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ETF stats from the 3rd quarter of 2011

Posted on February 3rd, 2012 by whalewisdom

Large inflow into Bonds and gold.

Even ignoring the huge jump in iShares iBoxx $ High Yield Corporate Bond, the number of 13f filers adding or increasing their position in bond funds was significant.  iShares Barclays 20+ Year Treas Bond, iShares Barclays 3-7 Year Treasury Bond, Vanguard Intermediate-Term Bond ETF, Vanguard Short-Term Bond ETF and others all saw new positions added or additional shares purchased during the quarter.  On the gold front there were strong inflows into Market Vectors Gold Miners ETF and Market Vectors Junior Gold Miners ETF among others.

 

All ETF’s listed below most have had a minimum of 100 13f filers holding to qualify.

ETF’s With the biggest percentage gain in filers
Stock Ticker Filers Holding ETF Change from previous quarter percent change Filers with ETF in Top 10 Holdings Change from previous quarter percent change Added to position Reduced position Sold out Created new position
iShares iBoxx $ High Yield Corporate Bond HYG 251 175 230% 25 16 178% 37 30 5 172
ProShares Short S&P500 SH 113 21 23% 22 13 144% 36 29 18 39
ProShares UltraShort S&P500 SDS 127 23 22% 18 8 80% 28 38 27 50
Alerian MLP ETF AMLP 102 17 20% 8 3 60% 48 22 6 22
Market Vectors Gold Miners ETF GDX 330 51 18% 52 20 63% 121 86 37 90
iShares Barclays 7-10 Year Treasury IEF 174 23 15% 21 7 50% 64 53 15 39
iShares MSCI Malaysia Index EWM 135 18 15% 1 -3 -75% 31 50 18 36
iShares Barclays 20+ Year Treas Bond TLT 137 16 13% 19 2 12% 39 44 28 46
iShares Barclays 3-7 Year Treasury Bond IEI 118 14 13% 18 3 20% 43 30 7 21
Market Vectors Junior Gold Miners ETF GDXJ 123 13 12% 8 5 167% 49 24 29 42

Funds continue to shed emerging markets ETF’s

Emerging markets and small caps all saw a reduction in investment during the quarter.  iShares FTSE/Xinhua China 25 Index, iShares S&P Latin America 40 Index, iShares S&P SmallCap 600 Growth and iShares S&P SmallCap 600 Index among others had their positions slashed with more funds leaving or reducing their exposure.

 

All ETF’s listed below most have had a minimum of 100 13f filers holding to qualify.

Biggest percentage drop in number of filers
Stock Ticker Filers Holding ETF Change from previous quarter percent change Filers with ETF in Top 10 Holdings Change from previous quarter percent change Added to position Reduced position Sold out Created new position
iShares FTSE/Xinhua China 25 Index FXI 256 -56 -18% 24 2 9% 68 115 84 27
iShares S&P Latin America 40 Index ILF 134 -20 -13% 2 -4 -67% 26 70 35 16
Industrial Select Sector SPDR XLI 176 -26 -13% 10 -4 -29% 46 71 65 39
ProShares UltraShort 20+ Year Treasury TBT 162 -25 -13% 11 -6 -35% 57 54 55 29
Vanguard Small Cap Growth ETF VBK 107 -15 -12% 1 -4 -80% 34 50 23 8
ISHARE MSCI TAIWAN EWT 173 -22 -11% 8 -4 -33% 42 73 42 21
iShares MSCI EAFE Growth Index EFG 101 -12 -11% 6 -2 -25% 35 40 19 8
OIL SERVICES TR 12/31/41 OIHYL 117 -13 -10% 14 2 17% 27 40 33 20
Materials Select Sector SPDR XLB 174 -20 -10% 3 -5 -63% 43 75 51 29
iShares MSCI Hong Kong Index EWH 134 -14 -9% 6 4 200% 33 51 31 17

Here are some additional listings you might find interesting:

sorted by most new positions
Stock Ticker Filers Holding ETF Change from previous quarter percent change Filers with ETF in Top 10 Holdings Change from previous quarter percent change Added to position Reduced position Sold out Created new position
iShares iBoxx $ High Yield Corporate Bond HYG 251 175 230% 25 16 178% 37 30 5 172
SPDR Gold Shares GLD 775 43 6% 214 35 20% 265 306 71 113
SPDR S&P 500 SPY 795 -17 -2% 251 26 12% 300 327 119 101
Market Vectors Gold Miners ETF GDX 330 51 18% 52 20 63% 121 86 37 90
iShares MSCI Emerging Markets Index EEM 637 -35 -5% 92 -38 -29% 202 309 102 64
iShares Russell 2000 Index IWM 505 -15 -3% 86 -5 -5% 166 217 77 61
Utilities Select Sector SPDR XLU 273 15 6% 33 16 94% 118 65 44 60
Consumer Staples Select Sector SPDR XLP 212 20 10% 22 7 47% 70 59 35 55
iShares MSCI Japan Index EWJ 298 3 1% 19 0 0% 79 110 49 52
Energy Select Sector SPDR XLE 312 -7 -2% 28 -7 -20% 98 119 58 52


Sorted by most number of filers closing out their position
Stock Ticker Filers Holding ETF Change from previous quarter percent change Filers with ETF in Top 10 Holdings Change from previous quarter percent change Added to position Reduced position Sold out Created new position
SPDR S&P 500 SPY 795 -17 -2% 251 26 12% 300 327 119 101
iShares MSCI Emerging Markets Index EEM 637 -35 -5% 92 -38 -29% 202 309 102 64
iShares FTSE/Xinhua China 25 Index FXI 256 -56 -18% 24 2 9% 68 115 84 27
iShares Russell 2000 Index IWM 505 -15 -3% 86 -5 -5% 166 217 77 61
SPDR Gold Shares GLD 775 43 6% 214 35 20% 265 306 71 113
iShares MSCI EAFE Index EFA 665 -20 -3% 147 -38 -21% 222 326 68 43
iShares MSCI Brazil Index EWZ 291 -22 -7% 26 5 24% 92 114 68 44
Industrial Select Sector SPDR XLI 176 -26 -13% 10 -4 -29% 46 71 65 39
Vanguard Emerging Markets Stock ETF VWO 558 -12 -2% 130 -30 -19% 266 196 64 49
Financial Select Sector SPDR XLF 276 -11 -4% 18 -7 -28% 99 91 61 50


This entry was posted on Friday, February 3rd, 2012 at 8:57 am and is filed under ETF, Q32011. You can follow any responses to this entry through the RSS 2.0 feed. Both comments and pings are currently closed.

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