Dmitry Balyasny's $6 billion firm posted returns of nearly 5% in its flagship fund in the first quarter, much higher than the average hedge fund and overall market. One of the firm's macro investing heads, Tim Wilkinson, is set to leave the firm soon, and Balyasny has shut down trading in his portfolios. Going forward, Balyasny is focusing on more liquid markets in its macro strategy, "increasing our trading oriented macro strategies across rates, FX, and equities." Click here for more BI Prime stories.