Beginning in 2012:Q4, level for qualifying hedge funds calculated from SEC Form PF Question 43, secured borrowing via reverse repo from U.S. financial institutions and U.S. creditors that are not financial institutions. Level for non-qualifying hedge funds estimated from Form PF Question 12, borrowing from U.S. financial institutions and U.S. creditors that are not financial institutions. This value is then distributed between the borrowing categories based on shares calculated from the qualifying funds. Annual filer data is filled forward for at most three quarters each year.
Last edited on: 09/17/2020