Note: 
- the data has been cleaned to some extent, but there are still erroneous observations (e.g., negative haircuts or maturities) in some cases 
- there are some columns in the data that we didn't end up using in our paper

rdate = SEC report date 
initdate = repo initiation dte 
repdate = repurchase date 
parval = nominal value of repo 
repval = repurchase value 
collvalue = market value of collateral
...count variables = count of collateral types mentioned in collateral description 
govtfund = equals 1 for Government securities MMF 
haircut = repo haircut
initmaturity = maturity when repo was initiated (calendar days)
leftmaturity = remaining maturity on the SEC report date
workmaturity = initial maturity (working days) 
overnight = overnight repo indicator 
colltype = collateraltype (in the case of mixed collateral basket, the majority of mentions in description of collateral) 
pabs = share of private ABS collateral 
pabsvalue = market value of private ABS collateral
... followed by the same for ustreas = US Treasuries, CD = Certificate of Deposits, Corp = Corporate Debt, 
Agcy = Agency securities, loan = whole loans, equity = equities, muni = munis, cp = commercial paper