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Weekly ETF Fund Flows

Weekly ETF Flows: SPY Loses $3.92 Billion
By Olly Ludwig | August 17, 2012

Related ETFs: GLD / SPY

The SPDR S&P 500 ETF (NYSEArca: SPY) suffered redemptions of almost $4 billion in the past week, making the world’s biggest exchange-traded fund the leading edge of net outflows. But total ETF assets rose with the market to a record.

Overall, net outflows totaled $3.89 billion, but total assets invested in U.S.-listed ETFs edged up to $1.228 trillion, a record by dint of the stock market’s gains. ETF assets ended  the prior week at $1.227 trillion, according to data compiled by IndexUniverse.

The Dow Jones industrial average added 84 points, or 0.6 percent, to close on Aug. 16 at 13,250.11. It was a week of mostly light summer trading.

The most popular ETF in the past week was the SPDR Gold Shares (NYSEArca: GLD), which gathered $468.5 million. GLD, the world’s second-biggest ETF, had assets of $65.17 billion at the end of Thursday’s session.

The net outflows were fueled by equities, which recorded redemptions of more than $5 billion.

Top 10 Creations (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
GLD SPDR Gold 468.47 65,169.47 0.72%
LQD iShares iBoxx $ Investment Grade Corporate Bond 272.21 23,689.28 1.16%
XLK Technology Select SPDR 253.89 9,973.77 2.61%
OEF iShares S&P 100 152.58 4,860.26 3.24%
VXX iPath S&P 500 VIX Short-Term Futures ETN 148.59 1,707.41 9.53%
XLE Energy Select SPDR 133.13 7,658.76 1.77%
IFGL iShares FTSE EPRA/NAREIT Developed Real Estate ex-US. 99.33 1,199.17 9.03%
XLF Financial Select SPDR 94.61 6,564.15 1.46%
VNQ Vanguard REIT 92.01 13,863.58 0.67%
VEU Vanguard FTSE All-World ex-US 88.98 7,073.90 1.27%


Top 10 Redemptions (All ETFs)

Ticker Name Net Flows ($,mm) AUM ($, mm) AUM % Change
SPY SPDR S&P 500 -3,921.98 104,344.61 -3.62%
QQQ PowerShares QQQ -719.42 34,401.12 -2.05%
IWM iShares Russell 2000 -701.59 15,099.48 -4.44%
XRT SPDR S&P Retail -236.97 698.45 -25.33%
XLI Industrial Select SPDR -214.30 3,604.91 -5.61%
GDX Market Vectors Gold Miners -201.55 8,158.64 -2.41%
CIU iShares Barclays Intermediate Credit Bond -131.35 5,265.51 -2.43%
IEF iShares Barclays 7-10 Year Treasury Bond -128.95 4,550.54 -2.76%
IWO iShares Russell 2000 Growth -109.67 3,884.42 -2.75%
XLY Consumer Discretionary Select SPDR -109.42 3,228.59 -3.28%


ETF Weekly Daily Flows By Asset Class

Net Flows ($, mm) AUM ($, mm) % of AUM
U.S. Equity -5,037.07 566,292.08 -0.89%
International Equity 202.81 278,593.76 0.07%
U.S. Fixed Income 199.84 214,389.60 0.09%
International Fixed Income 94.23 19,301.78 0.49%
Commodities 388.65 107,518.88 0.36%
Currency -46.86 2,845.90 -1.65%
Leveraged -64.90 12,593.71 -0.52%
Inverse 192.89 19,909.57 0.97%
Asset Allocation 8.19 2,063.92 0.40%
Alternatives 169.64 4,109.63 4.13%
Total: -3,892.58 1,227,618.82 -0.32%


