Heritage Insurance Holdings, Inc.
Expected move
InputsNext report
Last report
Largest filed tie
0
filed ties
13F top-10 QoQ
Top fund weight
Last report4 of 7 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
Heritage Insurance Holdings, Inc.
35.68
188 managers report $501.6M of Heritage Insurance on form 13F for the quarter ended Jun 30 '26. 35 of them hold 80% of it; BlackRock is largest at 12.13%.
Fund move
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $60.8M | 12.13% | +6.51% | |
| 2 | Dimensional Fund AdvisorsDimensional | $34.2M | 6.82% | +5.11% | |
| 3 | American Century CompaniesAmerican Century Companies | $27.8M | 5.55% | +7.89% | |
| 4 | Vanguard Capital ManagementVanguardindex-like | $26.4M | 5.27% | +1.24% | |
| 5 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $24.8M | 4.94% | +12.09% | |
| 6 | Geode Capital ManagementGeodeindex-like | $19.6M | 3.90% | +1.49% | |
| 7 | Jane Street GroupJane Street | $15.8M | 3.16% | +122.33% | |
| 8 | State StreetState Streetindex-like | $14.7M | 2.93% | +7.41% | |
| 9 | Connor, Clark & Lunn Investment ManagementConnor, Clark & Lunn | $14.4M | 2.88% | +0.49% | |
| 10 | Pacific Ridge Capital PartnersPacific Ridge Capital Partners | $13.1M | 2.60% | +23.31% | |
| 11 | Morgan StanleyMorgan Stanley | $10.0M | 2.00% | +34.76% | |
| 12 | AQR Capital ManagementAQR | $9.5M | 1.90% | +4.76% | |
| 13 | Two Sigma InvestmentsTwo Sigma | $9.4M | 1.87% | +31.12% | |
| 14 | Jacobs Levy Equity ManagementJacobs Levy Equity | $8.8M | 1.76% | −5.83% | |
| 15 | Citadel AdvisorsCitadel | $8.1M | 1.61% | +51.47% | |
| 16 | NuveenNuveenindex-like | $7.9M | 1.58% | +78.94% | |
| 17 | Susquehanna International GroupSusquehanna International | $7.3M | 1.46% | +57.72% | |
| 18 | Assenagon Asset ManagementAssenagon | $6.9M | 1.37% | −42.98% | |
| 19 | Bridgeway Capital ManagementBridgeway | $6.8M | 1.35% | 0.00% | |
| 20 | Northern TrustNorthern Trustindex-like | $6.6M | 1.31% | +4.06% | |
| 21 | Millennium ManagementMillennium | $6.5M | 1.29% | +173.52% | |
| 22 | Prudential FinancialPrudential Financial | $6.2M | 1.24% | −51.39% | |
| 23 | Bank of AmericaBank of America | $6.1M | 1.21% | +19.54% | |
| 24 | Trexquant InvestmentTrexquant Investment | $5.0M | 1.00% | +41.45% | |
| 25 | Charles Schwab Investment ManagementCharles Schwabindex-like | $5.0M | 1.00% | −18.09% |
Fund move
No thesis.
Expected move
Inputsspot 35.64exp Mar 19ATM strike 35ATM straddle 8.20IV 47%