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Assured Guaranty
AGO

208 hedge funds and large institutions have $1.59B invested in Assured Guaranty in 2020 Q3 according to their latest regulatory filings, with 26 funds opening new positions, 70 increasing their positions, 86 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.32% more ownership

Funds ownership: 88.82% → 89.13% (+0.32%)

0% more funds holding in top 10

Funds holding in top 10: 4 → 4 (0)

2% less funds holding

Funds holding: 213 → 208 (-5)

13% less first-time investments, than exits

New positions opened: 26 | Existing positions closed: 30

15% less capital invested

Capital invested by funds: $1.88B → $1.59B (-$289M)

19% less repeat investments, than reductions

Existing positions increased: 70 | Existing positions reduced: 86

74% less call options, than puts

Call options by funds: $10.1M | Put options by funds: $38.3M

Holders
208
Holders Change
-5
Holders Change %
-2.35%
% of All Funds
4.2%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.08%
New
26
Increased
70
Reduced
86
Closed
30
Calls
$10.1M
Puts
$38.3M
Net Calls
-$28.2M
Net Calls Change
-$16.8M

Top Buyers

1
Wellington Management Group
Wellington Management Group
Massachusetts
+$22.2M
2
TIM
Thornburg Investment Management
New Mexico
+$18.6M
3
PI
Putnam Investments
Massachusetts
+$10.3M
4
D.E. Shaw & Co
D.E. Shaw & Co
New York
+$9M
5
Fuller & Thaler Asset Management
Fuller & Thaler Asset Management
California
+$7.3M

Top Sellers

1
Robeco Institutional Asset Management
Robeco Institutional Asset Management
Netherlands
-$30.2M
2
Vanguard Group
Vanguard Group
Pennsylvania
-$15M
3
BlackRock
BlackRock
New York
-$12.4M
4
Millennium Management
Millennium Management
New York
-$10.3M
5
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
-$9.67M
Name Holding Trade Value Shares
Change 		Change in
Stake
EGM
126
Engineers Gate Manager
New York
$512K -$2.15M -97,660 -80%
Barclays
127
Barclays
United Kingdom
$512K -$1.57M -71,101 -75%
WBC
128
Westpac Banking Corp
Australia
$511K +$59.5K +2,700 +13%
M&T Bank
129
M&T Bank
New York
$506K -$29.8K -1,351 -5%
CIC
130
Cornercap Investment Counsel
Georgia
$467K +$479K +21,753 New
TCM
131
Teza Capital Management
Illinois
$442K +$53.5K +2,426 +13%
Envestnet Asset Management
132
Envestnet Asset Management
Illinois
$440K +$83.6K +3,793 +23%
Handelsbanken Fonder
133
Handelsbanken Fonder
Sweden
$434K – – –
BAM
134
Blueshift Asset Management
New Jersey
$413K +$57.7K +2,619 +16%
B
135
Bailard
California
$410K +$421K +19,100 New
JF
136
Jump Financial
Illinois
$399K +$410K +18,593 New
ACM
137
AlphaCrest Capital Management
New York
$398K +$409K +18,551 New
Skandinaviska Enskilda Banken (SEB)
138
Skandinaviska Enskilda Banken (SEB)
Sweden
$397K – – –
QIM
139
Quantitative Investment Management
Virginia
$371K -$156K -7,081 -29%
QC
140
Quadrature Capital
United Kingdom
$341K -$58.5K -2,655 -14%
CIM
141
Cambria Investment Management
California
$335K +$8.81K +400 +3%
Public Employees Retirement Association of Colorado
142
Public Employees Retirement Association of Colorado
Colorado
$332K – – –
AC
143
Allstate Corporation
Illinois
$332K +$41.5K +1,881 +14%
ACI
144
AMP Capital Investors
Australia
$330K – – –
LS
145
Livforsakringsbolaget Skandia
Sweden
$309K – – –
QI
146
QS Investors
New York
$302K -$746K -33,860 -71%
SEI Investments
147
SEI Investments
Pennsylvania
$298K +$53K +2,404 +21%
KAS
148
Kestra Advisory Services
Texas
$295K +$303K +13,749 New
TEE
149
Tibra Equities Europe
United Kingdom
$294K +$302K +13,700 New
Bank of Montreal
150
Bank of Montreal
Ontario, Canada
$287K +$5.11K +232 +2%
4 5
6
7 8

AGO Hedge Fund Activity: Q3 2020 in Review

208 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2020, worth a combined $1.59B — down 15% from $1.88B a quarter earlier.

Sellers outnumbered buyers: 30 funds closed out of AGO and 26 opened new positions — a net loss of 4 holders — while 86 trimmed existing stakes and 70 added.

The largest buyer was Wellington Management Group, adding an estimated $22.2M. The largest seller was Robeco Institutional Asset Management, cutting an estimated $30.2M.

  • 208 institutional investors held Assured Guaranty (AGO) as of Q3 2020, down from 213 in Q2 2020.
  • Funds reported $1.59B of Assured Guaranty stock for Q3 2020, down 15% quarter-over-quarter.
  • 26 funds opened new Assured Guaranty positions in Q3 2020 and 30 closed out, a net change of -4 holders.
  • The largest Assured Guaranty buyer in Q3 2020 was Wellington Management Group, an estimated $22.2M added.
  • The largest Assured Guaranty seller in Q3 2020 was Robeco Institutional Asset Management, an estimated $30.2M sold.

Based on aggregated 13F filings for Q3 2020.