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The Freakshow Behind the Curtain: 25,000 funds that you didn't even know existed

ETFs? Nope. There are just about 1,800 of them - with a new, much-needed Social Media Sentiment Index ETF on the way (whew!) - controlling only $3 trillion. You already know about the 7,700 '40 Act funds and the few hundred remaining CEFs are hardly a blip (with apologies to RiverNorth, to whom they're a central opportunity).

No, I mean the other 24,725 private funds, the existence of which is revealed in unintelligible detail in a recent SEC staff report entitled Private Fund Statistics, 4th Quarter 2014 (October 2015). That roster includes:

8,625 hedge funds, up by 1100 since the start of 2013
8,407 private equity funds, up by 1400 in that same period
4,058 "other" private funds
2,386 Section 4 private equity funds
1,789 real estate funds
1,541 qualifying hedge funds
1,327 securitized asset funds
504 venture capital funds
69 liquidity funds
49 Section 3 liquidity funds, these latter two being the only categories in decline

The number of private funds was up by 4,200 between Q1/2013 and Q4/2014 with about 200 new advisers entering the market. They have $10 trillion in gross assets and $6.7 trillion in net assets. (Nope, I don't know what gross assets are.) SEC-registered funds own about 1% of the shares of those private funds.

If Table 20 is to be credited, almost no hedge ever uses a high-frequency trading strategy. (You'll have to imagine me at my desk, nodding appreciatively.)

Sadly, the report explains nothing. You get tables of technical detail with nary a definition nor an explanation in sight. "Asset Weighted-Average Qualifying Hedge Fund Investor and Portfolio Liquidity" assures that that fund liquidity at seven days is about 58% while investor liquidity in that same period is about 15%. Not a word anywhere about what that means. An appendix defines about 10 terms, no one of which is related to their data reports.

As ever,

David

Comments

  • edited October 2015
    Speaking of RiverNorth, it boggles the imagination that RNSIX could be so mediocre YTD, at slightly less than 1% total return -- when many FI cef's are up 4-5% or more, and (representing the Gundlach sleeves) DBLTX and DBSCX are up 3.1% and 3.7% respectively.

    From a quick glance at the holdings, it looks like they might be overweight junk corporate credit, which would more or less account for the underperformance. These are supposedly the credit/cef strategic experts -- did they not adjust an iota for the clear weakness in HY? Or are they just napping while they collect their investors' high E.R.s?
  • Freakshow - good investment term. Bet they can hold a butload of toxic investments in private corporate employee savings and pension plans. EMPLOYEES BEWARE
  • Maybe this is where they hide the air before exchanging it with the real world.
  • There are around the same number of Sicavs, I believe.
  • @davidmoran

    Sicavs is an old world term please enlighten on your use here in the new world??
  • edited October 2015
    Hi, Gary.

    A SICAV, société d'investissement à capital variable, is one of two common forms of mutual fund in Europe. It's equivalent to an open-end fund. Seafarer runs a SICAV, roughly translated as Rising Asia. A SICAF is structured like a closed-end one. No idea at all of how many there are, though.

    David
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