Fund Groups

Counts are share-class representatives (one per SEC series). Values aggregate each group's members: Med = median, AUM-Wtd = AUM-weighted mean, Q25/Q75 = that percentile of the group, IQR = Q75−Q25 spread, Total = sum across reporting members. Net-flow columns sum each fund's N-PORT-reported monthly flows; filings arrive with a ~60-day lag and each fund's window ends at its own last reported month. “Adj.” and “Est.” flow columns splice on an implied tail through today where estimable — the change in AUM since the last report minus the market move — a nowcast, not a filing figure; funds without an estimate keep their reported figure. Flow % of AUM divides by current AUM (an organic growth rate); its AUM-weighted mean equals the group's total flows over total AUM. Cells are blank when too few members report the metric to speak for the group (quantiles: under 5 reporters; Med/AUM-Wtd: under 20% of the group — e.g. equity factor scores inside bond groups, 5Y returns in young cohorts). Bars behind values show each group's standing within its column (scaled to the 5th–95th percentile across all groups shown); median return columns carry a sparkline instead — the group's median member path over that column's window; click any column header to sort. Multi-year dispersion reflects current members only, so the weak tail is understated (delisted funds are absent). Quantile buckets are labeled with their value ranges (Q1 = lowest values); Unconditional buckets use one set of breakpoints across the whole universe, Conditional re-computes them within each section — a double sort that controls for the section dimension. Funds missing the bucketed field are excluded and counted above. Raw group medians mix regions, styles, and vehicle types — use the section dimension or the fund-type filter to control composition. † marks groups under 10 funds. Stock-level data as of 2026-09-30.