Ellington Management Group’s Jack in the Box JACK Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-4,500	Closed	-$432K	–	671
2016 Q3	$432K	Buy	+4,500	New	+$427K	0.12%	327
2015 Q4	–	Sell	-17,000	Closed	-$1.31M	–	690
2015 Q3	$1.31M	Buy	17,000 +5,661	+50%	+$483K	0.37%	38
2015 Q2	$1M	Sell	11,339 -8,161	-42%	-$733K	0.24%	99
2015 Q1	$1.87M	Buy	19,500 +7,700	+65%	+$698K	0.39%	45
2014 Q4	$944K	Buy	11,800 +8,100	+219%	+$590K	0.31%	50
2014 Q3	$252K	Buy	+3,700	New	+$223K	0.17%	198
2013 Q4	–	Sell	-14,900	Closed	-$596K	–	668
2013 Q3	$596K	Sell	14,900 -1,500	-9%	-$60.4K	0.11%	251
2013 Q2	$644K	Buy	+16,400	New	+$601K	0.12%	215

Other funds holding JACK

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

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

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

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

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

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

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

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

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

Ellington Management Group's JACK Position: Q4 2016 in Review

Ellington Management Group sold out of Jack in the Box (JACK) in Q4 2016, closing a stake of 4,500 shares — an estimated $432K sold.

Ellington Management Group first reported a position in JACK in Q2 2013 and held it in 8 quarters. The position peaked at $1.87M in Q1 2015. 260 funds tracked by Wall St. Rank hold JACK as of Q4 2016.

Ellington Management Group reported no remaining Jack in the Box position as of Q4 2016 after selling out during the quarter.
Ellington Management Group sold 4,500 Jack in the Box shares in Q4 2016, an estimated $432K.
Ellington Management Group first reported a position in Jack in the Box in Q2 2013 and held it in 8 quarters.
Ellington Management Group's Jack in the Box position peaked at $1.87M in Q1 2015.
260 funds tracked by Wall St. Rank held Jack in the Box as of Q4 2016.

Based on Ellington Management Group's 13F filing for Q4 2016, filed 14 Feb 2017.