Markets

Daily ETF Flows: VYM Sheds $1.02B

The Vanguard High Dividend Yield ETF (NYSEArca:VYM) dropped $1.02 billion of its assets on Monday, March 18, while the S&P 500 slid 8.60 points, or 0.55 percent, to close at 1,552.10, and U.S.-listed ETF assets retreated to $1.456 trillion.

Top 10 Creations (All ETFs )

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 2,952.18 133,604.29 2.26%
QQQ PowerShares QQQ 604.90 32,083.49 1.92%
IWF iShares Russell 1000 Growth 518.98 18,496.29 2.89%
DIA SPDR Dow Jones Industrial Average Trust 216.30 10,806.35 2.04%
TDTT FlexShares iBoxx 3-Year Target Duration TIPS 116.30 1,315.06 9.70%
VEA Vanguard MSCI EAFE 110.13 12,627.87 0.88%
IVV iShares Core S&P 500 109.53 39,923.32 0.28%
XLU Utilities Select SPDR 85.30 5,859.75 1.48%
XLY Consumer Discretionary Select SPDR 75.70 4,252.50 1.81%
XLI Industrial Select SPDR 73.03 5,115.26 1.45%

Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
VYM Vanguard High Dividend Yield -1,021.22 5,231.02 -16.33%
GLD SPDR Gold -698.27 62,859.37 -1.10%
TLT iShares Barclays 20+ Year Treasury Bond -418.72 2,989.17 -12.29%
IWM iShares Russell 2000 -409.81 18,997.45 -2.11%
EEM iShares MSCI Emerging Markets -382.59 47,422.03 -0.80%
SLV iShares Silver Trust -139.15 9,796.16 -1.40%
MDY SPDR S&P MidCap 400 -124.12 11,626.09 -1.06%
LQD iShares iBoxx $ Investment Grade Corporate Bond -119.32 23,744.68 -0.50%
SCHA Schwab U.S. Small-Cap -106.58 1,029.51 -9.38%
PRF PowerShares FTSE RAFI US 1000 -93.74 1,697.81 -5.23%

ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity 2,951.65 694,577.55 0.42%
International Equity -349.63 355,393.77 -0.10%
U.S. Fixed Income -379.85 230,516.78 -0.16%
International Fixed Income 40.90 26,991.24 0.15%
Commodities -930.70 107,644.70 -0.86%
Currency 5.57 2,769.98 0.20%
Leveraged -134.46 13,751.54 -0.98%
Inverse 13.28 18,156.45 0.07%
Asset Allocation -28.20 2,993.64 -0.94%
Alternatives -69.79 3,398.91 -2.05%
Total: 1,118.75 1,456,194.54 0.08%

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

Ticker Name Average Volume(30 Day) 1-Day Volume % of Average
BIL SPDR Barclays 1-3 Month T-Bill 460,859 4,477,879 971.64%
IYH iShares Dow Jones U.S. Healthcare 71,161 524,260 736.73%
RWK RevenueShares Mid Cap 19,333 112,594 582.38%
VIOO Vanguard S&P Small-Cap 600 5,465 28,465 520.87%
RZG Guggenheim S&P SmallCap 600 Pure Growth 9,465 48,630 513.77%
GNR SPDR Global Natural Resources 82,941 395,757 477.15%
TDTT FlexShares iBoxx 3-Year Target Duration TIPS 713,032 2,862,134 401.40%
BSCD Guggenheim BulletShares 2013 Corporate Bond 47,782 183,949 384.98%
IWF iShares Russell 1000 Growth 2,451,717 8,928,643 364.18%
IGE iShares S&P North American Natural Resources 364,290 1,311,030 359.89%

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)
VIIX VelocityShares VIX Short Term ETN 5.07% 846,832 19.94
VXX iPath S&P 500 VIX Short-Term Futures ETN 5.07% 74,850,386 1,317.67
VIXY ProShares VIX Short-Term 5.06% 3,566,414 193.49
VIXM ProShares VIX Mid-term 1.40% 77,884 65.68
VXZ iPath S&P 500 VIX Mid-Term Futures ETN 1.40% 826,674 56.35
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 1.12% 20,472 78.79
EDV Vanguard Extended Duration Treasury 1.11% 17,807 152.66
DGL PowerShares DB Gold 0.76% 26,127 230.12
TLT iShares Barclays 20+ Year Treasury Bond 0.73% 9,152,175 2,989.17
VGLT Vanguard Long-Term Government Bond 0.72% 1,118 247.79
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)
SGG iPath Dow Jones-UBS Sugar Total Return ETN -3.30% 20,796 32.78
RSX Market Vectors Russia -3.10% 5,139,331 1,466.85
KWT Market Vectors Solar Energy -2.95% 6,680 11.62
RBL SPDR S&P Russia -2.89% 28,358 33.38
TAN Guggenheim Solar -2.85% 125,293 64.22
JJC iPath Dow Jones-UBS Copper Total Return ETN -2.74% 61,218 113.10
JJS iPath Dow Jones-UBS Softs Total Return ETN -2.69% 182,985 9.89
ERUS iShares MSCI Russia Capped -2.69% 319,406 253.57
ESR iShares MSCI Emerging Markets Eastern Europe -2.51% 12,820 24.33
JO iPath Dow Jones-UBS Coffee Total Return ETN -2.43% 261,122 98.55

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.

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