AMBC / Ambac Financial Group, Inc. - Net Long/Short Value

Ambac Financial Group, Inc.
US ˙ NYSE ˙ US0231398845

AMBC / Ambac Financial Group, Inc. - Net Long/Short Value
This page provides the net long/short valuations for each institutional holding reported via 13F or NPORT filings. To calculate the net long/short value, we add the equity value to the call option value and subtract the put option value. Funds that report short-borrowed positions will report equity values as negatives. Net long positions will have positive numbers in the net long/short column, and net short positions will have negative values in that column.
Owner Equity Value
($1000)
Call Value
($1000)
Put Value
($1000)
Net Long/Short
($1000)
LM Asset (IM) Inc.
Tudor Investment Corp Et Al
Russell Investments Group, Ltd.
Empirical Finance, LLC
Fmr Llc
GOLDMAN SACHS VARIABLE INSURANCE TRUST - Goldman Sachs Small Cap Equity Insights Fund Institutional
Police & Firemen's Retirement System of New Jersey
RYDEX VARIABLE TRUST - Russell 2000(R) 1.5x Strategy Fund Variable Annuity
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP SSGA Small-Cap Index Fund Standard Class
Aurelius Capital Management, LP
Harbor Capital Advisors, Inc.
USMIX - USAA MUTUAL FUNDS TRUST - Extended Market Index Fund
PACIFIC SELECT FUND - Small-Cap Value Portfolio Class I
Ieq Capital, Llc
Hrt Financial Lp
DFSVX - Dfa Investment Dimensions Group Inc - U.s. Small Cap Value Portfolio - Institutional Class
VYSVX - Vericimetry Funds - Vericimetry U.S. Small Cap Value Fund
Geode Capital Management, Llc
Point72 Hong Kong Ltd
CZMSX - COLUMBIA FUNDS SERIES TRUST I - Multi-Manager Small Cap Equity Strategies Fund Institutional Class
Two Sigma Investments, Lp
Quantinno Capital Management LP
Advisors Asset Management, Inc.
JAFEX - JOHN HANCOCK VARIABLE INSURANCE TRUST - Total Stock Market Index Trust NAV
Schonfeld Strategic Advisors LLC
Jane Street Group, Llc
D. E. Shaw & Co., Inc.
SIXL - EXCHANGE TRADED CONCEPTS TRUST - 6 Meridian Low Beta Equity Strategy ETF
HDG - PROSHARES TRUST - ProShares Hedge Replication ETF
State of Wyoming
HAP Trading, LLC
PEXMX - T. Rowe Price Index Trust, Inc. - T. Rowe Price Extended Equity Market Index Fund
VARIABLE INSURANCE PRODUCTS FUND II - Extended Market Index Portfolio Initial Class
Continental General Insurance Co
Bank Of America Corp /de/
Quarry LP
DFAS - Dimensional ETF Trust - Dimensional U.S. Small Cap ETF
ITWO - PROSHARES TRUST - ProShares Russell 2000 High Income ETF
Parallel Advisors, LLC
CoreCap Advisors, LLC
VCSLX - VALIC Co I - Small Cap Index Fund
JAEWX - JOHN HANCOCK VARIABLE INSURANCE TRUST - Small Cap Index Trust NAV
DFSCX - Dfa Investment Dimensions Group Inc - U.s. Micro Cap Portfolio - Institutional Class
EQ ADVISORS TRUST - 1290 VT Micro Cap Portfolio Class IB
RTSSX - RUSSELL INVESTMENT CO - Tax-Managed U.S. Mid & Small Cap Fund Class S
Sterling Capital Management LLC
Caitong International Asset Management Co., Ltd
VELA Investment Management, LLC
Public Sector Pension Investment Board
Axq Capital, Lp
