AMG Database of Fund Flows & Holdings

AMG Database of Fund Flows & Holdings

AMG Data ServicesContent & Output


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 & International Equities and Taxable Bonds: N-Q;N-CSR• $14.6 Trillion - Investment Management Company Quarterly Filings Domestic Equities: 13F

Distributed:• Browser-based Interface• FTP download access

FUND FLOWS & HOLDINGS DATABASE


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


HISTORICAL FLOWS FROM 1992

Frequency:

• Weekly• Monthly• Quarterly• Annual

Other Reports:

• Weekly Flow Rate• Weekly Market Breadth



Frequency:


Other Reports:


Rate at which money is coming into or leaving the market



Frequency:


Other Reports:


Number of funds reporting inflows and outflows


COMPARATIVE FLOWS

Frequency:



SECTORS

Investment Objective:• AMG – Prospectus• Morningstar – Investment Style


FUND COMPLEX FLOWS

Fund Complexes:

Drill Down To:• Fund Complex Flows• Combined Share Classes• Individual Share Classes• Histories Back to 1992


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


HOLDINGSSelect Basket:

Define Liquidity:


HOLDINGSOr Select Portfolio:

View Portfolio:


HOLDINGSThen Define Liquidity:

Then Rank Most/Least Liquid Securities in Dataset:

Patent Pending


LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS

Fund Flows:

SelectIndustry Group:


LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGSDefine Liquidity:

Then Rank Most/Least Liquid Securities in Dataset:

Patent Pending



Patent Pending

Liquidity Ranking Report:Sort By:• Shares• Mkt Value• Pct Portfolio



Share Analysis:

• Historical B/S--Activity

AMG Database of Fund Flows & Holdings

Documents

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