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Assured Guaranty

271 hedge funds and large institutions have $4.38B invested in Assured Guaranty in 2017 Q1 according to their latest regulatory filings, with 41 funds opening new positions, 102 increasing their positions, 100 reducing their positions, and 37 closing their positions.

New
Increased
Maintained
Reduced
Closed

11% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 37

1.71% more ownership

Funds ownership: 93.44%95.15% (+1.7%)

2% more repeat investments, than reductions

Existing positions increased: 102 | Existing positions reduced: 100

5% less capital invested

Capital invested by funds: $4.6B → $4.38B (-$218M)

1% less funds holding

Funds holding: 275271 (-4)

21% less call options, than puts

Call options by funds: $39.2M | Put options by funds: $50M

44% less funds holding in top 10

Funds holding in top 10: 1810 (-8)

Holders
271
Holders Change
-4
Holders Change %
-1.45%
% of All Funds
6.75%
Holding in Top 10
10
Holding in Top 10 Change
-8
Holding in Top 10 Change %
-44.44%
% of All Funds
0.25%
New
41
Increased
102
Reduced
100
Closed
37
Calls
$39.2M
Puts
$50M
Net Calls
-$10.7M
Net Calls Change
-$48.8M
Name Holding Trade Value Shares
Change
Change in
Stake
EP
101
Elkfork Partners
Oregon
$3.95M +$2.61M +65,692 +161%
Group One Trading
102
Group One Trading
Illinois
$3.87M +$3.53M +89,090 +585%
Two Sigma Investments
103
Two Sigma Investments
New York
$3.6M -$6.89M -173,612 -64%
CIP
104
Chartwell Investment Partners
Pennsylvania
$3.52M -$20.5M -516,926 -85%
NAM
105
NorthCoast Asset Management
Connecticut
$3.5M +$2.06M +51,838 +122%
DekaBank Deutsche Girozentrale
106
DekaBank Deutsche Girozentrale
Germany
$3.47M -$628K -15,834 -14%
HSBC Holdings
107
HSBC Holdings
United Kingdom
$3.4M -$71.4K -1,800 -2%
Citigroup
108
Citigroup
New York
$3.36M -$1.44M -36,270 -29%
TG
109
TCW Group
California
$3.26M +$30.8K +776 +0.9%
RCM
110
Riverhead Capital Management
Delaware
$3.17M +$2.09M +52,810 +161%
SCM
111
Stevens Capital Management
Pennsylvania
$3.17M +$3.39M +85,510 New
T
112
Tahithromos
New York
$3.09M -$1.12M -28,230 -25%
Capital Fund Management (CFM)
113
Capital Fund Management (CFM)
France
$2.93M +$1.77M +44,727 +131%
CONA
114
Capital One National Association
New York
$2.9M +$86K +2,168 +3%
Allianz Asset Management
115
Allianz Asset Management
Germany
$2.88M +$577K +14,556 +23%
TAM
116
Tyers Asset Management
Texas
$2.87M +$1.89M +47,776 +161%
TCT
117
TIAA CREF Trust
Missouri
$2.85M -$217K -5,480 -7%
WGCA
118
Wolf Group Capital Advisors
Virginia
$2.79M -$77K -1,941 -3%
Simplex Trading
119
Simplex Trading
Illinois
$2.65M +$2.83M +71,377 New
LOAMU
120
Lombard Odier Asset Management (USA)
New York
$2.64M -$2.78M -70,000 -50%
CG
121
Clinton Group
New York
$2.56M +$2.74M +69,116 New
CSS
122
Cubist Systematic Strategies
Connecticut
$2.53M +$2.4M +60,515 +783%
BDF
123
Balasa Dinverno & Foltz
$2.48M +$873 +22 +0%
PP
124
Paloma Partners
Connecticut
$2.34M -$975K -24,585 -28%
CC
125
Cipher Capital
New York
$2.28M -$6.38M -160,840 -72%

AGO Hedge Fund Activity: Q1 2017 in Review

271 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q1 2017, worth a combined $4.38B — down 4.7% from $4.6B a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new AGO positions and 37 closed out — a net gain of 4 holders — while 102 added to existing stakes and 100 trimmed.

The largest buyer was BlackRock, adding an estimated $240M. The largest seller was OppenheimerFunds, cutting an estimated $68.2M.

  • 271 institutional investors held Assured Guaranty (AGO) as of Q1 2017, down from 275 in Q4 2016.
  • Funds reported $4.38B of Assured Guaranty stock for Q1 2017, down 4.7% quarter-over-quarter.
  • 41 funds opened new Assured Guaranty positions in Q1 2017 and 37 closed out, a net change of +4 holders.
  • The largest Assured Guaranty buyer in Q1 2017 was BlackRock, an estimated $240M added.
  • The largest Assured Guaranty seller in Q1 2017 was OppenheimerFunds, an estimated $68.2M sold.

Based on aggregated 13F filings for Q1 2017.