Prana Capital Management, LP Quant / Systematic

Location: Greenwich, CT

CIK: 0001710951 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value: $462M (100.0% shares, 0.0% debt)

Holdings (38)

— IHS MARKIT LTD 6.9%

Value $31.77M Shares 588,696 Est. Cost $51.82 Unrealized —

WTW WILLIS TOWERS WATSON PUB LTD 6.8%

Value $31.52M Shares 223,653 Est. Cost $137.54 Unrealized -0.7%

AMP AMERIPRISE FINL INC 6.7%

Value $30.95M Shares 209,585 Est. Cost $124.45 Unrealized 0.0%

JEF JEFFERIES FINL GROUP INC 6.2%

Value $28.67M Shares 1,305,678 Est. Cost $16.63 Unrealized -0.0%

AIG AMERICAN INTL GROUP INC 5.3%

Value $24.52M Shares 460,512 Est. Cost $45.44 Unrealized -2.8%

STT STATE STR CORP 4.9%

Value $22.73M Shares 271,358 Est. Cost $70.03 Unrealized -1.0%

AMG AFFILIATED MANAGERS GROUP 4.8%

Value $22M Shares 160,889 Est. Cost $160.74 Unrealized -10.2%

SSNC SS&C TECHNOLOGIES HLDGS INC 4.7%

Value $21.5M Shares 378,255 Est. Cost $53.90 Unrealized +3.0%

FIS FIDELITY NATL INFORMATION SV 4.5%

Value $20.88M Shares 191,429 Est. Cost $93.91 Unrealized 0.0%

VOYA VOYA FINL INC 4.5%

Value $20.82M Shares 419,211 Est. Cost $43.05 Unrealized +3.2%

GS GOLDMAN SACHS GROUP INC 4.5%

Value $20.67M Shares 92,158 Est. Cost $197.31 Unrealized -0.5%

HIG HARTFORD FINL SVCS GROUP INC 4.1%

Value $18.99M Shares 380,105 Est. Cost $44.21 Unrealized -1.5%

CBOE CBOE GLOBAL MARKETS INC 3.4%

Value $15.65M Shares 163,114 Est. Cost $91.50 Unrealized 0.0%

— TOTAL SYS SVCS INC 3.1%

Value $14.48M Shares 146,667 Est. Cost $90.17 Unrealized —

— BLACKROCK INC 2.9%

Value $13.27M Shares 28,158 Est. Cost $471.34 Unrealized —

WEX WEX INC 2.8%

Value $12.84M Shares 63,938 Est. Cost $191.78 Unrealized 0.0%

MS MORGAN STANLEY 2.4%

Value $11.05M Shares 237,358 Est. Cost $40.38 Unrealized -3.6%

SEIC SEI INVESTMENTS CO 2.2%

Value $10.19M Shares 166,800 Est. Cost $60.08 Unrealized -6.5%

NDAQ NASDAQ INC 2.2%

Value $10.03M Shares 116,921 Est. Cost $27.11 Unrealized +1.5%

BFH ALLIANCE DATA SYSTEMS CORP 2.1%

Value $9.7M Shares 41,075 Est. Cost $165.76 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 2.0%

Value $9.458M Shares 183,336 Est. Cost $42.13 Unrealized +1.2%

VYX NCR CORP NEW 2.0%

Value $9.147M Shares 321,964 Est. Cost $17.81 Unrealized 0.0%

— FLEETCOR TECHNOLOGIES INC 1.4%

Value $6.69M Shares 29,362 Est. Cost $227.85 Unrealized —

EG EVEREST RE GROUP LTD 1.4%

Value $6.266M Shares 27,426 Est. Cost $192.26 Unrealized 0.0%

TNET TRINET GROUP INC 1.3%

Value $5.981M Shares 106,192 Est. Cost $54.76 Unrealized 0.0%

CSGP COSTAR GROUP INC 1.0%

Value $4.633M Shares 11,009 Est. Cost $42.74 Unrealized 0.0%

ACIW ACI WORLDWIDE INC 0.8%

Value $3.553M Shares 126,279 Est. Cost $24.05 Unrealized +13.4%

PRI PRIMERICA INC 0.7%

Value $3.168M Shares 26,276 Est. Cost $97.87 Unrealized +18.5%

NTRS NORTHERN TR CORP 0.6%

Value $2.955M Shares 28,936 Est. Cost $85.59 Unrealized 0.0%

FICO FAIR ISAAC CORP 0.6%

Value $2.825M Shares 12,359 Est. Cost $181.11 Unrealized +19.8%

LPLA LPL FINL HLDGS INC 0.6%

Value $2.619M Shares 40,600 Est. Cost $66.30 Unrealized 0.0%

AIZ ASSURANT INC 0.5%

Value $2.504M Shares 23,200 Est. Cost $92.18 Unrealized 0.0%

CNNE CANNAE HLDGS INC 0.5%

Value $2.209M Shares 105,435 Est. Cost $18.61 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 0.4%

