Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $374,673 (100.0% shares, 0.0% debt)

Holdings (39)

— ATHENE HLDG LTD 6.5%

Value ($000) $24,404 Shares 556,658 Est. Cost $43.84 Unrealized —

AMG AFFILIATED MANAGERS GROUP 6.4%

Value ($000) $24,145 Shares 162,407 Est. Cost $160.74 Unrealized 0.0%

— IHS MARKIT LTD 6.0%

Value ($000) $22,610 Shares 438,271 Est. Cost $51.09 Unrealized —

JEF JEFFERIES FINL GROUP INC 5.8%

Value ($000) $21,714 Shares 954,877 Est. Cost $16.63 Unrealized 0.0%

SEIC SEI INVESTMENTS CO 5.5%

Value ($000) $20,768 Shares 332,187 Est. Cost $60.08 Unrealized 0.0%

WTW WILLIS TOWERS WATSON PUB LTD 5.3%

Value ($000) $19,773 Shares 130,426 Est. Cost $138.27 Unrealized -1.0%

— TD AMERITRADE HLDG CORP 4.4%

Value ($000) $16,438 Shares 300,123 Est. Cost $54.77 Unrealized —

AIG AMERICAN INTL GROUP INC 3.5%

Value ($000) $13,121 Shares 247,482 Est. Cost $46.52 Unrealized -4.8%

PRI PRIMERICA INC 3.3%

Value ($000) $12,256 Shares 123,049 Est. Cost $97.87 Unrealized 0.0%

ORI OLD REP INTL CORP 3.1%

Value ($000) $11,561 Shares 580,658 Est. Cost $11.17 Unrealized +3.4%

ACIW ACI WORLDWIDE INC 3.0%

Value ($000) $11,262 Shares 456,505 Est. Cost $24.05 Unrealized +1.3%

AXP AMERICAN EXPRESS CO 3.0%

Value ($000) $11,097 Shares 113,235 Est. Cost $87.01 Unrealized +1.8%

— AXA EQUITABLE HLDGS INC 2.9%

Value ($000) $10,966 Shares 532,060 Est. Cost $20.61 Unrealized —

GPN GLOBAL PMTS INC 2.9%

Value ($000) $10,776 Shares 96,658 Est. Cost $97.01 Unrealized +10.8%

— THOMSON REUTERS CORP 2.7%

Value ($000) $10,113 Shares 250,809 Est. Cost $38.65 Unrealized —

FICO FAIR ISAAC CORP 2.4%

Value ($000) $9,107 Shares 47,106 Est. Cost $181.11 Unrealized 0.0%

ICE INTERCONTINENTAL EXCHANGE IN 2.4%

Value ($000) $8,910 Shares 121,143 Est. Cost $65.99 Unrealized 0.0%

XLF SELECT SECTOR SPDR TR 2.4%

Value ($000) $8,823 Shares 331,814 Est. Cost $26.59 Unrealized —

FAF FIRST AMERN FINL CORP 2.3%

Value ($000) $8,769 Shares 169,546 Est. Cost $42.09 Unrealized -2.1%

MS MORGAN STANLEY 2.3%

Value ($000) $8,519 Shares 179,735 Est. Cost $40.85 Unrealized +1.4%

HIG HARTFORD FINL SVCS GROUP INC 2.1%

Value ($000) $7,798 Shares 152,516 Est. Cost $45.20 Unrealized -2.3%

PYPL PAYPAL HLDGS INC 2.0%

Value ($000) $7,501 Shares 90,081 Est. Cost $75.90 Unrealized +4.8%

— TOTAL SYS SVCS INC 2.0%

Value ($000) $7,471 Shares 88,396 Est. Cost $84.52 Unrealized —

ALL ALLSTATE CORP 1.9%

Value ($000) $7,126 Shares 78,072 Est. Cost $80.71 Unrealized -1.4%

SSNC SS&C TECHNOLOGIES HLDGS INC 1.7%

Value ($000) $6,418 Shares 123,664 Est. Cost $50.62 Unrealized 0.0%

— LAZARD LTD 1.6%

Value ($000) $5,996 Shares 122,600 Est. Cost $48.91 Unrealized —

CNO CNO FINL GROUP INC 1.5%

Value ($000) $5,626 Shares 295,457 Est. Cost $17.34 Unrealized 0.0%

NDAQ NASDAQ INC 1.5%

Value ($000) $5,434 Shares 59,537 Est. Cost $26.73 Unrealized 0.0%

FDS FACTSET RESH SYS INC 1.4%

Value ($000) $5,395 Shares 27,233 Est. Cost $176.95 Unrealized +4.7%

BHF BRIGHTHOUSE FINL INC 1.2%

Value ($000) $4,612 Shares 115,100 Est. Cost $51.26 Unrealized -6.2%

VOYA VOYA FINL INC 1.2%

Value ($000) $4,596 Shares 97,793 Est. Cost $38.59 Unrealized +20.5%

— ASPEN INSURANCE HOLDINGS LTD 1.2%

Value ($000) $4,510 Shares 110,807 Est. Cost $43.54 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.2%

