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 Nasdaq, Inc.



This article appears in: Investing , ETFs


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