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Ambac
AMBC

Overview Fund Activity

115 hedge funds and large institutions have $507M invested in Ambac in 2016 Q1 according to their latest regulatory filings, with 10 funds opening new positions, 41 increasing their positions, 37 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
115
Holders Change
-12
Holders Change %
-9.45%
% of All Funds
3.07%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.11%
New
10
Increased
41
Reduced
37
Closed
21
Calls
$678K
Puts
$550K
Net Calls
+$128K
Net Calls Change
+$415K

Top Buyers

1
Goldman Sachs
1
Goldman Sachs
New York
$25.9M
2
Dimensional Fund Advisors
2
Dimensional Fund Advisors
Texas
$28.5M
3
CCA
3
Canyon Capital Advisors
Texas
$35.1M
4
Robeco Institutional Asset Management
4
Robeco Institutional Asset Management
Netherlands
$5.97M
5
NI
5
Numeric Investors
Massachusetts
$11.7M

Top Sellers

1
FTCM
1
Fir Tree Capital Management
New York
$19.6M
2
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$1.38M
3
RCM
3
Raging Capital Management
New Jersey
$17.4M
4
Millennium Management
4
Millennium Management
New York
$4.11M
5
WA
5
Whitebox Advisors
Minnesota
$3.83M
Name Holding Trade Value Shares
Change 		Shares
Change %
Bank of Montreal
26
Bank of Montreal
Ontario, Canada
$4.04M +$6.15K +389 +0.2%
California Public Employees Retirement System
27
California Public Employees Retirement System
California
$3.99M +$626K +39,600 +19%
WA
28
Whitebox Advisors
Minnesota
$3.83M -$5.96M -377,089 -61%
RFC
29
Russell Frank Company
Washington
$3.4M -$250K -15,832 -7%
Arrowstreet Capital
30
Arrowstreet Capital
Massachusetts
$3.24M -$2.73M -173,081 -46%
JPMorgan Chase & Co
31
JPMorgan Chase & Co
New York
$3.16M +$872K +55,200 +38%
Wellington Management Group
32
Wellington Management Group
Massachusetts
$2.89M +$452K +28,596 +19%
AQR Capital Management
33
AQR Capital Management
Connecticut
$2.88M +$1.26M +79,886 +78%
DMK
34
David M. Knott
$2.74M – – –
CA
35
Corrado Advisors
New Jersey
$2.64M -$394K -24,927 -13%
Bank of New York Mellon
36
Bank of New York Mellon
New York
$2.6M -$318K -20,139 -11%
BIM
37
BlackRock Investment Management
Delaware
$2.49M -$36.7K -2,322 -1%
GJL
38
Gendell Jeffrey L
$2.34M -$4.09M -258,952 -64%
TCIM
39
TIAA CREF Investment Management
New York
$2.24M -$18.3K -1,156 -0.8%
PPA
40
Parametric Portfolio Associates
Washington
$2.19M +$290K +18,370 +15%
Los Angeles Capital Management
41
Los Angeles Capital Management
California
$1.84M +$1.06M +66,840 +135%
AI
42
Analytic Investors
California
$1.81M +$714K +45,191 +65%
AllianceBernstein
43
AllianceBernstein
Tennessee
$1.7M +$469K +29,690 +38%
Renaissance Technologies
44
Renaissance Technologies
New York
$1.6M +$1.6M +101,400 New
Morgan Stanley
45
Morgan Stanley
New York
$1.6M +$621K +39,278 +63%
California State Teachers Retirement System (CalSTRS)
46
California State Teachers Retirement System (CalSTRS)
California
$1.51M +$188K +11,927 +14%
Prudential Financial
47
Prudential Financial
New Jersey
$1.5M +$428K +27,100 +40%
BIM
48
Bogle Investment Management
Massachusetts
$1.44M -$599K -37,924 -29%
Citadel Advisors
49
Citadel Advisors
Florida
$1.44M -$1.65M -104,342 -53%
Barclays
50
Barclays
United Kingdom
$1.42M -$2.53M -168,494 -64%
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