Markets

Daily ETF Flows: SPY Sheds $1.32B

The SPDR S&P 500 ETF (NYSEArca:SPY) dropped $1.32 billion in assets on Wednesday, June 5, while total U.S.-listed ETFs continued to suffer overall losses, ending the day at $1.480 trillion. Markets were down, with the S&P 500 falling 22.48 points, or 1.38 percent, to close at 1,608.90.

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
VTI Vanguard Total Stock Market 381.94 30,941.96 1.25%
EWG iShares MSCI Germany 288.60 3,393.00 9.30%
EWU iShares MSCI United Kingdom 267.26 1,937.66 16.00%
VOO Vanguard S&P 500 240.82 9,809.20 2.52%
VXF Vanguard Extended Market 235.11 2,496.32 10.40%
UWM ProShares Ultra Russell 2000 191.09 1,016.37 23.15%
XOP SPDR S&P Oil & Gas Exploration & Production 179.49 777.79 30.00%
DIA SPDR Dow Jones Industrial Average Trust 127.03 12,656.92 1.01%
XLY Consumer Discretionary Select SPDR 99.47 5,592.31 1.81%
VTV Vanguard Value 95.06 10,203.33 0.94%

Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 -1,322.99 134,804.41 -0.97%
EWH iShares MSCI Hong Kong -415.78 3,039.26 -12.03%
XLP Consumer Staples Select SPDR -256.13 6,764.18 -3.65%
XLV Health Care Select SPDR -239.32 6,571.57 -3.51%
UST ProShares Ultra 7-10 Year Treasury -231.97 461.17 -33.47%
XLE Energy Select SPDR -207.27 7,371.71 -2.73%
PWV PowerShares Dynamic Large Cap Value -172.52 582.24 -22.86%
HYG iShares iBoxx $ High Yield Corporate Bond -166.03 14,214.18 -1.15%
LQD iShares iBoxx $ Investment Grade Corporate Bond -140.48 21,868.68 -0.64%
EPP iShares MSCI Pacific ex-Japan -124.23 3,713.01 -3.24%

ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -1,104.06 739,939.05 -0.15%
International Equity -213.13 349,017.85 -0.06%
U.S. Fixed Income -628.73 234,253.11 -0.27%
International Fixed Income -77.76 27,588.14 -0.28%
Commodities 14.64 83,095.53 0.02%
Currency -4.30 2,459.95 -0.17%
Leveraged 22.84 15,609.90 0.15%
Inverse 107.53 20,057.48 0.54%
Asset Allocation 3.87 3,570.90 0.11%
Alternatives -59.74 3,535.81 -1.69%
Total: -1,938.83 1,479,127.72 -0.13%

Top 10 Volume Surprises, Funds 'gt;$50 mm AUM

Ticker Name Average Volume(30 Day) 1-Day Volume % of Average
XLG Guggenheim Russell Top 50 Mega Cap 30,463 377,376 1,238.78%
FDT First Trust Developed Markets Ex-U.S. AlphaDex 26,674 253,341 949.78%
FFR First Trust FTSE EPRA/NAREIT Developed Markets Real Estate 22,396 189,222 844.91%
MLN Market Vectors Long Municipal 49,461 371,694 751.49%
PICB PowerShares International Corporate Bond 63,602 450,803 708.79%
WDTI WisdomTree Managed Futures Strategy 33,496 163,238 487.34%
RSP Guggenheim S&P 500 Equal Weight 731,968 3,390,569 463.21%
MDYG SPDR S&P MidCap 400 Growth 5,430 24,332 448.11%
IXUS iShares Core MSCI Total International Stock 60,562 263,713 435.44%
FEM First Trust Emerging Markets AlphaDex 128,404 549,115 427.65%

Top 10 1-Day Performers, Excluding Leverage/Inverse Funds and 'lt;1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
CVOL C-Tracks Citi Volatility ETN 9.00% 8,320 1.98
AGF PowerShares DB Agriculture Long ETN 6.78% 2,584 4.12
VXX iPath S&P 500 VIX Short-Term Futures ETN 4.24% 74,810,510 1,403.34
VIXY ProShares VIX Short-Term 4.12% 3,062,943 251.30
VIIX VelocityShares VIX Short Term ETN 4.11% 815,121 19.75
JJU iPath Dow Jones-UBS Aluminum Total Return ETN 2.45% 3,200 2.87
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 1.97% 15,173 77.82
EDV Vanguard Extended Duration Treasury 1.75% 20,797 172.48
VIXM ProShares VIX Mid-term 1.45% 234,418 68.65
VIIZ VelocityShares VIX Mid Term ETN 1.42% 56,140 3.01
Bottom 10 1-Day Performers, Excluding Leverage/Inverse Funds and 'lt;1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
DXJ WisdomTree Japan Hedged Equity -4.55% 10,753,079 9,319.54
DBJP db X-trackers MSCI Japan Hedged Equity -4.55% 156,702 104.45
NKY Maxis Nikkei 225 -4.25% 1,772,240 248.00
EWJ iShares MSCI Japan -3.81% 87,543,216 10,906.95
IDXJ Market Vectors Indonesia Small Cap -3.66% 76,998 11.24
THD iShares MSCI Thailand Capped Investable Market -3.61% 475,915 943.40
FEFN iShares MSCI Far East Financials -3.51% 6,311 8.41
IFAS iShares FTSE EPRA/NAREIT Developed Asia -3.40% 17,135 39.34
ITF iShares S&P/TOPIX 150 -3.36% 18,720 83.79
TDH db X-trackers 2020 Target Date -3.34% 1,498 30.83

Disclaimer:All data as of 6 a.m. Eastern time the date the article is published. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

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


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

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