Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $461,677 (100.0% shares, 0.0% debt)

Holdings (38)

— IHS MARKIT LTD 6.9%

Value ($000) $31,766 Shares 588,696 Est. Cost $51.82 Unrealized —

WTW WILLIS TOWERS WATSON PUB LTD 6.8%

Value ($000) $31,522 Shares 223,653 Est. Cost $137.54 Unrealized -0.7%

AMP AMERIPRISE FINL INC 6.7%

Value ($000) $30,947 Shares 209,585 Est. Cost $124.45 Unrealized 0.0%

JEF JEFFERIES FINL GROUP INC 6.2%

Value ($000) $28,673 Shares 1,305,678 Est. Cost $16.63 Unrealized -0.0%

AIG AMERICAN INTL GROUP INC 5.3%

Value ($000) $24,518 Shares 460,512 Est. Cost $45.44 Unrealized -2.8%

STT STATE STR CORP 4.9%

Value ($000) $22,734 Shares 271,358 Est. Cost $70.03 Unrealized -1.0%

AMG AFFILIATED MANAGERS GROUP 4.8%

Value ($000) $21,997 Shares 160,889 Est. Cost $160.74 Unrealized -10.2%

SSNC SS&C TECHNOLOGIES HLDGS INC 4.7%

Value ($000) $21,496 Shares 378,255 Est. Cost $53.90 Unrealized +3.0%

FIS FIDELITY NATL INFORMATION SV 4.5%

Value ($000) $20,879 Shares 191,429 Est. Cost $93.91 Unrealized 0.0%

VOYA VOYA FINL INC 4.5%

Value ($000) $20,822 Shares 419,211 Est. Cost $43.05 Unrealized +3.2%

GS GOLDMAN SACHS GROUP INC 4.5%

Value ($000) $20,666 Shares 92,158 Est. Cost $197.31 Unrealized -0.5%

HIG HARTFORD FINL SVCS GROUP INC 4.1%

Value ($000) $18,990 Shares 380,105 Est. Cost $44.21 Unrealized -1.5%

CBOE CBOE GLOBAL MARKETS INC 3.4%

Value ($000) $15,652 Shares 163,114 Est. Cost $91.50 Unrealized 0.0%

— TOTAL SYS SVCS INC 3.1%

Value ($000) $14,482 Shares 146,667 Est. Cost $90.17 Unrealized —

— BLACKROCK INC 2.9%

Value ($000) $13,272 Shares 28,158 Est. Cost $471.34 Unrealized —

WEX WEX INC 2.8%

Value ($000) $12,836 Shares 63,938 Est. Cost $191.78 Unrealized 0.0%

MS MORGAN STANLEY 2.4%

Value ($000) $11,054 Shares 237,358 Est. Cost $40.38 Unrealized -3.6%

SEIC SEI INVESTMENTS CO 2.2%

Value ($000) $10,191 Shares 166,800 Est. Cost $60.08 Unrealized -6.5%

NDAQ NASDAQ INC 2.2%

Value ($000) $10,032 Shares 116,921 Est. Cost $27.11 Unrealized +1.5%

BFH ALLIANCE DATA SYSTEMS CORP 2.1%

Value ($000) $9,700 Shares 41,075 Est. Cost $165.76 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 2.0%

Value ($000) $9,458 Shares 183,336 Est. Cost $42.13 Unrealized +1.2%

VYX NCR CORP NEW 2.0%

Value ($000) $9,147 Shares 321,964 Est. Cost $17.81 Unrealized 0.0%

— FLEETCOR TECHNOLOGIES INC 1.4%

Value ($000) $6,690 Shares 29,362 Est. Cost $227.85 Unrealized —

EG EVEREST RE GROUP LTD 1.4%

Value ($000) $6,266 Shares 27,426 Est. Cost $192.26 Unrealized 0.0%

TNET TRINET GROUP INC 1.3%

Value ($000) $5,981 Shares 106,192 Est. Cost $54.76 Unrealized 0.0%

CSGP COSTAR GROUP INC 1.0%

Value ($000) $4,633 Shares 11,009 Est. Cost $42.74 Unrealized 0.0%

ACIW ACI WORLDWIDE INC 0.8%

Value ($000) $3,553 Shares 126,279 Est. Cost $24.05 Unrealized +13.4%

PRI PRIMERICA INC 0.7%

Value ($000) $3,168 Shares 26,276 Est. Cost $97.87 Unrealized +18.5%

NTRS NORTHERN TR CORP 0.6%

Value ($000) $2,955 Shares 28,936 Est. Cost $85.59 Unrealized 0.0%

FICO FAIR ISAAC CORP 0.6%

Value ($000) $2,825 Shares 12,359 Est. Cost $181.11 Unrealized +19.8%

LPLA LPL FINL HLDGS INC 0.6%

Value ($000) $2,619 Shares 40,600 Est. Cost $66.30 Unrealized 0.0%

AIZ ASSURANT INC 0.5%

Value ($000) $2,504 Shares 23,200 Est. Cost $92.18 Unrealized 0.0%

CNNE CANNAE HLDGS INC 0.5%

Value ($000) $2,209 Shares 105,435 Est. Cost $18.61 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 0.4%

