Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $293,316 (100.0% shares, 0.0% debt)

Holdings (38)

VOYA VOYA FINL INC 8.2%

Value ($000) $24,064 Shares 486,438 Est. Cost $38.59 Unrealized 0.0%

NTRS NORTHERN TR CORP 7.6%

Value ($000) $22,379 Shares 224,033 Est. Cost $75.28 Unrealized 0.0%

AMP AMERIPRISE FINL INC 7.5%

Value ($000) $21,945 Shares 129,489 Est. Cost $136.87 Unrealized 0.0%

V VISA INC 7.3%

Value ($000) $21,467 Shares 188,275 Est. Cost $104.38 Unrealized 0.0%

VRSK VERISK ANALYTICS INC 6.4%

Value ($000) $18,712 Shares 194,920 Est. Cost $86.51 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 6.2%

Value ($000) $18,065 Shares 303,211 Est. Cost $49.72 Unrealized 0.0%

TROW PRICE T ROWE GROUP INC 6.1%

Value ($000) $17,818 Shares 169,811 Est. Cost $71.75 Unrealized 0.0%

RJF RAYMOND JAMES FINANCIAL INC 5.6%

Value ($000) $16,419 Shares 183,963 Est. Cost $50.88 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 5.1%

Value ($000) $14,998 Shares 266,486 Est. Cost $46.60 Unrealized 0.0%

BRO BROWN & BROWN INC 3.7%

Value ($000) $10,911 Shares 212,655 Est. Cost $23.56 Unrealized 0.0%

FDS FACTSET RESH SYS INC 3.7%

Value ($000) $10,826 Shares 56,162 Est. Cost $176.95 Unrealized 0.0%

UNM UNUM GROUP 2.9%

Value ($000) $8,513 Shares 155,752 Est. Cost $53.68 Unrealized 0.0%

AFG AMERICAN FINL GROUP INC OHIO 2.9%

Value ($000) $8,451 Shares 78,116 Est. Cost $53.47 Unrealized 0.0%

GPN GLOBAL PMTS INC 2.7%

Value ($000) $8,044 Shares 80,245 Est. Cost $95.16 Unrealized 0.0%

MS MORGAN STANLEY 2.6%

Value ($000) $7,640 Shares 146,250 Est. Cost $39.73 Unrealized 0.0%

SSNC SS&C TECHNOLOGIES HLDGS INC 2.3%

Value ($000) $6,609 Shares 163,259 Est. Cost $40.75 Unrealized 0.0%

— TD AMERITRADE HLDG CORP 2.2%

Value ($000) $6,515 Shares 127,891 Est. Cost $50.94 Unrealized —

BHF BRIGHTHOUSE FINL INC 1.5%

Value ($000) $4,362 Shares 74,386 Est. Cost $59.17 Unrealized 0.0%

AXS AXIS CAPITAL HOLDINGS LTD 1.4%

Value ($000) $4,204 Shares 83,650 Est. Cost $42.24 Unrealized 0.0%

— BLACKHAWK NETWORK HLDGS INC 1.4%

Value ($000) $4,160 Shares 116,696 Est. Cost $35.65 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 1.1%

Value ($000) $3,287 Shares 80,967 Est. Cost $40.60 Unrealized —

TRU TRANSUNION 1.1%

Value ($000) $3,284 Shares 59,750 Est. Cost $51.35 Unrealized 0.0%

CME CME GROUP INC 1.1%

Value ($000) $3,234 Shares 22,143 Est. Cost $105.45 Unrealized 0.0%

PYPL PAYPAL HLDGS INC 1.1%

Value ($000) $3,173 Shares 43,100 Est. Cost $72.14 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 1.1%

