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.

Short notional exposure by asset class (U.S. dollars)

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The 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.

Short notional exposure is based on SEC Form PF questions 26 and 30. It reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. We group reported exposures from questions 26 and 30 into seven asset classes.

Series Used

Related Charts

Chart Name
Number of Qualifying Hedge Funds (count)
Number of Qualifying Hedge Funds by strategy (count)
Gross assets, net assets, and gross notional exposure (U.S. dollars)
Net assets by strategy (U.S. dollars)
Gross assets by strategy (U.S. dollars)
Gross notional exposure by asset class (U.S. dollars)
Long notional exposure by asset class (U.S. dollars)
Short notional exposure by asset class (U.S. dollars)
Gross notional exposure by strategy (U.S. dollars)
Gross notional exposure by asset class (cumulative one-year change, U.S. dollars)
Gross notional exposure by strategy (cumulative one-year change, U.S. dollars)
Gross notional exposure by asset class (percent change year-over-year)
Gross notional exposure by strategy (percent change year-over-year)
Top 10 hedge funds’ share of gross assets (percent of total)
Top 10 hedge funds’ share of gross notional exposure (percent of total)
Top 10 gross notional exposures by asset class (percent of total)
Long and short equity security exposures (U.S. dollars)
Long and short equity derivative exposures (U.S. dollars)
Long and short U.S. Treasury exposures (U.S. dollars)
Notional Treasury futures (U.S. dollars)
Long notional Treasury futures by contract (U.S. dollars)
Short notional Treasury futures by contract (U.S. dollars)
Net notional Treasury futures by contract (U.S. dollars)
Net notional Treasury futures by contract (10-year equivalent, U.S. dollars)
Net notional short-term interest rate futures (10-year equivalent, U.S. dollars)
Short-term interest rate futures (DV01)
Net notional equity index futures (U.S. dollars)
Net notional Bitcoin and Ether futures (U.S. dollars)
Notional VIX futures (U.S. dollars)
Net notional currency futures (U.S. dollars)
Net assets by strategy (percent change year-over-year)
Gross assets by strategy (percent change year-over-year)
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Suggested Citation

Office of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).