Former Manchester City manager Pellegrini, 64, was unharmed in the incident and thanked Chilean police for their quick response in a tweet in Spanish.
"Congratulations @Carabdechile for their quick and courageous reaction. I appreciate the support of the people. Hopefully more facilities will be granted to Carabineros to solve the crime as soon as possible," Pellegrini tweeted.
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(Reporting by Shrivathsa Sridhar in Bengaluru; Editing by Matthew Mpoke Bigg)
