
These files contain repo data scraped from SEC filings of money market mutual funds used in Krishnamurthy, A., Nagel, S. and Orlov, D., 2014. Sizing up repo. Journal of Finance, 69(6), pp.2381-2417.

secdata.dta contains the raw data. See secdata_readme.txt 

The two csv files contain aggregated time-series of haircuts and repo rates from repos with overnight maturity. 

