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

  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: December 10, 2020