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AMG Database of Fund Flows & Holdings

AMG Database of Fund Flows & Holdings. AMG Data Services. Content & Output. AMG Database of Fund Flows & Holdings. FUND FLOWS & HOLDINGS DATABASE. Market Action = f (Supply & Demand) Supply = f (Fundamentals & Technicals) Demand = f (Liquidity)

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AMG Database of Fund Flows & Holdings

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  1. AMG Database of Fund Flows & Holdings AMG Data Services Content & Output

  2. AMG Database of Fund Flows & Holdings FUND FLOWS & HOLDINGS DATABASE • 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

  3. AMG Database of Fund Flows & Holdings FUND FLOWS • AMG Fund Flow data: the proxy for marginal investor demand sentiment • 19000 Mutual Funds • $10.5 Trillion Assets • Fund Flow Dataset: • $5.9 Trillion – Equities • $1.7 Trillion – Taxable Bonds • $2.5 Trillion – Money Markets • $379 Billion – Municipals

  4. AMG Database of Fund Flows & Holdings HISTORICAL FLOWS FROM 1992 • Frequency: • Weekly • Monthly • Quarterly • Annual • Other Reports: • Weekly Flow Rate • Weekly Market Breadth

  5. AMG Database of Fund Flows & Holdings HISTORICAL FLOWS FROM 1992 • Frequency: • Weekly • Monthly • Quarterly • Annual • Other Reports: • Weekly Flow Rate • Weekly Market Breadth

  6. AMG Database of Fund Flows & Holdings HISTORICAL FLOWS FROM 1992 • Frequency: • Weekly • Monthly • Quarterly • Annual • Other Reports: • Weekly Flow Rate • Weekly Market Breadth

  7. AMG Database of Fund Flows & Holdings HISTORICAL FLOWS FROM 1992 • Frequency: • Weekly • Monthly • Quarterly • Annual • Other Reports: • Weekly Flow Rate • Weekly Market Breadth

  8. 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

  9. 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

  10. AMG Database of Fund Flows & Holdings COMPARATIVE FLOWS • Frequency: • Weekly • Monthly • Quarterly • Annual

  11. AMG Database of Fund Flows & Holdings COMPARATIVE FLOWS • Frequency: • Weekly • Monthly • Quarterly • Annual

  12. AMG Database of Fund Flows & Holdings COMPARATIVE FLOWS • Frequency: • Weekly • Monthly • Quarterly • Annual

  13. AMG Database of Fund Flows & Holdings COMPARATIVE FLOWS • Frequency: • Weekly • Monthly • Quarterly • Annual

  14. AMG Database of Fund Flows & Holdings SECTORS • Investment Objective: • AMG – Prospectus • Morningstar – Investment Style

  15. AMG Database of Fund Flows & Holdings SECTORS • Investment Objective: • AMG – Prospectus • Morningstar – Investment Style

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. AMG Database of Fund Flows & Holdings HOLDINGS Select Basket: Define Liquidity:

  22. AMG Database of Fund Flows & Holdings HOLDINGS Or Select Portfolio: View Portfolio:

  23. AMG Database of Fund Flows & Holdings HOLDINGS Then Define Liquidity: Then Rank Most/Least Liquid Securities in Dataset: Patent Pending

  24. AMG Database of Fund Flows & Holdings LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS Fund Flows: Select Industry Group:

  25. AMG Database of Fund Flows & Holdings LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS Define Liquidity: Then Rank Most/Least Liquid Securities in Dataset: Patent Pending

  26. AMG Database of Fund Flows & Holdings LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS • Liquidity Ranking Report: • Sort By: • Shares • Mkt Value • Pct Portfolio Patent Pending

  27. AMG Database of Fund Flows & Holdings LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS Share Analysis: • Historical B/S • --Activity

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