{"short_name": "FormPF", "long_name": "FormPF", "timeseries": {"FPF-ALLQHF_ALTERNATE_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 498.0], ["2013-06-30", 531.0], ["2013-09-30", 514.0], ["2013-12-31", 539.0], ["2014-03-31", 547.0], ["2014-06-30", 565.0], ["2014-09-30", 593.0], ["2014-12-31", 614.0], ["2015-03-31", 638.0], ["2015-06-30", 642.0], ["2015-09-30", 640.0], ["2015-12-31", 645.0], ["2016-03-31", 614.0], ["2016-06-30", 620.0], ["2016-09-30", 613.0], ["2016-12-31", 605.0], ["2017-03-31", 597.0], ["2017-06-30", 619.0], ["2017-09-30", 637.0], ["2017-12-31", 647.0], ["2018-03-31", 637.0], ["2018-06-30", 651.0], ["2018-09-30", 648.0], ["2018-12-31", 642.0], ["2019-03-31", 616.0], ["2019-06-30", 613.0], ["2019-09-30", 628.0], ["2019-12-31", 633.0], ["2020-03-31", 638.0], ["2020-06-30", 643.0], ["2020-09-30", 653.0], ["2020-12-31", 644.0], ["2021-03-31", 671.0], ["2021-06-30", 682.0], ["2021-09-30", 722.0], ["2021-12-31", 747.0], ["2022-03-31", 734.0], ["2022-06-30", 730.0], ["2022-09-30", 686.0], ["2022-12-31", 732.0], ["2023-03-31", 738.0], ["2023-06-30", 750.0], ["2023-09-30", 750.0], ["2023-12-31", 746.0], ["2024-03-31", 755.0], ["2024-06-30", 631.0], ["2024-09-30", 636.0], ["2024-12-31", 624.0], ["2025-03-31", 639.0], ["2025-06-30", 660.0], ["2025-09-30", 661.0], ["2025-12-31", 652.0], ["2026-03-31", 666.0], ["2026-06-30", 672.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_ALTERNATE_COUNT", "description": {"notes": "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. Counts are based on SEC Form PF questions 40(a) and 41. Reporting funds disclose in question 40(a) if they regularly calculate VaR, or value at risk. VaR measures the maximum loss that a portfolio or investment is expected to suffer over a given time period at a specified confidence level. Many reporting funds use risk metrics other than, or in addition to, VaR. This information is disclosed in question 41. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: calculates alternative to VaR (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_CDSDOWN250BPS_P5": {"timeseries": {"aggregation": [["2013-03-31", -3.0], ["2013-06-30", -2.0], ["2013-09-30", -2.0], ["2013-12-31", -3.0], ["2014-03-31", -3.0], ["2014-06-30", -3.9], ["2014-09-30", -2.1], ["2014-12-31", -4.1], ["2015-03-31", -4.0], ["2015-06-30", -4.0], ["2015-09-30", -5.0], ["2015-12-31", -3.0], ["2016-03-31", -4.0], ["2016-06-30", -4.0], ["2016-09-30", -3.0], ["2016-12-31", -4.0], ["2017-03-31", -5.0], ["2017-06-30", -5.0], ["2017-09-30", -5.0], ["2017-12-31", -3.0], ["2018-03-31", -6.0], ["2018-06-30", -6.0], ["2018-09-30", -7.0], ["2018-12-31", -7.0], ["2019-03-31", -7.0], ["2019-06-30", -5.0], ["2019-09-30", null], ["2019-12-31", -3.0], ["2020-03-31", -2.0], ["2020-06-30", -2.0], ["2020-09-30", -3.0], ["2020-12-31", -2.0], ["2021-03-31", -2.4], ["2021-06-30", -4.0], ["2021-09-30", -2.3], ["2021-12-31", -3.0], ["2022-03-31", -4.0], ["2022-06-30", -7.0], ["2022-09-30", -5.0], ["2022-12-31", -3.0], ["2023-03-31", -2.9], ["2023-06-30", -3.0], ["2023-09-30", -3.0], ["2023-12-31", -2.0], ["2024-03-31", -2.0], ["2024-06-30", -2.0], ["2024-09-30", -2.0], ["2024-12-31", -3.0], ["2025-03-31", -4.0], ["2025-06-30", -3.0], ["2025-09-30", -3.0], ["2025-12-31", -4.0], ["2026-03-31", -4.0], ["2026-06-30", -4.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CDSDOWN250BPS_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in credit spreads. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 250 basis point decrease in credit spreads (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CDSDOWN250BPS_P50": {"timeseries": {"aggregation": [["2013-03-31", 3.0], ["2013-06-30", 3.0], ["2013-09-30", 4.0], ["2013-12-31", 4.0], ["2014-03-31", 4.0], ["2014-06-30", 3.0], ["2014-09-30", 3.0], ["2014-12-31", 3.0], ["2015-03-31", 3.0], ["2015-06-30", 3.0], ["2015-09-30", 3.0], ["2015-12-31", 3.0], ["2016-03-31", 3.0], ["2016-06-30", 3.0], ["2016-09-30", 3.0], ["2016-12-31", 3.0], ["2017-03-31", 3.0], ["2017-06-30", 3.0], ["2017-09-30", 3.0], ["2017-12-31", 3.0], ["2018-03-31", 2.0], ["2018-06-30", 3.0], ["2018-09-30", 3.0], ["2018-12-31", 3.0], ["2019-03-31", 4.0], ["2019-06-30", 4.0], ["2019-09-30", 3.0], ["2019-12-31", 4.0], ["2020-03-31", 5.0], ["2020-06-30", 6.0], ["2020-09-30", 5.0], ["2020-12-31", 5.0], ["2021-03-31", 5.0], ["2021-06-30", 4.0], ["2021-09-30", 4.0], ["2021-12-31", 4.0], ["2022-03-31", 3.0], ["2022-06-30", 4.0], ["2022-09-30", 3.0], ["2022-12-31", 4.0], ["2023-03-31", 4.0], ["2023-06-30", 4.0], ["2023-09-30", 4.0], ["2023-12-31", 4.0], ["2024-03-31", 4.0], ["2024-06-30", 4.0], ["2024-09-30", 4.0], ["2024-12-31", 4.0], ["2025-03-31", 4.0], ["2025-06-30", 3.0], ["2025-09-30", 3.0], ["2025-12-31", 3.0], ["2026-03-31", 3.0], ["2026-06-30", 3.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CDSDOWN250BPS_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in credit spreads. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 250 basis point decrease in credit spreads (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CDSUP250BPS_P5": {"timeseries": {"aggregation": [["2013-03-31", null], ["2013-06-30", -17.0], ["2013-09-30", null], ["2013-12-31", null], ["2014-03-31", null], ["2014-06-30", -17.0], ["2014-09-30", -19.0], ["2014-12-31", -20.0], ["2015-03-31", -19.0], ["2015-06-30", -20.6], ["2015-09-30", -19.0], ["2015-12-31", -23.3], ["2016-03-31", -20.0], ["2016-06-30", -23.8], ["2016-09-30", -21.0], ["2016-12-31", -17.0], ["2017-03-31", -18.0], ["2017-06-30", -17.0], ["2017-09-30", -18.0], ["2017-12-31", -19.0], ["2018-03-31", -20.0], ["2018-06-30", -18.0], ["2018-09-30", -18.2], ["2018-12-31", -19.4], ["2019-03-31", -21.0], ["2019-06-30", -22.0], ["2019-09-30", -25.0], ["2019-12-31", -30.8], ["2020-03-31", -24.0], ["2020-06-30", -23.0], ["2020-09-30", -21.0], ["2020-12-31", -19.0], ["2021-03-31", -21.0], ["2021-06-30", -21.5], ["2021-09-30", -19.0], ["2021-12-31", -20.0], ["2022-03-31", -20.0], ["2022-06-30", null], ["2022-09-30", -20.0], ["2022-12-31", -19.0], ["2023-03-31", -19.0], ["2023-06-30", -18.0], ["2023-09-30", -16.0], ["2023-12-31", -18.0], ["2024-03-31", -17.3], ["2024-06-30", -17.0], ["2024-09-30", -20.0], ["2024-12-31", null], ["2025-03-31", null], ["2025-06-30", null], ["2025-09-30", -25.3], ["2025-12-31", -23.0], ["2026-03-31", -20.9], ["2026-06-30", -20.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CDSUP250BPS_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in credit spreads. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 250 basis point increase in credit spreads (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-06-30", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CDSUP250BPS_P50": {"timeseries": {"aggregation": [["2013-03-31", -3.0], ["2013-06-30", -3.0], ["2013-09-30", -3.0], ["2013-12-31", -2.0], ["2014-03-31", -2.0], ["2014-06-30", -2.0], ["2014-09-30", -2.0], ["2014-12-31", -3.0], ["2015-03-31", -2.0], ["2015-06-30", -3.0], ["2015-09-30", -2.0], ["2015-12-31", -3.0], ["2016-03-31", -3.0], ["2016-06-30", -3.0], ["2016-09-30", -3.0], ["2016-12-31", -3.0], ["2017-03-31", -3.0], ["2017-06-30", -3.0], ["2017-09-30", -3.0], ["2017-12-31", -3.0], ["2018-03-31", -2.0], ["2018-06-30", -2.0], ["2018-09-30", -2.0], ["2018-12-31", -3.0], ["2019-03-31", -3.0], ["2019-06-30", -3.0], ["2019-09-30", -3.0], ["2019-12-31", -4.0], ["2020-03-31", -4.0], ["2020-06-30", -5.0], ["2020-09-30", -5.0], ["2020-12-31", -5.0], ["2021-03-31", -4.0], ["2021-06-30", -4.0], ["2021-09-30", -4.0], ["2021-12-31", -4.0], ["2022-03-31", -4.0], ["2022-06-30", -4.0], ["2022-09-30", -4.0], ["2022-12-31", -4.0], ["2023-03-31", -4.0], ["2023-06-30", -4.0], ["2023-09-30", -4.0], ["2023-12-31", -4.0], ["2024-03-31", -4.0], ["2024-06-30", -4.0], ["2024-09-30", -4.0], ["2024-12-31", -4.0], ["2025-03-31", -4.0], ["2025-06-30", -4.0], ["2025-09-30", -4.0], ["2025-12-31", -3.0], ["2026-03-31", -3.0], ["2026-06-30", -3.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CDSUP250BPS_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in credit spreads. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 250 basis point increase in credit spreads (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CREDIT_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 289.0], ["2013-06-30", 341.0], ["2013-09-30", 306.0], ["2013-12-31", 269.0], ["2014-03-31", 273.0], ["2014-06-30", 302.0], ["2014-09-30", 302.0], ["2014-12-31", 296.0], ["2015-03-31", 288.0], ["2015-06-30", 278.0], ["2015-09-30", 269.0], ["2015-12-31", 262.0], ["2016-03-31", 280.0], ["2016-06-30", 293.0], ["2016-09-30", 260.0], ["2016-12-31", 282.0], ["2017-03-31", 242.0], ["2017-06-30", 282.0], ["2017-09-30", 284.0], ["2017-12-31", 321.0], ["2018-03-31", 298.0], ["2018-06-30", 284.0], ["2018-09-30", 316.0], ["2018-12-31", 303.0], ["2019-03-31", 356.0], ["2019-06-30", 302.0], ["2019-09-30", 347.0], ["2019-12-31", 318.0], ["2020-03-31", 314.0], ["2020-06-30", 376.0], ["2020-09-30", 357.0], ["2020-12-31", 302.0], ["2021-03-31", 378.0], ["2021-06-30", 578.0], ["2021-09-30", 629.0], ["2021-12-31", 562.0], ["2022-03-31", 559.0], ["2022-06-30", 568.0], ["2022-09-30", 590.0], ["2022-12-31", 578.0], ["2023-03-31", 595.0], ["2023-06-30", 590.0], ["2023-09-30", 598.0], ["2023-12-31", 554.0], ["2024-03-31", 563.0], ["2024-06-30", 621.0], ["2024-09-30", 395.0], ["2024-12-31", 408.0], ["2025-03-31", 405.0], ["2025-06-30", 416.0], ["2025-09-30", 407.0], ["2025-12-31", 408.0], ["2026-03-31", 404.0], ["2026-06-30", 406.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CREDIT_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_CURRENCYDOWN20P_P5": {"timeseries": {"aggregation": [["2013-03-31", -9.0], ["2013-06-30", -9.0], ["2013-09-30", -7.0], ["2013-12-31", -6.3], ["2014-03-31", -5.0], ["2014-06-30", -5.0], ["2014-09-30", -8.0], ["2014-12-31", -11.0], ["2015-03-31", -9.1], ["2015-06-30", -8.0], ["2015-09-30", -10.0], ["2015-12-31", -13.0], ["2016-03-31", -9.0], ["2016-06-30", -7.0], ["2016-09-30", -8.0], ["2016-12-31", -13.0], ["2017-03-31", -13.0], ["2017-06-30", -10.0], ["2017-09-30", -8.4], ["2017-12-31", -9.0], ["2018-03-31", -8.0], ["2018-06-30", -14.0], ["2018-09-30", -19.2], ["2018-12-31", -14.7], ["2019-03-31", -13.0], ["2019-06-30", -10.0], ["2019-09-30", -10.0], ["2019-12-31", -7.0], ["2020-03-31", -7.0], ["2020-06-30", -6.0], ["2020-09-30", -5.2], ["2020-12-31", -6.0], ["2021-03-31", -7.0], ["2021-06-30", -7.0], ["2021-09-30", -11.5], ["2021-12-31", -14.0], ["2022-03-31", -7.0], ["2022-06-30", -10.5], ["2022-09-30", -10.0], ["2022-12-31", null], ["2023-03-31", -6.0], ["2023-06-30", -8.0], ["2023-09-30", -12.0], ["2023-12-31", -7.0], ["2024-03-31", -16.9], ["2024-06-30", -18.1], ["2024-09-30", -9.0], ["2024-12-31", -24.0], ["2025-03-31", -9.7], ["2025-06-30", -5.0], ["2025-09-30", -7.2], ["2025-12-31", -5.0], ["2026-03-31", -8.0], ["2026-06-30", -11.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENCYDOWN20P_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in currency values. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 20 percent depreciation of the fund's base currency (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CURRENCYDOWN20P_P50": {"timeseries": {"aggregation": [["2013-03-31", 0.0], ["2013-06-30", 0.0], ["2013-09-30", 0.0], ["2013-12-31", 0.0], ["2014-03-31", 0.0], ["2014-06-30", 0.0], ["2014-09-30", 0.0], ["2014-12-31", 0.0], ["2015-03-31", 0.0], ["2015-06-30", 0.0], ["2015-09-30", 0.0], ["2015-12-31", 0.0], ["2016-03-31", 0.0], ["2016-06-30", 0.0], ["2016-09-30", 0.0], ["2016-12-31", 0.0], ["2017-03-31", 0.0], ["2017-06-30", 0.0], ["2017-09-30", 0.0], ["2017-12-31", 0.5], ["2018-03-31", 1.0], ["2018-06-30", 0.0], ["2018-09-30", 0.0], ["2018-12-31", 0.0], ["2019-03-31", 0.0], ["2019-06-30", 0.0], ["2019-09-30", 0.0], ["2019-12-31", 1.0], ["2020-03-31", 0.0], ["2020-06-30", 1.0], ["2020-09-30", 1.0], ["2020-12-31", 1.0], ["2021-03-31", 1.0], ["2021-06-30", 1.0], ["2021-09-30", 0.0], ["2021-12-31", 0.0], ["2022-03-31", 1.0], ["2022-06-30", 0.0], ["2022-09-30", 0.0], ["2022-12-31", 1.0], ["2023-03-31", 1.0], ["2023-06-30", 0.0], ["2023-09-30", 0.0], ["2023-12-31", 0.0], ["2024-03-31", 0.0], ["2024-06-30", 0.0], ["2024-09-30", 1.0], ["2024-12-31", 0.0], ["2025-03-31", 0.0], ["2025-06-30", 1.0], ["2025-09-30", 0.0], ["2025-12-31", 0.0], ["2026-03-31", 0.0], ["2026-06-30", 0.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENCYDOWN20P_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in currency values. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 20 percent depreciation of the fund's base currency (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CURRENCYUP20P_P5": {"timeseries": {"aggregation": [["2013-03-31", -14.0], ["2013-06-30", null], ["2013-09-30", -16.0], ["2013-12-31", -16.0], ["2014-03-31", -16.0], ["2014-06-30", -16.2], ["2014-09-30", -15.0], ["2014-12-31", -15.0], ["2015-03-31", -13.0], ["2015-06-30", -14.0], ["2015-09-30", -11.0], ["2015-12-31", -10.3], ["2016-03-31", -11.0], ["2016-06-30", -11.0], ["2016-09-30", -13.0], ["2016-12-31", -13.2], ["2017-03-31", -16.3], ["2017-06-30", -16.0], ["2017-09-30", -16.0], ["2017-12-31", -17.8], ["2018-03-31", -16.0], ["2018-06-30", -14.0], ["2018-09-30", -13.0], ["2018-12-31", -13.0], ["2019-03-31", -13.0], ["2019-06-30", -13.1], ["2019-09-30", -12.3], ["2019-12-31", -18.0], ["2020-03-31", -18.0], ["2020-06-30", -15.0], ["2020-09-30", -17.2], ["2020-12-31", -19.0], ["2021-03-31", -19.0], ["2021-06-30", -19.0], ["2021-09-30", -19.0], ["2021-12-31", -18.6], ["2022-03-31", -19.0], ["2022-06-30", -19.0], ["2022-09-30", -18.8], ["2022-12-31", -17.0], ["2023-03-31", -18.0], ["2023-06-30", -19.0], ["2023-09-30", -18.5], ["2023-12-31", -19.2], ["2024-03-31", -17.0], ["2024-06-30", -18.0], ["2024-09-30", -20.0], ["2024-12-31", -16.1], ["2025-03-31", -18.0], ["2025-06-30", -18.0], ["2025-09-30", -17.0], ["2025-12-31", -18.0], ["2026-03-31", -16.0], ["2026-06-30", null]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENCYUP20P_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in currency values. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 20 percent appreciation of the fund's base currency (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CURRENCYUP20P_P50": {"timeseries": {"aggregation": [["2013-03-31", 0.0], ["2013-06-30", 0.0], ["2013-09-30", 0.0], ["2013-12-31", 0.0], ["2014-03-31", 0.0], ["2014-06-30", 0.0], ["2014-09-30", 0.0], ["2014-12-31", 0.0], ["2015-03-31", 0.0], ["2015-06-30", 0.0], ["2015-09-30", 0.0], ["2015-12-31", 0.0], ["2016-03-31", 0.0], ["2016-06-30", 0.0], ["2016-09-30", 0.0], ["2016-12-31", 0.0], ["2017-03-31", 0.0], ["2017-06-30", 0.0], ["2017-09-30", 0.0], ["2017-12-31", 0.0], ["2018-03-31", 0.0], ["2018-06-30", 0.0], ["2018-09-30", 0.0], ["2018-12-31", 0.0], ["2019-03-31", 0.0], ["2019-06-30", 0.0], ["2019-09-30", 0.0], ["2019-12-31", -1.0], ["2020-03-31", 0.0], ["2020-06-30", 0.0], ["2020-09-30", -1.0], ["2020-12-31", -1.0], ["2021-03-31", -1.0], ["2021-06-30", 0.0], ["2021-09-30", 0.0], ["2021-12-31", 0.0], ["2022-03-31", 0.0], ["2022-06-30", 0.0], ["2022-09-30", 0.0], ["2022-12-31", 0.0], ["2023-03-31", 0.0], ["2023-06-30", 0.0], ["2023-09-30", 0.0], ["2023-12-31", 0.0], ["2024-03-31", 0.0], ["2024-06-30", 0.0], ["2024-09-30", 0.0], ["2024-12-31", 0.0], ["2025-03-31", 0.0], ["2025-06-30", 0.0], ["2025-09-30", 0.0], ["2025-12-31", 0.0], ["2026-03-31", 0.0], ["2026-06-30", 0.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENCYUP20P_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in currency values. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 20 percent appreciation of the fund's base currency (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CURRENTLYGATES_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 1.6], ["2013-06-30", 1.2], ["2013-09-30", 1.6], ["2013-12-31", 1.2], ["2014-03-31", 1.2], ["2014-06-30", 1.2], ["2014-09-30", 1.1], ["2014-12-31", 1.5], ["2015-03-31", 1.3], ["2015-06-30", 1.2], ["2015-09-30", 1.2], ["2015-12-31", 1.2], ["2016-03-31", 1.1], ["2016-06-30", 1.0], ["2016-09-30", 1.1], ["2016-12-31", 1.0], ["2017-03-31", 0.9], ["2017-06-30", 1.0], ["2017-09-30", 1.0], ["2017-12-31", 1.3], ["2018-03-31", 1.2], ["2018-06-30", 1.0], ["2018-09-30", 1.1], ["2018-12-31", 1.4], ["2019-03-31", 1.2], ["2019-06-30", 1.2], ["2019-09-30", 1.3], ["2019-12-31", 1.3], ["2020-03-31", 1.7], ["2020-06-30", 1.7], ["2020-09-30", 1.5], ["2020-12-31", 1.8], ["2021-03-31", 2.0], ["2021-06-30", 1.9], ["2021-09-30", 2.0], ["2021-12-31", 2.0], ["2022-03-31", 2.0], ["2022-06-30", 1.9], ["2022-09-30", 2.0], ["2022-12-31", 2.2], ["2023-03-31", 2.1], ["2023-06-30", 2.1], ["2023-09-30", 1.9], ["2023-12-31", 2.1], ["2024-03-31", 2.2], ["2024-06-30", 2.1], ["2024-09-30", 2.4], ["2024-12-31", 2.5], ["2025-03-31", 2.6], ["2025-06-30", 2.6], ["2025-09-30", 2.6], ["2025-12-31", 2.6], ["2026-03-31", 2.4], ["2026-06-30", 2.4]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENTLYGATES_PERCENT", "description": {"notes": "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. The data are the share of hedge fund net assets currently subject to material restrictions on investor withdrawals (e.g., gates) based on SEC Form PF question 49(e). See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets with withdrawal restrictions (gates) imposed (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CURRENTLYSUSPENSIONS_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 1.0], ["2013-06-30", 0.8], ["2013-09-30", 0.9], ["2013-12-31", 0.4], ["2014-03-31", 0.4], ["2014-06-30", 0.4], ["2014-09-30", 0.3], ["2014-12-31", 0.5], ["2015-03-31", 0.4], ["2015-06-30", 0.4], ["2015-09-30", 0.4], ["2015-12-31", 0.5], ["2016-03-31", 0.5], ["2016-06-30", 0.6], ["2016-09-30", 0.6], ["2016-12-31", 0.7], ["2017-03-31", 1.0], ["2017-06-30", 0.9], ["2017-09-30", 0.8], ["2017-12-31", 0.6], ["2018-03-31", null], ["2018-06-30", 0.4], ["2018-09-30", null], ["2018-12-31", 0.6], ["2019-03-31", 0.5], ["2019-06-30", 0.5], ["2019-09-30", 0.6], ["2019-12-31", 0.5], ["2020-03-31", 0.8], ["2020-06-30", 0.6], ["2020-09-30", 0.4], ["2020-12-31", 0.6], ["2021-03-31", 0.5], ["2021-06-30", 0.4], ["2021-09-30", 0.4], ["2021-12-31", 0.4], ["2022-03-31", 0.4], ["2022-06-30", 0.4], ["2022-09-30", 0.3], ["2022-12-31", 0.5], ["2023-03-31", 0.6], ["2023-06-30", 0.6], ["2023-09-30", 0.5], ["2023-12-31", 0.4], ["2024-03-31", 0.4], ["2024-06-30", 0.4], ["2024-09-30", 0.5], ["2024-12-31", 0.6], ["2025-03-31", 0.6], ["2025-06-30", 0.5], ["2025-09-30", 0.5], ["2025-12-31", 0.4], ["2026-03-31", 0.4], ["2026-06-30", 0.4]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CURRENTLYSUSPENSIONS_PERCENT", "description": {"notes": "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. The data are the share of hedge fund net assets with investor withdrawals suspended based on SEC Form PF question 49(d). See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets with suspensions imposed (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_EQDOWN20P_P5": {"timeseries": {"aggregation": [["2013-03-31", -20.0], ["2013-06-30", -20.0], ["2013-09-30", -21.0], ["2013-12-31", -21.0], ["2014-03-31", -21.0], ["2014-06-30", -22.0], ["2014-09-30", -20.0], ["2014-12-31", -20.1], ["2015-03-31", -21.0], ["2015-06-30", -20.0], ["2015-09-30", -20.0], ["2015-12-31", -20.0], ["2016-03-31", -20.0], ["2016-06-30", -20.0], ["2016-09-30", -21.0], ["2016-12-31", -21.0], ["2017-03-31", -23.0], ["2017-06-30", -22.0], ["2017-09-30", -22.0], ["2017-12-31", -23.0], ["2018-03-31", -22.0], ["2018-06-30", -22.0], ["2018-09-30", -21.0], ["2018-12-31", -20.0], ["2019-03-31", -20.0], ["2019-06-30", -20.6], ["2019-09-30", -21.0], ["2019-12-31", -22.0], ["2020-03-31", -20.0], ["2020-06-30", -21.0], ["2020-09-30", -20.0], ["2020-12-31", -21.0], ["2021-03-31", -21.0], ["2021-06-30", -22.0], ["2021-09-30", -21.8], ["2021-12-31", -22.0], ["2022-03-31", -21.0], ["2022-06-30", -21.0], ["2022-09-30", -21.0], ["2022-12-31", -21.0], ["2023-03-31", -21.0], ["2023-06-30", -20.8], ["2023-09-30", -20.3], ["2023-12-31", -21.0], ["2024-03-31", -21.0], ["2024-06-30", -21.0], ["2024-09-30", -21.0], ["2024-12-31", -21.0], ["2025-03-31", -22.0], ["2025-06-30", -21.0], ["2025-09-30", -23.0], ["2025-12-31", -23.0], ["2026-03-31", -23.0], ["2026-06-30", -24.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EQDOWN20P_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in equity prices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 20 percent decrease in equity prices (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_EQDOWN20P_P50": {"timeseries": {"aggregation": [["2013-03-31", -5.0], ["2013-06-30", -5.0], ["2013-09-30", -6.0], ["2013-12-31", -7.0], ["2014-03-31", -6.0], ["2014-06-30", -7.0], ["2014-09-30", -6.0], ["2014-12-31", -6.0], ["2015-03-31", -7.0], ["2015-06-30", -6.0], ["2015-09-30", -5.0], ["2015-12-31", -5.0], ["2016-03-31", -5.0], ["2016-06-30", -5.0], ["2016-09-30", -5.0], ["2016-12-31", -6.0], ["2017-03-31", -7.0], ["2017-06-30", -6.0], ["2017-09-30", -7.0], ["2017-12-31", -7.0], ["2018-03-31", -6.0], ["2018-06-30", -6.0], ["2018-09-30", -7.0], ["2018-12-31", -6.0], ["2019-03-31", -6.0], ["2019-06-30", -7.0], ["2019-09-30", -7.0], ["2019-12-31", -7.0], ["2020-03-31", -5.0], ["2020-06-30", -6.0], ["2020-09-30", -7.0], ["2020-12-31", -8.0], ["2021-03-31", -7.0], ["2021-06-30", -7.0], ["2021-09-30", -7.0], ["2021-12-31", -8.0], ["2022-03-31", -6.0], ["2022-06-30", -5.0], ["2022-09-30", -5.0], ["2022-12-31", -5.0], ["2023-03-31", -5.0], ["2023-06-30", -5.0], ["2023-09-30", -4.0], ["2023-12-31", -6.0], ["2024-03-31", -7.0], ["2024-06-30", -6.0], ["2024-09-30", -6.0], ["2024-12-31", -6.0], ["2025-03-31", -6.0], ["2025-06-30", -6.0], ["2025-09-30", -7.0], ["2025-12-31", -7.0], ["2026-03-31", -5.0], ["2026-06-30", -7.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EQDOWN20P_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in equity prices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 20 percent decrease in equity prices (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_EQUITY_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 728.0], ["2013-06-30", 689.0], ["2013-09-30", 800.0], ["2013-12-31", 793.0], ["2014-03-31", 693.0], ["2014-06-30", 701.0], ["2014-09-30", 705.0], ["2014-12-31", 652.0], ["2015-03-31", 657.0], ["2015-06-30", 689.0], ["2015-09-30", 724.0], ["2015-12-31", 699.0], ["2016-03-31", 634.0], ["2016-06-30", 621.0], ["2016-09-30", 612.0], ["2016-12-31", 641.0], ["2017-03-31", 718.0], ["2017-06-30", 772.0], ["2017-09-30", 758.0], ["2017-12-31", 728.0], ["2018-03-31", 848.0], ["2018-06-30", 835.0], ["2018-09-30", 795.0], ["2018-12-31", 856.0], ["2019-03-31", 885.0], ["2019-06-30", 876.0], ["2019-09-30", 925.0], ["2019-12-31", 984.0], ["2020-03-31", 893.0], ["2020-06-30", 879.0], ["2020-09-30", 940.0], ["2020-12-31", 945.0], ["2021-03-31", 916.0], ["2021-06-30", 920.0], ["2021-09-30", 948.0], ["2021-12-31", 797.0], ["2022-03-31", 892.0], ["2022-06-30", 974.0], ["2022-09-30", 1028.0], ["2022-12-31", 1030.0], ["2023-03-31", 1133.0], ["2023-06-30", 1067.0], ["2023-09-30", 1087.0], ["2023-12-31", 1096.0], ["2024-03-31", 1218.0], ["2024-06-30", 1143.0], ["2024-09-30", 1334.0], ["2024-12-31", 1380.0], ["2025-03-31", 1417.0], ["2025-06-30", 1472.0], ["2025-09-30", 1567.0], ["2025-12-31", 1658.0], ["2026-03-31", 1733.0], ["2026-06-30", 1917.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EQUITY_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_EQUP20P_P5": {"timeseries": {"aggregation": [["2013-03-31", -1.0], ["2013-06-30", -1.0], ["2013-09-30", 0.0], ["2013-12-31", 0.0], ["2014-03-31", 0.0], ["2014-06-30", 0.0], ["2014-09-30", 0.0], ["2014-12-31", -1.0], ["2015-03-31", -1.0], ["2015-06-30", -1.0], ["2015-09-30", -1.0], ["2015-12-31", -2.0], ["2016-03-31", -2.0], ["2016-06-30", -2.0], ["2016-09-30", -1.0], ["2016-12-31", -1.0], ["2017-03-31", -1.0], ["2017-06-30", -1.0], ["2017-09-30", -1.0], ["2017-12-31", 0.0], ["2018-03-31", -2.0], ["2018-06-30", -1.0], ["2018-09-30", -1.0], ["2018-12-31", -3.0], ["2019-03-31", -1.0], ["2019-06-30", -1.0], ["2019-09-30", -1.2], ["2019-12-31", -2.0], ["2020-03-31", -1.9], ["2020-06-30", -1.0], ["2020-09-30", -1.0], ["2020-12-31", -1.0], ["2021-03-31", 0.0], ["2021-06-30", -1.0], ["2021-09-30", -1.0], ["2021-12-31", 0.0], ["2022-03-31", -1.0], ["2022-06-30", -4.0], ["2022-09-30", -4.0], ["2022-12-31", -3.0], ["2023-03-31", -1.0], ["2023-06-30", -1.8], ["2023-09-30", -3.0], ["2023-12-31", 0.0], ["2024-03-31", 0.0], ["2024-06-30", 0.0], ["2024-09-30", 0.0], ["2024-12-31", 0.0], ["2025-03-31", 0.0], ["2025-06-30", 0.0], ["2025-09-30", 0.0], ["2025-12-31", 0.0], ["2026-03-31", -0.1], ["2026-06-30", 0.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EQUP20P_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in equity prices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 20 percent increase in equity prices (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_EQUP20P_P50": {"timeseries": {"aggregation": [["2013-03-31", 7.0], ["2013-06-30", 6.0], ["2013-09-30", 7.0], ["2013-12-31", 8.0], ["2014-03-31", 7.5], ["2014-06-30", 8.0], ["2014-09-30", 8.0], ["2014-12-31", 7.0], ["2015-03-31", 8.0], ["2015-06-30", 7.0], ["2015-09-30", 6.0], ["2015-12-31", 6.0], ["2016-03-31", 6.0], ["2016-06-30", 6.0], ["2016-09-30", 7.0], ["2016-12-31", 7.0], ["2017-03-31", 8.0], ["2017-06-30", 7.0], ["2017-09-30", 8.0], ["2017-12-31", 8.0], ["2018-03-31", 7.0], ["2018-06-30", 7.0], ["2018-09-30", 7.0], ["2018-12-31", 6.0], ["2019-03-31", 7.0], ["2019-06-30", 8.0], ["2019-09-30", 7.0], ["2019-12-31", 8.0], ["2020-03-31", 5.0], ["2020-06-30", 6.0], ["2020-09-30", 7.0], ["2020-12-31", 8.0], ["2021-03-31", 8.0], ["2021-06-30", 8.0], ["2021-09-30", 8.0], ["2021-12-31", 9.0], ["2022-03-31", 7.0], ["2022-06-30", 6.0], ["2022-09-30", 5.0], ["2022-12-31", 6.0], ["2023-03-31", 5.0], ["2023-06-30", 6.0], ["2023-09-30", 6.0], ["2023-12-31", 7.0], ["2024-03-31", 8.0], ["2024-06-30", 7.0], ["2024-09-30", 8.0], ["2024-12-31", 8.0], ["2025-03-31", 7.0], ["2025-06-30", 8.0], ["2025-09-30", 8.0], ["2025-12-31", 8.0], ["2026-03-31", 7.0], ["2026-06-30", 8.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EQUP20P_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in equity prices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 20 percent increase in equity prices (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_EVENT_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 325.0], ["2013-06-30", 325.0], ["2013-09-30", 358.0], ["2013-12-31", 402.0], ["2014-03-31", 384.0], ["2014-06-30", 373.0], ["2014-09-30", 359.0], ["2014-12-31", 340.0], ["2015-03-31", 356.0], ["2015-06-30", 348.0], ["2015-09-30", 345.0], ["2015-12-31", 340.0], ["2016-03-31", 308.0], ["2016-06-30", 297.0], ["2016-09-30", 282.0], ["2016-12-31", 283.0], ["2017-03-31", 280.0], ["2017-06-30", 277.0], ["2017-09-30", 282.0], ["2017-12-31", 269.0], ["2018-03-31", 302.0], ["2018-06-30", 302.0], ["2018-09-30", 291.0], ["2018-12-31", 287.0], ["2019-03-31", 310.0], ["2019-06-30", 311.0], ["2019-09-30", 312.0], ["2019-12-31", 294.0], ["2020-03-31", 337.0], ["2020-06-30", 337.0], ["2020-09-30", 322.0], ["2020-12-31", 305.0], ["2021-03-31", 341.0], ["2021-06-30", 333.0], ["2021-09-30", 320.0], ["2021-12-31", 237.0], ["2022-03-31", 241.0], ["2022-06-30", 334.0], ["2022-09-30", 330.0], ["2022-12-31", 306.0], ["2023-03-31", 250.0], ["2023-06-30", 215.0], ["2023-09-30", 194.0], ["2023-12-31", 170.0], ["2024-03-31", 169.0], ["2024-06-30", 184.0], ["2024-09-30", 180.0], ["2024-12-31", 179.0], ["2025-03-31", 175.0], ["2025-06-30", 173.0], ["2025-09-30", 181.0], ["2025-12-31", 171.0], ["2026-03-31", 173.0], ["2026-06-30", 175.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_EVENT_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_FINANCINGLIQUIDITYLE7_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1036000000000.0], ["2013-06-30", 1019000000000.0], ["2013-09-30", 1083000000000.0], ["2013-12-31", 971000000000.0], ["2014-03-31", 1030000000000.0], ["2014-06-30", 1087000000000.0], ["2014-09-30", 1067000000000.0], ["2014-12-31", 1082000000000.0], ["2015-03-31", 1190000000000.0], ["2015-06-30", 1189000000000.0], ["2015-09-30", 1219000000000.0], ["2015-12-31", 1161000000000.0], ["2016-03-31", 1173000000000.0], ["2016-06-30", 1157000000000.0], ["2016-09-30", 1263000000000.0], ["2016-12-31", 1127000000000.0], ["2017-03-31", 1338000000000.0], ["2017-06-30", 1422000000000.0], ["2017-09-30", 1417000000000.0], ["2017-12-31", 1363000000000.0], ["2018-03-31", 1479000000000.0], ["2018-06-30", 1650000000000.0], ["2018-09-30", 1632000000000.0], ["2018-12-31", 1541000000000.0], ["2019-03-31", 1717000000000.0], ["2019-06-30", 1787000000000.0], ["2019-09-30", 1836000000000.0], ["2019-12-31", 1645000000000.0], ["2020-03-31", 1546000000000.0], ["2020-06-30", 1555000000000.0], ["2020-09-30", 1740000000000.0], ["2020-12-31", 1599000000000.0], ["2021-03-31", 1652000000000.0], ["2021-06-30", 1898000000000.0], ["2021-09-30", 2032000000000.0], ["2021-12-31", 1817000000000.0], ["2022-03-31", 1895000000000.0], ["2022-06-30", 1859000000000.0], ["2022-09-30", 1834000000000.0], ["2022-12-31", 1638000000000.0], ["2023-03-31", 2049000000000.0], ["2023-06-30", 2228000000000.0], ["2023-09-30", 2391000000000.0], ["2023-12-31", 2329000000000.0], ["2024-03-31", 2641000000000.0], ["2024-06-30", 2738000000000.0], ["2024-09-30", 3232000000000.0], ["2024-12-31", 2788000000000.0], ["2025-03-31", 3421000000000.0], ["2025-06-30", 3701000000000.0], ["2025-09-30", 3911000000000.0], ["2025-12-31", 3838000000000.0], ["2026-03-31", 3628000000000.0], ["2026-06-30", 4178000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDITYLE7_SUM", "description": {"notes": "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. The amount of weekly financing liquidity is based on SEC Form PF question 46. Weekly financing liquidity is the amount of borrowing (used and available) due within 7 days. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: weekly financing liquidity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 12.7], ["2013-06-30", 9.8], ["2013-09-30", 7.3], ["2013-12-31", 9.0], ["2014-03-31", 7.4], ["2014-06-30", 7.8], ["2014-09-30", 8.5], ["2014-12-31", 10.9], ["2015-03-31", 8.0], ["2015-06-30", 8.2], ["2015-09-30", 9.4], ["2015-12-31", 9.7], ["2016-03-31", 9.4], ["2016-06-30", 9.3], ["2016-09-30", 16.5], ["2016-12-31", 12.2], ["2017-03-31", 16.6], ["2017-06-30", 18.8], ["2017-09-30", 16.3], ["2017-12-31", 15.3], ["2018-03-31", 19.9], ["2018-06-30", 19.8], ["2018-09-30", 16.0], ["2018-12-31", 20.2], ["2019-03-31", 16.8], ["2019-06-30", 16.5], ["2019-09-30", 14.4], ["2019-12-31", 18.8], ["2020-03-31", 13.4], ["2020-06-30", 11.5], ["2020-09-30", 12.1], ["2020-12-31", 16.6], ["2021-03-31", 7.6], ["2021-06-30", 10.4], ["2021-09-30", 11.3], ["2021-12-31", 16.3], ["2022-03-31", 10.7], ["2022-06-30", 10.3], ["2022-09-30", 19.9], ["2022-12-31", 16.0], ["2023-03-31", 19.4], ["2023-06-30", 20.5], ["2023-09-30", 24.6], ["2023-12-31", 18.3], ["2024-03-31", 17.5], ["2024-06-30", 12.6], ["2024-09-30", 12.7], ["2024-12-31", 21.0], ["2025-03-31", 11.9], ["2025-06-30", 11.4], ["2025-09-30", 11.1], ["2025-12-31", 19.2], ["2026-03-31", 8.6], ["2026-06-30", 9.6]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_PERCENT", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 2-7 days maturity (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_SUM": {"timeseries": {"aggregation": [["2013-03-31", 227000000000.0], ["2013-06-30", 174000000000.0], ["2013-09-30", 141000000000.0], ["2013-12-31", 171000000000.0], ["2014-03-31", 145000000000.0], ["2014-06-30", 161000000000.0], ["2014-09-30", 176000000000.0], ["2014-12-31", 234000000000.0], ["2015-03-31", 182000000000.0], ["2015-06-30", 189000000000.0], ["2015-09-30", 215000000000.0], ["2015-12-31", 236000000000.0], ["2016-03-31", 209000000000.0], ["2016-06-30", 204000000000.0], ["2016-09-30", 389000000000.0], ["2016-12-31", 287000000000.0], ["2017-03-31", 420000000000.0], ["2017-06-30", 501000000000.0], ["2017-09-30", 448000000000.0], ["2017-12-31", 422000000000.0], ["2018-03-31", 571000000000.0], ["2018-06-30", 621000000000.0], ["2018-09-30", 503000000000.0], ["2018-12-31", 619000000000.0], ["2019-03-31", 560000000000.0], ["2019-06-30", 580000000000.0], ["2019-09-30", 489000000000.0], ["2019-12-31", 648000000000.0], ["2020-03-31", 409000000000.0], ["2020-06-30", 354000000000.0], ["2020-09-30", 412000000000.0], ["2020-12-31", 599000000000.0], ["2021-03-31", 279000000000.0], ["2021-06-30", 421000000000.0], ["2021-09-30", 482000000000.0], ["2021-12-31", 693000000000.0], ["2022-03-31", 438000000000.0], ["2022-06-30", 408000000000.0], ["2022-09-30", 773000000000.0], ["2022-12-31", 636000000000.0], ["2023-03-31", 832000000000.0], ["2023-06-30", 945000000000.0], ["2023-09-30", 1179000000000.0], ["2023-12-31", 956000000000.0], ["2024-03-31", 951000000000.0], ["2024-06-30", 696000000000.0], ["2024-09-30", 795000000000.0], ["2024-12-31", 1274000000000.0], ["2025-03-31", 794000000000.0], ["2025-06-30", 837000000000.0], ["2025-09-30", 861000000000.0], ["2025-12-31", 1543000000000.0], ["2026-03-31", 657000000000.0], ["2026-06-30", 828000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_SUM", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 2-7 days maturity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT1LE7_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 26.3], ["2013-06-30", 27.0], ["2013-09-30", 29.1], ["2013-12-31", 32.1], ["2014-03-31", 30.9], ["2014-06-30", 30.5], ["2014-09-30", 30.9], ["2014-12-31", 31.7], ["2015-03-31", 27.7], ["2015-06-30", 27.3], ["2015-09-30", 26.3], ["2015-12-31", 24.9], ["2016-03-31", 29.1], ["2016-06-30", 28.9], ["2016-09-30", 27.2], ["2016-12-31", 33.0], ["2017-03-31", 27.2], ["2017-06-30", 27.5], ["2017-09-30", 27.6], ["2017-12-31", 30.8], ["2018-03-31", 29.1], ["2018-06-30", 27.9], ["2018-09-30", 28.1], ["2018-12-31", 32.6], ["2019-03-31", 31.3], ["2019-06-30", 32.5], ["2019-09-30", 28.6], ["2019-12-31", 35.0], ["2020-03-31", 33.1], ["2020-06-30", 30.5], ["2020-09-30", 29.9], ["2020-12-31", 35.0], ["2021-03-31", 33.8], ["2021-06-30", 30.2], ["2021-09-30", 28.9], ["2021-12-31", 34.7], ["2022-03-31", 30.5], ["2022-06-30", 29.3], ["2022-09-30", 28.6], ["2022-12-31", 34.0], ["2023-03-31", 28.8], ["2023-06-30", 28.9], ["2023-09-30", 28.5], ["2023-12-31", 34.2], ["2024-03-31", 29.5], ["2024-06-30", 28.9], ["2024-09-30", 27.0], ["2024-12-31", 32.2], ["2025-03-31", 27.3], ["2025-06-30", 27.6], ["2025-09-30", 26.7], ["2025-12-31", 30.9], ["2026-03-31", 30.0], ["2026-06-30", 28.5]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 8-90 days maturity (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 470000000000.0], ["2013-06-30", 481000000000.0], ["2013-09-30", 564000000000.0], ["2013-12-31", 610000000000.0], ["2014-03-31", 608000000000.0], ["2014-06-30", 626000000000.0], ["2014-09-30", 642000000000.0], ["2014-12-31", 679000000000.0], ["2015-03-31", 628000000000.0], ["2015-06-30", 628000000000.0], ["2015-09-30", 603000000000.0], ["2015-12-31", 607000000000.0], ["2016-03-31", 648000000000.0], ["2016-06-30", 633000000000.0], ["2016-09-30", 641000000000.0], ["2016-12-31", 774000000000.0], ["2017-03-31", 689000000000.0], ["2017-06-30", 732000000000.0], ["2017-09-30", 757000000000.0], ["2017-12-31", 848000000000.0], ["2018-03-31", 836000000000.0], ["2018-06-30", 873000000000.0], ["2018-09-30", 885000000000.0], ["2018-12-31", 1002000000000.0], ["2019-03-31", 1046000000000.0], ["2019-06-30", 1139000000000.0], ["2019-09-30", 972000000000.0], ["2019-12-31", 1205000000000.0], ["2020-03-31", 1010000000000.0], ["2020-06-30", 937000000000.0], ["2020-09-30", 1020000000000.0], ["2020-12-31", 1259000000000.0], ["2021-03-31", 1244000000000.0], ["2021-06-30", 1222000000000.0], ["2021-09-30", 1227000000000.0], ["2021-12-31", 1479000000000.0], ["2022-03-31", 1251000000000.0], ["2022-06-30", 1157000000000.0], ["2022-09-30", 1114000000000.0], ["2022-12-31", 1348000000000.0], ["2023-03-31", 1237000000000.0], ["2023-06-30", 1331000000000.0], ["2023-09-30", 1366000000000.0], ["2023-12-31", 1782000000000.0], ["2024-03-31", 1604000000000.0], ["2024-06-30", 1598000000000.0], ["2024-09-30", 1683000000000.0], ["2024-12-31", 1953000000000.0], ["2025-03-31", 1827000000000.0], ["2025-06-30", 2033000000000.0], ["2025-09-30", 2070000000000.0], ["2025-12-31", 2482000000000.0], ["2026-03-31", 2300000000000.0], ["2026-06-30", 2458000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_SUM", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 8-90 days maturity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 15.9], ["2013-06-30", 15.7], ["2013-09-30", 14.9], ["2013-12-31", 16.9], ["2014-03-31", 16.9], ["2014-06-30", 16.6], ["2014-09-30", 17.6], ["2014-12-31", 17.8], ["2015-03-31", 19.7], ["2015-06-30", 21.1], ["2015-09-30", 20.6], ["2015-12-31", 27.6], ["2016-03-31", 18.2], ["2016-06-30", 18.3], ["2016-09-30", 19.2], ["2016-12-31", 19.0], ["2017-03-31", 19.9], ["2017-06-30", 19.2], ["2017-09-30", 20.8], ["2017-12-31", 19.7], ["2018-03-31", 19.4], ["2018-06-30", 19.4], ["2018-09-30", 20.1], ["2018-12-31", 17.1], ["2019-03-31", 17.3], ["2019-06-30", 16.6], ["2019-09-30", 17.3], ["2019-12-31", 17.2], ["2020-03-31", 16.2], ["2020-06-30", 18.8], ["2020-09-30", 19.1], ["2020-12-31", 20.7], ["2021-03-31", 21.3], ["2021-06-30", 23.0], ["2021-09-30", 23.3], ["2021-12-31", 22.6], ["2022-03-31", 23.3], ["2022-06-30", 23.6], ["2022-09-30", 24.3], ["2022-12-31", 24.7], ["2023-03-31", 23.5], ["2023-06-30", 22.7], ["2023-09-30", 21.6], ["2023-12-31", 21.2], ["2024-03-31", 21.9], ["2024-06-30", 21.6], ["2024-09-30", 21.3], ["2024-12-31", 21.8], ["2025-03-31", 21.5], ["2025-06-30", 22.1], ["2025-09-30", 22.8], ["2025-12-31", 21.3], ["2026-03-31", 22.6], ["2026-06-30", 23.1]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT90_PERCENT", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 90+ days maturity (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYGT90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 284000000000.0], ["2013-06-30", 280000000000.0], ["2013-09-30", 289000000000.0], ["2013-12-31", 322000000000.0], ["2014-03-31", 332000000000.0], ["2014-06-30", 340000000000.0], ["2014-09-30", 366000000000.0], ["2014-12-31", 382000000000.0], ["2015-03-31", 447000000000.0], ["2015-06-30", 485000000000.0], ["2015-09-30", 474000000000.0], ["2015-12-31", 674000000000.0], ["2016-03-31", 406000000000.0], ["2016-06-30", 401000000000.0], ["2016-09-30", 451000000000.0], ["2016-12-31", 445000000000.0], ["2017-03-31", 503000000000.0], ["2017-06-30", 512000000000.0], ["2017-09-30", 570000000000.0], ["2017-12-31", 543000000000.0], ["2018-03-31", 558000000000.0], ["2018-06-30", 609000000000.0], ["2018-09-30", 632000000000.0], ["2018-12-31", 526000000000.0], ["2019-03-31", 577000000000.0], ["2019-06-30", 581000000000.0], ["2019-09-30", 587000000000.0], ["2019-12-31", 593000000000.0], ["2020-03-31", 493000000000.0], ["2020-06-30", 578000000000.0], ["2020-09-30", 653000000000.0], ["2020-12-31", 744000000000.0], ["2021-03-31", 782000000000.0], ["2021-06-30", 932000000000.0], ["2021-09-30", 990000000000.0], ["2021-12-31", 963000000000.0], ["2022-03-31", 957000000000.0], ["2022-06-30", 932000000000.0], ["2022-09-30", 944000000000.0], ["2022-12-31", 977000000000.0], ["2023-03-31", 1010000000000.0], ["2023-06-30", 1045000000000.0], ["2023-09-30", 1038000000000.0], ["2023-12-31", 1107000000000.0], ["2024-03-31", 1191000000000.0], ["2024-06-30", 1198000000000.0], ["2024-09-30", 1328000000000.0], ["2024-12-31", 1325000000000.0], ["2025-03-31", 1434000000000.0], ["2025-06-30", 1627000000000.0], ["2025-09-30", 1769000000000.0], ["2025-12-31", 1712000000000.0], ["2026-03-31", 1734000000000.0], ["2026-06-30", 1998000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT90_SUM", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 90+ days maturity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_FINANCINGLIQUIDTYGT90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYLE1_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 45.2], ["2013-06-30", 47.5], ["2013-09-30", 48.7], ["2013-12-31", 42.0], ["2014-03-31", 44.9], ["2014-06-30", 45.1], ["2014-09-30", 42.9], ["2014-12-31", 39.6], ["2015-03-31", 44.5], ["2015-06-30", 43.4], ["2015-09-30", 43.7], ["2015-12-31", 37.9], ["2016-03-31", 43.3], ["2016-06-30", 43.5], ["2016-09-30", 37.1], ["2016-12-31", 35.8], ["2017-03-31", 36.3], ["2017-06-30", 34.5], ["2017-09-30", 35.3], ["2017-12-31", 34.2], ["2018-03-31", 31.6], ["2018-06-30", 32.9], ["2018-09-30", 35.9], ["2018-12-31", 30.0], ["2019-03-31", 34.6], ["2019-06-30", 34.4], ["2019-09-30", 39.7], ["2019-12-31", 29.0], ["2020-03-31", 37.3], ["2020-06-30", 39.1], ["2020-09-30", 38.9], ["2020-12-31", 27.8], ["2021-03-31", 37.3], ["2021-06-30", 36.5], ["2021-09-30", 36.5], ["2021-12-31", 26.4], ["2022-03-31", 35.5], ["2022-06-30", 36.8], ["2022-09-30", 27.3], ["2022-12-31", 25.3], ["2023-03-31", 28.3], ["2023-06-30", 27.9], ["2023-09-30", 25.3], ["2023-12-31", 26.3], ["2024-03-31", 31.1], ["2024-06-30", 36.9], ["2024-09-30", 39.0], ["2024-12-31", 25.0], ["2025-03-31", 39.3], ["2025-06-30", 38.9], ["2025-09-30", 39.4], ["2025-12-31", 28.6], ["2026-03-31", 38.8], ["2026-06-30", 38.8]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYLE1_PERCENT", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. Uncommitted financing is included in the \u20180-1 day\u2019 category. This refers to financing whereby the creditor is permitted to vary unilaterally the economic terms of the financing or to revalue posted collateral in its own discretion and demand additional collateral. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 0-1 day maturity (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_FINANCINGLIQUIDTYLE1_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_FINANCINGLIQUIDTYLE1_SUM": {"timeseries": {"aggregation": [["2013-03-31", 809000000000.0], ["2013-06-30", 845000000000.0], ["2013-09-30", 942000000000.0], ["2013-12-31", 800000000000.0], ["2014-03-31", 885000000000.0], ["2014-06-30", 926000000000.0], ["2014-09-30", 891000000000.0], ["2014-12-31", 848000000000.0], ["2015-03-31", 1008000000000.0], ["2015-06-30", 1000000000000.0], ["2015-09-30", 1004000000000.0], ["2015-12-31", 925000000000.0], ["2016-03-31", 964000000000.0], ["2016-06-30", 953000000000.0], ["2016-09-30", 874000000000.0], ["2016-12-31", 840000000000.0], ["2017-03-31", 918000000000.0], ["2017-06-30", 921000000000.0], ["2017-09-30", 969000000000.0], ["2017-12-31", 941000000000.0], ["2018-03-31", 908000000000.0], ["2018-06-30", 1029000000000.0], ["2018-09-30", 1129000000000.0], ["2018-12-31", 922000000000.0], ["2019-03-31", 1157000000000.0], ["2019-06-30", 1207000000000.0], ["2019-09-30", 1347000000000.0], ["2019-12-31", 997000000000.0], ["2020-03-31", 1137000000000.0], ["2020-06-30", 1201000000000.0], ["2020-09-30", 1328000000000.0], ["2020-12-31", 1000000000000.0], ["2021-03-31", 1373000000000.0], ["2021-06-30", 1477000000000.0], ["2021-09-30", 1550000000000.0], ["2021-12-31", 1124000000000.0], ["2022-03-31", 1457000000000.0], ["2022-06-30", 1451000000000.0], ["2022-09-30", 1061000000000.0], ["2022-12-31", 1002000000000.0], ["2023-03-31", 1217000000000.0], ["2023-06-30", 1283000000000.0], ["2023-09-30", 1212000000000.0], ["2023-12-31", 1373000000000.0], ["2024-03-31", 1690000000000.0], ["2024-06-30", 2042000000000.0], ["2024-09-30", 2437000000000.0], ["2024-12-31", 1514000000000.0], ["2025-03-31", 2627000000000.0], ["2025-06-30", 2864000000000.0], ["2025-09-30", 3050000000000.0], ["2025-12-31", 2295000000000.0], ["2026-03-31", 2971000000000.0], ["2026-06-30", 3350000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYLE1_SUM", "description": {"notes": "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. Financing liquidity, which includes used and available financing, is based on SEC Form PF question 46. Uncommitted financing is included in the \u20180-1 day\u2019 category. This refers to financing whereby the creditor is permitted to vary unilaterally the economic terms of the financing or to revalue posted collateral in its own discretion and demand additional collateral. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: financing with 0-1 day maturity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_FINANCINGLIQUIDTYLE1_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 1219.0], ["2013-06-30", 1244.0], ["2013-09-30", 1312.0], ["2013-12-31", 1351.0], ["2014-03-31", 1400.0], ["2014-06-30", 1433.0], ["2014-09-30", 1439.0], ["2014-12-31", 1509.0], ["2015-03-31", 1542.0], ["2015-06-30", 1569.0], ["2015-09-30", 1597.0], ["2015-12-31", 1610.0], ["2016-03-31", 1580.0], ["2016-06-30", 1583.0], ["2016-09-30", 1600.0], ["2016-12-31", 1621.0], ["2017-03-31", 1661.0], ["2017-06-30", 1704.0], ["2017-09-30", 1717.0], ["2017-12-31", 1774.0], ["2018-03-31", 1743.0], ["2018-06-30", 1784.0], ["2018-09-30", 1801.0], ["2018-12-31", 1793.0], ["2019-03-31", 1766.0], ["2019-06-30", 1755.0], ["2019-09-30", 1779.0], ["2019-12-31", 1795.0], ["2020-03-31", 1799.0], ["2020-06-30", 1794.0], ["2020-09-30", 1763.0], ["2020-12-31", 1776.0], ["2021-03-31", 1845.0], ["2021-06-30", 1940.0], ["2021-09-30", 2003.0], ["2021-12-31", 2062.0], ["2022-03-31", 2073.0], ["2022-06-30", 2034.0], ["2022-09-30", 2016.0], ["2022-12-31", 2043.0], ["2023-03-31", 2019.0], ["2023-06-30", 2077.0], ["2023-09-30", 2082.0], ["2023-12-31", 2076.0], ["2024-03-31", 2087.0], ["2024-06-30", 1996.0], ["2024-09-30", 2054.0], ["2024-12-31", 2029.0], ["2025-03-31", 2053.0], ["2025-06-30", 2085.0], ["2025-09-30", 2117.0], ["2025-12-31", 2146.0], ["2026-03-31", 2207.0], ["2026-06-30", 2257.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_COUNT", "description": {"notes": "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.", "name": "Qualifying Hedge Funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_ALTERNATE_COUNT", "FPF-ALLQHF_NO_COUNTNA", "FPF-ALLQHF_NR_COUNT", "FPF-ALLQHF_RNT_COUNT", "FPF-ALLQHF_RT_COUNT", "FPF-ALLQHF_YES_COUNT", "FPF-STRATEGY_CREDIT_COUNT", "FPF-STRATEGY_EQUITY_COUNT", "FPF-STRATEGY_EVENT_COUNT", "FPF-STRATEGY_FOF_COUNT", "FPF-STRATEGY_FUTURES_COUNT", "FPF-STRATEGY_MACRO_COUNT", "FPF-STRATEGY_MULTI_COUNT", "FPF-STRATEGY_OTHER_COUNT", "FPF-STRATEGY_RV_COUNT"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_FUTURES_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 738.0], ["2013-06-30", 1100.0], ["2013-09-30", 680.0], ["2013-12-31", 730.0], ["2014-03-31", 686.0], ["2014-06-30", 998.0], ["2014-09-30", 1241.0], ["2014-12-31", 572.0], ["2015-03-31", 661.0], ["2015-06-30", 630.0], ["2015-09-30", 782.0], ["2015-12-31", 697.0], ["2016-03-31", 687.0], ["2016-06-30", 715.0], ["2016-09-30", 666.0], ["2016-12-31", 621.0], ["2017-03-31", 606.0], ["2017-06-30", 704.0], ["2017-09-30", 870.0], ["2017-12-31", 1042.0], ["2018-03-31", 1212.0], ["2018-06-30", 1248.0], ["2018-09-30", 1467.0], ["2018-12-31", 1477.0], ["2019-03-31", 1455.0], ["2019-06-30", 1509.0], ["2019-09-30", 1385.0], ["2019-12-31", 1360.0], ["2020-03-31", 1244.0], ["2020-06-30", 1460.0], ["2020-09-30", 1488.0], ["2020-12-31", 1758.0], ["2021-03-31", 1861.0], ["2021-06-30", 1914.0], ["2021-09-30", 2438.0], ["2021-12-31", 2249.0], ["2022-03-31", 2118.0], ["2022-06-30", 2290.0], ["2022-09-30", 1976.0], ["2022-12-31", 1904.0], ["2023-03-31", 2558.0], ["2023-06-30", 2074.0], ["2023-09-30", 2395.0], ["2023-12-31", 2442.0], ["2024-03-31", 2485.0], ["2024-06-30", 2582.0], ["2024-09-30", 2438.0], ["2024-12-31", 2387.0], ["2025-03-31", 2525.0], ["2025-06-30", 2925.0], ["2025-09-30", 2648.0], ["2025-12-31", 2977.0], ["2026-03-31", 2688.0], ["2026-06-30", 2776.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_FUTURES_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 3883000000000.0], ["2013-06-30", 3996000000000.0], ["2013-09-30", 4118000000000.0], ["2013-12-31", 4349000000000.0], ["2014-03-31", 4580000000000.0], ["2014-06-30", 4818000000000.0], ["2014-09-30", 4927000000000.0], ["2014-12-31", 4913000000000.0], ["2015-03-31", 5307000000000.0], ["2015-06-30", 5262000000000.0], ["2015-09-30", 5174000000000.0], ["2015-12-31", 4975000000000.0], ["2016-03-31", 4985000000000.0], ["2016-06-30", 5092000000000.0], ["2016-09-30", 5240000000000.0], ["2016-12-31", 5208000000000.0], ["2017-03-31", 5515000000000.0], ["2017-06-30", 5675000000000.0], ["2017-09-30", 5882000000000.0], ["2017-12-31", 5887000000000.0], ["2018-03-31", 6107000000000.0], ["2018-06-30", 6310000000000.0], ["2018-09-30", 6434000000000.0], ["2018-12-31", 6180000000000.0], ["2019-03-31", 6510000000000.0], ["2019-06-30", 6718000000000.0], ["2019-09-30", 6639000000000.0], ["2019-12-31", 6702000000000.0], ["2020-03-31", 6239000000000.0], ["2020-06-30", 6403000000000.0], ["2020-09-30", 6825000000000.0], ["2020-12-31", 7105000000000.0], ["2021-03-31", 7235000000000.0], ["2021-06-30", 7895000000000.0], ["2021-09-30", 8316000000000.0], ["2021-12-31", 8323000000000.0], ["2022-03-31", 8258000000000.0], ["2022-06-30", 7920000000000.0], ["2022-09-30", 7701000000000.0], ["2022-12-31", 7825000000000.0], ["2023-03-31", 8025000000000.0], ["2023-06-30", 8447000000000.0], ["2023-09-30", 8766000000000.0], ["2023-12-31", 9209000000000.0], ["2024-03-31", 9490000000000.0], ["2024-06-30", 9626000000000.0], ["2024-09-30", 10425000000000.0], ["2024-12-31", 10258000000000.0], ["2025-03-31", 10939000000000.0], ["2025-06-30", 11811000000000.0], ["2025-09-30", 12205000000000.0], ["2025-12-31", 12589000000000.0], ["2026-03-31", 12779000000000.0], ["2026-06-30", 13863000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_CREDIT_GAV_SUM", "FPF-STRATEGY_EQUITY_GAV_SUM", "FPF-STRATEGY_EVENT_GAV_SUM", "FPF-STRATEGY_FOF_GAV_SUM", "FPF-STRATEGY_FUTURES_GAV_SUM", "FPF-STRATEGY_MACRO_GAV_SUM", "FPF-STRATEGY_MULTI_GAV_SUM", "FPF-STRATEGY_OTHER_GAV_SUM", "FPF-STRATEGY_RV_GAV_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_GAVN10_BORROWING_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 35.1], ["2013-06-30", 36.0], ["2013-09-30", 35.3], ["2013-12-31", 31.8], ["2014-03-31", 30.1], ["2014-06-30", 30.6], ["2014-09-30", 33.5], ["2014-12-31", 33.5], ["2015-03-31", 34.5], ["2015-06-30", 33.0], ["2015-09-30", 34.5], ["2015-12-31", 31.9], ["2016-03-31", 36.2], ["2016-06-30", 34.7], ["2016-09-30", 36.3], ["2016-12-31", 31.7], ["2017-03-31", 31.6], ["2017-06-30", 33.1], ["2017-09-30", 34.6], ["2017-12-31", 33.8], ["2018-03-31", 34.0], ["2018-06-30", 34.6], ["2018-09-30", 36.0], ["2018-12-31", 38.5], ["2019-03-31", 37.9], ["2019-06-30", 36.6], ["2019-09-30", 37.9], ["2019-12-31", 38.4], ["2020-03-31", 40.5], ["2020-06-30", 36.7], ["2020-09-30", 36.5], ["2020-12-31", 33.8], ["2021-03-31", 32.3], ["2021-06-30", 31.0], ["2021-09-30", 33.9], ["2021-12-31", 34.8], ["2022-03-31", 34.8], ["2022-06-30", 34.8], ["2022-09-30", 35.1], ["2022-12-31", 36.7], ["2023-03-31", 36.1], ["2023-06-30", 35.6], ["2023-09-30", 36.4], ["2023-12-31", 39.9], ["2024-03-31", 37.9], ["2024-06-30", 36.7], ["2024-09-30", 38.8], ["2024-12-31", 38.8], ["2025-03-31", 36.3], ["2025-06-30", 37.4], ["2025-09-30", 36.0], ["2025-12-31", 37.4], ["2026-03-31", 32.5], ["2026-06-30", 32.1]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_BORROWING_PERCENT", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. The share is the ratio of borrowing by the Top 10 hedge funds, ranked each quarter by gross assets, to borrowing for all Qualifying Hedge Funds. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: share of borrowing (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GAVN10_CASHRATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 6.591], ["2013-06-30", 4.414], ["2013-09-30", 6.489], ["2013-12-31", 6.789], ["2014-03-31", 6.775], ["2014-06-30", 5.908], ["2014-09-30", 5.919], ["2014-12-31", 6.836], ["2015-03-31", 5.235], ["2015-06-30", 6.115], ["2015-09-30", 5.891], ["2015-12-31", 6.892], ["2016-03-31", 4.819], ["2016-06-30", 4.479], ["2016-09-30", 3.978], ["2016-12-31", 5.895], ["2017-03-31", 4.501], ["2017-06-30", 4.164], ["2017-09-30", 2.858], ["2017-12-31", 2.968], ["2018-03-31", 2.826], ["2018-06-30", 2.719], ["2018-09-30", 3.039], ["2018-12-31", 3.387], ["2019-03-31", 3.095], ["2019-06-30", 3.126], ["2019-09-30", 3.892], ["2019-12-31", 3.555], ["2020-03-31", 3.294], ["2020-06-30", 4.113], ["2020-09-30", 5.233], ["2020-12-31", 4.521], ["2021-03-31", 3.989], ["2021-06-30", 3.769], ["2021-09-30", 3.736], ["2021-12-31", 4.113], ["2022-03-31", 4.084], ["2022-06-30", 4.006], ["2022-09-30", 4.699], ["2022-12-31", 5.089], ["2023-03-31", 4.228], ["2023-06-30", 4.288], ["2023-09-30", 5.61], ["2023-12-31", 3.328], ["2024-03-31", 3.803], ["2024-06-30", 3.0], ["2024-09-30", 2.572], ["2024-12-31", 2.957], ["2025-03-31", 2.613], ["2025-06-30", 4.656], ["2025-09-30", 2.352], ["2025-12-31", 2.266], ["2026-03-31", 2.082], ["2026-06-30", 2.185]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_CASHRATIO_AVERAGE", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds' ratios are weighted by their gross assets and then averaged. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Weighted average by gross assets", "precision": 1}}}, "FPF-ALLQHF_GAVN10_COUNT_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 12.0], ["2013-06-30", 13.0], ["2013-09-30", 14.0], ["2013-12-31", 11.0], ["2014-03-31", 10.0], ["2014-06-30", 11.0], ["2014-09-30", 14.0], ["2014-12-31", 14.0], ["2015-03-31", 12.0], ["2015-06-30", 11.0], ["2015-09-30", 16.0], ["2015-12-31", 11.0], ["2016-03-31", 14.0], ["2016-06-30", 17.0], ["2016-09-30", 14.0], ["2016-12-31", 14.0], ["2017-03-31", 15.0], ["2017-06-30", 17.0], ["2017-09-30", 15.0], ["2017-12-31", 14.0], ["2018-03-31", 14.0], ["2018-06-30", 15.0], ["2018-09-30", 15.0], ["2018-12-31", 18.0], ["2019-03-31", 20.0], ["2019-06-30", 19.0], ["2019-09-30", 22.0], ["2019-12-31", 24.0], ["2020-03-31", 20.0], ["2020-06-30", 19.0], ["2020-09-30", 18.0], ["2020-12-31", 17.0], ["2021-03-31", 14.0], ["2021-06-30", 16.0], ["2021-09-30", 16.0], ["2021-12-31", 15.0], ["2022-03-31", 15.0], ["2022-06-30", 14.0], ["2022-09-30", 14.0], ["2022-12-31", 14.0], ["2023-03-31", 15.0], ["2023-06-30", 14.0], ["2023-09-30", 15.0], ["2023-12-31", 20.0], ["2024-03-31", 19.0], ["2024-06-30", 22.0], ["2024-09-30", 23.0], ["2024-12-31", 21.0], ["2025-03-31", 22.0], ["2025-06-30", 23.0], ["2025-09-30", 24.0], ["2025-12-31", 28.0], ["2026-03-31", 25.0], ["2026-06-30", 25.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_COUNT_AVERAGE", "description": {"notes": "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. Counts are simple averages derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund, so the average count shown here likely understates the true number of creditors. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: number of creditors (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_GAVN10_DERVOLOTC_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 45.6], ["2013-06-30", 49.3], ["2013-09-30", 53.8], ["2013-12-31", 43.3], ["2014-03-31", 43.5], ["2014-06-30", 43.6], ["2014-09-30", 39.4], ["2014-12-31", 48.7], ["2015-03-31", 53.4], ["2015-06-30", 49.1], ["2015-09-30", 54.9], ["2015-12-31", 56.0], ["2016-03-31", 56.6], ["2016-06-30", 46.3], ["2016-09-30", 50.7], ["2016-12-31", 51.3], ["2017-03-31", 48.3], ["2017-06-30", 42.4], ["2017-09-30", 43.2], ["2017-12-31", 53.7], ["2018-03-31", 47.4], ["2018-06-30", 52.2], ["2018-09-30", 46.0], ["2018-12-31", 41.5], ["2019-03-31", 43.5], ["2019-06-30", 39.3], ["2019-09-30", 51.5], ["2019-12-31", 49.7], ["2020-03-31", 53.3], ["2020-06-30", 55.4], ["2020-09-30", 47.6], ["2020-12-31", 58.4], ["2021-03-31", 53.2], ["2021-06-30", 56.9], ["2021-09-30", 44.2], ["2021-12-31", 54.2], ["2022-03-31", 46.6], ["2022-06-30", 52.0], ["2022-09-30", 52.2], ["2022-12-31", 51.6], ["2023-03-31", 52.7], ["2023-06-30", 64.7], ["2023-09-30", 58.3], ["2023-12-31", 49.7], ["2024-03-31", 53.8], ["2024-06-30", 53.3], ["2024-09-30", 59.0], ["2024-12-31", 58.8], ["2025-03-31", 58.5], ["2025-06-30", 57.5], ["2025-09-30", 54.8], ["2025-12-31", 61.4], ["2026-03-31", 48.5], ["2026-06-30", 50.6]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_DERVOLOTC_AVERAGE", "description": {"notes": "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. The percentage of derivative volume traded over-the-counter (OTC) is based on SEC Form PF question 24(b). The percent is a simple average of reported values for each size cohort. OTC derivatives are privately negotiated, non-standard contracts, in contrast to exchange-traded derivatives, which are standardized contracts. The latter are more likely to have greater liquidity and less complexity compared with the former. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: derivative volume traded over the counter (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_GAVN10_GAV_SHARE": {"timeseries": {"aggregation": [["2013-03-31", 20.2], ["2013-06-30", 20.1], ["2013-09-30", 18.9], ["2013-12-31", 16.7], ["2014-03-31", 16.9], ["2014-06-30", 16.8], ["2014-09-30", 18.3], ["2014-12-31", 16.8], ["2015-03-31", 18.8], ["2015-06-30", 17.3], ["2015-09-30", 18.9], ["2015-12-31", 17.4], ["2016-03-31", 20.0], ["2016-06-30", 20.0], ["2016-09-30", 19.0], ["2016-12-31", 18.9], ["2017-03-31", 18.8], ["2017-06-30", 19.0], ["2017-09-30", 19.4], ["2017-12-31", 19.1], ["2018-03-31", 20.0], ["2018-06-30", 19.8], ["2018-09-30", 19.8], ["2018-12-31", 21.6], ["2019-03-31", 21.4], ["2019-06-30", 21.1], ["2019-09-30", 19.8], ["2019-12-31", 19.9], ["2020-03-31", 22.2], ["2020-06-30", 19.0], ["2020-09-30", 19.3], ["2020-12-31", 19.4], ["2021-03-31", 18.2], ["2021-06-30", 18.9], ["2021-09-30", 20.1], ["2021-12-31", 19.9], ["2022-03-31", 19.8], ["2022-06-30", 20.9], ["2022-09-30", 21.3], ["2022-12-31", 22.2], ["2023-03-31", 22.1], ["2023-06-30", 23.3], ["2023-09-30", 24.1], ["2023-12-31", 25.8], ["2024-03-31", 24.5], ["2024-06-30", 23.9], ["2024-09-30", 24.7], ["2024-12-31", 24.7], ["2025-03-31", 24.5], ["2025-06-30", 24.4], ["2025-09-30", 23.6], ["2025-12-31", 24.1], ["2026-03-31", 22.7], ["2026-06-30", 21.6]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_GAV_SHARE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. The Top 10 hedge funds are ranked each quarter by gross assets. The share is the ratio of gross assets for the Top 10 hedge funds to gross assets for all Qualifying Hedge Funds. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: share of gross assets (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GAVN10_LEVERAGERATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 15.551], ["2013-06-30", 21.908], ["2013-09-30", 17.404], ["2013-12-31", 14.353], ["2014-03-31", 11.403], ["2014-06-30", 14.535], ["2014-09-30", 12.71], ["2014-12-31", 10.837], ["2015-03-31", 15.394], ["2015-06-30", 12.109], ["2015-09-30", 13.195], ["2015-12-31", 12.043], ["2016-03-31", 14.847], ["2016-06-30", 13.982], ["2016-09-30", 12.531], ["2016-12-31", 11.204], ["2017-03-31", 13.585], ["2017-06-30", 14.481], ["2017-09-30", 17.748], ["2017-12-31", 14.606], ["2018-03-31", 15.142], ["2018-06-30", 17.077], ["2018-09-30", 17.996], ["2018-12-31", 22.383], ["2019-03-31", 23.339], ["2019-06-30", 24.641], ["2019-09-30", 20.643], ["2019-12-31", 21.216], ["2020-03-31", 19.552], ["2020-06-30", 15.945], ["2020-09-30", 14.701], ["2020-12-31", 15.45], ["2021-03-31", 14.895], ["2021-06-30", 15.219], ["2021-09-30", 23.699], ["2021-12-31", 22.919], ["2022-03-31", 21.148], ["2022-06-30", 21.454], ["2022-09-30", 19.247], ["2022-12-31", 19.881], ["2023-03-31", 18.728], ["2023-06-30", 13.297], ["2023-09-30", 15.393], ["2023-12-31", 19.239], ["2024-03-31", 16.247], ["2024-06-30", 20.005], ["2024-09-30", 17.985], ["2024-12-31", 16.75], ["2025-03-31", 18.297], ["2025-06-30", 17.951], ["2025-09-30", 18.159], ["2025-12-31", 23.909], ["2026-03-31", 23.722], ["2026-06-30", 19.249]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_LEVERAGERATIO_AVERAGE", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. The ratio is a simple average across individual hedge funds. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: leverage (equal-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Equal-weighted average ratio", "precision": 1}}}, "FPF-ALLQHF_GAVN10_OPENPOSITIONS_SUM": {"timeseries": {"aggregation": [["2013-03-31", 7.5], ["2013-06-30", 7.0], ["2013-09-30", 7.2], ["2013-12-31", 8.7], ["2014-03-31", 7.2], ["2014-06-30", 6.0], ["2014-09-30", 7.9], ["2014-12-31", 7.9], ["2015-03-31", 6.4], ["2015-06-30", 5.2], ["2015-09-30", 5.2], ["2015-12-31", 5.0], ["2016-03-31", 6.0], ["2016-06-30", 6.4], ["2016-09-30", 7.0], ["2016-12-31", 6.7], ["2017-03-31", 6.4], ["2017-06-30", 6.2], ["2017-09-30", 6.6], ["2017-12-31", 6.4], ["2018-03-31", 7.0], ["2018-06-30", 6.5], ["2018-09-30", 5.5], ["2018-12-31", 5.4], ["2019-03-31", 5.5], ["2019-06-30", 5.8], ["2019-09-30", 5.7], ["2019-12-31", 5.7], ["2020-03-31", 6.5], ["2020-06-30", 6.3], ["2020-09-30", 7.5], ["2020-12-31", 7.7], ["2021-03-31", 8.0], ["2021-06-30", 7.4], ["2021-09-30", 7.4], ["2021-12-31", 6.9], ["2022-03-31", 7.1], ["2022-06-30", 6.9], ["2022-09-30", 7.2], ["2022-12-31", 6.1], ["2023-03-31", 7.2], ["2023-06-30", 7.4], ["2023-09-30", 7.2], ["2023-12-31", 7.7], ["2024-03-31", 8.4], ["2024-06-30", 8.8], ["2024-09-30", 9.1], ["2024-12-31", 9.1], ["2025-03-31", 8.6], ["2025-06-30", 8.0], ["2025-09-30", 8.2], ["2025-12-31", 7.5], ["2026-03-31", 7.9], ["2026-06-30", 7.7]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_OPENPOSITIONS_SUM", "description": {"notes": "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. Open positions are based on SEC Form PF question 34. The share is the ratio of open positions for the Top 10 hedge funds, ranked each quarter by gross assets, to open positions across all Qualifying Hedge Funds. