Lynrock Lake LP’s Rambus RMBS Stock Holding History

Lynrock Lake LP’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
2022 Q3	–	Sell	-1,099,808	Closed	-$23.6M	–	47
2022 Q2	$23.6M	Sell	1,099,808 -1,242,689	-53%	-$30.7M	1.2%	20
2022 Q1	$74.7M	Sell	2,342,497 -1,656,355	-41%	-$45.8M	4.2%	9
2021 Q4	$118M	Sell	3,998,852 -3,667,814	-48%	-$93.3M	7.82%	5
2021 Q3	$170M	Hold	7,666,666	–	–	10.5%	4
2021 Q2	$182M	Buy	7,666,666 +1,095,521	+17%	+$22M	12.51%	3
2021 Q1	$128M	Buy	6,571,145 +1,076,370	+20%	+$21.6M	8.35%	6
2020 Q4	$95.9M	Buy	5,494,775 +1,140,500	+26%	+$17.9M	7.34%	7
2020 Q3	$59.6M	Buy	4,354,275 +3,389,948	+352%	+$48.1M	4.44%	9
2020 Q2	$14.7M	Buy	964,327 +737,661	+325%	+$10.4M	1.15%	16
2020 Q1	$2.52M	Buy	+226,666	New	+$3.14M	0.25%	20
2019 Q4	–	Sell	-80,300	Closed	-$1.05M	–	26
2019 Q3	$1.05M	Buy	+80,300	New	+$1.01M	0.13%	22
2019 Q2	–	Sell	-566,666	Closed	-$5.92M	–	23
2019 Q1	$5.92M	Sell	566,666 -500,000	-47%	-$4.8M	1.54%	11
2018 Q4	$8.18M	Buy	+1,066,666	New	+$9.27M	3.35%	11

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

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

Neuberger Berman Group

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

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

Dimensional Fund Advisors

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

Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return

Loomis, Sayles & Company

Loomis, Sayles & Company Boston, Massachusetts $74.3B AUM 24.01% 1-Year Est. Return

Wellington Management Group

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

Lord, Abbett & Co

Lord, Abbett & Co Jersey City, New Jersey $30.6B AUM 57.44% 1-Year Est. Return