ITC HLDGS CORP

CUSIP: 465685105 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

Note: Option positions (PUT/CALL) are excluded.

Q3 2016
Shares 377,400 Value ($000) $17,542 Avg Close Range
Q2 2016
Shares 443,645 Value ($000) $20,771 Avg Close Range
Q1 2016
Shares 412,526 Value ($000) $17,974 Avg Close Range
Q4 2015
Shares 220,547 Value ($000) $8,656 Avg Close Range
Q3 2015
Shares 134,976 Value ($000) $4,500 Avg Close Range
Q2 2015
Shares 964,862 Value ($000) $31,049 Avg Close Range
Q1 2015
Shares 248,609 Value ($000) $9,305 Avg Close Range
Q4 2014
Shares 62,858 Value ($000) $2,541 Avg Close Range
Q3 2014
Shares 98,047 Value ($000) $3,493 Avg Close Range
Q2 2014
Shares 6,477 Value ($000) $236 Avg Close Range