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: share of open positions (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GAVN10_SHARE_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 60.6], ["2013-06-30", 59.2], ["2013-09-30", 55.5], ["2013-12-31", 62.1], ["2014-03-31", 63.3], ["2014-06-30", 65.2], ["2014-09-30", 57.4], ["2014-12-31", 57.5], ["2015-03-31", 65.5], ["2015-06-30", 65.1], ["2015-09-30", 53.4], ["2015-12-31", 64.9], ["2016-03-31", 54.4], ["2016-06-30", 47.9], ["2016-09-30", 53.9], ["2016-12-31", 58.5], ["2017-03-31", 52.6], ["2017-06-30", 52.0], ["2017-09-30", 56.4], ["2017-12-31", 59.7], ["2018-03-31", 59.4], ["2018-06-30", 58.5], ["2018-09-30", 60.3], ["2018-12-31", 56.0], ["2019-03-31", 45.4], ["2019-06-30", 45.9], ["2019-09-30", 43.3], ["2019-12-31", 44.7], ["2020-03-31", 53.0], ["2020-06-30", 49.1], ["2020-09-30", 48.8], ["2020-12-31", 57.0], ["2021-03-31", 59.5], ["2021-06-30", 53.8], ["2021-09-30", 51.8], ["2021-12-31", 61.2], ["2022-03-31", 61.0], ["2022-06-30", 63.3], ["2022-09-30", 61.8], ["2022-12-31", 66.4], ["2023-03-31", 62.1], ["2023-06-30", 63.1], ["2023-09-30", 62.0], ["2023-12-31", 55.7], ["2024-03-31", 54.6], ["2024-06-30", 50.7], ["2024-09-30", 47.1], ["2024-12-31", 51.5], ["2025-03-31", 48.4], ["2025-06-30", 49.4], ["2025-09-30", 45.9], ["2025-12-31", 39.6], ["2026-03-31", 42.4], ["2026-06-30", 40.3]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN10_SHARE_AVERAGE", "description": {"notes": "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. Percents are simple average shares of total borrowing from the three largest creditors derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: creditor concentration (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GAVN11TO50_CASHRATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 13.424], ["2013-06-30", 14.05], ["2013-09-30", 11.132], ["2013-12-31", 13.608], ["2014-03-31", 12.602], ["2014-06-30", 15.187], ["2014-09-30", 11.211], ["2014-12-31", 11.16], ["2015-03-31", 11.399], ["2015-06-30", 12.207], ["2015-09-30", 11.966], ["2015-12-31", 12.655], ["2016-03-31", 13.731], ["2016-06-30", 14.515], ["2016-09-30", 13.231], ["2016-12-31", 10.679], ["2017-03-31", 8.95], ["2017-06-30", 9.24], ["2017-09-30", 9.95], ["2017-12-31", 9.915], ["2018-03-31", 9.443], ["2018-06-30", 10.245], ["2018-09-30", 8.334], ["2018-12-31", 8.458], ["2019-03-31", 7.313], ["2019-06-30", 7.365], ["2019-09-30", 7.264], ["2019-12-31", 6.493], ["2020-03-31", 8.007], ["2020-06-30", 9.614], ["2020-09-30", 8.098], ["2020-12-31", 7.596], ["2021-03-31", 7.22], ["2021-06-30", 6.751], ["2021-09-30", 6.586], ["2021-12-31", 6.255], ["2022-03-31", 6.825], ["2022-06-30", 8.797], ["2022-09-30", 8.284], ["2022-12-31", 7.633], ["2023-03-31", 7.651], ["2023-06-30", 6.344], ["2023-09-30", 6.94], ["2023-12-31", 5.854], ["2024-03-31", 5.18], ["2024-06-30", 5.097], ["2024-09-30", 4.826], ["2024-12-31", 5.205], ["2025-03-31", 4.461], ["2025-06-30", 4.331], ["2025-09-30", 5.221], ["2025-12-31", 5.638], ["2026-03-31", 7.661], ["2026-06-30", 5.351]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN11TO50_CASHRATIO_AVERAGE", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Weighted average by gross assets", "precision": 1}}}, "FPF-ALLQHF_GAVN11TO50_COUNT_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 6.0], ["2013-06-30", 5.0], ["2013-09-30", 6.0], ["2013-12-31", 7.0], ["2014-03-31", 6.0], ["2014-06-30", 6.0], ["2014-09-30", 7.0], ["2014-12-31", 7.0], ["2015-03-31", 6.0], ["2015-06-30", 7.0], ["2015-09-30", 7.0], ["2015-12-31", 6.0], ["2016-03-31", 7.0], ["2016-06-30", 7.0], ["2016-09-30", 7.0], ["2016-12-31", 8.0], ["2017-03-31", 8.0], ["2017-06-30", 7.0], ["2017-09-30", 8.0], ["2017-12-31", 8.0], ["2018-03-31", 8.0], ["2018-06-30", 8.0], ["2018-09-30", 10.0], ["2018-12-31", 11.0], ["2019-03-31", 11.0], ["2019-06-30", 12.0], ["2019-09-30", 11.0], ["2019-12-31", 11.0], ["2020-03-31", 10.0], ["2020-06-30", 10.0], ["2020-09-30", 11.0], ["2020-12-31", 9.0], ["2021-03-31", 9.0], ["2021-06-30", 9.0], ["2021-09-30", 8.0], ["2021-12-31", 8.0], ["2022-03-31", 8.0], ["2022-06-30", 9.0], ["2022-09-30", 8.0], ["2022-12-31", 10.0], ["2023-03-31", 10.0], ["2023-06-30", 10.0], ["2023-09-30", 12.0], ["2023-12-31", 10.0], ["2024-03-31", 11.0], ["2024-06-30", 10.0], ["2024-09-30", 12.0], ["2024-12-31", 12.0], ["2025-03-31", 13.0], ["2025-06-30", 12.0], ["2025-09-30", 13.0], ["2025-12-31", 13.0], ["2026-03-31", 13.0], ["2026-06-30", 15.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN11TO50_COUNT_AVERAGE", "description": {"notes": "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. Counts are simple averages derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund, so the average count shown here likely understates the true number of creditors. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: number of creditors (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_GAVN11TO50_DERVOLOTC_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 48.0], ["2013-06-30", 54.2], ["2013-09-30", 51.4], ["2013-12-31", 55.2], ["2014-03-31", 50.8], ["2014-06-30", 47.7], ["2014-09-30", 50.7], ["2014-12-31", 49.8], ["2015-03-31", 58.3], ["2015-06-30", 53.2], ["2015-09-30", 46.8], ["2015-12-31", 48.2], ["2016-03-31", 54.8], ["2016-06-30", 49.4], ["2016-09-30", 52.7], ["2016-12-31", 50.9], ["2017-03-31", 49.2], ["2017-06-30", 50.4], ["2017-09-30", 53.3], ["2017-12-31", 53.5], ["2018-03-31", 48.1], ["2018-06-30", 51.7], ["2018-09-30", 52.0], ["2018-12-31", 48.3], ["2019-03-31", 51.4], ["2019-06-30", 47.0], ["2019-09-30", 49.2], ["2019-12-31", 52.2], ["2020-03-31", 51.2], ["2020-06-30", 51.8], ["2020-09-30", 49.6], ["2020-12-31", 50.9], ["2021-03-31", 55.7], ["2021-06-30", 57.3], ["2021-09-30", 53.8], ["2021-12-31", 52.8], ["2022-03-31", 54.7], ["2022-06-30", 51.7], ["2022-09-30", 53.0], ["2022-12-31", 52.5], ["2023-03-31", 55.4], ["2023-06-30", 50.6], ["2023-09-30", 50.0], ["2023-12-31", 52.0], ["2024-03-31", 53.2], ["2024-06-30", 52.3], ["2024-09-30", 54.4], ["2024-12-31", 57.4], ["2025-03-31", 57.2], ["2025-06-30", 57.1], ["2025-09-30", 54.8], ["2025-12-31", 53.9], ["2026-03-31", 49.4], ["2026-06-30", 53.2]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN11TO50_DERVOLOTC_AVERAGE", "description": {"notes": "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. The percentage of derivative volume traded over-the-counter (OTC) is based on SEC Form PF question 24(b). The percent is a simple average of reported values for each size cohort. OTC derivatives are privately negotiated, non-standard contracts, in contrast to exchange-traded derivatives, which are standardized contracts. The latter are more likely to have greater liquidity and less complexity compared with the former. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: derivative volume traded over the counter (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_GAVN11TO50_LEVERAGERATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 5.122], ["2013-06-30", 4.176], ["2013-09-30", 4.782], ["2013-12-31", 4.437], ["2014-03-31", 5.519], ["2014-06-30", 4.076], ["2014-09-30", 5.543], ["2014-12-31", 5.197], ["2015-03-31", 4.753], ["2015-06-30", 5.307], ["2015-09-30", 4.555], ["2015-12-31", 5.741], ["2016-03-31", 4.178], ["2016-06-30", 4.705], ["2016-09-30", 5.505], ["2016-12-31", 6.096], ["2017-03-31", 7.34], ["2017-06-30", 7.663], ["2017-09-30", 7.169], ["2017-12-31", 7.581], ["2018-03-31", 7.464], ["2018-06-30", 7.944], ["2018-09-30", 10.121], ["2018-12-31", 10.48], ["2019-03-31", 10.219], ["2019-06-30", 12.136], ["2019-09-30", 9.688], ["2019-12-31", 9.188], ["2020-03-31", 8.127], ["2020-06-30", 6.961], ["2020-09-30", 8.129], ["2020-12-31", 8.035], ["2021-03-31", 7.574], ["2021-06-30", 8.784], ["2021-09-30", 8.482], ["2021-12-31", 10.208], ["2022-03-31", 9.243], ["2022-06-30", 8.732], ["2022-09-30", 8.089], ["2022-12-31", 8.426], ["2023-03-31", 8.053], ["2023-06-30", 8.753], ["2023-09-30", 9.434], ["2023-12-31", 8.754], ["2024-03-31", 9.949], ["2024-06-30", 10.425], ["2024-09-30", 11.175], ["2024-12-31", 9.817], ["2025-03-31", 11.633], ["2025-06-30", 12.612], ["2025-09-30", 12.523], ["2025-12-31", 12.052], ["2026-03-31", 10.412], ["2026-06-30", 11.76]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN11TO50_LEVERAGERATIO_AVERAGE", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. The ratio is a simple average across individual hedge funds. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: leverage (equal-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Equal-weighted average ratio", "precision": 1}}}, "FPF-ALLQHF_GAVN11TO50_SHARE_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 80.0], ["2013-06-30", 81.1], ["2013-09-30", 76.3], ["2013-12-31", 73.7], ["2014-03-31", 74.6], ["2014-06-30", 76.5], ["2014-09-30", 74.4], ["2014-12-31", 74.6], ["2015-03-31", 75.0], ["2015-06-30", 74.2], ["2015-09-30", 71.1], ["2015-12-31", 76.2], ["2016-03-31", 76.3], ["2016-06-30", 73.7], ["2016-09-30", 73.7], ["2016-12-31", 72.5], ["2017-03-31", 72.6], ["2017-06-30", 78.9], ["2017-09-30", 73.2], ["2017-12-31", 73.2], ["2018-03-31", 72.9], ["2018-06-30", 72.2], ["2018-09-30", 68.5], ["2018-12-31", 67.5], ["2019-03-31", 66.2], ["2019-06-30", 59.2], ["2019-09-30", 63.7], ["2019-12-31", 65.9], ["2020-03-31", 67.7], ["2020-06-30", 67.4], ["2020-09-30", 65.8], ["2020-12-31", 68.1], ["2021-03-31", 69.3], ["2021-06-30", 71.8], ["2021-09-30", 71.1], ["2021-12-31", 71.9], ["2022-03-31", 74.3], ["2022-06-30", 71.3], ["2022-09-30", 72.5], ["2022-12-31", 68.3], ["2023-03-31", 68.7], ["2023-06-30", 68.4], ["2023-09-30", 64.2], ["2023-12-31", 68.6], ["2024-03-31", 65.1], ["2024-06-30", 64.9], ["2024-09-30", 65.1], ["2024-12-31", 62.6], ["2025-03-31", 60.4], ["2025-06-30", 60.0], ["2025-09-30", 60.7], ["2025-12-31", 58.9], ["2026-03-31", 59.6], ["2026-06-30", 57.5]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN11TO50_SHARE_AVERAGE", "description": {"notes": "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. Percents are simple average shares of total borrowing from the three largest creditors derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: creditor concentration (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GAVN51_CASHRATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 11.056], ["2013-06-30", 11.819], ["2013-09-30", 11.789], ["2013-12-31", 12.095], ["2014-03-31", 11.499], ["2014-06-30", 10.802], ["2014-09-30", 10.868], ["2014-12-31", 12.545], ["2015-03-31", 12.307], ["2015-06-30", 11.689], ["2015-09-30", 12.341], ["2015-12-31", 12.371], ["2016-03-31", 12.298], ["2016-06-30", 12.388], ["2016-09-30", 11.513], ["2016-12-31", 12.116], ["2017-03-31", 10.567], ["2017-06-30", 12.45], ["2017-09-30", 10.493], ["2017-12-31", 10.662], ["2018-03-31", 9.894], ["2018-06-30", 9.905], ["2018-09-30", 10.209], ["2018-12-31", 10.709], ["2019-03-31", 9.353], ["2019-06-30", 8.902], ["2019-09-30", 8.897], ["2019-12-31", 8.426], ["2020-03-31", 10.053], ["2020-06-30", 8.412], ["2020-09-30", 7.478], ["2020-12-31", 7.67], ["2021-03-31", 6.775], ["2021-06-30", 6.62], ["2021-09-30", 6.893], ["2021-12-31", 6.999], ["2022-03-31", 7.561], ["2022-06-30", 8.653], ["2022-09-30", 8.762], ["2022-12-31", 8.428], ["2023-03-31", 7.316], ["2023-06-30", 6.759], ["2023-09-30", 6.673], ["2023-12-31", 6.304], ["2024-03-31", 5.958], ["2024-06-30", 6.215], ["2024-09-30", 5.865], ["2024-12-31", 5.976], ["2025-03-31", 5.776], ["2025-06-30", 5.429], ["2025-09-30", 5.358], ["2025-12-31", 6.001], ["2026-03-31", 6.103], ["2026-06-30", 5.858]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN51_CASHRATIO_AVERAGE", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Weighted average by gross assets", "precision": 1}}}, "FPF-ALLQHF_GAVN51_COUNT_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 3.0], ["2013-06-30", 2.0], ["2013-09-30", 3.0], ["2013-12-31", 3.0], ["2014-03-31", 3.0], ["2014-06-30", 3.0], ["2014-09-30", 3.0], ["2014-12-31", 3.0], ["2015-03-31", 3.0], ["2015-06-30", 3.0], ["2015-09-30", 3.0], ["2015-12-31", 3.0], ["2016-03-31", 3.0], ["2016-06-30", 3.0], ["2016-09-30", 3.0], ["2016-12-31", 3.0], ["2017-03-31", 3.0], ["2017-06-30", 3.0], ["2017-09-30", 3.0], ["2017-12-31", 3.0], ["2018-03-31", 3.0], ["2018-06-30", 3.0], ["2018-09-30", 3.0], ["2018-12-31", 3.0], ["2019-03-31", 3.0], ["2019-06-30", 3.0], ["2019-09-30", 3.0], ["2019-12-31", 3.0], ["2020-03-31", 3.0], ["2020-06-30", 3.0], ["2020-09-30", 3.0], ["2020-12-31", 3.0], ["2021-03-31", 3.0], ["2021-06-30", 3.0], ["2021-09-30", 3.0], ["2021-12-31", 3.0], ["2022-03-31", 3.0], ["2022-06-30", 3.0], ["2022-09-30", 3.0], ["2022-12-31", 3.0], ["2023-03-31", 3.0], ["2023-06-30", 3.0], ["2023-09-30", 3.0], ["2023-12-31", 3.0], ["2024-03-31", 3.0], ["2024-06-30", 3.0], ["2024-09-30", 3.0], ["2024-12-31", 3.0], ["2025-03-31", 3.0], ["2025-06-30", 3.0], ["2025-09-30", 3.0], ["2025-12-31", 3.0], ["2026-03-31", 3.0], ["2026-06-30", 3.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN51_COUNT_AVERAGE", "description": {"notes": "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. Counts are simple averages derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund, so the average count shown here likely understates the true number of creditors. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: number of creditors (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_GAVN51_DERVOLOTC_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 65.6], ["2013-06-30", 60.3], ["2013-09-30", 61.1], ["2013-12-31", 60.0], ["2014-03-31", 61.0], ["2014-06-30", 60.0], ["2014-09-30", 61.2], ["2014-12-31", 59.5], ["2015-03-31", 61.1], ["2015-06-30", 61.0], ["2015-09-30", 61.2], ["2015-12-31", 62.7], ["2016-03-31", 64.8], ["2016-06-30", 64.8], ["2016-09-30", 64.1], ["2016-12-31", 62.5], ["2017-03-31", 63.8], ["2017-06-30", 64.4], ["2017-09-30", 64.4], ["2017-12-31", 64.5], ["2018-03-31", 61.9], ["2018-06-30", 61.5], ["2018-09-30", 64.2], ["2018-12-31", 62.8], ["2019-03-31", 64.0], ["2019-06-30", 64.4], ["2019-09-30", 63.4], ["2019-12-31", 64.3], ["2020-03-31", 62.7], ["2020-06-30", 63.8], ["2020-09-30", 64.3], ["2020-12-31", 64.5], ["2021-03-31", 65.1], ["2021-06-30", 64.6], ["2021-09-30", 65.1], ["2021-12-31", 64.7], ["2022-03-31", 64.4], ["2022-06-30", 64.4], ["2022-09-30", 64.9], ["2022-12-31", 64.7], ["2023-03-31", 66.1], ["2023-06-30", 66.7], ["2023-09-30", 66.4], ["2023-12-31", 66.4], ["2024-03-31", 69.4], ["2024-06-30", 68.7], ["2024-09-30", 68.0], ["2024-12-31", 66.7], ["2025-03-31", 66.7], ["2025-06-30", 66.2], ["2025-09-30", 67.9], ["2025-12-31", 67.8], ["2026-03-31", 66.7], ["2026-06-30", 67.1]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN51_DERVOLOTC_AVERAGE", "description": {"notes": "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. The percentage of derivative volume traded over-the-counter (OTC) is based on SEC Form PF question 24(b). The percent is a simple average of reported values for each size cohort. OTC derivatives are privately negotiated, non-standard contracts, in contrast to exchange-traded derivatives, which are standardized contracts. The latter are more likely to have greater liquidity and less complexity compared with the former. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: derivative volume traded over the counter (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_GAVN51_LEVERAGERATIO_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 1.65], ["2013-06-30", 1.645], ["2013-09-30", 1.629], ["2013-12-31", 1.569], ["2014-03-31", 1.63], ["2014-06-30", 1.591], ["2014-09-30", 1.605], ["2014-12-31", 1.583], ["2015-03-31", 1.67], ["2015-06-30", 1.657], ["2015-09-30", 1.593], ["2015-12-31", 1.569], ["2016-03-31", 1.651], ["2016-06-30", 1.614], ["2016-09-30", 1.605], ["2016-12-31", 1.582], ["2017-03-31", 1.589], ["2017-06-30", 1.594], ["2017-09-30", 1.562], ["2017-12-31", 1.518], ["2018-03-31", 1.608], ["2018-06-30", 1.6], ["2018-09-30", 1.552], ["2018-12-31", 1.597], ["2019-03-31", 1.619], ["2019-06-30", 1.679], ["2019-09-30", 1.764], ["2019-12-31", 1.734], ["2020-03-31", 1.708], ["2020-06-30", 1.657], ["2020-09-30", 1.587], ["2020-12-31", 1.65], ["2021-03-31", 1.613], ["2021-06-30", 1.597], ["2021-09-30", 1.621], ["2021-12-31", 1.625], ["2022-03-31", 1.597], ["2022-06-30", 1.609], ["2022-09-30", 1.578], ["2022-12-31", 1.567], ["2023-03-31", 1.574], ["2023-06-30", 1.575], ["2023-09-30", 1.559], ["2023-12-31", 1.563], ["2024-03-31", 1.573], ["2024-06-30", 1.618], ["2024-09-30", 1.683], ["2024-12-31", 1.707], ["2025-03-31", 1.721], ["2025-06-30", 1.83], ["2025-09-30", 1.824], ["2025-12-31", 1.847], ["2026-03-31", 1.79], ["2026-06-30", 1.792]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN51_LEVERAGERATIO_AVERAGE", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. The ratio is a simple average across individual hedge funds. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: leverage (equal-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Equal-weighted average ratio", "precision": 1}}}, "FPF-ALLQHF_GAVN51_SHARE_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 94.9], ["2013-06-30", 95.2], ["2013-09-30", 95.0], ["2013-12-31", 94.7], ["2014-03-31", 95.0], ["2014-06-30", 95.0], ["2014-09-30", 95.4], ["2014-12-31", 95.0], ["2015-03-31", 94.8], ["2015-06-30", 95.1], ["2015-09-30", 95.0], ["2015-12-31", 94.4], ["2016-03-31", 93.8], ["2016-06-30", 93.8], ["2016-09-30", 93.8], ["2016-12-31", 94.1], ["2017-03-31", 94.2], ["2017-06-30", 93.8], ["2017-09-30", 94.1], ["2017-12-31", 94.3], ["2018-03-31", 93.8], ["2018-06-30", 93.6], ["2018-09-30", 93.9], ["2018-12-31", 93.9], ["2019-03-31", 93.4], ["2019-06-30", 93.5], ["2019-09-30", 93.5], ["2019-12-31", 93.3], ["2020-03-31", 93.9], ["2020-06-30", 94.5], ["2020-09-30", 94.0], ["2020-12-31", 93.9], ["2021-03-31", 94.0], ["2021-06-30", 94.0], ["2021-09-30", 94.4], ["2021-12-31", 95.1], ["2022-03-31", 95.3], ["2022-06-30", 95.0], ["2022-09-30", 95.2], ["2022-12-31", 95.1], ["2023-03-31", 95.4], ["2023-06-30", 95.1], ["2023-09-30", 95.2], ["2023-12-31", 95.1], ["2024-03-31", 95.0], ["2024-06-30", 94.6], ["2024-09-30", 94.6], ["2024-12-31", 94.1], ["2025-03-31", 94.4], ["2025-06-30", 94.0], ["2025-09-30", 93.9], ["2025-12-31", 94.1], ["2026-03-31", 94.5], ["2026-06-30", 93.9]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GAVN51_SHARE_AVERAGE", "description": {"notes": "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. Percents are simple average shares of total borrowing from the three largest creditors derived from SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: creditor concentration (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 13672000000000.0], ["2013-06-30", 12577000000000.0], ["2013-09-30", 12550000000000.0], ["2013-12-31", 13486000000000.0], ["2014-03-31", 14311000000000.0], ["2014-06-30", 14509000000000.0], ["2014-09-30", 14926000000000.0], ["2014-12-31", 14017000000000.0], ["2015-03-31", 14965000000000.0], ["2015-06-30", 14528000000000.0], ["2015-09-30", 14492000000000.0], ["2015-12-31", 13544000000000.0], ["2016-03-31", 14271000000000.0], ["2016-06-30", 14267000000000.0], ["2016-09-30", 14658000000000.0], ["2016-12-31", 14546000000000.0], ["2017-03-31", 15803000000000.0], ["2017-06-30", 15996000000000.0], ["2017-09-30", 17214000000000.0], ["2017-12-31", 18093000000000.0], ["2018-03-31", 21803000000000.0], ["2018-06-30", 20349000000000.0], ["2018-09-30", 18775000000000.0], ["2018-12-31", 18085000000000.0], ["2019-03-31", 20149000000000.0], ["2019-06-30", 20624000000000.0], ["2019-09-30", 20397000000000.0], ["2019-12-31", 20585000000000.0], ["2020-03-31", 18160000000000.0], ["2020-06-30", 18265000000000.0], ["2020-09-30", 20355000000000.0], ["2020-12-31", 20880000000000.0], ["2021-03-31", 22770000000000.0], ["2021-06-30", 24554000000000.0], ["2021-09-30", 24891000000000.0], ["2021-12-31", 24595000000000.0], ["2022-03-31", 24808000000000.0], ["2022-06-30", 22676000000000.0], ["2022-09-30", 21869000000000.0], ["2022-12-31", 21951000000000.0], ["2023-03-31", 22948000000000.0], ["2023-06-30", 24428000000000.0], ["2023-09-30", 25786000000000.0], ["2023-12-31", 26732000000000.0], ["2024-03-31", 28965000000000.0], ["2024-06-30", 29800000000000.0], ["2024-09-30", 31667000000000.0], ["2024-12-31", 30106000000000.0], ["2025-03-31", 32926000000000.0], ["2025-06-30", 35795000000000.0], ["2025-09-30", 37898000000000.0], ["2025-12-31", 39148000000000.0], ["2026-03-31", 42291000000000.0], ["2026-06-30", 45193000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_GNE_SUM", "description": {"notes": "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. 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. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_CREDIT_GNE_SUM", "FPF-ASSETCLASS_CREDIT_LGNE_SUM", "FPF-ASSETCLASS_CREDIT_SGNE_SUM", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_LGNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM", "FPF-ASSETCLASS_LEQYDERIV_SUM", "FPF-ASSETCLASS_LEQYSEC_SUM", "FPF-ASSETCLASS_SEQYDERIV_SUM", "FPF-ASSETCLASS_SEQYSEC_SUM", "FPF-ASSETCLASS_FX_GNE_SUM", "FPF-ASSETCLASS_FX_LGNE_SUM", "FPF-ASSETCLASS_FX_SGNE_SUM", "FPF-ASSETCLASS_IRD_GNE_SUM", "FPF-ASSETCLASS_IRD_LGNE_SUM", "FPF-ASSETCLASS_IRD_SGNE_SUM", "FPF-ASSETCLASS_LTREASURY_SUM", "FPF-ASSETCLASS_STREASURY_SUM", "FPF-ASSETCLASS_OTHER_GNE_SUM", "FPF-ASSETCLASS_OTHER_LGNE_SUM", "FPF-ASSETCLASS_OTHER_SGNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_SUM", "FPF-ASSETCLASS_USGOV_LGNE_SUM", "FPF-ASSETCLASS_USGOV_SGNE_SUM", "FPF-STRATEGY_CREDIT_GNE_SUM", "FPF-STRATEGY_EQUITY_GNE_SUM", "FPF-STRATEGY_EVENT_GNE_SUM", "FPF-STRATEGY_FOF_GNE_SUM", "FPF-STRATEGY_FUTURES_GNE_SUM", "FPF-STRATEGY_MACRO_GNE_SUM", "FPF-STRATEGY_MULTI_GNE_SUM", "FPF-STRATEGY_OTHER_GNE_SUM", "FPF-STRATEGY_RV_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 35.8], ["2013-06-30", 34.4], ["2013-09-30", 34.4], ["2013-12-31", 37.9], ["2014-03-31", 33.5], ["2014-06-30", 33.7], ["2014-09-30", 35.4], ["2014-12-31", 38.9], ["2015-03-31", 34.0], ["2015-06-30", 33.0], ["2015-09-30", 33.4], ["2015-12-31", 32.3], ["2016-03-31", 33.2], ["2016-06-30", 32.5], ["2016-09-30", 32.9], ["2016-12-31", 35.5], ["2017-03-31", 33.3], ["2017-06-30", 32.2], ["2017-09-30", 33.5], ["2017-12-31", 35.8], ["2018-03-31", 33.4], ["2018-06-30", 32.3], ["2018-09-30", 33.1], ["2018-12-31", 35.3], ["2019-03-31", 33.5], ["2019-06-30", 32.5], ["2019-09-30", 33.3], ["2019-12-31", 33.1], ["2020-03-31", 30.8], ["2020-06-30", 29.9], ["2020-09-30", 29.7], ["2020-12-31", 33.7], ["2021-03-31", 30.4], ["2021-06-30", 28.7], ["2021-09-30", 29.1], ["2021-12-31", 31.8], ["2022-03-31", 28.8], ["2022-06-30", 28.2], ["2022-09-30", 27.5], ["2022-12-31", 29.5], ["2023-03-31", 27.0], ["2023-06-30", 26.4], ["2023-09-30", 25.9], ["2023-12-31", 25.4], ["2024-03-31", 25.9], ["2024-06-30", 25.3], ["2024-09-30", 25.3], ["2024-12-31", 27.6], ["2025-03-31", 25.1], ["2025-06-30", 25.6], ["2025-09-30", 26.1], ["2025-12-31", 29.7], ["2026-03-31", 26.8], ["2026-06-30", 27.3]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_PERCENT", "description": {"notes": "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. Investor liquidity is the proportion of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 8-90 days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 716000000000.0], ["2013-06-30", 711000000000.0], ["2013-09-30", 743000000000.0], ["2013-12-31", 889000000000.0], ["2014-03-31", 810000000000.0], ["2014-06-30", 862000000000.0], ["2014-09-30", 902000000000.0], ["2014-12-31", 1015000000000.0], ["2015-03-31", 945000000000.0], ["2015-06-30", 928000000000.0], ["2015-09-30", 899000000000.0], ["2015-12-31", 865000000000.0], ["2016-03-31", 878000000000.0], ["2016-06-30", 863000000000.0], ["2016-09-30", 898000000000.0], ["2016-12-31", 971000000000.0], ["2017-03-31", 938000000000.0], ["2017-06-30", 934000000000.0], ["2017-09-30", 1000000000000.0], ["2017-12-31", 1090000000000.0], ["2018-03-31", 1037000000000.0], ["2018-06-30", 1019000000000.0], ["2018-09-30", 1053000000000.0], ["2018-12-31", 1043000000000.0], ["2019-03-31", 1045000000000.0], ["2019-06-30", 1027000000000.0], ["2019-09-30", 1057000000000.0], ["2019-12-31", 1067000000000.0], ["2020-03-31", 880000000000.0], ["2020-06-30", 959000000000.0], ["2020-09-30", 1008000000000.0], ["2020-12-31", 1203000000000.0], ["2021-03-31", 1137000000000.0], ["2021-06-30", 1163000000000.0], ["2021-09-30", 1211000000000.0], ["2021-12-31", 1331000000000.0], ["2022-03-31", 1193000000000.0], ["2022-06-30", 1094000000000.0], ["2022-09-30", 1037000000000.0], ["2022-12-31", 1115000000000.0], ["2023-03-31", 1046000000000.0], ["2023-06-30", 1040000000000.0], ["2023-09-30", 1026000000000.0], ["2023-12-31", 1008000000000.0], ["2024-03-31", 1071000000000.0], ["2024-06-30", 1045000000000.0], ["2024-09-30", 1084000000000.0], ["2024-12-31", 1163000000000.0], ["2025-03-31", 1085000000000.0], ["2025-06-30", 1165000000000.0], ["2025-09-30", 1240000000000.0], ["2025-12-31", 1442000000000.0], ["2026-03-31", 1338000000000.0], ["2026-06-30", 1503000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_SUM", "description": {"notes": "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. Investor liquidity is the U.S. dollar value of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 8-90 days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_INVESTORLIQUIDITYGT7LE90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_INVESTORLIQUIDITYGT90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 55.7], ["2013-06-30", 56.9], ["2013-09-30", 56.7], ["2013-12-31", 50.7], ["2014-03-31", 55.1], ["2014-06-30", 55.4], ["2014-09-30", 55.0], ["2014-12-31", 49.7], ["2015-03-31", 52.9], ["2015-06-30", 53.9], ["2015-09-30", 53.5], ["2015-12-31", 54.4], ["2016-03-31", 52.9], ["2016-06-30", 53.4], ["2016-09-30", 52.7], ["2016-12-31", 50.4], ["2017-03-31", 52.3], ["2017-06-30", 53.2], ["2017-09-30", 51.7], ["2017-12-31", 49.1], ["2018-03-31", 50.9], ["2018-06-30", 52.2], ["2018-09-30", 52.1], ["2018-12-31", 50.0], ["2019-03-31", 52.0], ["2019-06-30", 53.5], ["2019-09-30", 53.0], ["2019-12-31", 53.9], ["2020-03-31", 56.2], ["2020-06-30", 57.0], ["2020-09-30", 57.2], ["2020-12-31", 56.3], ["2021-03-31", 60.2], ["2021-06-30", 59.7], ["2021-09-30", 59.8], ["2021-12-31", 57.2], ["2022-03-31", 60.3], ["2022-06-30", 63.2], ["2022-09-30", 64.4], ["2022-12-31", 62.4], ["2023-03-31", 65.6], ["2023-06-30", 65.9], ["2023-09-30", 66.6], ["2023-12-31", 66.5], ["2024-03-31", 66.3], ["2024-06-30", 65.6], ["2024-09-30", 65.3], ["2024-12-31", 63.1], ["2025-03-31", 66.0], ["2025-06-30", 65.7], ["2025-09-30", 65.0], ["2025-12-31", 61.5], ["2026-03-31", 64.6], ["2026-06-30", 64.4]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYGT90_PERCENT", "description": {"notes": "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. Investor liquidity is the proportion of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 91+ days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_INVESTORLIQUIDITYGT90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_INVESTORLIQUIDITYGT90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1113000000000.0], ["2013-06-30", 1177000000000.0], ["2013-09-30", 1224000000000.0], ["2013-12-31", 1187000000000.0], ["2014-03-31", 1331000000000.0], ["2014-06-30", 1417000000000.0], ["2014-09-30", 1399000000000.0], ["2014-12-31", 1296000000000.0], ["2015-03-31", 1472000000000.0], ["2015-06-30", 1517000000000.0], ["2015-09-30", 1439000000000.0], ["2015-12-31", 1456000000000.0], ["2016-03-31", 1400000000000.0], ["2016-06-30", 1417000000000.0], ["2016-09-30", 1440000000000.0], ["2016-12-31", 1377000000000.0], ["2017-03-31", 1471000000000.0], ["2017-06-30", 1541000000000.0], ["2017-09-30", 1544000000000.0], ["2017-12-31", 1495000000000.0], ["2018-03-31", 1580000000000.0], ["2018-06-30", 1646000000000.0], ["2018-09-30", 1661000000000.0], ["2018-12-31", 1478000000000.0], ["2019-03-31", 1622000000000.0], ["2019-06-30", 1688000000000.0], ["2019-09-30", 1682000000000.0], ["2019-12-31", 1736000000000.0], ["2020-03-31", 1608000000000.0], ["2020-06-30", 1832000000000.0], ["2020-09-30", 1943000000000.0], ["2020-12-31", 2012000000000.0], ["2021-03-31", 2251000000000.0], ["2021-06-30", 2418000000000.0], ["2021-09-30", 2492000000000.0], ["2021-12-31", 2392000000000.0], ["2022-03-31", 2495000000000.0], ["2022-06-30", 2449000000000.0], ["2022-09-30", 2426000000000.0], ["2022-12-31", 2356000000000.0], ["2023-03-31", 2545000000000.0], ["2023-06-30", 2597000000000.0], ["2023-09-30", 2642000000000.0], ["2023-12-31", 2635000000000.0], ["2024-03-31", 2739000000000.0], ["2024-06-30", 2708000000000.0], ["2024-09-30", 2802000000000.0], ["2024-12-31", 2659000000000.0], ["2025-03-31", 2852000000000.0], ["2025-06-30", 2986000000000.0], ["2025-09-30", 3083000000000.0], ["2025-12-31", 2983000000000.0], ["2026-03-31", 3225000000000.0], ["2026-06-30", 3549000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYGT90_SUM", "description": {"notes": "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. Investor liquidity is the U.S. dollar value of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 91+ days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_INVESTORLIQUIDITYGT90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_INVESTORLIQUIDITYLE7_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 8.5], ["2013-06-30", 8.7], ["2013-09-30", 8.9], ["2013-12-31", 11.4], ["2014-03-31", 11.3], ["2014-06-30", 10.9], ["2014-09-30", 9.6], ["2014-12-31", 11.4], ["2015-03-31", 13.1], ["2015-06-30", 13.1], ["2015-09-30", 13.2], ["2015-12-31", 13.2], ["2016-03-31", 13.9], ["2016-06-30", 14.1], ["2016-09-30", 14.4], ["2016-12-31", 14.1], ["2017-03-31", 14.4], ["2017-06-30", 14.6], ["2017-09-30", 14.8], ["2017-12-31", 15.1], ["2018-03-31", 15.7], ["2018-06-30", 15.5], ["2018-09-30", 14.8], ["2018-12-31", 14.7], ["2019-03-31", 14.5], ["2019-06-30", 14.0], ["2019-09-30", 13.7], ["2019-12-31", 13.0], ["2020-03-31", 13.0], ["2020-06-30", 13.1], ["2020-09-30", 13.1], ["2020-12-31", 10.0], ["2021-03-31", 9.3], ["2021-06-30", 11.6], ["2021-09-30", 11.1], ["2021-12-31", 11.0], ["2022-03-31", 10.9], ["2022-06-30", 8.5], ["2022-09-30", 8.1], ["2022-12-31", 8.1], ["2023-03-31", 7.4], ["2023-06-30", 7.7], ["2023-09-30", 7.5], ["2023-12-31", 8.1], ["2024-03-31", 7.7], ["2024-06-30", 9.1], ["2024-09-30", 9.4], ["2024-12-31", 9.3], ["2025-03-31", 8.9], ["2025-06-30", 8.7], ["2025-09-30", 8.9], ["2025-12-31", 8.8], ["2026-03-31", 8.6], ["2026-06-30", 8.4]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYLE7_PERCENT", "description": {"notes": "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. Investor liquidity is the proportion of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 0-7 days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_INVESTORLIQUIDITYLE7_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_INVESTORLIQUIDITYLE7_SUM": {"timeseries": {"aggregation": [["2013-03-31", 170000000000.0], ["2013-06-30", 181000000000.0], ["2013-09-30", 191000000000.0], ["2013-12-31", 267000000000.0], ["2014-03-31", 274000000000.0], ["2014-06-30", 280000000000.0], ["2014-09-30", 244000000000.0], ["2014-12-31", 297000000000.0], ["2015-03-31", 363000000000.0], ["2015-06-30", 369000000000.0], ["2015-09-30", 354000000000.0], ["2015-12-31", 354000000000.0], ["2016-03-31", 368000000000.0], ["2016-06-30", 373000000000.0], ["2016-09-30", 392000000000.0], ["2016-12-31", 386000000000.0], ["2017-03-31", 405000000000.0], ["2017-06-30", 422000000000.0], ["2017-09-30", 442000000000.0], ["2017-12-31", 461000000000.0], ["2018-03-31", 488000000000.0], ["2018-06-30", 488000000000.0], ["2018-09-30", 472000000000.0], ["2018-12-31", 435000000000.0], ["2019-03-31", 451000000000.0], ["2019-06-30", 442000000000.0], ["2019-09-30", 433000000000.0], ["2019-12-31", 420000000000.0], ["2020-03-31", 373000000000.0], ["2020-06-30", 421000000000.0], ["2020-09-30", 446000000000.0], ["2020-12-31", 358000000000.0], ["2021-03-31", 349000000000.0], ["2021-06-30", 470000000000.0], ["2021-09-30", 461000000000.0], ["2021-12-31", 459000000000.0], ["2022-03-31", 449000000000.0], ["2022-06-30", 331000000000.0], ["2022-09-30", 305000000000.0], ["2022-12-31", 307000000000.0], ["2023-03-31", 287000000000.0], ["2023-06-30", 302000000000.0], ["2023-09-30", 297000000000.0], ["2023-12-31", 319000000000.0], ["2024-03-31", 320000000000.0], ["2024-06-30", 374000000000.0], ["2024-09-30", 405000000000.0], ["2024-12-31", 392000000000.0], ["2025-03-31", 383000000000.0], ["2025-06-30", 396000000000.0], ["2025-09-30", 420000000000.0], ["2025-12-31", 425000000000.0], ["2026-03-31", 430000000000.0], ["2026-06-30", 461000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_INVESTORLIQUIDITYLE7_SUM", "description": {"notes": "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. Investor liquidity is the U.S. dollar value of net assets (SEC Form PF question 9) redeemable by hedge fund investors within specified periods based on SEC Form PF question 50. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: investor liquidity 0-7 days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_INVESTORLIQUIDITYLE7_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_L3ASSETS_PERCENT": {"timeseries": {"aggregation": [["2013-12-31", 8.1], ["2014-12-31", 8.1], ["2015-12-31", 8.9], ["2016-12-31", 9.3], ["2017-12-31", 9.2], ["2018-12-31", 9.8], ["2019-12-31", 11.1], ["2020-12-31", 11.8], ["2021-12-31", 13.5], ["2022-12-31", 16.2], ["2023-12-31", 14.9], ["2024-12-31", 14.2], ["2025-12-31", 13.2]]}, "metadata": {"mnemonic": "FPF-ALLQHF_L3ASSETS_PERCENT", "description": {"notes": "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. Level 3 assets are based on SEC Form PF question 14. These are assets with unobservable inputs, such as a hedge fund\u2019s assumptions (e.g., proprietary models), used to determine fair value. Level 3 assets are generally less liquid and may be more complex compared with assets with observable prices derived from public markets. The share is the ratio of level 3 assets to gross assets (SEC Form PF question 8) across all Qualifying Hedge Funds. These data are only available annually. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: level 3 assets as a share of gross assets (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Year", "observation_frequency": "Yearly", "start_date": "2013-12-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_MACRO_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 1202.0], ["2013-06-30", 1450.0], ["2013-09-30", 1254.0], ["2013-12-31", 1284.0], ["2014-03-31", 1439.0], ["2014-06-30", 1356.0], ["2014-09-30", 1394.0], ["2014-12-31", 1213.0], ["2015-03-31", 1222.0], ["2015-06-30", 1444.0], ["2015-09-30", 1342.0], ["2015-12-31", 1074.0], ["2016-03-31", 1103.0], ["2016-06-30", 1226.0], ["2016-09-30", 1036.0], ["2016-12-31", 1177.0], ["2017-03-31", 1133.0], ["2017-06-30", 1180.0], ["2017-09-30", 1138.0], ["2017-12-31", 1065.0], ["2018-03-31", 1416.0], ["2018-06-30", 1307.0], ["2018-09-30", 1253.0], ["2018-12-31", 1298.0], ["2019-03-31", 1355.0], ["2019-06-30", 1289.0], ["2019-09-30", 1451.0], ["2019-12-31", 1351.0], ["2020-03-31", 1528.0], ["2020-06-30", 1204.0], ["2020-09-30", 1543.0], ["2020-12-31", 1543.0], ["2021-03-31", 1603.0], ["2021-06-30", 1666.0], ["2021-09-30", 1766.0], ["2021-12-31", 1915.0], ["2022-03-31", 1820.0], ["2022-06-30", 1832.0], ["2022-09-30", 1943.0], ["2022-12-31", 1803.0], ["2023-03-31", 2196.0], ["2023-06-30", 1975.0], ["2023-09-30", 2418.0], ["2023-12-31", 2636.0], ["2024-03-31", 2886.0], ["2024-06-30", 2846.0], ["2024-09-30", 2390.0], ["2024-12-31", 2340.0], ["2025-03-31", 2682.0], ["2025-06-30", 3074.0], ["2025-09-30", 2901.0], ["2025-12-31", 3540.0], ["2026-03-31", 5418.0], ["2026-06-30", 5103.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_MACRO_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_CANSUSPEND_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 78.7], ["2013-06-30", 79.2], ["2013-09-30", 79.6], ["2013-12-31", 80.0], ["2014-03-31", 80.4], ["2014-06-30", 80.1], ["2014-09-30", 80.0], ["2014-12-31", 80.1], ["2015-03-31", 81.8], ["2015-06-30", 81.7], ["2015-09-30", 81.1], ["2015-12-31", 80.5], ["2016-03-31", 80.0], ["2016-06-30", 80.1], ["2016-09-30", 79.6], ["2016-12-31", 78.6], ["2017-03-31", 78.5], ["2017-06-30", 78.4], ["2017-09-30", 78.0], ["2017-12-31", 77.6], ["2018-03-31", 77.7], ["2018-06-30", 77.3], ["2018-09-30", 77.5], ["2018-12-31", 76.4], ["2019-03-31", 76.7], ["2019-06-30", 76.9], ["2019-09-30", 76.1], ["2019-12-31", 75.0], ["2020-03-31", 73.8], ["2020-06-30", 73.9], ["2020-09-30", 73.5], ["2020-12-31", 73.4], ["2021-03-31", 72.7], ["2021-06-30", 72.9], ["2021-09-30", 71.6], ["2021-12-31", 69.7], ["2022-03-31", 69.4], ["2022-06-30", 68.6], ["2022-09-30", 67.2], ["2022-12-31", 66.0], ["2023-03-31", 65.9], ["2023-06-30", 65.2], ["2023-09-30", 64.8], ["2023-12-31", 64.2], ["2024-03-31", 64.8], ["2024-06-30", 65.3], ["2024-09-30", 65.3], ["2024-12-31", 66.0], ["2025-03-31", 64.1], ["2025-06-30", 66.1], ["2025-09-30", 66.9], ["2025-12-31", 67.3], ["2026-03-31", 67.7], ["2026-06-30", 69.4]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CANSUSPEND_PERCENT", "description": {"notes": "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. The data are the share of hedge fund net assets that may be subjected to suspensions of investor withdrawals based on SEC Form PF question 49(b). This relates to hedge fund advisers\u2019 right to suspend and not whether a suspension is currently effective. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets that may be subjected to suspensions (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_CANGATE_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 51.9], ["2013-06-30", 52.3], ["2013-09-30", 51.5], ["2013-12-31", 51.4], ["2014-03-31", 51.8], ["2014-06-30", 52.2], ["2014-09-30", 53.6], ["2014-12-31", 52.8], ["2015-03-31", 51.9], ["2015-06-30", 51.5], ["2015-09-30", 50.7], ["2015-12-31", 50.5], ["2016-03-31", 48.6], ["2016-06-30", 49.1], ["2016-09-30", 48.5], ["2016-12-31", 47.0], ["2017-03-31", 47.4], ["2017-06-30", 47.0], ["2017-09-30", 46.4], ["2017-12-31", 46.0], ["2018-03-31", 46.7], ["2018-06-30", 47.1], ["2018-09-30", 47.4], ["2018-12-31", 47.2], ["2019-03-31", 47.7], ["2019-06-30", 47.9], ["2019-09-30", 46.9], ["2019-12-31", 48.0], ["2020-03-31", 46.8], ["2020-06-30", 47.4], ["2020-09-30", 47.3], ["2020-12-31", 48.5], ["2021-03-31", 48.5], ["2021-06-30", 47.1], ["2021-09-30", 46.2], ["2021-12-31", 44.9], ["2022-03-31", 45.2], ["2022-06-30", 47.7], ["2022-09-30", 46.5], ["2022-12-31", 45.6], ["2023-03-31", 45.2], ["2023-06-30", 44.7], ["2023-09-30", 44.4], ["2023-12-31", 43.6], ["2024-03-31", 44.0], ["2024-06-30", 44.4], ["2024-09-30", 43.2], ["2024-12-31", 43.3], ["2025-03-31", 41.6], ["2025-06-30", 43.0], ["2025-09-30", 43.3], ["2025-12-31", 43.4], ["2026-03-31", 44.1], ["2026-06-30", 45.1]]}, "metadata": {"mnemonic": "FPF-ALLQHF_CANGATE_PERCENT", "description": {"notes": "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. The data are the share of hedge fund net assets that may be subjected to material restrictions on investor withdrawals (e.g., gates) based on SEC Form PF question 49(c). This relates to hedge fund advisers\u2019 right to impose gates and not just whether gates are currently imposed. A gate is a type of redemption term that limits the amount of investor outflows allowed. By capping redemptions, gates maintain liquidity and stability within the fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets that may be subjected to material restrictions (gates) on investor withdrawals (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_MULTI_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 1863.0], ["2013-06-30", 1742.0], ["2013-09-30", 2229.0], ["2013-12-31", 2319.0], ["2014-03-31", 1839.0], ["2014-06-30", 1914.0], ["2014-09-30", 2228.0], ["2014-12-31", 2510.0], ["2015-03-31", 1931.0], ["2015-06-30", 2069.0], ["2015-09-30", 2044.0], ["2015-12-31", 2178.0], ["2016-03-31", 2427.0], ["2016-06-30", 2525.0], ["2016-09-30", 2698.0], ["2016-12-31", 2623.0], ["2017-03-31", 2412.0], ["2017-06-30", 2371.0], ["2017-09-30", 2449.0], ["2017-12-31", 2277.0], ["2018-03-31", 2447.0], ["2018-06-30", 2493.0], ["2018-09-30", 2257.0], ["2018-12-31", 2304.0], ["2019-03-31", 2348.0], ["2019-06-30", 2433.0], ["2019-09-30", 2471.0], ["2019-12-31", 2396.0], ["2020-03-31", 2389.0], ["2020-06-30", 2562.0], ["2020-09-30", 2722.0], ["2020-12-31", 2812.0], ["2021-03-31", 3456.0], ["2021-06-30", 3671.0], ["2021-09-30", 4044.0], ["2021-12-31", 3568.0], ["2022-03-31", 3641.0], ["2022-06-30", 3558.0], ["2022-09-30", 3585.0], ["2022-12-31", 3330.0], ["2023-03-31", 3372.0], ["2023-06-30", 3575.0], ["2023-09-30", 3669.0], ["2023-12-31", 4015.0], ["2024-03-31", 4190.0], ["2024-06-30", 4440.0], ["2024-09-30", 4281.0], ["2024-12-31", 4238.0], ["2025-03-31", 4879.0], ["2025-06-30", 5488.0], ["2025-09-30", 6002.0], ["2025-12-31", 5545.0], ["2026-03-31", 6013.0], ["2026-06-30", 5945.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_MULTI_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_N10_GNE_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 32.3], ["2013-06-30", 27.0], ["2013-09-30", 24.4], ["2013-12-31", 21.1], ["2014-03-31", 21.6], ["2014-06-30", 20.2], ["2014-09-30", 22.1], ["2014-12-31", 22.4], ["2015-03-31", 22.1], ["2015-06-30", 20.0], ["2015-09-30", 20.4], ["2015-12-31", 19.0], ["2016-03-31", 20.7], ["2016-06-30", 24.9], ["2016-09-30", 26.1], ["2016-12-31", 27.8], ["2017-03-31", 25.2], ["2017-06-30", 28.1], ["2017-09-30", 27.4], ["2017-12-31", 27.6], ["2018-03-31", 24.9], ["2018-06-30", 24.6], ["2018-09-30", 22.9], ["2018-12-31", 23.4], ["2019-03-31", 24.4], ["2019-06-30", 24.3], ["2019-09-30", 21.9], ["2019-12-31", 22.4], ["2020-03-31", 26.7], ["2020-06-30", 27.1], ["2020-09-30", 32.6], ["2020-12-31", 31.8], ["2021-03-31", 32.1], ["2021-06-30", 29.8], ["2021-09-30", 30.9], ["2021-12-31", 30.6], ["2022-03-31", 31.7], ["2022-06-30", 30.0], ["2022-09-30", 30.6], ["2022-12-31", 30.6], ["2023-03-31", 31.8], ["2023-06-30", 33.3], ["2023-09-30", 33.6], ["2023-12-31", 34.1], ["2024-03-31", 34.8], ["2024-06-30", 34.7], ["2024-09-30", 38.5], ["2024-12-31", 35.8], ["2025-03-31", 36.7], ["2025-06-30", 35.7], ["2025-09-30", 35.6], ["2025-12-31", 34.0], ["2026-03-31", 29.6], ["2026-06-30", 29.8]]}, "metadata": {"mnemonic": "FPF-ALLQHF_N10_GNE_PERCENT", "description": {"notes": "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. 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 funds are ranked each quarter by gross assets (SEC Form PF question 8). The share is the ratio of GNE for the 10 largest funds, ranked by gross assets, to GNE for all Qualifying Hedge Funds. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: share of gross notional exposure (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2042000000000.0], ["2013-06-30", 2085000000000.0], ["2013-09-30", 2171000000000.0], ["2013-12-31", 2388000000000.0], ["2014-03-31", 2463000000000.0], ["2014-06-30", 2612000000000.0], ["2014-09-30", 2591000000000.0], ["2014-12-31", 2658000000000.0], ["2015-03-31", 2828000000000.0], ["2015-06-30", 2847000000000.0], ["2015-09-30", 2736000000000.0], ["2015-12-31", 2714000000000.0], ["2016-03-31", 2646000000000.0], ["2016-06-30", 2654000000000.0], ["2016-09-30", 2729000000000.0], ["2016-12-31", 2733000000000.0], ["2017-03-31", 2816000000000.0], ["2017-06-30", 2897000000000.0], ["2017-09-30", 2987000000000.0], ["2017-12-31", 3046000000000.0], ["2018-03-31", 3105000000000.0], ["2018-06-30", 3153000000000.0], ["2018-09-30", 3185000000000.0], ["2018-12-31", 2956000000000.0], ["2019-03-31", 3117000000000.0], ["2019-06-30", 3157000000000.0], ["2019-09-30", 3173000000000.0], ["2019-12-31", 3221000000000.0], ["2020-03-31", 2862000000000.0], ["2020-06-30", 3211000000000.0], ["2020-09-30", 3398000000000.0], ["2020-12-31", 3575000000000.0], ["2021-03-31", 3738000000000.0], ["2021-06-30", 4051000000000.0], ["2021-09-30", 4166000000000.0], ["2021-12-31", 4182000000000.0], ["2022-03-31", 4136000000000.0], ["2022-06-30", 3873000000000.0], ["2022-09-30", 3769000000000.0], ["2022-12-31", 3778000000000.0], ["2023-03-31", 3880000000000.0], ["2023-06-30", 3940000000000.0], ["2023-09-30", 3964000000000.0], ["2023-12-31", 3962000000000.0], ["2024-03-31", 4129000000000.0], ["2024-06-30", 4126000000000.0], ["2024-09-30", 4292000000000.0], ["2024-12-31", 4213000000000.0], ["2025-03-31", 4319000000000.0], ["2025-06-30", 4546000000000.0], ["2025-09-30", 4743000000000.0], ["2025-12-31", 4849000000000.0], ["2026-03-31", 4994000000000.0], ["2026-06-30", 5511000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_CREDIT_NAV_SUM", "FPF-STRATEGY_EQUITY_NAV_SUM", "FPF-STRATEGY_EVENT_NAV_SUM", "FPF-STRATEGY_FOF_NAV_SUM", "FPF-STRATEGY_FUTURES_NAV_SUM", "FPF-STRATEGY_MACRO_NAV_SUM", "FPF-STRATEGY_MULTI_NAV_SUM", "FPF-STRATEGY_OTHER_NAV_SUM", "FPF-STRATEGY_RV_NAV_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_NO_COUNTNA": {"timeseries": {"aggregation": [["2013-03-31", 266.0], ["2013-06-30", 251.0], ["2013-09-30", 292.0], ["2013-12-31", 297.0], ["2014-03-31", 310.0], ["2014-06-30", 313.0], ["2014-09-30", 315.0], ["2014-12-31", 325.0], ["2015-03-31", 317.0], ["2015-06-30", 328.0], ["2015-09-30", 345.0], ["2015-12-31", 345.0], ["2016-03-31", 352.0], ["2016-06-30", 349.0], ["2016-09-30", 370.0], ["2016-12-31", 390.0], ["2017-03-31", 424.0], ["2017-06-30", 436.0], ["2017-09-30", 430.0], ["2017-12-31", 469.0], ["2018-03-31", 450.0], ["2018-06-30", 465.0], ["2018-09-30", 474.0], ["2018-12-31", 479.0], ["2019-03-31", 479.0], ["2019-06-30", 485.0], ["2019-09-30", 493.0], ["2019-12-31", 502.0], ["2020-03-31", 504.0], ["2020-06-30", 494.0], ["2020-09-30", 487.0], ["2020-12-31", 526.0], ["2021-03-31", 585.0], ["2021-06-30", 610.0], ["2021-09-30", 625.0], ["2021-12-31", 640.0], ["2022-03-31", 663.0], ["2022-06-30", 660.0], ["2022-09-30", 648.0], ["2022-12-31", 673.0], ["2023-03-31", 667.0], ["2023-06-30", 683.0], ["2023-09-30", 700.0], ["2023-12-31", 715.0], ["2024-03-31", 723.0], ["2024-06-30", 730.0], ["2024-09-30", 760.0], ["2024-12-31", 758.0], ["2025-03-31", 775.0], ["2025-06-30", 780.0], ["2025-09-30", 798.0], ["2025-12-31", 816.0], ["2026-03-31", 831.0], ["2026-06-30", 850.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_NO_COUNTNA", "description": {"notes": "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. Counts are based on SEC Form PF questions 40(a) and 41. Reporting funds disclose in question 40(a) if they regularly calculate VaR, or value at risk. VaR measures the maximum loss that a portfolio or investment is expected to suffer over a given time period at a specified confidence level. Many reporting funds use risk metrics other than, or in addition to, VaR. This information is disclosed in question 41. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: no risk metric reported (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_NONGSIB_SUM": {"timeseries": {"aggregation": [["2013-03-31", 114000000000.0], ["2013-06-30", 122000000000.0], ["2013-09-30", 118000000000.0], ["2013-12-31", 120000000000.0], ["2014-03-31", 115000000000.0], ["2014-06-30", 128000000000.0], ["2014-09-30", 142000000000.0], ["2014-12-31", 151000000000.0], ["2015-03-31", 148000000000.0], ["2015-06-30", 172000000000.0], ["2015-09-30", 205000000000.0], ["2015-12-31", 184000000000.0], ["2016-03-31", 196000000000.0], ["2016-06-30", 205000000000.0], ["2016-09-30", 222000000000.0], ["2016-12-31", 210000000000.0], ["2017-03-31", 220000000000.0], ["2017-06-30", 227000000000.0], ["2017-09-30", 215000000000.0], ["2017-12-31", 225000000000.0], ["2018-03-31", 224000000000.0], ["2018-06-30", 250000000000.0], ["2018-09-30", 244000000000.0], ["2018-12-31", 296000000000.0], ["2019-03-31", 295000000000.0], ["2019-06-30", 270000000000.0], ["2019-09-30", 312000000000.0], ["2019-12-31", 354000000000.0], ["2020-03-31", 290000000000.0], ["2020-06-30", 266000000000.0], ["2020-09-30", 287000000000.0], ["2020-12-31", 281000000000.0], ["2021-03-31", 250000000000.0], ["2021-06-30", 281000000000.0], ["2021-09-30", 289000000000.0], ["2021-12-31", 295000000000.0], ["2022-03-31", 293000000000.0], ["2022-06-30", 296000000000.0], ["2022-09-30", 297000000000.0], ["2022-12-31", 328000000000.0], ["2023-03-31", 405000000000.0], ["2023-06-30", 491000000000.0], ["2023-09-30", 510000000000.0], ["2023-12-31", 617000000000.0], ["2024-03-31", 563000000000.0], ["2024-06-30", 600000000000.0], ["2024-09-30", 824000000000.0], ["2024-12-31", 727000000000.0], ["2025-03-31", 813000000000.0], ["2025-06-30", 883000000000.0], ["2025-09-30", 924000000000.0], ["2025-12-31", 1046000000000.0], ["2026-03-31", 970000000000.0], ["2026-06-30", 1051000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_NONGSIB_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. G-SIBs are global systemically important banks. Non-G-SIBs include regulated banks that are not G-SIBs and nonbank lenders. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: borrowing from non-G-SIBs and nonbanks (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_NONUSGSIB_SUM": {"timeseries": {"aggregation": [["2013-03-31", 469000000000.0], ["2013-06-30", 487000000000.0], ["2013-09-30", 502000000000.0], ["2013-12-31", 486000000000.0], ["2014-03-31", 555000000000.0], ["2014-06-30", 577000000000.0], ["2014-09-30", 561000000000.0], ["2014-12-31", 601000000000.0], ["2015-03-31", 578000000000.0], ["2015-06-30", 662000000000.0], ["2015-09-30", 621000000000.0], ["2015-12-31", 571000000000.0], ["2016-03-31", 588000000000.0], ["2016-06-30", 613000000000.0], ["2016-09-30", 634000000000.0], ["2016-12-31", 638000000000.0], ["2017-03-31", 734000000000.0], ["2017-06-30", 730000000000.0], ["2017-09-30", 775000000000.0], ["2017-12-31", 762000000000.0], ["2018-03-31", 829000000000.0], ["2018-06-30", 878000000000.0], ["2018-09-30", 905000000000.0], ["2018-12-31", 847000000000.0], ["2019-03-31", 941000000000.0], ["2019-06-30", 951000000000.0], ["2019-09-30", 877000000000.0], ["2019-12-31", 920000000000.0], ["2020-03-31", 890000000000.0], ["2020-06-30", 876000000000.0], ["2020-09-30", 992000000000.0], ["2020-12-31", 983000000000.0], ["2021-03-31", 990000000000.0], ["2021-06-30", 1021000000000.0], ["2021-09-30", 1086000000000.0], ["2021-12-31", 1093000000000.0], ["2022-03-31", 1014000000000.0], ["2022-06-30", 964000000000.0], ["2022-09-30", 900000000000.0], ["2022-12-31", 960000000000.0], ["2023-03-31", 1033000000000.0], ["2023-06-30", 1148000000000.0], ["2023-09-30", 1229000000000.0], ["2023-12-31", 1347000000000.0], ["2024-03-31", 1451000000000.0], ["2024-06-30", 1549000000000.0], ["2024-09-30", 1830000000000.0], ["2024-12-31", 1715000000000.0], ["2025-03-31", 1904000000000.0], ["2025-06-30", 2095000000000.0], ["2025-09-30", 2143000000000.0], ["2025-12-31", 2304000000000.0], ["2026-03-31", 2220000000000.0], ["2026-06-30", 2438000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_NONUSGSIB_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. G-SIBs are global systemically important banks. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: borrowing from foreign G-SIBs (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_NR_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 124.0], ["2013-06-30", 124.0], ["2013-09-30", 125.0], ["2013-12-31", 140.0], ["2014-03-31", 141.0], ["2014-06-30", 149.0], ["2014-09-30", 151.0], ["2014-12-31", 151.0], ["2015-03-31", 149.0], ["2015-06-30", 169.0], ["2015-09-30", 166.0], ["2015-12-31", 154.0], ["2016-03-31", 156.0], ["2016-06-30", 169.0], ["2016-09-30", 198.0], ["2016-12-31", 208.0], ["2017-03-31", 213.0], ["2017-06-30", 246.0], ["2017-09-30", 245.0], ["2017-12-31", 256.0], ["2018-03-31", 228.0], ["2018-06-30", 240.0], ["2018-09-30", 240.0], ["2018-12-31", 250.0], ["2019-03-31", 247.0], ["2019-06-30", 262.0], ["2019-09-30", 276.0], ["2019-12-31", 294.0], ["2020-03-31", 287.0], ["2020-06-30", 306.0], ["2020-09-30", 277.0], ["2020-12-31", 313.0], ["2021-03-31", 326.0], ["2021-06-30", 350.0], ["2021-09-30", 346.0], ["2021-12-31", 360.0], ["2022-03-31", 372.0], ["2022-06-30", 336.0], ["2022-09-30", 335.0], ["2022-12-31", 369.0], ["2023-03-31", 354.0], ["2023-06-30", 363.0], ["2023-09-30", 366.0], ["2023-12-31", 385.0], ["2024-03-31", 377.0], ["2024-06-30", 381.0], ["2024-09-30", 396.0], ["2024-12-31", 408.0], ["2025-03-31", 414.0], ["2025-06-30", 411.0], ["2025-09-30", 417.0], ["2025-12-31", 438.0], ["2026-03-31", 424.0], ["2026-06-30", 436.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_NR_COUNT", "description": {"notes": "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. Counts are based on SEC Form PF question 42. Hedge funds are asked to report the results of stress tests for any market factor (e.g., equity prices, risk-free rates, credit spreads, etc.) that they regularly consider in formal testing as part of their risk management. They are allowed to omit a response for market factors that they do not regularly consider in their formal stress testing and deem not relevant. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: funds that report no stress tests and none as relevant (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_OTHER_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 404.0], ["2013-06-30", 454.0], ["2013-09-30", 550.0], ["2013-12-31", 645.0], ["2014-03-31", 566.0], ["2014-06-30", 574.0], ["2014-09-30", 604.0], ["2014-12-31", 695.0], ["2015-03-31", 616.0], ["2015-06-30", 645.0], ["2015-09-30", 634.0], ["2015-12-31", 645.0], ["2016-03-31", 673.0], ["2016-06-30", 678.0], ["2016-09-30", 710.0], ["2016-12-31", 659.0], ["2017-03-31", 615.0], ["2017-06-30", 621.0], ["2017-09-30", 614.0], ["2017-12-31", 594.0], ["2018-03-31", 584.0], ["2018-06-30", 596.0], ["2018-09-30", 511.0], ["2018-12-31", 517.0], ["2019-03-31", 577.0], ["2019-06-30", 594.0], ["2019-09-30", 614.0], ["2019-12-31", 594.0], ["2020-03-31", 611.0], ["2020-06-30", 584.0], ["2020-09-30", 604.0], ["2020-12-31", 608.0], ["2021-03-31", 487.0], ["2021-06-30", 528.0], ["2021-09-30", 545.0], ["2021-12-31", 603.0], ["2022-03-31", 600.0], ["2022-06-30", 613.0], ["2022-09-30", 600.0], ["2022-12-31", 550.0], ["2023-03-31", 616.0], ["2023-06-30", 569.0], ["2023-09-30", 570.0], ["2023-12-31", 586.0], ["2024-03-31", 598.0], ["2024-06-30", 682.0], ["2024-09-30", 731.0], ["2024-12-31", 793.0], ["2025-03-31", 789.0], ["2025-06-30", 948.0], ["2025-09-30", 910.0], ["2025-12-31", 906.0], ["2026-03-31", 933.0], ["2026-06-30", 717.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_OTHER_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_PARTY1_SUM": {"timeseries": {"aggregation": [["2026-06-30", 952000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY1_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "First largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY10_SUM": {"timeseries": {"aggregation": [["2026-06-30", 196000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY10_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Tenth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY2_SUM": {"timeseries": {"aggregation": [["2026-06-30", 861000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY2_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Second largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY3_SUM": {"timeseries": {"aggregation": [["2026-06-30", 715000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY3_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Third largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY4_SUM": {"timeseries": {"aggregation": [["2026-06-30", 648000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY4_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fourth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY5_SUM": {"timeseries": {"aggregation": [["2026-06-30", 512000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY5_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fifth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY6_SUM": {"timeseries": {"aggregation": [["2026-06-30", 483000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY6_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Sixth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY7_SUM": {"timeseries": {"aggregation": [["2026-06-30", 415000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY7_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Seventh largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY8_SUM": {"timeseries": {"aggregation": [["2026-06-30", 264000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY8_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Eighth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PARTY9_SUM": {"timeseries": {"aggregation": [["2026-06-30", 217000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PARTY9_SUM", "description": {"notes": "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. The largest credit counterparties are derived from the most recent data on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Ninth largest counterparty: lending to all Qualifying Hedge Funds (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 27.5], ["2013-06-30", 27.2], ["2013-09-30", 26.4], ["2013-12-31", 27.6], ["2014-03-31", 27.2], ["2014-06-30", 27.0], ["2014-09-30", 27.0], ["2014-12-31", 26.3], ["2015-03-31", 26.7], ["2015-06-30", 26.5], ["2015-09-30", 25.9], ["2015-12-31", 26.2], ["2016-03-31", 26.4], ["2016-06-30", 25.5], ["2016-09-30", 28.0], ["2016-12-31", 26.3], ["2017-03-31", 29.0], ["2017-06-30", 29.2], ["2017-09-30", 30.5], ["2017-12-31", 29.6], ["2018-03-31", 30.2], ["2018-06-30", 30.3], ["2018-09-30", 29.5], ["2018-12-31", 29.4], ["2019-03-31", 29.7], ["2019-06-30", 30.0], ["2019-09-30", 29.5], ["2019-12-31", 29.1], ["2020-03-31", 26.4], ["2020-06-30", 26.4], ["2020-09-30", 27.3], ["2020-12-31", 27.9], ["2021-03-31", 24.8], ["2021-06-30", 25.1], ["2021-09-30", 24.6], ["2021-12-31", 24.8], ["2022-03-31", 23.3], ["2022-06-30", 24.1], ["2022-09-30", 23.8], ["2022-12-31", 23.9], ["2023-03-31", 25.0], ["2023-06-30", 26.2], ["2023-09-30", 25.9], ["2023-12-31", 25.7], ["2024-03-31", 24.4], ["2024-06-30", 25.4], ["2024-09-30", 26.3], ["2024-12-31", 26.4], ["2025-03-31", 24.8], ["2025-06-30", 23.9], ["2025-09-30", 25.2], ["2025-12-31", 25.9], ["2026-03-31", 23.6], ["2026-06-30", 23.6]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_PERCENT", "description": {"notes": "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. The OFR estimates the proportion of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 2-7 days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1060000000000.0], ["2013-06-30", 1079000000000.0], ["2013-09-30", 1080000000000.0], ["2013-12-31", 1195000000000.0], ["2014-03-31", 1240000000000.0], ["2014-06-30", 1296000000000.0], ["2014-09-30", 1325000000000.0], ["2014-12-31", 1287000000000.0], ["2015-03-31", 1410000000000.0], ["2015-06-30", 1388000000000.0], ["2015-09-30", 1336000000000.0], ["2015-12-31", 1300000000000.0], ["2016-03-31", 1315000000000.0], ["2016-06-30", 1296000000000.0], ["2016-09-30", 1466000000000.0], ["2016-12-31", 1370000000000.0], ["2017-03-31", 1599000000000.0], ["2017-06-30", 1659000000000.0], ["2017-09-30", 1795000000000.0], ["2017-12-31", 1745000000000.0], ["2018-03-31", 1844000000000.0], ["2018-06-30", 1913000000000.0], ["2018-09-30", 1899000000000.0], ["2018-12-31", 1818000000000.0], ["2019-03-31", 1936000000000.0], ["2019-06-30", 2014000000000.0], ["2019-09-30", 1961000000000.0], ["2019-12-31", 1951000000000.0], ["2020-03-31", 1645000000000.0], ["2020-06-30", 1689000000000.0], ["2020-09-30", 1864000000000.0], ["2020-12-31", 1981000000000.0], ["2021-03-31", 1792000000000.0], ["2021-06-30", 1985000000000.0], ["2021-09-30", 2048000000000.0], ["2021-12-31", 2064000000000.0], ["2022-03-31", 1922000000000.0], ["2022-06-30", 1905000000000.0], ["2022-09-30", 1831000000000.0], ["2022-12-31", 1869000000000.0], ["2023-03-31", 2003000000000.0], ["2023-06-30", 2211000000000.0], ["2023-09-30", 2273000000000.0], ["2023-12-31", 2363000000000.0], ["2024-03-31", 2311000000000.0], ["2024-06-30", 2442000000000.0], ["2024-09-30", 2745000000000.0], ["2024-12-31", 2707000000000.0], ["2025-03-31", 2715000000000.0], ["2025-06-30", 2819000000000.0], ["2025-09-30", 3079000000000.0], ["2025-12-31", 3258000000000.0], ["2026-03-31", 3010000000000.0], ["2026-06-30", 3268000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_SUM", "description": {"notes": "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. The OFR estimates the amount of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 2-7 days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT1LE7_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 22.4], ["2013-06-30", 21.6], ["2013-09-30", 21.6], ["2013-12-31", 23.5], ["2014-03-31", 22.8], ["2014-06-30", 23.7], ["2014-09-30", 23.5], ["2014-12-31", 24.1], ["2015-03-31", 23.5], ["2015-06-30", 23.2], ["2015-09-30", 22.2], ["2015-12-31", 22.6], ["2016-03-31", 21.2], ["2016-06-30", 21.7], ["2016-09-30", 22.6], ["2016-12-31", 21.9], ["2017-03-31", 21.6], ["2017-06-30", 21.5], ["2017-09-30", 21.5], ["2017-12-31", 21.4], ["2018-03-31", 20.0], ["2018-06-30", 19.8], ["2018-09-30", 19.0], ["2018-12-31", 18.4], ["2019-03-31", 19.5], ["2019-06-30", 19.4], ["2019-09-30", 19.0], ["2019-12-31", 20.8], ["2020-03-31", 18.8], ["2020-06-30", 17.8], ["2020-09-30", 20.5], ["2020-12-31", 22.2], ["2021-03-31", 22.7], ["2021-06-30", 22.5], ["2021-09-30", 22.4], ["2021-12-31", 23.2], ["2022-03-31", 20.9], ["2022-06-30", 19.1], ["2022-09-30", 19.6], ["2022-12-31", 19.4], ["2023-03-31", 18.8], ["2023-06-30", 19.0], ["2023-09-30", 18.1], ["2023-12-31", 19.8], ["2024-03-31", 19.3], ["2024-06-30", 19.1], ["2024-09-30", 19.2], ["2024-12-31", 19.1], ["2025-03-31", 17.6], ["2025-06-30", 16.7], ["2025-09-30", 17.5], ["2025-12-31", 17.8], ["2026-03-31", 16.8], ["2026-06-30", 15.9]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_PERCENT", "description": {"notes": "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. The OFR estimates the proportion of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 8-90 days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 864000000000.0], ["2013-06-30", 857000000000.0], ["2013-09-30", 883000000000.0], ["2013-12-31", 1019000000000.0], ["2014-03-31", 1041000000000.0], ["2014-06-30", 1135000000000.0], ["2014-09-30", 1156000000000.0], ["2014-12-31", 1179000000000.0], ["2015-03-31", 1240000000000.0], ["2015-06-30", 1214000000000.0], ["2015-09-30", 1146000000000.0], ["2015-12-31", 1120000000000.0], ["2016-03-31", 1057000000000.0], ["2016-06-30", 1105000000000.0], ["2016-09-30", 1186000000000.0], ["2016-12-31", 1143000000000.0], ["2017-03-31", 1192000000000.0], ["2017-06-30", 1218000000000.0], ["2017-09-30", 1266000000000.0], ["2017-12-31", 1262000000000.0], ["2018-03-31", 1220000000000.0], ["2018-06-30", 1251000000000.0], ["2018-09-30", 1223000000000.0], ["2018-12-31", 1138000000000.0], ["2019-03-31", 1267000000000.0], ["2019-06-30", 1304000000000.0], ["2019-09-30", 1263000000000.0], ["2019-12-31", 1395000000000.0], ["2020-03-31", 1171000000000.0], ["2020-06-30", 1143000000000.0], ["2020-09-30", 1399000000000.0], ["2020-12-31", 1579000000000.0], ["2021-03-31", 1645000000000.0], ["2021-06-30", 1775000000000.0], ["2021-09-30", 1866000000000.0], ["2021-12-31", 1929000000000.0], ["2022-03-31", 1726000000000.0], ["2022-06-30", 1516000000000.0], ["2022-09-30", 1512000000000.0], ["2022-12-31", 1520000000000.0], ["2023-03-31", 1510000000000.0], ["2023-06-30", 1602000000000.0], ["2023-09-30", 1583000000000.0], ["2023-12-31", 1821000000000.0], ["2024-03-31", 1834000000000.0], ["2024-06-30", 1842000000000.0], ["2024-09-30", 2003000000000.0], ["2024-12-31", 1954000000000.0], ["2025-03-31", 1926000000000.0], ["2025-06-30", 1972000000000.0], ["2025-09-30", 2141000000000.0], ["2025-12-31", 2247000000000.0], ["2026-03-31", 2146000000000.0], ["2026-06-30", 2210000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_SUM", "description": {"notes": "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. The OFR estimates the amount of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 8-90 days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT7LE90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 10.9], ["2013-06-30", 10.7], ["2013-09-30", 11.1], ["2013-12-31", 10.5], ["2014-03-31", 10.2], ["2014-06-30", 10.5], ["2014-09-30", 10.3], ["2014-12-31", 10.2], ["2015-03-31", 9.8], ["2015-06-30", 10.7], ["2015-09-30", 11.2], ["2015-12-31", 12.1], ["2016-03-31", 12.2], ["2016-06-30", 12.3], ["2016-09-30", 12.0], ["2016-12-31", 12.5], ["2017-03-31", 12.6], ["2017-06-30", 12.8], ["2017-09-30", 12.8], ["2017-12-31", 12.9], ["2018-03-31", 13.0], ["2018-06-30", 12.8], ["2018-09-30", 13.2], ["2018-12-31", 13.7], ["2019-03-31", 13.6], ["2019-06-30", 13.7], ["2019-09-30", 14.6], ["2019-12-31", 15.4], ["2020-03-31", 15.9], ["2020-06-30", 16.4], ["2020-09-30", 16.3], ["2020-12-31", 17.0], ["2021-03-31", 18.3], ["2021-06-30", 18.5], ["2021-09-30", 19.2], ["2021-12-31", 19.4], ["2022-03-31", 20.5], ["2022-06-30", 21.9], ["2022-09-30", 22.4], ["2022-12-31", 23.0], ["2023-03-31", 23.7], ["2023-06-30", 22.6], ["2023-09-30", 22.3], ["2023-12-31", 21.3], ["2024-03-31", 21.2], ["2024-06-30", 20.9], ["2024-09-30", 20.4], ["2024-12-31", 20.4], ["2025-03-31", 19.8], ["2025-06-30", 19.8], ["2025-09-30", 19.6], ["2025-12-31", 19.5], ["2026-03-31", 19.5], ["2026-06-30", 19.3]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_PERCENT", "description": {"notes": "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. The OFR estimates the proportion of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 91+ days (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_SUM": {"timeseries": {"aggregation": [["2013-03-31", 420000000000.0], ["2013-06-30", 427000000000.0], ["2013-09-30", 453000000000.0], ["2013-12-31", 456000000000.0], ["2014-03-31", 465000000000.0], ["2014-06-30", 505000000000.0], ["2014-09-30", 506000000000.0], ["2014-12-31", 499000000000.0], ["2015-03-31", 519000000000.0], ["2015-06-30", 562000000000.0], ["2015-09-30", 575000000000.0], ["2015-12-31", 601000000000.0], ["2016-03-31", 606000000000.0], ["2016-06-30", 625000000000.0], ["2016-09-30", 631000000000.0], ["2016-12-31", 652000000000.0], ["2017-03-31", 697000000000.0], ["2017-06-30", 725000000000.0], ["2017-09-30", 751000000000.0], ["2017-12-31", 760000000000.0], ["2018-03-31", 791000000000.0], ["2018-06-30", 810000000000.0], ["2018-09-30", 847000000000.0], ["2018-12-31", 846000000000.0], ["2019-03-31", 888000000000.0], ["2019-06-30", 922000000000.0], ["2019-09-30", 968000000000.0], ["2019-12-31", 1030000000000.0], ["2020-03-31", 989000000000.0], ["2020-06-30", 1052000000000.0], ["2020-09-30", 1110000000000.0], ["2020-12-31", 1204000000000.0], ["2021-03-31", 1327000000000.0], ["2021-06-30", 1458000000000.0], ["2021-09-30", 1597000000000.0], ["2021-12-31", 1616000000000.0], ["2022-03-31", 1690000000000.0], ["2022-06-30", 1737000000000.0], ["2022-09-30", 1729000000000.0], ["2022-12-31", 1797000000000.0], ["2023-03-31", 1903000000000.0], ["2023-06-30", 1909000000000.0], ["2023-09-30", 1951000000000.0], ["2023-12-31", 1963000000000.0], ["2024-03-31", 2008000000000.0], ["2024-06-30", 2013000000000.0], ["2024-09-30", 2130000000000.0], ["2024-12-31", 2091000000000.0], ["2025-03-31", 2167000000000.0], ["2025-06-30", 2337000000000.0], ["2025-09-30", 2394000000000.0], ["2025-12-31", 2451000000000.0], ["2026-03-31", 2498000000000.0], ["2026-06-30", 2674000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_SUM", "description": {"notes": "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. The OFR estimates the amount of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 91+ days (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYGT90_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 39.3], ["2013-06-30", 40.5], ["2013-09-30", 41.0], ["2013-12-31", 38.3], ["2014-03-31", 39.7], ["2014-06-30", 38.8], ["2014-09-30", 39.2], ["2014-12-31", 39.4], ["2015-03-31", 39.9], ["2015-06-30", 39.6], ["2015-09-30", 40.7], ["2015-12-31", 39.0], ["2016-03-31", 40.2], ["2016-06-30", 40.6], ["2016-09-30", 37.4], ["2016-12-31", 39.2], ["2017-03-31", 36.8], ["2017-06-30", 36.5], ["2017-09-30", 35.2], ["2017-12-31", 36.0], ["2018-03-31", 36.9], ["2018-06-30", 37.0], ["2018-09-30", 38.3], ["2018-12-31", 38.5], ["2019-03-31", 37.2], ["2019-06-30", 36.9], ["2019-09-30", 36.9], ["2019-12-31", 34.7], ["2020-03-31", 39.0], ["2020-06-30", 39.4], ["2020-09-30", 35.9], ["2020-12-31", 32.9], ["2021-03-31", 34.2], ["2021-06-30", 33.9], ["2021-09-30", 33.7], ["2021-12-31", 32.6], ["2022-03-31", 35.4], ["2022-06-30", 34.9], ["2022-09-30", 34.1], ["2022-12-31", 33.7], ["2023-03-31", 32.5], ["2023-06-30", 32.3], ["2023-09-30", 33.7], ["2023-12-31", 33.2], ["2024-03-31", 35.2], ["2024-06-30", 34.6], ["2024-09-30", 34.0], ["2024-12-31", 34.2], ["2025-03-31", 37.8], ["2025-06-30", 39.6], ["2025-09-30", 37.6], ["2025-12-31", 36.8], ["2026-03-31", 40.1], ["2026-06-30", 41.2]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_PERCENT", "description": {"notes": "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. The OFR estimates the proportion of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. The OFR adjusts the \u20180-1 day\u2019 category to include unencumbered cash based on SEC Form PF question 33. