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Assured Guaranty

323 hedge funds and large institutions have $3.72B invested in Assured Guaranty in 2024 Q2 according to their latest regulatory filings, with 45 funds opening new positions, 113 increasing their positions, 109 reducing their positions, and 52 closing their positions.

New
Increased
Maintained
Reduced
Closed

128% more call options, than puts

Call options by funds: $19.5M | Put options by funds: $8.56M

4% more repeat investments, than reductions

Existing positions increased: 113 | Existing positions reduced: 109

1.94% less ownership

Funds ownership: 90.47%88.53% (-1.9%)

3% less funds holding

Funds holding: 333323 (-10)

13% less first-time investments, than exits

New positions opened: 45 | Existing positions closed: 52

15% less capital invested

Capital invested by funds: $4.37B → $3.72B (-$653M)

29% less funds holding in top 10

Funds holding in top 10: 75 (-2)

Holders
323
Holders Change
-10
Holders Change %
-3%
% of All Funds
4.66%
Holding in Top 10
5
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-28.57%
% of All Funds
0.07%
New
45
Increased
113
Reduced
109
Closed
52
Calls
$19.5M
Puts
$8.56M
Net Calls
+$10.9M
Net Calls Change
-$4.57M
Name Holding Trade Value Shares
Change
Change in
Stake
LOAMU
76
Lombard Odier Asset Management (USA)
New York
$4.31M -$704K -9,000 -14%
Robeco Institutional Asset Management
77
Robeco Institutional Asset Management
Netherlands
$4.11M -$210K -2,681 -5%
SG Americas Securities
78
SG Americas Securities
New York
$4.06M +$1.59M +20,380 +63%
California State Teachers Retirement System (CalSTRS)
79
California State Teachers Retirement System (CalSTRS)
California
$3.97M -$233K -2,977 -5%
Los Angeles Capital Management
80
Los Angeles Capital Management
California
$3.86M +$3.91M +50,019 New
EP
81
Edgestream Partners
New Jersey
$3.69M +$3.33M +42,625 +809%
VCA
82
Verdence Capital Advisors
Maryland
$3.46M +$170K +2,169 +5%
HCA
83
Harbor Capital Advisors
Illinois
$3.2M +$2.4M +30,673 +284%
GJL
84
Gendell Jeffrey L
$3.09M
Susquehanna International Group
85
Susquehanna International Group
Pennsylvania
$2.95M +$2.44M +31,179 +438%
LPL Financial
86
LPL Financial
California
$2.92M -$127K -1,629 -4%
New York State Common Retirement Fund
87
New York State Common Retirement Fund
New York
$2.86M
Balyasny Asset Management
88
Balyasny Asset Management
Illinois
$2.63M +$2.66M +34,027 New
Citigroup
89
Citigroup
New York
$2.44M -$109K -1,391 -4%
T. Rowe Price Associates
90
T. Rowe Price Associates
Maryland
$2.4M -$16.5K -211 -0.7%
IMRF
91
Illinois Municipal Retirement Fund
Illinois
$2.36M -$35.9K -459 -1%
SOADOR
92
State of Alaska Department of Revenue
Alaska
$2.34M -$216K -2,760 -8%
SI
93
Sapience Investments
California
$2.27M -$1.48M -18,890 -39%
Teacher Retirement System of Texas
94
Teacher Retirement System of Texas
Texas
$2.05M +$651K +8,331 +46%
State of Tennessee, Department of Treasury
95
State of Tennessee, Department of Treasury
Tennessee
$2.04M +$228K +2,911 +12%
LSERS
96
Louisiana State Employees Retirement System
Louisiana
$2.01M -$70.4K -900 -3%
New York State Teachers Retirement System (NYSTRS)
97
New York State Teachers Retirement System (NYSTRS)
New York
$1.97M -$206K -2,640 -9%
Janus Henderson Group
98
Janus Henderson Group
United Kingdom
$1.97M -$22.1K -283 -1%
Squarepoint
99
Squarepoint
New York
$1.95M +$1.02M +13,020 +106%
DLP
100
De Lisle Partners
United Kingdom
$1.9M +$1.92M +24,609 New

AGO Hedge Fund Activity: Q2 2024 in Review

323 of the 6,924 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q2 2024, worth a combined $3.72B — down 15% from $4.37B a quarter earlier.

Sellers outnumbered buyers: 52 funds closed out of AGO and 45 opened new positions — a net loss of 7 holders — while 109 trimmed existing stakes and 113 added.

The largest buyer was Allianz Asset Management, adding an estimated $31.5M. The largest seller was Citadel Advisors, cutting an estimated $76.4M.

  • 323 institutional investors held Assured Guaranty (AGO) as of Q2 2024, down from 333 in Q1 2024.
  • Funds reported $3.72B of Assured Guaranty stock for Q2 2024, down 15% quarter-over-quarter.
  • 45 funds opened new Assured Guaranty positions in Q2 2024 and 52 closed out, a net change of -7 holders.
  • The largest Assured Guaranty buyer in Q2 2024 was Allianz Asset Management, an estimated $31.5M added.
  • The largest Assured Guaranty seller in Q2 2024 was Citadel Advisors, an estimated $76.4M sold.

Based on aggregated 13F filings for Q2 2024.