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 | 2018 | 2019 | 2019 Q1 | 2019 Q2 | 2019 Q3 | 2019 Q4 | 2020 Q1 | 2020 Q2 | 2020 Q3 | Line |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Hedge funds; total financial and nonfinancial assets | FL622000623 | 2263.8 | 2427.9 | 2294.6 | 2353.0 | 2393.1 | 2427.9 | 2221.9 | 2370.1 | ND | 1 |
| Hedge funds; real estate; asset | FL625035003 | 81.6 | 92.2 | 77.5 | 83.6 | 91.3 | 92.2 | 87.5 | 87.2 | ND | 2 |
| Hedge funds; total financial assets | FL624090005 | 2182.2 | 2335.7 | 2217.1 | 2269.4 | 2301.7 | 2335.7 | 2134.4 | 2282.9 | ND | 3 |
| Hedge funds; foreign currency holdings; asset | FL623091003 | 20.5 | 21.2 | 23.8 | 23.3 | 21.2 | 21.2 | 19.9 | 22.6 | ND | 4 |
| Hedge funds; checkable, time and savings deposits; asset | FL623039003 | 40.4 | 39.3 | 45.7 | 40.9 | 38.1 | 39.3 | 44.2 | 38.1 | ND | 5 |
| Hedge funds; other cash and cash equivalents; assets | FL623039013 | 87.6 | 104.2 | 88.1 | 96.0 | 98.5 | 104.2 | 104.7 | 93.6 | ND | 6 |
| Hedge funds; money market fund shares; assets | FL623034003 | 80.2 | 86.1 | 72.0 | 74.1 | 80.5 | 86.1 | 96.2 | 91.4 | ND | 7 |
| Hedge funds; security repurchase agreements; asset | FL622051003 | 92.6 | 87.3 | 99.0 | 100.0 | 98.9 | 87.3 | 108.1 | 102.2 | ND | 8 |
| Hedge funds; debt securities; asset (market value) | LM624022005 | 715.6 | 730.2 | 683.6 | 719.2 | 745.6 | 730.2 | 713.7 | 718.1 | ND | 9 |
| Hedge funds; Treasury securities; asset (market value) | LM623061103 | 213.0 | 234.7 | 220.7 | 243.0 | 257.8 | 234.7 | 211.2 | 188.9 | ND | 10 |
| Hedge funds; agency- and GSE-backed securities; asset (market value) | LM623061703 | 14.1 | 13.4 | 16.2 | 16.0 | 16.2 | 13.4 | 16.9 | 14.5 | ND | 11 |
| Hedge funds; municipal securities; asset (market value) | LM623062003 | 14.4 | 13.2 | 12.8 | 13.0 | 12.2 | 13.2 | 14.0 | 14.4 | ND | 12 |
| Hedge funds; corporate and foreign bonds; asset (market value) | LM623063003 | 474.0 | 468.9 | 434.0 | 447.2 | 459.3 | 468.9 | 471.6 | 500.3 | ND | 13 |
| Hedge funds; total loans; asset | FL623069005 | 116.5 | 126.2 | 122.4 | 124.5 | 126.5 | 126.2 | 123.9 | 140.1 | ND | 14 |
| Hedge funds; leveraged loans; asset | FL623069503 | 72.4 | 85.3 | 76.8 | 79.1 | 82.1 | 85.3 | 85.0 | 92.5 | ND | 15 |
| Hedge funds; other loans; asset | FL623069003 | 44.1 | 40.9 | 45.7 | 45.4 | 44.4 | 40.9 | 38.9 | 47.5 | ND | 16 |
| Hedge funds; corporate equities; asset | LM623064103 | 767.8 | 929.0 | 852.4 | 858.1 | 847.9 | 929.0 | 704.8 | 850.2 | ND | 17 |
| Hedge funds; mutual fund shares; asset | LM623064203 | 27.2 | 11.0 | 28.0 | 26.0 | 24.8 | 11.0 | 8.1 | 17.9 | ND | 18 |
| Hedge funds; unidentified miscellaneous assets | FL623093005 | 233.7 | 201.2 | 202.0 | 207.3 | 219.8 | 201.2 | 210.9 | 208.7 | ND | 19 |
| Hedge funds; total financial liabilities | FL624190005 | 716.5 | 769.9 | 703.0 | 734.9 | 768.6 | 769.9 | 723.3 | 734.1 | ND | 20 |
| Hedge funds; security repurchase agreements; liability | FL622151005 | 69.3 | 85.2 | 63.9 | 74.2 | 98.6 | 85.2 | 99.9 | 83.8 | ND | 21 |
| Hedge funds; security repurchase agreements with domestic financial and nonfinancial institutions; liability | FL622151013 | 52.0 | 56.4 | 46.1 | 55.6 | 61.8 | 56.4 | 65.8 | 48.0 | ND | 22 |
| Hedge funds; security repurchase agreementswith foreign financial and nonfinancial institutions; liability | FL622151063 | 17.3 | 28.8 | 17.8 | 18.6 | 36.8 | 28.8 | 34.1 | 35.8 | ND | 23 |
| Hedge funds; loans; liability | FL624123005 | 390.4 | 449.2 | 421.4 | 442.3 | 431.9 | 449.2 | 372.0 | 437.6 | ND | 24 |
| Hedge funds; loans, total secured borrowing via prime brokerages (margin accounts); liability | FL624123035 | 301.0 | 351.3 | 329.2 | 339.8 | 330.0 | 351.3 | 265.1 | 336.2 | ND | 25 |
| Hedge funds; secured borrowing via prime brokerages from domestic institutions (margin accounts); liability | FL623167003 | 261.1 | 306.6 | 288.7 | 299.3 | 289.0 | 306.6 | 233.4 | 296.7 | ND | 26 |
| Hedge funds; secured borrowing via prime brokerages from foreign institutions (margin accounts); liability | FL623169533 | 39.9 | 44.7 | 40.5 | 40.5 | 41.0 | 44.7 | 31.7 | 39.5 | ND | 27 |
| Hedge funds; loans, total other secured borrowings; liability | FL624123015 | 82.7 | 87.2 | 84.2 | 93.3 | 92.7 | 87.2 | 95.7 | 93.2 | ND | 28 |
| Hedge funds; other secured borrowings from domestic institutions (banks loans n.e.c.); liability | FL623168013 | 50.4 | 58.4 | 51.2 | 54.4 | 57.5 | 58.4 | 64.7 | 59.3 | ND | 29 |
| Hedge funds; other secured borrowings from foreign instittutions (business loans); lability | FL623169513 | 32.3 | 28.7 | 33.0 | 38.9 | 35.1 | 28.7 | 31.0 | 33.9 | ND | 30 |
| Hedge funds; total unsecured borrowings (banks loans n.e.c.); liability | FL623168023 | 6.7 | 10.7 | 8.0 | 9.1 | 9.2 | 10.7 | 11.2 | 8.2 | ND | 31 |
| Hedge funds; unidentified miscellaneous liabilities | FL623193005 | 256.7 | 235.5 | 217.7 | 218.4 | 238.1 | 235.5 | 251.3 | 212.7 | ND | 32 |
| Hedge funds; total net assets; asset | FL622000003 | 1547.3 | 1658.0 | 1591.6 | 1618.1 | 1624.5 | 1658.0 | 1498.7 | 1636.0 | ND | 33 |
| Hedge funds; total long exposure financial derivatives; asset (2) | FL623098003 | 1229.7 | 1241.3 | 1290.7 | 1307.0 | 1185.9 | 1241.3 | 1070.0 | 1005.5 | 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: December 10, 2020