DFAX Dimensional World ex U.S. Core Equity 2 ETF
ETF 36.09 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $30.81 – $38.74
- YTD
- +8.70%
- IV Rank (30D)
- 10.23
- Straddle Price
- $1.82
- Open
- $36.28
- Day Range
- $35.95 – $36.32
- Volume
- 658,996
- Prev Close
- $36.71
Dimensional World ex U.S. Core Equity 2 ETF (DFAX) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2008-03-06
- Has Options
- Yes
- Expense ratio
- 0.28% issuer, Oct 22, 2026
- Assets
- $12.3B issuer-reported, Oct 20, 2026
- Trailing yield
- 2.44% paid quarterly
- Average daily volume
- $25M 30 sessions
- Holdings
- 10,561 top 10 are 8.5%
- Listed
- Mar 6, 2008 NYSE Arca
- Last fee change
- -1 bp filed Feb 27, 2026
- Net asset value
- $36.39 issuer, Oct 20, 2026 · closed +0.41% to NAV
- Median bid/ask spread
- 0.16% 30 days, issuer-reported
Moves with. US large-cap stocks (55% of its variance, beta 0.91); Emerging markets over US (24% of its variance, beta 0.31); Developed markets ex-US over US (14% of its variance, beta 0.50); Gold (4% of its variance, beta 0.05). These factors explain 97% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional World ex U.S. Core Equity 2 ETF (the World ex U.S. Core Equity 2 ETF or Portfolio) is to achieve long-term capital appreciation while considering federal tax implications of investment decisions. (from the fund's prospectus)
All 10,561 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
- Jul 2026
- +$102M latest reported month
- Latest 3 months
- +$395M +3.3% of assets
- Latest 12 months
- +$925M +7.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$102M |
| Jun 2026 | +$196M |
| May 2026 | +$97M |
| Apr 2026 | +$22M |
| Mar 2026 | +$159M |
| Feb 2026 | +$36M |
| Jan 2026 | +$47M |
| Dec 2025 | +$109M |
| Nov 2025 | +$56M |
| Oct 2025 | $0 |
| Sep 2025 | +$100M |
| Aug 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 60 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DFICDimensional International Core Equity 2 ETF | 63% | 0.22% | $15.4B | +14.4% | compare |
| IXUSiShares Core MSCI Total International Stock ETF | 61% | 0.07% | $58.1B | +11.7% | compare |
| VXUSVanguard Total International Stock ETF | 61% | 0.05% | $161.6B | +12.1% | compare |
| VEUVanguard FTSE All-World Ex-US ETF | 57% | 0.04% | $67.5B | +12.6% | compare |
| DFAIDimensional International Core Equity Market ETF | 56% | 0.18% | $18.2B | +13.3% | compare |
Ranked by how much of the two portfolios is the same securities.
- Insider buying
- 1% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 2.9% of weight in 7 days; 5.7% in 14
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | WINBOND ELECTRONICS CORP | 0.09% | 0.10% | +13.9% |
| Increase | BE SEMICONDUCTOR INDUSTRI | 0.05% | 0.05% | +15.0% |
| Decrease | RENAULT SA | 0.03% | 0.03% | −10.3% |
| Decrease | BELLWAY PLC | 0.02% | 0.02% | −10.4% |
0 new, 0 exited, 2 increased and 2 decreased between the fund's two latest holdings reports; turnover 0.9%. Full holdings and history
- Authorized participants
- 7 active of 21 with agreements; top 3 did 65%
- Created · redeemed
- $733M · $0 over the fiscal year
- Redemptions in kind
- 0% creations 44% in kind
- Creation unit
- 200,000 shares
- Securities lending
- 6.26% of assets on loan on average; earned 9.1 bp
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2216 | CD |
| 2026-06-23 | 2026-06-25 | $0.3848 | CD |
| 2026-03-24 | 2026-03-26 | $0.0577 | CD |
| 2025-12-16 | 2025-12-18 | $0.2305 | CD |
| 2025-09-23 | 2025-09-25 | $0.1847 | CD |
