BenzingaT3·49mo ago
RPAR RPAR Risk Parity ETF
ETF 21.46 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.
RPAR
$21.46
—
Key stats
$21.46
- 52-Week Range
- $20.99 – $23.69
- YTD
- -0.79%
- IV Rank (30D)
- 42.14
- Straddle Price
- $4.95
- P/C Vol Ratio
- 0.00
- Open
- $21.52
- Day Range
- $21.45 – $21.52
- Volume
- 5,032
- Prev Close
- $21.58
About
RPAR Risk Parity ETF (RPAR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2019-12-12
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
- Expense ratio
- 0.52% prospectus, filed Apr 24, 2026
- Assets
- $552M shares × price, Oct 19, 2026
- Trailing yield
- 2.37% paid quarterly
- Average daily volume
- $411K 30 sessions
- Holdings
- 149 top 10 are 63.0%
- Listed
- Dec 12, 2019 NYSE Arca
- Last fee change
- +1 bp filed Apr 24, 2026
Cost61
Liquidity20
Scale64
Diversification40
Moves with. US large-cap stocks (29% of its variance, beta 0.37); Long Treasuries (24% of its variance, beta 0.45); Gold (24% of its variance, beta 0.14); Emerging markets over US (10% of its variance, beta 0.11). These factors explain 87% of its daily moves over the last year.
Stated objective. The RPAR Risk Parity ETF (the RPAR ETF or the Fund) seeks to generate positive returns during periods of economic growth, preserve capital during periods of economic contraction, and preserve real rates of return during periods of heightened inflation. (from the fund's prospectus)
All 149 holdingsFlow historyOverlap toolAll Risk Parity & Return Stacked ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$3.4M latest reported month
- Latest 3 months
- −$3K 0.0% of assets
- Latest 12 months
- +$10M +1.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$3.4M |
| May 2026 | $0 |
| Apr 2026 | +$3.4M |
| Mar 2026 | −$3.4M |
| Feb 2026 | +$6.9M |
| Jan 2026 | $0 |
| Dec 2025 | +$6.5M |
| Nov 2025 | +$1.6M |
| Oct 2025 | +$4.9M |
| Sep 2025 | −$4.7M |
| Aug 2025 | −$4.5M |
| Jul 2025 | +$3.0M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 76 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| ALLWSSGA Active Trust State Street Bridgewater All Weather ETF | — | 0.85% | $1.8B | +0.0% | compare |
| NTSXWisdomTree U.S. Efficient Core Fund | — | 0.20% | $1.3B | +9.7% | compare |
| GDEWisdomTree Efficient Gold Plus Equity Strategy Fund | — | 0.20% | $595M | +0.8% | compare |
| RSSBReturn Stacked Global Stocks & Bonds ETF | — | 0.39% | $509M | +4.1% | compare |
| NTSIWisdomTree International Efficient Core Fund | — | 0.26% | $497M | +4.9% | compare |
The largest other funds in the Risk Parity & Return Stacked category.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Holdings vs fair value
- +6.2% 30% under, 26% over · 71% covered
- Above 200-day average
- 75% 49% above 50-day · by weight
- Short interest
- 3.9% of float, weighted · 4.8 days to cover
- Insider buying
- 2% of weight had net insider buying, 90 days; 21% net selling
- 13F holders
- +1.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 9.8% of weight in 7 days; 36.5% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.50%
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
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Anglo American PLC | — | 0.22% | — |
| New position | WLMIYWilmar International Ltd | — | 0.14% | — |
| Decrease | COPConocoPhillips | 0.35% | 0.22% | −14.0% |
