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Assured Guaranty

282 hedge funds and large institutions have $4.36B invested in Assured Guaranty in 2018 Q3 according to their latest regulatory filings, with 38 funds opening new positions, 71 increasing their positions, 127 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

23% more first-time investments, than exits

New positions opened: 38 | Existing positions closed: 31

16% more capital invested

Capital invested by funds: $3.76B → $4.36B (+$600M)

7% more funds holding in top 10

Funds holding in top 10: 1516 (+1)

2% more funds holding

Funds holding: 277282 (+5)

1.31% more ownership

Funds ownership: 93.91%95.22% (+1.3%)

41% less call options, than puts

Call options by funds: $62.3M | Put options by funds: $106M

44% less repeat investments, than reductions

Existing positions increased: 71 | Existing positions reduced: 127

Holders
282
Holders Change
+5
Holders Change %
+1.81%
% of All Funds
6.45%
Holding in Top 10
16
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+6.67%
% of All Funds
0.37%
New
38
Increased
71
Reduced
127
Closed
31
Calls
$62.3M
Puts
$106M
Net Calls
-$44.1M
Net Calls Change
+$5.07M
Name Holding Trade Value Shares
Change
Change in
Stake
Schroder Investment Management Group
76
Schroder Investment Management Group
United Kingdom
$9.25M -$897K -22,600 -9%
MHS
77
M Holdings Securities
Oregon
$9.04M +$6.35K +160 +0.1%
Swiss National Bank
78
Swiss National Bank
Switzerland
$8.48M
SI
79
Sapience Investments
California
$8.38M -$101K -2,550 -1%
State Board of Administration of Florida Retirement System
80
State Board of Administration of Florida Retirement System
Florida
$7.94M -$409K -10,302 -5%
MCIM
81
Meadow Creek Investment Management
Georgia
$7.91M -$1.13M -28,392 -13%
APG Asset Management
82
APG Asset Management
Netherlands
$7.88M -$1.97M -49,700 -19%
RCMNY
83
Rubric Capital Management (New York)
New York
$7.76M +$7.29M +183,737 New
California State Teachers Retirement System (CalSTRS)
84
California State Teachers Retirement System (CalSTRS)
California
$7.61M -$241K -6,064 -3%
AllianceBernstein
85
AllianceBernstein
Tennessee
$7.43M -$506K -12,746 -7%
LOAMU
86
Lombard Odier Asset Management (USA)
New York
$6.67M
VRS
87
Virginia Retirement Systems
Virginia
$6.33M +$5.34M +134,500 +868%
EP
88
Elkfork Partners
Oregon
$6.22M -$886K -22,308 -13%
Diamond Hill Capital Management
89
Diamond Hill Capital Management
Ohio
$6.22M -$8.14K -205 -0.1%
MLIM
90
Mountain Lake Investment Management
Florida
$6.12M
BA
91
Boston Advisors
Massachusetts
$6.03M +$599K +15,094 +12%
BNP Paribas Financial Markets
92
BNP Paribas Financial Markets
France
$5.71M +$3.91M +98,543 +268%
TA
93
Teachers Advisors
New York
$5.55M -$87.2K -2,197 -2%
OAC
94
OMERS Administration Corp
Ontario, Canada
$5.37M -$1.19M -30,100 -19%
Capital Fund Management (CFM)
95
Capital Fund Management (CFM)
France
$5.35M +$5.03M +126,690 New
TCIM
96
TIAA CREF Investment Management
New York
$5.29M -$799K -20,132 -14%
UH
97
Unigestion Holding
Switzerland
$5.26M +$1.92M +48,334 +63%
CS
98
Credit Suisse
Switzerland
$5.05M -$168K -4,233 -3%
RCM
99
Riverhead Capital Management
Delaware
$4.99M -$710K -17,881 -13%
Legal & General Group
100
Legal & General Group
United Kingdom
$4.82M -$28.9K -728 -0.6%

AGO Hedge Fund Activity: Q3 2018 in Review

282 of the 4,374 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2018, worth a combined $4.36B — up 16% from $3.76B a quarter earlier.

Buyers outnumbered sellers: 38 funds opened new AGO positions and 31 closed out — a net gain of 7 holders — while 71 added to existing stakes and 127 trimmed.

The largest buyer was Manulife (Manufacturers Life Insurance), adding an estimated $19.4M. The largest seller was Fine Capital Partners, cutting an estimated $31.6M.

  • 282 institutional investors held Assured Guaranty (AGO) as of Q3 2018, up from 277 in Q2 2018.
  • Funds reported $4.36B of Assured Guaranty stock for Q3 2018, up 16% quarter-over-quarter.
  • 38 funds opened new Assured Guaranty positions in Q3 2018 and 31 closed out, a net change of +7 holders.
  • The largest Assured Guaranty buyer in Q3 2018 was Manulife (Manufacturers Life Insurance), an estimated $19.4M added.
  • The largest Assured Guaranty seller in Q3 2018 was Fine Capital Partners, an estimated $31.6M sold.

Based on aggregated 13F filings for Q3 2018.