AA
ITC
AQR Arbitrage’s ITC HOLDINGS CORP ITC Stock Holding History
| Quarter | Market Value | Status | Shares |
Shares Change % | Trade Value | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2016
Q4 | – | Sell |
-2,425,547
| Closed | -$113M | – | 411 |
|
|
2016
Q3 | $113M | Sell |
2,425,547
-354,213
| -13% | -$16.5M | 1.11% | 28 |
|
|
2016
Q2 | $130M | Buy |
2,779,760
+1,504,178
| +118% | +$70.4M | 1.41% | 20 |
|
|
2016
Q1 | $55.6M | Buy |
+1,275,582
| New | +$55.6M | 0.65% | 50 |
|