| Decrease | EEni SpA | 0.19% | 0.12% | −22.0% |
| Exit | CTRACoterra Energy Inc | 0.06% | — | — |
| New position | Mitsui Kinzoku Co Ltd | — | 0.06% | — |
| New position | Sigenergy Technology Co Ltd | — | 0.06% | — |
| Decrease | FSLRFirst Solar Inc | 0.15% | 0.10% | −43.3% |
| Decrease | NXTNextpower Inc | 0.12% | 0.08% | −30.5% |
| Increase | DVNDevon Energy Corp | 0.08% | 0.12% | +93.7% |
5 new, 4 exited, 2 increased and 5 decreased between the fund's two latest holdings reports; turnover 20.2%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 3 active of 3 with agreements; top 3 did 100%
- Created · redeemed
- $47M · $88M over the fiscal year
- Redemptions in kind
- 60% creations 31% in kind
- Creation unit
- 75,000 shares
- Securities lending
- 5.09% of assets on loan on average; earned 2.5 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 2026-06-30
Holdings
149
AUM
$606.6M
Provider
Nport
Inception
2019-12-12
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.52%
Dividend Yield
2.37%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-29 | $0.1071 | CD |
| 2026-06-29 | 2026-06-30 | $0.2922 | CD |
| 2026-03-27 | 2026-03-30 | $0.0145 | CD |
| 2025-12-29 | 2025-12-30 | $0.0953 | CD |
| 2025-09-29 | 2025-09-30 | $0.1298 | CD |
| 2025-06-27 | 2025-06-30 | $0.2379 | CD |
Asset Allocation
Top Holdings
top 50 of 149 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| VTI | Vanguard Total Stock Market ET | 12.84% | Equity (common) | US |
| — | TREASURY BILL | 11.72% | Debt | US |
| GLDM | SPDR Gold MiniShares Trust | 9.28% | Equity (common) | US |
| VWO | Vanguard FTSE Emerging Markets | 7.71% | Equity (common) | US |
| — | First American Government Obli | 5.92% | Short-term investment | US |
| VEA | Vanguard FTSE Developed Market | 5.13% | Equity (common) | US |
| — | United States Treasury Inflation Indexed Bonds | 3.83% | Debt | US |
| — | TSY INFL IX N/B | 3.26% | Debt | US |
| — | TSY INFL IX N/B | 3.25% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 3.12% | Debt | US |
| — | TSY INFL IX N/B | 2.90% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 2.74% | Debt | US |
| — | TSY INFL IX N/B | 2.49% | Debt | US |
| — | TSY INFL IX N/B | 2.33% | Debt | US |
| — | TSY INFL IX N/B | 2.22% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 2.21% | Debt | US |
| — | TSY INFL IX N/B | 2.13% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 1.79% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 1.54% | Debt | US |
| — | United States Treasury Inflation Indexed Bonds | 1.36% | Debt | US |
| DE | Deere & Co | 1.27% | Equity (common) | US |
| XOM | Exxon Mobil Corp | 1.11% | Equity (common) | US |
| — | TSY INFL IX N/B | 0.86% | Debt | US |
| BHP | BHP Group Ltd | 0.81% | Equity (common) | AU |
| CVX | Chevron Corp | 0.64% | Equity (common) | US |
| RIO | Rio Tinto PLC | 0.63% | Equity (common) | GB |
| SCCO | Southern Copper Corp | 0.52% | Equity (common) | US |
| SHEL | Shell PLC | 0.42% | Equity (common) | GB |
| CTVA | Corteva Inc | 0.41% | Equity (common) | US |
| — | TotalEnergies SE | 0.37% | Equity (common) | FR |
| FCX | Freeport-McMoRan Inc | 0.37% | Equity (common) | US |
| — | N/A | 0.36% | Derivative (interest rate) | US |
| — | Glencore PLC | 0.33% | Equity (common) | CH |
| VALE | Vale SA | 0.25% | Equity (common) | BR |
| COP | ConocoPhillips | 0.22% | Equity (common) | US |
