Zacks Investment ResearchT3·23d ago
QDF Northern Trust Quality Dividend ETF
ETF 91.46 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.
QDF
$91.46
—
Key stats
$91.46
- 52-Week Range
- $76.95 – $93.89
- YTD
- +12.46%
- IV Rank (30D)
- 7.3
- Straddle Price
- $2.88
- Open
- $91.21
- Day Range
- $91.12 – $91.57
- Volume
- 32,263
- Prev Close
- $91.18
About
Northern Trust Quality Dividend ETF (QDF) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2012-12-14
- Has Options
- Yes
Fund profile
holdings as of Oct 7, 2026third-party datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.39% prospectus, filed Feb 25, 2026
- Assets
- $2.2B shares × price, Oct 20, 2026
- Trailing yield
- 1.50% paid quarterly
- Average daily volume
- $2.2M 30 sessions
- Holdings
- 142 top 10 are 39.8%
- Listed
- Dec 14, 2012 NYSE Arca
- Last fee change
- +2 bp filed Feb 25, 2026
- Tracking difference
- -0.44 pts vs index, after fees, FY 2025
Cost48
Liquidity45
Scale87
Diversification67
Moves with. US large-cap stocks (102% of its variance, beta 1.02). These factors explain 93% of its daily moves over the last year.
Stated objective. The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the Northern Trust Quality Dividend Index SM (the Underlying Index). (from the fund's prospectus)
All 142 holdingsFlow historySimilar fundsOverlap toolAll Dividend ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$4.5M latest reported month
- Latest 3 months
- −$29M −1.3% of assets
- Latest 12 months
- −$47M −2.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$4.5M |
| Jun 2026 | −$109M |
| May 2026 | +$85M |
| Apr 2026 | −$6.4M |
| Mar 2026 | −$87M |
| Feb 2026 | +$74M |
| Jan 2026 | −$4.0M |
| Dec 2025 | +$10M |
| Nov 2025 | −$1.4M |
| Oct 2025 | $0 |
| Sep 2025 | −$187M |
| Aug 2025 | +$184M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| QDEFNorthern Trust Quality Dividend Defensive ETF | 74% | 0.39% | $557M | +15.0% | compare |
| QLCNorthern Trust US Quality Large Cap ETF | 54% | 0.25% | $1.1B | +17.5% | compare |
| FLQLFranklin U.S. Large Cap Multifactor Index ETF | 49% | 0.15% | $2.2B | +15.2% | compare |
| FQALFidelity Quality Factor ETF | 48% | 0.15% | $1.5B | +14.8% | compare |
| BRCEMFS Blended Research Core Equity ETF | 46% | 0.24% | $33M | — | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 7, 2026third-party data- Holdings vs fair value
- +7.4% 30% under, 15% over · 100% covered
- Price / earnings
- 21.0 3% loss-making · 99% covered
- Price / book · sales
- 4.1 · 2.8 revenue growth +12.1%
- Above 200-day average
- 64% 47% above 50-day · by weight
- Short interest
- 3.1% of float, weighted · 3.5 days to cover
- Insider buying
- 2% of weight had net insider buying, 90 days; 67% net selling
- 13F holders
- +2.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 28.4% of weight in 7 days; 62.1% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.84%
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.
