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Assured Guaranty

236 hedge funds and large institutions have $2.14B invested in Assured Guaranty in 2020 Q1 according to their latest regulatory filings, with 32 funds opening new positions, 79 increasing their positions, 101 reducing their positions, and 69 closing their positions.

New
Increased
Maintained
Reduced
Closed

3% less ownership

Funds ownership: 92.79%89.79% (-3%)

11% less funds holding in top 10

Funds holding in top 10: 98 (-1)

15% less funds holding

Funds holding: 278236 (-42)

22% less repeat investments, than reductions

Existing positions increased: 79 | Existing positions reduced: 101

34% less call options, than puts

Call options by funds: $16.5M | Put options by funds: $24.9M

51% less capital invested

Capital invested by funds: $4.33B → $2.14B (-$2.19B)

54% less first-time investments, than exits

New positions opened: 32 | Existing positions closed: 69

Holders
236
Holders Change
-42
Holders Change %
-15.11%
% of All Funds
5.2%
Holding in Top 10
8
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-11.11%
% of All Funds
0.18%
New
32
Increased
79
Reduced
101
Closed
69
Calls
$16.5M
Puts
$24.9M
Net Calls
-$8.38M
Net Calls Change
+$3.75M
Name Holding Trade Value Shares
Change
Change in
Stake
FRA
126
Front Row Advisors
California
$748K +$10.3K +250 +1%
AIM
127
Aigen Investment Management
New York
$719K +$289K +6,980 +33%
CANY
128
Caxton Associates (New York)
New York
$678K +$1.09M +26,274 New
DRZID
129
DePrince Race & Zollo Inc (DRZ)
Florida
$653K +$141K +3,400 +16%
DCM
130
Dupont Capital Management
Delaware
$650K -$1.57M -38,019 -60%
PP
131
Paloma Partners
Connecticut
$642K -$679K -16,402 -40%
BC
132
Burney Company
Virginia
$631K -$36K -869 -3%
TI
133
Trexquant Investment
Connecticut
$601K +$965K +23,313 New
ASRS
134
Arizona State Retirement System
Arizona
$578K +$927K +22,394 New
JG
135
Jefferies Group
New York
$577K -$363K -8,771 -28%
M&T Bank
136
M&T Bank
New York
$572K +$166K +4,015 +22%
Wolverine Trading
137
Wolverine Trading
Illinois
$569K +$822K +19,867 New
Nomura Holdings
138
Nomura Holdings
Japan
$546K +$869K +21,000 New
Bank of Nova Scotia
139
Bank of Nova Scotia
Ontario, Canada
$541K +$868K +20,977 New
CIA
140
CSat Investment Advisory
Michigan
$527K +$360K +8,696 +74%
AB
141
Amalgamated Bank
New York
$524K -$23.1K -559 -3%
XK
142
Xact Kapitalforvaltning
Sweden
$521K
GT
143
Greenleaf Trust
Michigan
$518K +$189K +4,570 +29%
VOYA Investment Management
144
VOYA Investment Management
Georgia
$505K +$19.3K +465 +2%
Envestnet Asset Management
145
Envestnet Asset Management
Illinois
$500K -$261K -6,311 -25%
MAP
146
Moody Aldrich Partners
Massachusetts
$483K +$386K +9,315 +99%
Skandinaviska Enskilda Banken (SEB)
147
Skandinaviska Enskilda Banken (SEB)
Sweden
$477K
CIM
148
Cambria Investment Management
California
$475K -$291K -7,030 -28%
Janus Henderson Group
149
Janus Henderson Group
United Kingdom
$470K +$399K +9,631 +112%
Mirae Asset Global Investments
150
Mirae Asset Global Investments
South Korea
$464K +$39.2K +948 +6%

AGO Hedge Fund Activity: Q1 2020 in Review

236 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q1 2020, worth a combined $2.14B — down 51% from $4.33B a quarter earlier.

Sellers outnumbered buyers: 69 funds closed out of AGO and 32 opened new positions — a net loss of 37 holders — while 101 trimmed existing stakes and 79 added.

The largest buyer was Samlyn Capital, opening a new position worth an estimated $33M. The largest seller was Wellington Management Group, cutting an estimated $64.8M.

  • 236 institutional investors held Assured Guaranty (AGO) as of Q1 2020, down from 278 in Q4 2019.
  • Funds reported $2.14B of Assured Guaranty stock for Q1 2020, down 51% quarter-over-quarter.
  • 32 funds opened new Assured Guaranty positions in Q1 2020 and 69 closed out, a net change of -37 holders.
  • The largest Assured Guaranty buyer in Q1 2020 was Samlyn Capital, an estimated $33M added.
  • The largest Assured Guaranty seller in Q1 2020 was Wellington Management Group, an estimated $64.8M sold.

Based on aggregated 13F filings for Q1 2020.