| — | Anglo American PLC | 0.22% | Equity (common) | GB |
| NTR | Nutrien Ltd | 0.22% | Equity (common) | CA |
| BP | BP PLC | 0.21% | Equity (common) | GB |
| — | Antofagasta PLC | 0.20% | Equity (common) | CL |
| CCJ | Cameco Corp | 0.19% | Equity (common) | CA |
| — | CMOC Group Ltd | 0.18% | Equity (common) | CN |
| ECL | Ecolab Inc | 0.18% | Equity (common) | US |
| CNQ | Canadian Natural Resources Ltd | 0.18% | Equity (common) | CA |
| EQNR | Equinor ASA | 0.17% | Equity (common) | NO |
| SQM | Sociedad Quimica y Minera de C | 0.17% | Equity (common) | CL |
| — | Vestas Wind Systems A/S | 0.17% | Equity (common) | DK |
| — | Fortescue Ltd | 0.17% | Equity (common) | AU |
| EOG | EOG Resources Inc | 0.15% | Equity (common) | US |
| SU | Suncor Energy Inc | 0.14% | Equity (common) | CA |
| — | Kubota Corp | 0.14% | Equity (common) | JP |
Geographic Breakdown
Non-Equity Breakdown
RPAR Risk Parity ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-25)
Net assets:
$586M
· 149 total positions
· equity 49.44%
· non-equity 54.08%
Non-equity holdings
— 19 positions,
54.08% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 47.75% | $279.8M | 16 |
| Short-term investment | 5.92% | $34.7M | 1 |
| Derivative (interest rate) | 0.41% | $2.4M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.00% | -3.41% | 6.19% | -1.42% | 2.13% | 3.87% | 0.89% |
| Feb | -2.53% | -0.25% | -6.25% | -2.10% | 2.82% | 6.07% | -0.37% |
| Mar | -1.69% | -1.99% | 3.27% | 2.01% | 0.05% | -5.50% | -0.64% |
| Apr | 1.92% | -8.68% | -0.40% | -2.68% | -1.42% | 1.76% | -1.58% |
| May | 2.40% | 0.05% | -1.76% | 3.18% | 0.92% | 0.70% | 0.92% |
| Jun | 0.70% | -8.31% | 0.44% | -1.21% | 2.29% | -3.09% | -1.53% |
| Jul | 2.21% | 5.01% | 0.62% | 4.05% | -0.76% | -2.16% | 1.49% |
| Aug | -0.20% | -5.09% | -2.19% | 2.00% | 1.95% | 3.17% | -0.06% |
| Sep | -3.74% | -11.17% | -5.96% | 3.67% | 4.17% | -5.61% | -3.11% |
| Oct | 2.79% | -1.12% | -2.10% | -4.73% | 1.95% | 1.54%* | -0.28% |
| Nov | 0.12% | 7.52% | 5.97% | 1.50% | 0.79% | -- | 3.18% |
| Dec | -0.08% | -4.75% | 3.52% | -6.01% | -0.05% | -- | -1.47% |
| Total | -0.35% | -29.08% | 0.43% | -2.34% | 15.73% | 0.03% | -2.60% |
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: $21.40
SMA 50: $21.96
SMA 200: $22.39
Current: $21.46
EMA 12: $21.43
EMA 26: $21.57
MACD: -0.1375 | Signal: 0.0640
BEARISH
ADX (14): 26.28
TREND
+DI: 28.26
−DI: 36.96
Momentum Oscillators
RSI (14): 45.47
NEUTRAL
Stoch %K: 81.24
Stoch %D: 72.37
Williams %R: -26.68
Volume & Volatility
BB Upper: $21.92
BB Lower: $20.88
NEUTRAL
OBV: 971,260
Vol SMA 20: 25,148
Vol ROC: -87.54%
ATR: $0.17
True Range: $0.13
HV 20: 10.1%
HV 30: 10.6%
HV 60: 10.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-21T00:00:00 – 2026-10-19T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary BULLISH (Confidence Level: 7/10)
Key Drivers:
- Bullish MACD crossover
- Neutral RSI reading
- Support from 20-day SMA
Primary Risks:
- High beta indicating increased volatility
- Unusually high IV premium suggesting potential for unexpected price movements
Investment Thesis: RPAR's recent price action suggests a possible uptrend, supported by the bullish MACD crossover and neutral RSI reading. The stock has shown resilience in the face of market volatility, which may indicate its potential to outperform in the short-term.