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 0-1 day (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1517000000000.0], ["2013-06-30", 1611000000000.0], ["2013-09-30", 1681000000000.0], ["2013-12-31", 1658000000000.0], ["2014-03-31", 1810000000000.0], ["2014-06-30", 1860000000000.0], ["2014-09-30", 1922000000000.0], ["2014-12-31", 1925000000000.0], ["2015-03-31", 2107000000000.0], ["2015-06-30", 2077000000000.0], ["2015-09-30", 2096000000000.0], ["2015-12-31", 1935000000000.0], ["2016-03-31", 2006000000000.0], ["2016-06-30", 2066000000000.0], ["2016-09-30", 1958000000000.0], ["2016-12-31", 2044000000000.0], ["2017-03-31", 2027000000000.0], ["2017-06-30", 2073000000000.0], ["2017-09-30", 2072000000000.0], ["2017-12-31", 2121000000000.0], ["2018-03-31", 2252000000000.0], ["2018-06-30", 2337000000000.0], ["2018-09-30", 2466000000000.0], ["2018-12-31", 2379000000000.0], ["2019-03-31", 2421000000000.0], ["2019-06-30", 2478000000000.0], ["2019-09-30", 2447000000000.0], ["2019-12-31", 2325000000000.0], ["2020-03-31", 2434000000000.0], ["2020-06-30", 2520000000000.0], ["2020-09-30", 2453000000000.0], ["2020-12-31", 2339000000000.0], ["2021-03-31", 2471000000000.0], ["2021-06-30", 2676000000000.0], ["2021-09-30", 2805000000000.0], ["2021-12-31", 2716000000000.0], ["2022-03-31", 2921000000000.0], ["2022-06-30", 2762000000000.0], ["2022-09-30", 2630000000000.0], ["2022-12-31", 2637000000000.0], ["2023-03-31", 2610000000000.0], ["2023-06-30", 2726000000000.0], ["2023-09-30", 2958000000000.0], ["2023-12-31", 3060000000000.0], ["2024-03-31", 3337000000000.0], ["2024-06-30", 3330000000000.0], ["2024-09-30", 3547000000000.0], ["2024-12-31", 3505000000000.0], ["2025-03-31", 4130000000000.0], ["2025-06-30", 4682000000000.0], ["2025-09-30", 4591000000000.0], ["2025-12-31", 4633000000000.0], ["2026-03-31", 5124000000000.0], ["2026-06-30", 5711000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_SUM", "description": {"notes": "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. The OFR estimates the amount of gross assets that may be liquidated, assuming no fire-sale discounting, within specified periods reported on SEC Form PF question 32. The OFR adjusts the \u20180-1 day\u2019 category to include unencumbered cash based on SEC Form PF question 33. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: portfolio liquidity 0-1 day (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_PORTFOLIOLIQUIDITYLE1_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE7_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2577000000000.0], ["2013-06-30", 2690000000000.0], ["2013-09-30", 2761000000000.0], ["2013-12-31", 2853000000000.0], ["2014-03-31", 3050000000000.0], ["2014-06-30", 3156000000000.0], ["2014-09-30", 3247000000000.0], ["2014-12-31", 3212000000000.0], ["2015-03-31", 3517000000000.0], ["2015-06-30", 3465000000000.0], ["2015-09-30", 3432000000000.0], ["2015-12-31", 3235000000000.0], ["2016-03-31", 3321000000000.0], ["2016-06-30", 3362000000000.0], ["2016-09-30", 3424000000000.0], ["2016-12-31", 3414000000000.0], ["2017-03-31", 3626000000000.0], ["2017-06-30", 3732000000000.0], ["2017-09-30", 3867000000000.0], ["2017-12-31", 3866000000000.0], ["2018-03-31", 4096000000000.0], ["2018-06-30", 4250000000000.0], ["2018-09-30", 4365000000000.0], ["2018-12-31", 4197000000000.0], ["2019-03-31", 4357000000000.0], ["2019-06-30", 4492000000000.0], ["2019-09-30", 4408000000000.0], ["2019-12-31", 4276000000000.0], ["2020-03-31", 4079000000000.0], ["2020-06-30", 4209000000000.0], ["2020-09-30", 4317000000000.0], ["2020-12-31", 4320000000000.0], ["2021-03-31", 4263000000000.0], ["2021-06-30", 4661000000000.0], ["2021-09-30", 4853000000000.0], ["2021-12-31", 4780000000000.0], ["2022-03-31", 4843000000000.0], ["2022-06-30", 4667000000000.0], ["2022-09-30", 4461000000000.0], ["2022-12-31", 4506000000000.0], ["2023-03-31", 4613000000000.0], ["2023-06-30", 4937000000000.0], ["2023-09-30", 5231000000000.0], ["2023-12-31", 5423000000000.0], ["2024-03-31", 5648000000000.0], ["2024-06-30", 5772000000000.0], ["2024-09-30", 6292000000000.0], ["2024-12-31", 6212000000000.0], ["2025-03-31", 6845000000000.0], ["2025-06-30", 7501000000000.0], ["2025-09-30", 7670000000000.0], ["2025-12-31", 7891000000000.0], ["2026-03-31", 8134000000000.0], ["2026-06-30", 8979000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_PORTFOLIOLIQUIDITYLE7_SUM", "description": {"notes": "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. The amount of weekly portfolio amount is based on SEC Form PF question 32. Weekly portfolio liquidity is an estimate of the amount of gross assets that may be liquidated, assuming no fire-sale discounting, within 7 days. It includes unencumbered cash based on SEC Form PF question 33. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: weekly portfolio liquidity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_RV_OPENPOSITIONS_AVERAGE": {"timeseries": {"aggregation": [["2013-03-31", 1077.0], ["2013-06-30", 869.0], ["2013-09-30", 1049.0], ["2013-12-31", 1067.0], ["2014-03-31", 816.0], ["2014-06-30", 842.0], ["2014-09-30", 1058.0], ["2014-12-31", 1084.0], ["2015-03-31", 904.0], ["2015-06-30", 982.0], ["2015-09-30", 1022.0], ["2015-12-31", 872.0], ["2016-03-31", 953.0], ["2016-06-30", 953.0], ["2016-09-30", 942.0], ["2016-12-31", 987.0], ["2017-03-31", 954.0], ["2017-06-30", 874.0], ["2017-09-30", 813.0], ["2017-12-31", 1005.0], ["2018-03-31", 911.0], ["2018-06-30", 940.0], ["2018-09-30", 929.0], ["2018-12-31", 1001.0], ["2019-03-31", 1039.0], ["2019-06-30", 1149.0], ["2019-09-30", 1315.0], ["2019-12-31", 1326.0], ["2020-03-31", 1294.0], ["2020-06-30", 1240.0], ["2020-09-30", 1061.0], ["2020-12-31", 1015.0], ["2021-03-31", 908.0], ["2021-06-30", 900.0], ["2021-09-30", 1003.0], ["2021-12-31", 921.0], ["2022-03-31", 1022.0], ["2022-06-30", 1021.0], ["2022-09-30", 987.0], ["2022-12-31", 977.0], ["2023-03-31", 1028.0], ["2023-06-30", 1089.0], ["2023-09-30", 1043.0], ["2023-12-31", 1171.0], ["2024-03-31", 1242.0], ["2024-06-30", 1422.0], ["2024-09-30", 1372.0], ["2024-12-31", 1322.0], ["2025-03-31", 1494.0], ["2025-06-30", 1567.0], ["2025-09-30", 1722.0], ["2025-12-31", 1686.0], ["2026-03-31", 1786.0], ["2026-06-30", 1962.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RV_OPENPOSITIONS_AVERAGE", "description": {"notes": "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. The average number of open positions is based on SEC Form PF question 34. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: open positions (equal-weighted average count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_RFDOWN75BPS_P5": {"timeseries": {"aggregation": [["2013-03-31", -7.0], ["2013-06-30", -3.0], ["2013-09-30", null], ["2013-12-31", -4.5], ["2014-03-31", -3.9], ["2014-06-30", -3.4], ["2014-09-30", -4.0], ["2014-12-31", -4.0], ["2015-03-31", -4.0], ["2015-06-30", -4.0], ["2015-09-30", -2.0], ["2015-12-31", -2.0], ["2016-03-31", -3.0], ["2016-06-30", -4.0], ["2016-09-30", -4.0], ["2016-12-31", -5.0], ["2017-03-31", -5.8], ["2017-06-30", -6.0], ["2017-09-30", -6.0], ["2017-12-31", -8.0], ["2018-03-31", -7.0], ["2018-06-30", -6.0], ["2018-09-30", -7.0], ["2018-12-31", -4.0], ["2019-03-31", -4.0], ["2019-06-30", -5.0], ["2019-09-30", -6.0], ["2019-12-31", -6.0], ["2020-03-31", -2.0], ["2020-06-30", -5.0], ["2020-09-30", -3.0], ["2020-12-31", -3.0], ["2021-03-31", -7.0], ["2021-06-30", -8.0], ["2021-09-30", -6.0], ["2021-12-31", -6.0], ["2022-03-31", -7.0], ["2022-06-30", -5.0], ["2022-09-30", -5.0], ["2022-12-31", -6.0], ["2023-03-31", -3.0], ["2023-06-30", -7.0], ["2023-09-30", -10.0], ["2023-12-31", -3.0], ["2024-03-31", -6.0], ["2024-06-30", -5.8], ["2024-09-30", -3.0], ["2024-12-31", -4.0], ["2025-03-31", -2.0], ["2025-06-30", -3.0], ["2025-09-30", -3.0], ["2025-12-31", -3.0], ["2026-03-31", -5.0], ["2026-06-30", -5.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RFDOWN75BPS_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in risk-free rates. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 75 basis point decrease in risk free rates (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_RFDOWN75BPS_P50": {"timeseries": {"aggregation": [["2013-03-31", 1.0], ["2013-06-30", 1.0], ["2013-09-30", 1.0], ["2013-12-31", 1.0], ["2014-03-31", 1.0], ["2014-06-30", 1.0], ["2014-09-30", 1.0], ["2014-12-31", 1.0], ["2015-03-31", 1.0], ["2015-06-30", 1.0], ["2015-09-30", 1.0], ["2015-12-31", 1.0], ["2016-03-31", 1.0], ["2016-06-30", 1.0], ["2016-09-30", 1.0], ["2016-12-31", 1.0], ["2017-03-31", 1.0], ["2017-06-30", 1.0], ["2017-09-30", 1.0], ["2017-12-31", 1.0], ["2018-03-31", 1.0], ["2018-06-30", 1.0], ["2018-09-30", 1.0], ["2018-12-31", 1.0], ["2019-03-31", 1.0], ["2019-06-30", 1.0], ["2019-09-30", 1.0], ["2019-12-31", 1.0], ["2020-03-31", 1.0], ["2020-06-30", 1.0], ["2020-09-30", 1.0], ["2020-12-31", 1.0], ["2021-03-31", 1.0], ["2021-06-30", 1.0], ["2021-09-30", 1.0], ["2021-12-31", 1.0], ["2022-03-31", 1.0], ["2022-06-30", 1.0], ["2022-09-30", 1.0], ["2022-12-31", 1.0], ["2023-03-31", 1.0], ["2023-06-30", 1.0], ["2023-09-30", 1.0], ["2023-12-31", 1.0], ["2024-03-31", 1.0], ["2024-06-30", 1.0], ["2024-09-30", 1.0], ["2024-12-31", 1.0], ["2025-03-31", 1.0], ["2025-06-30", 2.0], ["2025-09-30", 1.0], ["2025-12-31", 1.0], ["2026-03-31", 1.0], ["2026-06-30", 1.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RFDOWN75BPS_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in risk-free rates. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 75 basis point decrease in risk free rates (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_RFUP75BPS_P5": {"timeseries": {"aggregation": [["2013-03-31", -11.3], ["2013-06-30", -7.0], ["2013-09-30", -9.0], ["2013-12-31", -9.0], ["2014-03-31", null], ["2014-06-30", -13.0], ["2014-09-30", -11.0], ["2014-12-31", -9.0], ["2015-03-31", -8.0], ["2015-06-30", -7.0], ["2015-09-30", -10.0], ["2015-12-31", -8.0], ["2016-03-31", -8.0], ["2016-06-30", -9.0], ["2016-09-30", -8.0], ["2016-12-31", -6.8], ["2017-03-31", -6.8], ["2017-06-30", -9.0], ["2017-09-30", -8.0], ["2017-12-31", -8.0], ["2018-03-31", -8.3], ["2018-06-30", -9.1], ["2018-09-30", -8.0], ["2018-12-31", -11.4], ["2019-03-31", -11.4], ["2019-06-30", -13.0], ["2019-09-30", -12.0], ["2019-12-31", -11.0], ["2020-03-31", -13.0], ["2020-06-30", null], ["2020-09-30", -13.0], ["2020-12-31", -11.0], ["2021-03-31", -11.0], ["2021-06-30", -12.0], ["2021-09-30", -10.0], ["2021-12-31", -9.0], ["2022-03-31", null], ["2022-06-30", null], ["2022-09-30", -9.0], ["2022-12-31", null], ["2023-03-31", -8.0], ["2023-06-30", -8.0], ["2023-09-30", null], ["2023-12-31", -9.0], ["2024-03-31", -9.0], ["2024-06-30", -8.0], ["2024-09-30", -11.8], ["2024-12-31", -10.0], ["2025-03-31", null], ["2025-06-30", null], ["2025-09-30", -10.0], ["2025-12-31", -10.0], ["2026-03-31", -8.0], ["2026-06-30", -8.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RFUP75BPS_P5", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in risk-free rates. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (5th percentile) for a 75 basis point increase in risk free rates (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_RFUP75BPS_P50": {"timeseries": {"aggregation": [["2013-03-31", -1.0], ["2013-06-30", -1.0], ["2013-09-30", -1.0], ["2013-12-31", -1.0], ["2014-03-31", -1.0], ["2014-06-30", -1.0], ["2014-09-30", -1.0], ["2014-12-31", -1.0], ["2015-03-31", -1.0], ["2015-06-30", -1.0], ["2015-09-30", -1.0], ["2015-12-31", -1.0], ["2016-03-31", -1.0], ["2016-06-30", -1.0], ["2016-09-30", -1.0], ["2016-12-31", -1.0], ["2017-03-31", -1.0], ["2017-06-30", -1.0], ["2017-09-30", -1.0], ["2017-12-31", -1.0], ["2018-03-31", -1.0], ["2018-06-30", -1.0], ["2018-09-30", -1.0], ["2018-12-31", -1.0], ["2019-03-31", -1.0], ["2019-06-30", -1.0], ["2019-09-30", -1.0], ["2019-12-31", -1.0], ["2020-03-31", -1.0], ["2020-06-30", -1.0], ["2020-09-30", -1.0], ["2020-12-31", -1.0], ["2021-03-31", -1.0], ["2021-06-30", -1.0], ["2021-09-30", -1.0], ["2021-12-31", -1.0], ["2022-03-31", -1.0], ["2022-06-30", -1.0], ["2022-09-30", -1.0], ["2022-12-31", -1.0], ["2023-03-31", -1.0], ["2023-06-30", -1.0], ["2023-09-30", -1.0], ["2023-12-31", -1.0], ["2024-03-31", -1.0], ["2024-06-30", -1.0], ["2024-09-30", -1.0], ["2024-12-31", -1.0], ["2025-03-31", -1.0], ["2025-06-30", -2.0], ["2025-09-30", -1.0], ["2025-12-31", -1.0], ["2026-03-31", -1.0], ["2026-06-30", -1.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RFUP75BPS_P50", "description": {"notes": "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. The effect is the net gain or loss, as a percent of net assets, of long minus short exposures as reported in SEC Form PF question 42. This question measures the effect on hedge funds\u2019 portfolios for a hypothetical change in risk-free rates. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Stress test: effect on net assets (50th percentile) for a 75 basis point increase in risk free rates (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-ALLQHF_RNT_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 357.0], ["2013-06-30", 372.0], ["2013-09-30", 375.0], ["2013-12-31", 378.0], ["2014-03-31", 391.0], ["2014-06-30", 397.0], ["2014-09-30", 419.0], ["2014-12-31", 427.0], ["2015-03-31", 466.0], ["2015-06-30", 459.0], ["2015-09-30", 454.0], ["2015-12-31", 475.0], ["2016-03-31", 450.0], ["2016-06-30", 425.0], ["2016-09-30", 418.0], ["2016-12-31", 418.0], ["2017-03-31", 452.0], ["2017-06-30", 445.0], ["2017-09-30", 454.0], ["2017-12-31", 441.0], ["2018-03-31", 440.0], ["2018-06-30", 461.0], ["2018-09-30", 457.0], ["2018-12-31", 461.0], ["2019-03-31", 482.0], ["2019-06-30", 455.0], ["2019-09-30", 455.0], ["2019-12-31", 472.0], ["2020-03-31", 498.0], ["2020-06-30", 465.0], ["2020-09-30", 494.0], ["2020-12-31", 519.0], ["2021-03-31", 556.0], ["2021-06-30", 581.0], ["2021-09-30", 631.0], ["2021-12-31", 666.0], ["2022-03-31", 660.0], ["2022-06-30", 668.0], ["2022-09-30", 650.0], ["2022-12-31", 649.0], ["2023-03-31", 649.0], ["2023-06-30", 676.0], ["2023-09-30", 688.0], ["2023-12-31", 669.0], ["2024-03-31", 743.0], ["2024-06-30", 637.0], ["2024-09-30", 645.0], ["2024-12-31", 636.0], ["2025-03-31", 639.0], ["2025-06-30", 656.0], ["2025-09-30", 653.0], ["2025-12-31", 652.0], ["2026-03-31", 676.0], ["2026-06-30", 691.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RNT_COUNT", "description": {"notes": "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. Counts are based on SEC Form PF question 42. Hedge funds are asked to report the results of stress tests for any market factor (e.g., equity prices, risk-free rates, credit spreads, etc.) that they regularly consider in formal testing as part of their risk management. They are allowed to omit a response for market factors that they do not regularly consider in their formal stress testing and deem not relevant. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: funds that report no stress tests and at least one relevant (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_RT_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 738.0], ["2013-06-30", 748.0], ["2013-09-30", 812.0], ["2013-12-31", 833.0], ["2014-03-31", 868.0], ["2014-06-30", 887.0], ["2014-09-30", 869.0], ["2014-12-31", 931.0], ["2015-03-31", 927.0], ["2015-06-30", 941.0], ["2015-09-30", 977.0], ["2015-12-31", 981.0], ["2016-03-31", 974.0], ["2016-06-30", 989.0], ["2016-09-30", 984.0], ["2016-12-31", 995.0], ["2017-03-31", 996.0], ["2017-06-30", 1013.0], ["2017-09-30", 1018.0], ["2017-12-31", 1077.0], ["2018-03-31", 1075.0], ["2018-06-30", 1083.0], ["2018-09-30", 1104.0], ["2018-12-31", 1082.0], ["2019-03-31", 1037.0], ["2019-06-30", 1038.0], ["2019-09-30", 1048.0], ["2019-12-31", 1029.0], ["2020-03-31", 1014.0], ["2020-06-30", 1023.0], ["2020-09-30", 992.0], ["2020-12-31", 944.0], ["2021-03-31", 963.0], ["2021-06-30", 1009.0], ["2021-09-30", 1026.0], ["2021-12-31", 1036.0], ["2022-03-31", 1041.0], ["2022-06-30", 1030.0], ["2022-09-30", 1031.0], ["2022-12-31", 1025.0], ["2023-03-31", 1016.0], ["2023-06-30", 1038.0], ["2023-09-30", 1028.0], ["2023-12-31", 1022.0], ["2024-03-31", 967.0], ["2024-06-30", 978.0], ["2024-09-30", 1013.0], ["2024-12-31", 985.0], ["2025-03-31", 1000.0], ["2025-06-30", 1018.0], ["2025-09-30", 1047.0], ["2025-12-31", 1056.0], ["2026-03-31", 1107.0], ["2026-06-30", 1130.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_RT_COUNT", "description": {"notes": "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. Counts are based on SEC Form PF question 42. Hedge funds are asked to report the results of stress tests for any market factor (e.g., equity prices, risk-free rates, credit spreads, etc.) that they regularly consider in formal testing as part of their risk management. They are allowed to omit a response for market factors that they do not regularly consider in their formal stress testing and deem not relevant. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: funds that report at least one stress test (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ALLQHF_SIDEPOCKET_SUM": {"timeseries": {"aggregation": [["2013-03-31", 40000000000.0], ["2013-06-30", 41000000000.0], ["2013-09-30", 40000000000.0], ["2013-12-31", 37000000000.0], ["2014-03-31", 37000000000.0], ["2014-06-30", 42000000000.0], ["2014-09-30", 39000000000.0], ["2014-12-31", 39000000000.0], ["2015-03-31", 37000000000.0], ["2015-06-30", 38000000000.0], ["2015-09-30", 35000000000.0], ["2015-12-31", 37000000000.0], ["2016-03-31", 38000000000.0], ["2016-06-30", 37000000000.0], ["2016-09-30", 38000000000.0], ["2016-12-31", 38000000000.0], ["2017-03-31", 39000000000.0], ["2017-06-30", 38000000000.0], ["2017-09-30", 39000000000.0], ["2017-12-31", 39000000000.0], ["2018-03-31", 41000000000.0], ["2018-06-30", 41000000000.0], ["2018-09-30", 39000000000.0], ["2018-12-31", 42000000000.0], ["2019-03-31", 42000000000.0], ["2019-06-30", 42000000000.0], ["2019-09-30", 45000000000.0], ["2019-12-31", 47000000000.0], ["2020-03-31", 47000000000.0], ["2020-06-30", 54000000000.0], ["2020-09-30", 61000000000.0], ["2020-12-31", 73000000000.0], ["2021-03-31", 89000000000.0], ["2021-06-30", 100000000000.0], ["2021-09-30", 110000000000.0], ["2021-12-31", 113000000000.0], ["2022-03-31", 111000000000.0], ["2022-06-30", 97000000000.0], ["2022-09-30", 96000000000.0], ["2022-12-31", 90000000000.0], ["2023-03-31", 87000000000.0], ["2023-06-30", 90000000000.0], ["2023-09-30", 86000000000.0], ["2023-12-31", 89000000000.0], ["2024-03-31", 95000000000.0], ["2024-06-30", 89000000000.0], ["2024-09-30", 90000000000.0], ["2024-12-31", 96000000000.0], ["2025-03-31", 96000000000.0], ["2025-06-30", 98000000000.0], ["2025-09-30", 103000000000.0], ["2025-12-31", 113000000000.0], ["2026-03-31", 117000000000.0], ["2026-06-30", 146000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_SIDEPOCKET_SUM", "description": {"notes": "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. Values are net assets (SEC Form PF question 9) currently in a side-pocket arrangement based on SEC Form PF question 48(a). A side-pocket is a specialized account used by hedge fund advisers to manage the complexities of illiquid, hard-to-value, and high-risk assets. Values do not include assets that might be moved to a side-pocket in the future. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets subject to side-pockets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_USGSIB_SUM": {"timeseries": {"aggregation": [["2013-03-31", 624000000000.0], ["2013-06-30", 640000000000.0], ["2013-09-30", 662000000000.0], ["2013-12-31", 659000000000.0], ["2014-03-31", 716000000000.0], ["2014-06-30", 690000000000.0], ["2014-09-30", 692000000000.0], ["2014-12-31", 772000000000.0], ["2015-03-31", 810000000000.0], ["2015-06-30", 873000000000.0], ["2015-09-30", 890000000000.0], ["2015-12-31", 847000000000.0], ["2016-03-31", 885000000000.0], ["2016-06-30", 849000000000.0], ["2016-09-30", 954000000000.0], ["2016-12-31", 955000000000.0], ["2017-03-31", 995000000000.0], ["2017-06-30", 1021000000000.0], ["2017-09-30", 1034000000000.0], ["2017-12-31", 1047000000000.0], ["2018-03-31", 1114000000000.0], ["2018-06-30", 1218000000000.0], ["2018-09-30", 1241000000000.0], ["2018-12-31", 1205000000000.0], ["2019-03-31", 1367000000000.0], ["2019-06-30", 1421000000000.0], ["2019-09-30", 1389000000000.0], ["2019-12-31", 1428000000000.0], ["2020-03-31", 1269000000000.0], ["2020-06-30", 1296000000000.0], ["2020-09-30", 1432000000000.0], ["2020-12-31", 1514000000000.0], ["2021-03-31", 1579000000000.0], ["2021-06-30", 1794000000000.0], ["2021-09-30", 1814000000000.0], ["2021-12-31", 1875000000000.0], ["2022-03-31", 1775000000000.0], ["2022-06-30", 1719000000000.0], ["2022-09-30", 1692000000000.0], ["2022-12-31", 1760000000000.0], ["2023-03-31", 1872000000000.0], ["2023-06-30", 1941000000000.0], ["2023-09-30", 1983000000000.0], ["2023-12-31", 2180000000000.0], ["2024-03-31", 2350000000000.0], ["2024-06-30", 2425000000000.0], ["2024-09-30", 2606000000000.0], ["2024-12-31", 2585000000000.0], ["2025-03-31", 2838000000000.0], ["2025-06-30", 3243000000000.0], ["2025-09-30", 3293000000000.0], ["2025-12-31", 3316000000000.0], ["2026-03-31", 3298000000000.0], ["2026-06-30", 3629000000000.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_USGSIB_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 47. Question 47 excludes creditors that represent less than 5% of net assets for a given reporting hedge fund. G-SIBs are global systemically important banks. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: borrowing from U.S. G-SIBs (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ALLQHF_YES_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 455.0], ["2013-06-30", 462.0], ["2013-09-30", 506.0], ["2013-12-31", 515.0], ["2014-03-31", 543.0], ["2014-06-30", 555.0], ["2014-09-30", 531.0], ["2014-12-31", 570.0], ["2015-03-31", 587.0], ["2015-06-30", 599.0], ["2015-09-30", 612.0], ["2015-12-31", 620.0], ["2016-03-31", 614.0], ["2016-06-30", 614.0], ["2016-09-30", 617.0], ["2016-12-31", 626.0], ["2017-03-31", 640.0], ["2017-06-30", 649.0], ["2017-09-30", 650.0], ["2017-12-31", 658.0], ["2018-03-31", 656.0], ["2018-06-30", 668.0], ["2018-09-30", 679.0], ["2018-12-31", 672.0], ["2019-03-31", 671.0], ["2019-06-30", 657.0], ["2019-09-30", 658.0], ["2019-12-31", 660.0], ["2020-03-31", 657.0], ["2020-06-30", 657.0], ["2020-09-30", 623.0], ["2020-12-31", 606.0], ["2021-03-31", 589.0], ["2021-06-30", 648.0], ["2021-09-30", 656.0], ["2021-12-31", 675.0], ["2022-03-31", 676.0], ["2022-06-30", 644.0], ["2022-09-30", 682.0], ["2022-12-31", 638.0], ["2023-03-31", 614.0], ["2023-06-30", 644.0], ["2023-09-30", 632.0], ["2023-12-31", 615.0], ["2024-03-31", 609.0], ["2024-06-30", 635.0], ["2024-09-30", 658.0], ["2024-12-31", 647.0], ["2025-03-31", 639.0], ["2025-06-30", 645.0], ["2025-09-30", 658.0], ["2025-12-31", 678.0], ["2026-03-31", 710.0], ["2026-06-30", 735.0]]}, "metadata": {"mnemonic": "FPF-ALLQHF_YES_COUNT", "description": {"notes": "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. Counts are based on SEC Form PF questions 40(a) and 41. Reporting funds disclose in question 40(a) if they regularly calculate VaR, or value at risk. VaR measures the maximum loss that a portfolio or investment is expected to suffer over a given time period at a specified confidence level. Many reporting funds use risk metrics other than, or in addition to, VaR. This information is disclosed in question 41. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: calculates VaR (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-ASSETCLASS_CREDIT_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 588000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to credit cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_CREDIT_GNE_SUM", "FPF-ASSETCLASS_CREDIT_LGNE_SUM", "FPF-ASSETCLASS_CREDIT_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_CREDIT_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 68.1], ["2014-06-30", 38.5], ["2014-09-30", 33.0], ["2014-12-31", -1.5], ["2015-03-31", -26.0], ["2015-06-30", -15.0], ["2015-09-30", -19.6], ["2015-12-31", -20.1], ["2016-03-31", -13.2], ["2016-06-30", -21.1], ["2016-09-30", -14.9], ["2016-12-31", -6.0], ["2017-03-31", -6.9], ["2017-06-30", 15.3], ["2017-09-30", 19.2], ["2017-12-31", 15.0], ["2018-03-31", 17.1], ["2018-06-30", 4.8], ["2018-09-30", -4.1], ["2018-12-31", 5.7], ["2019-03-31", 8.5], ["2019-06-30", 7.0], ["2019-09-30", 6.4], ["2019-12-31", 1.8], ["2020-03-31", -18.2], ["2020-06-30", -10.4], ["2020-09-30", -1.9], ["2020-12-31", 3.8], ["2021-03-31", 37.3], ["2021-06-30", 32.1], ["2021-09-30", 28.1], ["2021-12-31", 21.5], ["2022-03-31", 6.1], ["2022-06-30", 4.1], ["2022-09-30", -4.7], ["2022-12-31", -4.8], ["2023-03-31", 0.5], ["2023-06-30", 8.6], ["2023-09-30", 16.8], ["2023-12-31", 16.3], ["2024-03-31", 20.8], ["2024-06-30", 16.1], ["2024-09-30", 18.7], ["2024-12-31", 13.9], ["2025-03-31", 14.0], ["2025-06-30", 13.0], ["2025-09-30", 18.4], ["2025-12-31", 24.3], ["2026-03-31", 25.6], ["2026-06-30", 23.7]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to credit (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_CREDIT_GNE_SUM", "FPF-ASSETCLASS_CREDIT_LGNE_SUM", "FPF-ASSETCLASS_CREDIT_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_CREDIT_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1135000000000.0], ["2013-06-30", 1178000000000.0], ["2013-09-30", 1254000000000.0], ["2013-12-31", 1501000000000.0], ["2014-03-31", 1908000000000.0], ["2014-06-30", 1631000000000.0], ["2014-09-30", 1668000000000.0], ["2014-12-31", 1478000000000.0], ["2015-03-31", 1412000000000.0], ["2015-06-30", 1386000000000.0], ["2015-09-30", 1341000000000.0], ["2015-12-31", 1181000000000.0], ["2016-03-31", 1226000000000.0], ["2016-06-30", 1093000000000.0], ["2016-09-30", 1141000000000.0], ["2016-12-31", 1110000000000.0], ["2017-03-31", 1141000000000.0], ["2017-06-30", 1260000000000.0], ["2017-09-30", 1360000000000.0], ["2017-12-31", 1277000000000.0], ["2018-03-31", 1336000000000.0], ["2018-06-30", 1320000000000.0], ["2018-09-30", 1304000000000.0], ["2018-12-31", 1350000000000.0], ["2019-03-31", 1450000000000.0], ["2019-06-30", 1413000000000.0], ["2019-09-30", 1388000000000.0], ["2019-12-31", 1374000000000.0], ["2020-03-31", 1186000000000.0], ["2020-06-30", 1266000000000.0], ["2020-09-30", 1362000000000.0], ["2020-12-31", 1426000000000.0], ["2021-03-31", 1628000000000.0], ["2021-06-30", 1672000000000.0], ["2021-09-30", 1745000000000.0], ["2021-12-31", 1732000000000.0], ["2022-03-31", 1728000000000.0], ["2022-06-30", 1740000000000.0], ["2022-09-30", 1663000000000.0], ["2022-12-31", 1649000000000.0], ["2023-03-31", 1736000000000.0], ["2023-06-30", 1890000000000.0], ["2023-09-30", 1942000000000.0], ["2023-12-31", 1918000000000.0], ["2024-03-31", 2097000000000.0], ["2024-06-30", 2194000000000.0], ["2024-09-30", 2306000000000.0], ["2024-12-31", 2185000000000.0], ["2025-03-31", 2391000000000.0], ["2025-06-30", 2480000000000.0], ["2025-09-30", 2730000000000.0], ["2025-12-31", 2717000000000.0], ["2026-03-31", 3003000000000.0], ["2026-06-30", 3068000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to credit (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_CREDIT_GNE_CHANGE", "FPF-ASSETCLASS_CREDIT_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_CREDIT_LGNE_SUM", "FPF-ASSETCLASS_CREDIT_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_CREDIT_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 637000000000.0], ["2013-06-30", 673000000000.0], ["2013-09-30", 722000000000.0], ["2013-12-31", 873000000000.0], ["2014-03-31", 1067000000000.0], ["2014-06-30", 959000000000.0], ["2014-09-30", 963000000000.0], ["2014-12-31", 888000000000.0], ["2015-03-31", 875000000000.0], ["2015-06-30", 860000000000.0], ["2015-09-30", 828000000000.0], ["2015-12-31", 735000000000.0], ["2016-03-31", 775000000000.0], ["2016-06-30", 703000000000.0], ["2016-09-30", 760000000000.0], ["2016-12-31", 748000000000.0], ["2017-03-31", 767000000000.0], ["2017-06-30", 838000000000.0], ["2017-09-30", 879000000000.0], ["2017-12-31", 840000000000.0], ["2018-03-31", 861000000000.0], ["2018-06-30", 871000000000.0], ["2018-09-30", 867000000000.0], ["2018-12-31", 852000000000.0], ["2019-03-31", 944000000000.0], ["2019-06-30", 925000000000.0], ["2019-09-30", 941000000000.0], ["2019-12-31", 978000000000.0], ["2020-03-31", 833000000000.0], ["2020-06-30", 925000000000.0], ["2020-09-30", 996000000000.0], ["2020-12-31", 1044000000000.0], ["2021-03-31", 1167000000000.0], ["2021-06-30", 1212000000000.0], ["2021-09-30", 1240000000000.0], ["2021-12-31", 1217000000000.0], ["2022-03-31", 1201000000000.0], ["2022-06-30", 1161000000000.0], ["2022-09-30", 1129000000000.0], ["2022-12-31", 1197000000000.0], ["2023-03-31", 1229000000000.0], ["2023-06-30", 1328000000000.0], ["2023-09-30", 1360000000000.0], ["2023-12-31", 1357000000000.0], ["2024-03-31", 1481000000000.0], ["2024-06-30", 1506000000000.0], ["2024-09-30", 1575000000000.0], ["2024-12-31", 1507000000000.0], ["2025-03-31", 1598000000000.0], ["2025-06-30", 1671000000000.0], ["2025-09-30", 1829000000000.0], ["2025-12-31", 1808000000000.0], ["2026-03-31", 1913000000000.0], ["2026-06-30", 2011000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to credit (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_CREDIT_GNE_CHANGE", "FPF-ASSETCLASS_CREDIT_GNE_PCTCHANGE", "FPF-ASSETCLASS_CREDIT_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_CREDIT_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 32.2], ["2013-06-30", 35.6], ["2013-09-30", 37.9], ["2013-12-31", 43.1], ["2014-03-31", 51.0], ["2014-06-30", 40.4], ["2014-09-30", 42.6], ["2014-12-31", 38.6], ["2015-03-31", 34.0], ["2015-06-30", 33.2], ["2015-09-30", 33.6], ["2015-12-31", 28.5], ["2016-03-31", 28.4], ["2016-06-30", 25.3], ["2016-09-30", 25.9], ["2016-12-31", 24.4], ["2017-03-31", 23.8], ["2017-06-30", 24.9], ["2017-09-30", 28.2], ["2017-12-31", 28.1], ["2018-03-31", 26.6], ["2018-06-30", 24.0], ["2018-09-30", 25.5], ["2018-12-31", null], ["2019-03-31", 24.8], ["2019-06-30", 23.2], ["2019-09-30", 22.3], ["2019-12-31", 20.8], ["2020-03-31", 22.4], ["2020-06-30", 22.1], ["2020-09-30", 20.7], ["2020-12-31", 21.5], ["2021-03-31", 23.1], ["2021-06-30", 22.3], ["2021-09-30", 24.5], ["2021-12-31", 22.7], ["2022-03-31", 22.3], ["2022-06-30", 22.4], ["2022-09-30", 21.5], ["2022-12-31", 22.0], ["2023-03-31", 22.1], ["2023-06-30", 22.3], ["2023-09-30", 22.9], ["2023-12-31", 22.0], ["2024-03-31", 22.8], ["2024-06-30", 22.2], ["2024-09-30", 24.4], ["2024-12-31", 21.1], ["2025-03-31", 25.4], ["2025-06-30", 25.5], ["2025-09-30", 26.2], ["2025-12-31", 23.5], ["2026-03-31", 25.4], ["2026-06-30", 22.3]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including\u00a0collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to credit (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_CREDIT_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 498000000000.0], ["2013-06-30", 505000000000.0], ["2013-09-30", 532000000000.0], ["2013-12-31", 628000000000.0], ["2014-03-31", 841000000000.0], ["2014-06-30", 672000000000.0], ["2014-09-30", 705000000000.0], ["2014-12-31", 590000000000.0], ["2015-03-31", 537000000000.0], ["2015-06-30", 526000000000.0], ["2015-09-30", 513000000000.0], ["2015-12-31", 446000000000.0], ["2016-03-31", 451000000000.0], ["2016-06-30", 390000000000.0], ["2016-09-30", 381000000000.0], ["2016-12-31", 362000000000.0], ["2017-03-31", 374000000000.0], ["2017-06-30", 422000000000.0], ["2017-09-30", 481000000000.0], ["2017-12-31", 437000000000.0], ["2018-03-31", 475000000000.0], ["2018-06-30", 449000000000.0], ["2018-09-30", 437000000000.0], ["2018-12-31", 498000000000.0], ["2019-03-31", 506000000000.0], ["2019-06-30", 488000000000.0], ["2019-09-30", 447000000000.0], ["2019-12-31", 396000000000.0], ["2020-03-31", 353000000000.0], ["2020-06-30", 341000000000.0], ["2020-09-30", 366000000000.0], ["2020-12-31", 382000000000.0], ["2021-03-31", 461000000000.0], ["2021-06-30", 460000000000.0], ["2021-09-30", 505000000000.0], ["2021-12-31", 515000000000.0], ["2022-03-31", 527000000000.0], ["2022-06-30", 579000000000.0], ["2022-09-30", 534000000000.0], ["2022-12-31", 452000000000.0], ["2023-03-31", 507000000000.0], ["2023-06-30", 562000000000.0], ["2023-09-30", 582000000000.0], ["2023-12-31", 561000000000.0], ["2024-03-31", 616000000000.0], ["2024-06-30", 688000000000.0], ["2024-09-30", 731000000000.0], ["2024-12-31", 678000000000.0], ["2025-03-31", 793000000000.0], ["2025-06-30", 809000000000.0], ["2025-09-30", 901000000000.0], ["2025-12-31", 909000000000.0], ["2026-03-31", 1090000000000.0], ["2026-06-30", 1057000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_CREDIT_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The credit asset class includes corporate bonds, leveraged loans, credit default swaps, and structured credit products, including collateralized debt obligations and collateralized loan obligations. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to credit (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_CREDIT_GNE_CHANGE", "FPF-ASSETCLASS_CREDIT_GNE_PCTCHANGE", "FPF-ASSETCLASS_CREDIT_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_EQUITIES_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 2926000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITIES_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to equity cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_EQUITIES_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2233000000000.0], ["2013-06-30", 2242000000000.0], ["2013-09-30", 2403000000000.0], ["2013-12-31", 2772000000000.0], ["2014-03-31", 2826000000000.0], ["2014-06-30", 2999000000000.0], ["2014-09-30", 3001000000000.0], ["2014-12-31", 3038000000000.0], ["2015-03-31", 3211000000000.0], ["2015-06-30", 3361000000000.0], ["2015-09-30", 3033000000000.0], ["2015-12-31", 3057000000000.0], ["2016-03-31", 3005000000000.0], ["2016-06-30", 3004000000000.0], ["2016-09-30", 3218000000000.0], ["2016-12-31", 3231000000000.0], ["2017-03-31", 3489000000000.0], ["2017-06-30", 3629000000000.0], ["2017-09-30", 3816000000000.0], ["2017-12-31", 3966000000000.0], ["2018-03-31", 4057000000000.0], ["2018-06-30", 4093000000000.0], ["2018-09-30", 4073000000000.0], ["2018-12-31", 3409000000000.0], ["2019-03-31", 3794000000000.0], ["2019-06-30", 3918000000000.0], ["2019-09-30", 3966000000000.0], ["2019-12-31", 4289000000000.0], ["2020-03-31", 3190000000000.0], ["2020-06-30", 3685000000000.0], ["2020-09-30", 3981000000000.0], ["2020-12-31", 4511000000000.0], ["2021-03-31", 5006000000000.0], ["2021-06-30", 5325000000000.0], ["2021-09-30", 5261000000000.0], ["2021-12-31", 5297000000000.0], ["2022-03-31", 5227000000000.0], ["2022-06-30", 4523000000000.0], ["2022-09-30", 4379000000000.0], ["2022-12-31", 4519000000000.0], ["2023-03-31", 4737000000000.0], ["2023-06-30", 5051000000000.0], ["2023-09-30", 5066000000000.0], ["2023-12-31", 5224000000000.0], ["2024-03-31", 5695000000000.0], ["2024-06-30", 5770000000000.0], ["2024-09-30", 6096000000000.0], ["2024-12-31", 6179000000000.0], ["2025-03-31", 6376000000000.0], ["2025-06-30", 7389000000000.0], ["2025-09-30", 7969000000000.0], ["2025-12-31", 8148000000000.0], ["2026-03-31", 8352000000000.0], ["2026-06-30", 10315000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to equity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_EQUITIES_LGNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM", "FPF-ASSETCLASS_LEQYDERIV_SUM", "FPF-ASSETCLASS_LEQYSEC_SUM", "FPF-ASSETCLASS_SEQYDERIV_SUM", "FPF-ASSETCLASS_SEQYSEC_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_EQUITIES_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1448000000000.0], ["2013-06-30", 1460000000000.0], ["2013-09-30", 1584000000000.0], ["2013-12-31", 1841000000000.0], ["2014-03-31", 1841000000000.0], ["2014-06-30", 1987000000000.0], ["2014-09-30", 1980000000000.0], ["2014-12-31", 2013000000000.0], ["2015-03-31", 2125000000000.0], ["2015-06-30", 2227000000000.0], ["2015-09-30", 1954000000000.0], ["2015-12-31", 1982000000000.0], ["2016-03-31", 1929000000000.0], ["2016-06-30", 1935000000000.0], ["2016-09-30", 2086000000000.0], ["2016-12-31", 2096000000000.0], ["2017-03-31", 2285000000000.0], ["2017-06-30", 2363000000000.0], ["2017-09-30", 2506000000000.0], ["2017-12-31", 2654000000000.0], ["2018-03-31", 2644000000000.0], ["2018-06-30", 2656000000000.0], ["2018-09-30", 2636000000000.0], ["2018-12-31", 2201000000000.0], ["2019-03-31", 2466000000000.0], ["2019-06-30", 2564000000000.0], ["2019-09-30", 2581000000000.0], ["2019-12-31", 2858000000000.0], ["2020-03-31", 2080000000000.0], ["2020-06-30", 2406000000000.0], ["2020-09-30", 2632000000000.0], ["2020-12-31", 3022000000000.0], ["2021-03-31", 3434000000000.0], ["2021-06-30", 3606000000000.0], ["2021-09-30", 3550000000000.0], ["2021-12-31", 3612000000000.0], ["2022-03-31", 3564000000000.0], ["2022-06-30", 2971000000000.0], ["2022-09-30", 2832000000000.0], ["2022-12-31", 2963000000000.0], ["2023-03-31", 3067000000000.0], ["2023-06-30", 3265000000000.0], ["2023-09-30", 3246000000000.0], ["2023-12-31", 3371000000000.0], ["2024-03-31", 3671000000000.0], ["2024-06-30", 3701000000000.0], ["2024-09-30", 3933000000000.0], ["2024-12-31", 3979000000000.0], ["2025-03-31", 4068000000000.0], ["2025-06-30", 4641000000000.0], ["2025-09-30", 4985000000000.0], ["2025-12-31", 5134000000000.0], ["2026-03-31", 5140000000000.0], ["2026-06-30", 6194000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITIES_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to equity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_LEQYDERIV_SUM", "FPF-ASSETCLASS_LEQYSEC_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_EQUITIES_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 19.8], ["2013-06-30", 18.4], ["2013-09-30", 18.1], ["2013-12-31", 19.5], ["2014-03-31", 17.9], ["2014-06-30", 17.2], ["2014-09-30", 17.4], ["2014-12-31", 17.9], ["2015-03-31", 17.3], ["2015-06-30", 16.7], ["2015-09-30", 17.5], ["2015-12-31", 17.1], ["2016-03-31", 17.7], ["2016-06-30", 16.2], ["2016-09-30", 17.4], ["2016-12-31", 16.6], ["2017-03-31", 16.6], ["2017-06-30", 16.6], ["2017-09-30", 17.2], ["2017-12-31", 17.7], ["2018-03-31", 18.0], ["2018-06-30", 17.4], ["2018-09-30", 17.5], ["2018-12-31", 18.1], ["2019-03-31", 17.9], ["2019-06-30", 17.6], ["2019-09-30", 18.6], ["2019-12-31", 18.7], ["2020-03-31", 22.8], ["2020-06-30", 20.6], ["2020-09-30", 18.9], ["2020-12-31", 18.9], ["2021-03-31", 22.9], ["2021-06-30", 18.9], ["2021-09-30", 19.0], ["2021-12-31", 20.1], ["2022-03-31", 23.6], ["2022-06-30", 22.0], ["2022-09-30", 22.9], ["2022-12-31", 23.1], ["2023-03-31", 23.6], ["2023-06-30", 24.6], ["2023-09-30", 25.3], ["2023-12-31", 24.0], ["2024-03-31", 25.3], ["2024-06-30", 25.5], ["2024-09-30", 25.2], ["2024-12-31", 25.2], ["2025-03-31", 25.8], ["2025-06-30", 25.7], ["2025-09-30", 25.8], ["2025-12-31", 25.8], ["2026-03-31", 24.9], ["2026-06-30", 27.3]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITIES_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to equity (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_EQUITIES_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 785000000000.0], ["2013-06-30", 782000000000.0], ["2013-09-30", 819000000000.0], ["2013-12-31", 931000000000.0], ["2014-03-31", 985000000000.0], ["2014-06-30", 1012000000000.0], ["2014-09-30", 1021000000000.0], ["2014-12-31", 1025000000000.0], ["2015-03-31", 1086000000000.0], ["2015-06-30", 1134000000000.0], ["2015-09-30", 1079000000000.0], ["2015-12-31", 1075000000000.0], ["2016-03-31", 1076000000000.0], ["2016-06-30", 1069000000000.0], ["2016-09-30", 1132000000000.0], ["2016-12-31", 1135000000000.0], ["2017-03-31", 1204000000000.0], ["2017-06-30", 1266000000000.0], ["2017-09-30", 1310000000000.0], ["2017-12-31", 1312000000000.0], ["2018-03-31", 1413000000000.0], ["2018-06-30", 1437000000000.0], ["2018-09-30", 1437000000000.0], ["2018-12-31", 1208000000000.0], ["2019-03-31", 1328000000000.0], ["2019-06-30", 1354000000000.0], ["2019-09-30", 1385000000000.0], ["2019-12-31", 1431000000000.0], ["2020-03-31", 1110000000000.0], ["2020-06-30", 1279000000000.0], ["2020-09-30", 1349000000000.0], ["2020-12-31", 1489000000000.0], ["2021-03-31", 1572000000000.0], ["2021-06-30", 1719000000000.0], ["2021-09-30", 1711000000000.0], ["2021-12-31", 1685000000000.0], ["2022-03-31", 1663000000000.0], ["2022-06-30", 1552000000000.0], ["2022-09-30", 1547000000000.0], ["2022-12-31", 1556000000000.0], ["2023-03-31", 1670000000000.0], ["2023-06-30", 1786000000000.0], ["2023-09-30", 1820000000000.0], ["2023-12-31", 1853000000000.0], ["2024-03-31", 2024000000000.0], ["2024-06-30", 2069000000000.0], ["2024-09-30", 2163000000000.0], ["2024-12-31", 2200000000000.0], ["2025-03-31", 2308000000000.0], ["2025-06-30", 2748000000000.0], ["2025-09-30", 2984000000000.0], ["2025-12-31", 3014000000000.0], ["2026-03-31", 3212000000000.0], ["2026-06-30", 4121000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITIES_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to equity (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_SEQYDERIV_SUM", "FPF-ASSETCLASS_SEQYSEC_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 26.6], ["2014-06-30", 33.8], ["2014-09-30", 24.9], ["2014-12-31", 9.6], ["2015-03-31", 13.6], ["2015-06-30", 12.1], ["2015-09-30", 1.1], ["2015-12-31", 0.6], ["2016-03-31", -6.4], ["2016-06-30", -10.6], ["2016-09-30", 6.1], ["2016-12-31", 5.7], ["2017-03-31", 16.1], ["2017-06-30", 20.8], ["2017-09-30", 18.6], ["2017-12-31", 22.7], ["2018-03-31", 16.3], ["2018-06-30", 12.8], ["2018-09-30", 6.7], ["2018-12-31", -14.0], ["2019-03-31", -6.5], ["2019-06-30", -4.3], ["2019-09-30", -2.6], ["2019-12-31", 25.8], ["2020-03-31", -15.9], ["2020-06-30", -5.9], ["2020-09-30", 0.4], ["2020-12-31", 5.2], ["2021-03-31", 56.9], ["2021-06-30", 44.5], ["2021-09-30", 32.2], ["2021-12-31", 17.4], ["2022-03-31", 4.4], ["2022-06-30", -15.1], ["2022-09-30", -16.8], ["2022-12-31", -14.7], ["2023-03-31", -9.4], ["2023-06-30", 11.7], ["2023-09-30", 15.7], ["2023-12-31", 15.6], ["2024-03-31", 20.2], ["2024-06-30", 14.2], ["2024-09-30", 20.3], ["2024-12-31", 18.3], ["2025-03-31", 12.0], ["2025-06-30", 28.1], ["2025-09-30", 30.7], ["2025-12-31", 31.9], ["2026-03-31", 31.0], ["2026-06-30", 39.6]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The equity asset class includes cash securities and derivative positions for U.S. and foreign-listed stocks and stock indices. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to equity (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_LGNE_SUM", "FPF-ASSETCLASS_EQUITIES_LGNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM", "FPF-ASSETCLASS_LEQYDERIV_SUM", "FPF-ASSETCLASS_LEQYDERIV_SUM", "FPF-ASSETCLASS_LEQYSEC_SUM", "FPF-ASSETCLASS_LEQYSEC_SUM", "FPF-ASSETCLASS_SEQYDERIV_SUM", "FPF-ASSETCLASS_SEQYDERIV_SUM", "FPF-ASSETCLASS_SEQYSEC_SUM", "FPF-ASSETCLASS_SEQYSEC_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_LEQYDERIV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 379000000000.0], ["2013-06-30", 361000000000.0], ["2013-09-30", 400000000000.0], ["2013-12-31", 525000000000.0], ["2014-03-31", 465000000000.0], ["2014-06-30", 501000000000.0], ["2014-09-30", 517000000000.0], ["2014-12-31", 509000000000.0], ["2015-03-31", 545000000000.0], ["2015-06-30", 565000000000.0], ["2015-09-30", 451000000000.0], ["2015-12-31", 472000000000.0], ["2016-03-31", 509000000000.0], ["2016-06-30", 552000000000.0], ["2016-09-30", 598000000000.0], ["2016-12-31", 614000000000.0], ["2017-03-31", 668000000000.0], ["2017-06-30", 682000000000.0], ["2017-09-30", 736000000000.0], ["2017-12-31", 786000000000.0], ["2018-03-31", 769000000000.0], ["2018-06-30", 737000000000.0], ["2018-09-30", 693000000000.0], ["2018-12-31", 563000000000.0], ["2019-03-31", 642000000000.0], ["2019-06-30", 696000000000.0], ["2019-09-30", 776000000000.0], ["2019-12-31", 897000000000.0], ["2020-03-31", 610000000000.0], ["2020-06-30", 626000000000.0], ["2020-09-30", 656000000000.0], ["2020-12-31", 711000000000.0], ["2021-03-31", 989000000000.0], ["2021-06-30", 907000000000.0], ["2021-09-30", 890000000000.0], ["2021-12-31", 882000000000.0], ["2022-03-31", 1070000000000.0], ["2022-06-30", 808000000000.0], ["2022-09-30", 760000000000.0], ["2022-12-31", 840000000000.0], ["2023-03-31", 845000000000.0], ["2023-06-30", 948000000000.0], ["2023-09-30", 949000000000.0], ["2023-12-31", 955000000000.0], ["2024-03-31", 1065000000000.0], ["2024-06-30", 1059000000000.0], ["2024-09-30", 1145000000000.0], ["2024-12-31", 1149000000000.0], ["2025-03-31", 1277000000000.0], ["2025-06-30", 1477000000000.0], ["2025-09-30", 1620000000000.0], ["2025-12-31", 1610000000000.0], ["2026-03-31", 1667000000000.0], ["2026-06-30", 2125000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_LEQYDERIV_SUM", "description": {"notes": "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. Long equity derivative exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Equity derivative exposures are based on SEC Form PF questions 26 and 30. Equity derivatives include derivatives on U.S.-listed, foreign-listed, U.S.-unlisted, and foreign-unlisted equities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long equity derivative exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_LGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_LEQYSEC_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1069000000000.0], ["2013-06-30", 1098000000000.0], ["2013-09-30", 1184000000000.0], ["2013-12-31", 1316000000000.0], ["2014-03-31", 1376000000000.0], ["2014-06-30", 1487000000000.0], ["2014-09-30", 1463000000000.0], ["2014-12-31", 1505000000000.0], ["2015-03-31", 1580000000000.0], ["2015-06-30", 1663000000000.0], ["2015-09-30", 1503000000000.0], ["2015-12-31", 1510000000000.0], ["2016-03-31", 1420000000000.0], ["2016-06-30", 1384000000000.0], ["2016-09-30", 1489000000000.0], ["2016-12-31", 1482000000000.0], ["2017-03-31", 1617000000000.0], ["2017-06-30", 1682000000000.0], ["2017-09-30", 1770000000000.0], ["2017-12-31", 1868000000000.0], ["2018-03-31", 1874000000000.0], ["2018-06-30", 1919000000000.0], ["2018-09-30", 1943000000000.0], ["2018-12-31", 1638000000000.0], ["2019-03-31", 1824000000000.0], ["2019-06-30", 1868000000000.0], ["2019-09-30", 1805000000000.0], ["2019-12-31", 1962000000000.0], ["2020-03-31", 1470000000000.0], ["2020-06-30", 1781000000000.0], ["2020-09-30", 1976000000000.0], ["2020-12-31", 2310000000000.0], ["2021-03-31", 2445000000000.0], ["2021-06-30", 2699000000000.0], ["2021-09-30", 2661000000000.0], ["2021-12-31", 2729000000000.0], ["2022-03-31", 2494000000000.0], ["2022-06-30", 2163000000000.0], ["2022-09-30", 2073000000000.0], ["2022-12-31", 2123000000000.0], ["2023-03-31", 2222000000000.0], ["2023-06-30", 2318000000000.0], ["2023-09-30", 2298000000000.0], ["2023-12-31", 2415000000000.0], ["2024-03-31", 2607000000000.0], ["2024-06-30", 2643000000000.0], ["2024-09-30", 2789000000000.0], ["2024-12-31", 2830000000000.0], ["2025-03-31", 2791000000000.0], ["2025-06-30", 3164000000000.0], ["2025-09-30", 3365000000000.0], ["2025-12-31", 3524000000000.0], ["2026-03-31", 3473000000000.0], ["2026-06-30", 4069000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_LEQYSEC_SUM", "description": {"notes": "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. Long equity security exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Equity securities include U.S.-listed, foreign-listed, U.S.-unlisted, and foreign-unlisted equities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long equity security exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_LGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SEQYDERIV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 304000000000.0], ["2013-06-30", 307000000000.0], ["2013-09-30", 309000000000.0], ["2013-12-31", 382000000000.0], ["2014-03-31", 392000000000.0], ["2014-06-30", 406000000000.0], ["2014-09-30", 425000000000.0], ["2014-12-31", 403000000000.0], ["2015-03-31", 429000000000.0], ["2015-06-30", 459000000000.0], ["2015-09-30", 431000000000.0], ["2015-12-31", 418000000000.0], ["2016-03-31", 444000000000.0], ["2016-06-30", 453000000000.0], ["2016-09-30", 484000000000.0], ["2016-12-31", 500000000000.0], ["2017-03-31", 519000000000.0], ["2017-06-30", 546000000000.0], ["2017-09-30", 561000000000.0], ["2017-12-31", 580000000000.0], ["2018-03-31", 667000000000.0], ["2018-06-30", 641000000000.0], ["2018-09-30", 635000000000.0], ["2018-12-31", 545000000000.0], ["2019-03-31", 572000000000.0], ["2019-06-30", 582000000000.0], ["2019-09-30", 649000000000.0], ["2019-12-31", 664000000000.0], ["2020-03-31", 581000000000.0], ["2020-06-30", 601000000000.0], ["2020-09-30", 618000000000.0], ["2020-12-31", 673000000000.0], ["2021-03-31", 740000000000.0], ["2021-06-30", 768000000000.0], ["2021-09-30", 825000000000.0], ["2021-12-31", 799000000000.0], ["2022-03-31", 816000000000.0], ["2022-06-30", 779000000000.0], ["2022-09-30", 801000000000.0], ["2022-12-31", 784000000000.0], ["2023-03-31", 827000000000.0], ["2023-06-30", 894000000000.0], ["2023-09-30", 970000000000.0], ["2023-12-31", 914000000000.0], ["2024-03-31", 1010000000000.0], ["2024-06-30", 1043000000000.0], ["2024-09-30", 1101000000000.0], ["2024-12-31", 1137000000000.0], ["2025-03-31", 1199000000000.0], ["2025-06-30", 1458000000000.0], ["2025-09-30", 1619000000000.0], ["2025-12-31", 1617000000000.0], ["2026-03-31", 1782000000000.0], ["2026-06-30", 2475000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SEQYDERIV_SUM", "description": {"notes": "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. Short equity derivative exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Equity derivative exposures are based on SEC Form PF questions 26 and 30. Equity derivatives include derivatives on U.S.-listed, foreign-listed, U.S.-unlisted, and foreign-unlisted equities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short equity derivative exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SEQYSEC_SUM": {"timeseries": {"aggregation": [["2013-03-31", 481000000000.0], ["2013-06-30", 475000000000.0], ["2013-09-30", 510000000000.0], ["2013-12-31", 550000000000.0], ["2014-03-31", 593000000000.0], ["2014-06-30", 606000000000.0], ["2014-09-30", 596000000000.0], ["2014-12-31", 622000000000.0], ["2015-03-31", 657000000000.0], ["2015-06-30", 675000000000.0], ["2015-09-30", 648000000000.0], ["2015-12-31", 657000000000.0], ["2016-03-31", 632000000000.0], ["2016-06-30", 616000000000.0], ["2016-09-30", 648000000000.0], ["2016-12-31", 635000000000.0], ["2017-03-31", 685000000000.0], ["2017-06-30", 720000000000.0], ["2017-09-30", 749000000000.0], ["2017-12-31", 732000000000.0], ["2018-03-31", 745000000000.0], ["2018-06-30", 796000000000.0], ["2018-09-30", 802000000000.0], ["2018-12-31", 663000000000.0], ["2019-03-31", 756000000000.0], ["2019-06-30", 772000000000.0], ["2019-09-30", 736000000000.0], ["2019-12-31", 768000000000.0], ["2020-03-31", 529000000000.0], ["2020-06-30", 678000000000.0], ["2020-09-30", 731000000000.0], ["2020-12-31", 816000000000.0], ["2021-03-31", 831000000000.0], ["2021-06-30", 951000000000.0], ["2021-09-30", 887000000000.0], ["2021-12-31", 885000000000.0], ["2022-03-31", 847000000000.0], ["2022-06-30", 774000000000.0], ["2022-09-30", 746000000000.0], ["2022-12-31", 773000000000.0], ["2023-03-31", 843000000000.0], ["2023-06-30", 892000000000.0], ["2023-09-30", 851000000000.0], ["2023-12-31", 939000000000.0], ["2024-03-31", 1013000000000.0], ["2024-06-30", 1026000000000.0], ["2024-09-30", 1062000000000.0], ["2024-12-31", 1063000000000.0], ["2025-03-31", 1109000000000.0], ["2025-06-30", 1289000000000.0], ["2025-09-30", 1365000000000.0], ["2025-12-31", 1398000000000.0], ["2026-03-31", 1429000000000.0], ["2026-06-30", 1646000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SEQYSEC_SUM", "description": {"notes": "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. Short equity security exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Equity securities include U.S.-listed, foreign-listed, U.S.