What changed in the portfolio
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | WDCWestern Digital Corp. | — | 1.27% | — |
| Exit | PFEPfizer, Inc. | 1.10% | — | — |
| Increase | JPMJPMorgan Chase & Co. | 1.50% | 2.56% | +60.6% |
| Exit | HDHome Depot, Inc. (The) | 0.86% | — | — |
| Exit | SLBSLB Ltd. | 0.68% | — | — |
| Exit | EOGEOG Resources, Inc. | 0.63% | — | — |
| New position | STTState Street Corp. | — | 0.63% | — |
| Exit | CRCCalifornia Resources Corp. | 0.59% | — | — |
| Exit | MGYMagnolia Oil & Gas Corp. | 0.57% | — | — |
| Exit | OMCOmnicom Group, Inc. | 0.57% | — | — |
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 6 active of 24 with agreements; top 3 did 94%
- Created · redeemed
- $506M · $598M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 7.91% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.44 pts after fees; -0.01 before; daily s.d. 0.09
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-07-31
Holdings
136
AUM
$2.3B
Provider
Nport
Inception
2012-12-14
Exchange
ARCX
Data As Of
2026-07-31
Expense Ratio
0.39%
Dividend Yield
1.50%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-24 | $0.3468 | CD |
| 2026-06-18 | 2026-06-25 | $0.3555 | CD |
| 2026-03-20 | 2026-03-26 | $0.1983 | CD |
| 2025-12-19 | 2025-12-26 | $0.4694 | CD |
| 2025-09-19 | 2025-09-25 | $0.3232 | CD |
| 2025-06-20 | 2025-06-26 | $0.3478 | CD |
Asset Allocation
Top Holdings
top 50 of 136 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AAPL | Apple, Inc. | 8.67% | Equity (common) | US |
| NVDA | NVIDIA Corp. | 6.33% | Equity (common) | US |
| AVGO | Broadcom, Inc. | 4.01% | Equity (common) | US |
| MSFT | Microsoft Corp. | 3.97% | Equity (common) | US |
| CSCO | Cisco Systems, Inc. | 2.96% | Equity (common) | US |
| ABBV | AbbVie, Inc. | 2.94% | Equity (common) | US |
| JNJ | Johnson & Johnson | 2.81% | Equity (common) | US |
| GE | GE Aerospace | 2.62% | Equity (common) | US |
| LRCX | Lam Research Corp. | 2.57% | Equity (common) | US |
| JPM | JPMorgan Chase & Co. | 2.56% | Equity (common) | US |
| GOOGL | Alphabet, Inc. | 2.40% | Equity (common) | US |
| PG | Procter & Gamble Co. (The) | 2.29% | Equity (common) | US |
| GOOG | Alphabet, Inc. | 1.95% | Equity (common) | US |
| PM | Philip Morris International, Inc. | 1.90% | Equity (common) | US |
| KLAC | KLA Corp. | 1.65% | Equity (common) | US |
| GEV | GE Vernova, Inc. | 1.44% | Equity (common) | US |
| WDC | Western Digital Corp. | 1.27% | Equity (common) | US |
| UNP | Union Pacific Corp. | 1.18% | Equity (common) | US |
| GILD | Gilead Sciences, Inc. | 1.11% | Equity (common) | US |
| QCOM | QUALCOMM, Inc. | 1.10% | Equity (common) | US |
| BKNG | Booking Holdings, Inc. | 1.06% | Equity (common) | US |
| BMY | Bristol-Myers Squibb Co. | 0.91% | Equity (common) | US |
| — | CF SECURED LLC | 0.86% | Repurchase agreement | US |
| MO | Altria Group, Inc. | 0.79% | Equity (common) | US |
| NTAP | NetApp, Inc. | 0.76% | Equity (common) | US |
| ADP | Automatic Data Processing, Inc. | 0.75% | Equity (common) | US |
| BBY | Best Buy Co., Inc. | 0.74% | Equity (common) | US |
| LLY | Eli Lilly & Co. | 0.71% | Equity (common) | US |
| — | Accenture plc | 0.70% | Equity (common) | IE |
| — | Trane Technologies plc | 0.70% | Equity (common) | IE |
| EXPE | Expedia Group, Inc. | 0.70% | Equity (common) | US |
| USB | US Bancorp | 0.69% | Equity (common) | US |
| — | THE BANK OF NOVA SCOTIA, TORONTO | 0.68% | Repurchase agreement | CA |
| — | CITIGROUP GLOBAL MARKETS INC | 0.68% | Repurchase agreement | US |
