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Assured Guaranty

272 hedge funds and large institutions have $4.86B invested in Assured Guaranty in 2017 Q2 according to their latest regulatory filings, with 32 funds opening new positions, 88 increasing their positions, 121 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

30% more funds holding in top 10

Funds holding in top 10: 1013 (+3)

11% more capital invested

Capital invested by funds: $4.38B → $4.86B (+$478M)

10% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 29

0.52% more ownership

Funds ownership: 95.15%95.67% (+0.52%)

0% more funds holding

Funds holding: 271272 (+1)

27% less repeat investments, than reductions

Existing positions increased: 88 | Existing positions reduced: 121

35% less call options, than puts

Call options by funds: $54.5M | Put options by funds: $84.2M

Holders
272
Holders Change
+1
Holders Change %
+0.37%
% of All Funds
6.78%
Holding in Top 10
13
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+30%
% of All Funds
0.32%
New
32
Increased
88
Reduced
121
Closed
29
Calls
$54.5M
Puts
$84.2M
Net Calls
-$29.7M
Net Calls Change
-$19M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$510M -$15.5M -394,094 -3%
Wellington Management Group
2
Wellington Management Group
Massachusetts
$449M +$76.1M +1,930,796 +22%
BlackRock
3
BlackRock
New York
$234M -$27.7M -703,205 -11%
PI
4
Putnam Investments
Massachusetts
$226M +$22.3M +566,587 +12%
AQR Capital Management
5
AQR Capital Management
Connecticut
$190M +$29.3M +744,523 +20%
Dimensional Fund Advisors
6
Dimensional Fund Advisors
Texas
$185M +$176K +4,467 +0.1%
T. Rowe Price Associates
7
T. Rowe Price Associates
Maryland
$185M -$7.38M -187,287 -4%
AL
8
AJO LP
Pennsylvania
$160M -$16.1M -407,272 -10%
TCM
9
TimesSquare Capital Management
New York
$142M -$20.5M -520,300 -13%
Goldman Sachs
10
Goldman Sachs
New York
$135M +$36.6M +928,975 +40%
Thrivent Financial for Lutherans
11
Thrivent Financial for Lutherans
Minnesota
$124M +$723K +18,350 +0.6%
NI
12
Numeric Investors
Massachusetts
$94.7M -$1.45M -36,800 -2%
State Street
13
State Street
Massachusetts
$90.2M -$11.7M -296,348 -12%
FCP
14
Fine Capital Partners
New York
$85.8M -$26M -660,056 -24%
SCP
15
Seizert Capital Partners
Michigan
$62M -$3.69M -93,740 -6%
Norges Bank
16
Norges Bank
Norway
$57.7M +$8.8M +223,414 +19%
Geode Capital Management
17
Geode Capital Management
Massachusetts
$56M +$661K +16,780 +1%
SCM
18
Sterling Capital Management
North Carolina
$55.8M -$1.43M -36,253 -3%
Boston Partners
19
Boston Partners
Massachusetts
$54M +$830K +21,060 +2%
Fuller & Thaler Asset Management
20
Fuller & Thaler Asset Management
California
$52M +$195K +4,952 +0.4%
O
21
OppenheimerFunds
New York
$50.8M -$23M -583,500 -32%
Principal Financial Group
22
Principal Financial Group
Iowa
$49.1M +$10.1M +255,081 +28%
Arrowstreet Capital
23
Arrowstreet Capital
Massachusetts
$48.2M -$9.5M -241,095 -17%
TIM
24
Thornburg Investment Management
New Mexico
$47.9M -$129K -3,282 -0.3%
JP Morgan Chase
25
JP Morgan Chase
New York
$46.8M +$4.44M +112,750 +11%

AGO Hedge Fund Activity: Q2 2017 in Review

272 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q2 2017, worth a combined $4.86B — up 11% from $4.38B a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new AGO positions and 29 closed out — a net gain of 3 holders — while 88 added to existing stakes and 121 trimmed.

The largest buyer was Wellington Management Group, adding an estimated $76.1M. The largest seller was Schroder Investment Management Group, cutting an estimated $37.5M.

  • 272 institutional investors held Assured Guaranty (AGO) as of Q2 2017, up from 271 in Q1 2017.
  • Funds reported $4.86B of Assured Guaranty stock for Q2 2017, up 11% quarter-over-quarter.
  • 32 funds opened new Assured Guaranty positions in Q2 2017 and 29 closed out, a net change of +3 holders.
  • The largest Assured Guaranty buyer in Q2 2017 was Wellington Management Group, an estimated $76.1M added.
  • The largest Assured Guaranty seller in Q2 2017 was Schroder Investment Management Group, an estimated $37.5M sold.

Based on aggregated 13F filings for Q2 2017.