AMG Data Services - lipperusfundflows.com
Transcript of AMG Data Services - lipperusfundflows.com
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AMG Database of Fund Flows & Holdings
AMG Data Services
Content & Output
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AMG Database of Fund Flows & Holdings
Market Action = f (Supply & Demand)• Supply = f (Fundamentals & Technicals) • Demand = f (Liquidity)
Marginal Liquidity = f (Retail & Institutional Investor Demand)• $10.3 Trillion Market Proxy of Mutual Fund Investor Flows
Liquidity = f (Professional Portfolio Manager Demand)• $7.2 Trillion - Mutual Fund Quarterly Portfolio Filings
Domestic & InternationalEquities and Taxable Bonds: N-Q;N-CSR
• $14.6 Trillion - Investment Management Company Quarterly FilingsDomestic Equities: 13F
Distributed:• Browser-based Interface• FTP download access
FUND FLOWS & HOLDINGS DATABASE
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AMG Database of Fund Flows & Holdings
Fund Flow Dataset:
• $5.9 Trillion – Equities• $1.7 Trillion – Taxable Bonds• $2.5 Trillion – Money Markets• $379 Billion – Municipals
• AMG Fund Flow data: the proxy for marginal investor demand sentiment• 19000 Mutual Funds• $10.5 Trillion Assets
FUND FLOWS
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AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
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AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
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AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
![Page 7: AMG Data Services - lipperusfundflows.com](https://reader031.fdocuments.net/reader031/viewer/2022012422/6176d4d65d50ac29591fe791/html5/thumbnails/7.jpg)
AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
![Page 8: AMG Data Services - lipperusfundflows.com](https://reader031.fdocuments.net/reader031/viewer/2022012422/6176d4d65d50ac29591fe791/html5/thumbnails/8.jpg)
AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
Rate at which money is coming into or leaving the market
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AMG Database of Fund Flows & Holdings
HISTORICAL FLOWS FROM 1992
Frequency:
• Weekly• Monthly• Quarterly• Annual
Other Reports:
• Weekly Flow Rate• Weekly Market Breadth
Number of funds reporting inflows and outflows
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AMG Database of Fund Flows & Holdings
COMPARATIVE FLOWS
Frequency:
• Weekly• Monthly• Quarterly• Annual
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AMG Database of Fund Flows & Holdings
COMPARATIVE FLOWS
Frequency:
• Weekly• Monthly• Quarterly• Annual
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AMG Database of Fund Flows & Holdings
COMPARATIVE FLOWS
Frequency:
• Weekly• Monthly• Quarterly• Annual
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AMG Database of Fund Flows & Holdings
COMPARATIVE FLOWS
Frequency:
• Weekly• Monthly• Quarterly• Annual
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AMG Database of Fund Flows & Holdings
SECTORS
Investment Objective:• AMG – Prospectus• Morningstar – Investment Style
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AMG Database of Fund Flows & Holdings
SECTORS
Investment Objective:• AMG – Prospectus• Morningstar – Investment Style
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AMG Database of Fund Flows & Holdings
FUND COMPLEX FLOWS
Fund Complexes:
Drill Down To:• Fund Complex Flows• Combined Share Classes• Individual Share Classes• Histories Back to 1992
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AMG Database of Fund Flows & Holdings
FUND COMPLEX FLOWS
Fund Complexes:
Drill Down To:• Fund Complex Flows• Combined Share Classes• Individual Share Classes• Histories Back to 1992
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AMG Database of Fund Flows & Holdings
FUND COMPLEX FLOWS
Fund Complexes:
Drill Down To:• Fund Complex Flows• Combined Share Classes• Individual Share Classes• Histories Back to 1992
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AMG Database of Fund Flows & Holdings
FUND COMPLEX FLOWS
Fund Complexes:
Drill Down To:• Fund Complex Flows• Combined Share Classes• Individual Share Classes• Histories Back to 1992
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AMG Database of Fund Flows & Holdings
HOLDINGS
• AMG Portfolio data: reports professional trading activity for the investor mandate• Mutual Funds (Equities & Bonds - Domestic & International)• Investment Management Companies > $100 Million (Domestic Equities)
• Create Baskets by:• Index• Country• Exchange• Industry Group• Vendor• Custom
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AMG Database of Fund Flows & Holdings
HOLDINGSSelect Basket:
Define Liquidity:
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AMG Database of Fund Flows & Holdings
HOLDINGSOr Select Portfolio:
View Portfolio:
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AMG Database of Fund Flows & Holdings
HOLDINGSThen Define Liquidity:
Then Rank Most/Least Liquid Securities in Dataset:
Patent Pending
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AMG Database of Fund Flows & Holdings
LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS
Fund Flows:
SelectIndustry Group:
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AMG Database of Fund Flows & Holdings
LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS
Define Liquidity:
Then Rank Most/Least Liquid Securities in Dataset:
Patent Pending
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AMG Database of Fund Flows & Holdings
LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS
Patent Pending
Liquidity Ranking Report:Sort By:• Shares• Mkt Value• Pct Portfolio
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AMG Database of Fund Flows & Holdings
LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS
Share Analysis:
• Historical B/S--Activity