Daily ETF Flows: SPY Drops $2.58B

November 19, 2012

SPY lost $2.58 billion on Friday, Nov. 16, as outflows offset the Dow's gains and total U.S.-listed ETF assets held steady at $1.254 trillion.

 

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
MDY SPDR S&P MidCap 400 321.51 8,981.47 3.71%
GLD SPDR Gold 166.02 73,928.71 0.23%
XLU Utilities Select SPDR 135.88 6,051.65 2.30%
FXI iShares FTSE China 25 102.14 6,273.79 1.66%
QQQ PowerShares QQQ 93.44 29,098.77 0.32%
BIL SPDR Barclays 1-3 Month T-Bill 77.88 1,575.86 5.20%
EELV PowerShares S&P Emerging Markets Low Volatility 67.28 80.73 500.00%
XOP SPDR S&P Oil & Gas Exploration & Production 56.22 973.65 6.13%
IWN iShares Russell 2000 Value 48.31 3,934.14 1.24%
SHY iShares Barclays 1-3 Year Treasury Bond 42.23 8,453.45 0.50%

Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 -2,584.59 98,825.47 -2.55%
IWM iShares Russell 2000 -658.75 13,764.00 -4.57%
HYG iShares iBoxx $ High Yield Corporate Bond -136.20 15,771.96 -0.86%
XLF Financial Select SPDR -106.20 8,116.74 -1.29%
VXX iPath S&P 500 VIX Short-Term Futures ETN -79.26 1,412.17 -5.31%
DVY iShares Dow Jones Select Dividend -69.39 10,410.90 -0.66%
JNK SPDR Barclays High Yield Bond -59.40 11,575.87 -0.51%
XHB SPDR S&P Homebuilders -49.74 1,820.48 -2.66%
VWO Vanguard MSCI Emerging Markets -48.96 54,958.42 -0.09%
SLV iShares Silver Trust -46.86 10,263.90 -0.45%

ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -2,872.87 549,359.22 -0.52%
International Equity 91.29 293,575.97 0.03%
U.S. Fixed Income -14.08 225,971.69 -0.01%
International Fixed Income 14.67 24,243.86 0.06%
Commodities 120.06 120,417.49 0.10%
Currency 9.91 2,867.73 0.35%
Leveraged 76.16 12,738.70 0.60%
Inverse -39.99 18,929.62 -0.21%
Asset Allocation 2.11 2,238.18 0.09%
Alternatives -88.83 3,737.08 -2.38%
Total: -2,701.57 1,254,079.53 -0.22%

Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)
1-Day Volume % of Average
AUD PIMCO Australia Bond 9,962 164,338 1,649.70%
PXJ PowerShares Dynamic Oil & Gas Services 44,872 599,176 1,335.29%
VDC Vanguard Consumer Staples 83,799 639,661 763.33%
NFO Guggenheim Insider Sentiment 10,374 76,919 741.45%
INDY iShares S&P India Nifty 50 250,521 1,593,641 636.13%
DOL WisdomTree International LargeCap Dividend 20,129 115,953 576.05%
FYX First Trust Small Cap Core AlphaDEX 55,160 295,410 535.55%
VQT Barclays S&P Veqtor ETN 17,121 87,721 512.36%
QQEW First Trust NASDAQ-100 Equal Weighted 19,105 94,792 496.16%
ITF iShares S&P/TOPIX 150 12,586 60,692 482.21%

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

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
REM iShares FTSE NAREIT Mortgage Plus Capped 3.88% 1,680,076 840.68
AMJ JPMorgan Alerian MLP ETN 3.22% 1,983,534 4,996.17
MLPA Global X MLP 3.17% 9,880 15.06
ITB iShares Dow Jones U.S. Home Construction 3.06% 4,352,788 1,510.03
YMLP Yorkville High Income MLP 3.00% 177,722 82.27
GAZ iPath Dow Jones-UBS Natural Gas Total Return ETN 2.77% 85,075 43.98
PCEF PowerShares CEF Income Composite 2.55% 358,081 363.08
KBWD PowerShares KBW High Dividend Yield Financial 2.47% 83,543 156.16
IBB iShares NASDAQ Biotechnology 2.28% 941,509 1,999.10
UNG United States Natural Gas 2.25% 4,598,528 1,223.05

Bottom 10 1-Day Performers, Excluding Leverage/Inverse Funds and <1,000 Shares Traded

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
VIXY ProShares VIX Short-Term -5.23% 951,684 162.10
VXX iPath S&P 500 VIX Short-Term Futures ETN -5.22% 45,973,748 1,412.17
VIIX VelocityShares VIX Short Term ETN -5.22% 653,230 8.01
NIB iPath Dow Jones-UBS Cocoa Total Return ETN -3.56% 12,334 32.34
CHOC iPath Pure Beta Cocoa ETN -3.30% 3,200 5.41
TAN Guggenheim Solar -2.98% 29,146 35.69
EWI iShares MSCI Italy -2.66% 1,468,808 310.90
PALL ETFS Physical Palladium -2.51% 28,853 443.99
EUFN iShares MSCI Europe Financials -2.42% 26,597 28.64
GRN iPath Global Carbon ETN -2.27% 1,500 1.09

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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