Weekly ETF Fund Flows: SPY Skies

July 06, 2012

Equities ETFs pulled in almost $10 billion in the week ended July 5, as total U.S.-listed ETFs rose to $1.197 trillion.

Investors plowed almost $10 billion into equities ETFs in the five trading days ended July 5, with about half of that going into the SPDR S&P 500 ETF (NYSEArca: SPY). However, sentiment began turning decidedly more risk-averse as the holiday week wore on.

Indeed on Thursday, the final day of our five-day survey, central banks around the world cut rates to help breathe new life into an economic recovery that appears to be losing steam. Then, on Friday, the U.S. government reported that the non-farms payroll report for June came in below expectations. A total of 80,000 jobs were created last month—fewer than the 95,000 economists had predicted.

But as things stood as of Thursday, net inflows amounted to $8.37 billion and total U.S.-listed ETF assets rose to $1.197 trillion from $1.58 trillion in the prior week, according to data compiled by IndexUniverse.

Much of those asset gains were linked to a 2.3 rise in the Dow Jones industrial average. However many of those gains got wiped out on Friday, July 6 in the wake of the below-expectations U.S. jobs report.

In any case, outflows from bond funds totaled more than $2 billion, with $1.67 billion of that coming from U.S. fixed-income ETFs.

The least popular ETF in the survey period was the iShares Barclays 1-3 Year Treasury Bond Fund (NYSEArca: SHY), which suffered outflows of $987.0 million.

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 5,151.11 108,613.16 4.98%
QQQ PowerShares QQQ 690.16 33,446.78 2.11%
VWO Vanguard MSCI Emerging Markets 649.96 51,905.92 1.27%
IVV iShares S&P 500 629.71 30,327.12 2.12%
XLE Energy Select SPDR 460.88 7,412.61 6.63%
IWM iShares Russell 2000 437.51 15,517.87 2.90%
EMB iShares JPMorgan USD Emerging Markets Bond 297.26 4,816.14 6.58%
UWM ProShares Ultra Russell 2000 279.15 433.71 180.61%
XLI Industrial Select SPDR 264.73 3,533.39 8.10%
SSO ProShares Ultra S&P 500 242.41 1,540.86 18.67%

 

Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SHY iShares Barclays 1-3 Year Treasury Bond -986.97 9,845.98 -9.11%
IEI iShares Barclays 3-7 Year Treasury Bond -750.18 2,449.49 -23.45%
UST ProShares Ultra 7-10 Year Treasury -561.12 133.86 -80.74%
TIP iShares Barclays TIPS Bond -323.31 22,827.80 -1.40%
AGG iShares Barclays Aggregate Bond -189.04 15,327.39 -1.22%
TNA Direxion Daily Small Cap Bull 3x -182.80 694.20 -20.84%
TLT iShares Barclays 20+ Year Treasury Bond -150.73 3,559.86 -4.06%
XLV Health Care Select SPDR -138.75 4,686.43 -2.88%
IEF iShares Barclays 7-10 Year Treasury Bond -129.90 5,055.28 -2.51%
SLV iShares Silver Trust -118.17 8,816.50 -1.32%

 

ETF Weekly Daily Flows By Asset Class

  Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity 8,606.81 554,048.56 1.55%
International Equity 1,199.65 267,031.42 0.45%
U.S. Fixed Income -1,667.46 209,902.81 -0.79%
International Fixed Income 421.11 17,563.94 2.40%
Commodities -45.04 107,730.64 -0.04%
Currency 50.70 3,001.91 1.69%
Leveraged -377.84 12,953.29 -2.92%
Inverse 26.42 19,009.88 0.14%
Asset Allocation 6.47 1,908.07 0.34%
Alternatives 152.12 4,072.15 3.74%
Total: 8,372.94 1,197,222.67 0.70%

 

Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)
1 Week Average
Volume
% of Average
UST ProShares Ultra 7-10 Year Treasury 580,618 13,891,875 478.52%
TDTT FlexShares iBoxx 3-Year Target Duration TIPS 116,727 2,430,197 416.39%
FXZ First Trust Materials AlphaDEX 220,382 3,908,755 354.72%
JKH iShares Morningstar Mid Growth 10,427 182,924 350.87%
ACWV iShares MSCI All Country World Minimum Volatility 23,184 389,029 335.60%
GBF iShares Barclays Government/Credit Bond 18,665 307,910 329.93%
GNR SPDR Global Natural Resources 56,723 915,426 322.77%
RXI iShares S&P Global Consumer Discretionary 60,622 973,316 321.11%
IXP iShares S&P Global Telecommunications 89,445 1,344,952 300.73%
TDTF FlexShares iBoxx 5-Year Target Duration TIPS 53,267 787,590 295.72%

