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

ELLINGTON MANAGEMENT GROUP LLC quarter change: Foreign ADRs, Added

In depositary receipts for foreign shares (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 16 positions, added to 2, reduced 0, sold out of 5 and left 0 unchanged. The largest increase in value was RANDGOLD RES LTD (+$771,000); the largest decrease was ANGLOGOLD ASHANTI LTD (-$341,000).

ENERSIS AMERICAS SA: Country of operation —; Class SPONSORED ADR; Shares 2016-06-30 38,100; Shares 2016-09-30 78,900.
MOBILE TELESYSTEMS PJSC: Country of operation —; Class SPONSORED ADR; Shares 2016-06-30 15,400; Shares 2016-09-30 20,300.

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
ENERSIS AMERICAS SA CUSIP 29274F104		SPONSORED ADR	38,100	78,900	+40,800	$327,000	$646,000	+$319,000
MOBILE TELESYSTEMS PJSC CUSIP 607409109		SPONSORED ADR	15,400	20,300	+4,900	$128,000	$155,000	+$27,000

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