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Daily ETF Flows

Daily ETF Flows: LQD Adds $196.8 Million
By Alex Ulam | May 31, 2012

Related ETFs: XLF / XLV / IYR / HYG / LQD / QQQ

Investors plowed $196.8 million into the iShares iBoxx Investment Grade Corporate Bond Fund (NYSEArca: LQD), making it No. 2 on IndexUniverse’s “Top 10 Creations” list. Stocks were down on concerns about Greece’s debt crisis and the potential for financial contagion.

Net flows were $1.10 billion; however, falling stocks pulled total assets under management down to $1.137 trillion from $1.150 trillion on Tuesday, May 29.

The Dow Jones industrial average was down 160. 83 points, or 1.3 percent, to close at 12,419.86. Stocks fell as investors grew increasingly concerned about Greece and apprehension about Italy and Spain was reflected in rising bond yields in those countries. The S&P 500 dropped 19.10 points, or 1.4 percent, to close at 1,313.36.

The No. 1 fund on IndexUniverse’s top 10 creations list was the PowerShares QQQ Trust (NasdaqGM: QQQ), which had $364.6 million in inflows. The No. 3 fund on the creations list was the Financial Select Sector SPDR ETF (NYSEArca: XLF), which pulled in $177.3 million in inflows.

U.S.-focused equity ETFs had $550.5 million in inflows. U.S.-focused fixed-income ETFs had $478.9 million inflows.

Redemptions

Investors pulled $182.5 million from the iShares Dow Jones U.S. Real Estate Index Fund (NYSEArca: IYR), making it No. 1 on IndexUniverse’s “Top 10 Redemptions” list.

The No. 2 fund on the redemptions list was the iShares iBoxx $ High Yield Corporate Bond Fund (NYSEArca: HYG), which suffered $176.9 million in outflows. The No. 3 fund on the list was the Heath Care Select Sector SPDR ETF (NYSEArca: XLV), which had $103.4 million in outflows.

 

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
QQQ PowerShares QQQ 364.63 29,606.75 1.25%
LQD iShares iBoxx $ Investment Grade Corporate Bond 196.78 21,101.23 0.94%
XLF Financial Select SPDR 177.35 5,662.76 3.23%
XLE Energy Select SPDR 173.29 6,284.51 2.84%
XLB Materials Select SPDR 93.45 2,175.40 4.49%
BND Vanguard Total Bond Market 75.82 17,024.90 0.45%
BIL SPDR Barclays Capital 1-3 Month T-Bill 68.73 1,461.66 4.93%
VOO Vanguard S&P 500 63.29 4,338.95 1.48%
TIP iShares Barclays TIPS Bond 60.23 23,296.96 0.26%
UUP PowerShares DB US Dollar Index Bullish 50.51 1,235.25 4.26%


Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
IYR iShares Dow Jones U.S. Real Estate -182.49 3,722.80 -4.67%
HYG iShares iBoxx $ High Yield Corporate Bond -176.88 14,150.40 -1.23%
XLV Health Care Select SPDR -103.40 4,287.21 -2.35%
SPY SPDR S&P 500 -79.07 97,251.00 -0.08%
XLI Industrial Select SPDR -48.71 3,102.57 -1.55%
TVIX VelocityShares Daily 2X VIX Short Term ETN -44.30 502.54 -8.10%
IBB iShares NASDAQ Biotechnology -43.52 1,834.16 -2.32%
TNA Direxion Daily Small Cap Bull 3x -40.41 829.57 -4.64%
XLY Consumer Discretionary Select SPDR -38.86 3,339.97 -1.15%
XIV VelocityShares Daily Inverse VIX Short Term ETN -35.44 229.65 -13.37%


ETF Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity 550.47 519,661.97 0.11%
International Equity 25.43 252,515.27 0.01%
U.S. Fixed Income 478.90 205,723.09 0.23%
International Fixed Income 21.30 16,254.00 0.13%
Commodities -46.68 101,998.32 -0.05%
Currency 24.66 3,105.17 0.79%
Leveraged -75.06 12,099.09 -0.62%
Inverse 134.71 19,545.92 0.69%
Asset Allocation -1.73 1,853.19 -0.09%
Alternatives -11.60 4,272.10 -0.27%
Total: 1,100.39 1,137,028.12 0.10%


Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)		 1-Day Volume % of Average
SCHE Schwab Emerging Markets Equity 168,691 1,146,708 679.77%
PPH Market Vectors Pharmaceutical 148,224 804,678 542.88%
SCHA Schwab U.S. Small-Cap 132,017 704,501 533.64%
PAF PowerShares FTSE RAFI Asia Pacific ex-Japan Portfolio 5,083 25,779 507.21%
TUR iShares MSCI Turkey Investable Market 218,799 1,092,457 499.30%
DTYS iPath U.S. Treasury 10-Year Bear ETN 34,925 146,398 419.18%
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 27,467 112,322 408.94%
GBF iShares Barclays Government/Credit Bond 7,389 30,102 407.39%
IBND SPDR Barclays Capital International Corporate Bond 24,975 101,472 406.30%
XPH SPDR S&P Pharmaceuticals 94,073 376,248 399.95%


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

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
VXX iPath S&P 500 VIX Short-Term Futures ETN 6.92% 52,006,188 1,823.39
VIXY ProShares VIX Short-Term 6.75% 1,150,945 169.52
VIIX VelocityShares VIX Short Term ETN 6.38% 331,257 31.68
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury 3.97% 112,322 172.03
EDV Vanguard Extended Duration Treasury 3.96% 27,849 225.00
VXZ iPath S&P 500 VIX Mid-Term Futures ETN 2.98% 391,302 268.23
HYXU iShares Global ex USD High Yield Corporate Bond 2.66% 2,822 23.08
TLT iShares Barclays 20+ Year Treasury Bond 2.54% 17,171,367 3,907.24
VIXM ProShares VIX Mid-term 2.40% 14,893 108.27
TLO SPDR Barclays Capital Long Term Treasury 2.35% 5,141 50.89

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

Ticker Name 1-Day Performance 1-Day Volume AUM ($, mm)
GWO ELEMENTS Credit Suisse Global Warming ETN -11.63% 28,176 2.75
CVOL C-Tracks Exchange-Traded Notes on the Citi Volatility -8.05% 44,623 10.41
UBN ETRACS CMCI Energy Total Return ETN -6.00% 1,600 2.82
EU WisdomTree Euro Debt -5.23% 4,502 4.82
GREK Global X FTSE Greece 20 -4.90% 29,668 2.82
PSCE PowerShares S&P SmallCap Energy -4.61% 21,897 52.11
TSXV Global X S&P/TSX Venture 30 Canada -4.25% 1,600 2.34
OIH Market Vectors Oil Services -4.21% 4,226,968 1,116.05
ITB iShares Dow Jones U.S. Home Construction -4.21% 2,130,034 662.07
NAGS Teucrium Natural Gas Fund -4.21% 3,550 3.27

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.