-unlisted, and foreign-unlisted equities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short equity security exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITY_GNE_PCTCHANGE", "FPF-ASSETCLASS_EQUITIES_GNE_SUM", "FPF-ASSETCLASS_EQUITIES_SGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_FX_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 1472000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_GNE_CHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to FX cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_FX_GNE_SUM", "FPF-ASSETCLASS_FX_LGNE_SUM", "FPF-ASSETCLASS_FX_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_FX_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 8.8], ["2014-06-30", 3.3], ["2014-09-30", 30.1], ["2014-12-31", 23.9], ["2015-03-31", 25.9], ["2015-06-30", 3.2], ["2015-09-30", -2.0], ["2015-12-31", -7.3], ["2016-03-31", -6.7], ["2016-06-30", 2.3], ["2016-09-30", -4.2], ["2016-12-31", 4.1], ["2017-03-31", 1.8], ["2017-06-30", 5.9], ["2017-09-30", 26.3], ["2017-12-31", 36.5], ["2018-03-31", 45.0], ["2018-06-30", 20.7], ["2018-09-30", -19.0], ["2018-12-31", -30.8], ["2019-03-31", -36.1], ["2019-06-30", -22.5], ["2019-09-30", 24.8], ["2019-12-31", 29.4], ["2020-03-31", 23.5], ["2020-06-30", 13.9], ["2020-09-30", 1.1], ["2020-12-31", 8.3], ["2021-03-31", 23.6], ["2021-06-30", 40.2], ["2021-09-30", 29.3], ["2021-12-31", 23.3], ["2022-03-31", 2.2], ["2022-06-30", -14.1], ["2022-09-30", -13.7], ["2022-12-31", -21.4], ["2023-03-31", -9.1], ["2023-06-30", 9.2], ["2023-09-30", 12.1], ["2023-12-31", 19.5], ["2024-03-31", 26.7], ["2024-06-30", 25.6], ["2024-09-30", 21.7], ["2024-12-31", 17.3], ["2025-03-31", 18.5], ["2025-06-30", 5.0], ["2025-09-30", 8.5], ["2025-12-31", 21.5], ["2026-03-31", 11.2], ["2026-06-30", 27.8]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to FX (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_FX_GNE_SUM", "FPF-ASSETCLASS_FX_LGNE_SUM", "FPF-ASSETCLASS_FX_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_FX_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2154000000000.0], ["2013-06-30", 2478000000000.0], ["2013-09-30", 2124000000000.0], ["2013-12-31", 2150000000000.0], ["2014-03-31", 2343000000000.0], ["2014-06-30", 2560000000000.0], ["2014-09-30", 2763000000000.0], ["2014-12-31", 2664000000000.0], ["2015-03-31", 2949000000000.0], ["2015-06-30", 2643000000000.0], ["2015-09-30", 2707000000000.0], ["2015-12-31", 2469000000000.0], ["2016-03-31", 2751000000000.0], ["2016-06-30", 2705000000000.0], ["2016-09-30", 2592000000000.0], ["2016-12-31", 2569000000000.0], ["2017-03-31", 2800000000000.0], ["2017-06-30", 2865000000000.0], ["2017-09-30", 3273000000000.0], ["2017-12-31", 3506000000000.0], ["2018-03-31", 4061000000000.0], ["2018-06-30", 3459000000000.0], ["2018-09-30", 2652000000000.0], ["2018-12-31", 2426000000000.0], ["2019-03-31", 2595000000000.0], ["2019-06-30", 2679000000000.0], ["2019-09-30", 3309000000000.0], ["2019-12-31", 3140000000000.0], ["2020-03-31", 3204000000000.0], ["2020-06-30", 3052000000000.0], ["2020-09-30", 3347000000000.0], ["2020-12-31", 3401000000000.0], ["2021-03-31", 3959000000000.0], ["2021-06-30", 4278000000000.0], ["2021-09-30", 4327000000000.0], ["2021-12-31", 4192000000000.0], ["2022-03-31", 4048000000000.0], ["2022-06-30", 3676000000000.0], ["2022-09-30", 3734000000000.0], ["2022-12-31", 3293000000000.0], ["2023-03-31", 3681000000000.0], ["2023-06-30", 4014000000000.0], ["2023-09-30", 4187000000000.0], ["2023-12-31", 3935000000000.0], ["2024-03-31", 4662000000000.0], ["2024-06-30", 5043000000000.0], ["2024-09-30", 5094000000000.0], ["2024-12-31", 4616000000000.0], ["2025-03-31", 5525000000000.0], ["2025-06-30", 5294000000000.0], ["2025-09-30", 5528000000000.0], ["2025-12-31", 5608000000000.0], ["2026-03-31", 6142000000000.0], ["2026-06-30", 6766000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to FX (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_FX_GNE_CHANGE", "FPF-ASSETCLASS_FX_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_FX_LGNE_SUM", "FPF-ASSETCLASS_FX_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_FX_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1054000000000.0], ["2013-06-30", 1156000000000.0], ["2013-09-30", 1059000000000.0], ["2013-12-31", 1091000000000.0], ["2014-03-31", 1143000000000.0], ["2014-06-30", 1305000000000.0], ["2014-09-30", 1414000000000.0], ["2014-12-31", 1285000000000.0], ["2015-03-31", 1435000000000.0], ["2015-06-30", 1275000000000.0], ["2015-09-30", 1336000000000.0], ["2015-12-31", 1200000000000.0], ["2016-03-31", 1390000000000.0], ["2016-06-30", 1426000000000.0], ["2016-09-30", 1342000000000.0], ["2016-12-31", 1253000000000.0], ["2017-03-31", 1422000000000.0], ["2017-06-30", 1444000000000.0], ["2017-09-30", 1637000000000.0], ["2017-12-31", 1663000000000.0], ["2018-03-31", 2242000000000.0], ["2018-06-30", 1846000000000.0], ["2018-09-30", 1465000000000.0], ["2018-12-31", 1329000000000.0], ["2019-03-31", 1427000000000.0], ["2019-06-30", 1468000000000.0], ["2019-09-30", 1962000000000.0], ["2019-12-31", 1818000000000.0], ["2020-03-31", 1852000000000.0], ["2020-06-30", 1820000000000.0], ["2020-09-30", 1938000000000.0], ["2020-12-31", 1982000000000.0], ["2021-03-31", 2305000000000.0], ["2021-06-30", 2459000000000.0], ["2021-09-30", 2465000000000.0], ["2021-12-31", 2330000000000.0], ["2022-03-31", 2280000000000.0], ["2022-06-30", 2045000000000.0], ["2022-09-30", 2053000000000.0], ["2022-12-31", 1775000000000.0], ["2023-03-31", 1990000000000.0], ["2023-06-30", 2242000000000.0], ["2023-09-30", 2378000000000.0], ["2023-12-31", 2261000000000.0], ["2024-03-31", 2666000000000.0], ["2024-06-30", 2897000000000.0], ["2024-09-30", 2992000000000.0], ["2024-12-31", 2605000000000.0], ["2025-03-31", 3217000000000.0], ["2025-06-30", 3103000000000.0], ["2025-09-30", 3289000000000.0], ["2025-12-31", 3372000000000.0], ["2026-03-31", 3709000000000.0], ["2026-06-30", 3970000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to FX (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_FX_GNE_CHANGE", "FPF-ASSETCLASS_FX_GNE_PCTCHANGE", "FPF-ASSETCLASS_FX_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_FX_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 54.0], ["2013-06-30", 50.9], ["2013-09-30", 49.1], ["2013-12-31", 45.9], ["2014-03-31", 46.1], ["2014-06-30", 44.3], ["2014-09-30", 40.4], ["2014-12-31", 40.1], ["2015-03-31", 42.4], ["2015-06-30", 43.4], ["2015-09-30", 44.2], ["2015-12-31", 41.5], ["2016-03-31", 43.0], ["2016-06-30", 45.6], ["2016-09-30", 44.4], ["2016-12-31", 45.9], ["2017-03-31", 45.2], ["2017-06-30", 46.3], ["2017-09-30", 48.0], ["2017-12-31", 50.5], ["2018-03-31", 50.4], ["2018-06-30", 48.2], ["2018-09-30", 37.3], ["2018-12-31", 36.5], ["2019-03-31", 34.5], ["2019-06-30", 35.6], ["2019-09-30", 48.9], ["2019-12-31", 45.2], ["2020-03-31", 49.3], ["2020-06-30", 49.7], ["2020-09-30", 49.6], ["2020-12-31", 49.7], ["2021-03-31", 52.3], ["2021-06-30", 51.9], ["2021-09-30", 49.0], ["2021-12-31", 48.8], ["2022-03-31", 46.6], ["2022-06-30", 44.3], ["2022-09-30", 42.1], ["2022-12-31", 43.2], ["2023-03-31", 45.3], ["2023-06-30", 44.0], ["2023-09-30", 42.9], ["2023-12-31", 45.0], ["2024-03-31", 42.8], ["2024-06-30", 46.5], ["2024-09-30", 46.8], ["2024-12-31", 43.8], ["2025-03-31", 45.4], ["2025-06-30", 43.8], ["2025-09-30", 45.6], ["2025-12-31", 47.2], ["2026-03-31", 46.2], ["2026-06-30", 47.2]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to FX (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_FX_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1100000000000.0], ["2013-06-30", 1322000000000.0], ["2013-09-30", 1065000000000.0], ["2013-12-31", 1059000000000.0], ["2014-03-31", 1200000000000.0], ["2014-06-30", 1255000000000.0], ["2014-09-30", 1349000000000.0], ["2014-12-31", 1379000000000.0], ["2015-03-31", 1514000000000.0], ["2015-06-30", 1368000000000.0], ["2015-09-30", 1371000000000.0], ["2015-12-31", 1269000000000.0], ["2016-03-31", 1361000000000.0], ["2016-06-30", 1279000000000.0], ["2016-09-30", 1250000000000.0], ["2016-12-31", 1316000000000.0], ["2017-03-31", 1378000000000.0], ["2017-06-30", 1421000000000.0], ["2017-09-30", 1636000000000.0], ["2017-12-31", 1843000000000.0], ["2018-03-31", 1819000000000.0], ["2018-06-30", 1613000000000.0], ["2018-09-30", 1187000000000.0], ["2018-12-31", 1097000000000.0], ["2019-03-31", 1168000000000.0], ["2019-06-30", 1211000000000.0], ["2019-09-30", 1347000000000.0], ["2019-12-31", 1322000000000.0], ["2020-03-31", 1352000000000.0], ["2020-06-30", 1232000000000.0], ["2020-09-30", 1409000000000.0], ["2020-12-31", 1419000000000.0], ["2021-03-31", 1654000000000.0], ["2021-06-30", 1819000000000.0], ["2021-09-30", 1862000000000.0], ["2021-12-31", 1862000000000.0], ["2022-03-31", 1768000000000.0], ["2022-06-30", 1631000000000.0], ["2022-09-30", 1681000000000.0], ["2022-12-31", 1518000000000.0], ["2023-03-31", 1691000000000.0], ["2023-06-30", 1772000000000.0], ["2023-09-30", 1809000000000.0], ["2023-12-31", 1674000000000.0], ["2024-03-31", 1996000000000.0], ["2024-06-30", 2146000000000.0], ["2024-09-30", 2102000000000.0], ["2024-12-31", 2011000000000.0], ["2025-03-31", 2308000000000.0], ["2025-06-30", 2191000000000.0], ["2025-09-30", 2239000000000.0], ["2025-12-31", 2236000000000.0], ["2026-03-31", 2433000000000.0], ["2026-06-30", 2796000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_FX_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The foreign exchange (FX) asset class includes currency swaps and non-U.S. denominated deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to FX (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_FX_GNE_CHANGE", "FPF-ASSETCLASS_FX_GNE_PCTCHANGE", "FPF-ASSETCLASS_FX_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_IRD_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 2903000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivatives (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to interest rate derivatives cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_IRD_GNE_SUM", "FPF-ASSETCLASS_IRD_LGNE_SUM", "FPF-ASSETCLASS_IRD_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_IRD_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -30.7], ["2014-06-30", 2.8], ["2014-09-30", 5.4], ["2014-12-31", -12.3], ["2015-03-31", 2.5], ["2015-06-30", -6.1], ["2015-09-30", -3.1], ["2015-12-31", 3.9], ["2016-03-31", 0.0], ["2016-06-30", 8.4], ["2016-09-30", 3.0], ["2016-12-31", 7.8], ["2017-03-31", 16.9], ["2017-06-30", 5.5], ["2017-09-30", 10.4], ["2017-12-31", 26.4], ["2018-03-31", 69.3], ["2018-06-30", 57.6], ["2018-09-30", 32.6], ["2018-12-31", 19.3], ["2019-03-31", -6.5], ["2019-06-30", 11.5], ["2019-09-30", 10.7], ["2019-12-31", 7.3], ["2020-03-31", -15.4], ["2020-06-30", -21.7], ["2020-09-30", 5.0], ["2020-12-31", 9.5], ["2021-03-31", 21.4], ["2021-06-30", 41.5], ["2021-09-30", 19.2], ["2021-12-31", 18.6], ["2022-03-31", 14.2], ["2022-06-30", -4.2], ["2022-09-30", -11.2], ["2022-12-31", -9.5], ["2023-03-31", -10.1], ["2023-06-30", -1.6], ["2023-09-30", 13.8], ["2023-12-31", 20.5], ["2024-03-31", 25.1], ["2024-06-30", 22.6], ["2024-09-30", 23.4], ["2024-12-31", 9.7], ["2025-03-31", 12.9], ["2025-06-30", 27.2], ["2025-09-30", 21.5], ["2025-12-31", 38.2], ["2026-03-31", 43.4], ["2026-06-30", 26.4]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivatives (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to interest rate derivatives (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_IRD_GNE_SUM", "FPF-ASSETCLASS_IRD_LGNE_SUM", "FPF-ASSETCLASS_IRD_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_IRD_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 5021000000000.0], ["2013-06-30", 3480000000000.0], ["2013-09-30", 3570000000000.0], ["2013-12-31", 3608000000000.0], ["2014-03-31", 3478000000000.0], ["2014-06-30", 3579000000000.0], ["2014-09-30", 3762000000000.0], ["2014-12-31", 3166000000000.0], ["2015-03-31", 3564000000000.0], ["2015-06-30", 3362000000000.0], ["2015-09-30", 3645000000000.0], ["2015-12-31", 3290000000000.0], ["2016-03-31", 3565000000000.0], ["2016-06-30", 3643000000000.0], ["2016-09-30", 3756000000000.0], ["2016-12-31", 3545000000000.0], ["2017-03-31", 4169000000000.0], ["2017-06-30", 3844000000000.0], ["2017-09-30", 4147000000000.0], ["2017-12-31", 4480000000000.0], ["2018-03-31", 7058000000000.0], ["2018-06-30", 6058000000000.0], ["2018-09-30", 5498000000000.0], ["2018-12-31", 5346000000000.0], ["2019-03-31", 6601000000000.0], ["2019-06-30", 6753000000000.0], ["2019-09-30", 6085000000000.0], ["2019-12-31", 5734000000000.0], ["2020-03-31", 5583000000000.0], ["2020-06-30", 5287000000000.0], ["2020-09-30", 6390000000000.0], ["2020-12-31", 6281000000000.0], ["2021-03-31", 6780000000000.0], ["2021-06-30", 7481000000000.0], ["2021-09-30", 7616000000000.0], ["2021-12-31", 7451000000000.0], ["2022-03-31", 7740000000000.0], ["2022-06-30", 7165000000000.0], ["2022-09-30", 6761000000000.0], ["2022-12-31", 6743000000000.0], ["2023-03-31", 6955000000000.0], ["2023-06-30", 7053000000000.0], ["2023-09-30", 7692000000000.0], ["2023-12-31", 8127000000000.0], ["2024-03-31", 8701000000000.0], ["2024-06-30", 8650000000000.0], ["2024-09-30", 9489000000000.0], ["2024-12-31", 8916000000000.0], ["2025-03-31", 9822000000000.0], ["2025-06-30", 10999000000000.0], ["2025-09-30", 11533000000000.0], ["2025-12-31", 12321000000000.0], ["2026-03-31", 14087000000000.0], ["2026-06-30", 13902000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivatives (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to interest rate derivatives (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_IRD_GNE_CHANGE", "FPF-ASSETCLASS_IRD_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_IRD_LGNE_SUM", "FPF-ASSETCLASS_IRD_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_IRD_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2841000000000.0], ["2013-06-30", 1911000000000.0], ["2013-09-30", 1952000000000.0], ["2013-12-31", 1935000000000.0], ["2014-03-31", 1773000000000.0], ["2014-06-30", 1695000000000.0], ["2014-09-30", 1807000000000.0], ["2014-12-31", 1454000000000.0], ["2015-03-31", 1727000000000.0], ["2015-06-30", 1537000000000.0], ["2015-09-30", 1870000000000.0], ["2015-12-31", 1700000000000.0], ["2016-03-31", 1767000000000.0], ["2016-06-30", 1851000000000.0], ["2016-09-30", 1984000000000.0], ["2016-12-31", 1808000000000.0], ["2017-03-31", 2015000000000.0], ["2017-06-30", 1815000000000.0], ["2017-09-30", 1979000000000.0], ["2017-12-31", 2213000000000.0], ["2018-03-31", 4278000000000.0], ["2018-06-30", 3474000000000.0], ["2018-09-30", 2708000000000.0], ["2018-12-31", 2714000000000.0], ["2019-03-31", 3444000000000.0], ["2019-06-30", 3488000000000.0], ["2019-09-30", 3030000000000.0], ["2019-12-31", 2740000000000.0], ["2020-03-31", 2663000000000.0], ["2020-06-30", 2353000000000.0], ["2020-09-30", 3346000000000.0], ["2020-12-31", 3234000000000.0], ["2021-03-31", 3372000000000.0], ["2021-06-30", 3626000000000.0], ["2021-09-30", 3699000000000.0], ["2021-12-31", 3564000000000.0], ["2022-03-31", 3724000000000.0], ["2022-06-30", 3399000000000.0], ["2022-09-30", 3385000000000.0], ["2022-12-31", 3403000000000.0], ["2023-03-31", 3451000000000.0], ["2023-06-30", 3294000000000.0], ["2023-09-30", 3656000000000.0], ["2023-12-31", 4091000000000.0], ["2024-03-31", 4313000000000.0], ["2024-06-30", 4252000000000.0], ["2024-09-30", 4885000000000.0], ["2024-12-31", 4426000000000.0], ["2025-03-31", 4827000000000.0], ["2025-06-30", 5495000000000.0], ["2025-09-30", 5552000000000.0], ["2025-12-31", 5962000000000.0], ["2026-03-31", 6671000000000.0], ["2026-06-30", 6810000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_LGNE_SUM", "description": {"notes": "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. Gross notional exposure (GNE) is based on SEC Form PF questions 26 and 30. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivative (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to interest rate derivatives (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_IRD_GNE_CHANGE", "FPF-ASSETCLASS_IRD_GNE_PCTCHANGE", "FPF-ASSETCLASS_IRD_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_IRD_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 75.8], ["2013-06-30", 64.2], ["2013-09-30", 61.2], ["2013-12-31", 57.1], ["2014-03-31", 56.4], ["2014-06-30", 53.7], ["2014-09-30", 52.5], ["2014-12-31", 49.9], ["2015-03-31", 47.7], ["2015-06-30", 49.1], ["2015-09-30", 53.9], ["2015-12-31", 51.6], ["2016-03-31", 50.8], ["2016-06-30", 56.4], ["2016-09-30", 61.1], ["2016-12-31", 56.2], ["2017-03-31", 51.7], ["2017-06-30", 48.6], ["2017-09-30", 51.9], ["2017-12-31", 47.9], ["2018-03-31", 52.9], ["2018-06-30", 48.5], ["2018-09-30", 45.6], ["2018-12-31", 46.9], ["2019-03-31", 45.8], ["2019-06-30", 45.1], ["2019-09-30", 43.6], ["2019-12-31", 44.4], ["2020-03-31", 49.0], ["2020-06-30", 47.8], ["2020-09-30", 57.2], ["2020-12-31", 59.1], ["2021-03-31", 58.8], ["2021-06-30", 55.9], ["2021-09-30", 55.1], ["2021-12-31", 57.4], ["2022-03-31", 56.3], ["2022-06-30", 53.8], ["2022-09-30", 57.9], ["2022-12-31", 57.6], ["2023-03-31", 60.1], ["2023-06-30", 59.0], ["2023-09-30", 56.6], ["2023-12-31", 57.2], ["2024-03-31", 54.4], ["2024-06-30", 55.3], ["2024-09-30", 55.6], ["2024-12-31", 54.7], ["2025-03-31", 55.0], ["2025-06-30", 53.3], ["2025-09-30", 51.9], ["2025-12-31", 51.6], ["2026-03-31", 54.1], ["2026-06-30", 50.9]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivative (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to interest rate derivatives (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_IRD_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 2180000000000.0], ["2013-06-30", 1569000000000.0], ["2013-09-30", 1618000000000.0], ["2013-12-31", 1673000000000.0], ["2014-03-31", 1705000000000.0], ["2014-06-30", 1884000000000.0], ["2014-09-30", 1955000000000.0], ["2014-12-31", 1712000000000.0], ["2015-03-31", 1837000000000.0], ["2015-06-30", 1825000000000.0], ["2015-09-30", 1775000000000.0], ["2015-12-31", 1590000000000.0], ["2016-03-31", 1798000000000.0], ["2016-06-30", 1792000000000.0], ["2016-09-30", 1772000000000.0], ["2016-12-31", 1737000000000.0], ["2017-03-31", 2154000000000.0], ["2017-06-30", 2029000000000.0], ["2017-09-30", 2168000000000.0], ["2017-12-31", 2267000000000.0], ["2018-03-31", 2780000000000.0], ["2018-06-30", 2584000000000.0], ["2018-09-30", 2790000000000.0], ["2018-12-31", 2632000000000.0], ["2019-03-31", 3157000000000.0], ["2019-06-30", 3265000000000.0], ["2019-09-30", 3055000000000.0], ["2019-12-31", 2994000000000.0], ["2020-03-31", 2920000000000.0], ["2020-06-30", 2934000000000.0], ["2020-09-30", 3044000000000.0], ["2020-12-31", 3047000000000.0], ["2021-03-31", 3408000000000.0], ["2021-06-30", 3855000000000.0], ["2021-09-30", 3917000000000.0], ["2021-12-31", 3887000000000.0], ["2022-03-31", 4016000000000.0], ["2022-06-30", 3766000000000.0], ["2022-09-30", 3376000000000.0], ["2022-12-31", 3340000000000.0], ["2023-03-31", 3504000000000.0], ["2023-06-30", 3759000000000.0], ["2023-09-30", 4036000000000.0], ["2023-12-31", 4036000000000.0], ["2024-03-31", 4388000000000.0], ["2024-06-30", 4398000000000.0], ["2024-09-30", 4604000000000.0], ["2024-12-31", 4490000000000.0], ["2025-03-31", 4995000000000.0], ["2025-06-30", 5504000000000.0], ["2025-09-30", 5981000000000.0], ["2025-12-31", 6359000000000.0], ["2026-03-31", 7416000000000.0], ["2026-06-30", 7092000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_IRD_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The interest rate derivatives (IRD) asset class includes notional values (10-year equivalent basis) of interest rate swaps, options, overnight index swaps, and forward rate agreements. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to interest rate derivative (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_IRD_GNE_CHANGE", "FPF-ASSETCLASS_IRD_GNE_PCTCHANGE", "FPF-ASSETCLASS_IRD_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_LTREASURY_SUM": {"timeseries": {"aggregation": [["2013-03-31", 616000000000.0], ["2013-06-30", 600000000000.0], ["2013-09-30", 591000000000.0], ["2013-12-31", 630000000000.0], ["2014-03-31", 682000000000.0], ["2014-06-30", 579000000000.0], ["2014-09-30", 690000000000.0], ["2014-12-31", 621000000000.0], ["2015-03-31", 730000000000.0], ["2015-06-30", 749000000000.0], ["2015-09-30", 764000000000.0], ["2015-12-31", 667000000000.0], ["2016-03-31", 697000000000.0], ["2016-06-30", 706000000000.0], ["2016-09-30", 744000000000.0], ["2016-12-31", 776000000000.0], ["2017-03-31", 746000000000.0], ["2017-06-30", 699000000000.0], ["2017-09-30", 720000000000.0], ["2017-12-31", 728000000000.0], ["2018-03-31", 723000000000.0], ["2018-06-30", 843000000000.0], ["2018-09-30", 934000000000.0], ["2018-12-31", 1152000000000.0], ["2019-03-31", 1229000000000.0], ["2019-06-30", 1312000000000.0], ["2019-09-30", 1295000000000.0], ["2019-12-31", 1325000000000.0], ["2020-03-31", 1164000000000.0], ["2020-06-30", 1085000000000.0], ["2020-09-30", 1082000000000.0], ["2020-12-31", 971000000000.0], ["2021-03-31", 925000000000.0], ["2021-06-30", 978000000000.0], ["2021-09-30", 992000000000.0], ["2021-12-31", 1001000000000.0], ["2022-03-31", 1000000000000.0], ["2022-06-30", 957000000000.0], ["2022-09-30", 896000000000.0], ["2022-12-31", 1000000000000.0], ["2023-03-31", 1146000000000.0], ["2023-06-30", 1263000000000.0], ["2023-09-30", 1436000000000.0], ["2023-12-31", 1609000000000.0], ["2024-03-31", 1642000000000.0], ["2024-06-30", 1729000000000.0], ["2024-09-30", 1976000000000.0], ["2024-12-31", 1920000000000.0], ["2025-03-31", 2186000000000.0], ["2025-06-30", 2296000000000.0], ["2025-09-30", 2375000000000.0], ["2025-12-31", 2465000000000.0], ["2026-03-31", 2359000000000.0], ["2026-06-30", 2362000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_LTREASURY_SUM", "description": {"notes": "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. U.S. Treasury exposures are based on SEC Form PF questions 26 and 30. Long Treasury exposures include both cash securities and derivatives, such as Treasury futures, forwards, and options contracts. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long U.S. Treasury exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE", "FPF-ASSETCLASS_USGOV_GNE_SUM", "FPF-ASSETCLASS_USGOV_LGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_STREASURY_SUM": {"timeseries": {"aggregation": [["2013-03-31", 286000000000.0], ["2013-06-30", 269000000000.0], ["2013-09-30", 231000000000.0], ["2013-12-31", 275000000000.0], ["2014-03-31", 291000000000.0], ["2014-06-30", 249000000000.0], ["2014-09-30", 354000000000.0], ["2014-12-31", 304000000000.0], ["2015-03-31", 302000000000.0], ["2015-06-30", 285000000000.0], ["2015-09-30", 292000000000.0], ["2015-12-31", 270000000000.0], ["2016-03-31", 305000000000.0], ["2016-06-30", 352000000000.0], ["2016-09-30", 372000000000.0], ["2016-12-31", 364000000000.0], ["2017-03-31", 397000000000.0], ["2017-06-30", 408000000000.0], ["2017-09-30", 437000000000.0], ["2017-12-31", 430000000000.0], ["2018-03-31", 474000000000.0], ["2018-06-30", 501000000000.0], ["2018-09-30", 548000000000.0], ["2018-12-31", 645000000000.0], ["2019-03-31", 715000000000.0], ["2019-06-30", 876000000000.0], ["2019-09-30", 824000000000.0], ["2019-12-31", 864000000000.0], ["2020-03-31", 748000000000.0], ["2020-06-30", 682000000000.0], ["2020-09-30", 657000000000.0], ["2020-12-31", 624000000000.0], ["2021-03-31", 747000000000.0], ["2021-06-30", 748000000000.0], ["2021-09-30", 742000000000.0], ["2021-12-31", 759000000000.0], ["2022-03-31", 689000000000.0], ["2022-06-30", 566000000000.0], ["2022-09-30", 598000000000.0], ["2022-12-31", 694000000000.0], ["2023-03-31", 732000000000.0], ["2023-06-30", 988000000000.0], ["2023-09-30", 1207000000000.0], ["2023-12-31", 1259000000000.0], ["2024-03-31", 1361000000000.0], ["2024-06-30", 1380000000000.0], ["2024-09-30", 1548000000000.0], ["2024-12-31", 1447000000000.0], ["2025-03-31", 1417000000000.0], ["2025-06-30", 1622000000000.0], ["2025-09-30", 1613000000000.0], ["2025-12-31", 1645000000000.0], ["2026-03-31", 1568000000000.0], ["2026-06-30", 1498000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_STREASURY_SUM", "description": {"notes": "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. U.S. Treasury exposures are based on SEC Form PF questions 26 and 30. Short Treasury exposures include both cash securities and derivatives, such as Treasury futures, forwards, and options contracts. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short U.S. Treasury exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE", "FPF-ASSETCLASS_USGOV_GNE_SUM", "FPF-ASSETCLASS_USGOV_SGNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_OTHER_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 1307000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to other asset class cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_OTHER_GNE_SUM", "FPF-ASSETCLASS_OTHER_LGNE_SUM", "FPF-ASSETCLASS_OTHER_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_OTHER_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 21.4], ["2014-06-30", 23.5], ["2014-09-30", 11.2], ["2014-12-31", 2.4], ["2015-03-31", -2.8], ["2015-06-30", -2.2], ["2015-09-30", 3.5], ["2015-12-31", -1.4], ["2016-03-31", -0.2], ["2016-06-30", 1.3], ["2016-09-30", 2.1], ["2016-12-31", 4.4], ["2017-03-31", 2.8], ["2017-06-30", 10.4], ["2017-09-30", 11.3], ["2017-12-31", 25.8], ["2018-03-31", 34.7], ["2018-06-30", 24.5], ["2018-09-30", 8.5], ["2018-12-31", -4.1], ["2019-03-31", -13.9], ["2019-06-30", -17.3], ["2019-09-30", -6.4], ["2019-12-31", 7.6], ["2020-03-31", -7.7], ["2020-06-30", -6.7], ["2020-09-30", -4.3], ["2020-12-31", -13.3], ["2021-03-31", 7.3], ["2021-06-30", 18.6], ["2021-09-30", 18.2], ["2021-12-31", 18.3], ["2022-03-31", 27.7], ["2022-06-30", 4.9], ["2022-09-30", -2.2], ["2022-12-31", -2.9], ["2023-03-31", -13.8], ["2023-06-30", 2.4], ["2023-09-30", 5.5], ["2023-12-31", 8.5], ["2024-03-31", 13.0], ["2024-06-30", 15.7], ["2024-09-30", 9.9], ["2024-12-31", 4.8], ["2025-03-31", 8.9], ["2025-06-30", 9.6], ["2025-09-30", 29.2], ["2025-12-31", 27.5], ["2026-03-31", 44.3], ["2026-06-30", 42.2]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to other asset class (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_OTHER_GNE_SUM", "FPF-ASSETCLASS_OTHER_LGNE_SUM", "FPF-ASSETCLASS_OTHER_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_OTHER_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1503000000000.0], ["2013-06-30", 1477000000000.0], ["2013-09-30", 1554000000000.0], ["2013-12-31", 1694000000000.0], ["2014-03-31", 1825000000000.0], ["2014-06-30", 1824000000000.0], ["2014-09-30", 1728000000000.0], ["2014-12-31", 1734000000000.0], ["2015-03-31", 1773000000000.0], ["2015-06-30", 1783000000000.0], ["2015-09-30", 1788000000000.0], ["2015-12-31", 1709000000000.0], ["2016-03-31", 1769000000000.0], ["2016-06-30", 1807000000000.0], ["2016-09-30", 1825000000000.0], ["2016-12-31", 1784000000000.0], ["2017-03-31", 1819000000000.0], ["2017-06-30", 1995000000000.0], ["2017-09-30", 2032000000000.0], ["2017-12-31", 2244000000000.0], ["2018-03-31", 2450000000000.0], ["2018-06-30", 2483000000000.0], ["2018-09-30", 2205000000000.0], ["2018-12-31", 2153000000000.0], ["2019-03-31", 2109000000000.0], ["2019-06-30", 2054000000000.0], ["2019-09-30", 2063000000000.0], ["2019-12-31", 2316000000000.0], ["2020-03-31", 1947000000000.0], ["2020-06-30", 1917000000000.0], ["2020-09-30", 1974000000000.0], ["2020-12-31", 2009000000000.0], ["2021-03-31", 2090000000000.0], ["2021-06-30", 2274000000000.0], ["2021-09-30", 2334000000000.0], ["2021-12-31", 2376000000000.0], ["2022-03-31", 2668000000000.0], ["2022-06-30", 2385000000000.0], ["2022-09-30", 2282000000000.0], ["2022-12-31", 2306000000000.0], ["2023-03-31", 2300000000000.0], ["2023-06-30", 2442000000000.0], ["2023-09-30", 2408000000000.0], ["2023-12-31", 2503000000000.0], ["2024-03-31", 2600000000000.0], ["2024-06-30", 2826000000000.0], ["2024-09-30", 2647000000000.0], ["2024-12-31", 2623000000000.0], ["2025-03-31", 2831000000000.0], ["2025-06-30", 3097000000000.0], ["2025-09-30", 3420000000000.0], ["2025-12-31", 3345000000000.0], ["2026-03-31", 4084000000000.0], ["2026-06-30", 4404000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to other asset class (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_OTHER_GNE_CHANGE", "FPF-ASSETCLASS_OTHER_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_OTHER_LGNE_SUM", "FPF-ASSETCLASS_OTHER_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_OTHER_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1215000000000.0], ["2013-06-30", 1218000000000.0], ["2013-09-30", 1269000000000.0], ["2013-12-31", 1357000000000.0], ["2014-03-31", 1479000000000.0], ["2014-06-30", 1479000000000.0], ["2014-09-30", 1391000000000.0], ["2014-12-31", 1438000000000.0], ["2015-03-31", 1465000000000.0], ["2015-06-30", 1459000000000.0], ["2015-09-30", 1468000000000.0], ["2015-12-31", 1404000000000.0], ["2016-03-31", 1461000000000.0], ["2016-06-30", 1497000000000.0], ["2016-09-30", 1495000000000.0], ["2016-12-31", 1458000000000.0], ["2017-03-31", 1474000000000.0], ["2017-06-30", 1569000000000.0], ["2017-09-30", 1604000000000.0], ["2017-12-31", 1708000000000.0], ["2018-03-31", 1743000000000.0], ["2018-06-30", 1720000000000.0], ["2018-09-30", 1601000000000.0], ["2018-12-31", 1641000000000.0], ["2019-03-31", 1641000000000.0], ["2019-06-30", 1614000000000.0], ["2019-09-30", 1619000000000.0], ["2019-12-31", 1711000000000.0], ["2020-03-31", 1518000000000.0], ["2020-06-30", 1523000000000.0], ["2020-09-30", 1589000000000.0], ["2020-12-31", 1555000000000.0], ["2021-03-31", 1607000000000.0], ["2021-06-30", 1762000000000.0], ["2021-09-30", 1817000000000.0], ["2021-12-31", 1837000000000.0], ["2022-03-31", 2011000000000.0], ["2022-06-30", 1853000000000.0], ["2022-09-30", 1748000000000.0], ["2022-12-31", 1766000000000.0], ["2023-03-31", 1808000000000.0], ["2023-06-30", 1925000000000.0], ["2023-09-30", 1827000000000.0], ["2023-12-31", 1897000000000.0], ["2024-03-31", 1932000000000.0], ["2024-06-30", 2063000000000.0], ["2024-09-30", 2050000000000.0], ["2024-12-31", 1997000000000.0], ["2025-03-31", 2130000000000.0], ["2025-06-30", 2305000000000.0], ["2025-09-30", 2425000000000.0], ["2025-12-31", 2480000000000.0], ["2026-03-31", 2825000000000.0], ["2026-06-30", 2948000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to other asset class (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_OTHER_GNE_CHANGE", "FPF-ASSETCLASS_OTHER_GNE_PCTCHANGE", "FPF-ASSETCLASS_OTHER_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_OTHER_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 20.0], ["2013-06-30", 16.4], ["2013-09-30", 16.6], ["2013-12-31", 15.8], ["2014-03-31", 19.2], ["2014-06-30", 17.7], ["2014-09-30", 15.6], ["2014-12-31", 13.5], ["2015-03-31", 13.5], ["2015-06-30", 13.2], ["2015-09-30", 14.1], ["2015-12-31", 13.1], ["2016-03-31", 16.0], ["2016-06-30", 14.4], ["2016-09-30", 14.4], ["2016-12-31", 14.7], ["2017-03-31", 14.7], ["2017-06-30", 18.6], ["2017-09-30", 19.5], ["2017-12-31", 24.2], ["2018-03-31", 28.1], ["2018-06-30", 30.2], ["2018-09-30", 22.4], ["2018-12-31", 24.0], ["2019-03-31", 20.6], ["2019-06-30", 17.6], ["2019-09-30", 16.8], ["2019-12-31", 24.3], ["2020-03-31", 19.0], ["2020-06-30", 16.0], ["2020-09-30", 18.6], ["2020-12-31", 19.3], ["2021-03-31", 19.5], ["2021-06-30", 18.7], ["2021-09-30", 18.8], ["2021-12-31", 17.9], ["2022-03-31", null], ["2022-06-30", 19.3], ["2022-09-30", 19.6], ["2022-12-31", 20.7], ["2023-03-31", 17.6], ["2023-06-30", 20.6], ["2023-09-30", 19.3], ["2023-12-31", 22.2], ["2024-03-31", 21.2], ["2024-06-30", 23.8], ["2024-09-30", 19.9], ["2024-12-31", 20.1], ["2025-03-31", 20.3], ["2025-06-30", 23.6], ["2025-09-30", 23.0], ["2025-12-31", 21.4], ["2026-03-31", 21.9], ["2026-06-30", 24.1]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to other asset class (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_OTHER_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 288000000000.0], ["2013-06-30", 259000000000.0], ["2013-09-30", 285000000000.0], ["2013-12-31", 337000000000.0], ["2014-03-31", 346000000000.0], ["2014-06-30", 345000000000.0], ["2014-09-30", 337000000000.0], ["2014-12-31", 296000000000.0], ["2015-03-31", 308000000000.0], ["2015-06-30", 324000000000.0], ["2015-09-30", 320000000000.0], ["2015-12-31", 305000000000.0], ["2016-03-31", 308000000000.0], ["2016-06-30", 310000000000.0], ["2016-09-30", 330000000000.0], ["2016-12-31", 326000000000.0], ["2017-03-31", 345000000000.0], ["2017-06-30", 426000000000.0], ["2017-09-30", 428000000000.0], ["2017-12-31", 536000000000.0], ["2018-03-31", 707000000000.0], ["2018-06-30", 763000000000.0], ["2018-09-30", 604000000000.0], ["2018-12-31", 512000000000.0], ["2019-03-31", 468000000000.0], ["2019-06-30", 440000000000.0], ["2019-09-30", 444000000000.0], ["2019-12-31", 605000000000.0], ["2020-03-31", 429000000000.0], ["2020-06-30", 394000000000.0], ["2020-09-30", 385000000000.0], ["2020-12-31", 454000000000.0], ["2021-03-31", 483000000000.0], ["2021-06-30", 512000000000.0], ["2021-09-30", 517000000000.0], ["2021-12-31", 539000000000.0], ["2022-03-31", 657000000000.0], ["2022-06-30", 532000000000.0], ["2022-09-30", 534000000000.0], ["2022-12-31", 540000000000.0], ["2023-03-31", 492000000000.0], ["2023-06-30", 517000000000.0], ["2023-09-30", 581000000000.0], ["2023-12-31", 606000000000.0], ["2024-03-31", 668000000000.0], ["2024-06-30", 763000000000.0], ["2024-09-30", 597000000000.0], ["2024-12-31", 626000000000.0], ["2025-03-31", 701000000000.0], ["2025-06-30", 792000000000.0], ["2025-09-30", 995000000000.0], ["2025-12-31", 865000000000.0], ["2026-03-31", 1259000000000.0], ["2026-06-30", 1456000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_OTHER_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The \u2018other\u2019 asset class is an aggregation of several asset classes, including mortgage-backed securities, asset-backed commercial paper, commodity exposures (physical and synthetic), real estate, and dollar-denominated cash deposits. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to other asset class (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_OTHER_GNE_CHANGE", "FPF-ASSETCLASS_OTHER_GNE_PCTCHANGE", "FPF-ASSETCLASS_OTHER_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_REPO_REPO_SUM": {"timeseries": {"aggregation": [["2013-03-31", 395000000000.0], ["2013-06-30", 433000000000.0], ["2013-09-30", 407000000000.0], ["2013-12-31", 391000000000.0], ["2014-03-31", 448000000000.0], ["2014-06-30", 479000000000.0], ["2014-09-30", 494000000000.0], ["2014-12-31", 522000000000.0], ["2015-03-31", 558000000000.0], ["2015-06-30", 570000000000.0], ["2015-09-30", 627000000000.0], ["2015-12-31", 536000000000.0], ["2016-03-31", 592000000000.0], ["2016-06-30", 600000000000.0], ["2016-09-30", 609000000000.0], ["2016-12-31", 593000000000.0], ["2017-03-31", 657000000000.0], ["2017-06-30", 708000000000.0], ["2017-09-30", 664000000000.0], ["2017-12-31", 627000000000.0], ["2018-03-31", 715000000000.0], ["2018-06-30", 825000000000.0], ["2018-09-30", 850000000000.0], ["2018-12-31", 1045000000000.0], ["2019-03-31", 1223000000000.0], ["2019-06-30", 1218000000000.0], ["2019-09-30", 1226000000000.0], ["2019-12-31", 1229000000000.0], ["2020-03-31", 1249000000000.0], ["2020-06-30", 1111000000000.0], ["2020-09-30", 1282000000000.0], ["2020-12-31", 1176000000000.0], ["2021-03-31", 1044000000000.0], ["2021-06-30", 1110000000000.0], ["2021-09-30", 1208000000000.0], ["2021-12-31", 1143000000000.0], ["2022-03-31", 1121000000000.0], ["2022-06-30", 1122000000000.0], ["2022-09-30", 1102000000000.0], ["2022-12-31", 1138000000000.0], ["2023-03-31", 1344000000000.0], ["2023-06-30", 1508000000000.0], ["2023-09-30", 1634000000000.0], ["2023-12-31", 1804000000000.0], ["2024-03-31", 1837000000000.0], ["2024-06-30", 2014000000000.0], ["2024-09-30", 2549000000000.0], ["2024-12-31", 2356000000000.0], ["2025-03-31", 2689000000000.0], ["2025-06-30", 2921000000000.0], ["2025-09-30", 3012000000000.0], ["2025-12-31", 3225000000000.0], ["2026-03-31", 3173000000000.0], ["2026-06-30", 3283000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_REPO_REPO_SUM", "description": {"notes": "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. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. Repo exposures (cash in and securities out) are reported as short exposures on questions 26 and 30. A reverse repo is any purchase of securities coupled with an agreement to sell the same, or similar, securities at a later date at an agreed upon price. Reverse repo exposures (cash out and securities in) are reported as long exposures on questions 26 and 30. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: repo exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_REPO_REVERSEREPO_SUM": {"timeseries": {"aggregation": [["2013-03-31", 339000000000.0], ["2013-06-30", 449000000000.0], ["2013-09-30", 460000000000.0], ["2013-12-31", 386000000000.0], ["2014-03-31", 468000000000.0], ["2014-06-30", 477000000000.0], ["2014-09-30", 516000000000.0], ["2014-12-31", 458000000000.0], ["2015-03-31", 488000000000.0], ["2015-06-30", 468000000000.0], ["2015-09-30", 475000000000.0], ["2015-12-31", 429000000000.0], ["2016-03-31", 453000000000.0], ["2016-06-30", 460000000000.0], ["2016-09-30", 504000000000.0], ["2016-12-31", 562000000000.0], ["2017-03-31", 655000000000.0], ["2017-06-30", 690000000000.0], ["2017-09-30", 709000000000.0], ["2017-12-31", 676000000000.0], ["2018-03-31", 765000000000.0], ["2018-06-30", 732000000000.0], ["2018-09-30", 754000000000.0], ["2018-12-31", 766000000000.0], ["2019-03-31", 810000000000.0], ["2019-06-30", 721000000000.0], ["2019-09-30", 666000000000.0], ["2019-12-31", 693000000000.0], ["2020-03-31", 735000000000.0], ["2020-06-30", 691000000000.0], ["2020-09-30", 788000000000.0], ["2020-12-31", 734000000000.0], ["2021-03-31", 852000000000.0], ["2021-06-30", 963000000000.0], ["2021-09-30", 1063000000000.0], ["2021-12-31", 1078000000000.0], ["2022-03-31", 1078000000000.0], ["2022-06-30", 1050000000000.0], ["2022-09-30", 986000000000.0], ["2022-12-31", 986000000000.0], ["2023-03-31", 1014000000000.0], ["2023-06-30", 1005000000000.0], ["2023-09-30", 1060000000000.0], ["2023-12-31", 1040000000000.0], ["2024-03-31", 1129000000000.0], ["2024-06-30", 1085000000000.0], ["2024-09-30", 1175000000000.0], ["2024-12-31", 1105000000000.0], ["2025-03-31", 1147000000000.0], ["2025-06-30", 1263000000000.0], ["2025-09-30", 1322000000000.0], ["2025-12-31", 1335000000000.0], ["2026-03-31", 1405000000000.0], ["2026-06-30", 1320000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_REPO_REVERSEREPO_SUM", "description": {"notes": "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. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. Repo exposures (cash in and securities out) are reported as short exposures on questions 26 and 30. A reverse repo is any purchase of securities coupled with an agreement to sell the same, or similar, securities at a later date at an agreed upon price. Reverse repo exposures (cash out and securities in) are reported as long exposures on questions 26 and 30. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: reverse repo exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SOVEREIGN_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 302000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to sovereign debt cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_SOVEREIGN_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SOVEREIGN_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 35.0], ["2014-06-30", 36.3], ["2014-09-30", 15.9], ["2014-12-31", 16.6], ["2015-03-31", 5.9], ["2015-06-30", -12.4], ["2015-09-30", -2.4], ["2015-12-31", -11.4], ["2016-03-31", -6.5], ["2016-06-30", -3.0], ["2016-09-30", 11.0], ["2016-12-31", 33.7], ["2017-03-31", 32.8], ["2017-06-30", 42.0], ["2017-09-30", 42.9], ["2017-12-31", 24.8], ["2018-03-31", 33.1], ["2018-06-30", 23.6], ["2018-09-30", 8.9], ["2018-12-31", 8.8], ["2019-03-31", 0.5], ["2019-06-30", 2.4], ["2019-09-30", -4.9], ["2019-12-31", -2.3], ["2020-03-31", -31.8], ["2020-06-30", -20.5], ["2020-09-30", 7.2], ["2020-12-31", 7.9], ["2021-03-31", 45.8], ["2021-06-30", 40.5], ["2021-09-30", 19.9], ["2021-12-31", 7.6], ["2022-03-31", 3.8], ["2022-06-30", -8.7], ["2022-09-30", -17.1], ["2022-12-31", -2.9], ["2023-03-31", -2.1], ["2023-06-30", 3.3], ["2023-09-30", 17.1], ["2023-12-31", 23.4], ["2024-03-31", 31.5], ["2024-06-30", 29.1], ["2024-09-30", 36.6], ["2024-12-31", 2.3], ["2025-03-31", 6.4], ["2025-06-30", 16.8], ["2025-09-30", 7.7], ["2025-12-31", 30.7], ["2026-03-31", 14.9], ["2026-06-30", 12.2]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to sovereign debt (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_SOVEREIGN_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_SOVEREIGN_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 668000000000.0], ["2013-06-30", 747000000000.0], ["2013-09-30", 755000000000.0], ["2013-12-31", 808000000000.0], ["2014-03-31", 902000000000.0], ["2014-06-30", 1018000000000.0], ["2014-09-30", 875000000000.0], ["2014-12-31", 942000000000.0], ["2015-03-31", 955000000000.0], ["2015-06-30", 892000000000.0], ["2015-09-30", 854000000000.0], ["2015-12-31", 835000000000.0], ["2016-03-31", 893000000000.0], ["2016-06-30", 865000000000.0], ["2016-09-30", 948000000000.0], ["2016-12-31", 1116000000000.0], ["2017-03-31", 1186000000000.0], ["2017-06-30", 1228000000000.0], ["2017-09-30", 1355000000000.0], ["2017-12-31", 1393000000000.0], ["2018-03-31", 1579000000000.0], ["2018-06-30", 1518000000000.0], ["2018-09-30", 1475000000000.0], ["2018-12-31", 1515000000000.0], ["2019-03-31", 1587000000000.0], ["2019-06-30", 1555000000000.0], ["2019-09-30", 1402000000000.0], ["2019-12-31", 1480000000000.0], ["2020-03-31", 1082000000000.0], ["2020-06-30", 1236000000000.0], ["2020-09-30", 1503000000000.0], ["2020-12-31", 1597000000000.0], ["2021-03-31", 1578000000000.0], ["2021-06-30", 1737000000000.0], ["2021-09-30", 1802000000000.0], ["2021-12-31", 1719000000000.0], ["2022-03-31", 1638000000000.0], ["2022-06-30", 1586000000000.0], ["2022-09-30", 1493000000000.0], ["2022-12-31", 1670000000000.0], ["2023-03-31", 1604000000000.0], ["2023-06-30", 1639000000000.0], ["2023-09-30", 1748000000000.0], ["2023-12-31", 2060000000000.0], ["2024-03-31", 2110000000000.0], ["2024-06-30", 2116000000000.0], ["2024-09-30", 2388000000000.0], ["2024-12-31", 2107000000000.0], ["2025-03-31", 2245000000000.0], ["2025-06-30", 2472000000000.0], ["2025-09-30", 2571000000000.0], ["2025-12-31", 2753000000000.0], ["2026-03-31", 2579000000000.0], ["2026-06-30", 2774000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to sovereign debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_GNE_CHANGE", "FPF-ASSETCLASS_SOVEREIGN_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 419000000000.0], ["2013-06-30", 401000000000.0], ["2013-09-30", 418000000000.0], ["2013-12-31", 445000000000.0], ["2014-03-31", 504000000000.0], ["2014-06-30", 598000000000.0], ["2014-09-30", 498000000000.0], ["2014-12-31", 556000000000.0], ["2015-03-31", 546000000000.0], ["2015-06-30", 494000000000.0], ["2015-09-30", 515000000000.0], ["2015-12-31", 481000000000.0], ["2016-03-31", 526000000000.0], ["2016-06-30", 502000000000.0], ["2016-09-30", 543000000000.0], ["2016-12-31", 587000000000.0], ["2017-03-31", 624000000000.0], ["2017-06-30", 660000000000.0], ["2017-09-30", 719000000000.0], ["2017-12-31", 745000000000.0], ["2018-03-31", 868000000000.0], ["2018-06-30", 820000000000.0], ["2018-09-30", 766000000000.0], ["2018-12-31", 823000000000.0], ["2019-03-31", 877000000000.0], ["2019-06-30", 882000000000.0], ["2019-09-30", 834000000000.0], ["2019-12-31", 864000000000.0], ["2020-03-31", 628000000000.0], ["2020-06-30", 717000000000.0], ["2020-09-30", 862000000000.0], ["2020-12-31", 880000000000.0], ["2021-03-31", 842000000000.0], ["2021-06-30", 931000000000.0], ["2021-09-30", 946000000000.0], ["2021-12-31", 881000000000.0], ["2022-03-31", 825000000000.0], ["2022-06-30", 786000000000.0], ["2022-09-30", 761000000000.0], ["2022-12-31", 835000000000.0], ["2023-03-31", 825000000000.0], ["2023-06-30", 814000000000.0], ["2023-09-30", 830000000000.0], ["2023-12-31", 1042000000000.0], ["2024-03-31", 1034000000000.0], ["2024-06-30", 1067000000000.0], ["2024-09-30", 1239000000000.0], ["2024-12-31", 1055000000000.0], ["2025-03-31", 1223000000000.0], ["2025-06-30", 1350000000000.0], ["2025-09-30", 1374000000000.0], ["2025-12-31", 1476000000000.0], ["2026-03-31", 1419000000000.0], ["2026-06-30", 1557000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to sovereign debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_GNE_CHANGE", "FPF-ASSETCLASS_SOVEREIGN_GNE_PCTCHANGE", "FPF-ASSETCLASS_SOVEREIGN_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_SOVEREIGN_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 51.0], ["2013-06-30", 57.6], ["2013-09-30", 54.1], ["2013-12-31", 53.5], ["2014-03-31", 52.3], ["2014-06-30", 51.7], ["2014-09-30", 53.0], ["2014-12-31", 51.5], ["2015-03-31", 52.4], ["2015-06-30", 51.5], ["2015-09-30", 51.3], ["2015-12-31", 54.0], ["2016-03-31", 53.3], ["2016-06-30", 51.8], ["2016-09-30", 47.0], ["2016-12-31", 49.8], ["2017-03-31", 47.0], ["2017-06-30", 49.6], ["2017-09-30", 47.9], ["2017-12-31", 48.9], ["2018-03-31", 47.5], ["2018-06-30", 45.3], ["2018-09-30", 46.8], ["2018-12-31", 47.4], ["2019-03-31", 47.3], ["2019-06-30", 48.0], ["2019-09-30", 46.4], ["2019-12-31", 49.5], ["2020-03-31", 56.9], ["2020-06-30", 52.5], ["2020-09-30", 52.3], ["2020-12-31", 55.3], ["2021-03-31", 55.8], ["2021-06-30", 54.7], ["2021-09-30", 52.0], ["2021-12-31", 56.4], ["2022-03-31", 54.1], ["2022-06-30", 56.3], ["2022-09-30", 56.0], ["2022-12-31", 56.1], ["2023-03-31", 56.2], ["2023-06-30", 55.8], ["2023-09-30", 56.3], ["2023-12-31", 57.2], ["2024-03-31", 57.7], ["2024-06-30", 60.2], ["2024-09-30", 59.4], ["2024-12-31", 63.5], ["2025-03-31", 60.8], ["2025-06-30", 59.7], ["2025-09-30", 59.8], ["2025-12-31", 60.5], ["2026-03-31", 59.4], ["2026-06-30", 58.4]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to sovereign debt (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 249000000000.0], ["2013-06-30", 346000000000.0], ["2013-09-30", 337000000000.0], ["2013-12-31", 363000000000.0], ["2014-03-31", 398000000000.0], ["2014-06-30", 420000000000.0], ["2014-09-30", 377000000000.0], ["2014-12-31", 386000000000.0], ["2015-03-31", 409000000000.0], ["2015-06-30", 398000000000.0], ["2015-09-30", 339000000000.0], ["2015-12-31", 354000000000.0], ["2016-03-31", 367000000000.0], ["2016-06-30", 363000000000.0], ["2016-09-30", 405000000000.0], ["2016-12-31", 529000000000.0], ["2017-03-31", 562000000000.0], ["2017-06-30", 568000000000.0], ["2017-09-30", 636000000000.0], ["2017-12-31", 648000000000.0], ["2018-03-31", 711000000000.0], ["2018-06-30", 698000000000.0], ["2018-09-30", 709000000000.0], ["2018-12-31", 692000000000.0], ["2019-03-31", 710000000000.0], ["2019-06-30", 673000000000.0], ["2019-09-30", 568000000000.0], ["2019-12-31", 616000000000.0], ["2020-03-31", 454000000000.0], ["2020-06-30", 519000000000.0], ["2020-09-30", 641000000000.0], ["2020-12-31", 717000000000.0], ["2021-03-31", 736000000000.0], ["2021-06-30", 806000000000.0], ["2021-09-30", 856000000000.0], ["2021-12-31", 838000000000.0], ["2022-03-31", 813000000000.0], ["2022-06-30", 800000000000.0], ["2022-09-30", 732000000000.0], ["2022-12-31", 835000000000.0], ["2023-03-31", 779000000000.0], ["2023-06-30", 825000000000.0], ["2023-09-30", 918000000000.0], ["2023-12-31", 1018000000000.0], ["2024-03-31", 1076000000000.0], ["2024-06-30", 1049000000000.0], ["2024-09-30", 1149000000000.0], ["2024-12-31", 1052000000000.0], ["2025-03-31", 1022000000000.0], ["2025-06-30", 1122000000000.0], ["2025-09-30", 1197000000000.0], ["2025-12-31", 1277000000000.0], ["2026-03-31", 1160000000000.0], ["2026-06-30", 1217000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_SOVEREIGN_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The sovereign debt asset class includes debt obligations issued by foreign governments. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to sovereign debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_SOVEREIGN_GNE_CHANGE", "FPF-ASSETCLASS_SOVEREIGN_GNE_PCTCHANGE", "FPF-ASSETCLASS_SOVEREIGN_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_USGOV_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", -100000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease for each asset class\u2019s GNE. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to U.S. government debt cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_LTREASURY_SUM", "FPF-ASSETCLASS_STREASURY_SUM", "FPF-ASSETCLASS_USGOV_GNE_SUM", "FPF-ASSETCLASS_USGOV_LGNE_SUM", "FPF-ASSETCLASS_USGOV_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 7.4], ["2014-06-30", -7.9], ["2014-09-30", 26.9], ["2014-12-31", 4.4], ["2015-03-31", 7.0], ["2015-06-30", 22.6], ["2015-09-30", -0.4], ["2015-12-31", 0.8], ["2016-03-31", -3.5], ["2016-06-30", 4.5], ["2016-09-30", 4.8], ["2016-12-31", 18.7], ["2017-03-31", 12.9], ["2017-06-30", 2.2], ["2017-09-30", 4.5], ["2017-12-31", 3.0], ["2018-03-31", 5.3], ["2018-06-30", 20.7], ["2018-09-30", 27.4], ["2018-12-31", 53.7], ["2019-03-31", 59.5], ["2019-06-30", 58.8], ["2019-09-30", 39.3], ["2019-12-31", 19.4], ["2020-03-31", -2.2], ["2020-06-30", -19.1], ["2020-09-30", -17.7], ["2020-12-31", -26.5], ["2021-03-31", -12.1], ["2021-06-30", -1.9], ["2021-09-30", 0.4], ["2021-12-31", 10.5], ["2022-03-31", 1.7], ["2022-06-30", -10.4], ["2022-09-30", -13.8], ["2022-12-31", -3.1], ["2023-03-31", 10.0], ["2023-06-30", 46.1], ["2023-09-30", 76.2], ["2023-12-31", 67.4], ["2024-03-31", 60.2], ["2024-06-30", 36.9], ["2024-09-30", 33.0], ["2024-12-31", 17.4], ["2025-03-31", 20.5], ["2025-06-30", 27.0], ["2025-09-30", 13.7], ["2025-12-31", 22.3], ["2026-03-31", 8.2], ["2026-06-30", -2.5]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to U.S. government debt (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_LTREASURY_SUM", "FPF-ASSETCLASS_STREASURY_SUM", "FPF-ASSETCLASS_USGOV_GNE_SUM", "FPF-ASSETCLASS_USGOV_LGNE_SUM", "FPF-ASSETCLASS_USGOV_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-ASSETCLASS_USGOV_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 958000000000.0], ["2013-06-30", 975000000000.0], ["2013-09-30", 890000000000.0], ["2013-12-31", 953000000000.0], ["2014-03-31", 1029000000000.0], ["2014-06-30", 898000000000.0], ["2014-09-30", 1129000000000.0], ["2014-12-31", 995000000000.0], ["2015-03-31", 1101000000000.0], ["2015-06-30", 1101000000000.0], ["2015-09-30", 1124000000000.0], ["2015-12-31", 1003000000000.0], ["2016-03-31", 1062000000000.0], ["2016-06-30", 1150000000000.0], ["2016-09-30", 1178000000000.0], ["2016-12-31", 1191000000000.0], ["2017-03-31", 1199000000000.0], ["2017-06-30", 1175000000000.0], ["2017-09-30", 1231000000000.0], ["2017-12-31", 1227000000000.0], ["2018-03-31", 1262000000000.0], ["2018-06-30", 1418000000000.0], ["2018-09-30", 1568000000000.0], ["2018-12-31", 1886000000000.0], ["2019-03-31", 2013000000000.0], ["2019-06-30", 2252000000000.0], ["2019-09-30", 2184000000000.0], ["2019-12-31", 2252000000000.0], ["2020-03-31", 1968000000000.0], ["2020-06-30", 1822000000000.0], ["2020-09-30", 1798000000000.0], ["2020-12-31", 1655000000000.0], ["2021-03-31", 1729000000000.0], ["2021-06-30", 1787000000000.0], ["2021-09-30", 1806000000000.0], ["2021-12-31", 1828000000000.0], ["2022-03-31", 1759000000000.0], ["2022-06-30", 1601000000000.0], ["2022-09-30", 1557000000000.0], ["2022-12-31", 1771000000000.0], ["2023-03-31", 1935000000000.0], ["2023-06-30", 2339000000000.0], ["2023-09-30", 2743000000000.0], ["2023-12-31", 2965000000000.0], ["2024-03-31", 3100000000000.0], ["2024-06-30", 3201000000000.0], ["2024-09-30", 3647000000000.0], ["2024-12-31", 3480000000000.0], ["2025-03-31", 3736000000000.0], ["2025-06-30", 4064000000000.0], ["2025-09-30", 4147000000000.0], ["2025-12-31", 4256000000000.0], ["2026-03-31", 4044000000000.0], ["2026-06-30", 3964000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_GNE_SUM", "description": {"notes": "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. 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. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: gross notional exposure to U.S. government debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-ASSETCLASS_USGOV_LGNE_SUM", "FPF-ASSETCLASS_USGOV_SGNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_USGOV_LGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 659000000000.0], ["2013-06-30", 670000000000.0], ["2013-09-30", 638000000000.0], ["2013-12-31", 666000000000.0], ["2014-03-31", 722000000000.0], ["2014-06-30", 631000000000.0], ["2014-09-30", 748000000000.0], ["2014-12-31", 674000000000.0], ["2015-03-31", 785000000000.0], ["2015-06-30", 802000000000.0], ["2015-09-30", 819000000000.0], ["2015-12-31", 717000000000.0], ["2016-03-31", 748000000000.0], ["2016-06-30", 773000000000.0], ["2016-09-30", 793000000000.0], ["2016-12-31", 818000000000.0], ["2017-03-31", 793000000000.0], ["2017-06-30", 755000000000.0], ["2017-09-30", 774000000000.0], ["2017-12-31", 780000000000.0], ["2018-03-31", 774000000000.0], ["2018-06-30", 902000000000.0], ["2018-09-30", 998000000000.0], ["2018-12-31", 1219000000000.0], ["2019-03-31", 1286000000000.0], ["2019-06-30", 1368000000000.0], ["2019-09-30", 1350000000000.0], ["2019-12-31", 1378000000000.0], ["2020-03-31", 1215000000000.0], ["2020-06-30", 1135000000000.0], ["2020-09-30", 1134000000000.0], ["2020-12-31", 1022000000000.0], ["2021-03-31", 971000000000.0], ["2021-06-30", 1021000000000.0], ["2021-09-30", 1046000000000.0], ["2021-12-31", 1051000000000.0], ["2022-03-31", 1047000000000.0], ["2022-06-30", 1007000000000.0], ["2022-09-30", 942000000000.0], ["2022-12-31", 1052000000000.0], ["2023-03-31", 1191000000000.0], ["2023-06-30", 1323000000000.0], ["2023-09-30", 1506000000000.0], ["2023-12-31", 1679000000000.0], ["2024-03-31", 1708000000000.0], ["2024-06-30", 1799000000000.0], ["2024-09-30", 2067000000000.0], ["2024-12-31", 1996000000000.0], ["2025-03-31", 2276000000000.0], ["2025-06-30", 2400000000000.0], ["2025-09-30", 2486000000000.0], ["2025-12-31", 2574000000000.0], ["2026-03-31", 2439000000000.0], ["2026-06-30", 2435000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_LGNE_SUM", "description": {"notes": "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. Long notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with an increase (or decrease) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: long notional exposure to U.S. government debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE", "FPF-ASSETCLASS_USGOV_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-ASSETCLASS_USGOV_N10_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 49.1], ["2013-06-30", 50.2], ["2013-09-30", 41.0], ["2013-12-31", 45.3], ["2014-03-31", 44.9], ["2014-06-30", 36.7], ["2014-09-30", 43.0], ["2014-12-31", 42.4], ["2015-03-31", 41.9], ["2015-06-30", 41.6], ["2015-09-30", 42.1], ["2015-12-31", 40.7], ["2016-03-31", 45.0], ["2016-06-30", 42.7], ["2016-09-30", 42.6], ["2016-12-31", 43.2], ["2017-03-31", 42.0], ["2017-06-30", 41.4], ["2017-09-30", 42.5], ["2017-12-31", 41.9], ["2018-03-31", 37.5], ["2018-06-30", 41.2], ["2018-09-30", 40.0], ["2018-12-31", 47.0], ["2019-03-31", 51.3], ["2019-06-30", 53.6], ["2019-09-30", 47.1], ["2019-12-31", 47.6], ["2020-03-31", 50.8], ["2020-06-30", 47.9], ["2020-09-30", 46.3], ["2020-12-31", 47.2], ["2021-03-31", 48.0], ["2021-06-30", 46.5], ["2021-09-30", 43.9], ["2021-12-31", 48.3], ["2022-03-31", 46.4], ["2022-06-30", 46.3], ["2022-09-30", 45.2], ["2022-12-31", 44.3], ["2023-03-31", 45.4], ["2023-06-30", 47.0], ["2023-09-30", 48.9], ["2023-12-31", 53.1], ["2024-03-31", 51.6], ["2024-06-30", 53.5], ["2024-09-30", 52.6], ["2024-12-31", 51.6], ["2025-03-31", 50.3], ["2025-06-30", 50.3], ["2025-09-30", 50.1], ["2025-12-31", 49.0], ["2026-03-31", 47.8], ["2026-06-30", 45.9]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_N10_GNE_SUM", "description": {"notes": "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. 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 share is the ratio of the 10 largest U.S. dollar exposures among individual funds within a given asset class to that asset class\u2019s U.S. dollar exposures across all Qualifying Hedge Funds. For example, if the share for an asset class is 50%, then the 10 funds with the largest exposures to that asset class comprise 50% of the total notional value of exposures to that asset class across all Qualifying Hedge Funds. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 asset exposures: share of gross notional exposure to U.S. government debt (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-ASSETCLASS_USGOV_SGNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 299000000000.0], ["2013-06-30", 305000000000.0], ["2013-09-30", 252000000000.0], ["2013-12-31", 287000000000.0], ["2014-03-31", 307000000000.0], ["2014-06-30", 267000000000.0], ["2014-09-30", 381000000000.0], ["2014-12-31", 321000000000.0], ["2015-03-31", 316000000000.0], ["2015-06-30", 299000000000.0], ["2015-09-30", 305000000000.0], ["2015-12-31", 286000000000.0], ["2016-03-31", 314000000000.0], ["2016-06-30", 377000000000.0], ["2016-09-30", 385000000000.0], ["2016-12-31", 373000000000.0], ["2017-03-31", 406000000000.0], ["2017-06-30", 420000000000.0], ["2017-09-30", 457000000000.0], ["2017-12-31", 447000000000.0], ["2018-03-31", 488000000000.0], ["2018-06-30", 516000000000.0], ["2018-09-30", 570000000000.0], ["2018-12-31", 667000000000.0], ["2019-03-31", 727000000000.0], ["2019-06-30", 884000000000.0], ["2019-09-30", 834000000000.0], ["2019-12-31", 874000000000.0], ["2020-03-31", 753000000000.0], ["2020-06-30", 687000000000.0], ["2020-09-30", 664000000000.0], ["2020-12-31", 633000000000.0], ["2021-03-31", 758000000000.0], ["2021-06-30", 766000000000.0], ["2021-09-30", 760000000000.0], ["2021-12-31", 777000000000.0], ["2022-03-31", 712000000000.0], ["2022-06-30", 594000000000.0], ["2022-09-30", 615000000000.0], ["2022-12-31", 719000000000.0], ["2023-03-31", 744000000000.0], ["2023-06-30", 1016000000000.0], ["2023-09-30", 1237000000000.0], ["2023-12-31", 1286000000000.0], ["2024-03-31", 1392000000000.0], ["2024-06-30", 1402000000000.0], ["2024-09-30", 1580000000000.0], ["2024-12-31", 1484000000000.0], ["2025-03-31", 1460000000000.0], ["2025-06-30", 1664000000000.0], ["2025-09-30", 1661000000000.0], ["2025-12-31", 1682000000000.0], ["2026-03-31", 1605000000000.0], ["2026-06-30", 1529000000000.0]]}, "metadata": {"mnemonic": "FPF-ASSETCLASS_USGOV_SGNE_SUM", "description": {"notes": "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. Short notional exposure is based on SEC Form PF questions 26 and 30. It generally reflects exposures that stand to increase (or decrease) in value with a decrease (or increase) in the value of the underlying assets. Reported exposures from questions 26 and 30 are grouped into seven asset classes. The U.S. government debt asset class includes debt issued by U.S. federal, state, and local entities, such as cash Treasury securities, Treasury bond futures, other Treasury security derivatives, municipal bonds, and obligations issued by government sponsored entities (GSEs). Exposures are reported as duration, weighted average tenor, or 10-year equivalent adjusted. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: short notional exposure to U.S. government debt (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-ASSETCLASS_USGOV_GNE_CHANGE", "FPF-ASSETCLASS_USGOV_GNE_PCTCHANGE", "FPF-ASSETCLASS_USGOV_GNE_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-BORROW_OTHERSECURED_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 28.6], ["2014-06-30", 20.0], ["2014-09-30", 11.7], ["2014-12-31", 6.0], ["2015-03-31", -1.1], ["2015-06-30", -5.6], ["2015-09-30", -12.6], ["2015-12-31", -5.7], ["2016-03-31", -2.5], ["2016-06-30", 4.7], ["2016-09-30", 6.8], ["2016-12-31", 11.3], ["2017-03-31", 16.4], ["2017-06-30", 24.0], ["2017-09-30", 29.2], ["2017-12-31", 20.7], ["2018-03-31", 25.9], ["2018-06-30", 18.4], ["2018-09-30", 9.3], ["2018-12-31", 8.7], ["2019-03-31", 1.8], ["2019-06-30", 9.4], ["2019-09-30", 6.4], ["2019-12-31", 16.3], ["2020-03-31", 10.0], ["2020-06-30", -3.0], ["2020-09-30", 12.0], ["2020-12-31", -9.8], ["2021-03-31", 9.3], ["2021-06-30", 30.8], ["2021-09-30", 22.0], ["2021-12-31", 56.2], ["2022-03-31", 24.3], ["2022-06-30", 8.3], ["2022-09-30", 3.5], ["2022-12-31", -8.0], ["2023-03-31", -5.0], ["2023-06-30", -7.1], ["2023-09-30", -0.5], ["2023-12-31", -6.0], ["2024-03-31", -2.1], ["2024-06-30", 1.1], ["2024-09-30", 3.2], ["2024-12-31", 9.3], ["2025-03-31", 16.7], ["2025-06-30", 30.0], ["2025-09-30", 20.3], ["2025-12-31", 30.9], ["2026-03-31", 20.3], ["2026-06-30", 22.7]]}, "metadata": {"mnemonic": "FPF-BORROW_OTHERSECURED_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: other secured borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_OTHERSECURED_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-BORROW_OTHERSECURED_SUM": {"timeseries": {"aggregation": [["2013-03-31", 217000000000.0], ["2013-06-30", 225000000000.0], ["2013-09-30", 256000000000.0], ["2013-12-31", 265000000000.0], ["2014-03-31", 279000000000.0], ["2014-06-30", 270000000000.0], ["2014-09-30", 286000000000.0], ["2014-12-31", 281000000000.0], ["2015-03-31", 276000000000.0], ["2015-06-30", 255000000000.0], ["2015-09-30", 250000000000.0], ["2015-12-31", 265000000000.0], ["2016-03-31", 269000000000.0], ["2016-06-30", 267000000000.0], ["2016-09-30", 267000000000.0], ["2016-12-31", 295000000000.0], ["2017-03-31", 313000000000.0], ["2017-06-30", 331000000000.0], ["2017-09-30", 345000000000.0], ["2017-12-31", 356000000000.0], ["2018-03-31", 394000000000.0], ["2018-06-30", 392000000000.0], ["2018-09-30", 377000000000.0], ["2018-12-31", 387000000000.0], ["2019-03-31", 401000000000.0], ["2019-06-30", 429000000000.0], ["2019-09-30", 401000000000.0], ["2019-12-31", 450000000000.0], ["2020-03-31", 441000000000.0], ["2020-06-30", 416000000000.0], ["2020-09-30", 449000000000.0], ["2020-12-31", 406000000000.0], ["2021-03-31", 482000000000.0], ["2021-06-30", 544000000000.0], ["2021-09-30", 548000000000.0], ["2021-12-31", 634000000000.0], ["2022-03-31", 599000000000.0], ["2022-06-30", 589000000000.0], ["2022-09-30", 567000000000.0], ["2022-12-31", 583000000000.0], ["2023-03-31", 569000000000.0], ["2023-06-30", 547000000000.0], ["2023-09-30", 564000000000.0], ["2023-12-31", 548000000000.0], ["2024-03-31", 557000000000.0], ["2024-06-30", 553000000000.0], ["2024-09-30", 582000000000.0], ["2024-12-31", 599000000000.0], ["2025-03-31", 650000000000.0], ["2025-06-30", 719000000000.0], ["2025-09-30", 700000000000.0], ["2025-12-31", 784000000000.0], ["2026-03-31", 782000000000.0], ["2026-06-30", 882000000000.0]]}, "metadata": {"mnemonic": "FPF-BORROW_OTHERSECURED_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: other secured borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATEALL_PERCENT", "FPF-OCRATECASHSEC_PERCENT", "FPF-BORROW_OTHERSECURED_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-BORROW_PRIMEBROKER_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 25.8], ["2014-06-30", 18.8], ["2014-09-30", 17.1], ["2014-12-31", 12.2], ["2015-03-31", 8.0], ["2015-06-30", 14.0], ["2015-09-30", 6.9], ["2015-12-31", -1.1], ["2016-03-31", -9.4], ["2016-06-30", -13.3], ["2016-09-30", 2.8], ["2016-12-31", 6.0], ["2017-03-31", 21.1], ["2017-06-30", 29.1], ["2017-09-30", 26.4], ["2017-12-31", 26.7], ["2018-03-31", 19.7], ["2018-06-30", 20.7], ["2018-09-30", 16.1], ["2018-12-31", -6.5], ["2019-03-31", -0.6], ["2019-06-30", -6.1], ["2019-09-30", -14.9], ["2019-12-31", 9.5], ["2020-03-31", -24.4], ["2020-06-30", -9.4], ["2020-09-30", 4.5], ["2020-12-31", 14.7], ["2021-03-31", 60.7], ["2021-06-30", 49.0], ["2021-09-30", 36.3], ["2021-12-31", 21.8], ["2022-03-31", 7.9], ["2022-06-30", -14.0], ["2022-09-30", -17.1], ["2022-12-31", -16.7], ["2023-03-31", -5.3], ["2023-06-30", 12.7], ["2023-09-30", 13.1], ["2023-12-31", 26.9], ["2024-03-31", 31.9], ["2024-06-30", 24.5], ["2024-09-30", 34.0], ["2024-12-31", 19.7], ["2025-03-31", 12.9], ["2025-06-30", 28.0], ["2025-09-30", 33.6], ["2025-12-31", 29.6], ["2026-03-31", 24.2], ["2026-06-30", 23.3]]}, "metadata": {"mnemonic": "FPF-BORROW_PRIMEBROKER_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: prime brokerage borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_PRIMEBROKER_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-BORROW_PRIMEBROKER_SUM": {"timeseries": {"aggregation": [["2013-03-31", 795000000000.0], ["2013-06-30", 836000000000.0], ["2013-09-30", 844000000000.0], ["2013-12-31", 926000000000.0], ["2014-03-31", 1000000000000.0], ["2014-06-30", 993000000000.0], ["2014-09-30", 988000000000.0], ["2014-12-31", 1039000000000.0], ["2015-03-31", 1080000000000.0], ["2015-06-30", 1132000000000.0], ["2015-09-30", 1056000000000.0], ["2015-12-31", 1028000000000.0], ["2016-03-31", 979000000000.0], ["2016-06-30", 982000000000.0], ["2016-09-30", 1086000000000.0], ["2016-12-31", 1090000000000.0], ["2017-03-31", 1186000000000.0], ["2017-06-30", 1268000000000.0], ["2017-09-30", 1373000000000.0], ["2017-12-31", 1381000000000.0], ["2018-03-31", 1420000000000.0], ["2018-06-30", 1530000000000.0], ["2018-09-30", 1594000000000.0], ["2018-12-31", 1291000000000.0], ["2019-03-31", 1411000000000.0], ["2019-06-30", 1436000000000.0], ["2019-09-30", 1356000000000.0], ["2019-12-31", 1413000000000.0], ["2020-03-31", 1067000000000.0], ["2020-06-30", 1301000000000.0], ["2020-09-30", 1417000000000.0], ["2020-12-31", 1621000000000.0], ["2021-03-31", 1715000000000.0], ["2021-06-30", 1939000000000.0], ["2021-09-30", 1931000000000.0], ["2021-12-31", 1975000000000.0], ["2022-03-31", 1851000000000.0], ["2022-06-30", 1667000000000.0], ["2022-09-30", 1601000000000.0], ["2022-12-31", 1646000000000.0], ["2023-03-31", 1753000000000.0], ["2023-06-30", 1878000000000.0], ["2023-09-30", 1811000000000.0], ["2023-12-31", 2088000000000.0], ["2024-03-31", 2312000000000.0], ["2024-06-30", 2338000000000.0], ["2024-09-30", 2426000000000.0], ["2024-12-31", 2500000000000.0], ["2025-03-31", 2610000000000.0], ["2025-06-30", 2992000000000.0], ["2025-09-30", 3240000000000.0], ["2025-12-31", 3239000000000.0], ["2026-03-31", 3241000000000.0], ["2026-06-30", 3688000000000.0]]}, "metadata": {"mnemonic": "FPF-BORROW_PRIMEBROKER_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: prime brokerage borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATEALL_PERCENT", "FPF-OCRATECASHSEC_PERCENT", "FPF-BORROW_PRIMEBROKER_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-BORROW_REPO_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -15.4], ["2014-06-30", -21.4], ["2014-09-30", -4.0], ["2014-12-31", 9.1], ["2015-03-31", 31.8], ["2015-06-30", 18.6], ["2015-09-30", 25.5], ["2015-12-31", 8.3], ["2016-03-31", 5.6], ["2016-06-30", 6.5], ["2016-09-30", 1.4], ["2016-12-31", 12.5], ["2017-03-31", 6.0], ["2017-06-30", 15.1], ["2017-09-30", -1.1], ["2017-12-31", 1.5], ["2018-03-31", 5.7], ["2018-06-30", 12.5], ["2018-09-30", 19.6], ["2018-12-31", 57.8], ["2019-03-31", 56.5], ["2019-06-30", 44.3], ["2019-09-30", 54.4], ["2019-12-31", 20.4], ["2020-03-31", 11.2], ["2020-06-30", -9.4], ["2020-09-30", 0.0], ["2020-12-31", -7.7], ["2021-03-31", -21.5], ["2021-06-30", -4.8], ["2021-09-30", -9.5], ["2021-12-31", -4.2], ["2022-03-31", 2.3], ["2022-06-30", 3.3], ["2022-09-30", -4.6], ["2022-12-31", 6.6], ["2023-03-31", 32.3], ["2023-06-30", 42.3], ["2023-09-30", 58.6], ["2023-12-31", 63.7], ["2024-03-31", 43.6], ["2024-06-30", 35.3], ["2024-09-30", 53.8], ["2024-12-31", 24.3], ["2025-03-31", 37.9], ["2025-06-30", 40.9], ["2025-09-30", 12.9], ["2025-12-31", 35.4], ["2026-03-31", 13.8], ["2026-06-30", 8.3]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: repo borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_REPO_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-BORROW_REPO_SUM": {"timeseries": {"aggregation": [["2013-03-31", 591000000000.0], ["2013-06-30", 696000000000.0], ["2013-09-30", 597000000000.0], ["2013-12-31", 508000000000.0], ["2014-03-31", 500000000000.0], ["2014-06-30", 547000000000.0], ["2014-09-30", 573000000000.0], ["2014-12-31", 554000000000.0], ["2015-03-31", 659000000000.0], ["2015-06-30", 649000000000.0], ["2015-09-30", 719000000000.0], ["2015-12-31", 600000000000.0], ["2016-03-31", 696000000000.0], ["2016-06-30", 691000000000.0], ["2016-09-30", 729000000000.0], ["2016-12-31", 675000000000.0], ["2017-03-31", 738000000000.0], ["2017-06-30", 795000000000.0], ["2017-09-30", 721000000000.0], ["2017-12-31", 685000000000.0], ["2018-03-31", 780000000000.0], ["2018-06-30", 894000000000.0], ["2018-09-30", 862000000000.0], ["2018-12-31", 1081000000000.0], ["2019-03-31", 1221000000000.0], ["2019-06-30", 1290000000000.0], ["2019-09-30", 1331000000000.0], ["2019-12-31", 1302000000000.0], ["2020-03-31", 1358000000000.0], ["2020-06-30", 1169000000000.0], ["2020-09-30", 1331000000000.0], ["2020-12-31", 1202000000000.0], ["2021-03-31", 1066000000000.0], ["2021-06-30", 1113000000000.0], ["2021-09-30", 1205000000000.0], ["2021-12-31", 1151000000000.0], ["2022-03-31", 1090000000000.0], ["2022-06-30", 1150000000000.0], ["2022-09-30", 1149000000000.0], ["2022-12-31", 1227000000000.0], ["2023-03-31", 1442000000000.0], ["2023-06-30", 1637000000000.0], ["2023-09-30", 1822000000000.0], ["2023-12-31", 2009000000000.0], ["2024-03-31", 2071000000000.0], ["2024-06-30", 2215000000000.0], ["2024-09-30", 2803000000000.0], ["2024-12-31", 2497000000000.0], ["2025-03-31", 2855000000000.0], ["2025-06-30", 3122000000000.0], ["2025-09-30", 3165000000000.0], ["2025-12-31", 3380000000000.0], ["2026-03-31", 3249000000000.0], ["2026-06-30", 3382000000000.0]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: repo borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATEALL_PERCENT", "FPF-OCRATECASHSEC_PERCENT", "FPF-BORROW_REPO_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_REPO_GAVN10_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-BORROW_REPO_GAVN10_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 63.7], ["2013-06-30", 58.7], ["2013-09-30", 64.7], ["2013-12-31", 53.3], ["2014-03-31", 45.7], ["2014-06-30", 48.5], ["2014-09-30", 48.1], ["2014-12-31", 49.2], ["2015-03-31", 54.7], ["2015-06-30", 50.2], ["2015-09-30", 54.4], ["2015-12-31", 50.2], ["2016-03-31", 58.2], ["2016-06-30", 54.8], ["2016-09-30", 53.6], ["2016-12-31", 47.4], ["2017-03-31", 45.6], ["2017-06-30", 49.5], ["2017-09-30", 55.0], ["2017-12-31", 50.0], ["2018-03-31", 50.4], ["2018-06-30", 49.7], ["2018-09-30", 48.3], ["2018-12-31", 55.2], ["2019-03-31", 57.2], ["2019-06-30", 55.3], ["2019-09-30", 54.7], ["2019-12-31", 56.3], ["2020-03-31", 53.0], ["2020-06-30", 51.4], ["2020-09-30", 51.4], ["2020-12-31", 49.0], ["2021-03-31", 46.4], ["2021-06-30", 47.6], ["2021-09-30", 52.1], ["2021-12-31", 51.9], ["2022-03-31", 51.4], ["2022-06-30", 52.8], ["2022-09-30", 51.2], ["2022-12-31", 52.9], ["2023-03-31", 52.4], ["2023-06-30", 52.5], ["2023-09-30", 53.9], ["2023-12-31", 60.7], ["2024-03-31", 57.2], ["2024-06-30", 58.3], ["2024-09-30", 55.6], ["2024-12-31", 54.7], ["2025-03-31", 52.7], ["2025-06-30", 53.1], ["2025-09-30", 52.8], ["2025-12-31", 53.2], ["2026-03-31", 47.4], ["2026-06-30", 48.4]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_GAVN10_PERCENT", "description": {"notes": "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. Repo borrowing (cash in and securities out) is based on SEC Form PF question 43. