Ellington Management Group’s China Life Insurance Company Ltd. LFC Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q2	–	Sell	-18,500	Closed	-$259K	–	946
2018 Q1	$259K	Buy	+18,500	New	+$284K	0.02%	647
2017 Q1	–	Sell	-37,700	Closed	-$485K	–	921
2016 Q4	$485K	Buy	+37,700	New	+$498K	0.07%	227
2016 Q2	–	Sell	-20,800	Closed	-$256K	–	540
2016 Q1	$256K	Buy	+20,800	New	+$251K	0.11%	281
2015 Q3	–	Sell	-12,800	Closed	-$279K	–	948
2015 Q2	$279K	Buy	+12,800	New	+$305K	0.07%	456

Other funds holding LFC

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

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

LMR Partners London, United Kingdom $45.4B AUM 60.68% 1-Year Est. Return

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

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

PPA

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Aperio Group Sausalito, California $33.8B AUM 31.46% 1-Year Est. Return

Franklin Resources San Mateo, California $408B AUM 30.18% 1-Year Est. Return

Ellington Management Group's LFC Position: Q2 2018 in Review

Ellington Management Group sold out of China Life Insurance Company Ltd. (LFC) in Q2 2018, closing a stake of 18,500 shares — an estimated $259K sold.

Ellington Management Group first reported a position in LFC in Q2 2015 and held it in 4 quarters. The position peaked at $485K in Q4 2016. 105 funds tracked by Wall St. Rank hold LFC as of Q2 2018.

Ellington Management Group reported no remaining China Life Insurance Company Ltd. position as of Q2 2018 after selling out during the quarter.
Ellington Management Group sold 18,500 China Life Insurance Company Ltd. shares in Q2 2018, an estimated $259K.
Ellington Management Group first reported a position in China Life Insurance Company Ltd. in Q2 2015 and held it in 4 quarters.
Ellington Management Group's China Life Insurance Company Ltd. position peaked at $485K in Q4 2016.
105 funds tracked by Wall St. Rank held China Life Insurance Company Ltd. as of Q2 2018.

Based on Ellington Management Group's 13F filing for Q2 2018, filed 14 Aug 2018.