 

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

Ticker Name Weekly Performance Weekly Volume AUM ($, mm)
GRN iPath Global Carbon ETN 32.17% 2,014 1.46
PKOL PowerShares Global Coal Portfolio 10.66% 22,573 10.16
JJG iPath Dow Jones UBS Grains Total Return ETN 10.59% 507,104 179.39
TCHI RBS China Trendpilot ETN 10.57% 3,867 3.79
JO iPath Dow Jones-UBS Coffee Total Return ETN 10.44% 164,531 28.09
WEAT Teucrium Wheat 10.30% 48,968 3.10
GRU ELEMENTS MLCX Grains - Total Return ETN 10.23% 263,085 16.45
CORN Teucrium Corn 10.16% 1,170,958 70.99
KOL Market Vectors Coal 10.11% 580,173 183.96
UGA United States Gasoline 10.08% 192,558 84.17

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

Ticker Name Weekly Performance Weekly Volume AUM ($, mm)
CVOL C-Tracks Exchange-Traded Notes on the Citi Volatility -20.39% 177,998 6.71
VXAA ETRACS 1-Month S&P 500 VIX Futures ETN -14.52% 1,100 3.60
VIIX VelocityShares VIX Short Term ETN -14.35% 2,469,739 41.92
VXX iPath S&P 500 VIX Short-Term Futures ETN -14.34% 177,535,144 1,688.31
VIXY ProShares VIX Short-Term -14.31% 2,531,126 135.95
VIXM ProShares VIX Mid-term -7.28% 64,002 82.62
VXZ iPath S&P 500 VIX Mid-Term Futures ETN -7.14% 1,355,683 258.41
LSC ELEMENTS S&P Commodity Trends Indicator - Total Return ETN -3.90% 150,402 29.24
BTAL QuantShares U.S. Market Neutral Anti-Beta -2.71% 147,985 9.47
MES Market Vectors Gulf States -2.29% 2,740 11.09

Top 10 YTD Performers

Ticker Name YTD Performance Weekly Performance AUM ($, mm)
XIV VelocityShares Daily Inverse VIX Short Term ETN 80.49 14.86 248.89
SVXY ProShares Short VIX Short-Term Futures 79.50 15.06 4.70
AAVX ETRACS Daily Short 1-Month S&P 500 VIX Futures ETN 78.86 17.17 15.50
BIB ProShares Ultra NASDAQ Biotech 60.77 6.20 27.79
RETL Direxion Daily Retail Bull 3X Shares 56.05 7.22 9.36
TQQQ ProShares UltraPro QQQ 52.32 9.59 222.65
BBVX ETRACS Daily Short 2-Month S&P 500 VIX Futures ETN 50.57 13.08 14.46
DRN Direxion Daily Real Estate Bull 3x 48.04 14.81 99.03
BDCL ETRACS 2X Leveraged Long Wells Fargo Business Development Company ETN 46.00 6.52 47.79
ITB iShares Dow Jones U.S. Home Construction 44.98 7.91 838.01

Bottom 10 YTD Performers

Ticker Name YTD Performance Weekly Performance AUM ($, mm)
UVXY ProShares Ultra VIX Short-Term Futures -88.02 -27.65 297.02
TVIX VelocityShares Daily 2X VIX Short Term ETN -86.82 -26.51 276.95
CVOL C-Tracks Exchange-Traded Notes on the Citi Volatility -68.55 -20.39 6.71
VIXY ProShares VIX Short-Term -59.59 -14.31 135.95
VXX iPath S&P 500 VIX Short-Term Futures ETN -59.47 -14.34 1,688.31
VIIX VelocityShares VIX Short Term ETN -59.44 -14.35 41.92
VXAA ETRACS 1-Month S&P 500 VIX Futures ETN -58.08 -14.52 3.60
BOIL ProShares Ultra DJ-UBS Natural Gas -51.45 10.29 67.80
TVIZ VelocityShares Daily 2X VIX Mid Term ETN -50.52 -14.46 4.38
FOL FactorShares 2X: Oil Bull/S&P 500 Bear -46.22 10.74 1.15

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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