Macro managers dial up risk while CTAs hold cash in reserve

Absolute Return examined the SEC’s latest quarterly release of Private Funds Statistics (Form PF data)


For the eighth straight quarter, the Securities and Exchange Commission released data related to the controversial "Form PF." The form, which hedge funds and their peers have been required to complete since 2012, collects data on strategy, leverage, exposure and other measures. The SEC developed the requirement with the Commodities