| WSM | Williams-Sonoma, Inc. | 0.67% | Equity (common) | US |
| PYPL | PayPal Holdings, Inc. | 0.67% | Equity (common) | US |
| ITW | Illinois Tool Works, Inc. | 0.66% | Equity (common) | US |
| PRU | Prudential Financial, Inc. | 0.63% | Equity (common) | US |
| PB | Prosperity Bancshares, Inc. | 0.63% | Equity (common) | US |
| STT | State Street Corp. | 0.63% | Equity (common) | US |
| MET | MetLife, Inc. | 0.63% | Equity (common) | US |
| AMP | Ameriprise Financial, Inc. | 0.63% | Equity (common) | US |
| CMCSA | Comcast Corp. | 0.61% | Equity (common) | US |
| VRT | Vertiv Holdings Co. | 0.61% | Equity (common) | US |
| BBWI | Bath & Body Works, Inc. | 0.60% | Equity (common) | US |
| CFR | Cullen/Frost Bankers, Inc. | 0.60% | Equity (common) | US |
| PSA | Public Storage | 0.60% | Equity (common) | US |
| INTU | Intuit, Inc. | 0.60% | Equity (common) | US |
| ROK | Rockwell Automation, Inc. | 0.60% | Equity (common) | US |
| TPR | Tapestry, Inc. | 0.59% | Equity (common) | US |
Non-Equity Breakdown
FlexShares Quality Dividend Index Fund ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$2.22B
· 136 total positions
· equity 99.13%
· non-equity 4.31%
Non-equity holdings
— 21 positions,
4.31% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Repurchase agreement | 3.57% | $79.1M | 7 |
| Corporate | 0.63% | $14.0M | 8 |
| Short-term investment | 0.11% | $2.4M | 4 |
| Derivative (equity) | 0.00% | $18775 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.15% | -4.20% | 5.92% | 1.21% | 2.47% | 1.22% | 1.29% |
| Feb | 0.56% | -2.54% | -4.05% | 2.75% | 0.40% | 0.46% | -0.40% |
| Mar | 3.62% | 4.24% | 1.43% | 1.59% | -3.53% | -5.24% | 0.35% |
| Apr | 2.18% | -6.10% | 0.51% | -4.64% | -3.12% | 8.06% | -0.52% |
| May | 0.97% | 0.16% | -1.25% | 4.72% | 5.25% | 3.79% | 2.27% |
| Jun | 0.14% | -8.94% | 5.63% | 2.01% | 3.60% | 0.90% | 0.56% |
| Jul | 1.42% | 6.11% | 3.76% | 3.34% | 1.84% | 1.24% | 2.95% |
| Aug | 2.49% | -3.10% | -1.68% | 3.79% | 4.43% | 0.11% | 1.01% |
| Sep | -4.90% | -10.34% | -5.73% | 3.51% | 3.63% | -1.11% | -2.49% |
| Oct | 3.92% | 7.81% | -2.05% | -0.73% | 0.68% | 0.89%* | 1.75% |
| Nov | -0.87% | 6.42% | 7.46% | 4.56% | 1.21% | -- | 3.76% |
| Dec | 6.62% | -5.45% | 3.48% | -4.49% | 0.05% | -- | 0.04% |
| Total | 18.23% | -16.64% | 13.21% | 18.45% | 17.80% | 10.26% | 10.22% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- 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.
Momentum Oscillators
- 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.
Volume & Volatility
- 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
SMA 20: $91.08
SMA 50: $91.56
SMA 200: $87.00
Current: $91.46
EMA 12: $91.18
EMA 26: $91.20
MACD: -0.0248 | Signal: 0.0230
BEARISH
ADX (14): 7.07
RANGE
+DI: 24.46
−DI: 22.91
Momentum Oscillators
RSI (14): 52.54
NEUTRAL
Stoch %K: 55.99
Stoch %D: 52.01
Williams %R: -32.88
Volume & Volatility
BB Upper: $91.95
BB Lower: $90.21
NEUTRAL
OBV: 1,118,073
Vol SMA 20: 24,847
Vol ROC: 272.19%
ATR: $0.65
True Range: $0.45
HV 20: 7.1%
HV 30: 8.6%
HV 60: 9.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
SYMBOL: QDF
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Moderate volatility, neutral RSI, and bullish MACD signal
Primary Risks: Market sentiment, inflation concerns, and potential earnings misses
Investment Thesis: QDF is a quality ETF with moderate volatility, offering some growth potential. However, market sentiment and inflation concerns may impact the stock's performance.