DFAT - Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
DSMFX - Brinker Capital Destinations Trust - Destinations Small-Mid Cap Equity Fund Class I
Harbor Advisors LLC
DFSU - Dimensional ETF Trust - Dimensional US Sustainability Core 1 ETF
Manufacturers Life Insurance Company, The
DFAU - Dimensional ETF Trust - Dimensional US Core Equity Market ETF
MSSM - MORGAN STANLEY PATHWAY FUNDS - Morgan Stanley Pathway Small-Mid Cap Equity ETF
DFFVX - DFA INVESTMENT DIMENSIONS GROUP INC - U.S. Targeted Value Portfolio - Institutional Class
Hotchkis & Wiley Capital Management Llc
FAVFX - FIDELITY ADVISOR SERIES I - Fidelity Advisor Value Fund Class A
Morgan Stanley
VTSMX - VANGUARD INDEX FUNDS - Vanguard Total Stock Market Index Fund Investor Shares
NMSAX - COLUMBIA FUNDS SERIES TRUST - Columbia Small Cap Index Fund Class A
Caption Management, LLC
Gendell Jeffrey L
FLXSX - FIDELITY SALEM STREET TRUST - Fidelity Flex Small Cap Index Fund
Point72 (DIFC) Ltd
BSVO - EA Series Trust - EA Bridgeway Omni Small-Cap Value ETF
Quantbot Technologies LP
DFA INVESTMENT DIMENSIONS GROUP INC - U.S. Sustainability Targeted Value Portfolio Institutional Class
Price T Rowe Associates Inc /md/
Jnl Series Trust - Jnl/dfa U.s. Core Equity Fund (a)
CRSSX - Catholic Responsible Investments Funds - CATHOLIC RESPONSIBLE INVESTMENTS SMALL-CAP FUND Institutional Shares
PACIFIC SELECT FUND - Small-Cap Index Portfolio Class I
FSMAX - FIDELITY CONCORD STREET TRUST - Fidelity Extended Market Index Fund
SQLV - Legg Mason ETF Investment Trust - Legg Mason Small-Cap Quality Value ETF
DFQTX - Dfa Investment Dimensions Group Inc - U.s. Core Equity 2 Portfolio - Institutional Class
Bnp Paribas Arbitrage, Sa
Brevan Howard Capital Management LP
FNDB - SCHWAB STRATEGIC TRUST - Schwab Fundamental U.S. Broad Market Index ETF
Citigroup Inc
SA FUNDS INVESTMENT TRUST - SA U.S. Small Company Fund
DXUV - Dimensional ETF Trust - Dimensional US Vector Equity ETF
Allworth Financial LP
Aqr Capital Management Llc
Group One Trading, L.p.
Immersion Corp
VFVA - VANGUARD WELLINGTON FUND - Vanguard U.S. Value Factor ETF ETF Shares
DFVEX - Dfa Investment Dimensions Group Inc - U.s. Vector Equity Portfolio - Institutional Class
Jpmorgan Chase & Co
Bank of New York Mellon Corp
MXLSX - GREAT-WEST FUNDS INC - Great-West Loomis Sayles Small Cap Value Fund Investor Class
DISSX - BNY MELLON INDEX FUNDS, INC. - BNY Mellon Smallcap Stock Index Fund Investor Shares
NATIONWIDE VARIABLE INSURANCE TRUST - NVIT GS Small Cap Equity Insights Fund Class Y
Wolf Hill Capital Management, LP
Advisor Group Holdings, Inc.
UBS Group AG
FZROX - FIDELITY CONCORD STREET TRUST - Fidelity ZERO Total Market Index Fund
VIOV - VANGUARD ADMIRAL FUNDS - Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares
PSCF - Invesco Exchange-Traded Fund Trust II - Invesco S&P SmallCap Financials ETF
SCHA - SCHWAB STRATEGIC TRUST - Schwab U.S. Small-Cap ETF
VBINX - Vanguard Valley Forge Funds - Vanguard Balanced Index Fund Investor Shares
SWSSX - SCHWAB CAPITAL TRUST - Schwab Small-Cap Index Fund
Squarepoint Ops LLC
Mraz, Amerine & Associates, Inc.
