Herbalife Ltd.
Expected move
InputsNext report
Last report
Largest filed tie
0
filed ties
13F top-10 QoQ
Top fund weight
Last report3 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
−8.65%
vs ±12.8% implied · ×0.67
shaded = implied · ▲▼ = realized
Fund move
Fund move
No thesis.
Herbalife Ltd.
13.05
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | Baupost GroupBaupost | $121.8M | 7.78% | 0.00% | |
| 2 | BlackRockBlackRockindex-like | $110.1M | 7.03% | +7.02% | |
| 3 | Route One InvestmentRoute One Investment | $109.8M | 7.02% | +1.48% | |
| 4 | Nantahala Capital ManagementNantahala | $101.4M | 6.48% | +10.86% | |
| 5 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $81.4M | 5.20% | +1.74% | |
| 6 | Renaissance TechnologiesRenaissance Technologies | $66.1M | 4.22% | −8.64% | |
| 7 | Vanguard Capital ManagementVanguardindex-like | $58.0M | 3.71% | −0.05% | |
| 8 | Geode Capital ManagementGeodeindex-like | $45.6M | 2.91% | +31.83% | |
| 9 | Citadel AdvisorsCitadel | $41.4M | 2.64% | −0.99% | |
| 10 | CitigroupCitigroup | $41.2M | 2.63% | +82.85% | |
| 11 | Solel PartnersSolel Partners | $37.5M | 2.39% | +53.07% | |
| 12 | LSV Asset ManagementLSV | $34.5M | 2.20% | −0.12% | |
| 13 | State StreetState Streetindex-like | $33.5M | 2.14% | +5.12% | |
| 14 | FMRFMR | $33.2M | 2.12% | −52.05% | |
| 15 | Two Sigma InvestmentsTwo Sigma | $31.8M | 2.03% | +3.94% | |
| 16 | Arrowstreet Capital, Limited PartnershipArrowstreet Capital, Limited Partnership | $29.8M | 1.90% | −12.87% | |
| 17 | Charles Schwab Investment ManagementCharles Schwabindex-like | $27.8M | 1.78% | −13.40% | |
| 18 | Iridian Asset ManagementIridian | $27.3M | 1.75% | +28.16% | |
| 19 | Dimensional Fund AdvisorsDimensional | $24.8M | 1.58% | +0.40% | |
| 20 | Quantedge Capital PteQuantedge Capital Pte | $24.3M | 1.55% | −3.94% | |
| 21 | Goldman Sachs GroupGoldman Sachs | $23.9M | 1.53% | −42.57% | |
| 22 | Long Focus Capital ManagementLong Focus | $22.3M | 1.43% | 0.00% | |
| 23 | Caption ManagementCaption | $18.7M | 1.20% | +154.98% | |
| 24 | Victory Capital ManagementVictory | $16.4M | 1.05% | +81.01% | |
| 25 | Penn Capital ManagementPenn | $15.1M | 0.96% | +66.51% |
240 managers report $1.6B of Herbalife on form 13F for the quarter ended Jun 30 '26. 32 of them hold 80% of it; Baupost is largest at 7.78%.
Expected move
Inputs8Q avg ±14.4%·×0.82·cheap
straddle ±13.0%
spot 13.05exp Nov 6ATM strike 13ATM straddle 2.00IV 139%