| 2025-06-24 | 2025-06-26 | $0.3622 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TAIWAN SEMICONDUCTOR MANU | 2.41% | Equity (Foreign) | TW |
| — | SAMSUNG ELECTRONICS CO | 1.14% | Equity (Foreign) | KR |
| TSM | TAIWAN SEMICONDUCTOR MANU | 1.03% | Equity (Foreign) | TW |
| ASML | ASML HOLDING NV | 0.74% | Equity (Foreign) | NL |
| NVS | NOVARTIS AG ADR | 0.66% | Equity (Foreign) | CH |
| — | SK HYNIX INC | 0.63% | Equity (Foreign) | KR |
| — | TOTALENERGIES SE | 0.55% | Equity (Foreign) | FR |
| SHEL | SHELL PLC | 0.54% | Equity (Foreign) | GB |
| — | TENCENT HOLDINGS LTD | 0.42% | Equity (Foreign) | CN |
| — | ROCHE HOLDING AG | 0.42% | Equity (Foreign) | CH |
| — | TOYOTA MOTOR CORP | 0.39% | Equity (Foreign) | JP |
| — | NESTLE SA | 0.38% | Equity (Foreign) | CH |
| — | CASH AND CASH EQUIVALENTS | 0.34% | Cash/Money Market | — |
| — | ROYAL BANK OF CANADA | 0.34% | Equity (Foreign) | CA |
| — | ALLIANZ SE | 0.31% | Equity (Foreign) | DE |
| — | SAMSUNG ELECTRONICS CO LT | 0.29% | Equity (Foreign) | KR |
| — | SHELL PLC | 0.27% | Equity (Foreign) | GB |
| BP | BP PLC | 0.27% | Equity (Foreign) | GB |
| — | ADVANTEST CORP | 0.27% | Equity (Foreign) | JP |
| — | HITACHI LTD | 0.26% | Equity (Foreign) | JP |
| — | MITSUBISHI UFJ FINANCIAL | 0.25% | Equity (Foreign) | JP |
| — | SONY GROUP CORP | 0.25% | Equity (Foreign) | JP |
| — | BHP GROUP LTD | 0.25% | Equity (Foreign) | AU |
| — | MEDIATEK INC | 0.24% | Equity (Foreign) | TW |
| — | DEUTSCHE TELEKOM AG | 0.24% | Equity (Foreign) | DE |
| RY | ROYAL BANK OF CANADA | 0.24% | Equity (Foreign) | CA |
| HSBC | HSBC HOLDINGS PLC | 0.24% | Equity (Foreign) | GB |
| CNQ | CANADIAN NATURAL RESOURCE | 0.24% | Equity (Foreign) | CA |
| SU | SUNCOR ENERGY INC. | 0.23% | Equity (Foreign) | CA |
| — | UNIMICRON TECHNOLOGY CORP | 0.23% | Equity (Foreign) | TW |
| — | BAYER AG | 0.22% | Equity (Foreign) | DE |
| — | UNICREDIT SPA | 0.22% | Equity (Foreign) | IT |
| — | ROLLS-ROYCE HOLDINGS PLC | 0.21% | Equity (Foreign) | GB |
| — | RECRUIT HOLDINGS CO LTD | 0.21% | Equity (Foreign) | JP |
| — | BASF SE | 0.20% | Equity (Foreign) | DE |
| — | CHINA CONSTRUCTION BANK C | 0.20% | Equity (Foreign) | CN |
| BBVA | BANCO BILBAO VIZCAYA ARGE | 0.20% | Equity (Foreign) | ES |
| — | CELESTICA INC | 0.20% | Equity (Foreign) | CA |
| — | ENI SPA | 0.20% | Equity (Foreign) | IT |
| AZN | ASTRAZENECA PLC | 0.19% | Equity (Foreign) | GB |
| — | ENGIE SA | 0.19% | Equity (Foreign) | FR |
| — | NAN YA PLASTICS CORP | 0.19% | Equity (Foreign) | TW |
| — | INFINEON TECHNOLOGIES AG | 0.19% | Equity (Foreign) | DE |
| — | ASE TECHNOLOGY HOLDING CO | 0.18% | Equity (Foreign) | TW |
| — | BANCO SANTANDER SA | 0.18% | Equity (Foreign) | ES |
| — | ALIBABA GROUP HOLDING LTD | 0.18% | Equity (Foreign) | CN |
| — | E.ON SE | 0.18% | Equity (Foreign) | DE |
| — | LENOVO GROUP LTD | 0.18% | Equity (Foreign) | CN |
| — | MUENCHENER RUECKVERSICHER | 0.17% | Equity (Foreign) | DE |
| — | ABB LTD | 0.17% | Equity (Foreign) | CH |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 6.95% | $833.8M | 226 |
| Short-term investment | 3.20% | $384.0M | 2 |
| Derivative (equity) | 0.00% | $8578 | 4 |
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -2.66% | 8.00% | -1.03% | 2.82% | 4.52% | 2.33% |
| Feb | -- | -2.72% | -4.72% | 1.86% | 2.65% | 6.14% | 0.64% |
| Mar | -- | 1.22% | 0.83% | 2.25% | 0.50% | -6.78% | -0.40% |
| Apr | -- | -6.99% | 0.95% | -1.77% | 2.32% | 6.45% | 0.19% |
| May | -- | 1.88% | -3.63% | 4.25% | 5.92% | 3.12% | 2.31% |
