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Assured Guaranty

261 hedge funds and large institutions have $3.48B invested in Assured Guaranty in 2016 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 89 increasing their positions, 109 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 24

6% more capital invested

Capital invested by funds: $3.29B → $3.48B (+$189M)

3% more funds holding

Funds holding: 254261 (+7)

0% more funds holding in top 10

Funds holding in top 10: 1111 (0)

1.3% less ownership

Funds ownership: 96.55%95.25% (-1.3%)

18% less repeat investments, than reductions

Existing positions increased: 89 | Existing positions reduced: 109

28% less call options, than puts

Call options by funds: $23.9M | Put options by funds: $33.4M

Holders
261
Holders Change
+7
Holders Change %
+2.76%
% of All Funds
6.96%
Holding in Top 10
11
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.29%
New
32
Increased
89
Reduced
109
Closed
24
Calls
$23.9M
Puts
$33.4M
Net Calls
-$9.44M
Net Calls Change
-$10.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Massachusetts Financial Services
101
Massachusetts Financial Services
Massachusetts
$4.07M +$492K +18,233 +14%
DCM
102
Dupont Capital Management
Delaware
$4.01M +$1.35M +50,026 +53%
Nordea Investment Management
103
Nordea Investment Management
Sweden
$3.99M +$641K +23,770 +20%
AllianceBernstein
104
AllianceBernstein
Tennessee
$3.46M +$238K +8,827 +8%
TG
105
TCW Group
California
$3.37M -$96.5K -3,578 -3%
Fidelity Investments
106
Fidelity Investments
Massachusetts
$3.31M
UBS Group
107
UBS Group
Switzerland
$3.25M -$1.88M -69,891 -37%
RhumbLine Advisers
108
RhumbLine Advisers
Massachusetts
$3.15M +$125K +4,645 +4%
AC
109
Amici Capital
New York
$3.15M -$3.38M -125,200 -52%
Capital Fund Management (CFM)
110
Capital Fund Management (CFM)
France
$2.84M -$5.45M -202,219 -66%
Citigroup
111
Citigroup
New York
$2.6M +$1.56M +57,763 +160%
Royal Bank of Canada
112
Royal Bank of Canada
Ontario, Canada
$2.42M -$462K -17,128 -16%
BIM
113
BlackRock Investment Management
Delaware
$2.4M +$148K +5,477 +7%
BDF
114
Balasa Dinverno & Foltz
$2.4M +$73.5K +2,726 +3%
State of Wisconsin Investment Board
115
State of Wisconsin Investment Board
Wisconsin
$2.36M -$43.1K -1,600 -2%
CONA
116
Capital One National Association
New York
$2.33M +$178K +6,584 +9%
Aviva
117
Aviva
United Kingdom
$2.13M +$2.07M +76,840 New
TCT
118
TIAA CREF Trust
Missouri
$2.12M +$401K +14,873 +24%
WGCA
119
Wolf Group Capital Advisors
Virginia
$2.02M +$1.51M +56,005 +331%
HI
120
HBK Investments
Texas
$2.01M -$863K -32,000 -31%
PCM
121
Portolan Capital Management
Massachusetts
$1.98M -$933K -34,610 -33%
JHIU
122
Janus Henderson Investors US
Colorado
$1.88M -$841K -31,200 -32%
Allianz Asset Management
123
Allianz Asset Management
Germany
$1.81M -$439K -16,283 -20%
Barclays
124
Barclays
United Kingdom
$1.53M +$94.6K +3,508 +7%
LS
125
Livforsakringsbolaget Skandia
Sweden
$1.5M +$375K +13,900 +76%

AGO Hedge Fund Activity: Q3 2016 in Review

261 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2016, worth a combined $3.48B — up 5.8% from $3.29B a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new AGO positions and 24 closed out — a net gain of 8 holders — while 89 added to existing stakes and 109 trimmed.

The largest buyer was Prudential Financial, adding an estimated $12.8M. The largest seller was AJO LP, cutting an estimated $23.2M.

  • 261 institutional investors held Assured Guaranty (AGO) as of Q3 2016, up from 254 in Q2 2016.
  • Funds reported $3.48B of Assured Guaranty stock for Q3 2016, up 5.8% quarter-over-quarter.
  • 32 funds opened new Assured Guaranty positions in Q3 2016 and 24 closed out, a net change of +8 holders.
  • The largest Assured Guaranty buyer in Q3 2016 was Prudential Financial, an estimated $12.8M added.
  • The largest Assured Guaranty seller in Q3 2016 was AJO LP, an estimated $23.2M sold.

Based on aggregated 13F filings for Q3 2016.