funds
0.49%
New
47
Increased
101
Reduced
63
Closed
31
Calls
$91.6M
Puts
$144M
Net Calls
-$52.8M
Net Calls Change
-$19M
Name Holding Trade Value Shares
Change
Change in
Stake
PFMOSF
26
Philadelphia Financial Management of San Francisco
California
$29.2M +$7.49M +353,971 +29%
PC
27
PointState Capital
New York
$25.3M -$69.4M -3,280,400 -71%
EAM
28
Eagle Asset Management
Florida
$24M +$7.69M +363,512 +41%
BFA
29
BlackRock Fund Advisors
California
$23.7M +$359K +16,956 +1%
LCM
30
Lakewood Capital Management
New York
$22.6M +$1.27M +60,000 +5%
TAM
31
Taylor Asset Management
Ontario, Canada
$22.5M +$6.96M +329,200 +38%
APCM
32
Arbiter Partners Capital Management
New York
$21.2M
Axa
33
Axa
France
$20.7M +$23.3M +1,102,780 New
RA
34
Royce & Associates
New York
$20.4M +$5.56M +263,000 +32%
SCM
35
Schneider Capital Management
Pennsylvania
$20.3M +$3.9M +184,175 +21%
TSW
36
Thompson Siegel & Walmsley
Virginia
$19.7M +$5.72M +270,512 +35%
Diamond Hill Capital Management
37
Diamond Hill Capital Management
Ohio
$19.1M -$21.5M -1,017,863 -50%
Goldman Sachs
38
Goldman Sachs
New York
$17.7M +$6.76M +319,433 +51%
D.E. Shaw & Co
39
D.E. Shaw & Co
New York
$17.6M +$6.16M +291,080 +45%
SC
40
Samlyn Capital
New York
$17.6M +$19.8M +936,363 New
Morgan Stanley
41
Morgan Stanley
New York
$16.1M +$14.2M +672,941 +361%
CIP
42
Chartwell Investment Partners
Pennsylvania
$15.5M +$17.5M +827,210 New
SC
43
Seawolf Capital
New York
$15.2M +$2.28M +107,900 +15%
CC
44
Caspian Capital
New York
$14.6M -$10.6M -500,000 -39%
Bank of New York Mellon
45
Bank of New York Mellon
New York
$14.6M -$1.66M -78,694 -9%
CS
46
Credit Suisse
Switzerland
$14.1M +$8.13M +384,290 +104%
Capital Fund Management (CFM)
47
Capital Fund Management (CFM)
France
$14.1M +$15.9M +750,824 New
TCM
48
Tegean Capital Management
New York
$14.1M +$1.59M +75,000 +11%
Geode Capital Management
49
Geode Capital Management
Massachusetts
$13.5M -$761K -35,991 -5%
Northern Trust
50
Northern Trust
Illinois
$13.5M -$6.22M -294,131 -29%

AGO Hedge Fund Activity: Q3 2013 in Review

236 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2013, worth a combined $3.13B — down 15% from $3.68B a quarter earlier.

Buyers outnumbered sellers: 47 funds opened new AGO positions and 31 closed out — a net gain of 16 holders — while 101 added to existing stakes and 63 trimmed.

The largest buyer was Renaissance Technologies, adding an estimated $42.8M. The largest seller was Wellington Management Group, cutting an estimated $75.2M.

  • 236 institutional investors held Assured Guaranty (AGO) as of Q3 2013, up from 222 in Q2 2013.
  • Funds reported $3.13B of Assured Guaranty stock for Q3 2013, down 15% quarter-over-quarter.
  • 47 funds opened new Assured Guaranty positions in Q3 2013 and 31 closed out, a net change of +16 holders.
  • The largest Assured Guaranty buyer in Q3 2013 was Renaissance Technologies, an estimated $42.8M added.
  • The largest Assured Guaranty seller in Q3 2013 was Wellington Management Group, an estimated $75.2M sold.

Based on aggregated 13F filings for Q3 2013.