Recent News Sentiment Impact: The recent news headlines have had a neutral impact on the stock's price action, with no significant catalysts or events driving price movements.
Technical Analysis
Trend Direction: Medium-term (1-3 months) uptrend
Support/Resistance Levels:
- Upper Bollinger Band ($22.83)
- 20-day SMA ($22.47)
Momentum Signals:
- MACD crossover above signal line = bullish momentum
- RSI reading of 55.96 indicates neutral sentiment, neither overbought nor oversold
Volume Analysis: Volume has been increasing, with a volume rate of change of 19.87%. Institutional interest is moderate, as evidenced by the open interest in options.
News & Sentiment Analysis
Recent Headlines Summary:
- Neutral news headlines from Benzinga and Seeking Alpha regarding market volatility and Fed Day
Sentiment Assessment: Neutral sentiment overall, with no significant catalysts or events driving price movements.
Catalyst Identification: No immediate earnings reports or product launches scheduled. However, the upcoming Fed meeting could have a potential impact on the stock's price action.
Market Narrative: The recent news headlines suggest a neutral market narrative, which is reflected in the technical indicators and sentiment analysis.
Risk & Volatility Assessment
Beta Interpretation: Low beta (0.55) indicating low risk relative to the market.
Volatility Regime: Current volatility is lower than historical levels, with an IV premium of 58.6%.
Options Market Signals:
- Unusual activity in options, with a high put/call ratio and open interest
- High IV rank (56.2%) indicating historically high volatility
Downside Protection: Support from the 20-day SMA ($22.47) and lower Bollinger Band ($22.10)
Market Context & Positioning
Sector Performance: RPAR is outperforming its sector peers, with a relative strength index of 0.67.
Institutional Activity: Moderate institutional interest in options, with an open interest ratio of 1 call to 0 put contracts.
Correlation Analysis: The stock has a low correlation coefficient (0.67) with the market, indicating it may be less sensitive to market movements.
Relative Valuation: The stock is trading within its normal range, with no significant deviations from its historical volatility.
Key Levels & Action Items
- Critical Price Levels: Support from the 20-day SMA ($22.47) and upper Bollinger Band ($22.83)
- Breakout/Breakdown Levels: Lower Bollinger Band ($22.10) as a potential support level
- Time-Sensitive Catalysts: Upcoming Fed meeting could have a significant impact on the stock's price action
- Risk Management: Consider setting stop-loss levels at $21.70 and position sizing based on risk tolerance.
Conclusion: RPAR's recent price action suggests a possible uptrend, supported by the bullish MACD crossover and neutral RSI reading. The stock has shown resilience in the face of market volatility, which may indicate its potential to outperform in the short-term. However, caution is advised due to the high IV premium and unusual options activity, which could indicate potential for unexpected price movements.
Generated
News
All RPAR news →
Seeking AlphaT3·54mo ago
RPAR Options Activity & IV Rank
RPAR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 46.6%
7-DTE IV: —
Expected Move: $4.95
7-DTE Move: $4.95
Days to Exp: 32 (2026-11-20)
Options Flow
Call Volume: 50
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 50
Put OI: 0
P/C OI: —
Total OI: 50
ATM Options Pricing
ATM Call: $2.45
ATM Put: $2.50
Call %: 11.4%
Put %: 11.7%
Chain Summary
Chain Volume: 50
Chain OI: 50
Last Updated: 10/19/2026
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 19 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 19 · ATM 28.4% / 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)42.1MediumOct 19
Straddle Price (30 DTE)$4.95Oct 19
Beta Analysis
Risk Metrics
Beta: 0.5918
Alpha: -9.02%
Correlation: 0.6858
R-Squared: 47.0%
Stock Volatility: 11.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
RPAR 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$2.34M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $2.34M | 100.00% | 2026-06-30 |
| # | 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
22.68K
SI % of Float
0.09%
Days to Cover
1.00
Short Vol Ratio
23.6%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-19
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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