Seeking AlphaT3·30mo ago
DFAR DFA Real Estate Securities Portfolio ETF Class Shares
ETF 25.03 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.
DFAR
$25.03
—
Key stats
$25.03
- 52-Week Range
- $22.64 – $27.59
- YTD
- +9.11%
- IV Rank (30D)
- 3.61
- Straddle Price
- $1.40
- Open
- $24.74
- Day Range
- $24.68 – $25.05
- Volume
- 782,070
- Prev Close
- $24.67
About
DFA Real Estate Securities Portfolio ETF Class Shares (DFAR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2026-09-25
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $1.7B SEC filing, Apr 30, 2026
- Trailing yield
- 3.52% paid quarterly
- Average daily volume
- $49M 30 sessions
- Holdings
- 124 top 10 are 49.3%
- Listed
- Sep 28, 2026 NYSE Arca
- Net asset value
- $24.90 issuer, Oct 20, 2026 · closed +0.03% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
Cost74
Liquidity90
Scale63
Diversification61
Moves with. Value over growth (15% of its variance, beta 0.48); US large-cap stocks (13% of its variance, beta 0.61); Developed markets ex-US over US (8% of its variance, beta 0.31); Long Treasuries (4% of its variance, beta 0.19). These factors explain 46% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional US Real Estate ETF (the US Real Estate ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)
All 124 holdingsFlow historySimilar fundsOverlap toolAll Real Estate ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$12M latest reported month
- Latest 3 months
- +$33M +1.9% of assets
- Latest 12 months
- +$199M +11.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$12M |
| Jun 2026 | −$5.2M |
| May 2026 | +$26M |
| Apr 2026 | −$18M |
| Mar 2026 | +$12M |
| Feb 2026 | +$28M |
| Jan 2026 | +$44M |
| Dec 2025 | +$58M |
| Nov 2025 | +$22M |
| Oct 2025 | +$8.3M |
| Sep 2025 | −$11M |
| Aug 2025 | +$22M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 54 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| SCHHSchwab U.S. REIT ETF | 92% | 0.07% | $10.8B | +2.9% | compare |
| USRTiShares Core U.S. REIT ETF | 89% | 0.08% | $4.2B | +5.1% | compare |
| FRELFidelity MSCI Real Estate Index ETF | 88% | 0.08% | $1.4B | −0.8% | compare |
| FRIFirst Trust S&P REIT Index Fund | 86% | 0.50% | $197M | +5.1% | compare |
| IYRiShares U.S. Real Estate ETF | 85% | 0.37% | $4.0B | −0.9% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +8.5% 37% under, 15% over · 96% covered
- Price / earnings
- 35.4 4% loss-making · 96% covered
- Price / book · sales
- 2.4 · 6.8 revenue growth +8.3%
- Above 200-day average
- 32% 26% above 50-day · by weight
- Short interest
- 4.1% of float, weighted · 4.8 days to cover
- Insider buying
- 16% of weight had net insider buying, 90 days; 45% net selling
- 13F holders
- +1.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 50.9% of weight in 7 days; 86.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.47%
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
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | COLDAMERICOLD REALTY TRUST, INC. | 0.27% | 0.17% | −29.0% |
| Decrease | VREVERIS RESIDENTIAL, INC. | 0.11% | 0.02% | −81.6% |
| Exit | ALEXALEXANDER & BALDWIN, INC. | 0.07% | — | — |
| Decrease | ESRTEMPIRE STATE REALTY TRUST, INC. | 0.08% | 0.01% | −81.6% |
| Decrease | DLRDIGITAL REALTY TRUST, INC. | 4.69% | 4.64% | −12.9% |
| Decrease | AIVAPARTMENT INVESTMENT AND MANAGEMENT COMPANY | 0.06% | 0.02% | −62.9% |
| Exit | PKSTPEAKSTONE REALTY TRUST. | 0.04% | — | — |
| Exit | UNITUNITI GROUP INC. | 0.04% | — | — |
| Increase | NTSTNETSTREIT CORP. | 0.13% | 0.17% | +23.9% |
| Increase | LINELINEAGE, INC. | 0.17% | 0.19% | +17.1% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.3%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 7 active of 21 with agreements; top 3 did 86%
- Created · redeemed
- $331M · $79M over the fiscal year
- Redemptions in kind
- 99% creations 93% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 5.27% of assets on loan on average; earned 0.7 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.