GARTX - GOLDMAN SACHS TRUST - Goldman Sachs Absolute Return Tracker Fund Class A
Calvert Variable Products, Inc. - Calvert VP Russell 2000 Small Cap Index Portfolio - I Class
Franklin Resources Inc
Alliancebernstein L.p.
KLCM Advisors, Inc.
Third Avenue Management Llc
SCHB - SCHWAB STRATEGIC TRUST - Schwab U.S. Broad Market ETF
TRSYX - T. Rowe Price Index Trust, Inc. - T. Rowe Price Small-Cap Index Fund
Legacy Wealth Managment, LLC/ID
VQNPX - VANGUARD QUANTITATIVE FUNDS - Vanguard Growth and Income Fund Investor Shares
IWN - iSHARES TRUST - iShares Russell 2000 Value ETF
XTX Topco Ltd
Profunds - Profund Vp Ultrasmall-cap
DCOR - Dimensional ETF Trust - Dimensional US Core Equity 1 ETF
FSKAX - FIDELITY CONCORD STREET TRUST - Fidelity Total Market Index Fund
Point72 Asia (Singapore) Pte. Ltd.
SIXS - EXCHANGE TRADED CONCEPTS TRUST - 6 Meridian Small Cap Equity ETF
Deutsche Bank Ag\
Bracebridge Capital, LLC
MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd.
PRFZ - INVESCO EXCHANGE-TRADED FUND TRUST - Invesco FTSE RAFI US 1500 Small-Mid ETF
GMRAX - NATIONWIDE MUTUAL FUNDS - Nationwide Small Cap Index Fund Class A
FSSNX - FIDELITY SALEM STREET TRUST - Fidelity Small Cap Index Fund
SSMHX - State Street Institutional Investment Trust - State Street Small/mid Cap Equity Index Portfolio
DiNuzzo Private Wealth, Inc.
Norges Bank
SBI Securities Co., Ltd.
Pnc Financial Services Group, Inc.
Royce Value Trust Inc
Millennium Management Llc
Charles Schwab Investment Management Inc
DTSVX - Wilshire Mutual Funds Inc - Small Company Value Portfolio Investment Class
Repertoire Partners LP
EBIT - Harbor ETF Trust - Harbor AlphaEdge Small Cap Earners ETF
BOSVX - BRIDGEWAY FUNDS INC - Omni Small-Cap Value Fund Class N
Intech Investment Management Llc
AVUVX - AMERICAN CENTURY ETF TRUST - Avantis U.S. Small Cap Value Fund Institutional Class
DFA INVESTMENT DIMENSIONS GROUP INC - U.S. Sustainability Core 1 Portfolio Shares
Centiva Capital, LP
Cubist Systematic Strategies, LLC
Gator Capital Management, LLC
Profunds - Profund Vp Small-cap
FZIPX - FIDELITY CONCORD STREET TRUST - Fidelity ZERO Extended Market Index Fund
Nuveen, LLC
RYMKX - RYDEX SERIES FUNDS - Russell 2000 1.5x Strategy Fund Class H
JNL SERIES TRUST - JNL/DFA U.S. Small Cap Fund (A)
Advanced Series Trust - Ast Small-cap Growth Portfolio
NATIONWIDE VARIABLE INSURANCE TRUST - NVIT Small Cap Index Fund Class II
BBVSX - Bridge Builder Trust - Bridge Builder Small/Mid Cap Value Fund
VELA Funds - VELA Small Cap Fund Class I
SLPIX - Profunds - Small-cap Profund Investor Class
DEUTSCHE DWS INVESTMENTS VIT FUNDS - DWS Small Cap Index VIP Class A
TISBX - TIAA-CREF FUNDS - TIAA-CREF Small-Cap Blend Index Fund Institutional Class
SMXAX - SEI INSTITUTIONAL INVESTMENTS TRUST - SIIT Extended Market Index Fund - Class A
JAFVX - JOHN HANCOCK VARIABLE INSURANCE TRUST - Strategic Equity Allocation Trust Series NAV
BDSIX - BLACKROCK FUNDS - BlackRock Advantage Small Cap Core Fund Institutional Shares
Barclays Plc
Prescott Group Capital Management, L.l.c.
