Assured Guaranty
213 hedge funds and large institutions have $1.88B invested in Assured Guaranty in 2020 Q2 according to their latest regulatory filings, with 33 funds opening new positions, 64 increasing their positions, 96 reducing their positions, and 52 closing their positions.
0.98% less ownership
Funds ownership: 89.75% → 88.78% (-0.98%)
10% less funds holding
Funds holding: 236 → 213 (-23)
12% less capital invested
Capital invested by funds: $2.14B → $1.88B (-$254M)
33% less repeat investments, than reductions
Existing positions increased: 64 | Existing positions reduced: 96
37% less first-time investments, than exits
New positions opened: 33 | Existing positions closed: 52
46% less call options, than puts
Call options by funds: $13.7M | Put options by funds: $25.1M
50% less funds holding in top 10
Funds holding in top 10: 8 → 4 (-4)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LSV Asset Management
Chicago,
Illinois
|
+$47.1M |
| 2 |
Boston Partners
Boston,
Massachusetts
|
+$16.2M |
| 3 |
Millennium Management
New York
|
+$13.3M |
| 4 |
Two Sigma Investments
New York
|
+$13M |
| 5 |
D.E. Shaw & Co
New York
|
+$11.5M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
AQR Capital Management
Greenwich,
Connecticut
|
-$61.8M |
| 2 |
Robeco Institutional Asset Management
Rotterdam,
Netherlands
|
-$26.3M |
| 3 |
BlackRock
New York
|
-$23.2M |
| 4 |
SC
Samlyn Capital
New York
|
-$20.5M |
| 5 |
PFMOSF
Philadelphia Financial Management of San Francisco
San Francisco,
California
|
-$19.7M |
AGO Hedge Fund Activity: Q2 2020 in Review
213 of the 4,888 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q2 2020, worth a combined $1.88B — down 12% from $2.14B a quarter earlier.
Sellers outnumbered buyers: 52 funds closed out of AGO and 33 opened new positions — a net loss of 19 holders — while 96 trimmed existing stakes and 64 added.
The largest buyer was LSV Asset Management, adding an estimated $47.1M. The largest seller was AQR Capital Management, cutting an estimated $61.8M.
- 213 institutional investors held Assured Guaranty (AGO) as of Q2 2020, down from 236 in Q1 2020.
- Funds reported $1.88B of Assured Guaranty stock for Q2 2020, down 12% quarter-over-quarter.
- 33 funds opened new Assured Guaranty positions in Q2 2020 and 52 closed out, a net change of -19 holders.
- The largest Assured Guaranty buyer in Q2 2020 was LSV Asset Management, an estimated $47.1M added.
- The largest Assured Guaranty seller in Q2 2020 was AQR Capital Management, an estimated $61.8M sold.
Based on aggregated 13F filings for Q2 2020.