AMG Database of Fund Flows and Holdings Calculating Fund Flows and Holdings.

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Presentation transcript:

AMG Database of Fund Flows and Holdings Calculating Fund Flows and Holdings

AMG Database of Fund Flows and Holdings Calculating Fund Flows and Holdings MARKET DATA LIQUIDITY MARGINAL FLOWS INVESTOR DEMAND

Overview Historical Reports show 800+ weeks of history for every market sector (Prospectus) and Investment Style (Morningstar); Comparative Reports show flows into all sectors with Weekly, Monthly, Quarterly, & Annual comparisons; Fund Complex Flows Reports show flows on a Complex, Sector, Combined Share Class, and Individual Share Class basis The AMG Data Services Fund Flow Reports are the primary source of information on weekly investor demand in the securities markets:

Overview The AMG Holdings reports show Portfolio Activity in comparison to other portfolios as well as activity in a security in comparison to other securities: Mutual Fund Portfolios (Quarterly) relate activity of Domestic & International securities to other securities in an Index, Country, Sector, Industry Group, or Exchange; 13F Portfolios (Quarterly) relate activity of Domestic securities to other securities in an Index, Sector, Industry Group, or Exchange; ETF Portfolios (Monthly) relate activity of component securities to each other. Together, the AMG Fund Flows and Holdings reports enable you to understand mathematical relationships about market demand with a graphic representation of actual Investor and Professional demand sentiment.

The AMG Data Services Fund Flow reports have been the primary source of information relating to weekly investor demand in the securities markets for 16 years. FUND FLOWS AND HOLDINGS

Financial Professionals and Fiduciaries can: Identify the nature of current market demand Relate the effect to their clients’ portfolios.

AMG Fund Flow data is the proxy for marginal investor demand sentiment Mutual Funds $10.5 Trillion Assets Investing in 30,000 Companies ACCURATE TIMELY COMPREHENSIVE

The AMG Fund Flow Reports are distributed in two forms: Historical and Comparative; Comparative Historical

Historical Fund Flow Report Negative Market Change Outflows Begin Positive Market Change and Inflows resume

Expanded Historical Report Total Flows divided by 4 Provides 4- Week moving average Showing reduced rate of outflows.

Weekly Comparative Fund Flow Report Morningstar Investment Style AMG Prospectus Style

Fund Complex Flows Report Select Link

Share Class Levels Links to view more. Links to more.

Share Class Historical Report

Report Frequencies Weekly Monthly Quarterly Annually

Mutual Fund and 13F Holdings

Holdings – SEC Filings AMG Portfolio data:reports professional trading activity- Quarterly and Monthly Mutual Funds (Equities & Bonds - Domestic & International) N-Q; N-CSR Investment Management Companies ($100 Million - Domestic Equities) 13F Create Data Sets: Index Country Exchange Industry Group Vendor Custom

Portfolios Select Portfolio: View Changes: Select Thousands of Current Mutual Fund and 13 F Portfolios Click to view All Activity in a Security

Liquidity Index Reports Select Data Set: Define Liquidity: Select Country; then Mutual Fund Or 13 F Portfolios Most Widely Held Securities

Liquidity Ranking Reports Define Liquidity: Rank Most/Least Liquid Securities in Dataset: Rank by Largest number of Instututions owning securties Rank by Largest Changes in Ranking Over date range

LIQUIDITY ANALYSIS: FUND FLOWS & HOLDINGS Fund Flow Report: Investor Demand Holdings Report: Professional Demand

LIQUIDITY ANALYSIS: HOLDINGS Relative Liquidity: Rank Most/Least Liquid Securities in Dataset:

LIQUIDITY ANALYSIS: RANKING Sort By: Shares Mkt Value % Portfolio

Understand Market Demand Investor Flows Portfolio Activity Resulting from the Flows Distribution: Browser-base interface FTP CSV File Download Available Introductory Pricing: Beginning at $750/year. Contact AMG Data Services for more information.