Value $1.821M Shares 24,457 Est. Cost $64.92 Unrealized 0.0%

ALL ALLSTATE CORP 0.4%

Value $1.692M Shares 17,141 Est. Cost $80.71 Unrealized +1.7%

— ELLIE MAE INC 0.3%

Value $1.477M Shares 15,590 Est. Cost $94.74 Unrealized —

BHF BRIGHTHOUSE FINL INC 0.3%

Value $1.467M Shares 33,160 Est. Cost $51.26 Unrealized -17.8%

V VISA INC 0.2%

Value $983K Shares 6,552 Est. Cost $104.97 Unrealized +28.7%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	IHS MARKIT LTD	588,696	$31.77M	6.9%	$51.82	—	SHS	G47567105
WTW	WILLIS TOWERS WATSON PUB LTD	223,653	$31.52M	6.8%	$137.54	-0.7%	SHS	G96629103
AMP	AMERIPRISE FINL INC	209,585	$30.95M	6.7%	$124.45	0.0%	COM	03076C106
JEF	JEFFERIES FINL GROUP INC	1,305,678	$28.67M	6.2%	$16.63	-0.0%	COM	47233W109
AIG	AMERICAN INTL GROUP INC	460,512	$24.52M	5.3%	$45.44	-2.8%	COM NEW	026874784
STT	STATE STR CORP	271,358	$22.73M	4.9%	$70.03	-1.0%	COM	857477103
AMG	AFFILIATED MANAGERS GROUP	160,889	$22M	4.8%	$160.74	-10.2%	COM	008252108
SSNC	SS&C TECHNOLOGIES HLDGS INC	378,255	$21.5M	4.7%	$53.90	+3.0%	COM	78467J100
FIS	FIDELITY NATL INFORMATION SV	191,429	$20.88M	4.5%	$93.91	0.0%	COM	31620M106
VOYA	VOYA FINL INC	419,211	$20.82M	4.5%	$43.05	+3.2%	COM	929089100
GS	GOLDMAN SACHS GROUP INC	92,158	$20.67M	4.5%	$197.31	-0.5%	COM	38141G104
HIG	HARTFORD FINL SVCS GROUP INC	380,105	$18.99M	4.1%	$44.21	-1.5%	COM	416515104
CBOE	CBOE GLOBAL MARKETS INC	163,114	$15.65M	3.4%	$91.50	0.0%	COM	12503M108
—	TOTAL SYS SVCS INC	146,667	$14.48M	3.1%	$90.17	—	COM	891906109
—	BLACKROCK INC	28,158	$13.27M	2.9%	$471.34	—	COM	09247X101
WEX	WEX INC	63,938	$12.84M	2.8%	$191.78	0.0%	COM	96208T104
MS	MORGAN STANLEY	237,358	$11.05M	2.4%	$40.38	-3.6%	COM NEW	617446448
SEIC	SEI INVESTMENTS CO	166,800	$10.19M	2.2%	$60.08	-6.5%	COM	784117103
NDAQ	NASDAQ INC	116,921	$10.03M	2.2%	$27.11	+1.5%	COM	631103108
BFH	ALLIANCE DATA SYSTEMS CORP	41,075	$9.7M	2.1%	$165.76	0.0%	COM	018581108
FAF	FIRST AMERN FINL CORP	183,336	$9.458M	2.0%	$42.13	+1.2%	COM	31847R102
VYX	NCR CORP NEW	321,964	$9.147M	2.0%	$17.81	0.0%	COM	62886E108
—	FLEETCOR TECHNOLOGIES INC	29,362	$6.69M	1.4%	$227.85	—	COM	339041105
EG	EVEREST RE GROUP LTD	27,426	$6.266M	1.4%	$192.26	0.0%	COM	G3223R108
TNET	TRINET GROUP INC	106,192	$5.981M	1.3%	$54.76	0.0%	COM	896288107
CSGP	COSTAR GROUP INC	11,009	$4.633M	1.0%	$42.74	0.0%	COM	22160N109
ACIW	ACI WORLDWIDE INC	126,279	$3.553M	0.8%	$24.05	+13.4%	COM	004498101
PRI	PRIMERICA INC	26,276	$3.168M	0.7%	$97.87	+18.5%	COM	74164M108
NTRS	NORTHERN TR CORP	28,936	$2.955M	0.6%	$85.59	0.0%	COM	665859104
FICO	FAIR ISAAC CORP	12,359	$2.825M	0.6%	$181.11	+19.8%	COM	303250104
LPLA	LPL FINL HLDGS INC	40,600	$2.619M	0.6%	$66.30	0.0%	COM	50212V100
AIZ	ASSURANT INC	23,200	$2.504M	0.5%	$92.18	0.0%	COM	04621X108
CNNE	CANNAE HLDGS INC	105,435	$2.209M	0.5%	$18.61	0.0%	COM	13765N107
AJG	GALLAGHER ARTHUR J & CO	24,457	$1.821M	0.4%	$64.92	0.0%	COM	363576109
ALL	ALLSTATE CORP	17,141	$1.692M	0.4%	$80.71	+1.7%	COM	020002101
—	ELLIE MAE INC	15,590	$1.477M	0.3%	$94.74	—	COM	28849P100
BHF	BRIGHTHOUSE FINL INC	33,160	$1.467M	0.3%	$51.26	-17.8%	COM	10922N103
V	VISA INC	6,552	$983K	0.2%	$104.97	+28.7%	COM CL A	92826C839