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Two Sigma Macro Risk Premia Portfolio, LLC

Hedge FundFund ID 805-5271180720Delaware, United States
Gross assets
$520.1M
Min. investment
Beneficial owners
216
Size rank
Top 14%
Audited
Yes
Structure
Standalone

About this fund

Two Sigma Macro Risk Premia Portfolio, LLC is a hedge fund managed by Two Sigma Investments, LP. The fund reports $520.1 million in gross assets, placing it among the top 14% of private funds by size. Its financial statements are audited annually. Private funds are not required to publicly disclose returns; Form ADV reports assets, structure, and service providers, shown above.

Fund details

Fund ID805-5271180720
Fund typeHedge Fund
3(c)(1) exclusionNo
3(c)(7) exclusionYes
Master fundNo
Feeder fundNo
Fund of fundsNo
Relies on exemption from registrationNo
Annual auditYes
Prepared per GAAPYes
Sub-advisedNo
% of assets independently valued100%

Other funds from this manager

FundTypeGross assets
Two Sigma Absolute Return Portfolio, LLCHedge$38.34B
Two Sigma Spectrum Portfolio, LLCHedge$37.23B
Two Sigma Equity Portfolio, LLCHedge$21.75B
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Frequently asked questions

How large is Two Sigma Macro Risk Premia Portfolio, LLC?

Two Sigma Macro Risk Premia Portfolio, LLC reports $520.1 million in gross assets, among the top 14% of private funds by size.

Who manages Two Sigma Macro Risk Premia Portfolio, LLC?

Two Sigma Macro Risk Premia Portfolio, LLC is managed by Two Sigma Investments, LP.

Does Two Sigma Macro Risk Premia Portfolio, LLC disclose returns?

No. Private funds are not required to publicly disclose performance. Form ADV reports assets, structure, and service providers.

Manager

Service providers

Custodian
Administrator

Reported gross assets

$520.1M▼ 8%
Jan '25 — $567.2MFeb '25 — $567.2MMar '25 — $396.3MApr '25 — $396.3MMay '25 — $396.3MJun '25 — $396.3MJul '25 — $396.3MAug '25 — $396.3MSep '25 — $396.3MOct '25 — $396.3MNov '25 — $396.3MDec '25 — $396.3MJan '26 — $396.3MFeb '26 — $396.3MMar '26 — $520.1MApr '26 — $520.1MMay '26 — $520.1MJun '26 — $520.1M
Jan '25Form ADV, monthlyJun '26

How this fund compares

Gross assetsTop 14%
Larger than 86% of 67,041 private funds
Gross assets vs Hedge FundsTop 25%
Larger than 75% of 12,442 hedge funds

Investor base

Adviser & related persons1%
Funds of funds7%
Non-U.S. persons29%
Share of the fund's beneficial ownership reported on Form ADV. Categories can overlap.