The Lipper FMI Liquidity Buy List uses ETF index portfolios to rank relative buy/hold activity from SEC 13-F filings by Investment Management Companies managing >$100 million. Portfolios representing each market sector rank the number of institutions buying/holding each security in the portfolio; ranking most to least liquid.
The Lipper FMI Liquidity Buy List derives two data sets; one ranks those securities increasing in rank (liquidity) most in the current period, and the other ranks those securities increasing in rank for the most consecutive periods.
The sample below of both rankings for each Equity market sector demonstrates increasing liquidity in those securities during the devastating Q4 markets. |