| Sym | Issuer Name | Cl | CUSIP | Value ($000) | % | Shares | Principal | Option Type | Discretion | Other Manager | Sole | Shared | None |
|---|
| Num | Name | File Number |
|---|---|---|
| 1 | TWO SIGMA ABSOLUTE RETURN PORTFOLIO, LLC | 028-15367 |
| 2 | TWO SIGMA ACTIVE EXTENSION U.S. ALL CAP EQUITY PORTFOLIO, LLC | 028-15404 |
| 3 | Two Sigma Active Extension U.S. Small Cap Equity Fund, LP | 028-15364 |
| 4 | Two Sigma Macro Portfolio, LLC | 028-16751 |
| 5 | Two Sigma World Core Fund, LP | 028-17350 |
| 6 | Two Sigma Equity Risk Premia Portfolio, LLC | 028-17346 |