Financial Accounts of the United States - Z.1
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 | 2019 Q1 | 2019 Q2 | 2019 Q3 | 2019 Q4 | 2020 Q1 | 2020 Q2 | Line |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Hedge funds; total financial and nonfinancial assets | FL622000623 | 2324.9 | 2267.0 | 2428.4 | 2297.6 | 2356.0 | 2396.0 | 2428.4 | 2221.9 | ND | 1 |
| Hedge funds; real estate; asset | FL625035003 | 73.7 | 81.6 | 88.3 | 74.1 | 80.1 | 87.6 | 88.3 | 87.5 | ND | 2 |
| Hedge funds; total financial assets | FL624090005 | 2251.2 | 2185.4 | 2340.1 | 2223.5 | 2276.0 | 2308.3 | 2340.1 | 2134.4 | ND | 3 |
| Hedge funds; foreign currency holdings; asset | FL623091003 | 19.8 | 20.1 | 19.9 | 23.4 | 22.8 | 20.5 | 19.9 | 18.3 | ND | 4 |
| Hedge funds; checkable, time and savings deposits; asset | FL623039003 | 42.7 | 38.9 | 37.7 | 43.9 | 39.0 | 35.8 | 37.7 | 41.7 | ND | 5 |
| Hedge funds; other cash and cash equivalents; assets | FL623039013 | 84.1 | 74.6 | 89.2 | 75.6 | 81.2 | 85.5 | 89.2 | 93.2 | ND | 6 |
| Hedge funds; money market fund shares; assets | FL623034003 | 80.1 | 77.5 | 80.3 | 69.5 | 70.3 | 77.9 | 80.3 | 93.3 | ND | 7 |
| Hedge funds; security repurchase agreements; asset | FL622051003 | 86.8 | 90.5 | 78.8 | 94.7 | 94.5 | 91.5 | 78.8 | 100.0 | ND | 8 |
| Hedge funds; debt securities; asset (market value) | LM624022005 | 653.4 | 675.5 | 679.6 | 618.2 | 663.8 | 695.4 | 679.6 | 651.7 | ND | 9 |
| Hedge funds; Treasury securities; asset (market value) | LM623061103 | 189.7 | 200.7 | 218.5 | 200.0 | 216.6 | 236.4 | 218.5 | 187.9 | ND | 10 |
| Hedge funds; agency- and GSE-backed securities; asset (market value) | LM623061703 | 15.1 | 14.0 | 13.1 | 16.0 | 15.8 | 15.8 | 13.1 | 16.6 | ND | 11 |
| Hedge funds; municipal securities; asset (market value) | LM623062003 | 9.2 | 13.9 | 12.8 | 12.4 | 12.4 | 11.6 | 12.8 | 13.6 | ND | 12 |
| Hedge funds; corporate and foreign bonds; asset (market value) | LM623063003 | 439.4 | 446.8 | 435.3 | 389.8 | 419.0 | 431.6 | 435.3 | 433.6 | ND | 13 |
| Hedge funds; total loans; asset | FL623069005 | 88.4 | 107.6 | 125.5 | 113.5 | 115.1 | 117.0 | 125.5 | 123.4 | ND | 14 |
| Hedge funds; leveraged loans; asset | FL623069503 | 62.0 | 69.1 | 85.1 | 74.6 | 76.7 | 79.5 | 85.1 | 84.9 | ND | 15 |
| Hedge funds; other loans; asset | FL623069003 | 26.4 | 38.6 | 40.4 | 39.0 | 38.4 | 37.5 | 40.4 | 38.6 | ND | 16 |
| Hedge funds; corporate equities; asset | LM623064103 | 733.0 | 672.2 | 815.5 | 753.2 | 752.8 | 742.6 | 815.5 | 619.5 | ND | 17 |
| Hedge funds; mutual fund shares; asset | LM623064203 | 36.1 | 27.2 | 11.0 | 27.9 | 25.9 | 24.8 | 11.0 | 8.1 | ND | 18 |
| Hedge funds; unidentified miscellaneous assets | FL623093005 | 426.8 | 401.1 | 402.7 | 403.6 | 410.6 | 417.2 | 402.7 | 385.4 | ND | 19 |
