B.101.f Balance Sheet of Domestic Hedge Funds (1)
Billions of dollars; amounts outstanding end of period, not seasonally adjusted
Description Series code 2017 2018 2019 2020 2020 Q1 2020 Q2 2020 Q3 2020 Q4 2021 Q1 Line
Hedge funds; total financial and nonfinancial assets FL622000623 2319.1 2263.8 2428.7 2410.3 2225.3 2373.5 2433.0 2410.3 ND 1
Hedge funds; real estate; asset FL625035003 79.4 81.6 92.2 95.3 87.5 87.3 87.9 95.3 ND 2
Hedge funds; total financial assets FL624090005 2239.8 2182.2 2336.6 2315.0 2137.8 2286.3 2345.1 2315.0 ND 3
Hedge funds; foreign currency holdings; asset FL623091003 20.7 20.5 21.2 21.7 20.0 22.7 20.7 21.7 ND 4
Hedge funds; checkable, time and savings deposits; asset FL623039003 44.6 40.4 39.3 36.4 44.3 38.1 36.3 36.4 ND 5
Hedge funds; other cash and cash equivalents; assets FL623039013 95.4 87.6 104.3 91.5 104.8 93.8 85.1 91.5 ND 6
Hedge funds; money market fund shares; assets FL623034003 82.0 80.2 86.1 80.4 96.4 91.5 83.5 80.4 ND 7
Hedge funds; security repurchase agreements; asset FL622051003 94.2 92.6 87.4 72.0 93.4 93.6 99.6 72.0 ND 8
Hedge funds; debt securities; asset (market value) LM624022005 690.9 715.6 730.5 618.9 716.8 720.2 739.3 618.9 ND 9
Hedge funds; Treasury securities; asset (market value) LM623061103 198.6 213.0 234.8 150.1 212.9 189.8 196.7 150.1 ND 10
Hedge funds; agency- and GSE-backed securities; asset (market value) LM623061703 15.2 14.1 13.5 12.0 16.9 14.5 14.2 12.0 ND 11
Hedge funds; municipal securities; asset (market value) LM623062003 9.3 14.4 13.2 13.3 14.0 14.4 13.3 13.3 ND 12
Hedge funds; corporate and foreign bonds; asset (market value) LM623063003 467.8 474.0 469.1 443.4 473.0 501.5 515.0 443.4 ND 13
Hedge funds; total loans; asset FL623069005 89.9 116.5 126.3 143.9 124.0 140.2 148.1 143.9 ND 14
Hedge funds; leveraged loans; asset FL623069503 63.4 72.4 85.3 100.7 85.1 92.6 100.9 100.7 ND 15
Hedge funds; other loans; asset FL623069003 26.5 44.1 40.9 43.2 38.9 47.6 47.2 43.2 ND 16
Hedge funds; corporate equities; asset LM623064103 844.3 767.8 929.3 1018.4 705.6 851.1 912.6 1018.4 ND 17
Hedge funds; mutual fund shares; asset LM623064203 36.0 27.2 11.0 13.0 8.1 17.9 16.3 13.0 ND 18
Hedge funds; unidentified miscellaneous assets FL623093005 241.7 233.7 201.2 218.9 224.5 217.0 203.6 218.9 ND 19
Hedge funds; total financial liabilities FL624190005 684.0 716.5 770.0 702.7 724.2 735.0 732.0 702.7 ND 20
Hedge funds; security repurchase agreements; liability FL622151005 71.8 69.3 85.2 71.9 100.0 83.9 95.2 71.9 ND 21
Hedge funds; security repurchase agreements with domestic financial and nonfinancial institutions; liability FL622151013 50.0 52.0 56.4 46.6 65.9 48.2 53.1 46.6 ND 22
Hedge funds; security repurchase agreementswith foreign financial and nonfinancial institutions; liability FL622151063 21.7 17.3 28.8 25.3 34.1 35.8 42.1 25.3 ND 23
Hedge funds; loans; liability FL624123005 428.6 390.4 449.2 479.5 372.2 437.8 448.9 479.5 ND 24
Hedge funds; loans, total secured borrowing via prime brokerages (margin accounts); liability FL624123035 348.2 301.0 351.3 388.7 265.2 336.3 348.7 388.7 ND 25
Hedge funds; secured borrowing via prime brokerages from domestic institutions (margin accounts); liability FL623167003 297.4 261.1 306.7 344.4 233.5 296.8 304.1 344.4 ND 26
Hedge funds; secured borrowing via prime brokerages from foreign institutions (margin accounts); liability FL623169533 50.8 39.9 44.7 44.4 31.7 39.5 44.6 44.4 ND 27
Hedge funds; loans, total other secured borrowings; liability FL624123015 73.3 82.7 87.2 83.2 95.8 93.2 92.8 83.2 ND 28
Hedge funds; other secured borrowings from domestic institutions (banks loans n.e.c.); liability FL623168013 46.6 50.4 58.4 64.2 64.8 59.3 59.9 64.2 ND 29
Hedge funds; other secured borrowings from foreign instittutions (business loans); lability FL623169513 26.7 32.3 28.7 19.0 31.0 33.9 32.9 19.0 ND 30
Hedge funds; total unsecured borrowings (banks loans n.e.c.); liability FL623168023 7.1 6.7 10.7 7.6 11.2 8.2 7.4 7.6 ND 31
Hedge funds; unidentified miscellaneous liabilities FL623193005 183.6 256.7 235.5 151.3 251.9 213.3 187.9 151.3 ND 32
Hedge funds; total net assets; asset FL622000003 1635.2 1547.3 1658.8 1707.6 1501.1 1638.5 1701.0 1707.6 ND 33
Hedge funds; total long exposure financial derivatives; asset (2) FL623098003 1586.0 1229.7 1242.1 956.1 1073.0 1008.2 1133.1 956.1 ND 34

NOTES

  1. Data begin 2012:Q4. Includes only hedge funds domiciled in the United States as reported on SEC forms ADV and PF.
  2. Long exposure of derivatives.
Last Update: June 10, 2021