Innovative Industrial Properties Inc
Expected move
InputsNext report
Last report
Largest filed tie
13F top-10 QoQ
Top fund weight
Last report4 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
+3.02%
vs ±6.5% implied · ×0.46
shaded = implied · ▲▼ = realized
Fund move
Fund move
No thesis.
Innovative Industrial Properties Inc
52.09
Largest filed tie
—
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $309.7M | 22.29% | +4.52% | |
| 2 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $174.7M | 12.57% | +3.30% | |
| 3 | State StreetState Streetindex-like | $104.0M | 7.48% | +2.66% | |
| 4 | Vanguard Capital ManagementVanguardindex-like | $80.1M | 5.77% | +4.06% | |
| 5 | Susquehanna International GroupSusquehanna International | $43.3M | 3.12% | +42.90% | |
| 6 | Charles Schwab Investment ManagementCharles Schwabindex-like | $40.2M | 2.89% | +13.07% | |
| 7 | Arrowstreet Capital, Limited PartnershipArrowstreet Capital, Limited Partnership | $35.0M | 2.52% | +4.58% | |
| 8 | Mirae Asset Global Etfs HoldingsMirae Asset Global Etfs | $32.5M | 2.34% | +1.57% | |
| 9 | Parallax Volatility AdvisersParallax Volatility | $31.0M | 2.23% | 0.00% | |
| 10 | InvescoInvesco | $30.8M | 2.22% | new | |
| 11 | Northern TrustNorthern Trustindex-like | $24.5M | 1.77% | +4.13% | |
| 12 | Dimensional Fund AdvisorsDimensional | $22.6M | 1.63% | −0.55% | |
| 13 | Goldman Sachs GroupGoldman Sachs | $22.5M | 1.62% | −33.07% | |
| 14 | Point72 Asset ManagementPoint72 | $21.8M | 1.57% | −24.38% | |
| 15 | Citadel AdvisorsCitadel | $19.9M | 1.43% | +159.58% | |
| 16 | D. E. ShawD. E. Shaw | $19.5M | 1.40% | −13.22% | |
| 17 | Morgan StanleyMorgan Stanley | $16.3M | 1.17% | +26.50% | |
| 18 | AlphaCore CapitalAlphaCore Capital | $13.5M | 0.97% | +1.55% | |
| 19 | Bank of New York MellonBank of New York Mellonindex-like | $12.8M | 0.92% | +7.88% | |
| 20 | Principal Financial GroupPrincipal Financial | $11.8M | 0.85% | +3.84% | |
| 21 | Vanguard Fiduciary TrustVanguard Fiduciary Trustindex-like | $11.8M | 0.85% | new | |
| 22 | Legal & General GroupLegal & General | $10.4M | 0.75% | −5.64% | |
| 23 | Thrivent Financial FOR LutheransThrivent Financial FOR Lutherans | $8.5M | 0.61% | −10.74% | |
| 24 | JPMorgan ChaseJPMorgan Chase | $8.3M | 0.59% | new | |
| 25 | HRT FinancialHRT Financial | $8.1M | 0.59% | new |
327 managers report $1.4B of Innovative Industrial Properties on form 13F for the quarter ended Jun 30 '26. 25 of them hold 80% of it; BlackRock is largest at 22.29%.
Expected move
Inputs8Q avg ±6.8%·×1.12·fair
straddle ±8.7%
spot 52.04exp Nov 20ATM strike 50ATM straddle 5.30IV 53%