Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $1,135,558 (100.0% shares, 0.0% debt)

Holdings (72)

STT STATE STR CORP 7.0%
Value ($000) $79,450 Shares 937,800 Est. Cost $67.94 Unrealized +10.6%
PHM PULTE GROUP INC 5.3%
Value ($000) $60,498 Shares 1,317,464 Est. Cost $44.85 Unrealized +11.0%
MA MASTERCARD INCORPORATED 4.0%
Value ($000) $45,840 Shares 131,845 Est. Cost $362.28 Unrealized -2.1%
HIG HARTFORD FINL SVCS GROUP INC 3.8%
Value ($000) $43,375 Shares 617,432 Est. Cost $44.58 Unrealized +35.6%
USB US BANCORP DEL 3.7%
Value ($000) $41,671 Shares 701,060 Est. Cost $34.00 Unrealized +37.2%
WTW WILLIS TOWERS WATSON PLC LTD 3.5%
Value ($000) $39,738 Shares 170,945 Est. Cost $213.29 Unrealized -1.7%
PFG PRINCIPAL FINANCIAL GROUP IN 3.5%
Value ($000) $39,343 Shares 610,918 Est. Cost $47.20 Unrealized +16.1%
AJG GALLAGHER ARTHUR J & CO 3.4%
Value ($000) $38,878 Shares 261,540 Est. Cost $136.81 Unrealized 0.0%
MTB M & T BK CORP 3.4%
Value ($000) $38,829 Shares 260,003 Est. Cost $121.95 Unrealized -1.4%
TFC TRUIST FINL CORP 3.4%
Value ($000) $38,172 Shares 650,848 Est. Cost $46.46 Unrealized -2.9%
KKR KKR & CO INC 3.1%
Value ($000) $34,656 Shares 569,253 Est. Cost $55.78 Unrealized +8.5%
ADP AUTOMATIC DATA PROCESSING IN 2.5%
Value ($000) $28,086 Shares 140,488 Est. Cost $140.05 Unrealized +34.0%
CG CARLYLE GROUP INC 2.5%
Value ($000) $28,039 Shares 593,049 Est. Cost $34.30 Unrealized +20.5%
BRK/B BERKSHIRE HATHAWAY INC DEL 2.5%
Value ($000) $27,960 Shares 102,439 Est. Cost $238.31 Unrealized +17.9%
EG EVEREST RE GROUP LTD 2.4%
Value ($000) $27,086 Shares 108,007 Est. Cost $236.33 Unrealized +0.0%
WFC WELLS FARGO CO NEW 2.4%
Value ($000) $26,690 Shares 575,084 Est. Cost $28.90 Unrealized +43.9%
RJF RAYMOND JAMES FINL INC 2.3%
Value ($000) $25,936 Shares 281,060 Est. Cost $76.21 Unrealized +10.2%
FIS FIDELITY NATL INFORMATION SV 2.1%
Value ($000) $23,555 Shares 193,583 Est. Cost $120.76 Unrealized 0.0%
AMP AMERIPRISE FINL INC 2.0%
Value ($000) $22,875 Shares 86,607 Est. Cost $245.17 Unrealized 0.0%
EQH EQUITABLE HLDGS INC 1.7%
Value ($000) $19,030 Shares 642,033 Est. Cost $25.66 Unrealized +5.8%
CB CHUBB LIMITED 1.7%
Value ($000) $18,949 Shares 109,229 Est. Cost $149.06 Unrealized +10.7%
SSNC SS&C TECHNOLOGIES HLDGS INC 1.6%
Value ($000) $18,604 Shares 268,069 Est. Cost $73.62 Unrealized +0.7%
CFG CITIZENS FINL GROUP INC 1.5%
Value ($000) $17,586 Shares 374,321 Est. Cost $35.21 Unrealized +3.4%
BRO BROWN & BROWN INC 1.4%
Value ($000) $15,763 Shares 284,279 Est. Cost $50.45 Unrealized +7.3%
HUM HUMANA INC 1.4%
Value ($000) $15,636 Shares 40,180 Est. Cost $394.43 Unrealized +3.1%
MKL MARKEL CORP 1.3%
Value ($000) $15,312 Shares 12,812 Est. Cost $1058.22 Unrealized +16.5%
APOLLO GLOBAL MGMT INC 1.3%
Value ($000) $15,202 Shares 246,832 Est. Cost $61.59 Unrealized
COF CAPITAL ONE FINL CORP 1.3%
Value ($000) $14,974 Shares 92,452 Est. Cost $150.75 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 1.2%
Value ($000) $14,017 Shares 125,986 Est. Cost $120.48 Unrealized -5.4%
LOW LOWES COS INC 1.2%
Value ($000) $13,778 Shares 67,919 Est. Cost $177.05 Unrealized +3.7%
UNM UNUM GROUP 1.2%
Value ($000) $13,519 Shares 539,449 Est. Cost $27.97 Unrealized -5.4%
ICE INTERCONTINENTAL EXCHANGE IN 1.2%
Value ($000) $13,358 Shares 116,341 Est. Cost $104.71 Unrealized +7.0%
JLL JONES LANG LASALLE INC 1.2%
Value ($000) $13,224 Shares 53,302 Est. Cost $195.29 Unrealized +16.9%
CI CIGNA CORP NEW 1.0%
Value ($000) $11,122 Shares 55,568 Est. Cost $209.98 Unrealized -4.4%
CBOE CBOE GLOBAL MKTS INC 0.9%
Value ($000) $10,644 Shares 85,937 Est. Cost $115.62 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 0.9%
