EPFR, a subsidiary of Informa Financial Intelligence and worldwide industry leader in providing fund flows and allocation data to financial institutions, has launched the EPFR Fixed Income Flows and Holdings dataset providing exclusive monthly, fund-level securities data.
The new dataset helps clients strengthen their understanding of ownership and demand for over 50,000 fixed income securities.
The EPFR Fixed Income Flows and Holdings dataset provides insight into bond ownership across multiple fund groups and gives clients a wide range of tools to filter the data. These include fund geo-focus, sector focus, trading currency and maturity date. Clients can also run comparative analysis using active vs passive, institutional vs retail and foreign vs domestic filters. The dataset currently offers history back to 2018, opening the door to quantitative analysis and modelling.
The Fixed Income Flows and Holdings dataset utilizes a subset of the 142,500 globally domiciled funds tracked by EPFR on a daily, weekly and monthly basis. By combining the flows, allocations and holdings information reported by over 2,000 funds, the new dataset provides clients with a window into the appetite of mutual funds and ETFs for individual corporate, sovereign and other bond types. With historical data dating back to October 2018, quant analysts can run regression analysis and back tests to create investible signals based on how individual and groups of bonds trade.