SSTIX - STATE STREET VARIABLE INSURANCE SERIES FUNDS INC - State Street Total Return V.I.S. Fund Class 1 Shares
UAPIX - Profunds - Ultrasmall-cap Profund Investor Class
Glenmede Investment Management, LP
Walleye Trading LLC
DFSV - Dimensional ETF Trust - Dimensional US Small Cap Value ETF
EQ ADVISORS TRUST - EQ/Franklin Small Cap Value Managed Volatility Portfolio Class IB
GCSIX - GOLDMAN SACHS TRUST - Goldman Sachs Small Cap Equity Insights Fund Institutional
Y-Intercept (Hong Kong) Ltd
Tower Research Capital LLC (TRC)
QUANTITATIVE MASTER SERIES LLC - Master Small Cap Index Series
Federated Hermes, Inc.
VMNFX - Vanguard Montgomery Funds - Vanguard Market Neutral Fund Investor Shares
Winton Capital Group Ltd
Ameritas Investment Partners, Inc.
VTWV - VANGUARD SCOTTSDALE FUNDS - Vanguard Russell 2000 Value Index Fund ETF Shares
Cerity Partners LLC
IWM - iSHARES TRUST - iShares Russell 2000 ETF
SMLF - iSHARES TRUST - iShares Edge MSCI Multifactor USA Small-Cap ETF
RYRUX - RYDEX DYNAMIC FUNDS - Russell 2000 2x Strategy Fund A-Class Shares
DFUV - Dimensional ETF Trust - Dimensional US Marketwide Value ETF
Bridgeway Capital Management Inc
FISVX - FIDELITY SALEM STREET TRUST - Fidelity Small Cap Value Index Fund
Northern Trust Corp
AVSBX - AMERICAN CENTURY ETF TRUST - Avantis U.S. Small Cap Equity Fund G Class
Amalgamated Bank
SAA - PROSHARES TRUST - ProShares Ultra SmallCap600
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP Dimensional U.S. Core Equity 2 Fund Standard Class
RWJ - Invesco Exchange-Traded Fund Trust II - Invesco S&P SmallCap 600 Revenue ETF
Citadel Advisors Llc
GSSC - Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta(R) U.S. Small Cap Equity ETF
DLD Asset Management, LP
EQ ADVISORS TRUST - EQ/Small Company Index Portfolio Class IB
Dfa Investment Dimensions Group Inc - Va U.s. Targeted Value Portfolio
HWVIX - HOTCHKIS & WILEY FUNDS /DE/ - Hotchkis & Wiley Small Cap Diversified Value Fund Class I
WFIVX - Wilshire Mutual Funds Inc - Wilshire 5000 Index Fund Investment Class
EQ ADVISORS TRUST - ATM Small Cap Managed Volatility Portfolio Class K
Empowered Funds, LLC
Versant Capital Management, Inc
ITOT - iSHARES TRUST - iShares Core S&P Total U.S. Stock Market ETF
Cresset Asset Management, LLC
Sei Investments Co
Skopos Labs, Inc.
EverSource Wealth Advisors, LLC
Susquehanna International Group, Llp
CFSLX - TRUST FOR PROFESSIONAL MANAGERS - Column Small Cap Fund
DFA INVESTMENT DIMENSIONS GROUP INC - U.S. Social Core Equity 2 Portfolio Shares
Hsbc Holdings Plc
Bain Capital Credit, LP
Signaturefd, Llc
BLACKROCK FUNDS - iShares Russell Small/Mid-Cap Index Fund Investor A
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP Dimensional U.S. Core Equity 1 Fund Standard Class
AVSC - AMERICAN CENTURY ETF TRUST - Avantis U.S. Small Cap Equity ETF
EQ ADVISORS TRUST - EQ/2000 Managed Volatility Portfolio Class IB
RSSL - Global X Funds - Global X Russell 2000 ETF
Lindbrook Capital, Llc
AVUS - AMERICAN CENTURY ETF TRUST - Avantis U.S. Equity ETF
Capital Analysts, Inc.
