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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
WAM
201
World Asset Management
Michigan
$263K +$256K +9,493 New
EMG
202
Ellington Management Group
Connecticut
$261K +$253K +9,400 New
RJFSA
203
Raymond James Financial Services Advisors
Florida
$254K -$25.2K -935 -9%
CCM
204
Cullen Capital Management
New York
$239K
Rafferty Asset Management
205
Rafferty Asset Management
New York
$237K -$156K -5,780 -40%
SEI Investments
206
SEI Investments
Pennsylvania
$235K +$68.3K +2,532 +43%
ZDA
207
Zweig-DiMenna Associates
New York
$233K -$18.9K -700 -8%
QCMC
208
Quantum Capital Management (California)
California
$232K +$9.84K +365 +5%
Jane Street
209
Jane Street
New York
$232K +$226K +8,373 New
CPP
210
Crow Point Partners
Massachusetts
$232K +$228K +8,439 New
PAM
211
Panagora Asset Management
Massachusetts
$230K -$457K -16,965 -67%
ACI
212
Advance Capital I
Michigan
$216K -$89K -3,300 -30%
QT
213
Quantbot Technologies
New York
$192K -$166K -6,163 -47%
Loomis, Sayles & Company
214
Loomis, Sayles & Company
Massachusetts
$177K
PCM
215
Prelude Capital Management
New York
$160K -$149K -5,510 -49%
Creative Planning
216
Creative Planning
Kansas
$154K -$442K -16,400 -75%
MWP
217
MYCIO Wealth Partners
Pennsylvania
$153K +$13.5K +500 +10%
KBC Group
218
KBC Group
Belgium
$144K +$86.9K +3,223 +163%
Canada Pension Plan Investment Board
219
Canada Pension Plan Investment Board
Ontario, Canada
$142K -$40.4K -1,500 -23%
Zurich Cantonal Bank
220
Zurich Cantonal Bank
Switzerland
$128K +$11.9K +443 +11%
PNC Financial Services Group
221
PNC Financial Services Group
Pennsylvania
$125K
IR
222
Invictus RG
Bermuda
$123K +$119K +4,420 New
AIG
223
American International Group
New York
$115K -$8.74K -324 -7%
CSS
224
Cubist Systematic Strategies
Connecticut
$114K -$1.15M -42,778 -91%
MLICM
225
Metropolitan Life Insurance Company (MetLife)
New York
$108K -$1.02K -38 -1%

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.