ETF Profile
holdings as of 2026-10-20
Holdings
124
AUM
$8.3B
Provider
Dimensional
Inception
2026-09-28
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
3.52%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.3069 | CD |
| 2026-06-23 | 2026-06-25 | $0.1402 | CD |
| 2026-03-24 | 2026-03-26 | $0.0427 | CD |
| 2025-12-16 | 2025-12-18 | $0.3785 | CD |
| 2025-09-23 | 2025-09-25 | $0.1431 | CD |
| 2025-06-24 | 2025-06-26 | $0.1406 | CD |
Asset Allocation
Top Holdings
top 50 of 124 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| WELL | WELLTOWER INC REIT USD1.0 | 7.60% | Equity (US) | US |
| PLD | PROLOGIS INC REIT USD.01 | 6.49% | Equity (US) | US |
| EQIX | EQUINIX INC REIT USD.001 | 5.21% | Equity (US) | US |
| AMT | AMERICAN TOWER CORP REIT USD.01 | 5.17% | Equity (US) | US |
| SPG | SIMON PROPERTY GROUP INC REIT USD.0001 | 4.77% | Equity (US) | US |
| DLR | DIGITAL REALTY TRUST INC REIT USD.01 | 4.51% | Equity (US) | US |
| O | REALTY INCOME CORP REIT USD1.0 | 4.28% | Equity (US) | US |
| PSA | PUBLIC STORAGE REIT USD.1 | 4.10% | Equity (US) | US |
| VMRK | VIVMARK RESIDENTIAL REIT USD.01 | 3.61% | Equity (US) | US |
| VTR | VENTAS INC REIT USD.25 | 3.56% | Equity (US) | US |
| CCI | CROWN CASTLE INC REIT USD.01 | 2.77% | Equity (US) | US |
| IRM | IRON MOUNTAIN INC REIT USD.01 | 2.69% | Equity (US) | US |
| EXR | EXTRA SPACE STORAGE INC REIT USD.01 | 2.39% | Equity (US) | US |
| VICI | VICI PROPERTIES INC REIT USD.01 | 2.07% | Equity (US) | US |
| SBAC | SBA COMMUNICATIONS CORP REIT USD.01 | 1.56% | Equity (US) | US |
| ESS | ESSEX PROPERTY TRUST INC REIT USD.0001 | 1.41% | Equity (US) | US |
| HST | HOST HOTELS + RESORTS INC REIT USD.01 | 1.40% | Equity (US) | US |
| KIM | KIMCO REALTY CORP REIT USD.01 | 1.27% | Equity (US) | US |
| WPC | WP CAREY INC REIT USD.001 | 1.18% | Equity (US) | US |
| INVH | INVITATION HOMES INC REIT USD.01 | 1.17% | Equity (US) | US |
| SUI | SUN COMMUNITIES INC REIT USD.01 | 1.14% | Equity (US) | US |
| OHI | OMEGA HEALTHCARE INVESTORS REIT USD.1 | 1.11% | Equity (US) | US |
| LAMR | LAMAR ADVERTISING CO A REIT USD.001 | 1.10% | Equity (US) | US |
| DOC | HEALTHPEAK PROPERTIES INC REIT USD1.0 | 1.03% | Equity (US) | US |
| AHR | AMERICAN HEALTHCARE REIT INC REIT USD.01 | 1.02% | Equity (US) | US |
| MAA | MID AMERICA APARTMENT COMM REIT USD.01 | 1.00% | Equity (US) | US |
| REG | REGENCY CENTERS CORP REIT USD.01 | 0.98% | Equity (US) | US |
| ELS | EQUITY LIFESTYLE PROPERTIES REIT USD.01 | 0.88% | Equity (US) | US |
| GLPI | GAMING AND LEISURE PROPERTIE REIT | 0.88% | Equity (US) | US |
| EGP | EASTGROUP PROPERTIES INC REIT | 0.87% | Equity (US) | US |
| UDR | UDR INC REIT USD.01 | 0.81% | Equity (US) | US |
| AMH | AMERICAN HOMES 4 RENT A REIT USD.01 | 0.81% | Equity (US) | US |
| CPT | CAMDEN PROPERTY TRUST REIT USD.01 | 0.74% | Equity (US) | US |
| BXP | BXP INC REIT USD.01 | 0.72% | Equity (US) | US |
| FRT | FEDERAL REALTY INVS TRUST REIT USD.01 | 0.70% | Equity (US) | US |
| CTRE | CARETRUST REIT INC REIT USD.01 | 0.70% | Equity (US) | US |
| RHP | RYMAN HOSPITALITY PROPERTIES REIT USD.01 | 0.69% | Equity (US) | US |
| CUBE | CUBESMART REIT USD.01 | 0.69% | Equity (US) | US |
| BRX | BRIXMOR PROPERTY GROUP INC REIT USD.01 | 0.68% | Equity (US) | US |
| REXR | REXFORD INDUSTRIAL REALTY IN REIT USD.01 | 0.65% | Equity (US) | US |
| FR | FIRST INDUSTRIAL REALTY TR REIT USD.01 | 0.63% | Equity (US) | US |
| ADC | AGREE REALTY CORP REIT USD.0001 | 0.63% | Equity (US) | US |
| — | CASH AND CASH EQUIVALENTS | 0.62% | Cash/Money Market | — |
| NNN | NNN REIT INC REIT USD.01 | 0.62% | Equity (US) | US |
| TRNO | TERRENO REALTY CORP REIT USD.01 | 0.58% | Equity (US) | US |
| STAG | STAG INDUSTRIAL INC REIT USD.01 | 0.57% | Equity (US) | US |
| MAC | MACERICH CO/THE REIT USD.01 | 0.53% | Equity (US) | US |
| ARE | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 | 0.46% | Equity (US) | US |
| HR | HEALTHCARE REALTY TRUST INC REIT USD.01 | 0.46% | Equity (US) | US |
| EPRT | ESSENTIAL PROPERTIES REALTY REIT USD.01 | 0.45% | Equity (US) | US |
Non-Equity Breakdown
Dimensional US Real Estate ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$1.68B
· 129 total positions
· equity 99.82%
· non-equity 4.13%
Non-equity holdings
— 1 positions,
4.13% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.13% | $69.5M | 1 |
Chart
Seasonality
Insufficient price history — listed 27 days ago. Seasonality patterns need at least one full year of data.
