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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
SCCM
126
Schafer Cullen Capital Management
New York
$1.42M +$24.3K +902 +2%
MM
127
Midas Management
New York
$1.39M
CIM
128
Cambria Investment Management
California
$1.36M -$113K -4,186 -8%
TD Asset Management
129
TD Asset Management
Ontario, Canada
$1.26M +$243K +9,000 +25%
PP
130
Paloma Partners
Connecticut
$1.14M -$62.3K -2,309 -5%
SC
131
Searle & Co
Connecticut
$1.12M +$1.09M +40,300 New
GA
132
GFS Advisors
Texas
$1.11M
GS
133
GAM Systematic
United Kingdom
$1.11M -$124K -4,586 -10%
HighTower Advisors
134
HighTower Advisors
Illinois
$1.1M -$188K -6,988 -15%
Credit Agricole
135
Credit Agricole
France
$1.08M +$1.05M +38,921 New
QSS
136
Quantitative Systematic Strategies
Florida
$1.06M +$204K +7,566 +24%
Public Employees Retirement Association of Colorado
137
Public Employees Retirement Association of Colorado
Colorado
$970K +$485 +18 +0.1%
BJ
138
BlackRock Japan
Japan
$958K -$196K -7,276 -17%
Macquarie Group
139
Macquarie Group
Australia
$955K -$928K -34,400 -50%
BF
140
BOK Financial
Oklahoma
$912K +$378K +14,027 +74%
B
141
Barings
North Carolina
$899K +$27K +1,000 +3%
JMPWA
142
JP Morgan Private Wealth Advisors
California
$874K -$2.78K -103 -0.3%
CHAM
143
Clear Harbor Asset Management
Connecticut
$848K -$43.4K -1,610 -5%
Natixis Advisors
144
Natixis Advisors
Massachusetts
$840K +$71.8K +2,662 +10%
MFS
145
MSI Financial Services
Massachusetts
$833K
FQ
146
First Quadrant
California
$816K
Tudor Investment Corp
147
Tudor Investment Corp
Connecticut
$806K +$489K +18,141 +166%
GLA
148
Great Lakes Advisors
Illinois
$804K +$782K +28,990 New
QIM
149
Quantitative Investment Management
Virginia
$793K +$771K +28,600 New
LAM
150
Lingohr Asset Management
Germany
$752K +$731K +27,109 New

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.