| Jun | -- | -9.50% | 1.79% | -2.68% | 2.01% | -2.64% | -2.20% |
| Jul | -- | 3.50% | 3.84% | 2.12% | -0.34% | -0.17% | 1.79% |
| Aug | -- | -3.89% | -2.66% | 4.45% | 4.58% | 3.84% | 1.26% |
| Sep | -4.89% | -10.30% | -4.25% | 3.53% | 3.26% | -2.45% | -2.52% |
| Oct | 1.74% | 1.71% | -2.30% | -4.48% | 0.63% | -1.98%* | -0.78% |
| Nov | -5.17% | 11.78% | 6.90% | -0.27% | 1.04% | -- | 2.86% |
| Dec | 3.53% | -3.18% | 3.30% | -3.61% | 2.31% | -- | 0.47% |
| Total | -5.00% | -19.27% | 7.28% | 4.17% | 31.29% | 9.55% | 4.67% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
DFAX Stock Analysis Report
Dimensional World ex U.S. Core Equity 2 ETF
Executive Summary
Overall Assessment: NEUTRAL with confidence level 6/10
DFAX is a large-cap ($12.2B AUM), actively managed international developed-markets equity ETF showing range-bound consolidation with modest bearish technical pressure. The fund remains moderately correlated to broad market movements (beta 1.09, R² 0.81) but exhibits conflicting signals: technical indicators suggest weakness in momentum, while positive fund flows and a diversified, low-cost structure indicate steady investor confidence.
Investment Thesis: DFAX offers broad developed international equity exposure at a competitive 0.28% expense ratio (cheaper than 73% of peers) with 10,544 positions providing significant diversification. Current technical weakness—bearish MACD, oversold stochastics, elevated -DI (29.21 vs +DI 19.29)—suggests near-term consolidation or pullback risk, but positive fund inflows (+7.7% annualized) and absence of negative catalysts support a neutral stance. The fund trades 26 cents below its 20-day SMA, creating mild technical tension.
Recent News Sentiment Impact: No recent news available for analysis. This represents a significant data gap that limits conviction in directional assessment.
Technical Analysis
Trend Direction
- Short-term (1-4 weeks): BEARISH/CONSOLIDATING — Price $36.58 trades below SMA 20 ($37.31), SMA 50 ($37.72); EMA 12 ($37.08) also above current price. Distribution pattern suggested by negative Volume Rate of Change (-15.00%).
- Medium-term (1-3 months): NEUTRAL — Price remains above SMA 200 ($36.30) by 28 cents; fund has not broken major support. ADX 15.20 confirms low trend strength (range market).
- Long-term (3-12 months): NEUTRAL TO SLIGHTLY BULLISH — Price well-anchored above the 200-day moving average; positive fund flows suggest institutional confidence.
Support/Resistance Levels
| Level | Type | Significance | |-------|------|--------------| | $38.13 | Resistance | Upper Bollinger Band; 200-day SMA confluence zone | | $37.72 | Resistance | SMA 50 (short-term supply) | | $37.31 | Resistance/Pivot | SMA 20; Bollinger middle band | | $36.58 | Current Price | Slightly weak positioning | | $36.50 | Support | Lower Bollinger Band (tight range suggests low volatility regime) | | $36.30 | Support | SMA 200; psychological floor for medium-term trend | | $35.82 | Support | 1 ATR below current (technical invalidation level) |
Key Observation: Bollinger Band width of 4.38% indicates a squeeze phase—volatility compression that often precedes directional moves. Current price near the lower band ($36.50) suggests mean reversion to $37.31 (middle band) as a near-term probability.
Momentum Signals
RSI (14): 38.92 — NEUTRAL BIAS TO OVERSOLD
- Reading of 38.92 sits in the neutral zone but closer to oversold (<30 = extreme) territory. Not yet signaling a capitulation buy, but approaching a zone where bounces become more probable.
