B.101.f Balance Sheet of Domestic Hedge Funds (1)
Billions of dollars; amounts outstanding end of period, not seasonally adjusted
Description Series code 2021 2022 2023 2023 Q1 2023 Q2 2023 Q3 2023 Q4 2024 Q1 2024 Q2 Line
Hedge funds; total financial and nonfinancial assets FL622000623 2745.8 2557.7 2759.2 2624.4 2621 2640 2759.2 2817.7 ND 1
Hedge funds; real estate; asset FL625035003 142.6 149.4 147.1 161.3 173.6 170.5 147.1 139.5 ND 2
Hedge funds; total financial assets FL624090005 2603.1 2408.3 2612.1 2463 2447.3 2469.5 2612.1 2678.2 ND 3
Hedge funds; foreign currency holdings; asset FL623091003 23.4 24.2 21.6 23.7 27 24.8 21.6 24.6 ND 4
Hedge funds; checkable, time and savings deposits; asset FL623039003 43.4 39.9 39.7 42.2 49.9 34.7 39.7 41.8 ND 5
Hedge funds; other cash and cash equivalents; assets FL623039013 112.9 110.2 104.6 94.9 92.5 84.2 104.6 91.8 ND 6
Hedge funds; money market fund shares; assets FL623034003 94.6 89.6 81.2 80.2 69.3 70.2 81.2 57.8 ND 7
Hedge funds; security repurchase agreements; asset FL622051003 93.8 85.2 108.5 91.9 91.8 92 108.5 102.1 ND 8
Hedge funds; debt securities; asset (market value) LM624022005 658 641.3 722.9 653.9 657.9 694 722.9 727.7 ND 9
Hedge funds; Treasury securities; asset (market value) LM623061103 161.1 172.5 209.4 189.3 196.7 223.6 209.4 236 ND 10
Hedge funds; agency- and GSE-backed securities; asset (market value) LM623061703 8.5 5.8 15.3 11.9 14.1 17.2 15.3 9.9 ND 11
Hedge funds; municipal securities; asset (market value) LM623062003 15.4 13.3 13 13 13.4 12.2 13 12.5 ND 12
Hedge funds; corporate and foreign bonds; asset (market value) LM623063003 473 449.6 485.2 439.7 433.7 441 485.2 469.4 ND 13
Hedge funds; total loans; asset FL623069005 178.5 211.3 233.9 214.3 226.1 228.5 233.9 249.7 ND 14
Hedge funds; leveraged loans; asset FL623069503 120 139.5 154.8 142.9 147.4 148.7 154.8 165.4 ND 15
Hedge funds; other loans; asset FL623069003 58.5 71.8 79.1 71.4 78.7 79.9 79.1 84.3 ND 16
Hedge funds; corporate equities; asset LM623064103 1139.8 936.8 1000.1 952 976.9 948.8 1000.1 1071.3 ND 17
Hedge funds; mutual fund shares; asset LM623064203 11.8 11.3 6.8 11.4 11.1 6 6.8 6.2 ND 18
Hedge funds; unidentified miscellaneous assets FL623093005 247.1 258.6 292.8 298.4 244.8 286.3 292.8 305.1 ND 19
Hedge funds; total financial liabilities FL624190005 827.2 735.1 832.7 765.1 753.9 769 832.7 838.4 ND 20
Hedge funds; security repurchase agreements; liability FL622151005 67.6 60.4 72 75.7 70 68 72 74.7 ND 21
Hedge funds; security repurchase agreements with domestic financial and nonfinancial institutions; liability FL622151013 40.9 41.3 47.1 56.5 50.2 47.5 47.1 50.3 ND 22
Hedge funds; security repurchase agreements with foreign financial and nonfinancial institutions; liability FL622151063 26.7 19.1 24.9 19.2 19.7 20.5 24.9 24.4 ND 23
Hedge funds; loans; liability FL624123005 642.2 571.6 622.6 586.5 600.9 575.9 622.6 669.8 ND 24
Hedge funds; loans, total secured borrowing via prime brokerages (margin accounts); liability FL624123035 484.3 397.4 448 410.2 426.3 398.1 448 489.9 ND 25
Hedge funds; secured borrowing via prime brokerages from domestic institutions (margin accounts); liability FL623167003 423.2 347.9 389.5 360.2 376.2 348.6 389.5 423.7 ND 26
Hedge funds; secured borrowing via prime brokerages from foreign institutions (margin accounts); liability FL623169533 61.2 49.5 58.5 50 50.1 49.4 58.5 66.2 ND 27
Hedge funds; loans, total other secured borrowings; liability FL624123015 136.1 153.6 157.6 156.4 154.9 159.7 157.6 159.6 ND 28
Hedge funds; other secured borrowings from domestic institutions (banks loans n.e.c.); liability FL623168013 102.3 123 123.9 124.2 119.9 125.4 123.9 125 ND 29
Hedge funds; other secured borrowings from foreign institutions (business loans); lability FL623169513 33.8 30.6 33.8 32.2 35 34.3 33.8 34.7 ND 30
Hedge funds; total unsecured borrowings (banks loans n.e.c.); liability FL623168023 21.7 20.6 17 19.9 19.7 18.1 17 20.4 ND 31
Hedge funds; unidentified miscellaneous liabilities FL623193005 117.5 103.1 138.1 102.9 83 125.1 138.1 93.9 ND 32
Hedge funds; total net assets; asset FL622000003 1918.6 1822.6 1926.6 1859.2 1867.1 1871 1926.6 1979.3 ND 33
Hedge funds; total long exposure financial derivatives; asset (2) FL623098003 1076.8 911.1 1039.6 965.6 957.9 958.5 1039.6 1072 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: September 12, 2024