ELLINGTON MANAGEMENT GROUP LLC Last Quarter Change: Foreign Stocks, Added

ELLINGTON MANAGEMENT GROUP LLC quarter change: Foreign Stocks, Added

In share positions in stocks (depositary receipts and foreign shares traded over the counter), from the quarter ended 2016-06-30 to 2016-09-30, ELLINGTON MANAGEMENT GROUP LLC opened 32 positions, added to 2, reduced 2, sold out of 3 and left 0 unchanged. The largest increase in value was BCS (+$1,266,000); the largest decrease was KOF (-$465,000).

SBS: Country of operation —; Class SPONSORED ADR; Shares 2016-06-30 17,000; Shares 2016-09-30 19,600.
SGMOQ: Country of operation United States; Class COM; Shares 2016-06-30 15,100; Shares 2016-09-30 17,000.

Two Form 13F-HR filings compared (SEC CIK 1098490): 2016-06-30 (filed 2016-08-15) and 2016-09-30 (filed 2016-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.

Stock	Country of operation	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
SBS COMPANHIA DE SANEAMENTO BASI		SPONSORED ADR	17,000	19,600	+2,600	$152,000	$181,000	+$29,000
SGMOQ SANGAMO BIOSCIENCES INC	United States	COM	15,100	17,000	+1,900	$87,000	$79,000	-$8,000

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