Value ($000) $4,341 Shares 19,683 Est. Cost $200.65 Unrealized 0.0%

UNM UNUM GROUP 0.8%

Value ($000) $2,896 Shares 78,300 Est. Cost $41.72 Unrealized 0.0%

V VISA INC 0.6%

Value ($000) $2,306 Shares 17,413 Est. Cost $104.97 Unrealized +16.3%

CB CHUBB LIMITED 0.6%

Value ($000) $2,197 Shares 17,300 Est. Cost $116.44 Unrealized 0.0%

STT STATE STR CORP 0.6%

Value ($000) $2,149 Shares 23,090 Est. Cost $77.86 Unrealized 0.0%

— E TRADE FINANCIAL CORP 0.5%

Value ($000) $2,032 Shares 33,229 Est. Cost $55.41 Unrealized —

GWRE GUIDEWIRE SOFTWARE INC 0.3%

Value ($000) $1,137 Shares 12,808 Est. Cost $88.52 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ATHENE HLDG LTD	556,658	$24,404	6.5%	$43.84	—	CL A	G0684D107
AMG	AFFILIATED MANAGERS GROUP	162,407	$24,145	6.4%	$160.74	0.0%	COM	008252108
—	IHS MARKIT LTD	438,271	$22,610	6.0%	$51.09	—	SHS	G47567105
JEF	JEFFERIES FINL GROUP INC	954,877	$21,714	5.8%	$16.63	0.0%	COM	47233W109
SEIC	SEI INVESTMENTS CO	332,187	$20,768	5.5%	$60.08	0.0%	COM	784117103
WTW	WILLIS TOWERS WATSON PUB LTD	130,426	$19,773	5.3%	$138.27	-1.0%	SHS	G96629103
—	TD AMERITRADE HLDG CORP	300,123	$16,438	4.4%	$54.77	—	COM	87236Y108
AIG	AMERICAN INTL GROUP INC	247,482	$13,121	3.5%	$46.52	-4.8%	COM NEW	026874784
PRI	PRIMERICA INC	123,049	$12,256	3.3%	$97.87	0.0%	COM	74164M108
ORI	OLD REP INTL CORP	580,658	$11,561	3.1%	$11.17	+3.4%	COM	680223104
ACIW	ACI WORLDWIDE INC	456,505	$11,262	3.0%	$24.05	+1.3%	COM	004498101
AXP	AMERICAN EXPRESS CO	113,235	$11,097	3.0%	$87.01	+1.8%	COM	025816109
—	AXA EQUITABLE HLDGS INC	532,060	$10,966	2.9%	$20.61	—	COM	054561105
GPN	GLOBAL PMTS INC	96,658	$10,776	2.9%	$97.01	+10.8%	COM	37940X102
—	THOMSON REUTERS CORP	250,809	$10,113	2.7%	$38.65	—	COM	884903105
FICO	FAIR ISAAC CORP	47,106	$9,107	2.4%	$181.11	0.0%	COM	303250104
ICE	INTERCONTINENTAL EXCHANGE IN	121,143	$8,910	2.4%	$65.99	0.0%	COM	45866F104
XLF	SELECT SECTOR SPDR TR	331,814	$8,823	2.4%	$26.59	—	SBI INT-FINL	81369Y605
FAF	FIRST AMERN FINL CORP	169,546	$8,769	2.3%	$42.09	-2.1%	COM	31847R102
MS	MORGAN STANLEY	179,735	$8,519	2.3%	$40.85	+1.4%	COM NEW	617446448
HIG	HARTFORD FINL SVCS GROUP INC	152,516	$7,798	2.1%	$45.20	-2.3%	COM	416515104
PYPL	PAYPAL HLDGS INC	90,081	$7,501	2.0%	$75.90	+4.8%	COM	70450Y103
—	TOTAL SYS SVCS INC	88,396	$7,471	2.0%	$84.52	—	COM	891906109
ALL	ALLSTATE CORP	78,072	$7,126	1.9%	$80.71	-1.4%	COM	020002101
SSNC	SS&C TECHNOLOGIES HLDGS INC	123,664	$6,418	1.7%	$50.62	0.0%	COM	78467J100
—	LAZARD LTD	122,600	$5,996	1.6%	$48.91	—	SHS A	G54050102
CNO	CNO FINL GROUP INC	295,457	$5,626	1.5%	$17.34	0.0%	COM	12621E103
NDAQ	NASDAQ INC	59,537	$5,434	1.5%	$26.73	0.0%	COM	631103108
FDS	FACTSET RESH SYS INC	27,233	$5,395	1.4%	$176.95	+4.7%	COM	303075105
BHF	BRIGHTHOUSE FINL INC	115,100	$4,612	1.2%	$51.26	-6.2%	COM	10922N103
VOYA	VOYA FINL INC	97,793	$4,596	1.2%	$38.59	+20.5%	COM	929089100
—	ASPEN INSURANCE HOLDINGS LTD	110,807	$4,510	1.2%	$43.54	—	SHS	G05384105
GS	GOLDMAN SACHS GROUP INC	19,683	$4,341	1.2%	$200.65	0.0%	COM	38141G104
UNM	UNUM GROUP	78,300	$2,896	0.8%	$41.72	0.0%	COM	91529Y106
V	VISA INC	17,413	$2,306	0.6%	$104.97	+16.3%	COM CL A	92826C839
CB	CHUBB LIMITED	17,300	$2,197	0.6%	$116.44	0.0%	COM	H1467J104
STT	STATE STR CORP	23,090	$2,149	0.6%	$77.86	0.0%	COM	857477103
—	E TRADE FINANCIAL CORP	33,229	$2,032	0.5%	$55.41	—	COM NEW	269246401
GWRE	GUIDEWIRE SOFTWARE INC	12,808	$1,137	0.3%	$88.52	0.0%	COM	40171V100