| Sym | Issuer Name | Cl | CUSIP | Value ($000) | % | Shares | Principal | Option Type | Discretion | Other Manager | Sole | Shared | None |
|---|
| Num | Name | File Number |
|---|---|---|
| 1 | Two Sigma U.S. All Cap Core Equity Fund, LP | 028-14405 |
| 2 | Two Sigma U.S. Small Cap Core Equity Fund, LP | 028-14382 |
| 3 | TWO SIGMA ABSOLUTE RETURN PORTFOLIO, LLC | 028-15367 |
| 4 | TWO SIGMA ACTIVE EXTENSION U.S. ALL CAP EQUITY PORTFOLIO, LLC | 028-15404 |
| 5 | Two Sigma Active Extension U.S. Small Cap Equity Fund, LP | 028-15364 |
| 6 | TWO SIGMA U.S. EQUITY VARIABLE EXPOSURE PORTFOLIO, LLC | 028-15408 |
| 7 | TWO SIGMA CONSTELLATION PORTFOLIO, LLC | 028-15375 |
| 8 | TWO SIGMA HORIZON PORTFOLIO, LLC | 028-15356 |