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Ambac
AMBC

Overview Fund Activity

135 hedge funds and large institutions have $630M invested in Ambac in 2019 Q2 according to their latest regulatory filings, with 18 funds opening new positions, 55 increasing their positions, 30 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
135
Holders Change
-20
Holders Change %
-12.9%
% of All Funds
2.94%
Holding in Top 10
3
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+200%
% of All Funds
0.07%
New
18
Increased
55
Reduced
30
Closed
35
Calls
$41.3M
Puts
$3.09M
Net Calls
+$38.2M
Net Calls Change
+$19.4M

Top Buyers

1
Barclays
1
Barclays
United Kingdom
$17M
2
RCM
2
Raging Capital Management
New Jersey
$31.7M
3
Nomura Holdings
3
Nomura Holdings
Japan
$10.7M
4
CC
4
CQS Cayman
Cayman Islands
$13.5M
5
Morgan Stanley
5
Morgan Stanley
New York
$14.8M

Top Sellers

1
Arrowstreet Capital
1
Arrowstreet Capital
Massachusetts
$0
2
Man Group
2
Man Group
United Kingdom
$5.15M
3
Vanguard Group
3
Vanguard Group
Pennsylvania
$73.4M
4
Bank of America
4
Bank of America
North Carolina
$27.6M
5
Barrow, Hanley, Mewhinney & Strauss
5
Barrow, Hanley, Mewhinney & Strauss
Texas
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
SEI Investments
76
SEI Investments
Pennsylvania
$436K +$228K +13,500 +109%
Walleye Trading
77
Walleye Trading
New York
$434K +$104K +6,184 +32%
CHAM
78
Clear Harbor Asset Management
Connecticut
$421K +$421K +25,000 New
TEE
79
Tibra Equities Europe
United Kingdom
$399K +$399K +23,700 New
MIM
80
MetLife Investment Management
New Jersey
$378K – – –
Simplex Trading
81
Simplex Trading
Illinois
$376K +$305K +18,168 +432%
MAA
82
Mraz Amerine & Associates
California
$372K +$33.7K +2,000 +10%
ACM
83
AlphaCrest Capital Management
New York
$359K +$359K +21,300 New
BTS
84
BB&T Securities
Virginia
$357K – – –
GCP
85
GSA Capital Partners
United Kingdom
$348K +$348K +20,667 New
AG
86
Aperio Group
California
$346K -$503K -29,845 -59%
JG
87
Jefferies Group
New York
$344K +$344K +20,400 New
State Board of Administration of Florida Retirement System
88
State Board of Administration of Florida Retirement System
Florida
$319K – – –
VOYA Investment Management
89
VOYA Investment Management
Georgia
$317K +$14.8K +878 +5%
PI
90
PEAK6 Investments
Illinois
$313K +$313K +18,597 New
Nisa Investment Advisors
91
Nisa Investment Advisors
Missouri
$310K – – –
OPERF
92
Oregon Public Employees Retirement Fund
Oregon
$301K +$5.06K +300 +2%
LSERS
93
Louisiana State Employees Retirement System
Louisiana
$299K – – –
New York State Teachers Retirement System (NYSTRS)
94
New York State Teachers Retirement System (NYSTRS)
New York
$293K – – –
T. Rowe Price Associates
95
T. Rowe Price Associates
Maryland
$280K +$2.25K +134 +0.8%
COPPSERS
96
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$263K +$472 +28 +0.2%
SOADOR
97
State of Alaska Department of Revenue
Alaska
$261K +$3.79K +225 +1%
MSA
98
Mason Street Advisors
Wisconsin
$256K +$10.7K +633 +4%
CGH
99
Crossmark Global Holdings
Texas
$249K +$13.3K +790 +6%
MLICM
100
Metropolitan Life Insurance Company (MetLife)
New York
$236K – – –
2 3
4
5 6