Ellington Management Group’s Rambus RMBS Stock Holding History

Ellington Management Group’s Portfolio RMBS Stock Details RMBS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2019 Q4	–	Sell	-18,800	Closed	-$247K	–	721
2019 Q3	$247K	Buy	+18,800	New	+$236K	0.04%	430
2015 Q4	–	Sell	-25,300	Closed	-$299K	–	773
2015 Q3	$299K	Buy	+25,300	New	+$329K	0.08%	415
2015 Q2	–	Sell	-21,700	Closed	-$273K	–	848
2015 Q1	$273K	Buy	+21,700	New	+$255K	0.06%	498
2014 Q4	–	Sell	-29,800	Closed	-$372K	–	623
2014 Q3	$372K	Buy	29,800 +19,400	+187%	+$245K	0.26%	106
2014 Q2	$149K	Buy	+10,400	New	+$129K	0.07%	384
2014 Q1	–	Sell	-20,600	Closed	-$195K	–	744
2013 Q4	$195K	Buy	+20,600	New	+$186K	0.07%	468

Other funds holding RMBS

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

Neuberger Berman Group New York $131B AUM 28.36% 1-Year Est. Return

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

VNIM

Vaughan Nelson Investment Management Houston, Texas $11.3B AUM 53% 1-Year Est. Return

Ellington Management Group's RMBS Position: Q4 2019 in Review

Ellington Management Group sold out of Rambus (RMBS) in Q4 2019, closing a stake of 18,800 shares — an estimated $247K sold.

Ellington Management Group first reported a position in RMBS in Q4 2013 and held it in 6 quarters. The position peaked at $372K in Q3 2014. 181 funds tracked by Wall St. Rank hold RMBS as of Q4 2019.

Ellington Management Group reported no remaining Rambus position as of Q4 2019 after selling out during the quarter.
Ellington Management Group sold 18,800 Rambus shares in Q4 2019, an estimated $247K.
Ellington Management Group first reported a position in Rambus in Q4 2013 and held it in 6 quarters.
Ellington Management Group's Rambus position peaked at $372K in Q3 2014.
181 funds tracked by Wall St. Rank held Rambus as of Q4 2019.

Based on Ellington Management Group's 13F filing for Q4 2019, filed 14 Feb 2020.