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: share of repo borrowing (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-BORROW_REPO_GAVN10_SUM": {"timeseries": {"aggregation": [["2013-03-31", 376000000000.0], ["2013-06-30", 409000000000.0], ["2013-09-30", 386000000000.0], ["2013-12-31", 271000000000.0], ["2014-03-31", 228000000000.0], ["2014-06-30", 265000000000.0], ["2014-09-30", 276000000000.0], ["2014-12-31", 273000000000.0], ["2015-03-31", 360000000000.0], ["2015-06-30", 326000000000.0], ["2015-09-30", 391000000000.0], ["2015-12-31", 301000000000.0], ["2016-03-31", 405000000000.0], ["2016-06-30", 379000000000.0], ["2016-09-30", 391000000000.0], ["2016-12-31", 320000000000.0], ["2017-03-31", 337000000000.0], ["2017-06-30", 394000000000.0], ["2017-09-30", 397000000000.0], ["2017-12-31", 342000000000.0], ["2018-03-31", 393000000000.0], ["2018-06-30", 444000000000.0], ["2018-09-30", 416000000000.0], ["2018-12-31", 597000000000.0], ["2019-03-31", 698000000000.0], ["2019-06-30", 713000000000.0], ["2019-09-30", 728000000000.0], ["2019-12-31", 733000000000.0], ["2020-03-31", 720000000000.0], ["2020-06-30", 601000000000.0], ["2020-09-30", 684000000000.0], ["2020-12-31", 589000000000.0], ["2021-03-31", 495000000000.0], ["2021-06-30", 530000000000.0], ["2021-09-30", 628000000000.0], ["2021-12-31", 597000000000.0], ["2022-03-31", 560000000000.0], ["2022-06-30", 607000000000.0], ["2022-09-30", 588000000000.0], ["2022-12-31", 649000000000.0], ["2023-03-31", 756000000000.0], ["2023-06-30", 859000000000.0], ["2023-09-30", 982000000000.0], ["2023-12-31", 1219000000000.0], ["2024-03-31", 1185000000000.0], ["2024-06-30", 1291000000000.0], ["2024-09-30", 1558000000000.0], ["2024-12-31", 1366000000000.0], ["2025-03-31", 1505000000000.0], ["2025-06-30", 1658000000000.0], ["2025-09-30", 1671000000000.0], ["2025-12-31", 1798000000000.0], ["2026-03-31", 1540000000000.0], ["2026-06-30", 1637000000000.0]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_GAVN10_SUM", "description": {"notes": "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. The top 10 hedge funds are ranked each quarter by gross assets. Repo borrowing (cash in and securities out) is based on SEC Form PF question 43. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: repo borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-BORROW_REPO_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-BORROW_REPO_GAVN11TO50_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 17.4], ["2013-06-30", 11.8], ["2013-09-30", 17.6], ["2013-12-31", 24.4], ["2014-03-31", 27.2], ["2014-06-30", 26.8], ["2014-09-30", 29.7], ["2014-12-31", 24.9], ["2015-03-31", 19.5], ["2015-06-30", 22.8], ["2015-09-30", 21.2], ["2015-12-31", 23.7], ["2016-03-31", 17.0], ["2016-06-30", 25.0], ["2016-09-30", 26.7], ["2016-12-31", 31.4], ["2017-03-31", 36.3], ["2017-06-30", 29.2], ["2017-09-30", 25.8], ["2017-12-31", 28.3], ["2018-03-31", 25.5], ["2018-06-30", 25.5], ["2018-09-30", 30.7], ["2018-12-31", 26.2], ["2019-03-31", 25.3], ["2019-06-30", 28.1], ["2019-09-30", 28.3], ["2019-12-31", 25.3], ["2020-03-31", 29.9], ["2020-06-30", 29.6], ["2020-09-30", 31.7], ["2020-12-31", 31.5], ["2021-03-31", 33.2], ["2021-06-30", 31.4], ["2021-09-30", 28.9], ["2021-12-31", 27.2], ["2022-03-31", 27.5], ["2022-06-30", 30.4], ["2022-09-30", 30.4], ["2022-12-31", 30.6], ["2023-03-31", 32.1], ["2023-06-30", 31.9], ["2023-09-30", 34.5], ["2023-12-31", 27.9], ["2024-03-31", 29.9], ["2024-06-30", 29.3], ["2024-09-30", 32.4], ["2024-12-31", 31.5], ["2025-03-31", 33.4], ["2025-06-30", 31.8], ["2025-09-30", 31.6], ["2025-12-31", 32.6], ["2026-03-31", 35.9], ["2026-06-30", 35.9]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_GAVN11TO50_PERCENT", "description": {"notes": "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. Repo borrowing (cash in and securities out) is based on SEC Form PF question 43. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: share of repo borrowing (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-BORROW_REPO_GAVN51_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 18.9], ["2013-06-30", 29.6], ["2013-09-30", 17.7], ["2013-12-31", 22.3], ["2014-03-31", 27.1], ["2014-06-30", 24.7], ["2014-09-30", 22.2], ["2014-12-31", 25.8], ["2015-03-31", 25.9], ["2015-06-30", 27.0], ["2015-09-30", 24.4], ["2015-12-31", 26.1], ["2016-03-31", 24.8], ["2016-06-30", 20.2], ["2016-09-30", 19.8], ["2016-12-31", 21.2], ["2017-03-31", 18.1], ["2017-06-30", 21.3], ["2017-09-30", 19.1], ["2017-12-31", 21.7], ["2018-03-31", 24.1], ["2018-06-30", 24.8], ["2018-09-30", 21.0], ["2018-12-31", 18.5], ["2019-03-31", 17.5], ["2019-06-30", 16.6], ["2019-09-30", 17.0], ["2019-12-31", 18.4], ["2020-03-31", 17.0], ["2020-06-30", 19.1], ["2020-09-30", 17.0], ["2020-12-31", 19.4], ["2021-03-31", 20.5], ["2021-06-30", 21.0], ["2021-09-30", 19.0], ["2021-12-31", 20.9], ["2022-03-31", 21.1], ["2022-06-30", 16.8], ["2022-09-30", 18.4], ["2022-12-31", 16.5], ["2023-03-31", 15.5], ["2023-06-30", 15.6], ["2023-09-30", 11.6], ["2023-12-31", 11.4], ["2024-03-31", 12.9], ["2024-06-30", 12.4], ["2024-09-30", 12.0], ["2024-12-31", 13.9], ["2025-03-31", 13.9], ["2025-06-30", 15.2], ["2025-09-30", 15.6], ["2025-12-31", 14.3], ["2026-03-31", 16.7], ["2026-06-30", 15.8]]}, "metadata": {"mnemonic": "FPF-BORROW_REPO_GAVN51_PERCENT", "description": {"notes": "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. Repo borrowing (cash in and securities out) is based on SEC Form PF question 43. Size cohorts are based on hedge funds\u2019 quarterly ranking by gross assets. A repurchase agreement (repo) is a sale of securities coupled with an agreement to repurchase the same, or similar, securities at a later date at an agreed upon price. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: share of repo borrowing (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-GAVN10_OCRATEALL_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 0.4], ["2013-06-30", -2.5], ["2013-09-30", 2.0], ["2013-12-31", 5.8], ["2014-03-31", 7.7], ["2014-06-30", 7.9], ["2014-09-30", 6.8], ["2014-12-31", 6.4], ["2015-03-31", 0.6], ["2015-06-30", 3.9], ["2015-09-30", -0.2], ["2015-12-31", 4.1], ["2016-03-31", 2.5], ["2016-06-30", 0.8], ["2016-09-30", -1.1], ["2016-12-31", -0.2], ["2017-03-31", -1.4], ["2017-06-30", -0.6], ["2017-09-30", -0.3], ["2017-12-31", 1.5], ["2018-03-31", -1.9], ["2018-06-30", 0.0], ["2018-09-30", 24.4], ["2018-12-31", 1.4], ["2019-03-31", 1.5], ["2019-06-30", 1.1], ["2019-09-30", -0.2], ["2019-12-31", -1.1], ["2020-03-31", 3.4], ["2020-06-30", -0.8], ["2020-09-30", -0.2], ["2020-12-31", 4.0], ["2021-03-31", 0.2], ["2021-06-30", 0.7], ["2021-09-30", -0.8], ["2021-12-31", -2.3], ["2022-03-31", -2.0], ["2022-06-30", -0.5], ["2022-09-30", -1.5], ["2022-12-31", 1.0], ["2023-03-31", 0.7], ["2023-06-30", -0.6], ["2023-09-30", -4.1], ["2023-12-31", -2.4], ["2024-03-31", -3.6], ["2024-06-30", -1.1], ["2024-09-30", -1.4], ["2024-12-31", 0.6], ["2025-03-31", 3.7], ["2025-06-30", 1.4], ["2025-09-30", 3.3], ["2025-12-31", 3.7], ["2026-03-31", -1.2], ["2026-06-30", 0.0]]}, "metadata": {"mnemonic": "FPF-GAVN10_OCRATEALL_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). \u2018All collateral\u2019 includes all collateral types, including cash, securities, and other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds' quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that\u00a0hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: over-collateralization rate (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-GAVN11TO50_OCRATEALL_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 19.8], ["2013-06-30", 19.0], ["2013-09-30", 14.5], ["2013-12-31", 12.1], ["2014-03-31", 8.4], ["2014-06-30", 8.6], ["2014-09-30", 7.3], ["2014-12-31", 4.7], ["2015-03-31", 21.4], ["2015-06-30", 9.3], ["2015-09-30", 14.6], ["2015-12-31", 11.3], ["2016-03-31", 20.5], ["2016-06-30", 12.9], ["2016-09-30", 22.9], ["2016-12-31", 14.1], ["2017-03-31", 13.9], ["2017-06-30", 9.8], ["2017-09-30", 14.9], ["2017-12-31", 14.1], ["2018-03-31", 12.1], ["2018-06-30", 9.3], ["2018-09-30", 12.1], ["2018-12-31", 13.4], ["2019-03-31", 9.4], ["2019-06-30", 13.5], ["2019-09-30", 14.9], ["2019-12-31", 11.9], ["2020-03-31", 18.9], ["2020-06-30", 16.4], ["2020-09-30", 13.1], ["2020-12-31", 15.1], ["2021-03-31", 16.1], ["2021-06-30", 14.5], ["2021-09-30", 14.5], ["2021-12-31", 14.0], ["2022-03-31", 14.8], ["2022-06-30", 9.8], ["2022-09-30", 14.1], ["2022-12-31", 12.8], ["2023-03-31", 11.5], ["2023-06-30", 12.6], ["2023-09-30", 5.9], ["2023-12-31", 5.4], ["2024-03-31", 1.4], ["2024-06-30", -0.8], ["2024-09-30", 4.1], ["2024-12-31", 2.1], ["2025-03-31", 3.3], ["2025-06-30", 5.2], ["2025-09-30", 2.7], ["2025-12-31", 2.2], ["2026-03-31", 5.6], ["2026-06-30", 7.6]]}, "metadata": {"mnemonic": "FPF-GAVN11TO50_OCRATEALL_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). \u2018All collateral\u2019 includes all collateral types, including cash, securities, and other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: over-collateralization rate (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-GAVN51_OCRATEALL_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 28.3], ["2013-06-30", 12.9], ["2013-09-30", 32.1], ["2013-12-31", 32.7], ["2014-03-31", 26.1], ["2014-06-30", 31.1], ["2014-09-30", 41.7], ["2014-12-31", 36.0], ["2015-03-31", 32.0], ["2015-06-30", 30.4], ["2015-09-30", 32.0], ["2015-12-31", 31.6], ["2016-03-31", 29.0], ["2016-06-30", 29.9], ["2016-09-30", 28.5], ["2016-12-31", 27.5], ["2017-03-31", 34.5], ["2017-06-30", 29.1], ["2017-09-30", 30.2], ["2017-12-31", 31.2], ["2018-03-31", 30.4], ["2018-06-30", 30.4], ["2018-09-30", 28.1], ["2018-12-31", 30.6], ["2019-03-31", 28.3], ["2019-06-30", 32.2], ["2019-09-30", 32.3], ["2019-12-31", 29.3], ["2020-03-31", 34.2], ["2020-06-30", 37.9], ["2020-09-30", 36.6], ["2020-12-31", 40.7], ["2021-03-31", 38.6], ["2021-06-30", 37.3], ["2021-09-30", 42.7], ["2021-12-31", 35.5], ["2022-03-31", 32.9], ["2022-06-30", 33.3], ["2022-09-30", 34.3], ["2022-12-31", 34.1], ["2023-03-31", 35.4], ["2023-06-30", 34.5], ["2023-09-30", 37.3], ["2023-12-31", 34.5], ["2024-03-31", 37.7], ["2024-06-30", 39.8], ["2024-09-30", 36.5], ["2024-12-31", 33.2], ["2025-03-31", 31.9], ["2025-06-30", 29.6], ["2025-09-30", 30.2], ["2025-12-31", 36.1], ["2026-03-31", 36.8], ["2026-06-30", 37.3]]}, "metadata": {"mnemonic": "FPF-GAVN51_OCRATEALL_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). \u2018All collateral\u2019 includes all collateral types, including cash, securities, and other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: over-collateralization rate (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-OCRATEALL_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 16.8], ["2013-06-30", 8.4], ["2013-09-30", 17.6], ["2013-12-31", 19.7], ["2014-03-31", 17.1], ["2014-06-30", 19.4], ["2014-09-30", 23.0], ["2014-12-31", 19.6], ["2015-03-31", 19.3], ["2015-06-30", 17.9], ["2015-09-30", 17.7], ["2015-12-31", 19.2], ["2016-03-31", 17.8], ["2016-06-30", 15.9], ["2016-09-30", 16.5], ["2016-12-31", 15.3], ["2017-03-31", 17.5], ["2017-06-30", 14.3], ["2017-09-30", 16.1], ["2017-12-31", 16.8], ["2018-03-31", 14.7], ["2018-06-30", 14.3], ["2018-09-30", 22.4], ["2018-12-31", 14.6], ["2019-03-31", 12.9], ["2019-06-30", 15.6], ["2019-09-30", 15.3], ["2019-12-31", 13.2], ["2020-03-31", 17.8], ["2020-06-30", 18.0], ["2020-09-30", 17.0], ["2020-12-31", 21.0], ["2021-03-31", 20.0], ["2021-06-30", 19.3], ["2021-09-30", 20.2], ["2021-12-31", 16.6], ["2022-03-31", 16.1], ["2022-06-30", 14.9], ["2022-09-30", 16.1], ["2022-12-31", 16.1], ["2023-03-31", 16.2], ["2023-06-30", 15.3], ["2023-09-30", 12.3], ["2023-12-31", 10.9], ["2024-03-31", 10.2], ["2024-06-30", 11.1], ["2024-09-30", 11.5], ["2024-12-31", 11.3], ["2025-03-31", 12.4], ["2025-06-30", 11.3], ["2025-09-30", 11.7], ["2025-12-31", 13.3], ["2026-03-31", 13.7], ["2026-06-30", 15.3]]}, "metadata": {"mnemonic": "FPF-OCRATEALL_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). 'All collateral' includes cash, securities, and other collateral including the face value of letters of credit and similar third-party credit support. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: over-collateralization rate for all collateral types (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_OTHERSECURED_SUM", "FPF-BORROW_PRIMEBROKER_SUM", "FPF-BORROW_REPO_SUM", "FPF-COLLATERALTYPE_CASH_COLLATERAL_SUM", "FPF-COLLATERALTYPE_SECURITIES_COLLATERAL_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-GAVN10_OCRATEEXOTHER_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 0.2], ["2013-06-30", -2.5], ["2013-09-30", 2.0], ["2013-12-31", 5.6], ["2014-03-31", 7.5], ["2014-06-30", 7.9], ["2014-09-30", 6.8], ["2014-12-31", 6.4], ["2015-03-31", 0.6], ["2015-06-30", 3.9], ["2015-09-30", -0.2], ["2015-12-31", 4.1], ["2016-03-31", 2.5], ["2016-06-30", 0.8], ["2016-09-30", -1.1], ["2016-12-31", -0.2], ["2017-03-31", -1.4], ["2017-06-30", -0.6], ["2017-09-30", -0.3], ["2017-12-31", 1.5], ["2018-03-31", -1.9], ["2018-06-30", 0.0], ["2018-09-30", 24.4], ["2018-12-31", 1.4], ["2019-03-31", 1.5], ["2019-06-30", 1.1], ["2019-09-30", -0.2], ["2019-12-31", -1.1], ["2020-03-31", 3.4], ["2020-06-30", -0.8], ["2020-09-30", -1.5], ["2020-12-31", 4.0], ["2021-03-31", 0.2], ["2021-06-30", 0.7], ["2021-09-30", -0.8], ["2021-12-31", -2.3], ["2022-03-31", -2.0], ["2022-06-30", -0.5], ["2022-09-30", -1.5], ["2022-12-31", 1.0], ["2023-03-31", 0.7], ["2023-06-30", -0.6], ["2023-09-30", -4.1], ["2023-12-31", -2.4], ["2024-03-31", -3.6], ["2024-06-30", -1.1], ["2024-09-30", -1.4], ["2024-12-31", 0.6], ["2025-03-31", 3.7], ["2025-06-30", 0.8], ["2025-09-30", 3.3], ["2025-12-31", 3.7], ["2026-03-31", -1.2], ["2026-06-30", 0.0]]}, "metadata": {"mnemonic": "FPF-GAVN10_OCRATEEXOTHER_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). Cash and securities excludes other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 10 largest funds: over-collateralization rate excluding other collateral (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-GAVN11TO50_OCRATEEXOTHER_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 19.8], ["2013-06-30", 18.6], ["2013-09-30", 14.1], ["2013-12-31", 12.0], ["2014-03-31", 8.2], ["2014-06-30", 8.2], ["2014-09-30", 6.9], ["2014-12-31", 3.0], ["2015-03-31", 19.2], ["2015-06-30", 7.4], ["2015-09-30", 13.0], ["2015-12-31", 9.1], ["2016-03-31", 18.8], ["2016-06-30", 11.3], ["2016-09-30", 21.1], ["2016-12-31", 12.3], ["2017-03-31", 12.6], ["2017-06-30", 8.2], ["2017-09-30", 11.5], ["2017-12-31", 10.9], ["2018-03-31", 10.7], ["2018-06-30", 6.6], ["2018-09-30", 9.0], ["2018-12-31", 11.2], ["2019-03-31", 6.7], ["2019-06-30", 10.8], ["2019-09-30", 12.1], ["2019-12-31", 8.5], ["2020-03-31", 16.1], ["2020-06-30", 13.3], ["2020-09-30", 8.8], ["2020-12-31", 10.7], ["2021-03-31", 11.0], ["2021-06-30", 9.7], ["2021-09-30", 8.6], ["2021-12-31", 8.4], ["2022-03-31", 8.5], ["2022-06-30", 4.6], ["2022-09-30", 9.0], ["2022-12-31", 7.9], ["2023-03-31", 7.1], ["2023-06-30", 8.4], ["2023-09-30", 1.9], ["2023-12-31", 3.2], ["2024-03-31", -0.7], ["2024-06-30", -2.6], ["2024-09-30", 2.4], ["2024-12-31", 0.2], ["2025-03-31", 1.4], ["2025-06-30", 3.6], ["2025-09-30", 2.1], ["2025-12-31", 0.4], ["2026-03-31", 4.3], ["2026-06-30", 7.1]]}, "metadata": {"mnemonic": "FPF-GAVN11TO50_OCRATEEXOTHER_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). Cash and securities excludes other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 11-50 largest funds: over-collateralization rate excluding other collateral (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-GAVN51_OCRATEEXOTHER_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 25.2], ["2013-06-30", 10.4], ["2013-09-30", 27.3], ["2013-12-31", 28.6], ["2014-03-31", 23.3], ["2014-06-30", 28.2], ["2014-09-30", 37.6], ["2014-12-31", 31.9], ["2015-03-31", 28.4], ["2015-06-30", 27.0], ["2015-09-30", 27.7], ["2015-12-31", 26.2], ["2016-03-31", 24.0], ["2016-06-30", 24.5], ["2016-09-30", 23.8], ["2016-12-31", 21.8], ["2017-03-31", 26.7], ["2017-06-30", 22.5], ["2017-09-30", 23.9], ["2017-12-31", 25.6], ["2018-03-31", 24.0], ["2018-06-30", 23.1], ["2018-09-30", 21.1], ["2018-12-31", 22.5], ["2019-03-31", 20.4], ["2019-06-30", 24.1], ["2019-09-30", 23.5], ["2019-12-31", 21.4], ["2020-03-31", 22.9], ["2020-06-30", 27.9], ["2020-09-30", 28.5], ["2020-12-31", 30.2], ["2021-03-31", 28.6], ["2021-06-30", 26.3], ["2021-09-30", 29.8], ["2021-12-31", 21.9], ["2022-03-31", 19.3], ["2022-06-30", 18.4], ["2022-09-30", 17.8], ["2022-12-31", 19.2], ["2023-03-31", 21.3], ["2023-06-30", 20.2], ["2023-09-30", 22.4], ["2023-12-31", 19.3], ["2024-03-31", 22.7], ["2024-06-30", 22.8], ["2024-09-30", 20.9], ["2024-12-31", 17.9], ["2025-03-31", 16.8], ["2025-06-30", 17.1], ["2025-09-30", 16.7], ["2025-12-31", 23.7], ["2026-03-31", 22.8], ["2026-06-30", 22.9]]}, "metadata": {"mnemonic": "FPF-GAVN51_OCRATEEXOTHER_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). Cash and securities excludes other collateral. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and government securities, including U.S. Treasury and agency securities. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. Size cohorts are based on hedge funds quarterly ranking by gross assets. Over-collateralization rates for size cohorts are heavily influenced by the mix of borrowing that hedge funds are doing. For example, hedge funds generally must post more collateral when they borrow from a prime brokerage than when they borrow in the repo market. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Top 51+ largest funds: over-collateralization rate excluding other collateral (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-COLLATERALTYPE_CASH_COLLATERAL_SUM": {"timeseries": {"aggregation": [["2013-03-31", 634000000000.0], ["2013-06-30", 632000000000.0], ["2013-09-30", 616000000000.0], ["2013-12-31", 633000000000.0], ["2014-03-31", 671000000000.0], ["2014-06-30", 645000000000.0], ["2014-09-30", 693000000000.0], ["2014-12-31", 685000000000.0], ["2015-03-31", 726000000000.0], ["2015-06-30", 739000000000.0], ["2015-09-30", 730000000000.0], ["2015-12-31", 707000000000.0], ["2016-03-31", 702000000000.0], ["2016-06-30", 725000000000.0], ["2016-09-30", 755000000000.0], ["2016-12-31", 856000000000.0], ["2017-03-31", 913000000000.0], ["2017-06-30", 958000000000.0], ["2017-09-30", 937000000000.0], ["2017-12-31", 930000000000.0], ["2018-03-31", 947000000000.0], ["2018-06-30", 1069000000000.0], ["2018-09-30", 1041000000000.0], ["2018-12-31", 1116000000000.0], ["2019-03-31", 1208000000000.0], ["2019-06-30", 1304000000000.0], ["2019-09-30", 1235000000000.0], ["2019-12-31", 1220000000000.0], ["2020-03-31", 1208000000000.0], ["2020-06-30", 1108000000000.0], ["2020-09-30", 1155000000000.0], ["2020-12-31", 1144000000000.0], ["2021-03-31", 1184000000000.0], ["2021-06-30", 1338000000000.0], ["2021-09-30", 1409000000000.0], ["2021-12-31", 1442000000000.0], ["2022-03-31", 1344000000000.0], ["2022-06-30", 1211000000000.0], ["2022-09-30", 1211000000000.0], ["2022-12-31", 1346000000000.0], ["2023-03-31", 1416000000000.0], ["2023-06-30", 1553000000000.0], ["2023-09-30", 1577000000000.0], ["2023-12-31", 1711000000000.0], ["2024-03-31", 1781000000000.0], ["2024-06-30", 1792000000000.0], ["2024-09-30", 2149000000000.0], ["2024-12-31", 2169000000000.0], ["2025-03-31", 2417000000000.0], ["2025-06-30", 2590000000000.0], ["2025-09-30", 2742000000000.0], ["2025-12-31", 2873000000000.0], ["2026-03-31", 2940000000000.0], ["2026-06-30", 3137000000000.0]]}, "metadata": {"mnemonic": "FPF-COLLATERALTYPE_CASH_COLLATERAL_SUM", "description": {"notes": "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. Collateral posted by hedge funds is based on SEC Form PF question 43. Cash collateral, as defined in SEC Form PF, includes cash, cash equivalents, and U.S. Treasury and agency securities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: cash collateral posted (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATEALL_PERCENT", "FPF-OCRATECASHSEC_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-OCRATECASHSEC_PERCENT": {"timeseries": {"aggregation": [["2013-03-31", 15.3], ["2013-06-30", 7.2], ["2013-09-30", 15.4], ["2013-12-31", 17.7], ["2014-03-31", 15.6], ["2014-06-30", 17.9], ["2014-09-30", 21.0], ["2014-12-31", 17.4], ["2015-03-31", 17.1], ["2015-06-30", 15.9], ["2015-09-30", 15.4], ["2015-12-31", 16.1], ["2016-03-31", 15.2], ["2016-06-30", 13.2], ["2016-09-30", 14.1], ["2016-12-31", 12.4], ["2017-03-31", 13.9], ["2017-06-30", 11.2], ["2017-09-30", 12.6], ["2017-12-31", 13.7], ["2018-03-31", 11.8], ["2018-06-30", 10.8], ["2018-09-30", 19.0], ["2018-12-31", 11.3], ["2019-03-31", 9.5], ["2019-06-30", 12.0], ["2019-09-30", 11.5], ["2019-12-31", 9.4], ["2020-03-31", 13.3], ["2020-06-30", 13.5], ["2020-09-30", 12.3], ["2020-12-31", 15.8], ["2021-03-31", 14.6], ["2021-06-30", 13.5], ["2021-09-30", 13.7], ["2021-12-31", 9.8], ["2022-03-31", 9.1], ["2022-06-30", 7.9], ["2022-09-30", 8.5], ["2022-12-31", 9.4], ["2023-03-31", 9.9], ["2023-06-30", 9.2], ["2023-09-30", 6.3], ["2023-12-31", 5.7], ["2024-03-31", 5.1], ["2024-06-30", 5.5], ["2024-09-30", 6.4], ["2024-12-31", 5.9], ["2025-03-31", 7.1], ["2025-06-30", 6.7], ["2025-09-30", 7.2], ["2025-12-31", 8.9], ["2026-03-31", 8.6], ["2026-06-30", 10.2]]}, "metadata": {"mnemonic": "FPF-OCRATECASHSEC_PERCENT", "description": {"notes": "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. The over-collateralization rate is derived from SEC Form PF question 43. It represents the percent by which total collateral posted exceeds total borrowing by hedge funds. That is, when hedge funds have posted collateral that is greater (less) than the value of their outstanding debt, the over-collateralization rate is positive (negative). 'Cash and securities' collateral includes cash equivalents and U.S. Treasury and agency securities. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: over-collateralization rate for cash and securities collateral (percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-BORROW_OTHERSECURED_SUM", "FPF-BORROW_PRIMEBROKER_SUM", "FPF-BORROW_REPO_SUM", "FPF-COLLATERALTYPE_CASH_COLLATERAL_SUM", "FPF-COLLATERALTYPE_OTHER_COLLATERAL_SUM", "FPF-COLLATERALTYPE_SECURITIES_COLLATERAL_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent", "precision": 1}}}, "FPF-COLLATERALTYPE_OTHER_COLLATERAL_SUM": {"timeseries": {"aggregation": [["2013-03-31", 23000000000.0], ["2013-06-30", 21000000000.0], ["2013-09-30", 36000000000.0], ["2013-12-31", 34000000000.0], ["2014-03-31", 27000000000.0], ["2014-06-30", 28000000000.0], ["2014-09-30", 36000000000.0], ["2014-12-31", 41000000000.0], ["2015-03-31", 43000000000.0], ["2015-06-30", 40000000000.0], ["2015-09-30", 47000000000.0], ["2015-12-31", 59000000000.0], ["2016-03-31", 50000000000.0], ["2016-06-30", 51000000000.0], ["2016-09-30", 49000000000.0], ["2016-12-31", 60000000000.0], ["2017-03-31", 79000000000.0], ["2017-06-30", 75000000000.0], ["2017-09-30", 84000000000.0], ["2017-12-31", 74000000000.0], ["2018-03-31", 76000000000.0], ["2018-06-30", 100000000000.0], ["2018-09-30", 96000000000.0], ["2018-12-31", 93000000000.0], ["2019-03-31", 104000000000.0], ["2019-06-30", 114000000000.0], ["2019-09-30", 120000000000.0], ["2019-12-31", 118000000000.0], ["2020-03-31", 131000000000.0], ["2020-06-30", 130000000000.0], ["2020-09-30", 148000000000.0], ["2020-12-31", 169000000000.0], ["2021-03-31", 177000000000.0], ["2021-06-30", 209000000000.0], ["2021-09-30", 242000000000.0], ["2021-12-31", 254000000000.0], ["2022-03-31", 248000000000.0], ["2022-06-30", 239000000000.0], ["2022-09-30", 251000000000.0], ["2022-12-31", 230000000000.0], ["2023-03-31", 237000000000.0], ["2023-06-30", 250000000000.0], ["2023-09-30", 252000000000.0], ["2023-12-31", 240000000000.0], ["2024-03-31", 253000000000.0], ["2024-06-30", 289000000000.0], ["2024-09-30", 300000000000.0], ["2024-12-31", 301000000000.0], ["2025-03-31", 324000000000.0], ["2025-06-30", 316000000000.0], ["2025-09-30", 321000000000.0], ["2025-12-31", 327000000000.0], ["2026-03-31", 369000000000.0], ["2026-06-30", 404000000000.0]]}, "metadata": {"mnemonic": "FPF-COLLATERALTYPE_OTHER_COLLATERAL_SUM", "description": {"notes": "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. Collateral posted by hedge funds is based on SEC Form PF question 43. \u2018Other collateral\u2019 includes the face value of letters of credit and similar third-party credit support. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: other collateral posted (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATECASHSEC_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-COLLATERALTYPE_SECURITIES_COLLATERAL_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1215000000000.0], ["2013-06-30", 1252000000000.0], ["2013-09-30", 1343000000000.0], ["2013-12-31", 1366000000000.0], ["2014-03-31", 1385000000000.0], ["2014-06-30", 1489000000000.0], ["2014-09-30", 1542000000000.0], ["2014-12-31", 1516000000000.0], ["2015-03-31", 1634000000000.0], ["2015-06-30", 1621000000000.0], ["2015-09-30", 1606000000000.0], ["2015-12-31", 1490000000000.0], ["2016-03-31", 1538000000000.0], ["2016-06-30", 1472000000000.0], ["2016-09-30", 1621000000000.0], ["2016-12-31", 1459000000000.0], ["2017-03-31", 1636000000000.0], ["2017-06-30", 1703000000000.0], ["2017-09-30", 1810000000000.0], ["2017-12-31", 1824000000000.0], ["2018-03-31", 1952000000000.0], ["2018-06-30", 2050000000000.0], ["2018-09-30", 2331000000000.0], ["2018-12-31", 1954000000000.0], ["2019-03-31", 2112000000000.0], ["2019-06-30", 2229000000000.0], ["2019-09-30", 2207000000000.0], ["2019-12-31", 2244000000000.0], ["2020-03-31", 2038000000000.0], ["2020-06-30", 2168000000000.0], ["2020-09-30", 2436000000000.0], ["2020-12-31", 2595000000000.0], ["2021-03-31", 2555000000000.0], ["2021-06-30", 2742000000000.0], ["2021-09-30", 2779000000000.0], ["2021-12-31", 2688000000000.0], ["2022-03-31", 2518000000000.0], ["2022-06-30", 2465000000000.0], ["2022-09-30", 2389000000000.0], ["2022-12-31", 2436000000000.0], ["2023-03-31", 2719000000000.0], ["2023-06-30", 2882000000000.0], ["2023-09-30", 2883000000000.0], ["2023-12-31", 3200000000000.0], ["2024-03-31", 3410000000000.0], ["2024-06-30", 3594000000000.0], ["2024-09-30", 4032000000000.0], ["2024-12-31", 3757000000000.0], ["2025-03-31", 4131000000000.0], ["2025-06-30", 4701000000000.0], ["2025-09-30", 4875000000000.0], ["2025-12-31", 5186000000000.0], ["2026-03-31", 4956000000000.0], ["2026-06-30", 5627000000000.0]]}, "metadata": {"mnemonic": "FPF-COLLATERALTYPE_SECURITIES_COLLATERAL_SUM", "description": {"notes": "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. Collateral posted by hedge funds is based on SEC Form PF question 43. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: securities collateral posted (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-OCRATEALL_PERCENT", "FPF-OCRATECASHSEC_PERCENT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-INVESTORFI_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 6.1], ["2013-06-30", 5.7], ["2013-09-30", 6.3], ["2013-12-31", 8.8], ["2014-03-31", 9.3], ["2014-06-30", 9.3], ["2014-09-30", 9.2], ["2014-12-31", 9.0], ["2015-03-31", 9.8], ["2015-06-30", 9.5], ["2015-09-30", 9.3], ["2015-12-31", 9.1], ["2016-03-31", 9.4], ["2016-06-30", 9.1], ["2016-09-30", 8.7], ["2016-12-31", 8.6], ["2017-03-31", 8.6], ["2017-06-30", 8.7], ["2017-09-30", 8.7], ["2017-12-31", 8.7], ["2018-03-31", 8.6], ["2018-06-30", 8.6], ["2018-09-30", 8.5], ["2018-12-31", 8.3], ["2019-03-31", 8.1], ["2019-06-30", 8.1], ["2019-09-30", 8.1], ["2019-12-31", 7.8], ["2020-03-31", 8.0], ["2020-06-30", 7.9], ["2020-09-30", 7.7], ["2020-12-31", 5.7], ["2021-03-31", 5.6], ["2021-06-30", 5.5], ["2021-09-30", 5.6], ["2021-12-31", 5.6], ["2022-03-31", 5.7], ["2022-06-30", 6.1], ["2022-09-30", 6.3], ["2022-12-31", 6.1], ["2023-03-31", 6.4], ["2023-06-30", 6.1], ["2023-09-30", 5.9], ["2023-12-31", 5.8], ["2024-03-31", 5.8], ["2024-06-30", 5.6], ["2024-09-30", 5.9], ["2024-12-31", 5.3], ["2025-03-31", 5.5], ["2025-06-30", 5.5], ["2025-09-30", 5.3], ["2025-12-31", 5.3], ["2026-03-31", 5.5], ["2026-06-30", 5.2]]}, "metadata": {"mnemonic": "FPF-INVESTORFI_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by financial institutions (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTORNONPROF_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 13.5], ["2013-06-30", 14.3], ["2013-09-30", 14.1], ["2013-12-31", 13.5], ["2014-03-31", 13.2], ["2014-06-30", 13.4], ["2014-09-30", 13.8], ["2014-12-31", 13.4], ["2015-03-31", 13.4], ["2015-06-30", 13.4], ["2015-09-30", 13.5], ["2015-12-31", 13.6], ["2016-03-31", 13.7], ["2016-06-30", 13.5], ["2016-09-30", 13.9], ["2016-12-31", 13.9], ["2017-03-31", 14.0], ["2017-06-30", 14.0], ["2017-09-30", 14.0], ["2017-12-31", 14.0], ["2018-03-31", 13.6], ["2018-06-30", 14.0], ["2018-09-30", 13.9], ["2018-12-31", 13.7], ["2019-03-31", 14.2], ["2019-06-30", 14.1], ["2019-09-30", 14.1], ["2019-12-31", 14.4], ["2020-03-31", 14.2], ["2020-06-30", 14.6], ["2020-09-30", 14.5], ["2020-12-31", 15.1], ["2021-03-31", 15.0], ["2021-06-30", 14.6], ["2021-09-30", 14.4], ["2021-12-31", 14.3], ["2022-03-31", 13.9], ["2022-06-30", 14.0], ["2022-09-30", 14.8], ["2022-12-31", 13.9], ["2023-03-31", 13.8], ["2023-06-30", 13.9], ["2023-09-30", 13.7], ["2023-12-31", 13.9], ["2024-03-31", 13.9], ["2024-06-30", 13.8], ["2024-09-30", 13.9], ["2024-12-31", 14.0], ["2025-03-31", 13.6], ["2025-06-30", 13.7], ["2025-09-30", 13.9], ["2025-12-31", 13.8], ["2026-03-31", 13.7], ["2026-06-30", 14.1]]}, "metadata": {"mnemonic": "FPF-INVESTORNONPROF_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by nonprofit organizations (percent of total) ", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTORNONUS_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 10.1], ["2013-06-30", 10.1], ["2013-09-30", 10.1], ["2013-12-31", 10.1], ["2014-03-31", 10.0], ["2014-06-30", 10.3], ["2014-09-30", 10.3], ["2014-12-31", 9.7], ["2015-03-31", 9.3], ["2015-06-30", 9.2], ["2015-09-30", 9.2], ["2015-12-31", 9.3], ["2016-03-31", 9.4], ["2016-06-30", 9.3], ["2016-09-30", 9.2], ["2016-12-31", 9.1], ["2017-03-31", 9.3], ["2017-06-30", 9.6], ["2017-09-30", 9.6], ["2017-12-31", 9.6], ["2018-03-31", 10.3], ["2018-06-30", 10.3], ["2018-09-30", 10.3], ["2018-12-31", 10.7], ["2019-03-31", 10.7], ["2019-06-30", 10.8], ["2019-09-30", 10.8], ["2019-12-31", 10.9], ["2020-03-31", 10.9], ["2020-06-30", 11.0], ["2020-09-30", 11.2], ["2020-12-31", 11.3], ["2021-03-31", 11.1], ["2021-06-30", 12.7], ["2021-09-30", 12.8], ["2021-12-31", 12.7], ["2022-03-31", 12.4], ["2022-06-30", 10.9], ["2022-09-30", 10.9], ["2022-12-31", 11.6], ["2023-03-31", 11.1], ["2023-06-30", 11.2], ["2023-09-30", 11.4], ["2023-12-31", 11.3], ["2024-03-31", 11.3], ["2024-06-30", 10.9], ["2024-09-30", 11.6], ["2024-12-31", 11.0], ["2025-03-31", 11.3], ["2025-06-30", 11.1], ["2025-09-30", 11.0], ["2025-12-31", 11.0], ["2026-03-31", 11.1], ["2026-06-30", 11.2]]}, "metadata": {"mnemonic": "FPF-INVESTORNONUS_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by non-U.S. entities (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTOROTHER_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 9.5], ["2013-06-30", 9.2], ["2013-09-30", 9.5], ["2013-12-31", 9.9], ["2014-03-31", 9.7], ["2014-06-30", 10.3], ["2014-09-30", 10.2], ["2014-12-31", 11.1], ["2015-03-31", 11.3], ["2015-06-30", 11.6], ["2015-09-30", 11.9], ["2015-12-31", 12.3], ["2016-03-31", 12.2], ["2016-06-30", 12.4], ["2016-09-30", 13.0], ["2016-12-31", 12.9], ["2017-03-31", 13.2], ["2017-06-30", 13.3], ["2017-09-30", 13.7], ["2017-12-31", 13.4], ["2018-03-31", 14.0], ["2018-06-30", 14.0], ["2018-09-30", 14.0], ["2018-12-31", 13.9], ["2019-03-31", 13.7], ["2019-06-30", 13.8], ["2019-09-30", 13.5], ["2019-12-31", 13.2], ["2020-03-31", 13.4], ["2020-06-30", 13.3], ["2020-09-30", 13.7], ["2020-12-31", 13.8], ["2021-03-31", 14.0], ["2021-06-30", 14.2], ["2021-09-30", 14.4], ["2021-12-31", 14.6], ["2022-03-31", 14.6], ["2022-06-30", 14.8], ["2022-09-30", 15.0], ["2022-12-31", 14.9], ["2023-03-31", 15.2], ["2023-06-30", 15.1], ["2023-09-30", 15.0], ["2023-12-31", 15.3], ["2024-03-31", 15.2], ["2024-06-30", 15.0], ["2024-09-30", 15.0], ["2024-12-31", 15.0], ["2025-03-31", 15.3], ["2025-06-30", 15.2], ["2025-09-30", 15.3], ["2025-12-31", 15.4], ["2026-03-31", 16.0], ["2026-06-30", 16.0]]}, "metadata": {"mnemonic": "FPF-INVESTOROTHER_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by other entities (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTORPENSION_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 22.8], ["2013-06-30", 22.7], ["2013-09-30", 22.7], ["2013-12-31", 22.5], ["2014-03-31", 22.8], ["2014-06-30", 21.9], ["2014-09-30", 21.3], ["2014-12-31", 22.2], ["2015-03-31", 22.2], ["2015-06-30", 22.5], ["2015-09-30", 22.6], ["2015-12-31", 22.7], ["2016-03-31", 23.3], ["2016-06-30", 23.6], ["2016-09-30", 23.9], ["2016-12-31", 24.6], ["2017-03-31", 24.4], ["2017-06-30", 24.2], ["2017-09-30", 24.3], ["2017-12-31", 25.1], ["2018-03-31", 24.4], ["2018-06-30", 24.0], ["2018-09-30", 24.0], ["2018-12-31", 24.9], ["2019-03-31", 24.6], ["2019-06-30", 24.8], ["2019-09-30", 24.8], ["2019-12-31", 24.8], ["2020-03-31", 23.9], ["2020-06-30", 23.8], ["2020-09-30", 23.4], ["2020-12-31", 24.0], ["2021-03-31", 23.4], ["2021-06-30", 22.4], ["2021-09-30", 21.9], ["2021-12-31", 22.0], ["2022-03-31", 22.6], ["2022-06-30", 23.4], ["2022-09-30", 21.6], ["2022-12-31", 22.5], ["2023-03-31", 22.4], ["2023-06-30", 22.3], ["2023-09-30", 22.1], ["2023-12-31", 21.7], ["2024-03-31", 21.7], ["2024-06-30", 21.5], ["2024-09-30", 20.8], ["2024-12-31", 21.1], ["2025-03-31", 20.8], ["2025-06-30", 20.6], ["2025-09-30", 20.2], ["2025-12-31", 19.9], ["2026-03-31", 19.0], ["2026-06-30", 18.2]]}, "metadata": {"mnemonic": "FPF-INVESTORPENSION_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by pensions (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTORPRIVFUND_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 23.9], ["2013-06-30", 23.9], ["2013-09-30", 23.2], ["2013-12-31", 21.3], ["2014-03-31", 21.5], ["2014-06-30", 21.0], ["2014-09-30", 21.3], ["2014-12-31", 20.9], ["2015-03-31", 20.5], ["2015-06-30", 20.4], ["2015-09-30", 20.2], ["2015-12-31", 20.0], ["2016-03-31", 19.3], ["2016-06-30", 19.1], ["2016-09-30", 18.4], ["2016-12-31", 17.8], ["2017-03-31", 17.5], ["2017-06-30", 17.4], ["2017-09-30", 17.0], ["2017-12-31", 16.5], ["2018-03-31", 16.6], ["2018-06-30", 16.4], ["2018-09-30", 16.5], ["2018-12-31", 16.3], ["2019-03-31", 16.3], ["2019-06-30", 16.4], ["2019-09-30", 16.5], ["2019-12-31", 16.5], ["2020-03-31", 17.1], ["2020-06-30", 16.6], ["2020-09-30", 16.6], ["2020-12-31", 17.0], ["2021-03-31", 17.3], ["2021-06-30", 17.2], ["2021-09-30", 17.5], ["2021-12-31", 17.4], ["2022-03-31", 17.8], ["2022-06-30", 18.2], ["2022-09-30", 18.6], ["2022-12-31", 18.3], ["2023-03-31", 18.5], ["2023-06-30", 18.7], ["2023-09-30", 19.0], ["2023-12-31", 18.9], ["2024-03-31", 19.0], ["2024-06-30", 20.1], ["2024-09-30", 20.0], ["2024-12-31", 20.3], ["2025-03-31", 20.1], ["2025-06-30", 20.2], ["2025-09-30", 20.4], ["2025-12-31", 20.6], ["2026-03-31", 21.1], ["2026-06-30", 21.1]]}, "metadata": {"mnemonic": "FPF-INVESTORPRIVFUND_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by private funds (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTOMUNI_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.1], ["2013-06-30", 1.0], ["2013-09-30", 1.0], ["2013-12-31", 1.1], ["2014-03-31", 1.1], ["2014-06-30", 1.4], ["2014-09-30", 1.5], ["2014-12-31", 1.6], ["2015-03-31", 1.6], ["2015-06-30", 1.5], ["2015-09-30", 1.6], ["2015-12-31", 1.5], ["2016-03-31", 1.2], ["2016-06-30", 1.2], ["2016-09-30", 1.2], ["2016-12-31", 1.3], ["2017-03-31", 1.4], ["2017-06-30", 1.4], ["2017-09-30", 1.4], ["2017-12-31", 1.4], ["2018-03-31", 1.5], ["2018-06-30", 1.6], ["2018-09-30", 1.6], ["2018-12-31", 1.3], ["2019-03-31", 1.4], ["2019-06-30", 1.4], ["2019-09-30", 1.5], ["2019-12-31", 1.5], ["2020-03-31", 1.6], ["2020-06-30", 1.6], ["2020-09-30", 1.5], ["2020-12-31", 1.5], ["2021-03-31", 1.5], ["2021-06-30", 1.5], ["2021-09-30", 1.4], ["2021-12-31", 1.5], ["2022-03-31", 1.5], ["2022-06-30", 1.5], ["2022-09-30", 1.5], ["2022-12-31", 1.5], ["2023-03-31", 1.6], ["2023-06-30", 1.6], ["2023-09-30", 1.8], ["2023-12-31", 1.8], ["2024-03-31", 1.9], ["2024-06-30", 1.9], ["2024-09-30", 1.8], ["2024-12-31", 2.0], ["2025-03-31", 2.0], ["2025-06-30", 2.1], ["2025-09-30", 2.1], ["2025-12-31", 2.0], ["2026-03-31", 2.3], ["2026-06-30", 2.2]]}, "metadata": {"mnemonic": "FPF-INVESTOMUNI_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by state and municipal governments (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-INVESTORUSINDV_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 12.9], ["2013-06-30", 13.0], ["2013-09-30", 13.1], ["2013-12-31", 12.8], ["2014-03-31", 12.4], ["2014-06-30", 12.4], ["2014-09-30", 12.4], ["2014-12-31", 12.1], ["2015-03-31", 11.9], ["2015-06-30", 11.9], ["2015-09-30", 11.8], ["2015-12-31", 11.6], ["2016-03-31", 11.5], ["2016-06-30", 11.6], ["2016-09-30", 11.7], ["2016-12-31", 11.7], ["2017-03-31", 11.5], ["2017-06-30", 11.4], ["2017-09-30", 11.4], ["2017-12-31", 11.3], ["2018-03-31", 11.0], ["2018-06-30", 11.1], ["2018-09-30", 11.2], ["2018-12-31", 10.9], ["2019-03-31", 11.1], ["2019-06-30", 10.6], ["2019-09-30", 10.7], ["2019-12-31", 10.8], ["2020-03-31", 11.0], ["2020-06-30", 11.2], ["2020-09-30", 11.3], ["2020-12-31", 11.6], ["2021-03-31", 12.1], ["2021-06-30", 12.0], ["2021-09-30", 11.9], ["2021-12-31", 11.8], ["2022-03-31", 11.5], ["2022-06-30", 11.1], ["2022-09-30", 11.2], ["2022-12-31", 11.2], ["2023-03-31", 10.9], ["2023-06-30", 11.1], ["2023-09-30", 11.1], ["2023-12-31", 11.3], ["2024-03-31", 11.3], ["2024-06-30", 11.1], ["2024-09-30", 11.0], ["2024-12-31", 11.3], ["2025-03-31", 11.4], ["2025-06-30", 11.6], ["2025-09-30", 11.7], ["2025-12-31", 11.8], ["2026-03-31", 11.5], ["2026-06-30", 12.0]]}, "metadata": {"mnemonic": "FPF-INVESTORUSINDV_NAVWMEAN", "description": {"notes": "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. The data are the share of hedge fund net assets comprised by each investor type based on SEC Form PF question 16. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Qualifying Hedge Funds: net assets held by U.S. individuals (percent of total)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of total", "precision": 1}}}, "FPF-STRATEGY_CREDIT_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 7.7], ["2014-06-30", 0.0], ["2014-09-30", 3.4], ["2014-12-31", -19.4], ["2015-03-31", -10.7], ["2015-06-30", -3.6], ["2015-09-30", 16.7], ["2015-12-31", 28.0], ["2016-03-31", 24.0], ["2016-06-30", 0.0], ["2016-09-30", -20.0], ["2016-12-31", -3.1], ["2017-03-31", -16.1], ["2017-06-30", 22.2], ["2017-09-30", 32.1], ["2017-12-31", 9.7], ["2018-03-31", 23.1], ["2018-06-30", 9.1], ["2018-09-30", 5.4], ["2018-12-31", 26.5], ["2019-03-31", 46.9], ["2019-06-30", 25.0], ["2019-09-30", 15.4], ["2019-12-31", 4.7], ["2020-03-31", 4.3], ["2020-06-30", 11.1], ["2020-09-30", 4.4], ["2020-12-31", 8.9], ["2021-03-31", 6.1], ["2021-06-30", 24.0], ["2021-09-30", 34.0], ["2021-12-31", 59.2], ["2022-03-31", 65.4], ["2022-06-30", 54.8], ["2022-09-30", 47.6], ["2022-12-31", 35.9], ["2023-03-31", 45.3], ["2023-06-30", 32.3], ["2023-09-30", 30.1], ["2023-12-31", 15.1], ["2024-03-31", 4.8], ["2024-06-30", 5.5], ["2024-09-30", 16.5], ["2024-12-31", 18.0], ["2025-03-31", 16.0], ["2025-06-30", 21.6], ["2025-09-30", 17.7], ["2025-12-31", 16.0], ["2026-03-31", 8.6], ["2026-06-30", 10.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_CREDIT_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_CREDIT_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 26000000000.0], ["2013-06-30", 28000000000.0], ["2013-09-30", 29000000000.0], ["2013-12-31", 31000000000.0], ["2014-03-31", 28000000000.0], ["2014-06-30", 28000000000.0], ["2014-09-30", 30000000000.0], ["2014-12-31", 25000000000.0], ["2015-03-31", 25000000000.0], ["2015-06-30", 27000000000.0], ["2015-09-30", 35000000000.0], ["2015-12-31", 32000000000.0], ["2016-03-31", 31000000000.0], ["2016-06-30", 27000000000.0], ["2016-09-30", 28000000000.0], ["2016-12-31", 31000000000.0], ["2017-03-31", 26000000000.0], ["2017-06-30", 33000000000.0], ["2017-09-30", 37000000000.0], ["2017-12-31", 34000000000.0], ["2018-03-31", 32000000000.0], ["2018-06-30", 36000000000.0], ["2018-09-30", 39000000000.0], ["2018-12-31", 43000000000.0], ["2019-03-31", 47000000000.0], ["2019-06-30", 45000000000.0], ["2019-09-30", 45000000000.0], ["2019-12-31", 45000000000.0], ["2020-03-31", 49000000000.0], ["2020-06-30", 50000000000.0], ["2020-09-30", 47000000000.0], ["2020-12-31", 49000000000.0], ["2021-03-31", 52000000000.0], ["2021-06-30", 62000000000.0], ["2021-09-30", 63000000000.0], ["2021-12-31", 78000000000.0], ["2022-03-31", 86000000000.0], ["2022-06-30", 96000000000.0], ["2022-09-30", 93000000000.0], ["2022-12-31", 106000000000.0], ["2023-03-31", 125000000000.0], ["2023-06-30", 127000000000.0], ["2023-09-30", 121000000000.0], ["2023-12-31", 122000000000.0], ["2024-03-31", 131000000000.0], ["2024-06-30", 134000000000.0], ["2024-09-30", 141000000000.0], ["2024-12-31", 144000000000.0], ["2025-03-31", 152000000000.0], ["2025-06-30", 163000000000.0], ["2025-09-30", 166000000000.0], ["2025-12-31", 167000000000.0], ["2026-03-31", 165000000000.0], ["2026-06-30", 180000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_CREDIT_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_CREDIT_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 8.526], ["2013-06-30", 8.884], ["2013-09-30", 6.77], ["2013-12-31", 8.237], ["2014-03-31", 8.402], ["2014-06-30", 7.93], ["2014-09-30", 7.347], ["2014-12-31", 8.246], ["2015-03-31", 7.166], ["2015-06-30", 6.149], ["2015-09-30", 6.114], ["2015-12-31", 6.497], ["2016-03-31", 5.342], ["2016-06-30", 5.995], ["2016-09-30", 4.449], ["2016-12-31", 5.593], ["2017-03-31", 4.819], ["2017-06-30", 4.927], ["2017-09-30", 4.97], ["2017-12-31", 5.11], ["2018-03-31", 3.804], ["2018-06-30", 3.608], ["2018-09-30", 3.66], ["2018-12-31", 3.854], ["2019-03-31", 3.572], ["2019-06-30", 3.225], ["2019-09-30", 3.556], ["2019-12-31", 4.005], ["2020-03-31", 3.913], ["2020-06-30", 4.285], ["2020-09-30", 4.408], ["2020-12-31", 4.797], ["2021-03-31", 4.998], ["2021-06-30", 4.511], ["2021-09-30", 7.034], ["2021-12-31", 4.331], ["2022-03-31", 3.738], ["2022-06-30", 4.327], ["2022-09-30", 3.711], ["2022-12-31", 4.1], ["2023-03-31", 3.639], ["2023-06-30", 3.056], ["2023-09-30", 3.682], ["2023-12-31", 3.064], ["2024-03-31", 2.776], ["2024-06-30", 2.411], ["2024-09-30", 2.741], ["2024-12-31", 2.911], ["2025-03-31", 2.802], ["2025-06-30", 2.841], ["2025-09-30", 2.883], ["2025-12-31", 3.134], ["2026-03-31", 2.999], ["2026-06-30", 2.906]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_CREDIT_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 13.816], ["2013-06-30", 15.063], ["2013-09-30", 11.391], ["2013-12-31", 12.94], ["2014-03-31", 13.147], ["2014-06-30", 11.673], ["2014-09-30", 11.353], ["2014-12-31", 12.699], ["2015-03-31", 11.09], ["2015-06-30", 9.735], ["2015-09-30", 10.135], ["2015-12-31", 10.461], ["2016-03-31", 8.521], ["2016-06-30", 9.576], ["2016-09-30", 7.433], ["2016-12-31", 8.891], ["2017-03-31", 7.62], ["2017-06-30", 8.016], ["2017-09-30", 7.552], ["2017-12-31", 7.804], ["2018-03-31", 5.768], ["2018-06-30", 5.563], ["2018-09-30", 5.707], ["2018-12-31", 6.186], ["2019-03-31", 5.679], ["2019-06-30", 5.257], ["2019-09-30", 5.854], ["2019-12-31", 6.508], ["2020-03-31", 6.86], ["2020-06-30", 6.83], ["2020-09-30", 6.853], ["2020-12-31", 7.457], ["2021-03-31", 7.656], ["2021-06-30", 7.127], ["2021-09-30", 10.572], ["2021-12-31", 6.895], ["2022-03-31", 6.067], ["2022-06-30", 7.138], ["2022-09-30", 6.152], ["2022-12-31", 6.834], ["2023-03-31", 6.103], ["2023-06-30", 5.246], ["2023-09-30", 6.188], ["2023-12-31", 5.077], ["2024-03-31", 4.658], ["2024-06-30", 4.078], ["2024-09-30", 4.646], ["2024-12-31", 5.052], ["2025-03-31", 4.817], ["2025-06-30", 4.987], ["2025-09-30", 5.094], ["2025-12-31", 5.617], ["2026-03-31", 5.29], ["2026-06-30", 5.055]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_CREDIT_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 96.0], ["2013-06-30", 77.0], ["2013-09-30", 96.0], ["2013-12-31", 95.0], ["2014-03-31", 106.0], ["2014-06-30", 94.0], ["2014-09-30", 100.0], ["2014-12-31", 104.0], ["2015-03-31", 103.0], ["2015-06-30", 108.0], ["2015-09-30", 116.0], ["2015-12-31", 115.0], ["2016-03-31", 122.0], ["2016-06-30", 119.0], ["2016-09-30", 115.0], ["2016-12-31", 120.0], ["2017-03-31", 123.0], ["2017-06-30", 130.0], ["2017-09-30", 137.0], ["2017-12-31", 139.0], ["2018-03-31", 133.0], ["2018-06-30", 142.0], ["2018-09-30", 141.0], ["2018-12-31", 145.0], ["2019-03-31", 151.0], ["2019-06-30", 152.0], ["2019-09-30", 152.0], ["2019-12-31", 160.0], ["2020-03-31", 161.0], ["2020-06-30", 162.0], ["2020-09-30", 161.0], ["2020-12-31", 169.0], ["2021-03-31", 175.0], ["2021-06-30", 187.0], ["2021-09-30", 190.0], ["2021-12-31", 196.0], ["2022-03-31", 201.0], ["2022-06-30", 203.0], ["2022-09-30", 199.0], ["2022-12-31", 212.0], ["2023-03-31", 225.0], ["2023-06-30", 233.0], ["2023-09-30", 237.0], ["2023-12-31", 254.0], ["2024-03-31", 260.0], ["2024-06-30", 229.0], ["2024-09-30", 240.0], ["2024-12-31", 237.0], ["2025-03-31", 254.0], ["2025-06-30", 255.0], ["2025-09-30", 266.0], ["2025-12-31", 262.0], ["2026-03-31", 271.0], ["2026-06-30", 277.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_CREDIT_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 18.4], ["2014-06-30", 21.7], ["2014-09-30", 18.1], ["2014-12-31", 13.0], ["2015-03-31", 3.0], ["2015-06-30", 11.3], ["2015-09-30", 9.7], ["2015-12-31", 6.3], ["2016-03-31", 11.0], ["2016-06-30", -2.1], ["2016-09-30", 2.6], ["2016-12-31", 7.6], ["2017-03-31", 4.2], ["2017-06-30", 18.0], ["2017-09-30", 10.6], ["2017-12-31", 11.6], ["2018-03-31", 10.1], ["2018-06-30", 7.4], ["2018-09-30", 8.2], ["2018-12-31", 11.7], ["2019-03-31", 22.8], ["2019-06-30", 17.2], ["2019-09-30", 21.5], ["2019-12-31", 19.0], ["2020-03-31", 10.0], ["2020-06-30", 19.1], ["2020-09-30", 13.2], ["2020-12-31", 14.6], ["2021-03-31", 17.9], ["2021-06-30", 18.5], ["2021-09-30", 21.2], ["2021-12-31", 21.9], ["2022-03-31", 22.6], ["2022-06-30", 13.3], ["2022-09-30", 8.6], ["2022-12-31", 12.1], ["2023-03-31", 14.3], ["2023-06-30", 14.5], ["2023-09-30", 17.7], ["2023-12-31", 17.3], ["2024-03-31", 17.4], ["2024-06-30", 13.5], ["2024-09-30", 17.0], ["2024-12-31", 10.9], ["2025-03-31", 12.5], ["2025-06-30", 18.6], ["2025-09-30", 19.3], ["2025-12-31", 19.5], ["2026-03-31", 13.3], ["2026-06-30", 12.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_CREDIT_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 141000000000.0], ["2013-06-30", 138000000000.0], ["2013-09-30", 149000000000.0], ["2013-12-31", 154000000000.0], ["2014-03-31", 167000000000.0], ["2014-06-30", 168000000000.0], ["2014-09-30", 176000000000.0], ["2014-12-31", 174000000000.0], ["2015-03-31", 172000000000.0], ["2015-06-30", 187000000000.0], ["2015-09-30", 193000000000.0], ["2015-12-31", 185000000000.0], ["2016-03-31", 191000000000.0], ["2016-06-30", 183000000000.0], ["2016-09-30", 198000000000.0], ["2016-12-31", 199000000000.0], ["2017-03-31", 199000000000.0], ["2017-06-30", 216000000000.0], ["2017-09-30", 219000000000.0], ["2017-12-31", 222000000000.0], ["2018-03-31", 219000000000.0], ["2018-06-30", 232000000000.0], ["2018-09-30", 237000000000.0], ["2018-12-31", 248000000000.0], ["2019-03-31", 269000000000.0], ["2019-06-30", 272000000000.0], ["2019-09-30", 288000000000.0], ["2019-12-31", 295000000000.0], ["2020-03-31", 296000000000.0], ["2020-06-30", 324000000000.0], ["2020-09-30", 326000000000.0], ["2020-12-31", 338000000000.0], ["2021-03-31", 349000000000.0], ["2021-06-30", 384000000000.0], ["2021-09-30", 395000000000.0], ["2021-12-31", 412000000000.0], ["2022-03-31", 428000000000.0], ["2022-06-30", 435000000000.0], ["2022-09-30", 429000000000.0], ["2022-12-31", 462000000000.0], ["2023-03-31", 489000000000.0], ["2023-06-30", 498000000000.0], ["2023-09-30", 505000000000.0], ["2023-12-31", 542000000000.0], ["2024-03-31", 574000000000.0], ["2024-06-30", 565000000000.0], ["2024-09-30", 591000000000.0], ["2024-12-31", 601000000000.0], ["2025-03-31", 646000000000.0], ["2025-06-30", 670000000000.0], ["2025-09-30", 705000000000.0], ["2025-12-31", 718000000000.0], ["2026-03-31", 732000000000.0], ["2026-06-30", 751000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_CREDIT_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 167000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_CREDIT_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_CREDIT_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -17.9], ["2014-06-30", -25.8], ["2014-09-30", -33.2], ["2014-12-31", 13.1], ["2015-03-31", -10.4], ["2015-06-30", -5.2], ["2015-09-30", 2.2], ["2015-12-31", -6.4], ["2016-03-31", 43.8], ["2016-06-30", 51.8], ["2016-09-30", -6.2], ["2016-12-31", 8.5], ["2017-03-31", -23.3], ["2017-06-30", -25.3], ["2017-09-30", 27.2], ["2017-12-31", 34.6], ["2018-03-31", 27.7], ["2018-06-30", 10.8], ["2018-09-30", -2.8], ["2018-12-31", 7.3], ["2019-03-31", 21.7], ["2019-06-30", 19.8], ["2019-09-30", 24.5], ["2019-12-31", 6.3], ["2020-03-31", -7.0], ["2020-06-30", 14.2], ["2020-09-30", 11.9], ["2020-12-31", 18.2], ["2021-03-31", 33.2], ["2021-06-30", 29.2], ["2021-09-30", 28.9], ["2021-12-31", 29.7], ["2022-03-31", 26.8], ["2022-06-30", 11.9], ["2022-09-30", 6.0], ["2022-12-31", 6.2], ["2023-03-31", 8.7], ["2023-06-30", 15.3], ["2023-09-30", 21.0], ["2023-12-31", 20.0], ["2024-03-31", 15.1], ["2024-06-30", 18.6], ["2024-09-30", 23.2], ["2024-12-31", 17.7], ["2025-03-31", 23.4], ["2025-06-30", 19.0], ["2025-09-30", 22.8], ["2025-12-31", 19.7], ["2026-03-31", 18.0], ["2026-06-30", 16.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_CREDIT_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_CREDIT_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 329000000000.0], ["2013-06-30", 360000000000.0], ["2013-09-30", 401000000000.0], ["2013-12-31", 221000000000.0], ["2014-03-31", 270000000000.0], ["2014-06-30", 267000000000.0], ["2014-09-30", 268000000000.0], ["2014-12-31", 250000000000.0], ["2015-03-31", 242000000000.0], ["2015-06-30", 253000000000.0], ["2015-09-30", 274000000000.0], ["2015-12-31", 234000000000.0], ["2016-03-31", 348000000000.0], ["2016-06-30", 384000000000.0], ["2016-09-30", 257000000000.0], ["2016-12-31", 254000000000.0], ["2017-03-31", 267000000000.0], ["2017-06-30", 287000000000.0], ["2017-09-30", 327000000000.0], ["2017-12-31", 342000000000.0], ["2018-03-31", 341000000000.0], ["2018-06-30", 318000000000.0], ["2018-09-30", 318000000000.0], ["2018-12-31", 367000000000.0], ["2019-03-31", 415000000000.0], ["2019-06-30", 381000000000.0], ["2019-09-30", 396000000000.0], ["2019-12-31", 390000000000.0], ["2020-03-31", 386000000000.0], ["2020-06-30", 435000000000.0], ["2020-09-30", 443000000000.0], ["2020-12-31", 461000000000.0], ["2021-03-31", 514000000000.0], ["2021-06-30", 562000000000.0], ["2021-09-30", 571000000000.0], ["2021-12-31", 598000000000.0], ["2022-03-31", 652000000000.0], ["2022-06-30", 629000000000.0], ["2022-09-30", 605000000000.0], ["2022-12-31", 635000000000.0], ["2023-03-31", 709000000000.0], ["2023-06-30", 725000000000.0], ["2023-09-30", 732000000000.0], ["2023-12-31", 762000000000.0], ["2024-03-31", 816000000000.0], ["2024-06-30", 860000000000.0], ["2024-09-30", 902000000000.0], ["2024-12-31", 897000000000.0], ["2025-03-31", 1007000000000.0], ["2025-06-30", 1023000000000.0], ["2025-09-30", 1108000000000.0], ["2025-12-31", 1074000000000.0], ["2026-03-31", 1188000000000.0], ["2026-06-30", 1190000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_CREDIT_GNE_CHANGE", "FPF-STRATEGY_CREDIT_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_CREDIT_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.8], ["2013-06-30", 2.2], ["2013-09-30", 2.0], ["2013-12-31", 4.2], ["2014-03-31", 4.3], ["2014-06-30", 3.6], ["2014-09-30", 1.6], ["2014-12-31", -0.2], ["2015-03-31", 2.8], ["2015-06-30", 1.3], ["2015-09-30", -0.4], ["2015-12-31", -0.1], ["2016-03-31", -0.3], ["2016-06-30", 3.1], ["2016-09-30", 5.0], ["2016-12-31", 4.5], ["2017-03-31", 3.5], ["2017-06-30", 2.7], ["2017-09-30", 4.1], ["2017-12-31", 3.9], ["2018-03-31", 3.4], ["2018-06-30", 3.9], ["2018-09-30", 4.2], ["2018-12-31", 1.0], ["2019-03-31", 3.5], ["2019-06-30", 2.6], ["2019-09-30", 1.5], ["2019-12-31", 3.8], ["2020-03-31", -4.5], ["2020-06-30", 7.1], ["2020-09-30", 5.1], ["2020-12-31", 6.8], ["2021-03-31", 6.8], ["2021-06-30", 5.5], ["2021-09-30", 4.8], ["2021-12-31", 3.8], ["2022-03-31", 4.0], ["2022-06-30", 1.1], ["2022-09-30", 3.2], ["2022-12-31", 3.4], ["2023-03-31", 4.9], ["2023-06-30", 3.9], ["2023-09-30", 4.3], ["2023-12-31", 3.8], ["2024-03-31", 5.6], ["2024-06-30", 5.0], ["2024-09-30", 6.1], ["2024-12-31", 4.1], ["2025-03-31", 4.9], ["2025-06-30", 5.0], ["2025-09-30", 5.9], ["2025-12-31", 1.8], ["2026-03-31", 5.5], ["2026-06-30", 5.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_CREDIT_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.8], ["2013-06-30", 2.2], ["2013-09-30", 2.4], ["2013-12-31", 4.5], ["2014-03-31", 4.5], ["2014-06-30", 3.9], ["2014-09-30", 1.8], ["2014-12-31", 0.3], ["2015-03-31", 2.7], ["2015-06-30", 1.4], ["2015-09-30", -0.5], ["2015-12-31", 0.2], ["2016-03-31", 0.1], ["2016-06-30", 3.7], ["2016-09-30", 5.6], ["2016-12-31", 4.5], ["2017-03-31", 3.6], ["2017-06-30", 2.9], ["2017-09-30", 3.8], ["2017-12-31", 3.9], ["2018-03-31", 3.0], ["2018-06-30", 3.4], ["2018-09-30", 4.0], ["2018-12-31", 0.2], ["2019-03-31", 4.0], ["2019-06-30", 2.9], ["2019-09-30", 2.2], ["2019-12-31", 3.8], ["2020-03-31", -5.5], ["2020-06-30", 8.0], ["2020-09-30", 5.8], ["2020-12-31", 6.9], ["2021-03-31", 6.5], ["2021-06-30", 5.8], ["2021-09-30", 4.6], ["2021-12-31", 3.6], ["2022-03-31", 3.2], ["2022-06-30", 0.4], ["2022-09-30", 2.7], ["2022-12-31", 3.1], ["2023-03-31", 4.9], ["2023-06-30", 4.6], ["2023-09-30", 4.9], ["2023-12-31", 4.2], ["2024-03-31", 6.0], ["2024-06-30", 5.5], ["2024-09-30", 6.4], ["2024-12-31", 4.4], ["2025-03-31", 5.1], ["2025-06-30", 5.4], ["2025-09-30", 6.7], ["2025-12-31", 3.0], ["2026-03-31", 5.4], ["2026-06-30", 6.2]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_CREDIT_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.073], ["2013-06-30", 2.125], ["2013-09-30", 2.131], ["2013-12-31", 1.97], ["2014-03-31", 2.237], ["2014-06-30", 1.66], ["2014-09-30", 1.753], ["2014-12-31", 1.853], ["2015-03-31", 1.843], ["2015-06-30", 1.957], ["2015-09-30", 2.176], ["2015-12-31", 1.925], ["2016-03-31", 1.885], ["2016-06-30", 1.913], ["2016-09-30", 3.956], ["2016-12-31", 2.403], ["2017-03-31", 2.639], ["2017-06-30", 4.053], ["2017-09-30", 1.878], ["2017-12-31", 1.845], ["2018-03-31", 1.82], ["2018-06-30", 1.89], ["2018-09-30", 1.896], ["2018-12-31", 2.006], ["2019-03-31", 1.968], ["2019-06-30", 2.043], ["2019-09-30", 2.24], ["2019-12-31", 2.336], ["2020-03-31", 2.471], ["2020-06-30", 2.039], ["2020-09-30", 1.961], ["2020-12-31", 1.941], ["2021-03-31", 1.857], ["2021-06-30", 1.999], ["2021-09-30", 1.841], ["2021-12-31", 2.007], ["2022-03-31", 2.142], ["2022-06-30", 2.444], ["2022-09-30", 2.117], ["2022-12-31", 2.131], ["2023-03-31", 2.159], ["2023-06-30", 2.217], ["2023-09-30", 2.14], ["2023-12-31", 2.07], ["2024-03-31", 2.166], ["2024-06-30", 2.163], ["2024-09-30", 2.23], ["2024-12-31", 2.299], ["2025-03-31", 2.315], ["2025-06-30", 2.347], ["2025-09-30", 2.384], ["2025-12-31", 2.428], ["2026-03-31", 2.289], ["2026-06-30", 2.251]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_CREDIT_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.62], ["2013-06-30", 1.696], ["2013-09-30", 1.683], ["2013-12-31", 1.571], ["2014-03-31", 1.565], ["2014-06-30", 1.472], ["2014-09-30", 1.545], ["2014-12-31", 1.54], ["2015-03-31", 1.548], ["2015-06-30", 1.583], ["2015-09-30", 1.658], ["2015-12-31", 1.61], ["2016-03-31", 1.595], ["2016-06-30", 1.597], ["2016-09-30", 1.671], ["2016-12-31", 1.59], ["2017-03-31", 1.581], ["2017-06-30", 1.627], ["2017-09-30", 1.52], ["2017-12-31", 1.527], ["2018-03-31", 1.516], ["2018-06-30", 1.542], ["2018-09-30", 1.56], ["2018-12-31", 1.605], ["2019-03-31", 1.59], ["2019-06-30", 1.63], ["2019-09-30", 1.646], ["2019-12-31", 1.625], ["2020-03-31", 1.753], ["2020-06-30", 1.594], ["2020-09-30", 1.555], ["2020-12-31", 1.554], ["2021-03-31", 1.532], ["2021-06-30", 1.58], ["2021-09-30", 1.503], ["2021-12-31", 1.592], ["2022-03-31", 1.623], ["2022-06-30", 1.65], ["2022-09-30", 1.658], ["2022-12-31", 1.667], ["2023-03-31", 1.677], ["2023-06-30", 1.717], ["2023-09-30", 1.68], ["2023-12-31", 1.657], ["2024-03-31", 1.678], ["2024-06-30", 1.691], ["2024-09-30", 1.695], ["2024-12-31", 1.735], ["2025-03-31", 1.719], ["2025-06-30", 1.755], ["2025-09-30", 1.767], ["2025-12-31", 1.792], ["2026-03-31", 1.764], ["2026-06-30", 1.739]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_CREDIT_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 23.0], ["2014-06-30", 40.7], ["2014-09-30", 29.5], ["2014-12-31", 15.3], ["2015-03-31", 3.7], ["2015-06-30", 3.5], ["2015-09-30", 2.6], ["2015-12-31", 1.8], ["2016-03-31", 7.2], ["2016-06-30", -2.5], ["2016-09-30", 0.9], ["2016-12-31", 8.7], ["2017-03-31", 5.9], ["2017-06-30", 15.7], ["2017-09-30", 22.0], ["2017-12-31", 16.8], ["2018-03-31", 15.1], ["2018-06-30", 12.8], ["2018-09-30", 5.6], ["2018-12-31", 5.5], ["2019-03-31", 16.6], ["2019-06-30", 11.3], ["2019-09-30", 15.1], ["2019-12-31", 17.5], ["2020-03-31", 0.0], ["2020-06-30", 21.6], ["2020-09-30", 20.0], ["2020-12-31", 19.9], ["2021-03-31", 34.9], ["2021-06-30", 19.7], ["2021-09-30", 25.2], ["2021-12-31", 19.4], ["2022-03-31", 15.8], ["2022-06-30", 8.6], ["2022-09-30", -1.5], ["2022-12-31", 6.9], ["2023-03-31", 10.6], ["2023-06-30", 9.8], ["2023-09-30", 16.2], ["2023-12-31", 18.1], ["2024-03-31", 17.1], ["2024-06-30", 15.2], ["2024-09-30", 15.9], ["2024-12-31", 5.8], ["2025-03-31", 9.6], ["2025-06-30", 14.4], ["2025-09-30", 14.3], ["2025-12-31", 15.6], ["2026-03-31", 10.7], ["2026-06-30", 13.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_CREDIT_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 87000000000.0], ["2013-06-30", 81000000000.0], ["2013-09-30", 88000000000.0], ["2013-12-31", 98000000000.0], ["2014-03-31", 107000000000.0], ["2014-06-30", 114000000000.0], ["2014-09-30", 114000000000.0], ["2014-12-31", 113000000000.0], ["2015-03-31", 111000000000.0], ["2015-06-30", 118000000000.0], ["2015-09-30", 117000000000.0], ["2015-12-31", 115000000000.0], ["2016-03-31", 119000000000.0], ["2016-06-30", 115000000000.0], ["2016-09-30", 118000000000.0], ["2016-12-31", 125000000000.0], ["2017-03-31", 126000000000.0], ["2017-06-30", 133000000000.0], ["2017-09-30", 144000000000.0], ["2017-12-31", 146000000000.0], ["2018-03-31", 145000000000.0], ["2018-06-30", 150000000000.0], ["2018-09-30", 152000000000.0], ["2018-12-31", 154000000000.0], ["2019-03-31", 169000000000.0], ["2019-06-30", 167000000000.0], ["2019-09-30", 175000000000.0], ["2019-12-31", 181000000000.0], ["2020-03-31", 169000000000.0], ["2020-06-30", 203000000000.0], ["2020-09-30", 210000000000.0], ["2020-12-31", 217000000000.0], ["2021-03-31", 228000000000.0], ["2021-06-30", 243000000000.0], ["2021-09-30", 263000000000.0], ["2021-12-31", 259000000000.0], ["2022-03-31", 264000000000.0], ["2022-06-30", 264000000000.0], ["2022-09-30", 259000000000.0], ["2022-12-31", 277000000000.0], ["2023-03-31", 292000000000.0], ["2023-06-30", 290000000000.0], ["2023-09-30", 301000000000.0], ["2023-12-31", 327000000000.0], ["2024-03-31", 342000000000.0], ["2024-06-30", 334000000000.0], ["2024-09-30", 349000000000.0], ["2024-12-31", 346000000000.0], ["2025-03-31", 375000000000.0], ["2025-06-30", 382000000000.0], ["2025-09-30", 399000000000.0], ["2025-12-31", 400000000000.0], ["2026-03-31", 415000000000.0], ["2026-06-30", 432000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_CREDIT_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.0], ["2013-06-30", 1.6], ["2013-09-30", 1.6], ["2013-12-31", 3.2], ["2014-03-31", 3.2], ["2014-06-30", 2.7], ["2014-09-30", 1.1], ["2014-12-31", -0.4], ["2015-03-31", 1.9], ["2015-06-30", 1.0], ["2015-09-30", -1.1], ["2015-12-31", -0.8], ["2016-03-31", -0.1], ["2016-06-30", 2.4], ["2016-09-30", 3.8], ["2016-12-31", 3.3], ["2017-03-31", 2.6], ["2017-06-30", 2.1], ["2017-09-30", 2.9], ["2017-12-31", 2.9], ["2018-03-31", 2.5], ["2018-06-30", 2.9], ["2018-09-30", 3.1], ["2018-12-31", 0.6], ["2019-03-31", 3.3], ["2019-06-30", 2.3], ["2019-09-30", 1.4], ["2019-12-31", 2.7], ["2020-03-31", -6.7], ["2020-06-30", 7.7], ["2020-09-30", 3.8], ["2020-12-31", 5.3], ["2021-03-31", 5.0], ["2021-06-30", 4.2], ["2021-09-30", 4.0], ["2021-12-31", 2.8], ["2022-03-31", 3.2], ["2022-06-30", 0.1], ["2022-09-30", 3.0], ["2022-12-31", 3.3], ["2023-03-31", 3.7], ["2023-06-30", 3.9], ["2023-09-30", 3.8], ["2023-12-31", 3.1], ["2024-03-31", 4.3], ["2024-06-30", 3.9], ["2024-09-30", 4.4], ["2024-12-31", 3.2], ["2025-03-31", 4.2], ["2025-06-30", 4.4], ["2025-09-30", 5.0], ["2025-12-31", 1.7], ["2026-03-31", 3.7], ["2026-06-30", 4.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_CREDIT_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.9], ["2013-06-30", 1.6], ["2013-09-30", 1.9], ["2013-12-31", 3.5], ["2014-03-31", 3.5], ["2014-06-30", 3.0], ["2014-09-30", 1.2], ["2014-12-31", -0.1], ["2015-03-31", 2.0], ["2015-06-30", 1.0], ["2015-09-30", -1.0], ["2015-12-31", -0.9], ["2016-03-31", 0.0], ["2016-06-30", 3.0], ["2016-09-30", 4.4], ["2016-12-31", 3.4], ["2017-03-31", 2.8], ["2017-06-30", 2.3], ["2017-09-30", 2.8], ["2017-12-31", 3.0], ["2018-03-31", 2.2], ["2018-06-30", 2.6], ["2018-09-30", 3.0], ["2018-12-31", -0.1], ["2019-03-31", 3.7], ["2019-06-30", 2.5], ["2019-09-30", 1.9], ["2019-12-31", 2.9], ["2020-03-31", -7.3], ["2020-06-30", 8.0], ["2020-09-30", 4.1], ["2020-12-31", 5.6], ["2021-03-31", 5.1], ["2021-06-30", 4.6], ["2021-09-30", 4.2], ["2021-12-31", 2.7], ["2022-03-31", 2.6], ["2022-06-30", -0.6], ["2022-09-30", 3.3], ["2022-12-31", 3.7], ["2023-03-31", 3.7], ["2023-06-30", 4.7], ["2023-09-30", 4.0], ["2023-12-31", 3.3], ["2024-03-31", 4.6], ["2024-06-30", 4.3], ["2024-09-30", 4.8], ["2024-12-31", 3.4], ["2025-03-31", 4.7], ["2025-06-30", 5.0], ["2025-09-30", 5.7], ["2025-12-31", 2.5], ["2026-03-31", 3.9], ["2026-06-30", 5.