Top 10 Volume Surprises, Funds >$50 mm AUM

Ticker Name Average Volume
(30 Day)		 1 Week Average
Volume		 % of Average
CLY iShares 10+ Year Credit Bond 0 1,913,261 863.99%
PPLT ETFS Physical Platinum 0 452,811 328.85%
GOVT iShares Barclays U.S. Treasury Bond 0 2,373,035 320.69%
EWRM Guggenheim Russell Midcap Equal Weight 0 164,691 312.29%
WOOD iShares S&P Global Timber & Forestry 0 156,292 312.21%
FYX First Trust Small Cap Core AlphaDEX 0 398,525 291.79%
YMLP Yorkville High Income MLP 0 596,712 282.17%
PVI PowerShares VRDO Tax-Free Weekly 0 1,471,098 277.10%
GXC SPDR S&P China 0 748,517 267.52%
RYU Guggenheim S&P Equal Weight Utilities 0 108,060 263.41%


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

Ticker Name Weekly Performance Weekly Volume AUM ($, mm)
URA Global X Uranium 8.44% 704,381 152.28
TDV db-X 2040 Target Date 6.10% 5,953 30.87
EWP iShares MSCI Spain 5.99% 2,527,492 180.48
GRN iPath Global Carbon ETN 5.83% 15,350 1.31
CHEP QuantShares U.S. Market Neutral Value 5.14% 1,222 7.33
GREK Global X FTSE Greece 20 4.76% 39,130 8.20
SNDS Sustainable North American Oil Sands 4.75% 32,665 2.29
NLR Market Vectors Uranium + Nuclear Energy 4.52% 98,986 82.39
XTL SPDR S&P Telecom 4.32% 2,637 4.41
NASI Pax MSCI North American ESG 4.31% 5,469 10.33

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 -6.64% 93,176 5.66
UNG United States Natural Gas -6.59% 50,610,943 1,091.74
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury -6.33% 460,888 117.34
JO iPath Dow Jones-UBS Coffee Total Return ETN -5.71% 107,038 24.64
NAGS Teucrium Natural Gas Fund -5.24% 40,107 3.42
EIPO ETRACS Next Generation Internet ETN -5.15% 114,622 5.45
CAFE iPath Pure Beta Coffee ETN -5.10% 14,146 1.22
EDV Vanguard Extended Duration Treasury -4.97% 249,739 206.33
JJS iPath Dow Jones-UBS Softs Total Return ETN -4.85% 86,682 12.55
UNL United States 12 Month Natural Gas -4.81% 105,341 45.44

Top 10 YTD Performers

Ticker Name YTD Performance Weekly Performance AUM ($, mm)
ITB iShares Dow Jones U.S. Home Construction 51.14 3.29 1,033.15
EGPT Market Vectors Egypt 43.66 4.14 48.80
BBH Market Vectors Biotech 37.25 0.48 119.98
TUR iShares MSCI Turkey Investable Market 37.00 0.82 546.70
JJG iPath Dow Jones UBS Grains Total Return ETN 36.73 -2.32 182.89
XHB SPDR S&P Homebuilders 36.00 2.94 1,462.34
FBT First Trust NYSE Arca Biotechnology 32.52 1.17 244.70
GRU ELEMENTS MLCX Grains - Total Return ETN 31.52 -2.49 18.91
XBI SPDR S&P Biotech 30.27 1.09 632.11
WEET iPath Pure Beta Grains ETN 28.88 -0.85 2.78

Bottom 10 YTD Performers

Ticker Name YTD Performance Weekly Performance AUM ($, mm)
CVOL C-Tracks Exchange-Traded Notes on the Citi Volatility -74.45 -6.64 5.66
VIXY ProShares VIX Short-Term -67.71 -1.29 131.65
VXX iPath S&P 500 VIX Short-Term Futures ETN -67.60 -1.03 1,707.41
VIIX VelocityShares VIX Short Term ETN -67.57 -0.92 23.62
VXAA ETRACS 1-Month S&P 500 VIX Futures ETN -66.85 -12.96 2.85
VXBB ETRACS 2-Month S&P 500 VIX Futures ETN -54.14 -11.23 4.08
VXCC ETRACS 3-Month S&P 500 VIX Futures ETN -43.03 -0.32 5.37
VXDD ETRACS 4-Month S&P 500 VIX Futures ETN -38.03 0.00 5.72
VXZ iPath S&P 500 VIX Mid-Term Futures ETN -33.38 0.27 189.74
JO iPath Dow Jones-UBS Coffee Total Return ETN -33.12 -5.71 24.64

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.