EPFR Spotlight:Fund Flows Market Data

Fund flows and weightings data and insights

EPFR has a monthly database of self-reported stock-level equity fund 

holdings. We aggregate the fund level holding information provided to 
us, preserving the anonymity of the data providers, and produce factors 
that can be used by financial professionals.

Successful investors are always on the lookout for data that provides
them with unique insights – EPFR data tracks the percentage ownership
of equity securities by fund groups based on criteria such as geographic
focus, style/sector, active vs. passive, and ETF vs. mutual fund.  

Each month, we look at Factor Flows - % of AUM, Equity Funds.
Our monthly Factor Flows Dashboard offers insight across 9 key factors:

• Style - growth versus value funds (based on the prospectus)
• Momentum - top versus bottom third of funds ranked on
  forty-eight-week return lagged four weeks
• Large Cap vs. Small Cap - large versus small funds (based
  on the prospectus)
• Volatility - top versus bottom third of funds ranked on standard
  deviation of fifty-two-week return
• Beta - top versus bottom third of funds ranked on beta versus the
  S&P 500 over the prior fifty-two-weeks
• Reversal - top versus bottom third of funds ranked on four-week
  return reversal
• Flows % - top versus bottom third of funds ranked on prior four-week
  Flows expressed as a percentage of assets under management
• Oil Sensitivity - top versus bottom third of funds ranked on the
  coefficient on Brent Crude from the regression of fund return against
  those of Brent Crude and the S&P 500 over the prior fifty-two weeks
• Social Responsibility - socially responsible versus other funds
  (based on the prospectus)

The SRI/ESG designation is good for the asset gathering of
the funds that adopt it…

Corporations have found value in catering to the needs and tastes
of Generations X, Y and Z, identifying and understanding their
values and embracing socially responsible (SRI) and environmental,
social and governance (ESG) criteria goals. Tech giants such as
Google claims they are “Raising the bar in making smart use of the
Earth’s resources, expecting the highest ethical standards throughout
our supply chain and creating products with people and the planet in mind”.

These sentiments certainly mesh with large segments of their customer
base, which is not shy about demanding that they strive for these standards.
Efforts such as these are being rewarded by mutual fund managers. Over
the past six years, ESG funds have experienced far more success attracting
fresh money than their non-ESG counterparts.