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EPFR: Fund Flows and Allocations Data: Home

Guide to content contained in EPFR

How to Use

EPFR can only be used for academic research at Princeton University by current students, faculty, and staff.

 

Source

Description

Available

EPFR

Data on global equity and bond fund flows and allocations. Tracking of ETF’s and mutual funds that are tagged with a number of mandates (Currency, region, sector, market cap, duration, etc.) to dissect investor sentiment. Data from 1995 for emerging markets, 2002 for developed markets.

Online access via personal login. To gain credentials email EPFR rep at: natasha.cabrera@epfr.com

  • Stocks
    • Stocks – International
      • Stocks-International: EPFR contains equity fund flows from developed and emerging markets across the globe and you can filter by country, larger region, or make a custom group. Historical data varies by country, but on average there is data from 2000 monthly and weekly.
      • China – Equity fund flows in and out of China since the year 2000.
      • India - Equity fund flows in and out of India since the year 2000.
    • Stocks- USA : EPFR tracks money into funds with a mandate to invest in equities. The funds are tagged so you can sort money flows into sector and industry. Data since 2000.
  • Bonds
    • Corporate Bonds
      • USA & International: EPFR tracks funds with a mandate to invest in bonds across the world, data since 2001. You can filter via bond characteristics (Duration, grade, currency, etc.). EPFR also tracks bond fund flows on a security level data so you can gage sentiment on issuers and holders.
      • China: EPFR has data since 2011
    • Government & Municipal Bonds: EPFR has data since 2004 for some regions and you can search via country and US State. The official terms to search by are: Sovereign bonds, Inflation Protected (TIPS), and Municipal.
  • Commercial Loans : EPFR tracks funds that primarily invest in floating-rate bank loans (loans that offer high interest payments that typically float above a common short-term benchmark, such as LIBOR).  Data available from 2007.
  • Corporate Governance/ ESG/News Analysis: EPFR tracks ESG mandated funds since 2000 for equity funds, 2005 for bond funds.
  • Mutual Funds/ Exchange traded Funds: EPFR tracks 100% of the global ETF universe and 95% of Mutual Funds(excluding pension funds, hedge funds, insurance companies, sovereign wealth funds, asset owners). Equity ETF’s since 2002, Bond ETF’s since 2007, Equity mutual funds since 1996, bond mutual funds since 2002 .
  • Housing, Real Estate REIT: EPFR offers fund flow and fund allocations into global real estate sector since 2003. You can break this down into various regions.
  • Exchange Rates: EPFR tracks the movement of money via fund flows. You can search via fund currency on a weekly and monthly basis since 2000.