Equity Float, Mutual Fund & ETF Reports
Daily Liquidity Report
Published an hour before the close U.S. Equity markets, we report the previous day’s L1 (equity liquidity), mutual fund, and ETF flows. Our sample includes all 563 US-listed ETFs (total assets of $500 Bn as of February 2007) and more than 800 mutual funds (total assets of $635 Bn as of February 2007). Mutual funds and ETFs flows are broken down by investment objective and Morningstar categories.
This report also includes our estimates of equity and bond funds flow for the entire Investment Company Institute (ICI) universe of long term mutual funds. sample XLS >>
Weekly Flow Report
Sent out on Tuesday evening, this report aggregates weekly ETFs and Mutual Fund flows by Morningstar category since January 2000, along with weekly L1 components. This report is mostly designed for quants. sample XLS >>