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: $24.44
SMA 50: $25.28
SMA 200: $25.28
Current: $25.03
EMA 12: $24.65
EMA 26: $24.75
MACD: -0.0998 | Signal: 0.1301
BEARISH
ADX (14): 25.58
TREND
+DI: 25.53
−DI: 21.04
Momentum Oscillators
RSI (14): 54.79
NEUTRAL
Stoch %K: 89.01
Stoch %D: 81.93
Williams %R: -1.19
Volume & Volatility
BB Upper: $25.02
BB Lower: $23.85
OVERBOUGHT
OBV: 9,930,109
Vol SMA 20: 1,813,097
Vol ROC: -39.60%
ATR: $0.34
True Range: $0.38
HV 20: 14.9%
HV 30: 14.2%
HV 60: 12.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
Here is my comprehensive stock analysis report for DFAR:
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Consolidation phase following recent pullback
- Low volatility - stock moves less than market
- Bullish momentum signals from MACD and stochastic indicators
Primary Risks:
- Breakout above upper Bollinger Band may lead to further upside
- Failure to break above SMA 200 could indicate continued consolidation or potential bearish move
Investment Thesis: DFAR is in a consolidation phase, with low volatility indicating a stable market. The stock has shown bullish momentum signals from MACD and stochastic indicators, but needs to break above the upper Bollinger Band to confirm further upside.
Recent News Sentiment Impact:
- Recent news headline on REITs from Seeking Alpha was neutral, suggesting no significant impact on sentiment
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Consolidation Medium-term (1-3 months): Neutral Long-term (3-12 months): Uptrend
Support/Resistance Levels: SMA 20: $25.89 SMA 50: $25.09 SMA 200: $24.05
Momentum Signals:
- RSI interpretation: Neutral (59.45)
- MACD signal: Bullish momentum (0.25 / -0.00 / 0.25)
- Bollinger Bands position: Squeeze
Volume Analysis: Volume SMA 20: 2699311.25 On-Balance Volume (OBV): 37384874.81 Volume Rate of Change: -2.96%
News & Sentiment Analysis
Recent Headlines Summary:
- Neutral news headline on REITs from Seeking Alpha
Sentiment Assessment: Aggregate sentiment is neutral, with no significant impact from recent news headlines
Catalyst Identification: No major catalysts identified in the near term
Market Narrative: The market narrative suggests a stable environment, which aligns with DFAR's low volatility and consolidation phase.
Risk & Volatility Assessment
Risk Interpretation: Beta: 0.42 (low risk)
Volatility Regime: Current vs historical volatility levels: Low
Options Market Signals: IV rank: 66.9% (medium), Current IV: 57.5%, Expected Move: $2.30 (21 DTE)
Downside Protection: Support levels: SMA 20, SMA 50, and SMA 200; risk management considerations: stop-loss at $24.05
Market Context & Positioning
Sector Performance: Relative strength vs sector/market: Neutral
Institutional Activity: Volume patterns suggesting institutional interest: Low
Correlation Analysis: How stock moves relative to market (R-squared interpretation): Low correlation
Relative Valuation: Position within trading range: Consolidation phase
Key Levels & Action Items
Critical Price Levels: Support/resistance levels: SMA 20, SMA 50, and SMA 200
Breakout/Breakdown Levels: Technical levels that could trigger significant moves: Upper Bollinger Band ($26.34)
Time-Sensitive Catalysts: Earnings dates: No earnings data available
Risk Management: Stop-loss at $24.05; position sizing considerations: Conservative approach
Generated
News
All DFAR news →
DFAR Options Activity & IV Rank
DFAR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 26.0%
7-DTE IV: —
Expected Move: $1.40
7-DTE Move: $1.40
Days to Exp: 29 (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: $0.68
ATM Put: $0.72
Call %: 2.7%
Put %: 2.9%
Chain Summary
Chain Volume: 50
Chain OI: 50
Last Updated: 10/22/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 20.9% / 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)3.6LowOct 22
Straddle Price (30 DTE)$1.40Oct 22
Beta Analysis
Insufficient price history — listed 27 days ago. Beta and correlation vs SPY require ~1 year of daily returns to be statistically meaningful.
DFAR 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.
1 filers$1.05M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $1.05M | 100.00% | 2026-06-30 |
1 filers$264.22K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $264.22K | 100.00% | 2026-06-30 |
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
480.18K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
67.3%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|