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_CREDIT_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Credit strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EQUITY_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 13.5], ["2014-06-30", 7.4], ["2014-09-30", 2.7], ["2014-12-31", -5.0], ["2015-03-31", 4.5], ["2015-06-30", 13.8], ["2015-09-30", 5.7], ["2015-12-31", 5.0], ["2016-03-31", -15.9], ["2016-06-30", -24.5], ["2016-09-30", -14.4], ["2016-12-31", -13.3], ["2017-03-31", 6.5], ["2017-06-30", 22.6], ["2017-09-30", 23.6], ["2017-12-31", 20.9], ["2018-03-31", 17.3], ["2018-06-30", 23.2], ["2018-09-30", 10.9], ["2018-12-31", -3.8], ["2019-03-31", 3.5], ["2019-06-30", -1.2], ["2019-09-30", 4.6], ["2019-12-31", 34.0], ["2020-03-31", -17.5], ["2020-06-30", -2.7], ["2020-09-30", 6.4], ["2020-12-31", 12.5], ["2021-03-31", 50.9], ["2021-06-30", 29.9], ["2021-09-30", 17.2], ["2021-12-31", -1.4], ["2022-03-31", -0.7], ["2022-06-30", -15.2], ["2022-09-30", -16.6], ["2022-12-31", -11.0], ["2023-03-31", 5.2], ["2023-06-30", 18.2], ["2023-09-30", 12.1], ["2023-12-31", 18.8], ["2024-03-31", 26.3], ["2024-06-30", 34.5], ["2024-09-30", 71.2], ["2024-12-31", 61.2], ["2025-03-31", 41.9], ["2025-06-30", 47.2], ["2025-09-30", 25.1], ["2025-12-31", 29.5], ["2026-03-31", 35.4], ["2026-06-30", 40.2]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EQUITY_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EQUITY_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 430000000000.0], ["2013-06-30", 431000000000.0], ["2013-09-30", 447000000000.0], ["2013-12-31", 482000000000.0], ["2014-03-31", 488000000000.0], ["2014-06-30", 463000000000.0], ["2014-09-30", 459000000000.0], ["2014-12-31", 458000000000.0], ["2015-03-31", 510000000000.0], ["2015-06-30", 527000000000.0], ["2015-09-30", 485000000000.0], ["2015-12-31", 481000000000.0], ["2016-03-31", 429000000000.0], ["2016-06-30", 398000000000.0], ["2016-09-30", 415000000000.0], ["2016-12-31", 417000000000.0], ["2017-03-31", 457000000000.0], ["2017-06-30", 488000000000.0], ["2017-09-30", 513000000000.0], ["2017-12-31", 504000000000.0], ["2018-03-31", 536000000000.0], ["2018-06-30", 601000000000.0], ["2018-09-30", 569000000000.0], ["2018-12-31", 485000000000.0], ["2019-03-31", 555000000000.0], ["2019-06-30", 594000000000.0], ["2019-09-30", 595000000000.0], ["2019-12-31", 650000000000.0], ["2020-03-31", 458000000000.0], ["2020-06-30", 578000000000.0], ["2020-09-30", 633000000000.0], ["2020-12-31", 731000000000.0], ["2021-03-31", 691000000000.0], ["2021-06-30", 751000000000.0], ["2021-09-30", 742000000000.0], ["2021-12-31", 721000000000.0], ["2022-03-31", 686000000000.0], ["2022-06-30", 637000000000.0], ["2022-09-30", 619000000000.0], ["2022-12-31", 642000000000.0], ["2023-03-31", 722000000000.0], ["2023-06-30", 753000000000.0], ["2023-09-30", 694000000000.0], ["2023-12-31", 763000000000.0], ["2024-03-31", 912000000000.0], ["2024-06-30", 1013000000000.0], ["2024-09-30", 1188000000000.0], ["2024-12-31", 1230000000000.0], ["2025-03-31", 1294000000000.0], ["2025-06-30", 1491000000000.0], ["2025-09-30", 1486000000000.0], ["2025-12-31", 1593000000000.0], ["2026-03-31", 1752000000000.0], ["2026-06-30", 2091000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_EQUITY_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EQUITY_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.879], ["2013-06-30", 6.302], ["2013-09-30", 6.553], ["2013-12-31", 6.385], ["2014-03-31", 5.721], ["2014-06-30", 5.915], ["2014-09-30", 6.092], ["2014-12-31", 6.57], ["2015-03-31", 6.415], ["2015-06-30", 6.046], ["2015-09-30", 6.878], ["2015-12-31", 7.044], ["2016-03-31", 6.776], ["2016-06-30", 7.589], ["2016-09-30", 6.464], ["2016-12-31", 6.552], ["2017-03-31", 6.095], ["2017-06-30", 6.591], ["2017-09-30", 5.752], ["2017-12-31", 5.612], ["2018-03-31", 4.942], ["2018-06-30", 6.336], ["2018-09-30", 6.179], ["2018-12-31", 7.559], ["2019-03-31", 5.737], ["2019-06-30", 5.5], ["2019-09-30", 5.583], ["2019-12-31", 5.168], ["2020-03-31", 8.258], ["2020-06-30", 5.889], ["2020-09-30", 4.648], ["2020-12-31", 4.4], ["2021-03-31", 4.109], ["2021-06-30", 4.149], ["2021-09-30", 4.321], ["2021-12-31", 4.172], ["2022-03-31", 5.25], ["2022-06-30", 7.807], ["2022-09-30", 7.396], ["2022-12-31", 7.334], ["2023-03-31", 6.377], ["2023-06-30", 5.606], ["2023-09-30", 6.034], ["2023-12-31", 5.766], ["2024-03-31", 4.924], ["2024-06-30", 4.747], ["2024-09-30", 4.292], ["2024-12-31", 4.847], ["2025-03-31", 5.079], ["2025-06-30", 7.369], ["2025-09-30", 5.583], ["2025-12-31", 6.699], ["2026-03-31", 8.278], ["2026-06-30", 6.769]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_EQUITY_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 9.12], ["2013-06-30", 9.714], ["2013-09-30", 10.142], ["2013-12-31", 9.996], ["2014-03-31", 8.846], ["2014-06-30", 8.974], ["2014-09-30", 9.177], ["2014-12-31", 9.952], ["2015-03-31", 9.8], ["2015-06-30", 9.248], ["2015-09-30", 10.453], ["2015-12-31", 10.608], ["2016-03-31", 10.022], ["2016-06-30", 11.083], ["2016-09-30", 9.418], ["2016-12-31", 9.6], ["2017-03-31", 8.952], ["2017-06-30", 9.805], ["2017-09-30", 8.505], ["2017-12-31", 8.268], ["2018-03-31", 7.342], ["2018-06-30", 9.581], ["2018-09-30", 9.081], ["2018-12-31", 11.281], ["2019-03-31", 8.474], ["2019-06-30", 8.294], ["2019-09-30", 8.449], ["2019-12-31", 7.96], ["2020-03-31", 12.026], ["2020-06-30", 8.568], ["2020-09-30", 6.744], ["2020-12-31", 6.502], ["2021-03-31", 5.916], ["2021-06-30", 5.956], ["2021-09-30", 6.177], ["2021-12-31", 5.995], ["2022-03-31", 7.608], ["2022-06-30", 11.532], ["2022-09-30", 11.034], ["2022-12-31", 11.01], ["2023-03-31", 9.554], ["2023-06-30", 8.627], ["2023-09-30", 9.155], ["2023-12-31", 8.961], ["2024-03-31", 7.776], ["2024-06-30", 7.669], ["2024-09-30", 7.487], ["2024-12-31", 8.578], ["2025-03-31", 9.186], ["2025-06-30", 13.723], ["2025-09-30", 9.926], ["2025-12-31", 12.057], ["2026-03-31", 14.984], ["2026-06-30", 12.459]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_EQUITY_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 375.0], ["2013-06-30", 394.0], ["2013-09-30", 406.0], ["2013-12-31", 412.0], ["2014-03-31", 432.0], ["2014-06-30", 454.0], ["2014-09-30", 461.0], ["2014-12-31", 484.0], ["2015-03-31", 482.0], ["2015-06-30", 497.0], ["2015-09-30", 500.0], ["2015-12-31", 501.0], ["2016-03-31", 499.0], ["2016-06-30", 497.0], ["2016-09-30", 499.0], ["2016-12-31", 485.0], ["2017-03-31", 495.0], ["2017-06-30", 498.0], ["2017-09-30", 507.0], ["2017-12-31", 524.0], ["2018-03-31", 506.0], ["2018-06-30", 530.0], ["2018-09-30", 527.0], ["2018-12-31", 517.0], ["2019-03-31", 492.0], ["2019-06-30", 474.0], ["2019-09-30", 486.0], ["2019-12-31", 489.0], ["2020-03-31", 483.0], ["2020-06-30", 473.0], ["2020-09-30", 464.0], ["2020-12-31", 466.0], ["2021-03-31", 477.0], ["2021-06-30", 510.0], ["2021-09-30", 535.0], ["2021-12-31", 543.0], ["2022-03-31", 535.0], ["2022-06-30", 504.0], ["2022-09-30", 482.0], ["2022-12-31", 481.0], ["2023-03-31", 459.0], ["2023-06-30", 461.0], ["2023-09-30", 458.0], ["2023-12-31", 447.0], ["2024-03-31", 467.0], ["2024-06-30", 481.0], ["2024-09-30", 478.0], ["2024-12-31", 494.0], ["2025-03-31", 499.0], ["2025-06-30", 508.0], ["2025-09-30", 518.0], ["2025-12-31", 528.0], ["2026-03-31", 551.0], ["2026-06-30", 578.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_EQUITY_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 19.0], ["2014-06-30", 25.9], ["2014-09-30", 14.1], ["2014-12-31", 9.9], ["2015-03-31", 16.5], ["2015-06-30", 12.8], ["2015-09-30", 5.9], ["2015-12-31", 4.1], ["2016-03-31", -8.3], ["2016-06-30", -12.0], ["2016-09-30", -3.7], ["2016-12-31", -8.1], ["2017-03-31", 5.6], ["2017-06-30", 11.9], ["2017-09-30", 12.9], ["2017-12-31", 17.6], ["2018-03-31", 10.6], ["2018-06-30", 11.5], ["2018-09-30", 7.8], ["2018-12-31", -6.2], ["2019-03-31", 0.2], ["2019-06-30", -1.6], ["2019-09-30", 0.6], ["2019-12-31", 22.2], ["2020-03-31", -7.0], ["2020-06-30", 5.9], ["2020-09-30", 10.6], ["2020-12-31", 19.0], ["2021-03-31", 44.7], ["2021-06-30", 33.8], ["2021-09-30", 26.7], ["2021-12-31", 8.1], ["2022-03-31", 0.0], ["2022-06-30", -17.3], ["2022-09-30", -22.5], ["2022-12-31", -20.7], ["2023-03-31", -12.0], ["2023-06-30", 3.1], ["2023-09-30", 5.4], ["2023-12-31", 7.7], ["2024-03-31", 15.5], ["2024-06-30", 14.4], ["2024-09-30", 33.9], ["2024-12-31", 31.3], ["2025-03-31", 22.6], ["2025-06-30", 33.4], ["2025-09-30", 21.0], ["2025-12-31", 25.8], ["2026-03-31", 28.2], ["2026-06-30", 39.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EQUITY_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 902000000000.0], ["2013-06-30", 902000000000.0], ["2013-09-30", 988000000000.0], ["2013-12-31", 1075000000000.0], ["2014-03-31", 1073000000000.0], ["2014-06-30", 1136000000000.0], ["2014-09-30", 1127000000000.0], ["2014-12-31", 1181000000000.0], ["2015-03-31", 1250000000000.0], ["2015-06-30", 1281000000000.0], ["2015-09-30", 1193000000000.0], ["2015-12-31", 1229000000000.0], ["2016-03-31", 1146000000000.0], ["2016-06-30", 1127000000000.0], ["2016-09-30", 1149000000000.0], ["2016-12-31", 1129000000000.0], ["2017-03-31", 1210000000000.0], ["2017-06-30", 1261000000000.0], ["2017-09-30", 1297000000000.0], ["2017-12-31", 1328000000000.0], ["2018-03-31", 1338000000000.0], ["2018-06-30", 1406000000000.0], ["2018-09-30", 1398000000000.0], ["2018-12-31", 1246000000000.0], ["2019-03-31", 1341000000000.0], ["2019-06-30", 1384000000000.0], ["2019-09-30", 1407000000000.0], ["2019-12-31", 1522000000000.0], ["2020-03-31", 1247000000000.0], ["2020-06-30", 1466000000000.0], ["2020-09-30", 1556000000000.0], ["2020-12-31", 1811000000000.0], ["2021-03-31", 1805000000000.0], ["2021-06-30", 1961000000000.0], ["2021-09-30", 1971000000000.0], ["2021-12-31", 1957000000000.0], ["2022-03-31", 1805000000000.0], ["2022-06-30", 1622000000000.0], ["2022-09-30", 1527000000000.0], ["2022-12-31", 1552000000000.0], ["2023-03-31", 1589000000000.0], ["2023-06-30", 1672000000000.0], ["2023-09-30", 1610000000000.0], ["2023-12-31", 1672000000000.0], ["2024-03-31", 1836000000000.0], ["2024-06-30", 1912000000000.0], ["2024-09-30", 2156000000000.0], ["2024-12-31", 2195000000000.0], ["2025-03-31", 2251000000000.0], ["2025-06-30", 2551000000000.0], ["2025-09-30", 2609000000000.0], ["2025-12-31", 2762000000000.0], ["2026-03-31", 2885000000000.0], ["2026-06-30", 3548000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EQUITY_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 2418000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EQUITY_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EQUITY_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 16.9], ["2014-06-30", 25.7], ["2014-09-30", 3.9], ["2014-12-31", 0.5], ["2015-03-31", 16.7], ["2015-06-30", 7.1], ["2015-09-30", 5.9], ["2015-12-31", 2.0], ["2016-03-31", -11.2], ["2016-06-30", -12.6], ["2016-09-30", -7.5], ["2016-12-31", -3.9], ["2017-03-31", 8.2], ["2017-06-30", 17.7], ["2017-09-30", 19.9], ["2017-12-31", 18.9], ["2018-03-31", 5.2], ["2018-06-30", 7.8], ["2018-09-30", 5.5], ["2018-12-31", -7.2], ["2019-03-31", -0.8], ["2019-06-30", -4.9], ["2019-09-30", -1.4], ["2019-12-31", 20.9], ["2020-03-31", -12.8], ["2020-06-30", 0.3], ["2020-09-30", 8.3], ["2020-12-31", 14.2], ["2021-03-31", 54.2], ["2021-06-30", 41.8], ["2021-09-30", 30.8], ["2021-12-31", 15.4], ["2022-03-31", -1.3], ["2022-06-30", -18.3], ["2022-09-30", -9.6], ["2022-12-31", -10.5], ["2023-03-31", 9.7], ["2023-06-30", 6.2], ["2023-09-30", -13.3], ["2023-12-31", -8.0], ["2024-03-31", -3.0], ["2024-06-30", 17.0], ["2024-09-30", 66.4], ["2024-12-31", 56.7], ["2025-03-31", 61.9], ["2025-06-30", 80.6], ["2025-09-30", 44.1], ["2025-12-31", 54.0], ["2026-03-31", 46.6], ["2026-06-30", 39.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EQUITY_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EQUITY_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1681000000000.0], ["2013-06-30", 1667000000000.0], ["2013-09-30", 1882000000000.0], ["2013-12-31", 2026000000000.0], ["2014-03-31", 1965000000000.0], ["2014-06-30", 2096000000000.0], ["2014-09-30", 1955000000000.0], ["2014-12-31", 2037000000000.0], ["2015-03-31", 2294000000000.0], ["2015-06-30", 2245000000000.0], ["2015-09-30", 2071000000000.0], ["2015-12-31", 2077000000000.0], ["2016-03-31", 2036000000000.0], ["2016-06-30", 1962000000000.0], ["2016-09-30", 1916000000000.0], ["2016-12-31", 1997000000000.0], ["2017-03-31", 2202000000000.0], ["2017-06-30", 2310000000000.0], ["2017-09-30", 2297000000000.0], ["2017-12-31", 2375000000000.0], ["2018-03-31", 2317000000000.0], ["2018-06-30", 2491000000000.0], ["2018-09-30", 2423000000000.0], ["2018-12-31", 2203000000000.0], ["2019-03-31", 2298000000000.0], ["2019-06-30", 2370000000000.0], ["2019-09-30", 2389000000000.0], ["2019-12-31", 2663000000000.0], ["2020-03-31", 2005000000000.0], ["2020-06-30", 2378000000000.0], ["2020-09-30", 2587000000000.0], ["2020-12-31", 3041000000000.0], ["2021-03-31", 3091000000000.0], ["2021-06-30", 3371000000000.0], ["2021-09-30", 3384000000000.0], ["2021-12-31", 3510000000000.0], ["2022-03-31", 3051000000000.0], ["2022-06-30", 2754000000000.0], ["2022-09-30", 3058000000000.0], ["2022-12-31", 3143000000000.0], ["2023-03-31", 3346000000000.0], ["2023-06-30", 2926000000000.0], ["2023-09-30", 2651000000000.0], ["2023-12-31", 2890000000000.0], ["2024-03-31", 3245000000000.0], ["2024-06-30", 3422000000000.0], ["2024-09-30", 4410000000000.0], ["2024-12-31", 4528000000000.0], ["2025-03-31", 5255000000000.0], ["2025-06-30", 6180000000000.0], ["2025-09-30", 6354000000000.0], ["2025-12-31", 6974000000000.0], ["2026-03-31", 7702000000000.0], ["2026-06-30", 8598000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_EQUITY_GNE_CHANGE", "FPF-STRATEGY_EQUITY_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EQUITY_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 8.1], ["2013-06-30", 2.9], ["2013-09-30", 5.2], ["2013-12-31", 7.9], ["2014-03-31", 2.3], ["2014-06-30", 4.2], ["2014-09-30", 1.5], ["2014-12-31", 4.4], ["2015-03-31", 5.2], ["2015-06-30", 2.0], ["2015-09-30", -3.3], ["2015-12-31", 3.8], ["2016-03-31", -3.9], ["2016-06-30", 1.3], ["2016-09-30", 4.9], ["2016-12-31", 0.9], ["2017-03-31", 6.0], ["2017-06-30", 3.8], ["2017-09-30", 4.2], ["2017-12-31", 3.9], ["2018-03-31", 1.8], ["2018-06-30", 2.6], ["2018-09-30", 2.8], ["2018-12-31", -7.9], ["2019-03-31", 11.0], ["2019-06-30", 4.0], ["2019-09-30", 0.1], ["2019-12-31", 7.9], ["2020-03-31", -10.3], ["2020-06-30", 17.4], ["2020-09-30", 9.6], ["2020-12-31", 14.3], ["2021-03-31", 2.9], ["2021-06-30", 6.9], ["2021-09-30", 1.7], ["2021-12-31", 2.1], ["2022-03-31", -4.7], ["2022-06-30", -5.7], ["2022-09-30", -0.8], ["2022-12-31", 6.1], ["2023-03-31", 5.4], ["2023-06-30", 4.6], ["2023-09-30", 0.6], ["2023-12-31", 7.9], ["2024-03-31", 9.2], ["2024-06-30", 2.6], ["2024-09-30", 4.9], ["2024-12-31", 5.1], ["2025-03-31", 1.4], ["2025-06-30", 9.5], ["2025-09-30", 7.3], ["2025-12-31", 7.1], ["2026-03-31", 0.8], ["2026-06-30", 19.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EQUITY_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 8.1], ["2013-06-30", 2.6], ["2013-09-30", 5.7], ["2013-12-31", 7.7], ["2014-03-31", 2.0], ["2014-06-30", 4.4], ["2014-09-30", 1.0], ["2014-12-31", 4.1], ["2015-03-31", 5.6], ["2015-06-30", 2.2], ["2015-09-30", -4.6], ["2015-12-31", 3.9], ["2016-03-31", -4.2], ["2016-06-30", 1.3], ["2016-09-30", 5.6], ["2016-12-31", 0.8], ["2017-03-31", 6.5], ["2017-06-30", 4.2], ["2017-09-30", 4.4], ["2017-12-31", 4.3], ["2018-03-31", 1.8], ["2018-06-30", 2.5], ["2018-09-30", 2.7], ["2018-12-31", -8.7], ["2019-03-31", 12.1], ["2019-06-30", 4.1], ["2019-09-30", 0.0], ["2019-12-31", 9.0], ["2020-03-31", -11.3], ["2020-06-30", 19.5], ["2020-09-30", 10.3], ["2020-12-31", 15.5], ["2021-03-31", 3.2], ["2021-06-30", 7.5], ["2021-09-30", 1.2], ["2021-12-31", 1.9], ["2022-03-31", -6.1], ["2022-06-30", -7.6], ["2022-09-30", -1.6], ["2022-12-31", 6.6], ["2023-03-31", 5.9], ["2023-06-30", 5.1], ["2023-09-30", 0.1], ["2023-12-31", 8.7], ["2024-03-31", 9.4], ["2024-06-30", 2.3], ["2024-09-30", 5.7], ["2024-12-31", 3.8], ["2025-03-31", 0.8], ["2025-06-30", 10.6], ["2025-09-30", 7.8], ["2025-12-31", 6.6], ["2026-03-31", -0.6], ["2026-06-30", 19.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EQUITY_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.872], ["2013-06-30", 1.797], ["2013-09-30", 1.822], ["2013-12-31", 1.884], ["2014-03-31", 1.884], ["2014-06-30", 1.817], ["2014-09-30", 1.789], ["2014-12-31", 1.825], ["2015-03-31", 1.875], ["2015-06-30", 1.911], ["2015-09-30", 1.829], ["2015-12-31", 1.779], ["2016-03-31", 1.669], ["2016-06-30", 1.653], ["2016-09-30", 1.659], ["2016-12-31", 1.678], ["2017-03-31", 1.705], ["2017-06-30", 1.795], ["2017-09-30", 1.785], ["2017-12-31", 1.798], ["2018-03-31", 1.865], ["2018-06-30", 1.929], ["2018-09-30", 1.813], ["2018-12-31", 1.873], ["2019-03-31", 1.835], ["2019-06-30", 1.866], ["2019-09-30", 1.876], ["2019-12-31", 1.951], ["2020-03-31", 1.747], ["2020-06-30", 1.729], ["2020-09-30", 1.781], ["2020-12-31", 1.819], ["2021-03-31", 2.016], ["2021-06-30", 2.1], ["2021-09-30", 2.007], ["2021-12-31", 1.921], ["2022-03-31", 1.947], ["2022-06-30", 1.925], ["2022-09-30", 1.958], ["2022-12-31", 1.854], ["2023-03-31", 1.876], ["2023-06-30", 2.011], ["2023-09-30", 1.875], ["2023-12-31", 1.966], ["2024-03-31", 2.096], ["2024-06-30", 2.222], ["2024-09-30", 2.727], ["2024-12-31", 2.706], ["2025-03-31", 2.861], ["2025-06-30", 3.299], ["2025-09-30", 2.627], ["2025-12-31", 2.681], ["2026-03-31", 2.759], ["2026-06-30", 2.732]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_EQUITY_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.551], ["2013-06-30", 1.541], ["2013-09-30", 1.548], ["2013-12-31", 1.566], ["2014-03-31", 1.546], ["2014-06-30", 1.517], ["2014-09-30", 1.506], ["2014-12-31", 1.515], ["2015-03-31", 1.528], ["2015-06-30", 1.53], ["2015-09-30", 1.52], ["2015-12-31", 1.506], ["2016-03-31", 1.479], ["2016-06-30", 1.46], ["2016-09-30", 1.457], ["2016-12-31", 1.465], ["2017-03-31", 1.469], ["2017-06-30", 1.488], ["2017-09-30", 1.479], ["2017-12-31", 1.473], ["2018-03-31", 1.486], ["2018-06-30", 1.512], ["2018-09-30", 1.47], ["2018-12-31", 1.492], ["2019-03-31", 1.477], ["2019-06-30", 1.508], ["2019-09-30", 1.513], ["2019-12-31", 1.54], ["2020-03-31", 1.456], ["2020-06-30", 1.455], ["2020-09-30", 1.451], ["2020-12-31", 1.478], ["2021-03-31", 1.44], ["2021-06-30", 1.436], ["2021-09-30", 1.43], ["2021-12-31", 1.437], ["2022-03-31", 1.449], ["2022-06-30", 1.477], ["2022-09-30", 1.492], ["2022-12-31", 1.501], ["2023-03-31", 1.498], ["2023-06-30", 1.539], ["2023-09-30", 1.517], ["2023-12-31", 1.554], ["2024-03-31", 1.579], ["2024-06-30", 1.616], ["2024-09-30", 1.744], ["2024-12-31", 1.77], ["2025-03-31", 1.809], ["2025-06-30", 1.862], ["2025-09-30", 1.778], ["2025-12-31", 1.8], ["2026-03-31", 1.81], ["2026-06-30", 1.841]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_EQUITY_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 19.2], ["2014-06-30", 28.0], ["2014-09-30", 17.1], ["2014-12-31", 13.5], ["2015-03-31", 18.0], ["2015-06-30", 11.9], ["2015-09-30", 4.9], ["2015-12-31", 4.6], ["2016-03-31", -5.4], ["2016-06-30", -7.9], ["2016-09-30", 0.5], ["2016-12-31", -5.6], ["2017-03-31", 6.3], ["2017-06-30", 9.7], ["2017-09-30", 11.3], ["2017-12-31", 17.0], ["2018-03-31", 9.2], ["2018-06-30", 9.8], ["2018-09-30", 8.3], ["2018-12-31", -7.3], ["2019-03-31", 0.9], ["2019-06-30", -1.3], ["2019-09-30", -2.3], ["2019-12-31", 18.3], ["2020-03-31", -5.7], ["2020-06-30", 9.7], ["2020-09-30", 15.5], ["2020-12-31", 24.1], ["2021-03-31", 46.5], ["2021-06-30", 35.7], ["2021-09-30", 28.5], ["2021-12-31", 11.1], ["2022-03-31", -0.7], ["2022-06-30", -19.6], ["2022-09-30", -25.7], ["2022-12-31", -24.1], ["2023-03-31", -14.8], ["2023-06-30", -1.0], ["2023-09-30", 3.6], ["2023-12-31", 4.1], ["2024-03-31", 9.6], ["2024-06-30", 8.9], ["2024-09-30", 16.5], ["2024-12-31", 15.2], ["2025-03-31", 7.1], ["2025-06-30", 15.7], ["2025-09-30", 18.8], ["2025-12-31", 23.8], ["2026-03-31", 28.0], ["2026-06-30", 40.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EQUITY_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 582000000000.0], ["2013-06-30", 585000000000.0], ["2013-09-30", 639000000000.0], ["2013-12-31", 687000000000.0], ["2014-03-31", 694000000000.0], ["2014-06-30", 749000000000.0], ["2014-09-30", 748000000000.0], ["2014-12-31", 780000000000.0], ["2015-03-31", 819000000000.0], ["2015-06-30", 838000000000.0], ["2015-09-30", 785000000000.0], ["2015-12-31", 816000000000.0], ["2016-03-31", 775000000000.0], ["2016-06-30", 772000000000.0], ["2016-09-30", 789000000000.0], ["2016-12-31", 770000000000.0], ["2017-03-31", 824000000000.0], ["2017-06-30", 847000000000.0], ["2017-09-30", 878000000000.0], ["2017-12-31", 901000000000.0], ["2018-03-31", 900000000000.0], ["2018-06-30", 930000000000.0], ["2018-09-30", 951000000000.0], ["2018-12-31", 835000000000.0], ["2019-03-31", 908000000000.0], ["2019-06-30", 918000000000.0], ["2019-09-30", 929000000000.0], ["2019-12-31", 988000000000.0], ["2020-03-31", 856000000000.0], ["2020-06-30", 1007000000000.0], ["2020-09-30", 1073000000000.0], ["2020-12-31", 1226000000000.0], ["2021-03-31", 1254000000000.0], ["2021-06-30", 1366000000000.0], ["2021-09-30", 1379000000000.0], ["2021-12-31", 1362000000000.0], ["2022-03-31", 1245000000000.0], ["2022-06-30", 1098000000000.0], ["2022-09-30", 1024000000000.0], ["2022-12-31", 1034000000000.0], ["2023-03-31", 1061000000000.0], ["2023-06-30", 1087000000000.0], ["2023-09-30", 1061000000000.0], ["2023-12-31", 1076000000000.0], ["2024-03-31", 1163000000000.0], ["2024-06-30", 1184000000000.0], ["2024-09-30", 1236000000000.0], ["2024-12-31", 1240000000000.0], ["2025-03-31", 1245000000000.0], ["2025-06-30", 1370000000000.0], ["2025-09-30", 1468000000000.0], ["2025-12-31", 1535000000000.0], ["2026-03-31", 1594000000000.0], ["2026-06-30", 1927000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EQUITY_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 6.8], ["2013-06-30", 2.2], ["2013-09-30", 4.5], ["2013-12-31", 6.8], ["2014-03-31", 1.9], ["2014-06-30", 3.4], ["2014-09-30", 1.4], ["2014-12-31", 3.9], ["2015-03-31", 4.5], ["2015-06-30", 1.5], ["2015-09-30", -3.3], ["2015-12-31", 3.1], ["2016-03-31", -4.2], ["2016-06-30", 0.9], ["2016-09-30", 4.5], ["2016-12-31", 0.6], ["2017-03-31", 5.1], ["2017-06-30", 3.2], ["2017-09-30", 3.8], ["2017-12-31", 3.4], ["2018-03-31", 1.3], ["2018-06-30", 2.2], ["2018-09-30", 2.4], ["2018-12-31", -7.8], ["2019-03-31", 9.9], ["2019-06-30", 3.5], ["2019-09-30", 0.0], ["2019-12-31", 6.9], ["2020-03-31", -10.3], ["2020-06-30", 15.5], ["2020-09-30", 8.3], ["2020-12-31", 12.6], ["2021-03-31", 2.2], ["2021-06-30", 5.9], ["2021-09-30", 1.3], ["2021-12-31", 1.6], ["2022-03-31", -5.1], ["2022-06-30", -6.0], ["2022-09-30", -1.1], ["2022-12-31", 5.6], ["2023-03-31", 4.7], ["2023-06-30", 4.0], ["2023-09-30", 0.3], ["2023-12-31", 7.3], ["2024-03-31", 8.4], ["2024-06-30", 2.5], ["2024-09-30", 4.3], ["2024-12-31", 4.9], ["2025-03-31", 0.7], ["2025-06-30", 8.7], ["2025-09-30", 6.8], ["2025-12-31", 6.7], ["2026-03-31", 0.3], ["2026-06-30", 16.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EQUITY_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 6.7], ["2013-06-30", 2.0], ["2013-09-30", 4.8], ["2013-12-31", 6.5], ["2014-03-31", 1.3], ["2014-06-30", 3.6], ["2014-09-30", 0.7], ["2014-12-31", 3.4], ["2015-03-31", 4.6], ["2015-06-30", 1.7], ["2015-09-30", -4.6], ["2015-12-31", 3.3], ["2016-03-31", -4.4], ["2016-06-30", 1.0], ["2016-09-30", 5.2], ["2016-12-31", 0.5], ["2017-03-31", 5.7], ["2017-06-30", 3.6], ["2017-09-30", 3.9], ["2017-12-31", 3.7], ["2018-03-31", 1.2], ["2018-06-30", 2.0], ["2018-09-30", 2.3], ["2018-12-31", -8.6], ["2019-03-31", 11.0], ["2019-06-30", 3.6], ["2019-09-30", -0.2], ["2019-12-31", 8.0], ["2020-03-31", -11.5], ["2020-06-30", 17.5], ["2020-09-30", 9.1], ["2020-12-31", 13.8], ["2021-03-31", 2.5], ["2021-06-30", 6.6], ["2021-09-30", 0.8], ["2021-12-31", 1.4], ["2022-03-31", -6.5], ["2022-06-30", -7.8], ["2022-09-30", -1.9], ["2022-12-31", 6.1], ["2023-03-31", 5.3], ["2023-06-30", 4.5], ["2023-09-30", -0.3], ["2023-12-31", 8.0], ["2024-03-31", 8.5], ["2024-06-30", 1.9], ["2024-09-30", 5.1], ["2024-12-31", 3.2], ["2025-03-31", 0.2], ["2025-06-30", 9.5], ["2025-09-30", 7.1], ["2025-12-31", 5.9], ["2026-03-31", -1.1], ["2026-06-30", 17.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EQUITY_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Equity strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EVENT_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 65.8], ["2014-06-30", 68.3], ["2014-09-30", 51.1], ["2014-12-31", 15.7], ["2015-03-31", 6.3], ["2015-06-30", 1.4], ["2015-09-30", -5.9], ["2015-12-31", 0.0], ["2016-03-31", -13.4], ["2016-06-30", -28.6], ["2016-09-30", -29.7], ["2016-12-31", -22.0], ["2017-03-31", -20.7], ["2017-06-30", -8.0], ["2017-09-30", 0.0], ["2017-12-31", 2.2], ["2018-03-31", 8.7], ["2018-06-30", 6.5], ["2018-09-30", 2.2], ["2018-12-31", -31.9], ["2019-03-31", -24.0], ["2019-06-30", 8.2], ["2019-09-30", -15.2], ["2019-12-31", 6.2], ["2020-03-31", -2.6], ["2020-06-30", -34.0], ["2020-09-30", 17.9], ["2020-12-31", 55.9], ["2021-03-31", 89.2], ["2021-06-30", 151.4], ["2021-09-30", 60.9], ["2021-12-31", 18.9], ["2022-03-31", -24.3], ["2022-06-30", -40.9], ["2022-09-30", -33.8], ["2022-12-31", -39.7], ["2023-03-31", -34.0], ["2023-06-30", -32.7], ["2023-09-30", -24.5], ["2023-12-31", -13.2], ["2024-03-31", 17.1], ["2024-06-30", 20.0], ["2024-09-30", 16.2], ["2024-12-31", 21.2], ["2025-03-31", 14.6], ["2025-06-30", 28.6], ["2025-09-30", 20.9], ["2025-12-31", 55.0], ["2026-03-31", 29.8], ["2026-06-30", 20.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EVENT_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EVENT_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 38000000000.0], ["2013-06-30", 41000000000.0], ["2013-09-30", 45000000000.0], ["2013-12-31", 51000000000.0], ["2014-03-31", 63000000000.0], ["2014-06-30", 69000000000.0], ["2014-09-30", 68000000000.0], ["2014-12-31", 59000000000.0], ["2015-03-31", 67000000000.0], ["2015-06-30", 70000000000.0], ["2015-09-30", 64000000000.0], ["2015-12-31", 59000000000.0], ["2016-03-31", 58000000000.0], ["2016-06-30", 50000000000.0], ["2016-09-30", 45000000000.0], ["2016-12-31", 46000000000.0], ["2017-03-31", 46000000000.0], ["2017-06-30", 46000000000.0], ["2017-09-30", 45000000000.0], ["2017-12-31", 47000000000.0], ["2018-03-31", 50000000000.0], ["2018-06-30", 49000000000.0], ["2018-09-30", 46000000000.0], ["2018-12-31", 32000000000.0], ["2019-03-31", 38000000000.0], ["2019-06-30", 53000000000.0], ["2019-09-30", 39000000000.0], ["2019-12-31", 34000000000.0], ["2020-03-31", 37000000000.0], ["2020-06-30", 35000000000.0], ["2020-09-30", 46000000000.0], ["2020-12-31", 53000000000.0], ["2021-03-31", 70000000000.0], ["2021-06-30", 88000000000.0], ["2021-09-30", 74000000000.0], ["2021-12-31", 63000000000.0], ["2022-03-31", 53000000000.0], ["2022-06-30", 52000000000.0], ["2022-09-30", 49000000000.0], ["2022-12-31", 38000000000.0], ["2023-03-31", 35000000000.0], ["2023-06-30", 35000000000.0], ["2023-09-30", 37000000000.0], ["2023-12-31", 33000000000.0], ["2024-03-31", 41000000000.0], ["2024-06-30", 42000000000.0], ["2024-09-30", 43000000000.0], ["2024-12-31", 40000000000.0], ["2025-03-31", 47000000000.0], ["2025-06-30", 54000000000.0], ["2025-09-30", 52000000000.0], ["2025-12-31", 62000000000.0], ["2026-03-31", 61000000000.0], ["2026-06-30", 65000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_EVENT_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EVENT_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 9.622], ["2013-06-30", 8.985], ["2013-09-30", 7.643], ["2013-12-31", 7.336], ["2014-03-31", 6.733], ["2014-06-30", 5.442], ["2014-09-30", 6.906], ["2014-12-31", 7.901], ["2015-03-31", 7.234], ["2015-06-30", 5.469], ["2015-09-30", 6.331], ["2015-12-31", 7.796], ["2016-03-31", 7.207], ["2016-06-30", 8.679], ["2016-09-30", 8.265], ["2016-12-31", 8.484], ["2017-03-31", 5.864], ["2017-06-30", 7.842], ["2017-09-30", 7.368], ["2017-12-31", 6.76], ["2018-03-31", 5.633], ["2018-06-30", 6.484], ["2018-09-30", 6.737], ["2018-12-31", 9.795], ["2019-03-31", 7.533], ["2019-06-30", 5.705], ["2019-09-30", 7.543], ["2019-12-31", 6.89], ["2020-03-31", 8.354], ["2020-06-30", 6.677], ["2020-09-30", 5.306], ["2020-12-31", 15.463], ["2021-03-31", 5.015], ["2021-06-30", 4.87], ["2021-09-30", 5.078], ["2021-12-31", 5.138], ["2022-03-31", 5.895], ["2022-06-30", 6.197], ["2022-09-30", 6.266], ["2022-12-31", 6.29], ["2023-03-31", 5.617], ["2023-06-30", 5.309], ["2023-09-30", 4.916], ["2023-12-31", 4.862], ["2024-03-31", 4.771], ["2024-06-30", 5.202], ["2024-09-30", 4.85], ["2024-12-31", 4.417], ["2025-03-31", 3.846], ["2025-06-30", 3.449], ["2025-09-30", 4.321], ["2025-12-31", 3.506], ["2026-03-31", 3.619], ["2026-06-30", 3.855]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_EVENT_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 12.674], ["2013-06-30", 11.977], ["2013-09-30", 10.176], ["2013-12-31", 9.988], ["2014-03-31", 9.153], ["2014-06-30", 7.409], ["2014-09-30", 9.347], ["2014-12-31", 10.613], ["2015-03-31", 9.511], ["2015-06-30", 7.505], ["2015-09-30", 8.575], ["2015-12-31", 10.671], ["2016-03-31", 9.812], ["2016-06-30", 11.644], ["2016-09-30", 10.861], ["2016-12-31", 11.184], ["2017-03-31", 7.717], ["2017-06-30", 10.322], ["2017-09-30", 9.507], ["2017-12-31", 8.774], ["2018-03-31", 7.288], ["2018-06-30", 8.311], ["2018-09-30", 8.604], ["2018-12-31", 12.224], ["2019-03-31", 9.325], ["2019-06-30", 7.474], ["2019-09-30", 9.558], ["2019-12-31", 8.703], ["2020-03-31", 11.048], ["2020-06-30", 8.789], ["2020-09-30", 6.824], ["2020-12-31", 20.405], ["2021-03-31", 6.926], ["2021-06-30", 6.787], ["2021-09-30", 6.704], ["2021-12-31", 6.771], ["2022-03-31", 7.669], ["2022-06-30", 8.066], ["2022-09-30", 8.115], ["2022-12-31", 7.924], ["2023-03-31", 6.837], ["2023-06-30", 6.424], ["2023-09-30", 6.117], ["2023-12-31", 6.0], ["2024-03-31", 5.896], ["2024-06-30", 6.403], ["2024-09-30", 6.032], ["2024-12-31", 5.491], ["2025-03-31", 5.295], ["2025-06-30", 4.662], ["2025-09-30", 5.653], ["2025-12-31", 4.678], ["2026-03-31", 4.848], ["2026-06-30", 5.166]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_EVENT_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 97.0], ["2013-06-30", 101.0], ["2013-09-30", 102.0], ["2013-12-31", 107.0], ["2014-03-31", 108.0], ["2014-06-30", 117.0], ["2014-09-30", 122.0], ["2014-12-31", 122.0], ["2015-03-31", 143.0], ["2015-06-30", 142.0], ["2015-09-30", 143.0], ["2015-12-31", 147.0], ["2016-03-31", 146.0], ["2016-06-30", 147.0], ["2016-09-30", 156.0], ["2016-12-31", 155.0], ["2017-03-31", 148.0], ["2017-06-30", 154.0], ["2017-09-30", 157.0], ["2017-12-31", 159.0], ["2018-03-31", 155.0], ["2018-06-30", 157.0], ["2018-09-30", 150.0], ["2018-12-31", 156.0], ["2019-03-31", 153.0], ["2019-06-30", 155.0], ["2019-09-30", 152.0], ["2019-12-31", 155.0], ["2020-03-31", 151.0], ["2020-06-30", 147.0], ["2020-09-30", 153.0], ["2020-12-31", 156.0], ["2021-03-31", 171.0], ["2021-06-30", 174.0], ["2021-09-30", 185.0], ["2021-12-31", 187.0], ["2022-03-31", 181.0], ["2022-06-30", 179.0], ["2022-09-30", 181.0], ["2022-12-31", 183.0], ["2023-03-31", 172.0], ["2023-06-30", 182.0], ["2023-09-30", 181.0], ["2023-12-31", 182.0], ["2024-03-31", 187.0], ["2024-06-30", 171.0], ["2024-09-30", 164.0], ["2024-12-31", 157.0], ["2025-03-31", 159.0], ["2025-06-30", 172.0], ["2025-09-30", 169.0], ["2025-12-31", 168.0], ["2026-03-31", 163.0], ["2026-06-30", 172.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_EVENT_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 33.8], ["2014-06-30", 40.1], ["2014-09-30", 25.0], ["2014-12-31", 4.7], ["2015-03-31", 13.4], ["2015-06-30", -2.0], ["2015-09-30", -3.4], ["2015-12-31", 6.4], ["2016-03-31", -14.4], ["2016-06-30", -15.8], ["2016-09-30", -10.4], ["2016-12-31", -8.5], ["2017-03-31", -7.3], ["2017-06-30", 0.4], ["2017-09-30", -0.8], ["2017-12-31", -3.1], ["2018-03-31", 4.5], ["2018-06-30", 1.2], ["2018-09-30", -3.2], ["2018-12-31", -11.6], ["2019-03-31", -10.7], ["2019-06-30", -1.2], ["2019-09-30", -5.0], ["2019-12-31", 2.7], ["2020-03-31", -11.9], ["2020-06-30", -13.0], ["2020-09-30", -0.9], ["2020-12-31", 11.0], ["2021-03-31", 55.8], ["2021-06-30", 58.4], ["2021-09-30", 48.0], ["2021-12-31", 24.9], ["2022-03-31", -3.5], ["2022-06-30", -11.2], ["2022-09-30", -9.5], ["2022-12-31", -5.7], ["2023-03-31", -7.4], ["2023-06-30", -7.3], ["2023-09-30", -8.6], ["2023-12-31", -6.0], ["2024-03-31", 5.1], ["2024-06-30", 6.1], ["2024-09-30", 8.6], ["2024-12-31", 1.1], ["2025-03-31", 6.5], ["2025-06-30", 13.5], ["2025-09-30", 7.6], ["2025-12-31", 18.7], ["2026-03-31", 2.6], ["2026-06-30", 6.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EVENT_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 201000000000.0], ["2013-06-30", 212000000000.0], ["2013-09-30", 232000000000.0], ["2013-12-31", 254000000000.0], ["2014-03-31", 269000000000.0], ["2014-06-30", 297000000000.0], ["2014-09-30", 290000000000.0], ["2014-12-31", 266000000000.0], ["2015-03-31", 305000000000.0], ["2015-06-30", 291000000000.0], ["2015-09-30", 280000000000.0], ["2015-12-31", 283000000000.0], ["2016-03-31", 261000000000.0], ["2016-06-30", 245000000000.0], ["2016-09-30", 251000000000.0], ["2016-12-31", 259000000000.0], ["2017-03-31", 242000000000.0], ["2017-06-30", 246000000000.0], ["2017-09-30", 249000000000.0], ["2017-12-31", 251000000000.0], ["2018-03-31", 253000000000.0], ["2018-06-30", 249000000000.0], ["2018-09-30", 241000000000.0], ["2018-12-31", 222000000000.0], ["2019-03-31", 226000000000.0], ["2019-06-30", 246000000000.0], ["2019-09-30", 229000000000.0], ["2019-12-31", 228000000000.0], ["2020-03-31", 199000000000.0], ["2020-06-30", 214000000000.0], ["2020-09-30", 227000000000.0], ["2020-12-31", 253000000000.0], ["2021-03-31", 310000000000.0], ["2021-06-30", 339000000000.0], ["2021-09-30", 336000000000.0], ["2021-12-31", 316000000000.0], ["2022-03-31", 299000000000.0], ["2022-06-30", 301000000000.0], ["2022-09-30", 304000000000.0], ["2022-12-31", 298000000000.0], ["2023-03-31", 277000000000.0], ["2023-06-30", 279000000000.0], ["2023-09-30", 278000000000.0], ["2023-12-31", 280000000000.0], ["2024-03-31", 291000000000.0], ["2024-06-30", 296000000000.0], ["2024-09-30", 302000000000.0], ["2024-12-31", 283000000000.0], ["2025-03-31", 310000000000.0], ["2025-06-30", 336000000000.0], ["2025-09-30", 325000000000.0], ["2025-12-31", 336000000000.0], ["2026-03-31", 318000000000.0], ["2026-06-30", 356000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EVENT_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 74000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EVENT_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EVENT_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 36.5], ["2014-06-30", 49.3], ["2014-09-30", 35.9], ["2014-12-31", 13.9], ["2015-03-31", 20.3], ["2015-06-30", -2.8], ["2015-09-30", -6.8], ["2015-12-31", 6.9], ["2016-03-31", -18.0], ["2016-06-30", -23.6], ["2016-09-30", -13.2], ["2016-12-31", -12.2], ["2017-03-31", 1.6], ["2017-06-30", 9.5], ["2017-09-30", 4.1], ["2017-12-31", 4.2], ["2018-03-31", -3.2], ["2018-06-30", -0.3], ["2018-09-30", -6.7], ["2018-12-31", -18.8], ["2019-03-31", -15.3], ["2019-06-30", -1.7], ["2019-09-30", -12.0], ["2019-12-31", 0.3], ["2020-03-31", -15.1], ["2020-06-30", -24.1], ["2020-09-30", -1.7], ["2020-12-31", 8.3], ["2021-03-31", 56.2], ["2021-06-30", 77.1], ["2021-09-30", 53.5], ["2021-12-31", 22.5], ["2022-03-31", -10.4], ["2022-06-30", -21.9], ["2022-09-30", -18.3], ["2022-12-31", -14.6], ["2023-03-31", 8.9], ["2023-06-30", -2.8], ["2023-09-30", -8.9], ["2023-12-31", -5.6], ["2024-03-31", -14.0], ["2024-06-30", 2.3], ["2024-09-30", 8.5], ["2024-12-31", 2.8], ["2025-03-31", 0.6], ["2025-06-30", 5.6], ["2025-09-30", 6.7], ["2025-12-31", 23.9], ["2026-03-31", 12.4], ["2026-06-30", 19.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_EVENT_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EVENT_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 271000000000.0], ["2013-06-30", 286000000000.0], ["2013-09-30", 312000000000.0], ["2013-12-31", 330000000000.0], ["2014-03-31", 370000000000.0], ["2014-06-30", 427000000000.0], ["2014-09-30", 424000000000.0], ["2014-12-31", 376000000000.0], ["2015-03-31", 445000000000.0], ["2015-06-30", 415000000000.0], ["2015-09-30", 395000000000.0], ["2015-12-31", 402000000000.0], ["2016-03-31", 365000000000.0], ["2016-06-30", 317000000000.0], ["2016-09-30", 343000000000.0], ["2016-12-31", 353000000000.0], ["2017-03-31", 371000000000.0], ["2017-06-30", 347000000000.0], ["2017-09-30", 357000000000.0], ["2017-12-31", 368000000000.0], ["2018-03-31", 359000000000.0], ["2018-06-30", 346000000000.0], ["2018-09-30", 333000000000.0], ["2018-12-31", 299000000000.0], ["2019-03-31", 304000000000.0], ["2019-06-30", 340000000000.0], ["2019-09-30", 293000000000.0], ["2019-12-31", 300000000000.0], ["2020-03-31", 258000000000.0], ["2020-06-30", 258000000000.0], ["2020-09-30", 288000000000.0], ["2020-12-31", 325000000000.0], ["2021-03-31", 403000000000.0], ["2021-06-30", 457000000000.0], ["2021-09-30", 442000000000.0], ["2021-12-31", 398000000000.0], ["2022-03-31", 361000000000.0], ["2022-06-30", 357000000000.0], ["2022-09-30", 361000000000.0], ["2022-12-31", 340000000000.0], ["2023-03-31", 393000000000.0], ["2023-06-30", 347000000000.0], ["2023-09-30", 329000000000.0], ["2023-12-31", 321000000000.0], ["2024-03-31", 338000000000.0], ["2024-06-30", 355000000000.0], ["2024-09-30", 357000000000.0], ["2024-12-31", 330000000000.0], ["2025-03-31", 340000000000.0], ["2025-06-30", 375000000000.0], ["2025-09-30", 381000000000.0], ["2025-12-31", 409000000000.0], ["2026-03-31", 382000000000.0], ["2026-06-30", 449000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_EVENT_GNE_CHANGE", "FPF-STRATEGY_EVENT_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EVENT_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 7.0], ["2013-06-30", 4.1], ["2013-09-30", 5.3], ["2013-12-31", 7.2], ["2014-03-31", 4.7], ["2014-06-30", 5.0], ["2014-09-30", -1.0], ["2014-12-31", -2.1], ["2015-03-31", 3.9], ["2015-06-30", 1.6], ["2015-09-30", -5.5], ["2015-12-31", -0.4], ["2016-03-31", -2.2], ["2016-06-30", 1.6], ["2016-09-30", 5.2], ["2016-12-31", 4.4], ["2017-03-31", 4.4], ["2017-06-30", 4.1], ["2017-09-30", 3.5], ["2017-12-31", 4.2], ["2018-03-31", 2.3], ["2018-06-30", 4.4], ["2018-09-30", 3.3], ["2018-12-31", -3.1], ["2019-03-31", 6.5], ["2019-06-30", 3.9], ["2019-09-30", 0.3], ["2019-12-31", 4.4], ["2020-03-31", -12.4], ["2020-06-30", 11.7], ["2020-09-30", 8.9], ["2020-12-31", 14.3], ["2021-03-31", 12.3], ["2021-06-30", 10.8], ["2021-09-30", 8.5], ["2021-12-31", 5.1], ["2022-03-31", 4.2], ["2022-06-30", -0.5], ["2022-09-30", 3.7], ["2022-12-31", 6.2], ["2023-03-31", 5.9], ["2023-06-30", 5.4], ["2023-09-30", 6.1], ["2023-12-31", 8.2], ["2024-03-31", 7.7], ["2024-06-30", 6.0], ["2024-09-30", 8.1], ["2024-12-31", 8.8], ["2025-03-31", 4.9], ["2025-06-30", 7.5], ["2025-09-30", 8.6], ["2025-12-31", 7.2], ["2026-03-31", 5.3], ["2026-06-30", 9.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EVENT_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 6.9], ["2013-06-30", 4.3], ["2013-09-30", 5.1], ["2013-12-31", 7.1], ["2014-03-31", 5.0], ["2014-06-30", 5.1], ["2014-09-30", -0.8], ["2014-12-31", -1.4], ["2015-03-31", 3.7], ["2015-06-30", 1.4], ["2015-09-30", -4.5], ["2015-12-31", -0.2], ["2016-03-31", -1.3], ["2016-06-30", 2.1], ["2016-09-30", 5.5], ["2016-12-31", 4.9], ["2017-03-31", 4.7], ["2017-06-30", 4.3], ["2017-09-30", 3.9], ["2017-12-31", 4.2], ["2018-03-31", 2.5], ["2018-06-30", 4.4], ["2018-09-30", 3.7], ["2018-12-31", -2.5], ["2019-03-31", 6.3], ["2019-06-30", 4.0], ["2019-09-30", 0.7], ["2019-12-31", 4.2], ["2020-03-31", -11.6], ["2020-06-30", 10.9], ["2020-09-30", 8.4], ["2020-12-31", 13.3], ["2021-03-31", 11.9], ["2021-06-30", 11.3], ["2021-09-30", 8.8], ["2021-12-31", 6.0], ["2022-03-31", 5.2], ["2022-06-30", 0.2], ["2022-09-30", 4.2], ["2022-12-31", 6.9], ["2023-03-31", 6.5], ["2023-06-30", 5.9], ["2023-09-30", 6.4], ["2023-12-31", 8.6], ["2024-03-31", 8.1], ["2024-06-30", 6.6], ["2024-09-30", 8.6], ["2024-12-31", 9.3], ["2025-03-31", 6.1], ["2025-06-30", 7.9], ["2025-09-30", 8.7], ["2025-12-31", 7.6], ["2026-03-31", 5.8], ["2026-06-30", 9.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EVENT_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.645], ["2013-06-30", 1.627], ["2013-09-30", 1.646], ["2013-12-31", 1.684], ["2014-03-31", 1.636], ["2014-06-30", 1.684], ["2014-09-30", 1.671], ["2014-12-31", 1.554], ["2015-03-31", 1.48], ["2015-06-30", 1.663], ["2015-09-30", 1.644], ["2015-12-31", 1.623], ["2016-03-31", 1.556], ["2016-06-30", 1.559], ["2016-09-30", 1.631], ["2016-12-31", 1.671], ["2017-03-31", 1.484], ["2017-06-30", 1.471], ["2017-09-30", 1.405], ["2017-12-31", 1.396], ["2018-03-31", 1.391], ["2018-06-30", 1.444], ["2018-09-30", 1.433], ["2018-12-31", 1.359], ["2019-03-31", 1.317], ["2019-06-30", 1.473], ["2019-09-30", 1.983], ["2019-12-31", 1.882], ["2020-03-31", 1.575], ["2020-06-30", 1.472], ["2020-09-30", 1.421], ["2020-12-31", 1.479], ["2021-03-31", 1.76], ["2021-06-30", 1.613], ["2021-09-30", 1.481], ["2021-12-31", 1.463], ["2022-03-31", 1.431], ["2022-06-30", 1.48], ["2022-09-30", 1.455], ["2022-12-31", 1.382], ["2023-03-31", 1.299], ["2023-06-30", 1.31], ["2023-09-30", 1.481], ["2023-12-31", 1.372], ["2024-03-31", 1.403], ["2024-06-30", 1.36], ["2024-09-30", 1.381], ["2024-12-31", 1.415], ["2025-03-31", 3.609], ["2025-06-30", 2.077], ["2025-09-30", 1.65], ["2025-12-31", 1.647], ["2026-03-31", 1.631], ["2026-06-30", 1.591]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_EVENT_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.317], ["2013-06-30", 1.333], ["2013-09-30", 1.331], ["2013-12-31", 1.362], ["2014-03-31", 1.36], ["2014-06-30", 1.361], ["2014-09-30", 1.353], ["2014-12-31", 1.343], ["2015-03-31", 1.315], ["2015-06-30", 1.372], ["2015-09-30", 1.354], ["2015-12-31", 1.369], ["2016-03-31", 1.361], ["2016-06-30", 1.342], ["2016-09-30", 1.314], ["2016-12-31", 1.318], ["2017-03-31", 1.316], ["2017-06-30", 1.316], ["2017-09-30", 1.29], ["2017-12-31", 1.298], ["2018-03-31", 1.294], ["2018-06-30", 1.282], ["2018-09-30", 1.277], ["2018-12-31", 1.248], ["2019-03-31", 1.238], ["2019-06-30", 1.31], ["2019-09-30", 1.267], ["2019-12-31", 1.263], ["2020-03-31", 1.322], ["2020-06-30", 1.316], ["2020-09-30", 1.286], ["2020-12-31", 1.32], ["2021-03-31", 1.381], ["2021-06-30", 1.394], ["2021-09-30", 1.32], ["2021-12-31", 1.318], ["2022-03-31", 1.301], ["2022-06-30", 1.302], ["2022-09-30", 1.295], ["2022-12-31", 1.26], ["2023-03-31", 1.217], ["2023-06-30", 1.21], ["2023-09-30", 1.244], ["2023-12-31", 1.234], ["2024-03-31", 1.236], ["2024-06-30", 1.231], ["2024-09-30", 1.244], ["2024-12-31", 1.243], ["2025-03-31", 1.377], ["2025-06-30", 1.352], ["2025-09-30", 1.308], ["2025-12-31", 1.334], ["2026-03-31", 1.339], ["2026-06-30", 1.34]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_EVENT_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 29.4], ["2014-06-30", 37.1], ["2014-09-30", 23.0], ["2014-12-31", 6.5], ["2015-03-31", 17.2], ["2015-06-30", -2.8], ["2015-09-30", -3.3], ["2015-12-31", 4.5], ["2016-03-31", -17.7], ["2016-06-30", -13.7], ["2016-09-30", -7.7], ["2016-12-31", -4.8], ["2017-03-31", -3.7], ["2017-06-30", 2.2], ["2017-09-30", 1.0], ["2017-12-31", -2.0], ["2018-03-31", 6.5], ["2018-06-30", 3.7], ["2018-09-30", -2.6], ["2018-12-31", -7.8], ["2019-03-31", -6.6], ["2019-06-30", -3.1], ["2019-09-30", -3.7], ["2019-12-31", 1.1], ["2020-03-31", -17.5], ["2020-06-30", -13.3], ["2020-09-30", -2.2], ["2020-12-31", 6.7], ["2021-03-31", 49.0], ["2021-06-30", 49.7], ["2021-09-30", 44.1], ["2021-12-31", 25.0], ["2022-03-31", 2.2], ["2022-06-30", -5.3], ["2022-09-30", -7.8], ["2022-12-31", -1.2], ["2023-03-31", -0.9], ["2023-06-30", 0.0], ["2023-09-30", -5.1], ["2023-12-31", -4.2], ["2024-03-31", 3.1], ["2024-06-30", 4.3], ["2024-09-30", 9.0], ["2024-12-31", 0.0], ["2025-03-31", -4.3], ["2025-06-30", 3.3], ["2025-09-30", 2.5], ["2025-12-31", 11.0], ["2026-03-31", 5.8], ["2026-06-30", 6.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_EVENT_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 153000000000.0], ["2013-06-30", 159000000000.0], ["2013-09-30", 174000000000.0], ["2013-12-31", 186000000000.0], ["2014-03-31", 198000000000.0], ["2014-06-30", 218000000000.0], ["2014-09-30", 214000000000.0], ["2014-12-31", 198000000000.0], ["2015-03-31", 232000000000.0], ["2015-06-30", 212000000000.0], ["2015-09-30", 207000000000.0], ["2015-12-31", 207000000000.0], ["2016-03-31", 191000000000.0], ["2016-06-30", 183000000000.0], ["2016-09-30", 191000000000.0], ["2016-12-31", 197000000000.0], ["2017-03-31", 184000000000.0], ["2017-06-30", 187000000000.0], ["2017-09-30", 193000000000.0], ["2017-12-31", 193000000000.0], ["2018-03-31", 196000000000.0], ["2018-06-30", 194000000000.0], ["2018-09-30", 188000000000.0], ["2018-12-31", 178000000000.0], ["2019-03-31", 183000000000.0], ["2019-06-30", 188000000000.0], ["2019-09-30", 181000000000.0], ["2019-12-31", 180000000000.0], ["2020-03-31", 151000000000.0], ["2020-06-30", 163000000000.0], ["2020-09-30", 177000000000.0], ["2020-12-31", 192000000000.0], ["2021-03-31", 225000000000.0], ["2021-06-30", 244000000000.0], ["2021-09-30", 255000000000.0], ["2021-12-31", 240000000000.0], ["2022-03-31", 230000000000.0], ["2022-06-30", 231000000000.0], ["2022-09-30", 235000000000.0], ["2022-12-31", 237000000000.0], ["2023-03-31", 228000000000.0], ["2023-06-30", 231000000000.0], ["2023-09-30", 223000000000.0], ["2023-12-31", 227000000000.0], ["2024-03-31", 235000000000.0], ["2024-06-30", 241000000000.0], ["2024-09-30", 243000000000.0], ["2024-12-31", 227000000000.0], ["2025-03-31", 225000000000.0], ["2025-06-30", 249000000000.0], ["2025-09-30", 249000000000.0], ["2025-12-31", 252000000000.0], ["2026-03-31", 238000000000.0], ["2026-06-30", 265000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_EVENT_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.7], ["2013-06-30", 3.1], ["2013-09-30", 4.3], ["2013-12-31", 5.8], ["2014-03-31", 3.6], ["2014-06-30", 3.9], ["2014-09-30", -1.2], ["2014-12-31", -2.2], ["2015-03-31", 3.0], ["2015-06-30", 0.9], ["2015-09-30", -6.1], ["2015-12-31", -0.8], ["2016-03-31", -3.3], ["2016-06-30", 1.0], ["2016-09-30", 4.1], ["2016-12-31", 3.1], ["2017-03-31", 3.1], ["2017-06-30", 3.0], ["2017-09-30", 2.5], ["2017-12-31", 3.0], ["2018-03-31", 1.1], ["2018-06-30", 4.0], ["2018-09-30", 2.5], ["2018-12-31", -3.6], ["2019-03-31", 5.3], ["2019-06-30", 3.0], ["2019-09-30", -0.4], ["2019-12-31", 3.5], ["2020-03-31", -13.1], ["2020-06-30", 10.8], ["2020-09-30", 7.0], ["2020-12-31", 11.4], ["2021-03-31", 9.5], ["2021-06-30", 8.4], ["2021-09-30", 6.3], ["2021-12-31", 3.9], ["2022-03-31", 2.7], ["2022-06-30", -1.7], ["2022-09-30", 1.9], ["2022-12-31", 4.6], ["2023-03-31", 3.9], ["2023-06-30", 3.4], ["2023-09-30", 4.4], ["2023-12-31", 5.9], ["2024-03-31", 5.6], ["2024-06-30", 4.1], ["2024-09-30", 5.9], ["2024-12-31", 6.1], ["2025-03-31", 3.2], ["2025-06-30", 5.8], ["2025-09-30", 6.1], ["2025-12-31", 4.6], ["2026-03-31", 3.9], ["2026-06-30", 7.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_EVENT_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.5], ["2013-06-30", 3.3], ["2013-09-30", 4.0], ["2013-12-31", 5.7], ["2014-03-31", 3.8], ["2014-06-30", 3.9], ["2014-09-30", -1.1], ["2014-12-31", -1.7], ["2015-03-31", 2.7], ["2015-06-30", 0.7], ["2015-09-30", -5.1], ["2015-12-31", -0.8], ["2016-03-31", -2.3], ["2016-06-30", 1.5], ["2016-09-30", 4.2], ["2016-12-31", 3.5], ["2017-03-31", 3.4], ["2017-06-30", 3.1], ["2017-09-30", 2.8], ["2017-12-31", 3.1], ["2018-03-31", 1.4], ["2018-06-30", 3.8], ["2018-09-30", 2.7], ["2018-12-31", -3.1], ["2019-03-31", 5.0], ["2019-06-30", 3.1], ["2019-09-30", -0.1], ["2019-12-31", 3.3], ["2020-03-31", -12.3], ["2020-06-30", 10.1], ["2020-09-30", 6.6], ["2020-12-31", 10.5], ["2021-03-31", 9.2], ["2021-06-30", 8.9], ["2021-09-30", 6.6], ["2021-12-31", 4.6], ["2022-03-31", 3.4], ["2022-06-30", -1.1], ["2022-09-30", 2.2], ["2022-12-31", 4.9], ["2023-03-31", 4.3], ["2023-06-30", 3.8], ["2023-09-30", 4.3], ["2023-12-31", 6.1], ["2024-03-31", 5.8], ["2024-06-30", 4.4], ["2024-09-30", 6.2], ["2024-12-31", 6.4], ["2025-03-31", 4.0], ["2025-06-30", 5.8], ["2025-09-30", 6.0], ["2025-12-31", 4.9], ["2026-03-31", 4.2], ["2026-06-30", 7.2]]}, "metadata": {"mnemonic": "FPF-STRATEGY_EVENT_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Event strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_FOF_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 13.532], ["2013-06-30", null], ["2013-09-30", 10.543], ["2013-12-31", 6.606], ["2014-03-31", 5.61], ["2014-06-30", 5.133], ["2014-09-30", 7.595], ["2014-12-31", 9.19], ["2015-03-31", 5.695], ["2015-06-30", 5.006], ["2015-09-30", 3.263], ["2015-12-31", 5.182], ["2016-03-31", 5.513], ["2016-06-30", 5.862], ["2016-09-30", 8.108], ["2016-12-31", 8.514], ["2017-03-31", 4.426], ["2017-06-30", 3.882], ["2017-09-30", 4.731], ["2017-12-31", 4.684], ["2018-03-31", 4.055], ["2018-06-30", 6.681], ["2018-09-30", 1.979], ["2018-12-31", 3.577], ["2019-03-31", 4.564], ["2019-06-30", 4.433], ["2019-09-30", 2.601], ["2019-12-31", 1.473], ["2020-03-31", 3.665], ["2020-06-30", 1.854], ["2020-09-30", 1.081], ["2020-12-31", 1.557], ["2021-03-31", 1.158], ["2021-06-30", 1.279], ["2021-09-30", 0.986], ["2021-12-31", 1.084], ["2022-03-31", 3.512], ["2022-06-30", 2.43], ["2022-09-30", 2.857], ["2022-12-31", 1.306], ["2023-03-31", 1.335], ["2023-06-30", 1.042], ["2023-09-30", 1.112], ["2023-12-31", 1.108], ["2024-03-31", 1.027], ["2024-06-30", 2.993], ["2024-09-30", 2.389], ["2024-12-31", 2.765], ["2025-03-31", 4.859], ["2025-06-30", 6.015], ["2025-09-30", 8.073], ["2025-12-31", 8.85], ["2026-03-31", 8.231], ["2026-06-30", 8.02]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_FOF_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 14.427], ["2013-06-30", null], ["2013-09-30", 10.824], ["2013-12-31", 6.748], ["2014-03-31", 5.787], ["2014-06-30", 5.339], ["2014-09-30", 9.677], ["2014-12-31", 11.366], ["2015-03-31", 6.075], ["2015-06-30", 5.235], ["2015-09-30", 3.77], ["2015-12-31", 5.478], ["2016-03-31", 5.684], ["2016-06-30", 6.125], ["2016-09-30", 8.627], ["2016-12-31", 8.873], ["2017-03-31", 4.587], ["2017-06-30", 4.07], ["2017-09-30", 4.912], ["2017-12-31", 4.831], ["2018-03-31", 4.188], ["2018-06-30", 6.905], ["2018-09-30", 2.041], ["2018-12-31", 3.81], ["2019-03-31", 4.957], ["2019-06-30", 5.183], ["2019-09-30", 3.035], ["2019-12-31", 1.705], ["2020-03-31", 4.29], ["2020-06-30", 2.25], ["2020-09-30", 1.247], ["2020-12-31", 1.766], ["2021-03-31", 1.353], ["2021-06-30", 1.511], ["2021-09-30", 1.196], ["2021-12-31", 1.263], ["2022-03-31", 4.217], ["2022-06-30", 2.898], ["2022-09-30", 3.428], ["2022-12-31", 1.581], ["2023-03-31", 1.59], ["2023-06-30", 1.275], ["2023-09-30", 1.596], ["2023-12-31", 1.636], ["2024-03-31", 1.299], ["2024-06-30", 3.892], ["2024-09-30", 3.109], ["2024-12-31", 3.473], ["2025-03-31", 6.213], ["2025-06-30", 7.73], ["2025-09-30", 10.071], ["2025-12-31", 10.778], ["2026-03-31", 10.33], ["2026-06-30", 10.184]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_FOF_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 10.0], ["2013-06-30", 9.0], ["2013-09-30", 15.0], ["2013-12-31", 15.0], ["2014-03-31", 24.0], ["2014-06-30", 21.0], ["2014-09-30", 18.0], ["2014-12-31", 18.0], ["2015-03-31", 21.0], ["2015-06-30", 20.0], ["2015-09-30", 25.0], ["2015-12-31", 21.0], ["2016-03-31", 19.0], ["2016-06-30", 24.0], ["2016-09-30", 25.0], ["2016-12-31", 27.0], ["2017-03-31", 20.0], ["2017-06-30", 24.0], ["2017-09-30", 23.0], ["2017-12-31", 30.0], ["2018-03-31", 23.0], ["2018-06-30", 21.0], ["2018-09-30", 23.0], ["2018-12-31", 27.0], ["2019-03-31", 23.0], ["2019-06-30", 23.0], ["2019-09-30", 23.0], ["2019-12-31", 28.0], ["2020-03-31", 31.0], ["2020-06-30", 25.0], ["2020-09-30", 22.0], ["2020-12-31", 20.0], ["2021-03-31", 22.0], ["2021-06-30", 20.0], ["2021-09-30", 18.0], ["2021-12-31", 22.0], ["2022-03-31", 25.0], ["2022-06-30", 23.0], ["2022-09-30", 21.0], ["2022-12-31", 27.0], ["2023-03-31", 26.0], ["2023-06-30", 27.0], ["2023-09-30", 28.0], ["2023-12-31", 31.0], ["2024-03-31", 30.0], ["2024-06-30", 33.0], ["2024-09-30", 37.0], ["2024-12-31", 36.0], ["2025-03-31", 40.0], ["2025-06-30", 43.0], ["2025-09-30", 43.0], ["2025-12-31", 49.0], ["2026-03-31", 49.0], ["2026-06-30", 49.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_FOF_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 50.0], ["2014-06-30", 57.1], ["2014-09-30", 70.0], ["2014-12-31", 70.0], ["2015-03-31", 0.0], ["2015-06-30", -9.1], ["2015-09-30", 0.0], ["2015-12-31", -29.4], ["2016-03-31", -8.3], ["2016-06-30", 30.0], ["2016-09-30", -17.6], ["2016-12-31", 16.7], ["2017-03-31", 27.3], ["2017-06-30", 53.8], ["2017-09-30", 57.1], ["2017-12-31", 71.4], ["2018-03-31", 42.9], ["2018-06-30", -5.0], ["2018-09-30", 4.5], ["2018-12-31", 16.7], ["2019-03-31", 30.0], ["2019-06-30", 52.6], ["2019-09-30", 43.5], ["2019-12-31", 7.1], ["2020-03-31", 50.0], ["2020-06-30", -3.4], ["2020-09-30", -15.2], ["2020-12-31", -10.0], ["2021-03-31", -12.8], ["2021-06-30", 25.0], ["2021-09-30", 28.6], ["2021-12-31", 40.7], ["2022-03-31", 76.5], ["2022-06-30", 5.7], ["2022-09-30", -2.8], ["2022-12-31", -10.5], ["2023-03-31", -23.3], ["2023-06-30", 18.9], ["2023-09-30", 60.0], ["2023-12-31", 70.6], ["2024-03-31", 8.7], ["2024-06-30", 15.9], ["2024-09-30", 16.1], ["2024-12-31", -1.7], ["2025-03-31", 16.0], ["2025-06-30", 23.5], ["2025-09-30", 3.1], ["2025-12-31", 22.8], ["2026-03-31", 32.8], ["2026-06-30", 31.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FOF_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 8000000000.0], ["2013-06-30", 7000000000.0], ["2013-09-30", 10000000000.0], ["2013-12-31", 10000000000.0], ["2014-03-31", 12000000000.0], ["2014-06-30", 11000000000.0], ["2014-09-30", 17000000000.0], ["2014-12-31", 17000000000.0], ["2015-03-31", 12000000000.0], ["2015-06-30", 10000000000.0], ["2015-09-30", 17000000000.0], ["2015-12-31", 12000000000.0], ["2016-03-31", 11000000000.0], ["2016-06-30", 13000000000.0], ["2016-09-30", 14000000000.0], ["2016-12-31", 14000000000.0], ["2017-03-31", 14000000000.0], ["2017-06-30", 20000000000.0], ["2017-09-30", 22000000000.0], ["2017-12-31", 24000000000.0], ["2018-03-31", 20000000000.0], ["2018-06-30", 19000000000.0], ["2018-09-30", 23000000000.0], ["2018-12-31", 28000000000.0], ["2019-03-31", 26000000000.0], ["2019-06-30", 29000000000.0], ["2019-09-30", 33000000000.0], ["2019-12-31", 30000000000.0], ["2020-03-31", 39000000000.0], ["2020-06-30", 28000000000.0], ["2020-09-30", 28000000000.0], ["2020-12-31", 27000000000.0], ["2021-03-31", 34000000000.0], ["2021-06-30", 35000000000.0], ["2021-09-30", 36000000000.0], ["2021-12-31", 38000000000.0], ["2022-03-31", 60000000000.0], ["2022-06-30", 37000000000.0], ["2022-09-30", 35000000000.0], ["2022-12-31", 34000000000.0], ["2023-03-31", 46000000000.0], ["2023-06-30", 44000000000.0], ["2023-09-30", 56000000000.0], ["2023-12-31", 58000000000.0], ["2024-03-31", 50000000000.0], ["2024-06-30", 51000000000.0], ["2024-09-30", 65000000000.0], ["2024-12-31", 57000000000.0], ["2025-03-31", 58000000000.0], ["2025-06-30", 63000000000.0], ["2025-09-30", 67000000000.0], ["2025-12-31", 70000000000.0], ["2026-03-31", 77000000000.0], ["2026-06-30", 83000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FOF_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 39000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_FOF_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FOF_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 60.0], ["2014-06-30", 68.8], ["2014-09-30", 80.0], ["2014-12-31", 70.0], ["2015-03-31", 4.2], ["2015-06-30", -37.0], ["2015-09-30", -36.1], ["2015-12-31", -50.0], ["2016-03-31", 4.0], ["2016-06-30", 17.6], ["2016-09-30", -17.4], ["2016-12-31", 23.5], ["2017-03-31", -26.9], ["2017-06-30", 15.0], ["2017-09-30", 26.3], ["2017-12-31", 47.6], ["2018-03-31", 52.6], ["2018-06-30", 43.5], ["2018-09-30", 100.0], ["2018-12-31", 177.4], ["2019-03-31", 79.3], ["2019-06-30", 72.7], ["2019-09-30", 6.2], ["2019-12-31", -52.3], ["2020-03-31", 21.2], ["2020-06-30", -31.6], ["2020-09-30", -35.3], ["2020-12-31", -22.0], ["2021-03-31", -34.9], ["2021-06-30", 46.2], ["2021-09-30", 100.0], ["2021-12-31", 118.8], ["2022-03-31", 178.0], ["2022-06-30", 21.1], ["2022-09-30", -4.5], ["2022-12-31", -12.9], ["2023-03-31", -37.7], ["2023-06-30", 13.0], ["2023-09-30", 52.4], ["2023-12-31", 59.0], ["2024-03-31", 39.4], ["2024-06-30", 26.9], ["2024-09-30", 8.3], ["2024-12-31", -5.2], ["2025-03-31", -13.1], ["2025-06-30", 7.1], ["2025-09-30", 6.7], ["2025-12-31", 39.1], ["2026-03-31", 53.5], ["2026-06-30", 36.8]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_FOF_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FOF_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 15000000000.0], ["2013-06-30", 16000000000.0], ["2013-09-30", 20000000000.0], ["2013-12-31", 20000000000.0], ["2014-03-31", 24000000000.0], ["2014-06-30", 27000000000.0], ["2014-09-30", 36000000000.0], ["2014-12-31", 34000000000.0], ["2015-03-31", 25000000000.0], ["2015-06-30", 17000000000.0], ["2015-09-30", 23000000000.0], ["2015-12-31", 17000000000.0], ["2016-03-31", 26000000000.0], ["2016-06-30", 20000000000.0], ["2016-09-30", 19000000000.0], ["2016-12-31", 21000000000.0], ["2017-03-31", 19000000000.0], ["2017-06-30", 23000000000.0], ["2017-09-30", 24000000000.0], ["2017-12-31", 31000000000.0], ["2018-03-31", 29000000000.0], ["2018-06-30", 33000000000.0], ["2018-09-30", 48000000000.0], ["2018-12-31", 86000000000.0], ["2019-03-31", 52000000000.0], ["2019-06-30", 57000000000.0], ["2019-09-30", 51000000000.0], ["2019-12-31", 41000000000.0], ["2020-03-31", 63000000000.0], ["2020-06-30", 39000000000.0], ["2020-09-30", 33000000000.0], ["2020-12-31", 32000000000.0], ["2021-03-31", 41000000000.0], ["2021-06-30", 57000000000.0], ["2021-09-30", 66000000000.0], ["2021-12-31", 70000000000.0], ["2022-03-31", 114000000000.0], ["2022-06-30", 69000000000.0], ["2022-09-30", 63000000000.0], ["2022-12-31", 61000000000.0], ["2023-03-31", 71000000000.0], ["2023-06-30", 78000000000.0], ["2023-09-30", 96000000000.0], ["2023-12-31", 97000000000.0], ["2024-03-31", 99000000000.0], ["2024-06-30", 99000000000.0], ["2024-09-30", 104000000000.0], ["2024-12-31", 92000000000.0], ["2025-03-31", 86000000000.0], ["2025-06-30", 106000000000.0], ["2025-09-30", 111000000000.0], ["2025-12-31", 128000000000.0], ["2026-03-31", 132000000000.0], ["2026-06-30", 145000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_FOF_GNE_CHANGE", "FPF-STRATEGY_FOF_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FOF_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", null], ["2013-06-30", null], ["2013-09-30", 1.038], ["2013-12-31", 1.023], ["2014-03-31", 1.036], ["2014-06-30", 1.045], ["2014-09-30", 1.367], ["2014-12-31", 1.317], ["2015-03-31", 1.073], ["2015-06-30", 1.053], ["2015-09-30", 1.195], ["2015-12-31", 1.062], ["2016-03-31", 1.033], ["2016-06-30", 1.049], ["2016-09-30", 1.075], ["2016-12-31", 1.052], ["2017-03-31", 1.041], ["2017-06-30", 1.053], ["2017-09-30", 1.042], ["2017-12-31", 1.035], ["2018-03-31", 1.036], ["2018-06-30", 1.037], ["2018-09-30", 1.034], ["2018-12-31", 1.079], ["2019-03-31", 2.472], ["2019-06-30", 1.286], ["2019-09-30", 1.286], ["2019-12-31", 1.291], ["2020-03-31", 1.275], ["2020-06-30", 1.394], ["2020-09-30", 1.263], ["2020-12-31", 2.293], ["2021-03-31", 1.351], ["2021-06-30", 1.347], ["2021-09-30", 1.504], ["2021-12-31", 1.389], ["2022-03-31", 1.331], ["2022-06-30", 1.362], ["2022-09-30", 1.395], ["2022-12-31", 1.4], ["2023-03-31", 1.373], ["2023-06-30", 1.497], ["2023-09-30", 3.717], ["2023-12-31", 3.828], ["2024-03-31", 1.598], ["2024-06-30", 1.918], ["2024-09-30", 1.624], ["2024-12-31", 1.602], ["2025-03-31", 1.795], ["2025-06-30", 2.818], ["2025-09-30", 1.581], ["2025-12-31", 1.579], ["2026-03-31", 1.607], ["2026-06-30", 1.962]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-09-30", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_FOF_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", null], ["2013-06-30", null], ["2013-09-30", 1.027], ["2013-12-31", 1.021], ["2014-03-31", 1.031], ["2014-06-30", 1.04], ["2014-09-30", 1.274], ["2014-12-31", 1.237], ["2015-03-31", 1.067], ["2015-06-30", 1.046], ["2015-09-30", 1.156], ["2015-12-31", 1.057], ["2016-03-31", 1.031], ["2016-06-30", 1.045], ["2016-09-30", 1.064], ["2016-12-31", 1.042], ["2017-03-31", 1.036], ["2017-06-30", 1.049], ["2017-09-30", 1.038], ["2017-12-31", 1.031], ["2018-03-31", 1.033], ["2018-06-30", 1.034], ["2018-09-30", 1.031], ["2018-12-31", 1.065], ["2019-03-31", 1.086], ["2019-06-30", 1.169], ["2019-09-30", 1.167], ["2019-12-31", 1.158], ["2020-03-31", 1.171], ["2020-06-30", 1.214], ["2020-09-30", 1.154], ["2020-12-31", 1.134], ["2021-03-31", 1.168], ["2021-06-30", 1.182], ["2021-09-30", 1.213], ["2021-12-31", 1.165], ["2022-03-31", 1.201], ["2022-06-30", 1.193], ["2022-09-30", 1.2], ["2022-12-31", 1.21], ["2023-03-31", 1.191], ["2023-06-30", 1.223], ["2023-09-30", 1.435], ["2023-12-31", 1.477], ["2024-03-31", 1.265], ["2024-06-30", 1.301], ["2024-09-30", 1.301], ["2024-12-31", 1.256], ["2025-03-31", 1.279], ["2025-06-30", 1.285], ["2025-09-30", 1.248], ["2025-12-31", 1.218], ["2026-03-31", 1.255], ["2026-06-30", 1.27]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-09-30", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_FOF_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 37.5], ["2014-06-30", 42.9], ["2014-09-30", 40.0], ["2014-12-31", 44.4], ["2015-03-31", 0.0], ["2015-06-30", 0.0], ["2015-09-30", 0.0], ["2015-12-31", -15.4], ["2016-03-31", 0.0], ["2016-06-30", 30.0], ["2016-09-30", -7.1], ["2016-12-31", 27.3], ["2017-03-31", 27.3], ["2017-06-30", 46.2], ["2017-09-30", 69.2], ["2017-12-31", 64.3], ["2018-03-31", 35.7], ["2018-06-30", 0.0], ["2018-09-30", 0.0], ["2018-12-31", 13.0], ["2019-03-31", 26.3], ["2019-06-30", 31.6], ["2019-09-30", 27.3], ["2019-12-31", 0.0], ["2020-03-31", 41.7], ["2020-06-30", -8.0], ["2020-09-30", -14.3], ["2020-12-31", -7.7], ["2021-03-31", -14.7], ["2021-06-30", 26.1], ["2021-09-30", 25.0], ["2021-12-31", 37.5], ["2022-03-31", 72.4], ["2022-06-30", 6.9], ["2022-09-30", 0.0], ["2022-12-31", -15.2], ["2023-03-31", -22.0], ["2023-06-30", 16.1], ["2023-09-30", 30.0], ["2023-12-31", 39.3], ["2024-03-31", 0.0], ["2024-06-30", 8.3], ["2024-09-30", 28.2], ["2024-12-31", 17.9], ["2025-03-31", 15.4], ["2025-06-30", 25.6], ["2025-09-30", 6.0], ["2025-12-31", 26.1], ["2026-03-31", 35.6], ["2026-06-30", 32.