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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
CANY
201
Caxton Associates (New York)
New York
$491K -$8.56K -200 -2%
LPL Financial
202
LPL Financial
California
$481K -$11.7K -273 -2%
SG Americas Securities
203
SG Americas Securities
New York
$478K -$287K -6,691 -35%
TI
204
Trexquant Investment
Connecticut
$466K +$529K +12,351 New
QT
205
Quantbot Technologies
New York
$441K +$500K +11,676 +68,682%
SM
206
Sciencast Management
New Jersey
$410K +$464K +10,823 New
HHC
207
Hutchin Hill Capital
New York
$400K +$454K +10,600 New
T
208
Tahithromos
New York
$398K -$1.28M -29,954 -74%
SCCM
209
Schafer Cullen Capital Management
New York
$380K -$18.4K -430 -4%
Teacher Retirement System of Texas
210
Teacher Retirement System of Texas
Texas
$380K +$3.85K +90 +0.9%
CIP
211
Convergence Investment Partners
Florida
$378K -$1.11M -25,987 -72%
FA
212
FDx Advisors
Illinois
$368K -$378K -8,831 -48%
RJFSA
213
Raymond James Financial Services Advisors
Florida
$368K -$6.59K -154 -2%
Creative Planning
214
Creative Planning
Kansas
$363K +$53.1K +1,240 +15%
PCM
215
Prelude Capital Management
New York
$359K +$61.2K +1,430 +18%
IR
216
Invictus RG
Bermuda
$356K -$869K -20,291 -68%
PAM
217
Panagora Asset Management
Massachusetts
$313K
Jane Street
218
Jane Street
New York
$311K +$353K +8,241 New
KC
219
Kepos Capital
New York
$306K +$348K +8,118 New
Envestnet Asset Management
220
Envestnet Asset Management
Illinois
$304K -$4.92K -115 -1%
WAM
221
World Asset Management
Michigan
$299K -$3.13K -73 -0.9%
WIC
222
Water Island Capital
New York
$294K +$334K +7,800 New
JMPWA
223
JP Morgan Private Wealth Advisors
California
$293K -$34.2K -799 -9%
Loomis, Sayles & Company
224
Loomis, Sayles & Company
Massachusetts
$286K +$181K +4,221 +125%
LCM
225
Laurion Capital Management
New York
$276K +$313K +7,300 New

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.