Mercury General Corp
Expected move
InputsNext report
Last report
Largest filed tie
—
13F top-10 QoQ
Top fund weight
Last report1 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
+2.82%
vs ±7.1% implied · ×0.39
shaded = implied · ▲▼ = realized
Fund move
Fund move
No thesis.
Mercury General Corp
102.63
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $479.6M | 16.97% | +4.19% | |
| 2 | Dimensional Fund AdvisorsDimensional | $230.6M | 8.16% | +0.63% | |
| 3 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $189.9M | 6.72% | +3.70% | |
| 4 | Rubric Capital ManagementRubric | $164.3M | 5.82% | −28.45% | |
| 5 | Vanguard Capital ManagementVanguardindex-like | $131.4M | 4.65% | +0.51% | |
| 6 | State StreetState Streetindex-like | $123.7M | 4.38% | +5.54% | |
| 7 | Geode Capital ManagementGeodeindex-like | $102.5M | 3.63% | +27.46% | |
| 8 | American Century CompaniesAmerican Century Companies | $102.4M | 3.62% | +18.09% | |
| 9 | DG Capital ManagementDG Capital Management | $87.1M | 3.08% | −13.93% | |
| 10 | Renaissance TechnologiesRenaissance Technologies | $83.3M | 2.95% | −5.09% | |
| 11 | InvescoInvesco | $68.9M | 2.44% | +12.84% | |
| 12 | Arrowstreet Capital, Limited PartnershipArrowstreet Capital, Limited Partnership | $61.4M | 2.17% | +0.17% | |
| 13 | Morgan StanleyMorgan Stanley | $42.7M | 1.51% | +5.96% | |
| 14 | Charles Schwab Investment ManagementCharles Schwabindex-like | $37.6M | 1.33% | −1.40% | |
| 15 | AQR Capital ManagementAQR | $36.7M | 1.30% | −2.14% | |
| 16 | Northern TrustNorthern Trustindex-like | $31.0M | 1.10% | +7.90% | |
| 17 | NuveenNuveenindex-like | $28.2M | 1.00% | +3.51% | |
| 18 | Bank of New York MellonBank of New York Mellonindex-like | $26.3M | 0.93% | +1.28% | |
| 19 | Westwood Holdings GroupWestwood | $25.0M | 0.88% | −6.59% | |
| 20 | UBS GroupUBS | $24.2M | 0.86% | −26.21% | |
| 21 | Susquehanna International GroupSusquehanna International | $22.6M | 0.80% | +94.14% | |
| 22 | Two Sigma InvestmentsTwo Sigma | $22.4M | 0.79% | −27.17% | |
| 23 | JPMorgan ChaseJPMorgan Chase | $22.0M | 0.78% | +7.73% | |
| 24 | Algert GlobalAlgert Global | $21.7M | 0.77% | +19.75% | |
| 25 | Goldman Sachs GroupGoldman Sachs | $21.4M | 0.76% | +3.91% |
349 managers report $2.8B of Mercury General on form 13F for the quarter ended Jun 30 '26. 29 of them hold 80% of it; BlackRock is largest at 16.97%.
Expected move
Inputs8Q avg ±4.3%·×1.31·rich
straddle ±7.0%
spot 102.42exp Nov 20ATM strike 100ATM straddle 8.37IV 42%