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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
Vanguard Group
1
Vanguard Group
Pennsylvania
$343M +$124K +4,597 +0%
Wellington Management Group
2
Wellington Management Group
Massachusetts
$340M +$6.25M +231,641 +2%
O
3
OppenheimerFunds
New York
$158M +$1.77M +65,725 +1%
T. Rowe Price Associates
4
T. Rowe Price Associates
Maryland
$135M -$2.02M -74,840 -2%
PI
5
Putnam Investments
Massachusetts
$123M -$14.7M -544,745 -11%
Dimensional Fund Advisors
6
Dimensional Fund Advisors
Texas
$114M -$473K -17,554 -0.4%
AL
7
AJO LP
Pennsylvania
$96.9M -$23.2M -858,853 -20%
BIT
8
BlackRock Institutional Trust
California
$95M -$10.1M -374,773 -10%
CIP
9
Chartwell Investment Partners
Pennsylvania
$94.7M +$914K +33,894 +1%
FCP
10
Fine Capital Partners
New York
$90.2M +$4.49M +166,367 +5%
TCM
11
TimesSquare Capital Management
New York
$84.8M -$1.74M -64,675 -2%
Thrivent Financial for Lutherans
12
Thrivent Financial for Lutherans
Minnesota
$80.9M +$24.3K +900 +0%
NI
13
Numeric Investors
Massachusetts
$65M -$15M -558,000 -19%
State Street
14
State Street
Massachusetts
$63.3M -$1.34M -49,523 -2%
AQR Capital Management
15
AQR Capital Management
Connecticut
$62.9M +$7.07M +262,392 +13%
SCP
16
Seizert Capital Partners
Michigan
$59M -$1.95M -72,356 -3%
Goldman Sachs
17
Goldman Sachs
New York
$58.6M +$5.37M +199,308 +10%
SCM
18
Sterling Capital Management
North Carolina
$46.9M -$3.42M -126,933 -7%
TSW
19
Thompson Siegel & Walmsley
Virginia
$44.8M -$3.86M -142,978 -8%
Norges Bank
20
Norges Bank
Norway
$39.3M
BFA
21
BlackRock Fund Advisors
California
$37.2M +$1.54M +57,151 +4%
EA
22
Emerald Acquisition
Washington
$35.8M -$2.63M -97,629 -7%
Grantham, Mayo, Van Otterloo & Co (GMO)
23
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$35.8M -$7.11M -263,560 -17%
Boston Partners
24
Boston Partners
Massachusetts
$35.1M +$1.85M +68,736 +6%
Geode Capital Management
25
Geode Capital Management
Massachusetts
$34M +$1.02M +37,834 +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.