Hedge Fund Monitor
Size
Size measures capture the magnitude of hedge fund investments at a point in time (stock measures) and scale of transactions over time (flow measures). Hedge funds that are large may adversely affect financial markets and counterparties during periods of stress. Examples of size metrics include gross assets, net assets, and gross notional exposures.
Top 10 gross notional exposures by asset class (percent of total)
Skip the ChartThe data are aggregated responses to SEC Form PF. Blank or null values are intentional to avoid potential disclosure of proprietary information of individual filers. Only responses from Qualifying Hedge Funds are included. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.
Gross notional exposure (GNE) is based on SEC Form PF questions 26 and 30. GNE is the sum of the absolute value of long and short exposures, including those on and off the balance sheet. The top 10 exposures within each asset class are ranked quarterly. The share is the ratio of the top 10 exposures to the total exposure by asset class for all Qualifying Hedge Funds. For example, if the share for interest rate derivatives (IRD) is 50%, then the 10 hedge funds with the largest IRD exposures comprise 50% of total IRD exposure across all Qualifying Hedge Funds. We group reported exposures from questions 26 and 30
into seven asset classes.
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Suggested CitationOffice of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).