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FOF_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 8000000000.0], ["2013-06-30", 7000000000.0], ["2013-09-30", 10000000000.0], ["2013-12-31", 9000000000.0], ["2014-03-31", 11000000000.0], ["2014-06-30", 10000000000.0], ["2014-09-30", 14000000000.0], ["2014-12-31", 13000000000.0], ["2015-03-31", 11000000000.0], ["2015-06-30", 10000000000.0], ["2015-09-30", 14000000000.0], ["2015-12-31", 11000000000.0], ["2016-03-31", 11000000000.0], ["2016-06-30", 13000000000.0], ["2016-09-30", 13000000000.0], ["2016-12-31", 14000000000.0], ["2017-03-31", 14000000000.0], ["2017-06-30", 19000000000.0], ["2017-09-30", 22000000000.0], ["2017-12-31", 23000000000.0], ["2018-03-31", 19000000000.0], ["2018-06-30", 19000000000.0], ["2018-09-30", 22000000000.0], ["2018-12-31", 26000000000.0], ["2019-03-31", 24000000000.0], ["2019-06-30", 25000000000.0], ["2019-09-30", 28000000000.0], ["2019-12-31", 26000000000.0], ["2020-03-31", 34000000000.0], ["2020-06-30", 23000000000.0], ["2020-09-30", 24000000000.0], ["2020-12-31", 24000000000.0], ["2021-03-31", 29000000000.0], ["2021-06-30", 29000000000.0], ["2021-09-30", 30000000000.0], ["2021-12-31", 33000000000.0], ["2022-03-31", 50000000000.0], ["2022-06-30", 31000000000.0], ["2022-09-30", 30000000000.0], ["2022-12-31", 28000000000.0], ["2023-03-31", 39000000000.0], ["2023-06-30", 36000000000.0], ["2023-09-30", 39000000000.0], ["2023-12-31", 39000000000.0], ["2024-03-31", 39000000000.0], ["2024-06-30", 39000000000.0], ["2024-09-30", 50000000000.0], ["2024-12-31", 46000000000.0], ["2025-03-31", 45000000000.0], ["2025-06-30", 49000000000.0], ["2025-09-30", 53000000000.0], ["2025-12-31", 58000000000.0], ["2026-03-31", 61000000000.0], ["2026-06-30", 65000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FOF_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Fund of funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FUTURES_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 59.912], ["2013-06-30", 53.977], ["2013-09-30", 52.248], ["2013-12-31", 52.665], ["2014-03-31", 49.877], ["2014-06-30", 63.038], ["2014-09-30", 45.863], ["2014-12-31", 59.267], ["2015-03-31", 46.098], ["2015-06-30", 62.108], ["2015-09-30", 57.0], ["2015-12-31", 69.122], ["2016-03-31", 62.57], ["2016-06-30", 56.295], ["2016-09-30", 58.874], ["2016-12-31", 58.139], ["2017-03-31", 55.406], ["2017-06-30", 49.804], ["2017-09-30", 49.27], ["2017-12-31", 48.662], ["2018-03-31", 47.718], ["2018-06-30", 40.672], ["2018-09-30", 40.902], ["2018-12-31", 41.692], ["2019-03-31", 34.998], ["2019-06-30", 31.566], ["2019-09-30", 33.041], ["2019-12-31", 32.894], ["2020-03-31", 43.864], ["2020-06-30", 34.516], ["2020-09-30", 32.2], ["2020-12-31", 25.812], ["2021-03-31", 24.437], ["2021-06-30", 21.021], ["2021-09-30", 27.524], ["2021-12-31", 33.803], ["2022-03-31", 33.668], ["2022-06-30", 29.803], ["2022-09-30", 33.564], ["2022-12-31", 34.784], ["2023-03-31", 28.135], ["2023-06-30", 25.271], ["2023-09-30", 27.262], ["2023-12-31", 25.033], ["2024-03-31", 23.892], ["2024-06-30", 24.293], ["2024-09-30", 21.271], ["2024-12-31", 27.509], ["2025-03-31", 26.316], ["2025-06-30", 20.173], ["2025-09-30", 18.543], ["2025-12-31", 19.881], ["2026-03-31", 21.941], ["2026-06-30", 16.638]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_FUTURES_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 64.678], ["2013-06-30", 59.254], ["2013-09-30", 58.432], ["2013-12-31", 59.441], ["2014-03-31", 60.093], ["2014-06-30", 71.455], ["2014-09-30", 59.419], ["2014-12-31", 69.836], ["2015-03-31", 52.853], ["2015-06-30", 72.458], ["2015-09-30", 68.922], ["2015-12-31", 80.322], ["2016-03-31", 72.726], ["2016-06-30", 68.446], ["2016-09-30", 69.02], ["2016-12-31", 67.905], ["2017-03-31", 65.281], ["2017-06-30", 61.505], ["2017-09-30", 59.204], ["2017-12-31", 60.085], ["2018-03-31", 56.409], ["2018-06-30", 52.761], ["2018-09-30", 52.614], ["2018-12-31", 55.066], ["2019-03-31", 47.404], ["2019-06-30", 45.022], ["2019-09-30", 48.47], ["2019-12-31", 45.246], ["2020-03-31", 62.101], ["2020-06-30", 49.515], ["2020-09-30", 47.043], ["2020-12-31", 38.095], ["2021-03-31", 36.954], ["2021-06-30", 31.742], ["2021-09-30", 42.114], ["2021-12-31", 48.28], ["2022-03-31", 50.387], ["2022-06-30", 56.113], ["2022-09-30", 55.229], ["2022-12-31", 50.733], ["2023-03-31", 49.692], ["2023-06-30", 40.098], ["2023-09-30", 46.162], ["2023-12-31", 40.618], ["2024-03-31", 42.68], ["2024-06-30", 44.24], ["2024-09-30", 47.44], ["2024-12-31", 51.579], ["2025-03-31", 54.436], ["2025-06-30", 44.995], ["2025-09-30", 43.657], ["2025-12-31", 44.672], ["2026-03-31", 50.693], ["2026-06-30", 41.167]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_FUTURES_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 19.0], ["2013-06-30", 18.0], ["2013-09-30", 21.0], ["2013-12-31", 23.0], ["2014-03-31", 22.0], ["2014-06-30", 21.0], ["2014-09-30", 18.0], ["2014-12-31", 22.0], ["2015-03-31", 23.0], ["2015-06-30", 24.0], ["2015-09-30", 23.0], ["2015-12-31", 26.0], ["2016-03-31", 27.0], ["2016-06-30", 33.0], ["2016-09-30", 35.0], ["2016-12-31", 36.0], ["2017-03-31", 41.0], ["2017-06-30", 44.0], ["2017-09-30", 40.0], ["2017-12-31", 37.0], ["2018-03-31", 37.0], ["2018-06-30", 36.0], ["2018-09-30", 39.0], ["2018-12-31", 39.0], ["2019-03-31", 41.0], ["2019-06-30", 42.0], ["2019-09-30", 42.0], ["2019-12-31", 43.0], ["2020-03-31", 43.0], ["2020-06-30", 44.0], ["2020-09-30", 42.0], ["2020-12-31", 40.0], ["2021-03-31", 38.0], ["2021-06-30", 38.0], ["2021-09-30", 39.0], ["2021-12-31", 41.0], ["2022-03-31", 43.0], ["2022-06-30", 44.0], ["2022-09-30", 50.0], ["2022-12-31", 47.0], ["2023-03-31", 38.0], ["2023-06-30", 47.0], ["2023-09-30", 42.0], ["2023-12-31", 38.0], ["2024-03-31", 39.0], ["2024-06-30", 42.0], ["2024-09-30", 41.0], ["2024-12-31", 45.0], ["2025-03-31", 42.0], ["2025-06-30", 41.0], ["2025-09-30", 43.0], ["2025-12-31", 41.0], ["2026-03-31", 43.0], ["2026-06-30", 41.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_FUTURES_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 15.4], ["2014-06-30", -13.9], ["2014-09-30", -31.6], ["2014-12-31", -25.0], ["2015-03-31", 11.1], ["2015-06-30", 12.9], ["2015-09-30", 103.8], ["2015-12-31", 15.2], ["2016-03-31", -12.0], ["2016-06-30", 91.4], ["2016-09-30", 26.4], ["2016-12-31", 65.8], ["2017-03-31", 54.5], ["2017-06-30", 10.4], ["2017-09-30", 10.4], ["2017-12-31", 22.2], ["2018-03-31", -11.8], ["2018-06-30", -14.9], ["2018-09-30", -13.5], ["2018-12-31", -19.5], ["2019-03-31", 8.3], ["2019-06-30", 9.5], ["2019-09-30", 10.9], ["2019-12-31", 8.1], ["2020-03-31", -1.5], ["2020-06-30", 0.0], ["2020-09-30", -11.3], ["2020-12-31", 1.5], ["2021-03-31", 9.4], ["2021-06-30", 11.6], ["2021-09-30", 34.9], ["2021-12-31", 29.4], ["2022-03-31", 47.1], ["2022-06-30", 74.0], ["2022-09-30", 50.6], ["2022-12-31", 17.0], ["2023-03-31", 3.9], ["2023-06-30", -15.7], ["2023-09-30", -13.3], ["2023-12-31", -3.9], ["2024-03-31", 10.3], ["2024-06-30", 2.7], ["2024-09-30", 26.1], ["2024-12-31", 21.2], ["2025-03-31", 5.1], ["2025-06-30", 6.0], ["2025-09-30", 3.6], ["2025-12-31", 10.8], ["2026-03-31", 17.7], ["2026-06-30", 28.5]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FUTURES_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 39000000000.0], ["2013-06-30", 36000000000.0], ["2013-09-30", 38000000000.0], ["2013-12-31", 44000000000.0], ["2014-03-31", 45000000000.0], ["2014-06-30", 31000000000.0], ["2014-09-30", 26000000000.0], ["2014-12-31", 33000000000.0], ["2015-03-31", 50000000000.0], ["2015-06-30", 35000000000.0], ["2015-09-30", 53000000000.0], ["2015-12-31", 38000000000.0], ["2016-03-31", 44000000000.0], ["2016-06-30", 67000000000.0], ["2016-09-30", 67000000000.0], ["2016-12-31", 63000000000.0], ["2017-03-31", 68000000000.0], ["2017-06-30", 74000000000.0], ["2017-09-30", 74000000000.0], ["2017-12-31", 77000000000.0], ["2018-03-31", 60000000000.0], ["2018-06-30", 63000000000.0], ["2018-09-30", 64000000000.0], ["2018-12-31", 62000000000.0], ["2019-03-31", 65000000000.0], ["2019-06-30", 69000000000.0], ["2019-09-30", 71000000000.0], ["2019-12-31", 67000000000.0], ["2020-03-31", 64000000000.0], ["2020-06-30", 69000000000.0], ["2020-09-30", 63000000000.0], ["2020-12-31", 68000000000.0], ["2021-03-31", 70000000000.0], ["2021-06-30", 77000000000.0], ["2021-09-30", 85000000000.0], ["2021-12-31", 88000000000.0], ["2022-03-31", 103000000000.0], ["2022-06-30", 134000000000.0], ["2022-09-30", 128000000000.0], ["2022-12-31", 103000000000.0], ["2023-03-31", 107000000000.0], ["2023-06-30", 113000000000.0], ["2023-09-30", 111000000000.0], ["2023-12-31", 99000000000.0], ["2024-03-31", 118000000000.0], ["2024-06-30", 116000000000.0], ["2024-09-30", 140000000000.0], ["2024-12-31", 120000000000.0], ["2025-03-31", 124000000000.0], ["2025-06-30", 123000000000.0], ["2025-09-30", 145000000000.0], ["2025-12-31", 133000000000.0], ["2026-03-31", 146000000000.0], ["2026-06-30", 158000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FUTURES_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 344000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_FUTURES_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FUTURES_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -37.8], ["2014-06-30", 41.4], ["2014-09-30", -19.5], ["2014-12-31", -31.5], ["2015-03-31", 26.2], ["2015-06-30", 15.6], ["2015-09-30", 85.3], ["2015-12-31", 48.8], ["2016-03-31", 9.4], ["2016-06-30", 9.2], ["2016-09-30", -11.7], ["2016-12-31", -10.1], ["2017-03-31", 20.9], ["2017-06-30", 40.2], ["2017-09-30", 8.8], ["2017-12-31", 65.1], ["2018-03-31", 0.0], ["2018-06-30", 4.0], ["2018-09-30", 42.0], ["2018-12-31", -27.4], ["2019-03-31", 118.8], ["2019-06-30", 89.3], ["2019-09-30", 42.6], ["2019-12-31", 100.0], ["2020-03-31", -29.3], ["2020-06-30", -24.5], ["2020-09-30", -5.0], ["2020-12-31", -3.0], ["2021-03-31", 27.2], ["2021-06-30", 31.0], ["2021-09-30", 35.0], ["2021-12-31", 11.6], ["2022-03-31", 13.9], ["2022-06-30", 5.0], ["2022-09-30", -15.7], ["2022-12-31", 0.2], ["2023-03-31", -5.2], ["2023-06-30", 16.4], ["2023-09-30", 18.5], ["2023-12-31", -20.3], ["2024-03-31", 48.5], ["2024-06-30", 18.8], ["2024-09-30", 12.5], ["2024-12-31", 79.8], ["2025-03-31", -11.8], ["2025-06-30", -19.4], ["2025-09-30", -13.8], ["2025-12-31", -7.9], ["2026-03-31", 18.9], ["2026-06-30", 26.5]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_FUTURES_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FUTURES_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 436000000000.0], ["2013-06-30", 227000000000.0], ["2013-09-30", 354000000000.0], ["2013-12-31", 428000000000.0], ["2014-03-31", 271000000000.0], ["2014-06-30", 321000000000.0], ["2014-09-30", 285000000000.0], ["2014-12-31", 293000000000.0], ["2015-03-31", 342000000000.0], ["2015-06-30", 371000000000.0], ["2015-09-30", 528000000000.0], ["2015-12-31", 436000000000.0], ["2016-03-31", 374000000000.0], ["2016-06-30", 405000000000.0], ["2016-09-30", 466000000000.0], ["2016-12-31", 392000000000.0], ["2017-03-31", 452000000000.0], ["2017-06-30", 568000000000.0], ["2017-09-30", 507000000000.0], ["2017-12-31", 647000000000.0], ["2018-03-31", 452000000000.0], ["2018-06-30", 591000000000.0], ["2018-09-30", 720000000000.0], ["2018-12-31", 470000000000.0], ["2019-03-31", 989000000000.0], ["2019-06-30", 1119000000000.0], ["2019-09-30", 1027000000000.0], ["2019-12-31", 940000000000.0], ["2020-03-31", 699000000000.0], ["2020-06-30", 845000000000.0], ["2020-09-30", 976000000000.0], ["2020-12-31", 912000000000.0], ["2021-03-31", 889000000000.0], ["2021-06-30", 1107000000000.0], ["2021-09-30", 1318000000000.0], ["2021-12-31", 1018000000000.0], ["2022-03-31", 1013000000000.0], ["2022-06-30", 1162000000000.0], ["2022-09-30", 1111000000000.0], ["2022-12-31", 1020000000000.0], ["2023-03-31", 960000000000.0], ["2023-06-30", 1353000000000.0], ["2023-09-30", 1316000000000.0], ["2023-12-31", 813000000000.0], ["2024-03-31", 1426000000000.0], ["2024-06-30", 1607000000000.0], ["2024-09-30", 1480000000000.0], ["2024-12-31", 1462000000000.0], ["2025-03-31", 1258000000000.0], ["2025-06-30", 1296000000000.0], ["2025-09-30", 1276000000000.0], ["2025-12-31", 1347000000000.0], ["2026-03-31", 1496000000000.0], ["2026-06-30", 1640000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_FUTURES_GNE_CHANGE", "FPF-STRATEGY_FUTURES_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FUTURES_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.7], ["2013-06-30", -6.4], ["2013-09-30", -0.3], ["2013-12-31", 3.4], ["2014-03-31", 0.7], ["2014-06-30", 6.8], ["2014-09-30", null], ["2014-12-31", null], ["2015-03-31", 5.8], ["2015-06-30", -6.0], ["2015-09-30", 5.5], ["2015-12-31", 2.7], ["2016-03-31", 7.8], ["2016-06-30", -0.1], ["2016-09-30", -1.6], ["2016-12-31", -1.5], ["2017-03-31", 0.8], ["2017-06-30", -1.4], ["2017-09-30", 2.3], ["2017-12-31", 7.9], ["2018-03-31", -5.2], ["2018-06-30", 2.3], ["2018-09-30", 3.0], ["2018-12-31", -1.1], ["2019-03-31", 5.9], ["2019-06-30", 6.3], ["2019-09-30", 4.0], ["2019-12-31", -0.2], ["2020-03-31", -0.6], ["2020-06-30", -1.6], ["2020-09-30", 1.2], ["2020-12-31", 9.0], ["2021-03-31", 2.8], ["2021-06-30", 9.8], ["2021-09-30", 4.9], ["2021-12-31", 2.8], ["2022-03-31", 9.6], ["2022-06-30", 9.6], ["2022-09-30", 4.0], ["2022-12-31", -4.5], ["2023-03-31", -6.1], ["2023-06-30", 8.5], ["2023-09-30", 3.0], ["2023-12-31", 1.4], ["2024-03-31", 11.5], ["2024-06-30", -2.5], ["2024-09-30", -3.9], ["2024-12-31", 0.0], ["2025-03-31", -2.6], ["2025-06-30", -2.0], ["2025-09-30", 5.7], ["2025-12-31", 8.1], ["2026-03-31", 5.7], ["2026-06-30", 1.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_FUTURES_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.4], ["2013-06-30", -6.5], ["2013-09-30", -0.4], ["2013-12-31", 3.4], ["2014-03-31", 0.5], ["2014-06-30", 6.0], ["2014-09-30", null], ["2014-12-31", null], ["2015-03-31", 5.9], ["2015-06-30", -6.0], ["2015-09-30", 5.1], ["2015-12-31", 1.8], ["2016-03-31", 7.3], ["2016-06-30", -0.1], ["2016-09-30", -1.8], ["2016-12-31", -1.7], ["2017-03-31", 0.5], ["2017-06-30", -1.6], ["2017-09-30", 2.3], ["2017-12-31", 8.1], ["2018-03-31", -5.0], ["2018-06-30", 1.4], ["2018-09-30", 2.9], ["2018-12-31", -3.0], ["2019-03-31", 6.3], ["2019-06-30", 5.7], ["2019-09-30", 3.8], ["2019-12-31", -0.2], ["2020-03-31", -2.3], ["2020-06-30", -1.7], ["2020-09-30", 1.2], ["2020-12-31", 8.3], ["2021-03-31", 2.8], ["2021-06-30", 9.0], ["2021-09-30", 5.0], ["2021-12-31", 2.2], ["2022-03-31", 11.8], ["2022-06-30", 9.2], ["2022-09-30", 3.9], ["2022-12-31", -4.9], ["2023-03-31", -6.3], ["2023-06-30", 8.4], ["2023-09-30", 3.2], ["2023-12-31", -0.7], ["2024-03-31", 12.8], ["2024-06-30", -3.7], ["2024-09-30", -4.3], ["2024-12-31", -0.6], ["2025-03-31", -3.4], ["2025-06-30", -4.2], ["2025-09-30", 7.6], ["2025-12-31", 7.9], ["2026-03-31", 6.8], ["2026-06-30", 1.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_FUTURES_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.09], ["2013-06-30", 1.101], ["2013-09-30", 1.132], ["2013-12-31", 1.159], ["2014-03-31", 1.245], ["2014-06-30", 1.172], ["2014-09-30", null], ["2014-12-31", 1.232], ["2015-03-31", 1.174], ["2015-06-30", 1.217], ["2015-09-30", 1.224], ["2015-12-31", 1.266], ["2016-03-31", 1.185], ["2016-06-30", 1.231], ["2016-09-30", 1.196], ["2016-12-31", 1.187], ["2017-03-31", 1.2], ["2017-06-30", 1.269], ["2017-09-30", 1.231], ["2017-12-31", 1.278], ["2018-03-31", 1.243], ["2018-06-30", 1.377], ["2018-09-30", 1.455], ["2018-12-31", 1.499], ["2019-03-31", 1.597], ["2019-06-30", 1.726], ["2019-09-30", 1.76], ["2019-12-31", 1.571], ["2020-03-31", 1.622], ["2020-06-30", 1.594], ["2020-09-30", 1.626], ["2020-12-31", 1.715], ["2021-03-31", 1.696], ["2021-06-30", 1.716], ["2021-09-30", 1.779], ["2021-12-31", 1.674], ["2022-03-31", 1.736], ["2022-06-30", 2.748], ["2022-09-30", 1.975], ["2022-12-31", 1.751], ["2023-03-31", 2.393], ["2023-06-30", 2.041], ["2023-09-30", 2.184], ["2023-12-31", 2.182], ["2024-03-31", 3.527], ["2024-06-30", 3.102], ["2024-09-30", 4.174], ["2024-12-31", 2.968], ["2025-03-31", 3.694], ["2025-06-30", 3.731], ["2025-09-30", 4.178], ["2025-12-31", 3.37], ["2026-03-31", 3.487], ["2026-06-30", 4.307]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_FUTURES_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.08], ["2013-06-30", 1.098], ["2013-09-30", 1.118], ["2013-12-31", 1.129], ["2014-03-31", 1.205], ["2014-06-30", 1.134], ["2014-09-30", null], ["2014-12-31", 1.178], ["2015-03-31", 1.147], ["2015-06-30", 1.167], ["2015-09-30", 1.209], ["2015-12-31", 1.162], ["2016-03-31", 1.162], ["2016-06-30", 1.216], ["2016-09-30", 1.172], ["2016-12-31", 1.168], ["2017-03-31", 1.178], ["2017-06-30", 1.235], ["2017-09-30", 1.202], ["2017-12-31", 1.235], ["2018-03-31", 1.182], ["2018-06-30", 1.297], ["2018-09-30", 1.286], ["2018-12-31", 1.321], ["2019-03-31", 1.354], ["2019-06-30", 1.426], ["2019-09-30", 1.467], ["2019-12-31", 1.376], ["2020-03-31", 1.416], ["2020-06-30", 1.435], ["2020-09-30", 1.461], ["2020-12-31", 1.476], ["2021-03-31", 1.512], ["2021-06-30", 1.51], ["2021-09-30", 1.53], ["2021-12-31", 1.428], ["2022-03-31", 1.497], ["2022-06-30", 1.883], ["2022-09-30", 1.645], ["2022-12-31", 1.459], ["2023-03-31", 1.766], ["2023-06-30", 1.587], ["2023-09-30", 1.693], ["2023-12-31", 1.623], ["2024-03-31", 1.786], ["2024-06-30", 1.821], ["2024-09-30", 2.23], ["2024-12-31", 1.875], ["2025-03-31", 2.069], ["2025-06-30", 2.23], ["2025-09-30", 2.354], ["2025-12-31", 2.247], ["2026-03-31", 2.31], ["2026-06-30", 2.474]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_FUTURES_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 2.8], ["2014-06-30", -15.2], ["2014-09-30", -41.2], ["2014-12-31", -28.2], ["2015-03-31", 18.9], ["2015-06-30", 7.1], ["2015-09-30", 120.0], ["2015-12-31", 17.9], ["2016-03-31", -13.6], ["2016-06-30", 83.3], ["2016-09-30", 29.5], ["2016-12-31", 63.6], ["2017-03-31", 52.6], ["2017-06-30", 9.1], ["2017-09-30", 7.0], ["2017-12-31", 16.7], ["2018-03-31", -12.1], ["2018-06-30", -18.3], ["2018-09-30", -19.7], ["2018-12-31", -25.4], ["2019-03-31", -5.9], ["2019-06-30", -2.0], ["2019-09-30", 0.0], ["2019-12-31", 2.1], ["2020-03-31", -6.2], ["2020-06-30", 0.0], ["2020-09-30", -12.2], ["2020-12-31", -4.2], ["2021-03-31", 2.2], ["2021-06-30", 6.2], ["2021-09-30", 30.2], ["2021-12-31", 32.6], ["2022-03-31", 50.0], ["2022-06-30", 39.2], ["2022-09-30", 39.3], ["2022-12-31", 16.4], ["2023-03-31", -11.6], ["2023-06-30", 0.0], ["2023-09-30", -16.7], ["2023-12-31", -14.1], ["2024-03-31", 8.2], ["2024-06-30", -9.9], ["2024-09-30", -3.1], ["2024-12-31", 4.9], ["2025-03-31", -9.1], ["2025-06-30", -14.1], ["2025-09-30", -1.6], ["2025-12-31", -7.8], ["2026-03-31", 5.0], ["2026-06-30", 16.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_FUTURES_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 36000000000.0], ["2013-06-30", 33000000000.0], ["2013-09-30", 34000000000.0], ["2013-12-31", 39000000000.0], ["2014-03-31", 37000000000.0], ["2014-06-30", 28000000000.0], ["2014-09-30", 20000000000.0], ["2014-12-31", 28000000000.0], ["2015-03-31", 44000000000.0], ["2015-06-30", 30000000000.0], ["2015-09-30", 44000000000.0], ["2015-12-31", 33000000000.0], ["2016-03-31", 38000000000.0], ["2016-06-30", 55000000000.0], ["2016-09-30", 57000000000.0], ["2016-12-31", 54000000000.0], ["2017-03-31", 58000000000.0], ["2017-06-30", 60000000000.0], ["2017-09-30", 61000000000.0], ["2017-12-31", 63000000000.0], ["2018-03-31", 51000000000.0], ["2018-06-30", 49000000000.0], ["2018-09-30", 49000000000.0], ["2018-12-31", 47000000000.0], ["2019-03-31", 48000000000.0], ["2019-06-30", 48000000000.0], ["2019-09-30", 49000000000.0], ["2019-12-31", 48000000000.0], ["2020-03-31", 45000000000.0], ["2020-06-30", 48000000000.0], ["2020-09-30", 43000000000.0], ["2020-12-31", 46000000000.0], ["2021-03-31", 46000000000.0], ["2021-06-30", 51000000000.0], ["2021-09-30", 56000000000.0], ["2021-12-31", 61000000000.0], ["2022-03-31", 69000000000.0], ["2022-06-30", 71000000000.0], ["2022-09-30", 78000000000.0], ["2022-12-31", 71000000000.0], ["2023-03-31", 61000000000.0], ["2023-06-30", 71000000000.0], ["2023-09-30", 65000000000.0], ["2023-12-31", 61000000000.0], ["2024-03-31", 66000000000.0], ["2024-06-30", 64000000000.0], ["2024-09-30", 63000000000.0], ["2024-12-31", 64000000000.0], ["2025-03-31", 60000000000.0], ["2025-06-30", 55000000000.0], ["2025-09-30", 62000000000.0], ["2025-12-31", 59000000000.0], ["2026-03-31", 63000000000.0], ["2026-06-30", 64000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_FUTURES_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.9], ["2013-06-30", -6.8], ["2013-09-30", -0.7], ["2013-12-31", 2.8], ["2014-03-31", -0.6], ["2014-06-30", 6.2], ["2014-09-30", null], ["2014-12-31", null], ["2015-03-31", 5.1], ["2015-06-30", -6.6], ["2015-09-30", 5.4], ["2015-12-31", 0.2], ["2016-03-31", 3.9], ["2016-06-30", 0.2], ["2016-09-30", -2.2], ["2016-12-31", -3.4], ["2017-03-31", 0.2], ["2017-06-30", -2.4], ["2017-09-30", 1.6], ["2017-12-31", 7.0], ["2018-03-31", -5.1], ["2018-06-30", 0.9], ["2018-09-30", 2.7], ["2018-12-31", -2.6], ["2019-03-31", 4.9], ["2019-06-30", 5.6], ["2019-09-30", 3.4], ["2019-12-31", -0.4], ["2020-03-31", -0.6], ["2020-06-30", -2.2], ["2020-09-30", 0.7], ["2020-12-31", 8.6], ["2021-03-31", 2.4], ["2021-06-30", 9.1], ["2021-09-30", 4.5], ["2021-12-31", 2.5], ["2022-03-31", 8.6], ["2022-06-30", 9.1], ["2022-09-30", 3.5], ["2022-12-31", -4.5], ["2023-03-31", -6.3], ["2023-06-30", 8.2], ["2023-09-30", 2.7], ["2023-12-31", 0.9], ["2024-03-31", 10.7], ["2024-06-30", -2.5], ["2024-09-30", -3.9], ["2024-12-31", -0.5], ["2025-03-31", -2.9], ["2025-06-30", -2.8], ["2025-09-30", 5.5], ["2025-12-31", 7.6], ["2026-03-31", 4.7], ["2026-06-30", 0.5]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_FUTURES_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.7], ["2013-06-30", -7.0], ["2013-09-30", -0.7], ["2013-12-31", 2.9], ["2014-03-31", -0.9], ["2014-06-30", 5.6], ["2014-09-30", null], ["2014-12-31", null], ["2015-03-31", 5.3], ["2015-06-30", -6.7], ["2015-09-30", 5.1], ["2015-12-31", -0.5], ["2016-03-31", 3.8], ["2016-06-30", 0.2], ["2016-09-30", -2.3], ["2016-12-31", -3.6], ["2017-03-31", 0.0], ["2017-06-30", -2.5], ["2017-09-30", 1.6], ["2017-12-31", 7.1], ["2018-03-31", -4.8], ["2018-06-30", 0.4], ["2018-09-30", 2.7], ["2018-12-31", -4.1], ["2019-03-31", 5.1], ["2019-06-30", 4.9], ["2019-09-30", 3.3], ["2019-12-31", -0.3], ["2020-03-31", -2.2], ["2020-06-30", -2.1], ["2020-09-30", 0.6], ["2020-12-31", 7.8], ["2021-03-31", 2.5], ["2021-06-30", 8.3], ["2021-09-30", 4.5], ["2021-12-31", 2.0], ["2022-03-31", 10.7], ["2022-06-30", 8.5], ["2022-09-30", 3.4], ["2022-12-31", -4.8], ["2023-03-31", -6.4], ["2023-06-30", 8.1], ["2023-09-30", 2.9], ["2023-12-31", -0.9], ["2024-03-31", 12.1], ["2024-06-30", -3.6], ["2024-09-30", -4.2], ["2024-12-31", -0.9], ["2025-03-31", -3.6], ["2025-06-30", -4.9], ["2025-09-30", 7.4], ["2025-12-31", 7.5], ["2026-03-31", 6.2], ["2026-06-30", 1.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_FUTURES_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Managed futures strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MACRO_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 26.2], ["2014-06-30", 9.3], ["2014-09-30", 7.2], ["2014-12-31", -15.2], ["2015-03-31", -30.0], ["2015-06-30", -11.3], ["2015-09-30", -5.0], ["2015-12-31", 17.9], ["2016-03-31", 19.8], ["2016-06-30", 41.5], ["2016-09-30", 36.3], ["2016-12-31", 60.7], ["2017-03-31", 78.0], ["2017-06-30", 57.9], ["2017-09-30", 24.0], ["2017-12-31", 10.0], ["2018-03-31", 95.4], ["2018-06-30", 19.0], ["2018-09-30", 34.0], ["2018-12-31", 128.3], ["2019-03-31", 33.8], ["2019-06-30", 84.8], ["2019-09-30", 85.2], ["2019-12-31", 4.2], ["2020-03-31", -13.2], ["2020-06-30", -10.8], ["2020-09-30", 18.6], ["2020-12-31", 16.3], ["2021-03-31", 24.1], ["2021-06-30", 35.0], ["2021-09-30", -5.5], ["2021-12-31", -21.7], ["2022-03-31", -14.1], ["2022-06-30", -16.7], ["2022-09-30", -15.6], ["2022-12-31", 14.2], ["2023-03-31", 19.0], ["2023-06-30", -3.9], ["2023-09-30", 35.3], ["2023-12-31", 42.4], ["2024-03-31", 28.1], ["2024-06-30", 70.6], ["2024-09-30", 33.5], ["2024-12-31", 7.4], ["2025-03-31", 22.8], ["2025-06-30", 22.0], ["2025-09-30", -20.9], ["2025-12-31", 30.1], ["2026-03-31", -6.6], ["2026-06-30", -10.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MACRO_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MACRO_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 103000000000.0], ["2013-06-30", 97000000000.0], ["2013-09-30", 111000000000.0], ["2013-12-31", 112000000000.0], ["2014-03-31", 130000000000.0], ["2014-06-30", 106000000000.0], ["2014-09-30", 119000000000.0], ["2014-12-31", 95000000000.0], ["2015-03-31", 91000000000.0], ["2015-06-30", 94000000000.0], ["2015-09-30", 113000000000.0], ["2015-12-31", 112000000000.0], ["2016-03-31", 109000000000.0], ["2016-06-30", 133000000000.0], ["2016-09-30", 154000000000.0], ["2016-12-31", 180000000000.0], ["2017-03-31", 194000000000.0], ["2017-06-30", 210000000000.0], ["2017-09-30", 191000000000.0], ["2017-12-31", 198000000000.0], ["2018-03-31", 379000000000.0], ["2018-06-30", 250000000000.0], ["2018-09-30", 256000000000.0], ["2018-12-31", 452000000000.0], ["2019-03-31", 507000000000.0], ["2019-06-30", 462000000000.0], ["2019-09-30", 474000000000.0], ["2019-12-31", 471000000000.0], ["2020-03-31", 440000000000.0], ["2020-06-30", 412000000000.0], ["2020-09-30", 562000000000.0], ["2020-12-31", 548000000000.0], ["2021-03-31", 546000000000.0], ["2021-06-30", 556000000000.0], ["2021-09-30", 531000000000.0], ["2021-12-31", 429000000000.0], ["2022-03-31", 469000000000.0], ["2022-06-30", 463000000000.0], ["2022-09-30", 448000000000.0], ["2022-12-31", 490000000000.0], ["2023-03-31", 558000000000.0], ["2023-06-30", 445000000000.0], ["2023-09-30", 606000000000.0], ["2023-12-31", 698000000000.0], ["2024-03-31", 715000000000.0], ["2024-06-30", 759000000000.0], ["2024-09-30", 809000000000.0], ["2024-12-31", 750000000000.0], ["2025-03-31", 878000000000.0], ["2025-06-30", 926000000000.0], ["2025-09-30", 640000000000.0], ["2025-12-31", 976000000000.0], ["2026-03-31", 820000000000.0], ["2026-06-30", 825000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_MACRO_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MACRO_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 19.527], ["2013-06-30", 19.15], ["2013-09-30", 19.667], ["2013-12-31", 22.489], ["2014-03-31", 21.011], ["2014-06-30", 21.338], ["2014-09-30", 19.408], ["2014-12-31", 18.899], ["2015-03-31", 18.02], ["2015-06-30", 19.236], ["2015-09-30", 18.752], ["2015-12-31", 18.145], ["2016-03-31", 19.047], ["2016-06-30", 14.112], ["2016-09-30", 14.394], ["2016-12-31", 15.144], ["2017-03-31", 11.82], ["2017-06-30", 14.327], ["2017-09-30", 12.924], ["2017-12-31", 13.68], ["2018-03-31", 9.921], ["2018-06-30", 11.856], ["2018-09-30", 10.859], ["2018-12-31", 9.287], ["2019-03-31", 8.482], ["2019-06-30", 8.979], ["2019-09-30", 9.374], ["2019-12-31", 9.492], ["2020-03-31", 9.818], ["2020-06-30", 10.271], ["2020-09-30", 8.205], ["2020-12-31", 9.395], ["2021-03-31", 9.735], ["2021-06-30", 9.409], ["2021-09-30", 8.957], ["2021-12-31", 9.914], ["2022-03-31", 9.374], ["2022-06-30", 10.027], ["2022-09-30", 9.416], ["2022-12-31", 9.161], ["2023-03-31", 8.558], ["2023-06-30", 8.044], ["2023-09-30", 7.217], ["2023-12-31", 6.581], ["2024-03-31", 5.073], ["2024-06-30", 5.361], ["2024-09-30", 4.667], ["2024-12-31", 5.659], ["2025-03-31", 4.209], ["2025-06-30", 4.826], ["2025-09-30", 4.836], ["2025-12-31", 5.082], ["2026-03-31", 4.995], ["2026-06-30", 5.148]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_MACRO_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 46.091], ["2013-06-30", 48.803], ["2013-09-30", 49.869], ["2013-12-31", 51.214], ["2014-03-31", 52.822], ["2014-06-30", 48.075], ["2014-09-30", 47.806], ["2014-12-31", 45.533], ["2015-03-31", 36.689], ["2015-06-30", 38.106], ["2015-09-30", 39.736], ["2015-12-31", 39.092], ["2016-03-31", 43.594], ["2016-06-30", 38.305], ["2016-09-30", 38.64], ["2016-12-31", 41.009], ["2017-03-31", 35.605], ["2017-06-30", 39.202], ["2017-09-30", 38.266], ["2017-12-31", 36.669], ["2018-03-31", 33.098], ["2018-06-30", 34.649], ["2018-09-30", 36.151], ["2018-12-31", 35.592], ["2019-03-31", 34.528], ["2019-06-30", 36.513], ["2019-09-30", 37.253], ["2019-12-31", 42.041], ["2020-03-31", 43.898], ["2020-06-30", 38.481], ["2020-09-30", 36.687], ["2020-12-31", 39.014], ["2021-03-31", 39.746], ["2021-06-30", 42.167], ["2021-09-30", 41.815], ["2021-12-31", 41.425], ["2022-03-31", 44.452], ["2022-06-30", 45.534], ["2022-09-30", 43.997], ["2022-12-31", 45.752], ["2023-03-31", 42.816], ["2023-06-30", 41.113], ["2023-09-30", 42.546], ["2023-12-31", 40.344], ["2024-03-31", 33.075], ["2024-06-30", 35.846], ["2024-09-30", 33.199], ["2024-12-31", 38.446], ["2025-03-31", 32.332], ["2025-06-30", 34.628], ["2025-09-30", 34.869], ["2025-12-31", 36.745], ["2026-03-31", 37.011], ["2026-06-30", 35.083]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_MACRO_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 83.0], ["2013-06-30", 82.0], ["2013-09-30", 91.0], ["2013-12-31", 91.0], ["2014-03-31", 85.0], ["2014-06-30", 83.0], ["2014-09-30", 88.0], ["2014-12-31", 82.0], ["2015-03-31", 93.0], ["2015-06-30", 91.0], ["2015-09-30", 92.0], ["2015-12-31", 95.0], ["2016-03-31", 85.0], ["2016-06-30", 83.0], ["2016-09-30", 94.0], ["2016-12-31", 92.0], ["2017-03-31", 95.0], ["2017-06-30", 98.0], ["2017-09-30", 103.0], ["2017-12-31", 105.0], ["2018-03-31", 107.0], ["2018-06-30", 104.0], ["2018-09-30", 104.0], ["2018-12-31", 101.0], ["2019-03-31", 111.0], ["2019-06-30", 106.0], ["2019-09-30", 107.0], ["2019-12-31", 96.0], ["2020-03-31", 87.0], ["2020-06-30", 89.0], ["2020-09-30", 84.0], ["2020-12-31", 84.0], ["2021-03-31", 89.0], ["2021-06-30", 91.0], ["2021-09-30", 91.0], ["2021-12-31", 90.0], ["2022-03-31", 90.0], ["2022-06-30", 91.0], ["2022-09-30", 90.0], ["2022-12-31", 87.0], ["2023-03-31", 87.0], ["2023-06-30", 86.0], ["2023-09-30", 81.0], ["2023-12-31", 80.0], ["2024-03-31", 75.0], ["2024-06-30", 80.0], ["2024-09-30", 73.0], ["2024-12-31", 73.0], ["2025-03-31", 71.0], ["2025-06-30", 72.0], ["2025-09-30", 67.0], ["2025-12-31", 77.0], ["2026-03-31", 73.0], ["2026-06-30", 75.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_MACRO_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 18.3], ["2014-06-30", -5.1], ["2014-09-30", 0.0], ["2014-12-31", -7.4], ["2015-03-31", 0.0], ["2015-06-30", 6.4], ["2015-09-30", 2.9], ["2015-12-31", 9.5], ["2016-03-31", -13.5], ["2016-06-30", 9.3], ["2016-09-30", 18.6], ["2016-12-31", 19.6], ["2017-03-31", 45.3], ["2017-06-30", 7.7], ["2017-09-30", 4.2], ["2017-12-31", 0.2], ["2018-03-31", 26.5], ["2018-06-30", 12.8], ["2018-09-30", 10.1], ["2018-12-31", 29.0], ["2019-03-31", 3.8], ["2019-06-30", 27.0], ["2019-09-30", 17.0], ["2019-12-31", -0.6], ["2020-03-31", -16.2], ["2020-06-30", -19.1], ["2020-09-30", 9.9], ["2020-12-31", 15.2], ["2021-03-31", 19.4], ["2021-06-30", 43.2], ["2021-09-30", 13.6], ["2021-12-31", -1.2], ["2022-03-31", 16.0], ["2022-06-30", -4.0], ["2022-09-30", -2.7], ["2022-12-31", 18.3], ["2023-03-31", 4.9], ["2023-06-30", -0.5], ["2023-09-30", 15.5], ["2023-12-31", 24.6], ["2024-03-31", 20.2], ["2024-06-30", 36.1], ["2024-09-30", 6.8], ["2024-12-31", -7.1], ["2025-03-31", 7.2], ["2025-06-30", 11.6], ["2025-09-30", -2.9], ["2025-12-31", 24.9], ["2026-03-31", 4.6], ["2026-06-30", 2.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MACRO_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 393000000000.0], ["2013-06-30", 447000000000.0], ["2013-09-30", 445000000000.0], ["2013-12-31", 432000000000.0], ["2014-03-31", 465000000000.0], ["2014-06-30", 424000000000.0], ["2014-09-30", 445000000000.0], ["2014-12-31", 400000000000.0], ["2015-03-31", 465000000000.0], ["2015-06-30", 451000000000.0], ["2015-09-30", 458000000000.0], ["2015-12-31", 438000000000.0], ["2016-03-31", 402000000000.0], ["2016-06-30", 493000000000.0], ["2016-09-30", 543000000000.0], ["2016-12-31", 524000000000.0], ["2017-03-31", 584000000000.0], ["2017-06-30", 531000000000.0], ["2017-09-30", 566000000000.0], ["2017-12-31", 525000000000.0], ["2018-03-31", 739000000000.0], ["2018-06-30", 599000000000.0], ["2018-09-30", 623000000000.0], ["2018-12-31", 677000000000.0], ["2019-03-31", 767000000000.0], ["2019-06-30", 761000000000.0], ["2019-09-30", 729000000000.0], ["2019-12-31", 673000000000.0], ["2020-03-31", 643000000000.0], ["2020-06-30", 616000000000.0], ["2020-09-30", 801000000000.0], ["2020-12-31", 775000000000.0], ["2021-03-31", 768000000000.0], ["2021-06-30", 882000000000.0], ["2021-09-30", 910000000000.0], ["2021-12-31", 766000000000.0], ["2022-03-31", 891000000000.0], ["2022-06-30", 847000000000.0], ["2022-09-30", 885000000000.0], ["2022-12-31", 906000000000.0], ["2023-03-31", 935000000000.0], ["2023-06-30", 843000000000.0], ["2023-09-30", 1022000000000.0], ["2023-12-31", 1129000000000.0], ["2024-03-31", 1124000000000.0], ["2024-06-30", 1147000000000.0], ["2024-09-30", 1092000000000.0], ["2024-12-31", 1049000000000.0], ["2025-03-31", 1205000000000.0], ["2025-06-30", 1280000000000.0], ["2025-09-30", 1060000000000.0], ["2025-12-31", 1310000000000.0], ["2026-03-31", 1260000000000.0], ["2026-06-30", 1310000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MACRO_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 1219000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MACRO_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MACRO_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 2.9], ["2014-06-30", -21.7], ["2014-09-30", -7.1], ["2014-12-31", -28.2], ["2015-03-31", -21.8], ["2015-06-30", -14.1], ["2015-09-30", -25.3], ["2015-12-31", -29.6], ["2016-03-31", -33.4], ["2016-06-30", -37.9], ["2016-09-30", -31.9], ["2016-12-31", 2.5], ["2017-03-31", 6.7], ["2017-06-30", 23.8], ["2017-09-30", 39.4], ["2017-12-31", 45.2], ["2018-03-31", 199.5], ["2018-06-30", 148.8], ["2018-09-30", 60.8], ["2018-12-31", 42.8], ["2019-03-31", -22.0], ["2019-06-30", -9.0], ["2019-09-30", 11.1], ["2019-12-31", 4.3], ["2020-03-31", -21.7], ["2020-06-30", -34.7], ["2020-09-30", 26.4], ["2020-12-31", 32.5], ["2021-03-31", 66.9], ["2021-06-30", 117.8], ["2021-09-30", 23.2], ["2021-12-31", 5.6], ["2022-03-31", -1.6], ["2022-06-30", -14.5], ["2022-09-30", -15.6], ["2022-12-31", -4.2], ["2023-03-31", -0.6], ["2023-06-30", 2.0], ["2023-09-30", 24.3], ["2023-12-31", 39.5], ["2024-03-31", 31.8], ["2024-06-30", 37.8], ["2024-09-30", 8.5], ["2024-12-31", -13.0], ["2025-03-31", -2.0], ["2025-06-30", 6.1], ["2025-09-30", -12.5], ["2025-12-31", 29.4], ["2026-03-31", 16.5], ["2026-06-30", 15.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MACRO_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MACRO_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 3384000000000.0], ["2013-06-30", 3728000000000.0], ["2013-09-30", 3367000000000.0], ["2013-12-31", 3516000000000.0], ["2014-03-31", 3481000000000.0], ["2014-06-30", 2920000000000.0], ["2014-09-30", 3128000000000.0], ["2014-12-31", 2523000000000.0], ["2015-03-31", 2722000000000.0], ["2015-06-30", 2507000000000.0], ["2015-09-30", 2336000000000.0], ["2015-12-31", 1775000000000.0], ["2016-03-31", 1812000000000.0], ["2016-06-30", 1556000000000.0], ["2016-09-30", 1590000000000.0], ["2016-12-31", 1820000000000.0], ["2017-03-31", 1933000000000.0], ["2017-06-30", 1927000000000.0], ["2017-09-30", 2216000000000.0], ["2017-12-31", 2642000000000.0], ["2018-03-31", 5790000000000.0], ["2018-06-30", 4795000000000.0], ["2018-09-30", 3564000000000.0], ["2018-12-31", 3774000000000.0], ["2019-03-31", 4515000000000.0], ["2019-06-30", 4365000000000.0], ["2019-09-30", 3958000000000.0], ["2019-12-31", 3937000000000.0], ["2020-03-31", 3537000000000.0], ["2020-06-30", 2850000000000.0], ["2020-09-30", 5004000000000.0], ["2020-12-31", 5217000000000.0], ["2021-03-31", 5904000000000.0], ["2021-06-30", 6207000000000.0], ["2021-09-30", 6164000000000.0], ["2021-12-31", 5508000000000.0], ["2022-03-31", 5807000000000.0], ["2022-06-30", 5305000000000.0], ["2022-09-30", 5201000000000.0], ["2022-12-31", 5276000000000.0], ["2023-03-31", 5771000000000.0], ["2023-06-30", 5411000000000.0], ["2023-09-30", 6464000000000.0], ["2023-12-31", 7359000000000.0], ["2024-03-31", 7605000000000.0], ["2024-06-30", 7456000000000.0], ["2024-09-30", 7014000000000.0], ["2024-12-31", 6400000000000.0], ["2025-03-31", 7456000000000.0], ["2025-06-30", 7913000000000.0], ["2025-09-30", 6135000000000.0], ["2025-12-31", 8281000000000.0], ["2026-03-31", 8686000000000.0], ["2026-06-30", 9132000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_MACRO_GNE_CHANGE", "FPF-STRATEGY_MACRO_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MACRO_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.9], ["2013-06-30", -0.7], ["2013-09-30", 1.6], ["2013-12-31", 3.3], ["2014-03-31", 0.8], ["2014-06-30", 0.6], ["2014-09-30", 2.1], ["2014-12-31", -0.4], ["2015-03-31", 1.3], ["2015-06-30", 0.1], ["2015-09-30", -0.2], ["2015-12-31", 0.8], ["2016-03-31", -1.2], ["2016-06-30", 0.1], ["2016-09-30", 2.3], ["2016-12-31", 4.0], ["2017-03-31", 1.5], ["2017-06-30", -0.3], ["2017-09-30", 2.1], ["2017-12-31", 0.9], ["2018-03-31", 3.6], ["2018-06-30", 1.7], ["2018-09-30", 2.2], ["2018-12-31", -3.1], ["2019-03-31", 4.6], ["2019-06-30", 4.6], ["2019-09-30", 1.2], ["2019-12-31", 5.3], ["2020-03-31", 3.7], ["2020-06-30", 6.3], ["2020-09-30", 5.6], ["2020-12-31", 9.2], ["2021-03-31", 1.7], ["2021-06-30", -1.4], ["2021-09-30", -1.1], ["2021-12-31", -4.0], ["2022-03-31", 5.6], ["2022-06-30", 2.6], ["2022-09-30", 7.1], ["2022-12-31", 5.4], ["2023-03-31", -2.3], ["2023-06-30", 2.8], ["2023-09-30", 5.2], ["2023-12-31", 1.9], ["2024-03-31", 5.8], ["2024-06-30", 2.8], ["2024-09-30", 0.5], ["2024-12-31", 8.0], ["2025-03-31", 4.1], ["2025-06-30", 3.8], ["2025-09-30", 3.6], ["2025-12-31", 5.1], ["2026-03-31", 1.9], ["2026-06-30", 4.5]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MACRO_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.2], ["2013-06-30", -0.4], ["2013-09-30", -0.1], ["2013-12-31", 2.5], ["2014-03-31", 0.3], ["2014-06-30", 0.9], ["2014-09-30", 1.4], ["2014-12-31", 0.3], ["2015-03-31", 1.9], ["2015-06-30", -0.4], ["2015-09-30", -1.5], ["2015-12-31", 0.3], ["2016-03-31", -0.4], ["2016-06-30", 1.4], ["2016-09-30", 1.5], ["2016-12-31", 2.5], ["2017-03-31", 1.8], ["2017-06-30", 0.3], ["2017-09-30", 2.5], ["2017-12-31", 1.6], ["2018-03-31", 2.4], ["2018-06-30", 1.0], ["2018-09-30", 0.9], ["2018-12-31", -3.2], ["2019-03-31", 5.5], ["2019-06-30", 3.5], ["2019-09-30", 0.4], ["2019-12-31", 4.4], ["2020-03-31", -2.6], ["2020-06-30", 6.3], ["2020-09-30", 4.4], ["2020-12-31", 9.2], ["2021-03-31", 1.3], ["2021-06-30", 1.0], ["2021-09-30", -0.4], ["2021-12-31", -2.3], ["2022-03-31", 3.6], ["2022-06-30", 1.2], ["2022-09-30", 3.7], ["2022-12-31", 3.9], ["2023-03-31", -1.2], ["2023-06-30", 1.1], ["2023-09-30", 3.5], ["2023-12-31", 2.8], ["2024-03-31", 4.4], ["2024-06-30", 1.4], ["2024-09-30", 1.8], ["2024-12-31", 5.4], ["2025-03-31", 3.9], ["2025-06-30", 4.2], ["2025-09-30", 3.5], ["2025-12-31", 5.2], ["2026-03-31", 2.9], ["2026-06-30", 4.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MACRO_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.406], ["2013-06-30", 6.105], ["2013-09-30", 6.0], ["2013-12-31", 4.673], ["2014-03-31", 5.032], ["2014-06-30", 3.421], ["2014-09-30", 4.515], ["2014-12-31", 5.296], ["2015-03-31", 4.443], ["2015-06-30", 3.737], ["2015-09-30", 4.834], ["2015-12-31", 5.294], ["2016-03-31", 8.076], ["2016-06-30", 7.834], ["2016-09-30", 9.383], ["2016-12-31", 8.874], ["2017-03-31", 10.332], ["2017-06-30", 8.806], ["2017-09-30", 10.236], ["2017-12-31", 9.585], ["2018-03-31", 10.512], ["2018-06-30", 9.537], ["2018-09-30", 11.041], ["2018-12-31", 14.049], ["2019-03-31", 13.138], ["2019-06-30", 13.554], ["2019-09-30", 12.022], ["2019-12-31", 12.765], ["2020-03-31", 11.592], ["2020-06-30", 8.532], ["2020-09-30", 8.971], ["2020-12-31", 8.474], ["2021-03-31", 8.918], ["2021-06-30", 8.687], ["2021-09-30", 8.87], ["2021-12-31", 11.042], ["2022-03-31", 9.941], ["2022-06-30", 8.933], ["2022-09-30", 8.383], ["2022-12-31", 7.975], ["2023-03-31", 8.187], ["2023-06-30", 9.521], ["2023-09-30", 9.293], ["2023-12-31", 11.063], ["2024-03-31", 11.804], ["2024-06-30", 13.983], ["2024-09-30", 11.362], ["2024-12-31", 10.738], ["2025-03-31", 12.449], ["2025-06-30", 11.961], ["2025-09-30", 12.789], ["2025-12-31", 11.767], ["2026-03-31", 13.182], ["2026-06-30", 12.719]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_MACRO_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.36], ["2013-06-30", 2.548], ["2013-09-30", 2.536], ["2013-12-31", 2.277], ["2014-03-31", 2.514], ["2014-06-30", 2.253], ["2014-09-30", 2.463], ["2014-12-31", 2.409], ["2015-03-31", 2.036], ["2015-06-30", 1.981], ["2015-09-30", 2.119], ["2015-12-31", 2.154], ["2016-03-31", 2.289], ["2016-06-30", 2.714], ["2016-09-30", 2.684], ["2016-12-31", 2.708], ["2017-03-31", 3.012], ["2017-06-30", 2.736], ["2017-09-30", 2.961], ["2017-12-31", 2.68], ["2018-03-31", 3.336], ["2018-06-30", 2.923], ["2018-09-30", 3.329], ["2018-12-31", 3.832], ["2019-03-31", 4.071], ["2019-06-30", 4.066], ["2019-09-30", 3.974], ["2019-12-31", 4.429], ["2020-03-31", 4.471], ["2020-06-30", 3.747], ["2020-09-30", 4.471], ["2020-12-31", 4.152], ["2021-03-31", 4.083], ["2021-06-30", 4.482], ["2021-09-30", 4.668], ["2021-12-31", 4.178], ["2022-03-31", 4.742], ["2022-06-30", 4.541], ["2022-09-30", 4.673], ["2022-12-31", 4.994], ["2023-03-31", 5.003], ["2023-06-30", 5.111], ["2023-09-30", 5.895], ["2023-12-31", 6.13], ["2024-03-31", 6.52], ["2024-06-30", 6.687], ["2024-09-30", 7.114], ["2024-12-31", 6.794], ["2025-03-31", 7.681], ["2025-06-30", 7.175], ["2025-09-30", 7.21], ["2025-12-31", 7.23], ["2026-03-31", 7.409], ["2026-06-30", 6.816]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_MACRO_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 11.4], ["2014-06-30", 7.4], ["2014-09-30", 3.4], ["2014-12-31", -12.6], ["2015-03-31", 23.2], ["2015-06-30", 21.3], ["2015-09-30", 19.3], ["2015-12-31", 22.3], ["2016-03-31", -22.8], ["2016-06-30", -20.2], ["2016-09-30", -6.5], ["2016-12-31", -4.4], ["2017-03-31", 10.2], ["2017-06-30", 6.6], ["2017-09-30", -5.4], ["2017-12-31", 1.0], ["2018-03-31", 13.9], ["2018-06-30", 5.7], ["2018-09-30", -2.1], ["2018-12-31", -9.7], ["2019-03-31", -14.9], ["2019-06-30", -8.8], ["2019-09-30", -2.1], ["2019-12-31", -14.1], ["2020-03-31", -23.4], ["2020-06-30", -12.3], ["2020-09-30", -2.2], ["2020-12-31", 23.0], ["2021-03-31", 30.6], ["2021-06-30", 20.1], ["2021-09-30", 8.9], ["2021-12-31", -2.1], ["2022-03-31", 0.0], ["2022-06-30", -5.1], ["2022-09-30", -3.1], ["2022-12-31", -1.1], ["2023-03-31", -0.5], ["2023-06-30", -11.8], ["2023-09-30", -8.5], ["2023-12-31", 1.7], ["2024-03-31", -8.0], ["2024-06-30", 3.6], ["2024-09-30", -11.0], ["2024-12-31", -16.3], ["2025-03-31", -8.7], ["2025-06-30", 4.1], ["2025-09-30", -4.5], ["2025-12-31", 17.5], ["2026-03-31", 8.3], ["2026-06-30", 7.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MACRO_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 166000000000.0], ["2013-06-30", 175000000000.0], ["2013-09-30", 175000000000.0], ["2013-12-31", 190000000000.0], ["2014-03-31", 185000000000.0], ["2014-06-30", 188000000000.0], ["2014-09-30", 181000000000.0], ["2014-12-31", 166000000000.0], ["2015-03-31", 228000000000.0], ["2015-06-30", 228000000000.0], ["2015-09-30", 216000000000.0], ["2015-12-31", 203000000000.0], ["2016-03-31", 176000000000.0], ["2016-06-30", 182000000000.0], ["2016-09-30", 202000000000.0], ["2016-12-31", 194000000000.0], ["2017-03-31", 194000000000.0], ["2017-06-30", 194000000000.0], ["2017-09-30", 191000000000.0], ["2017-12-31", 196000000000.0], ["2018-03-31", 221000000000.0], ["2018-06-30", 205000000000.0], ["2018-09-30", 187000000000.0], ["2018-12-31", 177000000000.0], ["2019-03-31", 188000000000.0], ["2019-06-30", 187000000000.0], ["2019-09-30", 183000000000.0], ["2019-12-31", 152000000000.0], ["2020-03-31", 144000000000.0], ["2020-06-30", 164000000000.0], ["2020-09-30", 179000000000.0], ["2020-12-31", 187000000000.0], ["2021-03-31", 188000000000.0], ["2021-06-30", 197000000000.0], ["2021-09-30", 195000000000.0], ["2021-12-31", 183000000000.0], ["2022-03-31", 188000000000.0], ["2022-06-30", 187000000000.0], ["2022-09-30", 189000000000.0], ["2022-12-31", 181000000000.0], ["2023-03-31", 187000000000.0], ["2023-06-30", 165000000000.0], ["2023-09-30", 173000000000.0], ["2023-12-31", 184000000000.0], ["2024-03-31", 172000000000.0], ["2024-06-30", 171000000000.0], ["2024-09-30", 154000000000.0], ["2024-12-31", 154000000000.0], ["2025-03-31", 157000000000.0], ["2025-06-30", 178000000000.0], ["2025-09-30", 147000000000.0], ["2025-12-31", 181000000000.0], ["2026-03-31", 170000000000.0], ["2026-06-30", 192000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MACRO_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.9], ["2013-06-30", -1.2], ["2013-09-30", 1.1], ["2013-12-31", 2.4], ["2014-03-31", 0.2], ["2014-06-30", 0.1], ["2014-09-30", 1.5], ["2014-12-31", -0.9], ["2015-03-31", 0.5], ["2015-06-30", -0.2], ["2015-09-30", -0.7], ["2015-12-31", 0.3], ["2016-03-31", -1.6], ["2016-06-30", -0.3], ["2016-09-30", 1.8], ["2016-12-31", 3.2], ["2017-03-31", 0.9], ["2017-06-30", -0.6], ["2017-09-30", 1.4], ["2017-12-31", 0.4], ["2018-03-31", 2.5], ["2018-06-30", 1.1], ["2018-09-30", 1.5], ["2018-12-31", -3.3], ["2019-03-31", 3.9], ["2019-06-30", 3.8], ["2019-09-30", 0.8], ["2019-12-31", 3.8], ["2020-03-31", 3.2], ["2020-06-30", 7.0], ["2020-09-30", 4.8], ["2020-12-31", 7.0], ["2021-03-31", 3.0], ["2021-06-30", -1.6], ["2021-09-30", -0.1], ["2021-12-31", -3.9], ["2022-03-31", 9.0], ["2022-06-30", 2.9], ["2022-09-30", 9.4], ["2022-12-31", 3.1], ["2023-03-31", -2.9], ["2023-06-30", 3.9], ["2023-09-30", 4.0], ["2023-12-31", 1.5], ["2024-03-31", 4.4], ["2024-06-30", 1.5], ["2024-09-30", 0.2], ["2024-12-31", 6.0], ["2025-03-31", 3.3], ["2025-06-30", 2.8], ["2025-09-30", 2.9], ["2025-12-31", 4.2], ["2026-03-31", 1.4], ["2026-06-30", 3.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MACRO_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.2], ["2013-06-30", -1.1], ["2013-09-30", -0.4], ["2013-12-31", 1.7], ["2014-03-31", -0.2], ["2014-06-30", 0.4], ["2014-09-30", 1.0], ["2014-12-31", -0.3], ["2015-03-31", 1.1], ["2015-06-30", -0.6], ["2015-09-30", -1.8], ["2015-12-31", -0.1], ["2016-03-31", -0.7], ["2016-06-30", 1.0], ["2016-09-30", 1.1], ["2016-12-31", 1.9], ["2017-03-31", 1.4], ["2017-06-30", 0.1], ["2017-09-30", 2.0], ["2017-12-31", 1.3], ["2018-03-31", 1.4], ["2018-06-30", 0.5], ["2018-09-30", 0.5], ["2018-12-31", -3.3], ["2019-03-31", 4.9], ["2019-06-30", 2.9], ["2019-09-30", 0.1], ["2019-12-31", 3.6], ["2020-03-31", -3.1], ["2020-06-30", 5.7], ["2020-09-30", 3.5], ["2020-12-31", 7.6], ["2021-03-31", 0.9], ["2021-06-30", 0.8], ["2021-09-30", -0.1], ["2021-12-31", -1.9], ["2022-03-31", 3.6], ["2022-06-30", 1.0], ["2022-09-30", 4.2], ["2022-12-31", 2.7], ["2023-03-31", -1.6], ["2023-06-30", 1.2], ["2023-09-30", 2.8], ["2023-12-31", 2.5], ["2024-03-31", 3.6], ["2024-06-30", 0.8], ["2024-09-30", 1.3], ["2024-12-31", 4.1], ["2025-03-31", 3.0], ["2025-06-30", 3.3], ["2025-09-30", 2.9], ["2025-12-31", 4.2], ["2026-03-31", 2.4], ["2026-06-30", 3.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MACRO_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Macro strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MULTI_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 34.8], ["2014-06-30", -9.6], ["2014-09-30", -4.0], ["2014-12-31", 12.0], ["2015-03-31", 9.5], ["2015-06-30", 7.8], ["2015-09-30", 19.7], ["2015-12-31", 3.7], ["2016-03-31", 4.7], ["2016-06-30", 5.8], ["2016-09-30", 20.5], ["2016-12-31", 18.9], ["2017-03-31", 26.4], ["2017-06-30", 19.0], ["2017-09-30", 11.6], ["2017-12-31", 15.8], ["2018-03-31", 0.2], ["2018-06-30", 27.2], ["2018-09-30", 19.0], ["2018-12-31", -11.6], ["2019-03-31", 1.7], ["2019-06-30", -18.3], ["2019-09-30", -22.2], ["2019-12-31", 8.6], ["2020-03-31", -9.4], ["2020-06-30", -5.8], ["2020-09-30", 23.6], ["2020-12-31", 17.3], ["2021-03-31", 48.9], ["2021-06-30", 65.5], ["2021-09-30", 28.7], ["2021-12-31", 42.7], ["2022-03-31", 14.1], ["2022-06-30", -7.8], ["2022-09-30", -5.3], ["2022-12-31", -8.7], ["2023-03-31", 4.4], ["2023-06-30", 42.5], ["2023-09-30", 41.2], ["2023-12-31", 34.1], ["2024-03-31", 34.8], ["2024-06-30", 4.2], ["2024-09-30", 16.6], ["2024-12-31", 17.8], ["2025-03-31", 14.8], ["2025-06-30", 30.0], ["2025-09-30", 29.3], ["2025-12-31", 25.8], ["2026-03-31", 21.5], ["2026-06-30", 15.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MULTI_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MULTI_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 485000000000.0], ["2013-06-30", 764000000000.0], ["2013-09-30", 654000000000.0], ["2013-12-31", 633000000000.0], ["2014-03-31", 654000000000.0], ["2014-06-30", 691000000000.0], ["2014-09-30", 628000000000.0], ["2014-12-31", 709000000000.0], ["2015-03-31", 716000000000.0], ["2015-06-30", 745000000000.0], ["2015-09-30", 752000000000.0], ["2015-12-31", 735000000000.0], ["2016-03-31", 750000000000.0], ["2016-06-30", 788000000000.0], ["2016-09-30", 906000000000.0], ["2016-12-31", 874000000000.0], ["2017-03-31", 948000000000.0], ["2017-06-30", 938000000000.0], ["2017-09-30", 1011000000000.0], ["2017-12-31", 1012000000000.0], ["2018-03-31", 950000000000.0], ["2018-06-30", 1193000000000.0], ["2018-09-30", 1203000000000.0], ["2018-12-31", 895000000000.0], ["2019-03-31", 966000000000.0], ["2019-06-30", 975000000000.0], ["2019-09-30", 936000000000.0], ["2019-12-31", 972000000000.0], ["2020-03-31", 875000000000.0], ["2020-06-30", 918000000000.0], ["2020-09-30", 1157000000000.0], ["2020-12-31", 1140000000000.0], ["2021-03-31", 1303000000000.0], ["2021-06-30", 1519000000000.0], ["2021-09-30", 1489000000000.0], ["2021-12-31", 1627000000000.0], ["2022-03-31", 1487000000000.0], ["2022-06-30", 1401000000000.0], ["2022-09-30", 1410000000000.0], ["2022-12-31", 1485000000000.0], ["2023-03-31", 1553000000000.0], ["2023-06-30", 1996000000000.0], ["2023-09-30", 1991000000000.0], ["2023-12-31", 1992000000000.0], ["2024-03-31", 2093000000000.0], ["2024-06-30", 2080000000000.0], ["2024-09-30", 2321000000000.0], ["2024-12-31", 2347000000000.0], ["2025-03-31", 2403000000000.0], ["2025-06-30", 2703000000000.0], ["2025-09-30", 3000000000000.0], ["2025-12-31", 2952000000000.0], ["2026-03-31", 2919000000000.0], ["2026-06-30", 3111000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_MULTI_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MULTI_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 11.821], ["2013-06-30", 10.635], ["2013-09-30", 10.168], ["2013-12-31", 11.531], ["2014-03-31", 11.135], ["2014-06-30", 11.809], ["2014-09-30", 9.892], ["2014-12-31", 12.038], ["2015-03-31", 12.41], ["2015-06-30", 12.734], ["2015-09-30", 13.037], ["2015-12-31", 13.327], ["2016-03-31", 13.352], ["2016-06-30", 13.197], ["2016-09-30", 10.984], ["2016-12-31", 11.553], ["2017-03-31", 9.956], ["2017-06-30", 10.036], ["2017-09-30", 9.861], ["2017-12-31", 10.431], ["2018-03-31", 11.625], ["2018-06-30", 10.533], ["2018-09-30", 10.399], ["2018-12-31", 11.516], ["2019-03-31", 9.744], ["2019-06-30", 9.77], ["2019-09-30", 10.174], ["2019-12-31", 8.493], ["2020-03-31", 9.218], ["2020-06-30", 10.157], ["2020-09-30", 9.473], ["2020-12-31", 8.706], ["2021-03-31", 7.527], ["2021-06-30", 7.055], ["2021-09-30", 7.136], ["2021-12-31", 7.437], ["2022-03-31", 7.777], ["2022-06-30", 9.245], ["2022-09-30", 9.618], ["2022-12-31", 8.888], ["2023-03-31", 7.957], ["2023-06-30", 6.831], ["2023-09-30", 7.846], ["2023-12-31", 5.623], ["2024-03-31", 6.183], ["2024-06-30", 5.708], ["2024-09-30", 5.268], ["2024-12-31", 5.367], ["2025-03-31", 5.031], ["2025-06-30", 4.513], ["2025-09-30", 4.683], ["2025-12-31", 4.884], ["2026-03-31", 5.308], ["2026-06-30", 4.555]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_MULTI_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 24.5], ["2013-06-30", 23.989], ["2013-09-30", 22.873], ["2013-12-31", 24.623], ["2014-03-31", 24.122], ["2014-06-30", 25.526], ["2014-09-30", 21.463], ["2014-12-31", 25.808], ["2015-03-31", 26.742], ["2015-06-30", 27.218], ["2015-09-30", 28.869], ["2015-12-31", 29.477], ["2016-03-31", 30.813], ["2016-06-30", 30.737], ["2016-09-30", 26.977], ["2016-12-31", 28.865], ["2017-03-31", 25.648], ["2017-06-30", 25.639], ["2017-09-30", 25.22], ["2017-12-31", 26.93], ["2018-03-31", 28.822], ["2018-06-30", 28.79], ["2018-09-30", 29.436], ["2018-12-31", 30.265], ["2019-03-31", 25.461], ["2019-06-30", 25.28], ["2019-09-30", 26.667], ["2019-12-31", 23.202], ["2020-03-31", 26.767], ["2020-06-30", 27.569], ["2020-09-30", 27.76], ["2020-12-31", 26.726], ["2021-03-31", 24.035], ["2021-06-30", 23.18], ["2021-09-30", 23.555], ["2021-12-31", 24.73], ["2022-03-31", 24.625], ["2022-06-30", 29.36], ["2022-09-30", 29.664], ["2022-12-31", 29.477], ["2023-03-31", 26.63], ["2023-06-30", 25.902], ["2023-09-30", 30.414], ["2023-12-31", 22.235], ["2024-03-31", 24.652], ["2024-06-30", 23.764], ["2024-09-30", 23.098], ["2024-12-31", 23.653], ["2025-03-31", 22.31], ["2025-06-30", 21.573], ["2025-09-30", 21.517], ["2025-12-31", 22.741], ["2026-03-31", 23.736], ["2026-06-30", 20.327]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_MULTI_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 199.0], ["2013-06-30", 216.0], ["2013-09-30", 224.0], ["2013-12-31", 242.0], ["2014-03-31", 254.0], ["2014-06-30", 258.0], ["2014-09-30", 239.0], ["2014-12-31", 262.0], ["2015-03-31", 252.0], ["2015-06-30", 252.0], ["2015-09-30", 253.0], ["2015-12-31", 258.0], ["2016-03-31", 252.0], ["2016-06-30", 246.0], ["2016-09-30", 242.0], ["2016-12-31", 245.0], ["2017-03-31", 252.0], ["2017-06-30", 242.0], ["2017-09-30", 238.0], ["2017-12-31", 253.0], ["2018-03-31", 248.0], ["2018-06-30", 246.0], ["2018-09-30", 256.0], ["2018-12-31", 241.0], ["2019-03-31", 232.0], ["2019-06-30", 232.0], ["2019-09-30", 228.0], ["2019-12-31", 229.0], ["2020-03-31", 235.0], ["2020-06-30", 227.0], ["2020-09-30", 223.0], ["2020-12-31", 207.0], ["2021-03-31", 204.0], ["2021-06-30", 218.0], ["2021-09-30", 218.0], ["2021-12-31", 233.0], ["2022-03-31", 230.0], ["2022-06-30", 229.0], ["2022-09-30", 240.0], ["2022-12-31", 237.0], ["2023-03-31", 231.0], ["2023-06-30", 247.0], ["2023-09-30", 239.0], ["2023-12-31", 240.0], ["2024-03-31", 216.0], ["2024-06-30", 197.0], ["2024-09-30", 209.0], ["2024-12-31", 215.0], ["2025-03-31", 201.0], ["2025-06-30", 196.0], ["2025-09-30", 197.0], ["2025-12-31", 212.0], ["2026-03-31", 221.0], ["2026-06-30", 214.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_MULTI_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 33.4], ["2014-06-30", 24.0], ["2014-09-30", 21.9], ["2014-12-31", 15.3], ["2015-03-31", 8.0], ["2015-06-30", 6.0], ["2015-09-30", 4.5], ["2015-12-31", -1.9], ["2016-03-31", 1.8], ["2016-06-30", -3.4], ["2016-09-30", 8.6], ["2016-12-31", 10.6], ["2017-03-31", 11.7], ["2017-06-30", 8.8], ["2017-09-30", 8.2], ["2017-12-31", 10.1], ["2018-03-31", -1.1], ["2018-06-30", 12.1], ["2018-09-30", 10.8], ["2018-12-31", -8.5], ["2019-03-31", -1.8], ["2019-06-30", -8.6], ["2019-09-30", -18.2], ["2019-12-31", 2.0], ["2020-03-31", -4.0], ["2020-06-30", -5.9], ["2020-09-30", 19.9], ["2020-12-31", 8.1], ["2021-03-31", 24.8], ["2021-06-30", 37.4], ["2021-09-30", 18.8], ["2021-12-31", 33.2], ["2022-03-31", 16.4], ["2022-06-30", 3.0], ["2022-09-30", -0.5], ["2022-12-31", -4.3], ["2023-03-31", 0.3], ["2023-06-30", 23.5], ["2023-09-30", 29.3], ["2023-12-31", 22.3], ["2024-03-31", 23.7], ["2024-06-30", 1.8], ["2024-09-30", 5.6], ["2024-12-31", 13.8], ["2025-03-31", 14.8], ["2025-06-30", 26.2], ["2025-09-30", 19.5], ["2025-12-31", 17.3], ["2026-03-31", 16.1], ["2026-06-30", 8.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MULTI_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 1018000000000.0], ["2013-06-30", 1176000000000.0], ["2013-09-30", 1145000000000.0], ["2013-12-31", 1271000000000.0], ["2014-03-31", 1358000000000.0], ["2014-06-30", 1458000000000.0], ["2014-09-30", 1396000000000.0], ["2014-12-31", 1465000000000.0], ["2015-03-31", 1466000000000.0], ["2015-06-30", 1546000000000.0], ["2015-09-30", 1459000000000.0], ["2015-12-31", 1437000000000.0], ["2016-03-31", 1493000000000.0], ["2016-06-30", 1494000000000.0], ["2016-09-30", 1585000000000.0], ["2016-12-31", 1590000000000.0], ["2017-03-31", 1667000000000.0], ["2017-06-30", 1625000000000.0], ["2017-09-30", 1715000000000.0], ["2017-12-31", 1751000000000.0], ["2018-03-31", 1648000000000.0], ["2018-06-30", 1821000000000.0], ["2018-09-30", 1900000000000.0], ["2018-12-31", 1603000000000.0], ["2019-03-31", 1619000000000.0], ["2019-06-30", 1665000000000.0], ["2019-09-30", 1555000000000.0], ["2019-12-31", 1635000000000.0], ["2020-03-31", 1555000000000.0], ["2020-06-30", 1567000000000.0], ["2020-09-30", 1864000000000.0], ["2020-12-31", 1767000000000.0], ["2021-03-31", 1940000000000.0], ["2021-06-30", 2153000000000.0], ["2021-09-30", 2214000000000.0], ["2021-12-31", 2354000000000.0], ["2022-03-31", 2259000000000.0], ["2022-06-30", 2217000000000.0], ["2022-09-30", 2202000000000.0], ["2022-12-31", 2253000000000.0], ["2023-03-31", 2265000000000.0], ["2023-06-30", 2737000000000.0], ["2023-09-30", 2847000000000.0], ["2023-12-31", 2755000000000.0], ["2024-03-31", 2802000000000.0], ["2024-06-30", 2786000000000.0], ["2024-09-30", 3006000000000.0], ["2024-12-31", 3136000000000.0], ["2025-03-31", 3216000000000.0], ["2025-06-30", 3516000000000.0], ["2025-09-30", 3593000000000.0], ["2025-12-31", 3678000000000.0], ["2026-03-31", 3735000000000.0], ["2026-06-30", 3828000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MULTI_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 2968000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MULTI_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MULTI_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 57.4], ["2014-06-30", 40.5], ["2014-09-30", 53.9], ["2014-12-31", 21.3], ["2015-03-31", 2.6], ["2015-06-30", 1.1], ["2015-09-30", -0.8], ["2015-12-31", 2.4], ["2016-03-31", 6.0], ["2016-06-30", 16.3], ["2016-09-30", 25.8], ["2016-12-31", 17.5], ["2017-03-31", 17.4], ["2017-06-30", -0.5], ["2017-09-30", 5.2], ["2017-12-31", 11.9], ["2018-03-31", 9.3], ["2018-06-30", 11.8], ["2018-09-30", -9.3], ["2018-12-31", -21.1], ["2019-03-31", -19.9], ["2019-06-30", -13.4], ["2019-09-30", -0.7], ["2019-12-31", 13.5], ["2020-03-31", -7.0], ["2020-06-30", -7.5], ["2020-09-30", 7.8], ["2020-12-31", 0.8], ["2021-03-31", 45.5], ["2021-06-30", 58.6], ["2021-09-30", 25.4], ["2021-12-31", 35.9], ["2022-03-31", 10.0], ["2022-06-30", -9.2], ["2022-09-30", -12.8], ["2022-12-31", -14.2], ["2023-03-31", -15.3], ["2023-06-30", 15.0], ["2023-09-30", 30.7], ["2023-12-31", 21.7], ["2024-03-31", 33.4], ["2024-06-30", 11.2], ["2024-09-30", 8.7], ["2024-12-31", 16.2], ["2025-03-31", 8.0], ["2025-06-30", 12.4], ["2025-09-30", 24.4], ["2025-12-31", 15.8], ["2026-03-31", 26.8], ["2026-06-30", 26.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_MULTI_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MULTI_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 3309000000000.0], ["2013-06-30", 3737000000000.0], ["2013-09-30", 3417000000000.0], ["2013-12-31", 4254000000000.0], ["2014-03-31", 5210000000000.0], ["2014-06-30", 5251000000000.0], ["2014-09-30", 5260000000000.0], ["2014-12-31", 5159000000000.0], ["2015-03-31", 5348000000000.0], ["2015-06-30", 5309000000000.0], ["2015-09-30", 5217000000000.0], ["2015-12-31", 5284000000000.0], ["2016-03-31", 5671000000000.0], ["2016-06-30", 6174000000000.0], ["2016-09-30", 6564000000000.0], ["2016-12-31", 6207000000000.0], ["2017-03-31", 6659000000000.0], ["2017-06-30", 6145000000000.0], ["2017-09-30", 6903000000000.0], ["2017-12-31", 6945000000000.0], ["2018-03-31", 7275000000000.0], ["2018-06-30", 6871000000000.0], ["2018-09-30", 6262000000000.0], ["2018-12-31", 5477000000000.0], ["2019-03-31", 5824000000000.0], ["2019-06-30", 5949000000000.0], ["2019-09-30", 6218000000000.0], ["2019-12-31", 6219000000000.0], ["2020-03-31", 5416000000000.0], ["2020-06-30", 5500000000000.0], ["2020-09-30", 6700000000000.0], ["2020-12-31", 6271000000000.0], ["2021-03-31", 7879000000000.0], ["2021-06-30", 8722000000000.0], ["2021-09-30", 8400000000000.0], ["2021-12-31", 8521000000000.0], ["2022-03-31", 8666000000000.0], ["2022-06-30", 7917000000000.0], ["2022-09-30", 7323000000000.0], ["2022-12-31", 7309000000000.0], ["2023-03-31", 7337000000000.0], ["2023-06-30", 9106000000000.0], ["2023-09-30", 9569000000000.0], ["2023-12-31", 8895000000000.0], ["2024-03-31", 9790000000000.0], ["2024-06-30", 10126000000000.0], ["2024-09-30", 10397000000000.0], ["2024-12-31", 10338000000000.0], ["2025-03-31", 10571000000000.0], ["2025-06-30", 11379000000000.0], ["2025-09-30", 12935000000000.0], ["2025-12-31", 11967000000000.0], ["2026-03-31", 13407000000000.0], ["2026-06-30", 14347000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_MULTI_GNE_CHANGE", "FPF-STRATEGY_MULTI_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MULTI_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.6], ["2013-06-30", 3.0], ["2013-09-30", 3.3], ["2013-12-31", 5.2], ["2014-03-31", 2.9], ["2014-06-30", 2.5], ["2014-09-30", 1.6], ["2014-12-31", 2.1], ["2015-03-31", 5.4], ["2015-06-30", 1.0], ["2015-09-30", -0.1], ["2015-12-31", 1.4], ["2016-03-31", -1.1], ["2016-06-30", 2.7], ["2016-09-30", 4.1], ["2016-12-31", 4.8], ["2017-03-31", 3.6], ["2017-06-30", 1.5], ["2017-09-30", 3.6], ["2017-12-31", 3.6], ["2018-03-31", 3.0], ["2018-06-30", 2.0], ["2018-09-30", 2.5], ["2018-12-31", -1.3], ["2019-03-31", 3.4], ["2019-06-30", 2.9], ["2019-09-30", 1.4], ["2019-12-31", 3.3], ["2020-03-31", -6.2], ["2020-06-30", 9.7], ["2020-09-30", 4.8], ["2020-12-31", 8.3], ["2021-03-31", 4.1], ["2021-06-30", 3.8], ["2021-09-30", 3.6], ["2021-12-31", 2.1], ["2022-03-31", 4.2], ["2022-06-30", 2.6], ["2022-09-30", 3.2], ["2022-12-31", 1.9], ["2023-03-31", 1.8], ["2023-06-30", 2.3], ["2023-09-30", 4.4], ["2023-12-31", 3.2], ["2024-03-31", 5.5], ["2024-06-30", 2.7], ["2024-09-30", 3.4], ["2024-12-31", 5.0], ["2025-03-31", 2.8], ["2025-06-30", 3.9], ["2025-09-30", 3.5], ["2025-12-31", 5.0], ["2026-03-31", 0.9], ["2026-06-30", 8.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MULTI_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.8], ["2013-06-30", 2.3], ["2013-09-30", 3.5], ["2013-12-31", 5.1], ["2014-03-31", 2.8], ["2014-06-30", 3.1], ["2014-09-30", 0.8], ["2014-12-31", 1.6], ["2015-03-31", 5.3], ["2015-06-30", 0.5], ["2015-09-30", -1.8], ["2015-12-31", 0.7], ["2016-03-31", -1.2], ["2016-06-30", 2.0], ["2016-09-30", 3.5], ["2016-12-31", 5.3], ["2017-03-31", 2.9], ["2017-06-30", 0.8], ["2017-09-30", 2.9], ["2017-12-31", 3.1], ["2018-03-31", 1.8], ["2018-06-30", 2.2], ["2018-09-30", 1.9], ["2018-12-31", -0.5], ["2019-03-31", 3.1], ["2019-06-30", 2.7], ["2019-09-30", 1.0], ["2019-12-31", 3.1], ["2020-03-31", -6.8], ["2020-06-30", 8.7], ["2020-09-30", 5.3], ["2020-12-31", 9.1], ["2021-03-31", 4.1], ["2021-06-30", 5.0], ["2021-09-30", 3.7], ["2021-12-31", 2.8], ["2022-03-31", 3.7], ["2022-06-30", 1.5], ["2022-09-30", 2.4], ["2022-12-31", 0.3], ["2023-03-31", 1.8], ["2023-06-30", 2.5], ["2023-09-30", 3.9], ["2023-12-31", 2.5], ["2024-03-31", 6.1], ["2024-06-30", 3.0], ["2024-09-30", 3.7], ["2024-12-31", 4.5], ["2025-03-31", 3.3], ["2025-06-30", 5.7], ["2025-09-30", 4.4], ["2025-12-31", 5.3], ["2026-03-31", 1.9], ["2026-06-30", 9.