Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $464,580 (100.0% shares, 0.0% debt)

Holdings (40)

STT STATE STR CORP 9.7%

Value ($000) $45,011 Shares 713,666 Est. Cost $61.84 Unrealized -8.1%

HIG HARTFORD FINL SVCS GROUP INC 9.1%

Value ($000) $42,394 Shares 953,745 Est. Cost $40.68 Unrealized -5.7%

GPN GLOBAL PMTS INC 6.1%

Value ($000) $28,385 Shares 275,235 Est. Cost $104.86 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 5.7%

Value ($000) $26,579 Shares 674,423 Est. Cost $42.50 Unrealized -14.9%

— FIRST DATA CORP NEW 5.6%

Value ($000) $25,868 Shares 1,529,720 Est. Cost $16.91 Unrealized —

— IHS MARKIT LTD 4.6%

Value ($000) $21,393 Shares 445,973 Est. Cost $51.82 Unrealized —

WTW WILLIS TOWERS WATSON PUB LTD 4.3%

Value ($000) $19,868 Shares 130,834 Est. Cost $137.54 Unrealized -1.3%

— BLACKROCK INC 4.0%

Value ($000) $18,779 Shares 47,806 Est. Cost $439.07 Unrealized —

ICE INTERCONTINENTAL EXCHANGE IN 3.9%

Value ($000) $18,121 Shares 240,550 Est. Cost $69.88 Unrealized 0.0%

— TORCHMARK CORP 3.4%

Value ($000) $15,770 Shares 211,594 Est. Cost $74.53 Unrealized —

AMP AMERIPRISE FINL INC 3.3%

Value ($000) $15,385 Shares 147,408 Est. Cost $124.45 Unrealized -11.7%

AIZ ASSURANT INC 3.3%

Value ($000) $15,154 Shares 169,429 Est. Cost $86.53 Unrealized -1.0%

— ATHENE HLDG LTD 3.2%

Value ($000) $14,874 Shares 373,439 Est. Cost $39.83 Unrealized —

CBOE CBOE GLOBAL MARKETS INC 2.6%

Value ($000) $12,129 Shares 123,980 Est. Cost $91.50 Unrealized +3.6%

FDS FACTSET RESH SYS INC 2.4%

Value ($000) $11,377 Shares 56,847 Est. Cost $205.44 Unrealized 0.0%

VOYA VOYA FINL INC 2.1%

Value ($000) $9,734 Shares 242,492 Est. Cost $43.05 Unrealized -7.3%

LPLA LPL FINL HLDGS INC 2.0%

Value ($000) $9,407 Shares 154,018 Est. Cost $62.36 Unrealized -2.3%

MA MASTERCARD INCORPORATED 2.0%

Value ($000) $9,153 Shares 48,520 Est. Cost $190.92 Unrealized 0.0%

AXS AXIS CAPITAL HOLDINGS LTD 1.9%

Value ($000) $9,051 Shares 175,274 Est. Cost $44.60 Unrealized 0.0%

JEF JEFFERIES FINL GROUP INC 1.9%

Value ($000) $8,893 Shares 512,293 Est. Cost $16.63 Unrealized -11.6%

EG EVEREST RE GROUP LTD 1.9%

Value ($000) $8,688 Shares 39,895 Est. Cost $190.90 Unrealized -1.6%

BFH ALLIANCE DATA SYSTEMS CORP 1.8%

Value ($000) $8,558 Shares 57,025 Est. Cost $158.05 Unrealized -12.6%

FICO FAIR ISAAC CORP 1.7%

Value ($000) $7,874 Shares 42,106 Est. Cost $190.95 Unrealized +2.1%

— DISCOVER FINL SVCS 1.6%

Value ($000) $7,657 Shares 129,825 Est. Cost $58.98 Unrealized —

FIS FIDELITY NATL INFORMATION SV 1.5%

Value ($000) $7,106 Shares 69,292 Est. Cost $93.91 Unrealized -3.0%

PFG PRINCIPAL FINL GROUP INC 1.5%

Value ($000) $6,758 Shares 153,000 Est. Cost $37.23 Unrealized 0.0%

LEN LENNAR CORP 1.2%

Value ($000) $5,647 Shares 144,242 Est. Cost $37.43 Unrealized 0.0%

RGA REINSURANCE GROUP AMER INC 1.2%

Value ($000) $5,371 Shares 38,302 Est. Cost $141.72 Unrealized 0.0%

SPGI S&P GLOBAL INC 1.1%

Value ($000) $5,253 Shares 30,910 Est. Cost $168.43 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 1.1%