| Hedge funds; total financial liabilities | FL624190005 | 685.1 | 717.2 | 770.0 | 703.6 | 735.5 | 769.2 | 770.0 | 723.3 | ND | 20 |
| Hedge funds; security repurchase agreements; liability | FL622151005 | 72.0 | 69.6 | 85.3 | 64.1 | 74.5 | 98.9 | 85.3 | 99.9 | ND | 21 |
| Hedge funds; security repurchase agreements with domestic financial and nonfinancial institutions; liability | FL622151013 | 50.3 | 52.2 | 56.4 | 46.3 | 55.8 | 62.1 | 56.4 | 65.8 | ND | 22 |
| Hedge funds; security repurchase agreementswith foreign financial and nonfinancial institutions; liability | FL622151063 | 21.7 | 17.3 | 28.8 | 17.8 | 18.6 | 36.8 | 28.8 | 34.1 | ND | 23 |
| Hedge funds; loans; liability | FL624123005 | 429.4 | 390.8 | 449.2 | 421.8 | 442.6 | 432.2 | 449.2 | 372.0 | ND | 24 |
| Hedge funds; loans, total secured borrowing via prime brokerages (margin accounts); liability | FL624123035 | 348.7 | 301.3 | 351.4 | 329.5 | 340.0 | 330.2 | 351.4 | 265.1 | ND | 25 |
| Hedge funds; secured borrowing via prime brokerages from domestic institutions (margin accounts); liability | FL623167003 | 298.0 | 261.4 | 306.7 | 288.9 | 299.5 | 289.2 | 306.7 | 233.4 | ND | 26 |
| Hedge funds; secured borrowing via prime brokerages from foreign institutions (margin accounts); liability | FL623169533 | 50.8 | 39.9 | 44.7 | 40.5 | 40.5 | 41.0 | 44.7 | 31.7 | ND | 27 |
| Hedge funds; loans, total other secured borrowings; liability | FL624123015 | 73.5 | 82.8 | 87.2 | 84.3 | 93.4 | 92.7 | 87.2 | 95.7 | ND | 28 |
| Hedge funds; other secured borrowings from domestic institutions (banks loans n.e.c.); liability | FL623168013 | 46.8 | 50.5 | 58.4 | 51.3 | 54.5 | 57.6 | 58.4 | 64.7 | ND | 29 |
| Hedge funds; other secured borrowings from foreign instittutions (business loans); lability | FL623169513 | 26.7 | 32.3 | 28.7 | 33.0 | 38.9 | 35.1 | 28.7 | 31.0 | ND | 30 |
| Hedge funds; total unsecured borrowings (banks loans n.e.c.); liability | FL623168023 | 7.1 | 6.7 | 10.7 | 8.0 | 9.2 | 9.3 | 10.7 | 11.2 | ND | 31 |
| Hedge funds; unidentified miscellaneous liabilities | FL623193005 | 183.7 | 256.8 | 235.5 | 217.8 | 218.5 | 238.1 | 235.5 | 251.3 | ND | 32 |
| Hedge funds; total net assets; asset | FL622000003 | 1639.8 | 1549.8 | 1658.4 | 1593.9 | 1620.5 | 1626.8 | 1658.4 | 1498.7 | ND | 33 |
| Hedge funds; total long exposure financial derivatives; asset (2) | FL623098003 | 1532.5 | 1153.2 | 1124.0 | 1236.5 | 1250.9 | 1060.3 | 1124.0 | 952.6 | ND | 34 |
NOTES
- Data begin 2012:Q4. Includes only hedge funds domiciled in the United States as reported on SEC forms ADV and PF.
- Long exposure of derivatives.
Last Update: September 21, 2020