| 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 |
| 9 |
Two Sigma Macro Portfolio, LLC |
028-16751 |