GAMMA Investing LLC
AVIE - AMERICAN CENTURY ETF TRUST - Avantis Inflation Focused Equity ETF
TRDFX - STEWARD FUNDS, INC. - Steward Small-Mid Cap Enhanced Index Fund Class A
State Of Wisconsin Investment Board
VFAIX - VANGUARD WORLD FUND - Vanguard Financials Index Fund Admiral Shares
Caxton Associates Llp
LQPE - Tidal Trust III - PEO AlphaQuest(TM) Thematic PE ETF
KCXIX - Advisors' Inner Circle Fund III - Knights of Columbus U.S. All Cap Index Fund I Shares
Voya Investment Management Llc
IFP Advisors, Inc
Ameriprise Financial Inc
Simplex Trading, Llc
Vanguard Group Inc
Cwm, Llc
IAK - iSHARES TRUST - iShares U.S. Insurance ETF
HCEGX - HC CAPITAL TRUST - The Growth Equity Portfolio HC Strategic Shares
VVICX - Voya VARIABLE PORTFOLIOS INC - Voya VACS Index Series SC Portfolio
Legacy Investment Solutions, LLC
MASTER INVESTMENT PORTFOLIO - Active Stock Master Portfolio Active Stock Portfolio
Walleye Capital LLC
QCSTRX - COLLEGE RETIREMENT EQUITIES FUND - Stock Account Class R1
FNCL - FIDELITY COVINGTON TRUST - Fidelity MSCI Financials Index ETF
Nebula Research & Development LLC
SFSNX - SCHWAB CAPITAL TRUST - Schwab Fundamental US Small Company Index Fund Institutional Shares
PACIFIC SELECT FUND - PD Small-Cap Value Index Portfolio Class P
Legal & General Group Plc
Virtu Financial LLC
DFSTX - Dfa Investment Dimensions Group Inc - U.s. Small Cap Portfolio - Institutional Class
FJ Capital Management LLC
SVPIX - Profunds - Small-cap Value Profund Investor Class
NUSC - Nushares ETF Trust - Nuveen ESG Small-Cap ETF
First Citizens Bank & Trust Co
Fox Run Management, L.l.c.
TIEIX - TIAA-CREF FUNDS - TIAA-CREF Equity Index Fund Institutional Class
Rothschild Investment Llc
VIOO - VANGUARD ADMIRAL FUNDS - Vanguard S&P Small-Cap 600 Index Fund ETF Shares
QSML - WisdomTree Trust - WisdomTree U.S. SmallCap Quality Growth Fund
Us Bancorp \de\
Royal Bank Of Canada
Verition Fund Management LLC
NORTHERN FUNDS - NORTHERN SMALL CAP CORE FUND Class K
FCFMX - FIDELITY CONCORD STREET TRUST - Fidelity Series Total Market Index Fund
DFUS - Dimensional ETF Trust - Dimensional U.S. Equity ETF
State Street Corp
FNDA - SCHWAB STRATEGIC TRUST - Schwab Fundamental U.S. Small Company Index ETF
DFEOX - Dfa Investment Dimensions Group Inc - U.s. Core Equity 1 Portfolio - Institutional Class
AVUV - AMERICAN CENTURY ETF TRUST - Avantis U.S. Small Cap Value ETF
PACIFIC SELECT FUND - Small-Cap Equity Portfolio Class I
Marshall Wace, Llp
TIAA SEPARATE ACCOUNT VA 1 - Stock Index Account Teachers Personal Annuity Individual Deferred Variable Annuity
PENN SERIES FUNDS INC - Small Cap Index Fund
DFAC - Dimensional ETF Trust - Dimensional U.S. Core Equity 2 ETF
AVUSX - AMERICAN CENTURY ETF TRUST - Avantis U.S. Equity Fund Institutional Class
New York State Common Retirement Fund
RYRRX - RYDEX SERIES FUNDS - Russell 2000 Fund Class A
Sig Brokerage, Lp
IWV - iSHARES TRUST - iShares Russell 3000 ETF
National Bank Of Canada /fi/
NSIDX - Northern Funds - Northern Small Cap Index Fund
Dimensional Fund Advisors Lp
True Wealth Design, LLC
IWC - iSHARES TRUST - iShares Micro-Cap ETF
BLACKROCK FUNDS - iShares Total U.S. Stock Market Index Fund Investor A
SSBIX - STATE STREET INSTITUTIONAL INVESTMENT TRUST - State Street Balanced Index Fund Class K
Graham Capital Management, L.P.
