Aggregate ESG Portfolio
This is the aggregate portfolio held by all ESG mutual funds. Portfolio weights are constructed as the sum of total dollar holdings held by ESG funds divided by their aggregate assets under management.
Link to Data: ESG_Portfolio.csv
ESG Dollar Flows
Dollar flows into and out of the aggregate ESG portfolio by all institutions: banks, pension funds, mutual funds, investment advisors, insurance companies, other institutions, and households (non-13F investors). The data are reported quarterly and denoted in million USD.
Link to Data: ESG_Flows.csv
Aggregate ESG Demand
This series reports aggregate ESG demand as the AUM-weighted average demand coefficient for ESG identified from a logit demand system.
Link to Data: ESG_Demand.csv