Upon further investigation of the iShares web site constituent lists, we discovered that several included issues simply no longer existed (some for many years).Â That fact explained the great difficulty of finding information about the issues.Â Thus what we originally concluded were “non-US” trading securities are now found to no longer exist.Â Having identified these issues, our compilation program code has been modified to address and correct the problem.Â The iShares sponsor has been notified of the errors in their constituent lists.Â The subject iShare ETFs that are now re-instated to MasterDATA’s ETF list are as follows:
IWD – iShares Russell 1000 Value Index
IWV – iShares Russell 3000 Index Fund
IWF – iShares Russell 1000 Growth Index Fund
IWP – iShares Russell Mid Cap Growth Index Fund
IWR – iShares Russell Mid Cap Index Fund
IWS – iShares Russell Mid Cap Value Index Fund
Although MasterDATA’s original 61 indexes and ETFs always provided a current constituent list as part of their report, now constituent lists for all 130 indexes and ETFs are available for easy viewing or easy downloading in .csv files.Â Log in to the free “Charts and Reports” section and place your mouse over the “Special Reports” button in the lower left column.Â Then click on “Constituent Lists” in the subsequent menu.Â The direct page location is http://www.masterdata.com/Downloads/ConstituentLists/index.htm.
Replacing the four removed Exchange Traded Funds listed in the previous item, four ETFs are added to MasterDATA’s ETF list.Â All the new ETFs trade in excess of 100,000 shares per day based upon average trade volume and meet MasterDATA’s criteria for inclusion on its list.Â Historical composite / breadth datafiles on a total of 130 major indexes and ETFs are currently available for download.
IYM – iShares DJ U.S. Basic Materials Sector Index Fund
PSJ – PowerShares Dynamic Software Portfolio
FVD – First Trust Value Line Dividend Index Fund
Â ADREÂ – Powershares BLDRS Emerging Markets 50 ADR Index Fund
Exchange Traded Funds IWF, IWP, IWR and IWS recently added a component which trades only on non-U.S. Exchanges.Â Currently, MasterDATA compiles data on indexes and ETFs with all constituents trading on a U.S. Exchange.Â As a result, IWF, IWP, IWR and IWS have been removed from MasterDATA’s ETF list.
iShares Russell 3000 Index Fund (IWV) recently added a component which trades only on non-U.S. Exchanges.Â Currently, MasterDATA compiles data on indexes and ETFs with all constituents trading on a U.S. Exchange.Â As a result, IWV has been removed from MasterDATA’s ETF list, replaced by iShares SmallCap 600 Growth Index Fund (IJT).
The 105 ETFs currently followed by MasterDATA are now ranked in reports provided on the home page by the same criteria as those in the prior Milestone item below (regarding all ETFs).Â Rankings on these MasterDATA ETFs are updated hourly throughout the trade day.