Value ($000) $5,031 Shares 68,261 Est. Cost $66.88 Unrealized +1.6%

VIRT VIRTU FINL INC 1.0%

Value ($000) $4,764 Shares 184,938 Est. Cost $24.12 Unrealized 0.0%

FCN FTI CONSULTING INC 0.8%

Value ($000) $3,653 Shares 54,823 Est. Cost $67.16 Unrealized 0.0%

TNET TRINET GROUP INC 0.6%

Value ($000) $2,960 Shares 70,555 Est. Cost $54.76 Unrealized -18.1%

EVR EVERCORE INC 0.5%

Value ($000) $2,247 Shares 31,400 Est. Cost $69.94 Unrealized 0.0%

NTRS NORTHERN TR CORP 0.3%

Value ($000) $1,452 Shares 17,368 Est. Cost $85.59 Unrealized -12.0%

TRU TRANSUNION 0.3%

Value ($000) $1,315 Shares 23,158 Est. Cost $61.85 Unrealized 0.0%

— BLACK KNIGHT INC 0.2%

Value ($000) $1,046 Shares 23,210 Est. Cost $45.07 Unrealized —

CNO CNO FINL GROUP INC 0.2%

Value ($000) $721 Shares 48,445 Est. Cost $15.43 Unrealized 0.0%

LNC LINCOLN NATL CORP IND 0.1%

Value ($000) $643 Shares 12,535 Est. Cost $44.01 Unrealized 0.0%

— LEGG MASON INC 0.1%

Value ($000) $511 Shares 20,020 Est. Cost $25.52 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
STT	STATE STR CORP	713,666	$45,011	9.7%	$61.84	-8.1%	COM	857477103
HIG	HARTFORD FINL SVCS GROUP INC	953,745	$42,394	9.1%	$40.68	-5.7%	COM	416515104
GPN	GLOBAL PMTS INC	275,235	$28,385	6.1%	$104.86	0.0%	COM	37940X102
AIG	AMERICAN INTL GROUP INC	674,423	$26,579	5.7%	$42.50	-14.9%	COM NEW	026874784
—	FIRST DATA CORP NEW	1,529,720	$25,868	5.6%	$16.91	—	COM CL A	32008D106
—	IHS MARKIT LTD	445,973	$21,393	4.6%	$51.82	—	SHS	G47567105
WTW	WILLIS TOWERS WATSON PUB LTD	130,834	$19,868	4.3%	$137.54	-1.3%	SHS	G96629103
—	BLACKROCK INC	47,806	$18,779	4.0%	$439.07	—	COM	09247X101
ICE	INTERCONTINENTAL EXCHANGE IN	240,550	$18,121	3.9%	$69.88	0.0%	COM	45866F104
—	TORCHMARK CORP	211,594	$15,770	3.4%	$74.53	—	COM	891027104
AMP	AMERIPRISE FINL INC	147,408	$15,385	3.3%	$124.45	-11.7%	COM	03076C106
AIZ	ASSURANT INC	169,429	$15,154	3.3%	$86.53	-1.0%	COM	04621X108
—	ATHENE HLDG LTD	373,439	$14,874	3.2%	$39.83	—	CL A	G0684D107
CBOE	CBOE GLOBAL MARKETS INC	123,980	$12,129	2.6%	$91.50	+3.6%	COM	12503M108
FDS	FACTSET RESH SYS INC	56,847	$11,377	2.4%	$205.44	0.0%	COM	303075105
VOYA	VOYA FINL INC	242,492	$9,734	2.1%	$43.05	-7.3%	COM	929089100
LPLA	LPL FINL HLDGS INC	154,018	$9,407	2.0%	$62.36	-2.3%	COM	50212V100
MA	MASTERCARD INCORPORATED	48,520	$9,153	2.0%	$190.92	0.0%	CL A	57636Q104
AXS	AXIS CAPITAL HOLDINGS LTD	175,274	$9,051	1.9%	$44.60	0.0%	SHS	G0692U109
JEF	JEFFERIES FINL GROUP INC	512,293	$8,893	1.9%	$16.63	-11.6%	COM	47233W109
EG	EVEREST RE GROUP LTD	39,895	$8,688	1.9%	$190.90	-1.6%	COM	G3223R108
BFH	ALLIANCE DATA SYSTEMS CORP	57,025	$8,558	1.8%	$158.05	-12.6%	COM	018581108
FICO	FAIR ISAAC CORP	42,106	$7,874	1.7%	$190.95	+2.1%	COM	303250104
—	DISCOVER FINL SVCS	129,825	$7,657	1.6%	$58.98	—	COM	254709108
FIS	FIDELITY NATL INFORMATION SV	69,292	$7,106	1.5%	$93.91	-3.0%	COM	31620M106
PFG	PRINCIPAL FINL GROUP INC	153,000	$6,758	1.5%	$37.23	0.0%	COM	74251V102
LEN	LENNAR CORP	144,242	$5,647	1.2%	$37.43	0.0%	CL A	526057104
RGA	REINSURANCE GROUP AMER INC	38,302	$5,371	1.2%	$141.72	0.0%	COM NEW	759351604
SPGI	S&P GLOBAL INC	30,910	$5,253	1.1%	$168.43	0.0%	COM	78409V104
AJG	GALLAGHER ARTHUR J & CO	68,261	$5,031	1.1%	$66.88	+1.6%	COM	363576109
VIRT	VIRTU FINL INC	184,938	$4,764	1.0%	$24.12	0.0%	CL A	928254101
FCN	FTI CONSULTING INC	54,823	$3,653	0.8%	$67.16	0.0%	COM	302941109
TNET	TRINET GROUP INC	70,555	$2,960	0.6%	$54.76	-18.1%	COM	896288107
EVR	EVERCORE INC	31,400	$2,247	0.5%	$69.94	0.0%	CLASS A	29977A105
NTRS	NORTHERN TR CORP	17,368	$1,452	0.3%	$85.59	-12.0%	COM	665859104
TRU	TRANSUNION	23,158	$1,315	0.3%	$61.85	0.0%	COM	89400J107
—	BLACK KNIGHT INC	23,210	$1,046	0.2%	$45.07	—	COM	09215C105
CNO	CNO FINL GROUP INC	48,445	$721	0.2%	$15.43	0.0%	COM	12621E103
LNC	LINCOLN NATL CORP IND	12,535	$643	0.1%	$44.01	0.0%	COM	534187109
—	LEGG MASON INC	20,020	$511	0.1%	$25.52	—	COM	524901105