ETF Data Daily: Investors Pull $1.7 Billion From Equity ETFs

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Investors yanked more than $1.7 billion out of U.S. equity ETFs on Thursday, with sizable redemptions from the SPDR S&P 500 (NYSEArca:SPY), PowerShares QQQ (NYSEArca:QQQQ), iShares Russell 2000 (NYSEArca:IWM) and SPDR S&P Retail (NYSEArca:XRT).

The outflows from U.S. equity ETFs were offset slightly by $153 million in net inflows into U.S. fixed-income ETFs and $130 million in inflows into inverse ETFs. All told, however, investors pulled a net $1.4 billion out of ETFs yesterday, according to data compiled by IndexUniverse, as investors took on defensive positions in the ETF markets.

No ETF saw positive inflows of more than $60 million for the day.

A number of funds showed remarkable jumps in trading volume. The PowerShares Dynamic MagniQuant Portfolio (NYSEArca:PIQ) traded more than 375,000 shares, or 21X its average daily trading volume. The Claymore/Zacks Dividend Rotation ETF (NYSEArca:IRO) saw similarly high volume, trading 288,572 shares, or 18X its average daily volume. Other funds with significant volume spikes included the UBS E-TRACS CMCI Livestock ETF (NYSEArca:UBC) and the Direxion 2-Year Treasury Bull 3X ETF (NYSEArca:TWOL).

As of the close of trading on Thursday, July 15, there were 1,014 ETFs and ETNs trading in U.S. markets with a combined $816 billion in assets under management.

Top 20 Creations (All ETFs)

Top 20 Creations (All ETFs)
Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
FAZ Direxion Daily Financial Bear 3x 52.90 1,032.16 5%
XLK Technology Select Sector SPDR 50.52 4,133.91 1%
XLF Financial Select Sector SPDR 50.18 6,116.63 1%
TZA Direxion Daily Small Cap Bear 3x 47.73 581.23 9%
XLU Utilities Select Sector SPDR 40.78 3,470.16 1%
ADRE PowerShares BLDRS Emerging Markets 50 ADR 38.82 643.64 6%
XLY Consumer Discretionary Select Sector SPDR 37.36 1,735.65 2%
JNK SPDR Barclays Capital High Yield Bond 34.71 4,694.21 1%
LQD iBoxx $ Investment Grade Corporate Bond 32.41 13,546.89 0%
EPI WisdomTree India Earnings 32.32 937.40 4%
Top 20 Redemptions (All ETFs)
Top 20 Redemptions (All ETFs)
Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 -922.22 70,098.04 -1%
QQQQ PowerShares QQQ -412.94 17,608.19 -2%
IWM iShares Russell 2000 -222.07 13,292.61 -2%
XRT SPDR S&P Retail -189.83 509.35 -27%
VO Vanguard Mid-Cap -68.43 2,469.30 -3%
VTI Vanguard Total Stock Market -60.88 14,166.46 0%
IWD iShares Russell 1000 Value -37.24 8,642.02 0%
IVE iShares S&P 500 Value -37.00 3,760.35 -1%
VGK Vanguard European -27.11 2,434.79 -1%
UUP PowerShares DB US Dollar Index Bullish -24.02 965.71 -2%
ETF Daily Flows By Asset Class
ETF Daily Flows By Asset Class
Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -1,720.71 349,978.14 -0.49%
International Equity 61.94 210,031.50 0.03%
U.S. Fixed Income 152.84 120,021.43 0.13%
International Fixed Income 7.91 4,741.08 0.17%
Commodity 0.83 81,233.05 0.00%
Currency -34.03 5,260.06 -0.65%
Inverse 129.50 20,797.58 0.62%
Leveraged -45.55 12,104.55 -0.38%
Blend - 718.05 0.00%
Alternatives 13.53 11,558.33 0.12%
Total: -1,433.73 816,443.78 -0.18%


Top 20 Volume Surprises, Funds >$50 mm AUM

Top 20 Volume Surprises (>$50mm AUM)
Ticker Name Average Volume
(30 Day)
1-Day Volume % of Average
IWZ iShares Russell 3000 Growth 33,268 259,460 780%
MGV Vanguard Mega Cap 300 Value 54,042 221,559 410%
RXI iShares S&P Global Consumer Discretionary Sector 24,078 96,253 400%
IHE iShares Dow Jones U.S. Pharmaceuticals 34,026 134,781 396%
JJG iPath Dow Jones UBS Grains Subindex Total Return ETN 58,101 228,484 393%
GWL SPDR S&P World ex-US 25,233 96,872 384%
JKE iShares Morningstar Large Growth 40,636 153,011 377%
FAN First Trust ISE Global Wind Energy 43,867 157,522 359%
BND Vanguard Total Bond Market 847,243 2,924,316 345%
MGK Vanguard Mega Cap 300 Growth 60,949 201,232 330%


Top 20 1 Day Performers, Excluding Leverage/Inverse Funds and >1,000 Shares Traded

Top 20 1 Day Performers (excluding Leverage/Inverse, >1,000 Shares Traded)
Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
VXX iPath S&P 500 VIX Short-Term Futures ETN 3.72% 23,779,293 1,330.59
NIB iPath Dow Jones-UBS Cocoa Subindex Total Return ETN 3.52% 5,162 9.17
XLBS PowerShares S&P SmallCap Materials 2.80% 1,300 2.22
XLES PowerShares S&P SmallCap Energy 2.67% 1,400 6.97
ROB Claymore/Robb Report Global Luxury 2.65% 15,935 16.09
GSR GlobalShares FTSE Emerging Markets 2.39% 2,880 63.63
EDV Vanguard Extended Duration Treasury 2.14% 19,125 146.80
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 2.06% 19,649 33.90
WFVK Wilshire 5000 Total Market 2.02% 3,800 2.42
GRU ELEMENTS MLCX Grains - Total Return ETN 1.96% 86,126 13.94
Bottom 20 1 Day Performers, Excluding Leverage/Inverse Funds and >1,000 Shares Traded
Bottom 20 1 Day Performers (Excluding Leverage/Inverse, >1,000 Shares Traded)
Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
XHB SPDR S&P Homebuilders -2.10% 4,122,524 627.70
PJB PowerShares Dynamic Banking Portfolio -2.00% 5,389 22.16
ITB iShares Dow Jones U.S. Home Construction -1.94% 383,256 238.31
JJN iPath Dow Jones-UBS Nickel Subindex Total Return ETN -1.90% 1,875 14.97
KRE SPDR KBW Regional Banking -1.79% 1,961,214 804.09
PIN PowerShares India Portfolio -1.79% 93,674 420.55
FCHI iShares FTSE China (Hong Kong Listed) -1.75% 2,820 55.32
IAT iShares Dow Jones U.S. Regional Banks -1.71% 60,181 178.05
VNM Market Vectors Vietnam -1.70% 22,908 145.74
BRXX Emerging Global Shares INDXX Brazil Infrastructure -1.59% 18,190 25.72
Disclaimer:All data as of 6 a.m. Eastern following the day noted in the headline. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

Don't forget to check IndexUniverse.com's ETF Data section.

Copyright ® 2010 Index Publications LLC . All Rights Reserved.



The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of The NASDAQ OMX Group, Inc.



This article appears in: Investing , ETFs


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