Beginning 2021:Q4, level from SEC tabulation of submissions of FOCUS reports, sum of Schedule 1 - Aggregate securities, commodities, and swaps positions, Long/bought, corporate obligations (series F8270); securities with no ready market, debt (series F8345); private label mortgage backed securities (series F8250); other asset-backed securities (series 8260); foreign securities, debt securities (series F8230); and SEC tabulation of submissions of FOGS reports, Statement of Financial Condition, Assets, sum of Securities and spot commodities owned, at market value, Corporate obligations (series F400); Other securities (series F424); and Securities owned not readily marketable, At cost (series F860). From 2000:Q1 to 2021:Q3 level from SEC tabulation of submissions of FOCUS and FOGS reports, Statement of Financial Condition, Assets, sum of Securities and spot commodities owned, at market value, Corporate obligations (series F400); 12% of Other securities (series F424); and Securities owned not readily marketable, At cost (series F860). Revaluations are estimated based on the percent change in the Merrill Lynch Corporate Master par weighted price index applied to the previous quarter's level. Unadjusted transactions are the change in the level less estimated capital gains, less any other changes in volume. Data for the most recent ten years show no significant seasonality.
Last edited on: 06/10/2025