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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
PRCM
151
Pine River Capital Management
Minnesota
$748K +$727K +26,948 New
GIA
152
Gargoyle Investment Advisor
New Jersey
$744K +$7.25K +269 +1%
ACM
153
Americafirst Capital Management
California
$739K -$31.4K -1,165 -4%
GT
154
Glenmede Trust
Pennsylvania
$734K -$216K -8,020 -23%
JG
155
Jefferies Group
New York
$719K +$695K +25,788 +22,424%
M&T Bank
156
M&T Bank
New York
$709K -$119K -4,417 -15%
URS
157
Utah Retirement Systems
Utah
$672K
William Blair Investment Management
158
William Blair Investment Management
Illinois
$667K +$3.07K +114 +0.5%
BIM
159
Bogle Investment Management
Massachusetts
$647K +$629K +23,329 New
BOH
160
Bank of Hawaii
Hawaii
$646K +$64.7K +2,400 +12%
Lazard Asset Management
161
Lazard Asset Management
New York
$639K +$621K +23,044 New
PCM
162
Pyrrho Capital Management
New York
$624K +$607K +22,500 New
RCM
163
Riverhead Capital Management
Delaware
$555K -$2.32M -86,095 -81%
AG
164
Algert Global
California
$539K +$524K +19,430 New
BNP Paribas Financial Markets
165
BNP Paribas Financial Markets
France
$538K +$84.4K +3,132 +19%
FRM
166
Fox Run Management
Connecticut
$508K +$78.2K +2,900 +19%
US Bancorp
167
US Bancorp
Minnesota
$506K +$3.34K +124 +0.7%
ProShare Advisors
168
ProShare Advisors
Maryland
$496K -$33.8K -1,253 -7%
Two Sigma Investments
169
Two Sigma Investments
New York
$487K +$473K +17,535 New
LPL Financial
170
LPL Financial
California
$475K -$17.9K -664 -4%
Neuberger Berman Group
171
Neuberger Berman Group
New York
$473K -$418K -15,501 -48%
GCP
172
GSA Capital Partners
United Kingdom
$465K -$137K -5,064 -23%
FA
173
FDx Advisors
Illinois
$465K -$117K -4,338 -21%
Envestnet Asset Management
174
Envestnet Asset Management
Illinois
$449K -$66.4K -2,464 -13%
AB
175
Amalgamated Bank
New York
$448K +$1.27K +47 +0.3%

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.