Value ($000) $1,821 Shares 24,457 Est. Cost $64.92 Unrealized 0.0%

ALL ALLSTATE CORP 0.4%

Value ($000) $1,692 Shares 17,141 Est. Cost $80.71 Unrealized +1.7%

— ELLIE MAE INC 0.3%

Value ($000) $1,477 Shares 15,590 Est. Cost $94.74 Unrealized —

BHF BRIGHTHOUSE FINL INC 0.3%

Value ($000) $1,467 Shares 33,160 Est. Cost $51.26 Unrealized -17.8%

V VISA INC 0.2%

Value ($000) $983 Shares 6,552 Est. Cost $104.97 Unrealized +28.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	IHS MARKIT LTD	588,696	$31,766	6.9%	$51.82	—	SHS	G47567105
WTW	WILLIS TOWERS WATSON PUB LTD	223,653	$31,522	6.8%	$137.54	-0.7%	SHS	G96629103
AMP	AMERIPRISE FINL INC	209,585	$30,947	6.7%	$124.45	0.0%	COM	03076C106
JEF	JEFFERIES FINL GROUP INC	1,305,678	$28,673	6.2%	$16.63	-0.0%	COM	47233W109
AIG	AMERICAN INTL GROUP INC	460,512	$24,518	5.3%	$45.44	-2.8%	COM NEW	026874784
STT	STATE STR CORP	271,358	$22,734	4.9%	$70.03	-1.0%	COM	857477103
AMG	AFFILIATED MANAGERS GROUP	160,889	$21,997	4.8%	$160.74	-10.2%	COM	008252108
SSNC	SS&C TECHNOLOGIES HLDGS INC	378,255	$21,496	4.7%	$53.90	+3.0%	COM	78467J100
FIS	FIDELITY NATL INFORMATION SV	191,429	$20,879	4.5%	$93.91	0.0%	COM	31620M106
VOYA	VOYA FINL INC	419,211	$20,822	4.5%	$43.05	+3.2%	COM	929089100
GS	GOLDMAN SACHS GROUP INC	92,158	$20,666	4.5%	$197.31	-0.5%	COM	38141G104
HIG	HARTFORD FINL SVCS GROUP INC	380,105	$18,990	4.1%	$44.21	-1.5%	COM	416515104
CBOE	CBOE GLOBAL MARKETS INC	163,114	$15,652	3.4%	$91.50	0.0%	COM	12503M108
—	TOTAL SYS SVCS INC	146,667	$14,482	3.1%	$90.17	—	COM	891906109
—	BLACKROCK INC	28,158	$13,272	2.9%	$471.34	—	COM	09247X101
WEX	WEX INC	63,938	$12,836	2.8%	$191.78	0.0%	COM	96208T104
MS	MORGAN STANLEY	237,358	$11,054	2.4%	$40.38	-3.6%	COM NEW	617446448
SEIC	SEI INVESTMENTS CO	166,800	$10,191	2.2%	$60.08	-6.5%	COM	784117103
NDAQ	NASDAQ INC	116,921	$10,032	2.2%	$27.11	+1.5%	COM	631103108
BFH	ALLIANCE DATA SYSTEMS CORP	41,075	$9,700	2.1%	$165.76	0.0%	COM	018581108
FAF	FIRST AMERN FINL CORP	183,336	$9,458	2.0%	$42.13	+1.2%	COM	31847R102
VYX	NCR CORP NEW	321,964	$9,147	2.0%	$17.81	0.0%	COM	62886E108
—	FLEETCOR TECHNOLOGIES INC	29,362	$6,690	1.4%	$227.85	—	COM	339041105
EG	EVEREST RE GROUP LTD	27,426	$6,266	1.4%	$192.26	0.0%	COM	G3223R108
TNET	TRINET GROUP INC	106,192	$5,981	1.3%	$54.76	0.0%	COM	896288107
CSGP	COSTAR GROUP INC	11,009	$4,633	1.0%	$42.74	0.0%	COM	22160N109
ACIW	ACI WORLDWIDE INC	126,279	$3,553	0.8%	$24.05	+13.4%	COM	004498101
PRI	PRIMERICA INC	26,276	$3,168	0.7%	$97.87	+18.5%	COM	74164M108
NTRS	NORTHERN TR CORP	28,936	$2,955	0.6%	$85.59	0.0%	COM	665859104
FICO	FAIR ISAAC CORP	12,359	$2,825	0.6%	$181.11	+19.8%	COM	303250104
LPLA	LPL FINL HLDGS INC	40,600	$2,619	0.6%	$66.30	0.0%	COM	50212V100
AIZ	ASSURANT INC	23,200	$2,504	0.5%	$92.18	0.0%	COM	04621X108
CNNE	CANNAE HLDGS INC	105,435	$2,209	0.5%	$18.61	0.0%	COM	13765N107
AJG	GALLAGHER ARTHUR J & CO	24,457	$1,821	0.4%	$64.92	0.0%	COM	363576109
ALL	ALLSTATE CORP	17,141	$1,692	0.4%	$80.71	+1.7%	COM	020002101
—	ELLIE MAE INC	15,590	$1,477	0.3%	$94.74	—	COM	28849P100
BHF	BRIGHTHOUSE FINL INC	33,160	$1,467	0.3%	$51.26	-17.8%	COM	10922N103
V	VISA INC	6,552	$983	0.2%	$104.97	+28.7%	COM CL A	92826C839