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Prominent global macro hedge fund manager Greg Coffey will stop accepting fresh cash for his two-year old portfolio at the end of March to prevent any flood of new money from chipping away at his strong returns, an investor familiar with his plans said.

Coffey's Kirkoswald Asset Management, which bets on global equities, bonds, and currencies will close to new investments at the end of the first quarter when assets approach $2 billion, the person said after speaking with the fund manager.

Last year the fund returned 28%, handily beating the HFRI Macro (Total) Index's 6.16% gain. During its first year of operation in 2018, the fund gained 5.3%. The returns were fueled by rallying interest rates in developed and emerging markets as well as gains in stocks supported by central banks' low interest rates.

Coffey could not be reached for comment. Years ago hedge fund managers jockeyed for bragging rights over who took in the most money the fastest but recently many have preferred to limit the size of their portfolios. Academic research has shown that smaller funds often outperform bigger ones and in the last few years managers have worried about finding new investment ideas and how to put excess cash to work.

Over his nearly two decades as a fund manager Coffey has made headlines both for his eye-popping returns and his decision to retire at age 41 to spend more time with his children. He has returned an average of 30% a year in his 17 years of managing money, the investor said.

Coffey established his reputation as a macro investor at hedge fund GLG and then moved to work at Moore Capital Management for billionaire Louis Bacon. In 2012 Coffey shocked the hedge fund world with a decision to exit, for a time at least, to spend time with his family.

Copyright Reuters, 2020

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