Value ($000) $3,171 Shares 56,576 Est. Cost $41.05 Unrealized 0.0%

CINF CINCINNATI FINL CORP 1.1%

Value ($000) $3,145 Shares 41,945 Est. Cost $59.90 Unrealized 0.0%

NDAQ NASDAQ INC 1.0%

Value ($000) $3,047 Shares 39,661 Est. Cost $22.22 Unrealized 0.0%

ORI OLD REP INTL CORP 1.0%

Value ($000) $3,008 Shares 147,822 Est. Cost $10.53 Unrealized 0.0%

FCN FTI CONSULTING INC 0.8%

Value ($000) $2,367 Shares 55,109 Est. Cost $40.81 Unrealized 0.0%

RGA REINSURANCE GROUP AMER INC 0.8%

Value ($000) $2,360 Shares 15,133 Est. Cost $151.41 Unrealized 0.0%

SEIC SEI INVESTMENTS CO 0.6%

Value ($000) $1,632 Shares 22,705 Est. Cost $60.18 Unrealized 0.0%

— ATHENE HLDG LTD 0.5%

Value ($000) $1,550 Shares 29,973 Est. Cost $51.71 Unrealized —

— OM ASSET MGMT PLC 0.5%

Value ($000) $1,471 Shares 87,830 Est. Cost $16.75 Unrealized —

— FGL HLDGS 0.2%

Value ($000) $665 Shares 66,032 Est. Cost $10.07 Unrealized —

ACGL ARCH CAP GROUP LTD 0.2%

Value ($000) $647 Shares 7,124 Est. Cost $30.41 Unrealized 0.0%

CNO CNO FINL GROUP INC 0.2%

Value ($000) $480 Shares 19,431 Est. Cost $20.29 Unrealized 0.0%

GLRE GREENLIGHT CAPITAL RE LTD 0.2%

Value ($000) $444 Shares 22,082 Est. Cost $21.74 Unrealized 0.0%

— CORELOGIC INC 0.1%

Value ($000) $249 Shares 5,387 Est. Cost $46.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOYA	VOYA FINL INC	486,438	$24,064	8.2%	$38.59	0.0%	COM	929089100
NTRS	NORTHERN TR CORP	224,033	$22,379	7.6%	$75.28	0.0%	COM	665859104
AMP	AMERIPRISE FINL INC	129,489	$21,945	7.5%	$136.87	0.0%	COM	03076C106
V	VISA INC	188,275	$21,467	7.3%	$104.38	0.0%	COM CL A	92826C839
VRSK	VERISK ANALYTICS INC	194,920	$18,712	6.4%	$86.51	0.0%	COM	92345Y106
AIG	AMERICAN INTL GROUP INC	303,211	$18,065	6.2%	$49.72	0.0%	COM NEW	026874784
TROW	PRICE T ROWE GROUP INC	169,811	$17,818	6.1%	$71.75	0.0%	COM	74144T108
RJF	RAYMOND JAMES FINANCIAL INC	183,963	$16,419	5.6%	$50.88	0.0%	COM	754730109
HIG	HARTFORD FINL SVCS GROUP INC	266,486	$14,998	5.1%	$46.60	0.0%	COM	416515104
BRO	BROWN & BROWN INC	212,655	$10,911	3.7%	$23.56	0.0%	COM	115236101
FDS	FACTSET RESH SYS INC	56,162	$10,826	3.7%	$176.95	0.0%	COM	303075105
UNM	UNUM GROUP	155,752	$8,513	2.9%	$53.68	0.0%	COM	91529Y106
AFG	AMERICAN FINL GROUP INC OHIO	78,116	$8,451	2.9%	$53.47	0.0%	COM	025932104
GPN	GLOBAL PMTS INC	80,245	$8,044	2.7%	$95.16	0.0%	COM	37940X102
MS	MORGAN STANLEY	146,250	$7,640	2.6%	$39.73	0.0%	COM NEW	617446448
SSNC	SS&C TECHNOLOGIES HLDGS INC	163,259	$6,609	2.3%	$40.75	0.0%	COM	78467J100
—	TD AMERITRADE HLDG CORP	127,891	$6,515	2.2%	$50.94	—	COM	87236Y108
BHF	BRIGHTHOUSE FINL INC	74,386	$4,362	1.5%	$59.17	0.0%	COM	10922N103
AXS	AXIS CAPITAL HOLDINGS LTD	83,650	$4,204	1.4%	$42.24	0.0%	SHS	G0692U109
—	BLACKHAWK NETWORK HLDGS INC	116,696	$4,160	1.4%	$35.65	—	COM	09238E104
—	ASPEN INSURANCE HOLDINGS LTD	80,967	$3,287	1.1%	$40.60	—	SHS	G05384105
TRU	TRANSUNION	59,750	$3,284	1.1%	$51.35	0.0%	COM	89400J107
CME	CME GROUP INC	22,143	$3,234	1.1%	$105.45	0.0%	COM CL A	12572Q105
PYPL	PAYPAL HLDGS INC	43,100	$3,173	1.1%	$72.14	0.0%	COM	70450Y103
FAF	FIRST AMERN FINL CORP	56,576	$3,171	1.1%	$41.05	0.0%	COM	31847R102
CINF	CINCINNATI FINL CORP	41,945	$3,145	1.1%	$59.90	0.0%	COM	172062101
NDAQ	NASDAQ INC	39,661	$3,047	1.0%	$22.22	0.0%	COM	631103108
ORI	OLD REP INTL CORP	147,822	$3,008	1.0%	$10.53	0.0%	COM	680223104
FCN	FTI CONSULTING INC	55,109	$2,367	0.8%	$40.81	0.0%	COM	302941109
RGA	REINSURANCE GROUP AMER INC	15,133	$2,360	0.8%	$151.41	0.0%	COM NEW	759351604
SEIC	SEI INVESTMENTS CO	22,705	$1,632	0.6%	$60.18	0.0%	COM	784117103
—	ATHENE HLDG LTD	29,973	$1,550	0.5%	$51.71	—	CL A	G0684D107
—	OM ASSET MGMT PLC	87,830	$1,471	0.5%	$16.75	—	SHS	G67506108
—	FGL HLDGS	66,032	$665	0.2%	$10.07	—	ORD SHS	G3402M102
ACGL	ARCH CAP GROUP LTD	7,124	$647	0.2%	$30.41	0.0%	ORD	G0450A105
CNO	CNO FINL GROUP INC	19,431	$480	0.2%	$20.29	0.0%	COM	12621E103
GLRE	GREENLIGHT CAPITAL RE LTD	22,082	$444	0.2%	$21.74	0.0%	CLASS A	G4095J109
—	CORELOGIC INC	5,387	$249	0.1%	$46.22	—	COM	21871D103