Stock Flows

Stock flows is a derived dataset that delivers aggregate daily and monthly total dollar flows to individual securities.

EPFR also provides the average percentage allocation of fund managers to individual securities, by Geographic Focus. This output is also aggregate data, which we provide monthly at the stock level only.

There are 4 different outputs of average allocations that EPFR provides. This includes equal and Fund-weighted average percentage allocations which can include or exclude funds with zero allocation in the calculation.

Both average allocation and stock dollar flow can also be broken down by active/passive, etf/mutual.

Due to NDA’s EPFR has signed we cannot release stock allocations at the fund level, which is why all the reports within EPFR’s Stock Flows product are aggregate values at the security level. If there is a specific universe of funds that the user would like to see, EPFR’s team of quantitative analysts can help create custom aggregate files.