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MULTI_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.089], ["2013-06-30", 4.621], ["2013-09-30", 4.285], ["2013-12-31", 3.885], ["2014-03-31", 3.799], ["2014-06-30", 3.947], ["2014-09-30", 4.059], ["2014-12-31", 4.053], ["2015-03-31", 4.106], ["2015-06-30", 3.739], ["2015-09-30", 4.147], ["2015-12-31", 3.7], ["2016-03-31", 4.472], ["2016-06-30", 4.168], ["2016-09-30", 4.371], ["2016-12-31", 4.631], ["2017-03-31", 5.179], ["2017-06-30", 4.835], ["2017-09-30", 4.714], ["2017-12-31", 5.329], ["2018-03-31", 5.262], ["2018-06-30", 6.259], ["2018-09-30", 7.687], ["2018-12-31", 6.345], ["2019-03-31", 6.019], ["2019-06-30", 6.263], ["2019-09-30", 5.748], ["2019-12-31", 5.92], ["2020-03-31", 6.454], ["2020-06-30", 5.725], ["2020-09-30", 6.887], ["2020-12-31", 6.775], ["2021-03-31", 6.446], ["2021-06-30", 6.966], ["2021-09-30", 7.588], ["2021-12-31", 7.838], ["2022-03-31", 6.73], ["2022-06-30", 6.697], ["2022-09-30", 6.139], ["2022-12-31", 7.112], ["2023-03-31", 7.205], ["2023-06-30", 8.358], ["2023-09-30", 9.513], ["2023-12-31", 9.631], ["2024-03-31", 9.159], ["2024-06-30", 10.748], ["2024-09-30", 11.785], ["2024-12-31", 12.446], ["2025-03-31", 12.072], ["2025-06-30", 13.29], ["2025-09-30", 11.431], ["2025-12-31", 13.335], ["2026-03-31", 13.207], ["2026-06-30", 12.291]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_MULTI_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.073], ["2013-06-30", 2.256], ["2013-09-30", 2.25], ["2013-12-31", 2.135], ["2014-03-31", 2.166], ["2014-06-30", 2.162], ["2014-09-30", 2.17], ["2014-12-31", 2.144], ["2015-03-31", 2.155], ["2015-06-30", 2.137], ["2015-09-30", 2.214], ["2015-12-31", 2.212], ["2016-03-31", 2.308], ["2016-06-30", 2.329], ["2016-09-30", 2.456], ["2016-12-31", 2.499], ["2017-03-31", 2.576], ["2017-06-30", 2.555], ["2017-09-30", 2.558], ["2017-12-31", 2.582], ["2018-03-31", 2.479], ["2018-06-30", 2.733], ["2018-09-30", 2.831], ["2018-12-31", 2.628], ["2019-03-31", 2.613], ["2019-06-30", 2.588], ["2019-09-30", 2.621], ["2019-12-31", 2.732], ["2020-03-31", 2.904], ["2020-06-30", 2.714], ["2020-09-30", 2.931], ["2020-12-31", 3.07], ["2021-03-31", 3.193], ["2021-06-30", 3.285], ["2021-09-30", 3.301], ["2021-12-31", 3.325], ["2022-03-31", 3.166], ["2022-06-30", 3.176], ["2022-09-30", 3.084], ["2022-12-31", 3.316], ["2023-03-31", 3.347], ["2023-06-30", 3.792], ["2023-09-30", 3.876], ["2023-12-31", 3.954], ["2024-03-31", 3.987], ["2024-06-30", 4.163], ["2024-09-30", 4.384], ["2024-12-31", 4.407], ["2025-03-31", 4.434], ["2025-06-30", 4.78], ["2025-09-30", 4.595], ["2025-12-31", 4.657], ["2026-03-31", 4.472], ["2026-06-30", 4.462]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_MULTI_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 27.7], ["2014-06-30", 29.3], ["2014-09-30", 26.3], ["2014-12-31", 14.8], ["2015-03-31", 8.5], ["2015-06-30", 7.1], ["2015-09-30", 2.5], ["2015-12-31", -4.8], ["2016-03-31", -4.9], ["2016-06-30", -11.3], ["2016-09-30", -2.0], ["2016-12-31", -2.2], ["2017-03-31", 0.0], ["2017-06-30", -0.8], ["2017-09-30", 3.9], ["2017-12-31", 6.6], ["2018-03-31", 2.8], ["2018-06-30", 4.7], ["2018-09-30", 0.0], ["2018-12-31", -10.0], ["2019-03-31", -6.9], ["2019-06-30", -3.5], ["2019-09-30", -11.6], ["2019-12-31", -2.0], ["2020-03-31", -13.6], ["2020-06-30", -10.3], ["2020-09-30", 7.3], ["2020-12-31", -3.7], ["2021-03-31", 13.6], ["2021-06-30", 13.5], ["2021-09-30", 5.5], ["2021-12-31", 22.9], ["2022-03-31", 17.3], ["2022-06-30", 6.6], ["2022-09-30", 6.4], ["2022-12-31", -4.1], ["2023-03-31", -5.0], ["2023-06-30", 3.4], ["2023-09-30", 2.8], ["2023-12-31", 2.7], ["2024-03-31", 3.8], ["2024-06-30", -7.3], ["2024-09-30", -6.5], ["2024-12-31", 2.2], ["2025-03-31", 3.1], ["2025-06-30", 9.9], ["2025-09-30", 14.0], ["2025-12-31", 11.0], ["2026-03-31", 15.2], ["2026-06-30", 16.7]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_MULTI_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 491000000000.0], ["2013-06-30", 522000000000.0], ["2013-09-30", 509000000000.0], ["2013-12-31", 595000000000.0], ["2014-03-31", 627000000000.0], ["2014-06-30", 675000000000.0], ["2014-09-30", 643000000000.0], ["2014-12-31", 683000000000.0], ["2015-03-31", 680000000000.0], ["2015-06-30", 723000000000.0], ["2015-09-30", 659000000000.0], ["2015-12-31", 650000000000.0], ["2016-03-31", 647000000000.0], ["2016-06-30", 641000000000.0], ["2016-09-30", 646000000000.0], ["2016-12-31", 636000000000.0], ["2017-03-31", 647000000000.0], ["2017-06-30", 636000000000.0], ["2017-09-30", 671000000000.0], ["2017-12-31", 678000000000.0], ["2018-03-31", 665000000000.0], ["2018-06-30", 666000000000.0], ["2018-09-30", 671000000000.0], ["2018-12-31", 610000000000.0], ["2019-03-31", 619000000000.0], ["2019-06-30", 643000000000.0], ["2019-09-30", 593000000000.0], ["2019-12-31", 598000000000.0], ["2020-03-31", 535000000000.0], ["2020-06-30", 577000000000.0], ["2020-09-30", 636000000000.0], ["2020-12-31", 576000000000.0], ["2021-03-31", 608000000000.0], ["2021-06-30", 655000000000.0], ["2021-09-30", 671000000000.0], ["2021-12-31", 708000000000.0], ["2022-03-31", 713000000000.0], ["2022-06-30", 698000000000.0], ["2022-09-30", 714000000000.0], ["2022-12-31", 679000000000.0], ["2023-03-31", 677000000000.0], ["2023-06-30", 722000000000.0], ["2023-09-30", 734000000000.0], ["2023-12-31", 697000000000.0], ["2024-03-31", 703000000000.0], ["2024-06-30", 669000000000.0], ["2024-09-30", 686000000000.0], ["2024-12-31", 712000000000.0], ["2025-03-31", 725000000000.0], ["2025-06-30", 735000000000.0], ["2025-09-30", 782000000000.0], ["2025-12-31", 790000000000.0], ["2026-03-31", 835000000000.0], ["2026-06-30", 858000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_MULTI_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.1], ["2013-06-30", 2.2], ["2013-09-30", 2.8], ["2013-12-31", 4.0], ["2014-03-31", 2.1], ["2014-06-30", 1.9], ["2014-09-30", 1.6], ["2014-12-31", 1.7], ["2015-03-31", 4.3], ["2015-06-30", 0.6], ["2015-09-30", -0.3], ["2015-12-31", 1.0], ["2016-03-31", -2.3], ["2016-06-30", 2.1], ["2016-09-30", 3.6], ["2016-12-31", 3.8], ["2017-03-31", 2.6], ["2017-06-30", 0.9], ["2017-09-30", 2.9], ["2017-12-31", 2.8], ["2018-03-31", 2.4], ["2018-06-30", 1.5], ["2018-09-30", 2.0], ["2018-12-31", -2.1], ["2019-03-31", 2.9], ["2019-06-30", 2.5], ["2019-09-30", 0.8], ["2019-12-31", 2.7], ["2020-03-31", -5.2], ["2020-06-30", 8.0], ["2020-09-30", 3.8], ["2020-12-31", 6.6], ["2021-03-31", 3.5], ["2021-06-30", 2.4], ["2021-09-30", 3.6], ["2021-12-31", 2.0], ["2022-03-31", 3.5], ["2022-06-30", 2.9], ["2022-09-30", 3.3], ["2022-12-31", 2.1], ["2023-03-31", 1.7], ["2023-06-30", 1.9], ["2023-09-30", 3.6], ["2023-12-31", 2.2], ["2024-03-31", 4.6], ["2024-06-30", 2.0], ["2024-09-30", 3.1], ["2024-12-31", 4.2], ["2025-03-31", 2.5], ["2025-06-30", 3.2], ["2025-09-30", 2.8], ["2025-12-31", 4.2], ["2026-03-31", -0.1], ["2026-06-30", 6.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_MULTI_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.9], ["2013-06-30", 1.6], ["2013-09-30", 2.8], ["2013-12-31", 4.0], ["2014-03-31", 2.0], ["2014-06-30", 2.4], ["2014-09-30", 0.6], ["2014-12-31", 1.3], ["2015-03-31", 4.1], ["2015-06-30", 0.0], ["2015-09-30", -2.0], ["2015-12-31", 0.3], ["2016-03-31", -1.9], ["2016-06-30", 1.5], ["2016-09-30", 2.9], ["2016-12-31", 4.4], ["2017-03-31", 2.1], ["2017-06-30", 0.3], ["2017-09-30", 2.3], ["2017-12-31", 2.4], ["2018-03-31", 1.2], ["2018-06-30", 1.4], ["2018-09-30", 1.4], ["2018-12-31", -1.2], ["2019-03-31", 2.4], ["2019-06-30", 2.0], ["2019-09-30", 0.5], ["2019-12-31", 2.5], ["2020-03-31", -6.8], ["2020-06-30", 7.3], ["2020-09-30", 4.1], ["2020-12-31", 7.4], ["2021-03-31", 3.2], ["2021-06-30", 3.7], ["2021-09-30", 3.3], ["2021-12-31", 2.3], ["2022-03-31", 2.7], ["2022-06-30", 1.4], ["2022-09-30", 2.3], ["2022-12-31", 0.3], ["2023-03-31", 1.5], ["2023-06-30", 2.0], ["2023-09-30", 3.3], ["2023-12-31", 1.8], ["2024-03-31", 5.2], ["2024-06-30", 2.3], ["2024-09-30", 3.0], ["2024-12-31", 3.7], ["2025-03-31", 2.6], ["2025-06-30", 4.9], ["2025-09-30", 3.5], ["2025-12-31", 4.2], ["2026-03-31", 1.0], ["2026-06-30", 8.2]]}, "metadata": {"mnemonic": "FPF-STRATEGY_MULTI_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Multi strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_OTHER_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 71.0], ["2014-06-30", 113.2], ["2014-09-30", 53.7], ["2014-12-31", 32.6], ["2015-03-31", 12.3], ["2015-06-30", -3.5], ["2015-09-30", -11.9], ["2015-12-31", -22.0], ["2016-03-31", -5.0], ["2016-06-30", 9.2], ["2016-09-30", 8.1], ["2016-12-31", 27.2], ["2017-03-31", 12.4], ["2017-06-30", 38.7], ["2017-09-30", 40.0], ["2017-12-31", 54.7], ["2018-03-31", 29.1], ["2018-06-30", -1.2], ["2018-09-30", 11.9], ["2018-12-31", 15.5], ["2019-03-31", 38.4], ["2019-06-30", 54.6], ["2019-09-30", 32.4], ["2019-12-31", 28.7], ["2020-03-31", 10.6], ["2020-06-30", -10.3], ["2020-09-30", -11.2], ["2020-12-31", -13.8], ["2021-03-31", -18.3], ["2021-06-30", -1.3], ["2021-09-30", 5.9], ["2021-12-31", 17.2], ["2022-03-31", 23.4], ["2022-06-30", 10.8], ["2022-09-30", 6.4], ["2022-12-31", -10.3], ["2023-03-31", 20.6], ["2023-06-30", 7.3], ["2023-09-30", 26.1], ["2023-12-31", 45.9], ["2024-03-31", 8.9], ["2024-06-30", 34.3], ["2024-09-30", 25.5], ["2024-12-31", 5.3], ["2025-03-31", 24.1], ["2025-06-30", 31.7], ["2025-09-30", 13.7], ["2025-12-31", 18.1], ["2026-03-31", 10.4], ["2026-06-30", 5.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. The \u2018Other\u2019 category, as shown in this chart, includes managed futures, fund of funds, and other strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_OTHER_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_OTHER_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 62000000000.0], ["2013-06-30", 53000000000.0], ["2013-09-30", 82000000000.0], ["2013-12-31", 89000000000.0], ["2014-03-31", 106000000000.0], ["2014-06-30", 113000000000.0], ["2014-09-30", 126000000000.0], ["2014-12-31", 118000000000.0], ["2015-03-31", 119000000000.0], ["2015-06-30", 109000000000.0], ["2015-09-30", 111000000000.0], ["2015-12-31", 92000000000.0], ["2016-03-31", 113000000000.0], ["2016-06-30", 119000000000.0], ["2016-09-30", 120000000000.0], ["2016-12-31", 117000000000.0], ["2017-03-31", 127000000000.0], ["2017-06-30", 165000000000.0], ["2017-09-30", 168000000000.0], ["2017-12-31", 181000000000.0], ["2018-03-31", 164000000000.0], ["2018-06-30", 163000000000.0], ["2018-09-30", 188000000000.0], ["2018-12-31", 209000000000.0], ["2019-03-31", 227000000000.0], ["2019-06-30", 252000000000.0], ["2019-09-30", 249000000000.0], ["2019-12-31", 269000000000.0], ["2020-03-31", 251000000000.0], ["2020-06-30", 226000000000.0], ["2020-09-30", 221000000000.0], ["2020-12-31", 232000000000.0], ["2021-03-31", 205000000000.0], ["2021-06-30", 223000000000.0], ["2021-09-30", 234000000000.0], ["2021-12-31", 272000000000.0], ["2022-03-31", 253000000000.0], ["2022-06-30", 247000000000.0], ["2022-09-30", 249000000000.0], ["2022-12-31", 244000000000.0], ["2023-03-31", 305000000000.0], ["2023-06-30", 265000000000.0], ["2023-09-30", 314000000000.0], ["2023-12-31", 356000000000.0], ["2024-03-31", 332000000000.0], ["2024-06-30", 356000000000.0], ["2024-09-30", 394000000000.0], ["2024-12-31", 375000000000.0], ["2025-03-31", 412000000000.0], ["2025-06-30", 469000000000.0], ["2025-09-30", 448000000000.0], ["2025-12-31", 443000000000.0], ["2026-03-31", 455000000000.0], ["2026-06-30", 493000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. The \u2018Other\u2019 category, as shown in this chart, includes managed futures, fund of funds, and other strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_OTHER_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_OTHER_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 15.851], ["2013-06-30", 16.418], ["2013-09-30", 16.892], ["2013-12-31", 17.139], ["2014-03-31", 16.292], ["2014-06-30", 16.642], ["2014-09-30", 16.183], ["2014-12-31", 17.511], ["2015-03-31", 17.409], ["2015-06-30", 16.74], ["2015-09-30", 15.8], ["2015-12-31", 16.511], ["2016-03-31", 13.918], ["2016-06-30", 14.924], ["2016-09-30", 15.056], ["2016-12-31", 13.912], ["2017-03-31", 11.47], ["2017-06-30", 17.654], ["2017-09-30", 11.249], ["2017-12-31", 10.801], ["2018-03-31", 9.695], ["2018-06-30", 9.859], ["2018-09-30", 9.602], ["2018-12-31", 9.217], ["2019-03-31", 9.198], ["2019-06-30", 9.163], ["2019-09-30", 8.768], ["2019-12-31", 7.851], ["2020-03-31", 8.495], ["2020-06-30", 8.194], ["2020-09-30", 7.504], ["2020-12-31", 6.826], ["2021-03-31", 6.805], ["2021-06-30", 6.426], ["2021-09-30", 6.406], ["2021-12-31", 6.423], ["2022-03-31", 6.068], ["2022-06-30", 5.775], ["2022-09-30", 5.918], ["2022-12-31", 5.784], ["2023-03-31", 5.082], ["2023-06-30", 4.79], ["2023-09-30", 4.775], ["2023-12-31", 4.821], ["2024-03-31", 4.704], ["2024-06-30", 5.433], ["2024-09-30", 5.141], ["2024-12-31", 4.729], ["2025-03-31", 4.496], ["2025-06-30", 4.192], ["2025-09-30", 4.55], ["2025-12-31", 4.7], ["2026-03-31", 4.484], ["2026-06-30", 4.113]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_OTHER_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 21.315], ["2013-06-30", 22.064], ["2013-09-30", 22.966], ["2013-12-31", 22.82], ["2014-03-31", 22.335], ["2014-06-30", 23.177], ["2014-09-30", 22.578], ["2014-12-31", 24.097], ["2015-03-31", 24.444], ["2015-06-30", 22.571], ["2015-09-30", 21.634], ["2015-12-31", 21.625], ["2016-03-31", 19.162], ["2016-06-30", 20.491], ["2016-09-30", 20.513], ["2016-12-31", 18.547], ["2017-03-31", 14.948], ["2017-06-30", 23.745], ["2017-09-30", 15.314], ["2017-12-31", 14.785], ["2018-03-31", 12.626], ["2018-06-30", 12.977], ["2018-09-30", 12.699], ["2018-12-31", 12.842], ["2019-03-31", 12.926], ["2019-06-30", 12.947], ["2019-09-30", 12.317], ["2019-12-31", 11.081], ["2020-03-31", 12.381], ["2020-06-30", 11.294], ["2020-09-30", 10.233], ["2020-12-31", 9.248], ["2021-03-31", 8.843], ["2021-06-30", 8.202], ["2021-09-30", 8.243], ["2021-12-31", 8.428], ["2022-03-31", 7.94], ["2022-06-30", 7.524], ["2022-09-30", 7.795], ["2022-12-31", 7.624], ["2023-03-31", 6.868], ["2023-06-30", 6.301], ["2023-09-30", 6.381], ["2023-12-31", 6.554], ["2024-03-31", 6.307], ["2024-06-30", 7.344], ["2024-09-30", 7.097], ["2024-12-31", 6.603], ["2025-03-31", 6.27], ["2025-06-30", 5.976], ["2025-09-30", 6.335], ["2025-12-31", 6.583], ["2026-03-31", 6.239], ["2026-06-30", 5.702]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_OTHER_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 233.0], ["2013-06-30", 237.0], ["2013-09-30", 244.0], ["2013-12-31", 254.0], ["2014-03-31", 255.0], ["2014-06-30", 268.0], ["2014-09-30", 275.0], ["2014-12-31", 292.0], ["2015-03-31", 288.0], ["2015-06-30", 306.0], ["2015-09-30", 316.0], ["2015-12-31", 325.0], ["2016-03-31", 313.0], ["2016-06-30", 314.0], ["2016-09-30", 315.0], ["2016-12-31", 338.0], ["2017-03-31", 369.0], ["2017-06-30", 389.0], ["2017-09-30", 381.0], ["2017-12-31", 400.0], ["2018-03-31", 406.0], ["2018-06-30", 418.0], ["2018-09-30", 428.0], ["2018-12-31", 434.0], ["2019-03-31", 442.0], ["2019-06-30", 453.0], ["2019-09-30", 466.0], ["2019-12-31", 478.0], ["2020-03-31", 489.0], ["2020-06-30", 496.0], ["2020-09-30", 484.0], ["2020-12-31", 505.0], ["2021-03-31", 543.0], ["2021-06-30", 577.0], ["2021-09-30", 603.0], ["2021-12-31", 617.0], ["2022-03-31", 636.0], ["2022-06-30", 627.0], ["2022-09-30", 624.0], ["2022-12-31", 637.0], ["2023-03-31", 662.0], ["2023-06-30", 675.0], ["2023-09-30", 692.0], ["2023-12-31", 678.0], ["2024-03-31", 691.0], ["2024-06-30", 646.0], ["2024-09-30", 681.0], ["2024-12-31", 648.0], ["2025-03-31", 663.0], ["2025-06-30", 670.0], ["2025-09-30", 677.0], ["2025-12-31", 677.0], ["2026-03-31", 698.0], ["2026-06-30", 710.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_OTHER_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 20.0], ["2014-06-30", 23.3], ["2014-09-30", 19.4], ["2014-12-31", 16.0], ["2015-03-31", 14.5], ["2015-06-30", 6.9], ["2015-09-30", 2.0], ["2015-12-31", -2.5], ["2016-03-31", -0.5], ["2016-06-30", 0.3], ["2016-09-30", 5.5], ["2016-12-31", 13.9], ["2017-03-31", 9.0], ["2017-06-30", 20.2], ["2017-09-30", 22.8], ["2017-12-31", 24.8], ["2018-03-31", 18.7], ["2018-06-30", 12.5], ["2018-09-30", 10.0], ["2018-12-31", 6.3], ["2019-03-31", 16.3], ["2019-06-30", 17.0], ["2019-09-30", 14.7], ["2019-12-31", 17.1], ["2020-03-31", 2.5], ["2020-06-30", 1.0], ["2020-09-30", 2.7], ["2020-12-31", 5.8], ["2021-03-31", 16.0], ["2021-06-30", 21.7], ["2021-09-30", 24.0], ["2021-12-31", 20.0], ["2022-03-31", 19.9], ["2022-06-30", 3.3], ["2022-09-30", -3.7], ["2022-12-31", -4.6], ["2023-03-31", 0.9], ["2023-06-30", 4.8], ["2023-09-30", 11.3], ["2023-12-31", 8.6], ["2024-03-31", 3.5], ["2024-06-30", 8.7], ["2024-09-30", 12.7], ["2024-12-31", 8.4], ["2025-03-31", 9.6], ["2025-06-30", 12.6], ["2025-09-30", 4.4], ["2025-12-31", 10.3], ["2026-03-31", 7.2], ["2026-06-30", 7.8]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_OTHER_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 544000000000.0], ["2013-06-30", 563000000000.0], ["2013-09-30", 597000000000.0], ["2013-12-31", 613000000000.0], ["2014-03-31", 653000000000.0], ["2014-06-30", 694000000000.0], ["2014-09-30", 713000000000.0], ["2014-12-31", 711000000000.0], ["2015-03-31", 748000000000.0], ["2015-06-30", 742000000000.0], ["2015-09-30", 727000000000.0], ["2015-12-31", 693000000000.0], ["2016-03-31", 744000000000.0], ["2016-06-30", 744000000000.0], ["2016-09-30", 767000000000.0], ["2016-12-31", 789000000000.0], ["2017-03-31", 811000000000.0], ["2017-06-30", 894000000000.0], ["2017-09-30", 942000000000.0], ["2017-12-31", 985000000000.0], ["2018-03-31", 963000000000.0], ["2018-06-30", 1006000000000.0], ["2018-09-30", 1036000000000.0], ["2018-12-31", 1047000000000.0], ["2019-03-31", 1120000000000.0], ["2019-06-30", 1177000000000.0], ["2019-09-30", 1188000000000.0], ["2019-12-31", 1226000000000.0], ["2020-03-31", 1148000000000.0], ["2020-06-30", 1189000000000.0], ["2020-09-30", 1220000000000.0], ["2020-12-31", 1297000000000.0], ["2021-03-31", 1332000000000.0], ["2021-06-30", 1447000000000.0], ["2021-09-30", 1513000000000.0], ["2021-12-31", 1557000000000.0], ["2022-03-31", 1597000000000.0], ["2022-06-30", 1495000000000.0], ["2022-09-30", 1457000000000.0], ["2022-12-31", 1485000000000.0], ["2023-03-31", 1611000000000.0], ["2023-06-30", 1567000000000.0], ["2023-09-30", 1622000000000.0], ["2023-12-31", 1612000000000.0], ["2024-03-31", 1667000000000.0], ["2024-06-30", 1703000000000.0], ["2024-09-30", 1828000000000.0], ["2024-12-31", 1748000000000.0], ["2025-03-31", 1827000000000.0], ["2025-06-30", 1918000000000.0], ["2025-09-30", 1909000000000.0], ["2025-12-31", 1928000000000.0], ["2026-03-31", 1958000000000.0], ["2026-06-30", 2068000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_OTHER_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 106000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2024-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_OTHER_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_OTHER_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 44.5], ["2014-06-30", 31.8], ["2014-09-30", 29.0], ["2014-12-31", 18.8], ["2015-03-31", 12.3], ["2015-06-30", 8.6], ["2015-09-30", -2.9], ["2015-12-31", -1.1], ["2016-03-31", 4.7], ["2016-06-30", 6.9], ["2016-09-30", 14.1], ["2016-12-31", 13.8], ["2017-03-31", 20.8], ["2017-06-30", 34.5], ["2017-09-30", 37.5], ["2017-12-31", 41.4], ["2018-03-31", 12.9], ["2018-06-30", -13.6], ["2018-09-30", -17.9], ["2018-12-31", -21.1], ["2019-03-31", -4.5], ["2019-06-30", 16.0], ["2019-09-30", 13.9], ["2019-12-31", 14.5], ["2020-03-31", 2.3], ["2020-06-30", -8.5], ["2020-09-30", -11.3], ["2020-12-31", 1.3], ["2021-03-31", -0.1], ["2021-06-30", 12.0], ["2021-09-30", 17.5], ["2021-12-31", 10.6], ["2022-03-31", 22.3], ["2022-06-30", -1.8], ["2022-09-30", -6.9], ["2022-12-31", -11.0], ["2023-03-31", -11.2], ["2023-06-30", 0.9], ["2023-09-30", 9.9], ["2023-12-31", 5.9], ["2024-03-31", 3.5], ["2024-06-30", 7.6], ["2024-09-30", 14.5], ["2024-12-31", 7.3], ["2025-03-31", 8.3], ["2025-06-30", 12.1], ["2025-09-30", 2.5], ["2025-12-31", 7.5], ["2026-03-31", 6.8], ["2026-06-30", 3.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_OTHER_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_OTHER_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 930000000000.0], ["2013-06-30", 1081000000000.0], ["2013-09-30", 1188000000000.0], ["2013-12-31", 1275000000000.0], ["2014-03-31", 1344000000000.0], ["2014-06-30", 1425000000000.0], ["2014-09-30", 1532000000000.0], ["2014-12-31", 1515000000000.0], ["2015-03-31", 1509000000000.0], ["2015-06-30", 1547000000000.0], ["2015-09-30", 1487000000000.0], ["2015-12-31", 1498000000000.0], ["2016-03-31", 1580000000000.0], ["2016-06-30", 1654000000000.0], ["2016-09-30", 1697000000000.0], ["2016-12-31", 1704000000000.0], ["2017-03-31", 1909000000000.0], ["2017-06-30", 2225000000000.0], ["2017-09-30", 2333000000000.0], ["2017-12-31", 2409000000000.0], ["2018-03-31", 2155000000000.0], ["2018-06-30", 1923000000000.0], ["2018-09-30", 1916000000000.0], ["2018-12-31", 1901000000000.0], ["2019-03-31", 2059000000000.0], ["2019-06-30", 2230000000000.0], ["2019-09-30", 2182000000000.0], ["2019-12-31", 2177000000000.0], ["2020-03-31", 2106000000000.0], ["2020-06-30", 2041000000000.0], ["2020-09-30", 1936000000000.0], ["2020-12-31", 2206000000000.0], ["2021-03-31", 2103000000000.0], ["2021-06-30", 2285000000000.0], ["2021-09-30", 2275000000000.0], ["2021-12-31", 2439000000000.0], ["2022-03-31", 2573000000000.0], ["2022-06-30", 2243000000000.0], ["2022-09-30", 2119000000000.0], ["2022-12-31", 2171000000000.0], ["2023-03-31", 2285000000000.0], ["2023-06-30", 2263000000000.0], ["2023-09-30", 2328000000000.0], ["2023-12-31", 2299000000000.0], ["2024-03-31", 2364000000000.0], ["2024-06-30", 2435000000000.0], ["2024-09-30", 2666000000000.0], ["2024-12-31", 2467000000000.0], ["2025-03-31", 2560000000000.0], ["2025-06-30", 2729000000000.0], ["2025-09-30", 2732000000000.0], ["2025-12-31", 2653000000000.0], ["2026-03-31", 2733000000000.0], ["2026-06-30", 2835000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_OTHER_GNE_CHANGE", "FPF-STRATEGY_OTHER_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_OTHER_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.7], ["2013-06-30", 2.3], ["2013-09-30", 5.4], ["2013-12-31", 5.5], ["2014-03-31", 5.0], ["2014-06-30", 6.6], ["2014-09-30", 2.6], ["2014-12-31", 1.6], ["2015-03-31", 5.5], ["2015-06-30", 3.7], ["2015-09-30", -0.4], ["2015-12-31", 2.7], ["2016-03-31", 4.2], ["2016-06-30", 5.7], ["2016-09-30", 6.0], ["2016-12-31", 5.3], ["2017-03-31", 5.3], ["2017-06-30", 3.5], ["2017-09-30", 4.1], ["2017-12-31", 5.7], ["2018-03-31", 4.5], ["2018-06-30", 4.9], ["2018-09-30", 4.7], ["2018-12-31", 0.2], ["2019-03-31", 6.9], ["2019-06-30", 5.1], ["2019-09-30", 3.6], ["2019-12-31", 5.2], ["2020-03-31", -4.9], ["2020-06-30", 9.3], ["2020-09-30", 6.1], ["2020-12-31", 9.7], ["2021-03-31", 9.2], ["2021-06-30", 9.7], ["2021-09-30", 8.5], ["2021-12-31", 9.0], ["2022-03-31", 7.2], ["2022-06-30", 4.0], ["2022-09-30", 4.8], ["2022-12-31", 5.6], ["2023-03-31", 7.4], ["2023-06-30", 7.5], ["2023-09-30", 6.5], ["2023-12-31", 6.9], ["2024-03-31", 8.0], ["2024-06-30", 7.2], ["2024-09-30", 8.4], ["2024-12-31", 6.7], ["2025-03-31", 7.1], ["2025-06-30", 8.4], ["2025-09-30", 8.4], ["2025-12-31", 6.5], ["2026-03-31", 7.2], ["2026-06-30", 10.5]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_OTHER_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.8], ["2013-06-30", 1.8], ["2013-09-30", 5.5], ["2013-12-31", 5.5], ["2014-03-31", 5.5], ["2014-06-30", 7.2], ["2014-09-30", 2.8], ["2014-12-31", 1.9], ["2015-03-31", 5.3], ["2015-06-30", 3.4], ["2015-09-30", -0.5], ["2015-12-31", 2.8], ["2016-03-31", 3.9], ["2016-06-30", 5.6], ["2016-09-30", 6.2], ["2016-12-31", 5.3], ["2017-03-31", 5.8], ["2017-06-30", 4.0], ["2017-09-30", 4.7], ["2017-12-31", 5.8], ["2018-03-31", 4.6], ["2018-06-30", 5.2], ["2018-09-30", 5.1], ["2018-12-31", 0.0], ["2019-03-31", 8.0], ["2019-06-30", 5.3], ["2019-09-30", 4.1], ["2019-12-31", 5.7], ["2020-03-31", -5.1], ["2020-06-30", 10.0], ["2020-09-30", 6.9], ["2020-12-31", 11.0], ["2021-03-31", 10.5], ["2021-06-30", 10.6], ["2021-09-30", 9.5], ["2021-12-31", 9.8], ["2022-03-31", 7.8], ["2022-06-30", 4.5], ["2022-09-30", 5.4], ["2022-12-31", 6.4], ["2023-03-31", 8.4], ["2023-06-30", 8.2], ["2023-09-30", 7.1], ["2023-12-31", 7.8], ["2024-03-31", 8.9], ["2024-06-30", 7.9], ["2024-09-30", 9.2], ["2024-12-31", 7.6], ["2025-03-31", 8.0], ["2025-06-30", 9.8], ["2025-09-30", 9.5], ["2025-12-31", 7.4], ["2026-03-31", 7.8], ["2026-06-30", 11.8]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_OTHER_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 2.231], ["2013-06-30", 2.123], ["2013-09-30", 2.465], ["2013-12-31", 2.129], ["2014-03-31", 2.536], ["2014-06-30", 2.584], ["2014-09-30", 2.54], ["2014-12-31", 2.297], ["2015-03-31", 2.533], ["2015-06-30", 2.293], ["2015-09-30", 2.332], ["2015-12-31", 1.808], ["2016-03-31", 2.506], ["2016-06-30", 2.389], ["2016-09-30", 2.306], ["2016-12-31", 2.028], ["2017-03-31", 1.944], ["2017-06-30", 2.576], ["2017-09-30", 3.046], ["2017-12-31", 3.279], ["2018-03-31", 3.296], ["2018-06-30", 3.037], ["2018-09-30", 3.446], ["2018-12-31", 4.168], ["2019-03-31", 5.463], ["2019-06-30", 5.172], ["2019-09-30", 4.452], ["2019-12-31", 4.014], ["2020-03-31", 3.212], ["2020-06-30", 2.713], ["2020-09-30", 2.506], ["2020-12-31", 2.662], ["2021-03-31", 2.036], ["2021-06-30", 2.359], ["2021-09-30", 2.448], ["2021-12-31", 2.777], ["2022-03-31", 2.111], ["2022-06-30", 1.719], ["2022-09-30", 1.88], ["2022-12-31", 1.883], ["2023-03-31", 2.143], ["2023-06-30", 1.932], ["2023-09-30", 2.284], ["2023-12-31", 2.457], ["2024-03-31", 2.261], ["2024-06-30", 2.554], ["2024-09-30", 2.921], ["2024-12-31", 2.574], ["2025-03-31", 2.629], ["2025-06-30", 3.02], ["2025-09-30", 2.717], ["2025-12-31", 2.678], ["2026-03-31", 2.399], ["2026-06-30", 2.604]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_OTHER_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 1.345], ["2013-06-30", 1.344], ["2013-09-30", 1.36], ["2013-12-31", 1.331], ["2014-03-31", 1.371], ["2014-06-30", 1.393], ["2014-09-30", 1.395], ["2014-12-31", 1.376], ["2015-03-31", 1.404], ["2015-06-30", 1.348], ["2015-09-30", 1.369], ["2015-12-31", 1.31], ["2016-03-31", 1.377], ["2016-06-30", 1.373], ["2016-09-30", 1.362], ["2016-12-31", 1.333], ["2017-03-31", 1.303], ["2017-06-30", 1.345], ["2017-09-30", 1.361], ["2017-12-31", 1.369], ["2018-03-31", 1.302], ["2018-06-30", 1.316], ["2018-09-30", 1.323], ["2018-12-31", 1.393], ["2019-03-31", 1.405], ["2019-06-30", 1.413], ["2019-09-30", 1.405], ["2019-12-31", 1.411], ["2020-03-31", 1.458], ["2020-06-30", 1.378], ["2020-09-30", 1.364], ["2020-12-31", 1.355], ["2021-03-31", 1.3], ["2021-06-30", 1.276], ["2021-09-30", 1.287], ["2021-12-31", 1.312], ["2022-03-31", 1.308], ["2022-06-30", 1.303], ["2022-09-30", 1.317], ["2022-12-31", 1.318], ["2023-03-31", 1.352], ["2023-06-30", 1.315], ["2023-09-30", 1.336], ["2023-12-31", 1.359], ["2024-03-31", 1.341], ["2024-06-30", 1.352], ["2024-09-30", 1.38], ["2024-12-31", 1.396], ["2025-03-31", 1.395], ["2025-06-30", 1.425], ["2025-09-30", 1.392], ["2025-12-31", 1.401], ["2026-03-31", 1.391], ["2026-06-30", 1.386]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_OTHER_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 17.8], ["2014-06-30", 19.1], ["2014-09-30", 16.4], ["2014-12-31", 12.4], ["2015-03-31", 12.0], ["2015-06-30", 10.4], ["2015-09-30", 3.9], ["2015-12-31", 2.3], ["2016-03-31", 1.3], ["2016-06-30", -1.6], ["2016-09-30", 6.0], ["2016-12-31", 11.9], ["2017-03-31", 15.4], ["2017-06-30", 22.5], ["2017-09-30", 22.9], ["2017-12-31", 21.5], ["2018-03-31", 18.6], ["2018-06-30", 15.1], ["2018-09-30", 13.3], ["2018-12-31", 4.5], ["2019-03-31", 7.8], ["2019-06-30", 9.0], ["2019-09-30", 7.9], ["2019-12-31", 15.6], ["2020-03-31", -1.1], ["2020-06-30", 3.6], ["2020-09-30", 5.8], ["2020-12-31", 10.3], ["2021-03-31", 30.1], ["2021-06-30", 31.3], ["2021-09-30", 31.4], ["2021-12-31", 24.0], ["2022-03-31", 19.1], ["2022-06-30", 1.2], ["2022-09-30", -6.0], ["2022-12-31", -5.1], ["2023-03-31", -2.4], ["2023-06-30", 3.8], ["2023-09-30", 9.8], ["2023-12-31", 5.2], ["2024-03-31", 4.3], ["2024-06-30", 5.8], ["2024-09-30", 9.1], ["2024-12-31", 5.7], ["2025-03-31", 5.4], ["2025-06-30", 6.7], ["2025-09-30", 3.5], ["2025-12-31", 9.9], ["2026-03-31", 7.5], ["2026-06-30", 10.9]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2014-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_OTHER_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 404000000000.0], ["2013-06-30", 419000000000.0], ["2013-09-30", 439000000000.0], ["2013-12-31", 460000000000.0], ["2014-03-31", 476000000000.0], ["2014-06-30", 499000000000.0], ["2014-09-30", 511000000000.0], ["2014-12-31", 517000000000.0], ["2015-03-31", 533000000000.0], ["2015-06-30", 551000000000.0], ["2015-09-30", 531000000000.0], ["2015-12-31", 529000000000.0], ["2016-03-31", 540000000000.0], ["2016-06-30", 542000000000.0], ["2016-09-30", 563000000000.0], ["2016-12-31", 592000000000.0], ["2017-03-31", 623000000000.0], ["2017-06-30", 664000000000.0], ["2017-09-30", 692000000000.0], ["2017-12-31", 719000000000.0], ["2018-03-31", 739000000000.0], ["2018-06-30", 764000000000.0], ["2018-09-30", 784000000000.0], ["2018-12-31", 751000000000.0], ["2019-03-31", 797000000000.0], ["2019-06-30", 833000000000.0], ["2019-09-30", 846000000000.0], ["2019-12-31", 868000000000.0], ["2020-03-31", 788000000000.0], ["2020-06-30", 863000000000.0], ["2020-09-30", 895000000000.0], ["2020-12-31", 957000000000.0], ["2021-03-31", 1025000000000.0], ["2021-06-30", 1133000000000.0], ["2021-09-30", 1176000000000.0], ["2021-12-31", 1187000000000.0], ["2022-03-31", 1221000000000.0], ["2022-06-30", 1147000000000.0], ["2022-09-30", 1106000000000.0], ["2022-12-31", 1126000000000.0], ["2023-03-31", 1192000000000.0], ["2023-06-30", 1191000000000.0], ["2023-09-30", 1214000000000.0], ["2023-12-31", 1185000000000.0], ["2024-03-31", 1243000000000.0], ["2024-06-30", 1260000000000.0], ["2024-09-30", 1325000000000.0], ["2024-12-31", 1252000000000.0], ["2025-03-31", 1310000000000.0], ["2025-06-30", 1345000000000.0], ["2025-09-30", 1371000000000.0], ["2025-12-31", 1376000000000.0], ["2026-03-31", 1408000000000.0], ["2026-06-30", 1491000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_OTHER_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.1], ["2013-06-30", 0.9], ["2013-09-30", 4.5], ["2013-12-31", 4.0], ["2014-03-31", 3.9], ["2014-06-30", 4.6], ["2014-09-30", 2.0], ["2014-12-31", 0.1], ["2015-03-31", 3.7], ["2015-06-30", 2.4], ["2015-09-30", -0.6], ["2015-12-31", 1.9], ["2016-03-31", 2.7], ["2016-06-30", 4.0], ["2016-09-30", 4.6], ["2016-12-31", 3.6], ["2017-03-31", 4.4], ["2017-06-30", 2.9], ["2017-09-30", 3.4], ["2017-12-31", 4.2], ["2018-03-31", 3.7], ["2018-06-30", 3.9], ["2018-09-30", 3.9], ["2018-12-31", -0.2], ["2019-03-31", 5.9], ["2019-06-30", 4.1], ["2019-09-30", 2.7], ["2019-12-31", 4.3], ["2020-03-31", -5.6], ["2020-06-30", 7.0], ["2020-09-30", 4.7], ["2020-12-31", 7.7], ["2021-03-31", 7.0], ["2021-06-30", 7.9], ["2021-09-30", 7.5], ["2021-12-31", 7.5], ["2022-03-31", 5.7], ["2022-06-30", 2.9], ["2022-09-30", 3.8], ["2022-12-31", 4.2], ["2023-03-31", 5.7], ["2023-06-30", 5.8], ["2023-09-30", 4.8], ["2023-12-31", 5.5], ["2024-03-31", 6.5], ["2024-06-30", 5.4], ["2024-09-30", 6.5], ["2024-12-31", 5.0], ["2025-03-31", 5.2], ["2025-06-30", 6.9], ["2025-09-30", 6.5], ["2025-12-31", 5.0], ["2026-03-31", 5.0], ["2026-06-30", 8.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_OTHER_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.1], ["2013-06-30", 0.4], ["2013-09-30", 4.3], ["2013-12-31", 4.1], ["2014-03-31", 4.0], ["2014-06-30", 5.4], ["2014-09-30", 1.9], ["2014-12-31", 0.8], ["2015-03-31", 3.7], ["2015-06-30", 2.1], ["2015-09-30", -1.0], ["2015-12-31", 1.9], ["2016-03-31", 2.5], ["2016-06-30", 4.1], ["2016-09-30", 4.7], ["2016-12-31", 3.6], ["2017-03-31", 4.8], ["2017-06-30", 3.3], ["2017-09-30", 3.9], ["2017-12-31", 4.4], ["2018-03-31", 3.6], ["2018-06-30", 4.3], ["2018-09-30", 4.3], ["2018-12-31", -0.4], ["2019-03-31", 6.9], ["2019-06-30", 4.3], ["2019-09-30", 3.1], ["2019-12-31", 4.7], ["2020-03-31", -6.2], ["2020-06-30", 7.5], ["2020-09-30", 5.2], ["2020-12-31", 8.7], ["2021-03-31", 7.8], ["2021-06-30", 8.5], ["2021-09-30", 8.3], ["2021-12-31", 8.1], ["2022-03-31", 6.1], ["2022-06-30", 3.2], ["2022-09-30", 4.3], ["2022-12-31", 4.8], ["2023-03-31", 6.3], ["2023-06-30", 6.2], ["2023-09-30", 5.2], ["2023-12-31", 6.2], ["2024-03-31", 7.3], ["2024-06-30", 5.8], ["2024-09-30", 7.1], ["2024-12-31", 5.6], ["2025-03-31", 5.7], ["2025-06-30", 8.0], ["2025-09-30", 7.4], ["2025-12-31", 5.5], ["2026-03-31", 5.5], ["2026-06-30", 9.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_OTHER_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Other strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_RV_BORROWING_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -32.0], ["2014-06-30", -0.9], ["2014-09-30", 26.7], ["2014-12-31", 36.7], ["2015-03-31", 55.8], ["2015-06-30", 37.2], ["2015-09-30", 10.8], ["2015-12-31", -6.8], ["2016-03-31", -6.4], ["2016-06-30", -8.8], ["2016-09-30", -10.8], ["2016-12-31", 3.4], ["2017-03-31", -3.5], ["2017-06-30", 21.2], ["2017-09-30", 14.5], ["2017-12-31", 12.4], ["2018-03-31", 10.3], ["2018-06-30", 2.1], ["2018-09-30", 12.3], ["2018-12-31", 44.6], ["2019-03-31", 43.2], ["2019-06-30", 47.6], ["2019-09-30", 41.2], ["2019-12-31", 12.6], ["2020-03-31", 8.9], ["2020-06-30", -13.9], ["2020-09-30", -29.3], ["2020-12-31", -34.3], ["2021-03-31", -47.7], ["2021-06-30", -40.6], ["2021-09-30", 4.0], ["2021-12-31", 20.0], ["2022-03-31", 28.1], ["2022-06-30", 28.5], ["2022-09-30", -18.3], ["2022-12-31", -20.7], ["2023-03-31", -8.1], ["2023-06-30", -13.2], ["2023-09-30", -3.8], ["2023-12-31", 50.7], ["2024-03-31", 53.5], ["2024-06-30", 63.1], ["2024-09-30", 111.3], ["2024-12-31", 4.1], ["2025-03-31", 30.3], ["2025-06-30", 42.4], ["2025-09-30", 43.6], ["2025-12-31", 70.7], ["2026-03-31", 18.3], ["2026-06-30", 15.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_BORROWING_PCTCHANGE", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: borrowing (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_RV_BORROWING_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_RV_BORROWING_SUM": {"timeseries": {"aggregation": [["2013-03-31", 459000000000.0], ["2013-06-30", 342000000000.0], ["2013-09-30", 330000000000.0], ["2013-12-31", 300000000000.0], ["2014-03-31", 312000000000.0], ["2014-06-30", 339000000000.0], ["2014-09-30", 418000000000.0], ["2014-12-31", 410000000000.0], ["2015-03-31", 486000000000.0], ["2015-06-30", 465000000000.0], ["2015-09-30", 463000000000.0], ["2015-12-31", 382000000000.0], ["2016-03-31", 455000000000.0], ["2016-06-30", 424000000000.0], ["2016-09-30", 413000000000.0], ["2016-12-31", 395000000000.0], ["2017-03-31", 439000000000.0], ["2017-06-30", 514000000000.0], ["2017-09-30", 473000000000.0], ["2017-12-31", 444000000000.0], ["2018-03-31", 484000000000.0], ["2018-06-30", 525000000000.0], ["2018-09-30", 531000000000.0], ["2018-12-31", 642000000000.0], ["2019-03-31", 693000000000.0], ["2019-06-30", 775000000000.0], ["2019-09-30", 750000000000.0], ["2019-12-31", 723000000000.0], ["2020-03-31", 755000000000.0], ["2020-06-30", 667000000000.0], ["2020-09-30", 530000000000.0], ["2020-12-31", 475000000000.0], ["2021-03-31", 395000000000.0], ["2021-06-30", 396000000000.0], ["2021-09-30", 551000000000.0], ["2021-12-31", 570000000000.0], ["2022-03-31", 506000000000.0], ["2022-06-30", 509000000000.0], ["2022-09-30", 450000000000.0], ["2022-12-31", 452000000000.0], ["2023-03-31", 465000000000.0], ["2023-06-30", 442000000000.0], ["2023-09-30", 433000000000.0], ["2023-12-31", 681000000000.0], ["2024-03-31", 714000000000.0], ["2024-06-30", 721000000000.0], ["2024-09-30", 915000000000.0], ["2024-12-31", 709000000000.0], ["2025-03-31", 930000000000.0], ["2025-06-30", 1027000000000.0], ["2025-09-30", 1314000000000.0], ["2025-12-31", 1210000000000.0], ["2026-03-31", 1100000000000.0], ["2026-06-30", 1187000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_BORROWING_SUM", "description": {"notes": "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. Borrowing is based on SEC Form PF question 43. The three types of secured borrowing captured in question 43 are prime brokerage, repurchase agreement (repo), and \u2018other\u2019 secured borrowing. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: borrowing (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-STRATEGY_RV_BORROWING_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_RV_CASHRATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.127], ["2013-06-30", 3.782], ["2013-09-30", 3.977], ["2013-12-31", 5.599], ["2014-03-31", 5.236], ["2014-06-30", 4.624], ["2014-09-30", 5.352], ["2014-12-31", 6.686], ["2015-03-31", 4.67], ["2015-06-30", 4.801], ["2015-09-30", 4.832], ["2015-12-31", 5.687], ["2016-03-31", 5.452], ["2016-06-30", 5.278], ["2016-09-30", 5.271], ["2016-12-31", 5.659], ["2017-03-31", 5.045], ["2017-06-30", 3.936], ["2017-09-30", 4.249], ["2017-12-31", 4.088], ["2018-03-31", 4.111], ["2018-06-30", 4.052], ["2018-09-30", 4.044], ["2018-12-31", 3.587], ["2019-03-31", 3.639], ["2019-06-30", 2.935], ["2019-09-30", 3.447], ["2019-12-31", 4.2], ["2020-03-31", 3.895], ["2020-06-30", 4.821], ["2020-09-30", 5.006], ["2020-12-31", 4.214], ["2021-03-31", 3.867], ["2021-06-30", 3.659], ["2021-09-30", 2.918], ["2021-12-31", 3.013], ["2022-03-31", 4.099], ["2022-06-30", 3.567], ["2022-09-30", 3.72], ["2022-12-31", 4.289], ["2023-03-31", 4.332], ["2023-06-30", 4.642], ["2023-09-30", 4.588], ["2023-12-31", 3.929], ["2024-03-31", 3.971], ["2024-06-30", 3.436], ["2024-09-30", 3.455], ["2024-12-31", 3.474], ["2025-03-31", 2.921], ["2025-06-30", 2.873], ["2025-09-30", 2.491], ["2025-12-31", 2.572], ["2026-03-31", 3.098], ["2026-06-30", 2.821]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_CASHRATIO_GAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-gross assets is based on SEC Form PF questions 33 and 8, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: unencumbered cash ratio (percent of gross assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of gross assets", "precision": 1}}}, "FPF-STRATEGY_RV_CASHRATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 17.317], ["2013-06-30", 18.736], ["2013-09-30", 19.803], ["2013-12-31", 22.32], ["2014-03-31", 21.983], ["2014-06-30", 21.112], ["2014-09-30", 26.96], ["2014-12-31", 27.787], ["2015-03-31", 22.991], ["2015-06-30", 25.217], ["2015-09-30", 23.581], ["2015-12-31", 25.111], ["2016-03-31", 25.369], ["2016-06-30", 25.348], ["2016-09-30", 23.331], ["2016-12-31", 23.961], ["2017-03-31", 24.956], ["2017-06-30", 20.271], ["2017-09-30", 25.159], ["2017-12-31", 23.361], ["2018-03-31", 21.117], ["2018-06-30", 21.087], ["2018-09-30", 20.398], ["2018-12-31", 21.14], ["2019-03-31", 21.689], ["2019-06-30", 22.082], ["2019-09-30", 20.822], ["2019-12-31", 23.979], ["2020-03-31", 29.077], ["2020-06-30", 27.51], ["2020-09-30", 22.984], ["2020-12-31", 21.605], ["2021-03-31", 18.0], ["2021-06-30", 16.963], ["2021-09-30", 17.668], ["2021-12-31", 16.935], ["2022-03-31", 21.443], ["2022-06-30", 20.32], ["2022-09-30", 20.335], ["2022-12-31", 21.571], ["2023-03-31", 21.444], ["2023-06-30", 21.987], ["2023-09-30", 21.31], ["2023-12-31", 25.203], ["2024-03-31", 24.645], ["2024-06-30", 22.028], ["2024-09-30", 23.079], ["2024-12-31", 21.648], ["2025-03-31", 21.461], ["2025-06-30", 21.265], ["2025-09-30", 21.021], ["2025-12-31", 21.444], ["2026-03-31", 24.587], ["2026-06-30", 22.855]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_CASHRATIO_NAVWMEAN", "description": {"notes": "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. The ratio of unencumbered cash-to-net assets is based on SEC Form PF questions 33 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: unencumbered cash ratio (percent of net assets)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent of net assets", "precision": 1}}}, "FPF-STRATEGY_RV_COUNT": {"timeseries": {"aggregation": [["2013-03-31", 107.0], ["2013-06-30", 110.0], ["2013-09-30", 113.0], ["2013-12-31", 112.0], ["2014-03-31", 114.0], ["2014-06-30", 117.0], ["2014-09-30", 118.0], ["2014-12-31", 123.0], ["2015-03-31", 137.0], ["2015-06-30", 129.0], ["2015-09-30", 129.0], ["2015-12-31", 122.0], ["2016-03-31", 117.0], ["2016-06-30", 120.0], ["2016-09-30", 119.0], ["2016-12-31", 123.0], ["2017-03-31", 118.0], ["2017-06-30", 125.0], ["2017-09-30", 131.0], ["2017-12-31", 127.0], ["2018-03-31", 128.0], ["2018-06-30", 130.0], ["2018-09-30", 133.0], ["2018-12-31", 133.0], ["2019-03-31", 121.0], ["2019-06-30", 118.0], ["2019-09-30", 123.0], ["2019-12-31", 117.0], ["2020-03-31", 119.0], ["2020-06-30", 131.0], ["2020-09-30", 130.0], ["2020-12-31", 129.0], ["2021-03-31", 126.0], ["2021-06-30", 125.0], ["2021-09-30", 124.0], ["2021-12-31", 133.0], ["2022-03-31", 132.0], ["2022-06-30", 134.0], ["2022-09-30", 129.0], ["2022-12-31", 132.0], ["2023-03-31", 119.0], ["2023-06-30", 119.0], ["2023-09-30", 124.0], ["2023-12-31", 126.0], ["2024-03-31", 122.0], ["2024-06-30", 117.0], ["2024-09-30", 131.0], ["2024-12-31", 124.0], ["2025-03-31", 124.0], ["2025-06-30", 128.0], ["2025-09-30", 137.0], ["2025-12-31", 132.0], ["2026-03-31", 138.0], ["2026-06-30", 141.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_COUNT", "description": {"notes": "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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value funds: number of Qualifying Hedge Funds (count)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_COUNT"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Count", "name": "Count", "precision": 0}}}, "FPF-STRATEGY_RV_GAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -15.5], ["2014-06-30", 16.3], ["2014-09-30", 43.4], ["2014-12-31", 34.3], ["2015-03-31", 55.9], ["2015-06-30", 20.0], ["2015-09-30", 7.7], ["2015-12-31", -0.9], ["2016-03-31", -17.4], ["2016-06-30", 1.0], ["2016-09-30", -16.1], ["2016-12-31", -2.9], ["2017-03-31", 3.9], ["2017-06-30", 11.3], ["2017-09-30", 19.8], ["2017-12-31", 12.9], ["2018-03-31", 20.4], ["2018-06-30", 13.2], ["2018-09-30", 14.3], ["2018-12-31", 44.6], ["2019-03-31", 24.2], ["2019-06-30", 21.9], ["2019-09-30", 24.9], ["2019-12-31", -2.0], ["2020-03-31", -2.7], ["2020-06-30", -16.6], ["2020-09-30", -35.0], ["2020-12-31", -25.0], ["2021-03-31", -40.2], ["2021-06-30", -33.7], ["2021-09-30", 15.7], ["2021-12-31", 8.6], ["2022-03-31", 30.1], ["2022-06-30", 34.8], ["2022-09-30", -14.3], ["2022-12-31", -12.3], ["2023-03-31", -13.5], ["2023-06-30", -16.6], ["2023-09-30", -2.6], ["2023-12-31", 45.1], ["2024-03-31", 45.6], ["2024-06-30", 51.3], ["2024-09-30", 74.1], ["2024-12-31", 0.7], ["2025-03-31", 26.7], ["2025-06-30", 29.0], ["2025-09-30", 43.9], ["2025-12-31", 54.7], ["2026-03-31", 28.1], ["2026-06-30", 30.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GAV_PCTCHANGE", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: gross assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_RV_GAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 637000000000.0], ["2013-06-30", 515000000000.0], ["2013-09-30", 514000000000.0], ["2013-12-31", 496000000000.0], ["2014-03-31", 538000000000.0], ["2014-06-30", 599000000000.0], ["2014-09-30", 737000000000.0], ["2014-12-31", 666000000000.0], ["2015-03-31", 839000000000.0], ["2015-06-30", 719000000000.0], ["2015-09-30", 794000000000.0], ["2015-12-31", 660000000000.0], ["2016-03-31", 693000000000.0], ["2016-06-30", 726000000000.0], ["2016-09-30", 666000000000.0], ["2016-12-31", 641000000000.0], ["2017-03-31", 720000000000.0], ["2017-06-30", 808000000000.0], ["2017-09-30", 798000000000.0], ["2017-12-31", 724000000000.0], ["2018-03-31", 867000000000.0], ["2018-06-30", 915000000000.0], ["2018-09-30", 912000000000.0], ["2018-12-31", 1047000000000.0], ["2019-03-31", 1077000000000.0], ["2019-06-30", 1115000000000.0], ["2019-09-30", 1139000000000.0], ["2019-12-31", 1026000000000.0], ["2020-03-31", 1048000000000.0], ["2020-06-30", 930000000000.0], ["2020-09-30", 740000000000.0], ["2020-12-31", 769000000000.0], ["2021-03-31", 627000000000.0], ["2021-06-30", 617000000000.0], ["2021-09-30", 856000000000.0], ["2021-12-31", 835000000000.0], ["2022-03-31", 816000000000.0], ["2022-06-30", 832000000000.0], ["2022-09-30", 734000000000.0], ["2022-12-31", 732000000000.0], ["2023-03-31", 706000000000.0], ["2023-06-30", 694000000000.0], ["2023-09-30", 715000000000.0], ["2023-12-31", 1062000000000.0], ["2024-03-31", 1028000000000.0], ["2024-06-30", 1050000000000.0], ["2024-09-30", 1245000000000.0], ["2024-12-31", 1069000000000.0], ["2025-03-31", 1302000000000.0], ["2025-06-30", 1354000000000.0], ["2025-09-30", 1792000000000.0], ["2025-12-31", 1654000000000.0], ["2026-03-31", 1668000000000.0], ["2026-06-30", 1761000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GAV_SUM", "description": {"notes": "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. Gross assets are based on SEC Form PF question 8. Gross assets reflect the market value of balance sheet assets. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: gross assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_RV_GNE_CHANGE": {"timeseries": {"aggregation": [["2026-06-30", 2064000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GNE_CHANGE", "description": {"notes": "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. 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 cumulative one-year change is calculated as the four-quarter increase or decrease in GNE. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: gross notional exposure cumulative one-year change (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_RV_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_RV_GNE_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", -58.5], ["2014-06-30", 20.3], ["2014-09-30", 26.4], ["2014-12-31", 29.4], ["2015-03-31", 48.2], ["2015-06-30", 5.1], ["2015-09-30", 6.1], ["2015-12-31", -0.7], ["2016-03-31", 1.1], ["2016-06-30", -3.8], ["2016-09-30", -16.5], ["2016-12-31", -1.2], ["2017-03-31", -3.5], ["2017-06-30", 20.6], ["2017-09-30", 24.8], ["2017-12-31", 29.9], ["2018-03-31", 54.8], ["2018-06-30", 37.7], ["2018-09-30", 41.7], ["2018-12-31", 50.2], ["2019-03-31", 19.9], ["2019-06-30", 27.9], ["2019-09-30", 21.7], ["2019-12-31", 11.7], ["2020-03-31", -0.1], ["2020-06-30", 2.8], ["2020-09-30", -38.5], ["2020-12-31", -38.3], ["2021-03-31", -47.3], ["2021-06-30", -54.4], ["2021-09-30", -4.7], ["2021-12-31", 4.8], ["2022-03-31", 32.2], ["2022-06-30", 25.3], ["2022-09-30", -10.8], ["2022-12-31", -21.1], ["2023-03-31", -19.2], ["2023-06-30", -1.0], ["2023-09-30", 13.4], ["2023-12-31", 65.0], ["2024-03-31", 57.9], ["2024-06-30", 55.0], ["2024-09-30", 88.5], ["2024-12-31", 9.0], ["2025-03-31", 33.9], ["2025-06-30", 39.4], ["2025-09-30", 58.3], ["2025-12-31", 75.8], ["2026-03-31", 49.5], ["2026-06-30", 43.1]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GNE_PCTCHANGE", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: gross notional exposure (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": ["FPF-STRATEGY_RV_GNE_SUM"], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_RV_GNE_SUM": {"timeseries": {"aggregation": [["2013-03-31", 3319000000000.0], ["2013-06-30", 1475000000000.0], ["2013-09-30", 1611000000000.0], ["2013-12-31", 1416000000000.0], ["2014-03-31", 1376000000000.0], ["2014-06-30", 1775000000000.0], ["2014-09-30", 2037000000000.0], ["2014-12-31", 1832000000000.0], ["2015-03-31", 2039000000000.0], ["2015-06-30", 1866000000000.0], ["2015-09-30", 2161000000000.0], ["2015-12-31", 1820000000000.0], ["2016-03-31", 2062000000000.0], ["2016-06-30", 1795000000000.0], ["2016-09-30", 1805000000000.0], ["2016-12-31", 1798000000000.0], ["2017-03-31", 1990000000000.0], ["2017-06-30", 2164000000000.0], ["2017-09-30", 2252000000000.0], ["2017-12-31", 2335000000000.0], ["2018-03-31", 3081000000000.0], ["2018-06-30", 2980000000000.0], ["2018-09-30", 3191000000000.0], ["2018-12-31", 3507000000000.0], ["2019-03-31", 3695000000000.0], ["2019-06-30", 3812000000000.0], ["2019-09-30", 3882000000000.0], ["2019-12-31", 3917000000000.0], ["2020-03-31", 3690000000000.0], ["2020-06-30", 3919000000000.0], ["2020-09-30", 2387000000000.0], ["2020-12-31", 2415000000000.0], ["2021-03-31", 1946000000000.0], ["2021-06-30", 1789000000000.0], ["2021-09-30", 2274000000000.0], ["2021-12-31", 2531000000000.0], ["2022-03-31", 2573000000000.0], ["2022-06-30", 2241000000000.0], ["2022-09-30", 2029000000000.0], ["2022-12-31", 1998000000000.0], ["2023-03-31", 2078000000000.0], ["2023-06-30", 2219000000000.0], ["2023-09-30", 2301000000000.0], ["2023-12-31", 3296000000000.0], ["2024-03-31", 3281000000000.0], ["2024-06-30", 3439000000000.0], ["2024-09-30", 4337000000000.0], ["2024-12-31", 3594000000000.0], ["2025-03-31", 4392000000000.0], ["2025-06-30", 4794000000000.0], ["2025-09-30", 6865000000000.0], ["2025-12-31", 6317000000000.0], ["2026-03-31", 6564000000000.0], ["2026-06-30", 6858000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GNE_SUM", "description": {"notes": "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. 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. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: gross notional exposure (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_GNE_SUM", "FPF-STRATEGY_RV_GNE_CHANGE", "FPF-STRATEGY_RV_GNE_PCTCHANGE"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_RV_GROSSRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.0], ["2013-06-30", 0.6], ["2013-09-30", 3.8], ["2013-12-31", 1.9], ["2014-03-31", 3.5], ["2014-06-30", 2.5], ["2014-09-30", 1.3], ["2014-12-31", 1.1], ["2015-03-31", 3.4], ["2015-06-30", 1.1], ["2015-09-30", 1.9], ["2015-12-31", 1.1], ["2016-03-31", 1.8], ["2016-06-30", 2.1], ["2016-09-30", 3.2], ["2016-12-31", 3.7], ["2017-03-31", 3.0], ["2017-06-30", 2.0], ["2017-09-30", 2.2], ["2017-12-31", 0.9], ["2018-03-31", 2.7], ["2018-06-30", 0.5], ["2018-09-30", 2.0], ["2018-12-31", 0.2], ["2019-03-31", 3.4], ["2019-06-30", 3.1], ["2019-09-30", 1.3], ["2019-12-31", 4.0], ["2020-03-31", -0.1], ["2020-06-30", 6.0], ["2020-09-30", 4.4], ["2020-12-31", 4.6], ["2021-03-31", 2.7], ["2021-06-30", 1.2], ["2021-09-30", 1.7], ["2021-12-31", 1.4], ["2022-03-31", 4.3], ["2022-06-30", -0.6], ["2022-09-30", 1.0], ["2022-12-31", 6.3], ["2023-03-31", 5.7], ["2023-06-30", 3.0], ["2023-09-30", 3.3], ["2023-12-31", 3.4], ["2024-03-31", 1.9], ["2024-06-30", 2.0], ["2024-09-30", 3.3], ["2024-12-31", 3.3], ["2025-03-31", 3.5], ["2025-06-30", 2.8], ["2025-09-30", 3.2], ["2025-12-31", 3.5], ["2026-03-31", 0.5], ["2026-06-30", 3.2]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GROSSRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: quarterly gross returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_RV_GROSSRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 4.7], ["2013-06-30", 1.0], ["2013-09-30", 2.6], ["2013-12-31", 3.1], ["2014-03-31", 4.1], ["2014-06-30", 3.1], ["2014-09-30", 1.0], ["2014-12-31", 0.2], ["2015-03-31", 2.4], ["2015-06-30", 1.4], ["2015-09-30", 0.6], ["2015-12-31", 0.2], ["2016-03-31", 0.1], ["2016-06-30", 2.5], ["2016-09-30", 3.4], ["2016-12-31", 2.1], ["2017-03-31", 3.0], ["2017-06-30", 2.3], ["2017-09-30", 2.4], ["2017-12-31", 1.8], ["2018-03-31", 2.6], ["2018-06-30", 1.0], ["2018-09-30", 2.1], ["2018-12-31", 0.6], ["2019-03-31", 2.9], ["2019-06-30", 2.7], ["2019-09-30", 1.7], ["2019-12-31", 2.4], ["2020-03-31", -8.6], ["2020-06-30", 8.5], ["2020-09-30", 5.3], ["2020-12-31", 6.4], ["2021-03-31", 4.2], ["2021-06-30", 3.2], ["2021-09-30", 3.1], ["2021-12-31", 2.6], ["2022-03-31", 2.1], ["2022-06-30", 0.6], ["2022-09-30", 1.4], ["2022-12-31", 2.9], ["2023-03-31", 3.1], ["2023-06-30", 2.2], ["2023-09-30", 3.3], ["2023-12-31", 4.5], ["2024-03-31", 3.4], ["2024-06-30", 3.0], ["2024-09-30", 4.2], ["2024-12-31", 3.3], ["2025-03-31", 3.7], ["2025-06-30", 2.6], ["2025-09-30", 3.5], ["2025-12-31", 3.3], ["2026-03-31", 1.4], ["2026-06-30", 3.3]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_GROSSRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Gross returns are before management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: quarterly gross returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_RV_LEVERAGERATIO_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 18.153], ["2013-06-30", 27.15], ["2013-09-30", 22.896], ["2013-12-31", 17.951], ["2014-03-31", 17.222], ["2014-06-30", 19.351], ["2014-09-30", 20.827], ["2014-12-31", 16.549], ["2015-03-31", 20.062], ["2015-06-30", 19.911], ["2015-09-30", 16.832], ["2015-12-31", 17.467], ["2016-03-31", 20.119], ["2016-06-30", 16.842], ["2016-09-30", 15.944], ["2016-12-31", 15.839], ["2017-03-31", 18.066], ["2017-06-30", 20.41], ["2017-09-30", 21.693], ["2017-12-31", 19.217], ["2018-03-31", 17.725], ["2018-06-30", 21.171], ["2018-09-30", 19.267], ["2018-12-31", 23.502], ["2019-03-31", 24.92], ["2019-06-30", 29.641], ["2019-09-30", 24.252], ["2019-12-31", 21.857], ["2020-03-31", 23.316], ["2020-06-30", 18.092], ["2020-09-30", 18.48], ["2020-12-31", 20.242], ["2021-03-31", 20.989], ["2021-06-30", 24.071], ["2021-09-30", 36.957], ["2021-12-31", 35.074], ["2022-03-31", 30.375], ["2022-06-30", 33.932], ["2022-09-30", 29.828], ["2022-12-31", 28.157], ["2023-03-31", 26.038], ["2023-06-30", 23.812], ["2023-09-30", 25.512], ["2023-12-31", 22.996], ["2024-03-31", 21.157], ["2024-06-30", 22.617], ["2024-09-30", 22.769], ["2024-12-31", 19.27], ["2025-03-31", 24.9], ["2025-06-30", 25.178], ["2025-09-30", 25.779], ["2025-12-31", 26.853], ["2026-03-31", 24.512], ["2026-06-30", 23.305]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_LEVERAGERATIO_GAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their gross assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: leverage (gross asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Gross asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_RV_LEVERAGERATIO_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 5.538], ["2013-06-30", 4.954], ["2013-09-30", 4.979], ["2013-12-31", 3.986], ["2014-03-31", 4.199], ["2014-06-30", 4.566], ["2014-09-30", 5.038], ["2014-12-31", 4.156], ["2015-03-31", 4.923], ["2015-06-30", 5.252], ["2015-09-30", 4.88], ["2015-12-31", 4.415], ["2016-03-31", 4.653], ["2016-06-30", 4.803], ["2016-09-30", 4.427], ["2016-12-31", 4.234], ["2017-03-31", 4.946], ["2017-06-30", 5.151], ["2017-09-30", 5.921], ["2017-12-31", 5.715], ["2018-03-31", 5.137], ["2018-06-30", 5.204], ["2018-09-30", 5.044], ["2018-12-31", 5.894], ["2019-03-31", 5.961], ["2019-06-30", 7.524], ["2019-09-30", 6.04], ["2019-12-31", 5.709], ["2020-03-31", 7.466], ["2020-06-30", 5.706], ["2020-09-30", 4.591], ["2020-12-31", 5.127], ["2021-03-31", 4.655], ["2021-06-30", 4.636], ["2021-09-30", 6.055], ["2021-12-31", 5.62], ["2022-03-31", 5.231], ["2022-06-30", 5.697], ["2022-09-30", 5.466], ["2022-12-31", 5.029], ["2023-03-31", 4.95], ["2023-06-30", 4.737], ["2023-09-30", 4.644], ["2023-12-31", 6.415], ["2024-03-31", 6.206], ["2024-06-30", 6.411], ["2024-09-30", 6.679], ["2024-12-31", 6.231], ["2025-03-31", 7.347], ["2025-06-30", 7.401], ["2025-09-30", 8.439], ["2025-12-31", 8.337], ["2026-03-31", 7.936], ["2026-06-30", 8.102]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_LEVERAGERATIO_NAVWMEAN", "description": {"notes": "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. Leverage is the ratio of gross assets to net assets based on SEC Form PF questions 8 and 9, respectively. Individual hedge funds\u2019 ratios are weighted by their net assets and then averaged. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: leverage (net asset-weighted average ratio)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "Net asset-weighted average ratio", "precision": 1}}}, "FPF-STRATEGY_RV_NAV_PCTCHANGE": {"timeseries": {"aggregation": [["2014-03-31", 11.3], ["2014-06-30", 26.0], ["2014-09-30", 41.7], ["2014-12-31", 29.0], ["2015-03-31", 32.8], ["2015-06-30", 4.6], ["2015-09-30", 11.6], ["2015-12-31", -6.2], ["2016-03-31", -12.4], ["2016-06-30", 10.2], ["2016-09-30", -8.0], ["2016-12-31", 0.7], ["2017-03-31", -2.0], ["2017-06-30", 4.0], ["2017-09-30", -10.0], ["2017-12-31", -15.9], ["2018-03-31", 15.8], ["2018-06-30", 12.1], ["2018-09-30", 34.1], ["2018-12-31", 40.2], ["2019-03-31", 7.1], ["2019-06-30", -15.9], ["2019-09-30", 4.4], ["2019-12-31", 1.1], ["2020-03-31", -22.7], ["2020-06-30", 10.1], ["2020-09-30", -14.8], ["2020-12-31", -16.7], ["2021-03-31", -3.6], ["2021-06-30", -18.4], ["2021-09-30", -12.4], ["2021-12-31", -0.7], ["2022-03-31", 15.6], ["2022-06-30", 9.8], ["2022-09-30", -5.0], ["2022-12-31", -2.7], ["2023-03-31", -8.3], ["2023-06-30", 0.7], ["2023-09-30", 14.9], ["2023-12-31", 14.5], ["2024-03-31", 16.1], ["2024-06-30", 11.6], ["2024-09-30", 20.8], ["2024-12-31", 3.6], ["2025-03-31", 6.6], ["2025-06-30", 11.6], ["2025-09-30", 14.0], ["2025-12-31", 15.1], ["2026-03-31", 18.6], ["2026-06-30", 18.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_NAV_PCTCHANGE", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative value strategy funds: net assets (percent change year-over-year)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Percent change year-over-year", "precision": 1}}}, "FPF-STRATEGY_RV_NAV_SUM": {"timeseries": {"aggregation": [["2013-03-31", 115000000000.0], ["2013-06-30", 104000000000.0], ["2013-09-30", 103000000000.0], ["2013-12-31", 124000000000.0], ["2014-03-31", 128000000000.0], ["2014-06-30", 131000000000.0], ["2014-09-30", 146000000000.0], ["2014-12-31", 160000000000.0], ["2015-03-31", 170000000000.0], ["2015-06-30", 137000000000.0], ["2015-09-30", 163000000000.0], ["2015-12-31", 150000000000.0], ["2016-03-31", 149000000000.0], ["2016-06-30", 151000000000.0], ["2016-09-30", 150000000000.0], ["2016-12-31", 151000000000.0], ["2017-03-31", 146000000000.0], ["2017-06-30", 157000000000.0], ["2017-09-30", 135000000000.0], ["2017-12-31", 127000000000.0], ["2018-03-31", 169000000000.0], ["2018-06-30", 176000000000.0], ["2018-09-30", 181000000000.0], ["2018-12-31", 178000000000.0], ["2019-03-31", 181000000000.0], ["2019-06-30", 148000000000.0], ["2019-09-30", 189000000000.0], ["2019-12-31", 180000000000.0], ["2020-03-31", 140000000000.0], ["2020-06-30", 163000000000.0], ["2020-09-30", 161000000000.0], ["2020-12-31", 150000000000.0], ["2021-03-31", 135000000000.0], ["2021-06-30", 133000000000.0], ["2021-09-30", 141000000000.0], ["2021-12-31", 149000000000.0], ["2022-03-31", 156000000000.0], ["2022-06-30", 146000000000.0], ["2022-09-30", 134000000000.0], ["2022-12-31", 145000000000.0], ["2023-03-31", 143000000000.0], ["2023-06-30", 147000000000.0], ["2023-09-30", 154000000000.0], ["2023-12-31", 166000000000.0], ["2024-03-31", 166000000000.0], ["2024-06-30", 164000000000.0], ["2024-09-30", 186000000000.0], ["2024-12-31", 172000000000.0], ["2025-03-31", 177000000000.0], ["2025-06-30", 183000000000.0], ["2025-09-30", 212000000000.0], ["2025-12-31", 198000000000.0], ["2026-03-31", 210000000000.0], ["2026-06-30", 217000000000.0]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_NAV_SUM", "description": {"notes": "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. Net assets are based on SEC Form PF question 9. Net assets measure the difference between gross assets and liabilities. In other words, net assets reflect the equity of investors in hedge funds. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative Value strategy funds: net assets (U.S. dollars)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "End of Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": ["FPF-ALLQHF_NAV_SUM"], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Value", "name": "U.S. dollars", "precision": 0}}}, "FPF-STRATEGY_RV_NETRETURN_GAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.0], ["2013-06-30", 0.0], ["2013-09-30", 2.8], ["2013-12-31", 1.3], ["2014-03-31", 2.5], ["2014-06-30", 1.7], ["2014-09-30", 0.7], ["2014-12-31", 0.4], ["2015-03-31", 2.4], ["2015-06-30", 0.5], ["2015-09-30", 1.1], ["2015-12-31", 0.5], ["2016-03-31", 1.0], ["2016-06-30", 1.4], ["2016-09-30", 2.3], ["2016-12-31", 2.7], ["2017-03-31", 2.1], ["2017-06-30", 1.3], ["2017-09-30", 1.4], ["2017-12-31", 0.4], ["2018-03-31", 1.8], ["2018-06-30", 0.1], ["2018-09-30", 1.3], ["2018-12-31", -0.2], ["2019-03-31", 2.6], ["2019-06-30", 2.3], ["2019-09-30", 0.7], ["2019-12-31", 3.0], ["2020-03-31", -1.0], ["2020-06-30", 4.9], ["2020-09-30", 3.5], ["2020-12-31", 3.6], ["2021-03-31", 1.8], ["2021-06-30", 0.9], ["2021-09-30", 1.1], ["2021-12-31", 0.8], ["2022-03-31", 3.2], ["2022-06-30", -1.0], ["2022-09-30", 0.6], ["2022-12-31", 5.1], ["2023-03-31", 4.5], ["2023-06-30", 2.2], ["2023-09-30", 2.4], ["2023-12-31", 2.5], ["2024-03-31", 1.3], ["2024-06-30", 1.3], ["2024-09-30", 2.7], ["2024-12-31", 2.4], ["2025-03-31", 2.9], ["2025-06-30", 2.0], ["2025-09-30", 2.2], ["2025-12-31", 2.3], ["2026-03-31", -0.1], ["2026-06-30", 2.4]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_NETRETURN_GAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their gross assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative Value strategy funds: quarterly net returns (gross asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Gross asset-weighted average percent", "precision": 1}}}, "FPF-STRATEGY_RV_NETRETURN_NAVWMEAN": {"timeseries": {"aggregation": [["2013-03-31", 3.6], ["2013-06-30", 0.5], ["2013-09-30", 2.0], ["2013-12-31", 2.3], ["2014-03-31", 3.2], ["2014-06-30", 2.4], ["2014-09-30", 0.6], ["2014-12-31", -0.1], ["2015-03-31", 1.7], ["2015-06-30", 0.9], ["2015-09-30", 0.2], ["2015-12-31", -0.1], ["2016-03-31", -0.4], ["2016-06-30", 2.0], ["2016-09-30", 2.9], ["2016-12-31", 1.5], ["2017-03-31", 2.3], ["2017-06-30", 1.7], ["2017-09-30", 1.6], ["2017-12-31", 1.3], ["2018-03-31", 1.8], ["2018-06-30", 0.7], ["2018-09-30", 1.6], ["2018-12-31", 0.2], ["2019-03-31", 2.3], ["2019-06-30", 2.1], ["2019-09-30", 1.2], ["2019-12-31", 1.9], ["2020-03-31", -9.0], ["2020-06-30", 7.7], ["2020-09-30", 4.4], ["2020-12-31", 5.4], ["2021-03-31", 3.4], ["2021-06-30", 2.6], ["2021-09-30", 2.3], ["2021-12-31", 2.1], ["2022-03-31", 1.6], ["2022-06-30", 0.0], ["2022-09-30", 1.0], ["2022-12-31", 2.6], ["2023-03-31", 2.7], ["2023-06-30", 1.9], ["2023-09-30", 2.6], ["2023-12-31", 3.8], ["2024-03-31", 2.8], ["2024-06-30", 2.3], ["2024-09-30", 3.6], ["2024-12-31", 2.5], ["2025-03-31", 2.9], ["2025-06-30", 2.0], ["2025-09-30", 2.7], ["2025-12-31", 2.5], ["2026-03-31", 0.9], ["2026-06-30", 2.6]]}, "metadata": {"mnemonic": "FPF-STRATEGY_RV_NETRETURN_NAVWMEAN", "description": {"notes": "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. Returns are based on SEC Form PF question 17 and are winsorized at the 1% level. Individual hedge funds\u2019 reported returns are weighted by their net assets and then averaged. Net returns are after management fees, incentive fees, and allocations. SEC Form PF question 20 lists several investment strategies, and funds self-report their share of net assets managed under each strategy. Reported strategies are mapped into one of nine broad strategies. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.", "name": "Relative Value strategy funds: quarterly net returns (net asset-weighted average percent)", "description": "", "vintage_approach": "Current vintage, as of last update", "subsetting": "None", "subtype": "None"}, "schedule": {"observation_period": "Single Quarter", "observation_frequency": "Quarterly", "start_date": "2013-03-31 00:00:00", "last_update": "2026-09-16 15:19:27"}, "rights": {"description": ""}, "parents": [], "release": {"long_name": "Hedge Fund Aggregated Statistics from SEC Form PF Filings", "href": "/hedge-fund-monitor/datasets/fpf/", "frequency": "Quarterly", "short_name": "Form PF Statistics"}, "children": [], "unit": {"display_magnitude": 0, "magnitude": 0, "type": "Percent", "name": "Net asset-weighted average percent", "precision": 1}}}}}