Two Sigma Advisers’s ITC HOLDINGS CORP ITC Stock Holding History

Two Sigma Advisers’s Portfolio ITC Stock Details ITC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q3	–	Sell	-4,278	Closed	-$200K	–	2397
2016 Q2	$200K	Sell	4,278 -47,700	-92%	-$2.12M	﹤0.01%	1861
2016 Q1	$2.27M	Buy	+51,978	New	+$2.11M	0.01%	757
2015 Q4	–	Sell	-95,278	Closed	-$3.18M	–	2109
2015 Q3	$3.18M	Sell	95,278 -168,301	-64%	-$5.61M	0.02%	595
2015 Q2	$8.48M	Buy	263,579 +231,301	+717%	+$8.06M	0.06%	336
2015 Q1	$1.21M	Buy	32,278 +16,100	+100%	+$639K	0.01%	989
2014 Q4	$654K	Buy	16,178 +5,500	+52%	+$211K	0.01%	1433
2014 Q3	$380K	Buy	+10,678	New	+$388K	﹤0.01%	1709

Other funds holding ITC

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

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

DKCM

Davidson Kempner Capital Management New York $7.33B AUM 56.47% 1-Year Est. Return

PRCM

Pine River Capital Management Minnetonka, Minnesota $32.9M AUM 4.47% 1-Year Est. Return

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

EPCM

Eton Park Capital Management New York $2.28B AUM 33.59% 1-Year Est. Return

FCM

Farallon Capital Management San Francisco, California $17.5B AUM 50.95% 1-Year Est. Return

BIT

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

YCMGA

York Capital Management Global Advisors New York $87.8M AUM 45.55% 1-Year Est. Return

Two Sigma Advisers's ITC Position: Q3 2016 in Review

Two Sigma Advisers sold out of ITC HOLDINGS CORP (ITC) in Q3 2016, closing a stake of 4,278 shares — an estimated $200K sold.

Two Sigma Advisers first reported a position in ITC in Q3 2014 and held it in 7 quarters. The position peaked at $8.48M in Q2 2015. 296 funds tracked by Wall St. Rank hold ITC as of Q3 2016.

Two Sigma Advisers reported no remaining ITC HOLDINGS CORP position as of Q3 2016 after selling out during the quarter.
Two Sigma Advisers sold 4,278 ITC HOLDINGS CORP shares in Q3 2016, an estimated $200K.
Two Sigma Advisers first reported a position in ITC HOLDINGS CORP in Q3 2014 and held it in 7 quarters.
Two Sigma Advisers's ITC HOLDINGS CORP position peaked at $8.48M in Q2 2015.
296 funds tracked by Wall St. Rank held ITC HOLDINGS CORP as of Q3 2016.

Based on Two Sigma Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.