Ellington Management Group’s LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) LTM Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2019 Q2	–	Sell	-20,200	Closed	-$214K	–	869
2019 Q1	$214K	Buy	+20,200	New	+$232K	0.04%	460
2016 Q4	–	Sell	-23,100	Closed	-$188K	–	896
2016 Q3	$188K	Buy	+23,100	New	+$190K	0.05%	557
2016 Q1	–	Sell	-13,900	Closed	-$75K	–	779
2015 Q4	$75K	Buy	+13,900	New	+$76.2K	0.03%	549
2015 Q2	–	Sell	-99,200	Closed	-$800K	–	971
2015 Q1	$800K	Buy	+99,200	New	+$1.01M	0.17%	166

Other funds holding LTM

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

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

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

PPA

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

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

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

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

Banco Santander Madrid, Spain $12.4B AUM 29.42% 1-Year Est. Return

BBP

Banco BTG Pactual Rio De Janeiro, Brazil $1.14B AUM 41.39% 1-Year Est. Return

Macquarie Group Sydney, NSW 2000, Australia $16.8B AUM 27.39% 1-Year Est. Return

Ellington Management Group's LTM Position: Q2 2019 in Review

Ellington Management Group sold out of LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) (LTM) in Q2 2019, closing a stake of 20,200 shares — an estimated $214K sold.

Ellington Management Group first reported a position in LTM in Q1 2015 and held it in 4 quarters. The position peaked at $800K in Q1 2015. 66 funds tracked by Wall St. Rank hold LTM as of Q2 2019.

Ellington Management Group reported no remaining LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) position as of Q2 2019 after selling out during the quarter.
Ellington Management Group sold 20,200 LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) shares in Q2 2019, an estimated $214K.
Ellington Management Group first reported a position in LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) in Q1 2015 and held it in 4 quarters.
Ellington Management Group's LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) position peaked at $800K in Q1 2015.
66 funds tracked by Wall St. Rank held LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share) as of Q2 2019.

Based on Ellington Management Group's 13F filing for Q2 2019, filed 14 Aug 2019.