Work done to date on the SMBH mass function has brought to light some interesting puzzles, the best known of which is cosmic downsizing. The solution to this problem is based upon the methodology by which we determine SMBH masses, which comes mainly from studies of active galaxies. The most massive SMBHs cease to be active at earlier epochs than their less massive counterparts, thus leading to an apparent decrease in the SMBH mass function with time. The larger SMBHs should still be present in the local Universe, but they lie in quiescent galaxies. This lack of certainty reflects the biggest gap in the observational record – the mass of SMBHs in quiescent galaxies.