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Assured Guaranty

275 hedge funds and large institutions have $4.31B invested in Assured Guaranty in 2017 Q3 according to their latest regulatory filings, with 36 funds opening new positions, 99 increasing their positions, 111 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

20% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 30

1% more funds holding

Funds holding: 272275 (+3)

0.03% more ownership

Funds ownership: 95.67%95.7% (+0.03%)

11% less repeat investments, than reductions

Existing positions increased: 99 | Existing positions reduced: 111

11% less capital invested

Capital invested by funds: $4.86B → $4.31B (-$555M)

15% less funds holding in top 10

Funds holding in top 10: 1311 (-2)

45% less call options, than puts

Call options by funds: $34.8M | Put options by funds: $63.6M

Holders
275
Holders Change
+3
Holders Change %
+1.1%
% of All Funds
6.86%
Holding in Top 10
11
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-15.38%
% of All Funds
0.27%
New
36
Increased
99
Reduced
111
Closed
30
Calls
$34.8M
Puts
$63.6M
Net Calls
-$28.8M
Net Calls Change
+$959K
Name Holding Trade Value Shares
Change
Change in
Stake
DTL
176
Dynamic Technology Lab
Singapore
$767K +$870K +20,318 New
Natixis Advisors
177
Natixis Advisors
Massachusetts
$758K -$603K -14,076 -41%
HAI
178
Hennessy Advisors Inc
California
$755K -$428K -10,000 -33%
Rafferty Asset Management
179
Rafferty Asset Management
New York
$740K +$76.8K +1,794 +10%
OSAM
180
O'Shaughnessy Asset Management
Connecticut
$736K -$6.08K -142 -0.7%
M&T Bank
181
M&T Bank
New York
$734K -$215K -5,016 -20%
RJA
182
Raymond James & Associates
Florida
$732K +$400K +9,345 +93%
Comerica Bank
183
Comerica Bank
Texas
$711K -$6.94K -162 -0.8%
Two Sigma Investments
184
Two Sigma Investments
New York
$710K -$4.63M -108,219 -85%
LS
185
Livforsakringsbolaget Skandia
Sweden
$691K
ECM
186
ETrade Capital Management
Virginia
$677K +$275K +6,431 +56%
Neuberger Berman Group
187
Neuberger Berman Group
New York
$639K +$6.89K +161 +1%
GCA
188
Gideon Capital Advisors
New York
$637K +$422K +9,848 +140%
ProShare Advisors
189
ProShare Advisors
Maryland
$624K -$44.5K -1,039 -6%
VF
190
Virtu Financial
New York
$623K +$706K +16,495 New
BNP Paribas Financial Markets
191
BNP Paribas Financial Markets
France
$585K +$120K +2,797 +22%
MWP
192
MYCIO Wealth Partners
Pennsylvania
$577K +$257K +6,000 +65%
BOH
193
Bank of Hawaii
Hawaii
$562K -$26.3K -615 -4%
B
194
Barings
North Carolina
$555K
US Bancorp
195
US Bancorp
Minnesota
$551K -$6.42K -150 -1%
PSUF
196
People's United Financial
Connecticut
$550K +$102K +2,387 +20%
Massachusetts Financial Services
197
Massachusetts Financial Services
Massachusetts
$539K +$612K +14,283 New
ECM
198
Evergreen Capital Management
Washington
$501K +$568K +13,259 New
Squarepoint
199
Squarepoint
New York
$494K -$252K -5,880 -31%
Group One Trading
200
Group One Trading
Illinois
$492K -$614K -14,334 -52%

AGO Hedge Fund Activity: Q3 2017 in Review

275 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2017, worth a combined $4.31B — down 11% from $4.86B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new AGO positions and 30 closed out — a net gain of 6 holders — while 99 added to existing stakes and 111 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $33M. The largest seller was OppenheimerFunds, exiting entirely with an estimated $50.8M sold.

  • 275 institutional investors held Assured Guaranty (AGO) as of Q3 2017, up from 272 in Q2 2017.
  • Funds reported $4.31B of Assured Guaranty stock for Q3 2017, down 11% quarter-over-quarter.
  • 36 funds opened new Assured Guaranty positions in Q3 2017 and 30 closed out, a net change of +6 holders.
  • The largest Assured Guaranty buyer in Q3 2017 was Morgan Stanley, an estimated $33M added.
  • The largest Assured Guaranty seller in Q3 2017 was OppenheimerFunds, an estimated $50.8M sold.

Based on aggregated 13F filings for Q3 2017.