Recent News Sentiment Impact: Neutral news headlines have not significantly impacted QDF's price movement recently.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Bullish trend
Support/Resistance Levels: Key levels include:
- Lower Bollinger Band: $91.22
- Middle Line (EMA 26): $92.01
- Upper Bollinger Band: $93.55
Momentum Signals:
- RSI interpretation: Neutral, not overbought or oversold
- MACD signal: Bullish, indicating momentum is in place
- Bollinger Bands position: Squeeze, indicating potential breakout or mean reversion
Volume Analysis: Volume trends suggest:
- On-Balance Volume (OBV): Increasing, indicating accumulation
- Volume Rate of Change: Decreasing, suggesting reduced trading activity
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines focus on the ETF's performance and market commentary.
Sentiment Assessment: Neutral sentiment overall, with no significant recent news impacting the stock's price movement.
Catalyst Identification: No specific catalysts identified in recent news.
Market Narrative: The neutral news headlines do not contradict technical signals or suggest a strong directional bias.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta = 0.89).
Volatility Regime: Current volatility is moderate, as indicated by the historical volatility data.
Options Market Signals:
- IV Rank: Low, indicating historically low implied volatility
- Put/Call Ratio: Neutral sentiment, with no significant skew in options trading
Downside Protection: Support levels include the lower Bollinger Band and middle line (EMA 26).
Market Context & Positioning
Sector Performance: QDF's sector performs moderately well relative to the overall market.
Institutional Activity: Volume patterns suggest institutional interest is increasing, as seen in the OBV.
Correlation Analysis: Correlation with SPY is high (R-squared = 0.94), indicating a strong link between the two.
Relative Valuation: QDF trades within its historical range, offering some value relative to peers.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $91.22
- Middle Line (EMA 26): $92.01
- Upper Bollinger Band: $93.55
Breakout/Breakdown Levels: No specific levels identified for a breakout or breakdown.
Time-Sensitive Catalysts: Earnings dates are not available, but market sentiment and inflation concerns may impact the stock's performance.
Risk Management: Consider stop-loss levels near the lower Bollinger Band ($91.22) and position sizing based on risk tolerance.
This comprehensive analysis provides an objective assessment of QDF's technical and fundamental factors, highlighting both bullish and bearish cases. The report identifies key levels, market context, and potential risks to inform investment decisions.
Generated
News
All QDF news →
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Showing 1–10 of 44
Page 1 of 5
QDF Options Activity & IV Rank
QDF IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.0%
7-DTE IV: —
Expected Move: $2.88
7-DTE Move: $2.88
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $1.75
ATM Put: $1.12
Call %: 1.9%
Put %: 1.2%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
Stage 2 — Skew Adjustment (±25% cap)
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.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- 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.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
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.
Risk Reversal
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.
Reading them together
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.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 13.4% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
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.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)7.3LowOct 21
Straddle Price (30 DTE)$2.88Oct 21
Beta Analysis
Risk Metrics
Beta: 0.8696
Alpha: 1.59%
Correlation: 0.9354
R-Squared: 87.5%
Stock Volatility: 11.8%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
QDF 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 |
|---|
Short Interest & Float
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.
Metric definitions
- 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.
How to read the signals
- 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.
History chart
- 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.
Short Interest
2.99K
SI % of Float
0.01%
Days to Cover
1.00
Short Vol Ratio
5.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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