BlackRock Variable Series Funds, Inc. - BlackRock Small Cap Index V.I. Fund Class I
VITNX - VANGUARD INSTITUTIONAL INDEX FUNDS - Vanguard Institutional Total Stock Market Index Fund Institutional Shares
VARIABLE INSURANCE PRODUCTS FUND II - Total Market Index Portfolio Initial Class
URTY - PROSHARES TRUST - ProShares UltraPro Russell2000
Renaissance Technologies Llc
Goldman Sachs Group Inc
UWM - PROSHARES TRUST - ProShares Ultra Russell2000
Bessemer Group Inc
TLSTX - TIAA-CREF LIFE FUNDS - Stock Index Fund
RZV - INVESCO EXCHANGE-TRADED FUND TRUST - Invesco S&P SmallCap 600 Pure Value ETF
EQ ADVISORS TRUST - EQ/AB Small Cap Growth Portfolio Class IB
SWTSX - SCHWAB CAPITAL TRUST - Schwab Total Stock Market Index Fund
EQ ADVISORS TRUST - 1290 VT Small Cap Value Portfolio Class IB
Qube Research & Technologies Ltd
Trexquant Investment LP
VEXMX - VANGUARD INDEX FUNDS - Vanguard Extended Market Index Fund Investor Shares
American Century Companies Inc
QVMS - Invesco Exchange-Traded Fund Trust II - Invesco S&P SmallCap 600 QVM Multi-factor ETF
Invesco Ltd.
ExodusPoint Capital Management, LP
Brighthouse Funds Trust II - MetLife Russell 2000 Index Portfolio Class A
QCEQRX - COLLEGE RETIREMENT EQUITIES FUND - Equity Index Account Class R1
IRSIX - Voya VARIABLE PORTFOLIOS INC - Voya RussellTM Small Cap Index Portfolio Class ADV
Engineers Gate Manager LP
Rhumbline Advisers
IMC-Chicago, LLC
SG Americas Securities, LLC
Nisa Investment Advisors, Llc
TASCX - THIRD AVENUE TRUST - THIRD AVENUE SMALL-CAP VALUE FUND Institutional Class
SUNAMERICA SERIES TRUST - SA Small Cap Index Portfolio Class 1
BlackRock, Inc.
Connor, Clark & Lunn Investment Management Ltd.
Envestnet Portfolio Solutions, Inc.
Wells Fargo & Company/mn
FDVLX - FIDELITY CAPITAL TRUST - Fidelity Value Fund
GSATX - GOLDMAN SACHS TRUST - Goldman Sachs Small Cap Value Insights Fund Class A
Creative Planning
VRTIX - VANGUARD SCOTTSDALE FUNDS - Vanguard Russell 2000 Index Fund Institutional Shares
State Board Of Administration Of Florida Retirement System
JADMX - JOHN HANCOCK VARIABLE INSURANCE TRUST - Small Cap Opportunities Trust NAV
PJARX - PRINCIPAL FUNDS INC - SmallCap Value Fund II R-3
RBB FUND, INC. - Adara Smaller Companies Fund
FSAKX - Fidelity Rutland Square Trust II - Strategic Advisers U.S. Total Stock Fund
VRTTX - VANGUARD SCOTTSDALE FUNDS - Vanguard Russell 3000 Index Fund Institutional Shares
Other Listings
MX:AMBAC
DE:FGPN €7.80
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