Value ($000) $10,446 Shares 167,558 Est. Cost $16.16 Unrealized -4.9%
SPGI S&P GLOBAL INC 0.9%
Value ($000) $10,018 Shares 23,579 Est. Cost $369.84 Unrealized +13.0%
SEIC SEI INVTS CO 0.8%
Value ($000) $9,353 Shares 157,717 Est. Cost $55.15 Unrealized +4.2%
LNC LINCOLN NATL CORP IND 0.8%
Value ($000) $9,091 Shares 132,238 Est. Cost $51.70 Unrealized 0.0%
DUN & BRADSTREET HLDGS INC 0.7%
Value ($000) $8,279 Shares 492,480 Est. Cost $21.37 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 0.7%
Value ($000) $8,226 Shares 181,429 Est. Cost $35.60 Unrealized +0.7%
GS GOLDMAN SACHS GROUP INC 0.7%
Value ($000) $7,905 Shares 20,910 Est. Cost $349.92 Unrealized 0.0%
CME CME GROUP INC 0.7%
Value ($000) $7,395 Shares 38,240 Est. Cost $169.20 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.6%
Value ($000) $7,119 Shares 128,751 Est. Cost $54.93 Unrealized +7.7%
BK BANK NEW YORK MELLON CORP 0.6%
Value ($000) $7,050 Shares 135,990 Est. Cost $34.10 Unrealized +34.5%
TRU TRANSUNION 0.6%
Value ($000) $6,711 Shares 59,753 Est. Cost $101.80 Unrealized +12.8%
HBAN HUNTINGTON BANCSHARES INC 0.6%
Value ($000) $6,288 Shares 406,756 Est. Cost $12.27 Unrealized -1.8%
ESNT ESSENT GROUP LTD 0.5%
Value ($000) $6,199 Shares 140,852 Est. Cost $40.08 Unrealized +4.5%
IVZ INVESCO LTD 0.5%
Value ($000) $6,171 Shares 255,955 Est. Cost $20.64 Unrealized 0.0%
AXS AXIS CAP HLDGS LTD 0.5%
Value ($000) $6,007 Shares 130,482 Est. Cost $43.67 Unrealized +1.4%
ATHENE HOLDING LTD 0.5%
Value ($000) $5,686 Shares 82,563 Est. Cost $50.40 Unrealized
BLACK KNIGHT INC 0.5%
Value ($000) $5,240 Shares 72,783 Est. Cost $71.99 Unrealized
FDS FACTSET RESH SYS INC 0.4%
Value ($000) $5,098 Shares 12,914 Est. Cost $314.73 Unrealized +10.8%
AMG AFFILIATED MANAGERS GROUP IN 0.4%
Value ($000) $4,376 Shares 28,961 Est. Cost $163.56 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.4%
Value ($000) $4,139 Shares 9,838 Est. Cost $434.10 Unrealized 0.0%
ZION ZIONS BANCORPORATION N A 0.4%
Value ($000) $4,055 Shares 65,526 Est. Cost $56.00 Unrealized -1.9%
THOMSON REUTERS CORP. 0.4%
Value ($000) $4,054 Shares 36,693 Est. Cost $78.50 Unrealized
GPN GLOBAL PMTS INC 0.3%
Value ($000) $3,879 Shares 24,615 Est. Cost $191.90 Unrealized -13.1%
AIG AMERICAN INTL GROUP INC 0.3%
Value ($000) $3,774 Shares 68,761 Est. Cost $37.23 Unrealized +25.2%
VOYA VOYA FINANCIAL INC 0.3%
Value ($000) $3,106 Shares 50,598 Est. Cost $45.18 Unrealized +29.6%
FTDR FRONTDOOR INC 0.3%
Value ($000) $3,035 Shares 72,441 Est. Cost $52.72 Unrealized -13.4%
FHI FEDERATED HERMES INC 0.2%
Value ($000) $2,770 Shares 85,225 Est. Cost $25.43 Unrealized +7.6%
FLEETCOR TECHNOLOGIES INC 0.2%
Value ($000) $2,428 Shares 9,294 Est. Cost $256.04 Unrealized
MC MOELIS & CO 0.2%
Value ($000) $2,338 Shares 37,787 Est. Cost $46.77 Unrealized 0.0%
Z ZILLOW GROUP INC 0.2%
Value ($000) $2,296 Shares 26,051 Est. Cost $120.74 Unrealized -16.2%
ALLY ALLY FINL INC 0.2%
Value ($000) $2,132 Shares 41,761 Est. Cost $34.60 Unrealized +28.1%
VIRT VIRTU FINL INC 0.2%
Value ($000) $2,112 Shares 86,453 Est. Cost $26.95 Unrealized -5.7%
EVR EVERCORE INC 0.2%
Value ($000) $2,105 Shares 15,744 Est. Cost $127.42 Unrealized -1.9%
RDN RADIAN GROUP INC 0.2%
Value ($000) $1,790 Shares 78,805 Est. Cost $19.65 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.1%
Value ($000) $1,614 Shares 38,021 Est. Cost $36.09 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.1%
Value ($000) $1,567 Shares 41,040 Est. Cost $37.66 Unrealized 0.0%
UWMC UWM HOLDINGS CORPORATION 0.0%
Value ($000) $311 Shares 44,741 Est. Cost $7.45 Unrealized 0.0%