Ellington Management Group’s RenaissanceRe RNR Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q1	–	Sell	-2,100	Closed	-$412K	–	724
2019 Q4	$412K	Buy	+2,100	New	+$398K	0.09%	222
2019 Q3	–	Sell	-1,300	Closed	-$231K	–	760
2019 Q2	$231K	Buy	+1,300	New	+$214K	0.04%	440
2018 Q2	–	Sell	-3,400	Closed	-$471K	–	792
2018 Q1	$471K	Sell	3,400 -6,600	-66%	-$857K	0.03%	426
2017 Q4	$1.26M	Buy	+10,000	New	+$1.34M	0.21%	62
2016 Q4	–	Sell	-4,500	Closed	-$541K	–	765
2016 Q3	$541K	Buy	+4,500	New	+$530K	0.15%	252
2016 Q2	–	Sell	-1,700	Closed	-$204K	–	452
2016 Q1	$204K	Buy	+1,700	New	+$193K	0.09%	388
2015 Q2	–	Sell	-10,600	Closed	-$1.06M	–	849
2015 Q1	$1.06M	Buy	10,600 +5,600	+112%	+$560K	0.22%	115
2014 Q4	$486K	Buy	+5,000	New	+$497K	0.16%	205
2014 Q2	–	Sell	-12,900	Closed	-$1.26M	–	627
2014 Q1	$1.26M	Buy	+12,900	New	+$1.21M	0.37%	28

Other funds holding RNR

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

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

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

State Farm Mutual Automobile Insurance Bloomington, Illinois $146B AUM 55.73% 1-Year Est. Return

Capital World Investors Los Angeles, California $846B AUM 46.74% 1-Year Est. Return

Janus Henderson Group London $209B AUM 37.72% 1-Year Est. Return

TCM

TimesSquare Capital Management New York $6.8B AUM 45.85% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Capital International Investors Los Angeles, California $484B AUM 34.9% 1-Year Est. Return

AQR Capital Management Greenwich, Connecticut $287B AUM 42.33% 1-Year Est. Return

Ellington Management Group's RNR Position: Q1 2020 in Review

Ellington Management Group sold out of RenaissanceRe (RNR) in Q1 2020, closing a stake of 2,100 shares — an estimated $412K sold.

Ellington Management Group first reported a position in RNR in Q1 2014 and held it in 9 quarters. The position peaked at $1.26M in Q1 2014. 359 funds tracked by Wall St. Rank hold RNR as of Q1 2020.

Ellington Management Group reported no remaining RenaissanceRe position as of Q1 2020 after selling out during the quarter.
Ellington Management Group sold 2,100 RenaissanceRe shares in Q1 2020, an estimated $412K.
Ellington Management Group first reported a position in RenaissanceRe in Q1 2014 and held it in 9 quarters.
Ellington Management Group's RenaissanceRe position peaked at $1.26M in Q1 2014.
359 funds tracked by Wall St. Rank held RenaissanceRe as of Q1 2020.

Based on Ellington Management Group's 13F filing for Q1 2020, filed 15 May 2020.