- Suggests room for downside before oversold extremes, but upside could emerge if RSI rises above 50.
MACD: -0.24 / Signal: -0.06 / Histogram: -0.18 — BEARISH
- MACD line (-0.24) remains below signal line (-0.06), confirming bearish momentum.
- Histogram (-0.18) is negative, indicating weakening momentum but no reversal crossover yet.
- A move of MACD above -0.06 would signal early bullish turn; currently, weakness persists.
Stochastic %K: 22.60 / %D: 23.72 — OVERSOLD SIGNAL
- Both readings <30 indicate oversold conditions; K (22.60) below D (23.72) shows downward pressure has been strong.
- K approaching D from below may hint at stabilization, but this requires confirmation with price action.
- Risk: Oversold stochastics often precede bounces; however, under weak ADX regimes, false recoveries are common.
Williams %R: -86.81 — SEVERELY OVERSOLD
- Extreme reading near -100 (the lower bound) reinforces oversold diagnosis.
- This is a reversal signal screaming for potential mean reversion, but the absence of volume confirmation (-15% volume decline) weakens the setup.
Bollinger Bands: NEUTRAL SQUEEZE
- Upper band $38.13, middle $37.31, lower $36.50 with width 4.38%.
- Price $36.58 sits just above the lower band, at the edge of statistical extremes.
- In a squeeze phase (low volatility), breakouts tend to be violent when they occur; currently positioned for potential upside reversion to the middle band.
Volume Analysis
Volume SMA 20: 673,550 shares/day (baseline)
- Volume Rate of Change: -15.00% — Recent volume trending below the 20-day average.
- Interpretation: Below-average volume on recent price weakness suggests lack of institutional conviction in the decline. Professional sellers would typically accompany price drops with volume surges.
- Signal: Weak selling pressure may indicate this pullback lacks follow-through; recovery could occur on normalized/increased volume.
On-Balance Volume (OBV): 44.89M
- OBV cumulative trend would need historical context to interpret, but absence of sharp OBV deterioration alongside price decline reinforces that selling has been gradual and retail-driven, not institutional.
News & Sentiment Analysis
Recent Headlines Summary
No recent news available. This is a critical data gap that significantly limits our ability to:
- Identify sector-specific catalysts (tech exposure via TSMC 2.5%, Samsung 1.2%, SK Hynix 0.7% concentration)
- Assess geopolitical risks (Taiwan, South Korea, China, Netherlands holdings)
- Detect regulatory or macro headwinds affecting developed ex-US markets
Sentiment Assessment
Cannot be determined due to absence of news data. This reduces analysis confidence materially.
Catalyst Identification
Near-term Catalysts (1-7 days):
- Look-through data shows only 1% of holdings reporting earnings within 7 days [as of 2026-10-13], so minimal event risk in the immediate term.
- No fund-level catalyst (DFAX is actively managed; no rebalance schedule data provided).
Medium-term Catalysts (1-3 months):
- Q3 2026 earnings season for major holdings (TSMC, Samsung, ASML, Roche, Novartis all large-cap reporters).
- Potential Fed/ECB policy signals affecting international bond yields and currency volatility.
- Geopolitical tensions (Taiwan Strait, China sanctions, Europe energy) remain structural risks.
Structural Observation: Top 10 holdings represent only 8.8% of the fund—highly diversified, reducing single-stock event risk but also diluting positive surprises. Semiconductor concentration (TSMC, Samsung, SK Hynix, ASML = ~5.1% combined) creates tech-sector sensitivity.
Market Narrative
- Technical Narrative: DFAX in pullback/consolidation mode; no breakdown of major support, but momentum has rolled over.
- Fund Flow Narrative: Positive net inflows (+$925M annually, +7.7% of assets over 12 months) suggest contrarian confidence—investors buying into weakness, typical of systematic/index-tracking rotation into undervalued international markets.
- Disconnect: Strong inflows + weak technicals = classic accumulation pattern or, alternatively, mechanical rebalancing into weak assets. Without news context, cannot disambiguate.
Risk & Volatility Assessment
Beta Interpretation
Beta: 1.09 (vs SPY)
- Stock volatility is 9% higher than broad U.S. market (SPY).
- Classification: Slightly above average risk—not high-volatility (>1.5) but not defensive
DFAX Options Activity & IV Rank
DFAX IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Above average volatility - stock moves with market amplification
DFAX Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|