Funds Analysis

Centro de Finanças e Macroeconomia

Aggregate Allocation of Brazilian Investment Funds

Last update: March/2022

Author: Guilherme Souza

This study shows trends in investment allocation using portfolio data of Brazilian investment funds. Information is provided by Brazil’s Securities Comission (Comissão de Valores Mobiliários – CVM), which provides monthly position for all funds that operate in the Brazilian market.

We breakdown positions for different assets and show how positions are evolving over time with intuitive graphs. Assets analyzed are stocks, public bonds, future yields and private credit. The presentation can be downloaded below.

Long/Short Ratio for Investment Funds

In this graph, we provide total amount of stocks, calls and futures that were purchased (long positions) divided by the total amount of stocks and futures that were shorted plus puts. This shows how much funds are interested in long or short positions in the Brazilian market.

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Presentation: Download

Source: CVM