Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $1,266,176 (100.0% shares, 0.0% debt)

Holdings (85)

WTW WILLIS TOWERS WATSON PLC LTD 5.8%
Value ($000) $73,062 Shares 307,643 Est. Cost $217.90 Unrealized +2.6%
PHM PULTE GROUP INC 5.7%
Value ($000) $72,228 Shares 1,263,610 Est. Cost $44.85 Unrealized +9.8%
AJG GALLAGHER ARTHUR J & CO 5.2%
Value ($000) $65,294 Shares 384,832 Est. Cost $143.20 Unrealized +9.5%
STT STATE STR CORP 4.5%
Value ($000) $56,439 Shares 606,876 Est. Cost $67.94 Unrealized +20.6%
CME CME GROUP INC 4.4%
Value ($000) $55,535 Shares 243,083 Est. Cost $182.37 Unrealized +1.3%
MTB M & T BK CORP 4.0%
Value ($000) $50,901 Shares 331,433 Est. Cost $124.61 Unrealized +7.8%
RJF RAYMOND JAMES FINL INC 3.9%
Value ($000) $49,410 Shares 492,133 Est. Cost $83.38 Unrealized +11.5%
EG EVEREST RE GROUP LTD 3.9%
Value ($000) $48,878 Shares 178,439 Est. Cost $241.89 Unrealized +3.5%
ICE INTERCONTINENTAL EXCHANGE IN 3.5%
Value ($000) $44,669 Shares 326,603 Est. Cost $118.01 Unrealized +6.2%
CBOE CBOE GLOBAL MKTS INC 3.2%
Value ($000) $41,106 Shares 315,231 Est. Cost $120.67 Unrealized +1.6%
USB US BANCORP DEL 2.9%
Value ($000) $37,118 Shares 660,819 Est. Cost $34.00 Unrealized +43.6%
IBKR INTERACTIVE BROKERS GROUP IN 2.7%
Value ($000) $34,363 Shares 432,670 Est. Cost $17.40 Unrealized +4.5%
HIG HARTFORD FINL SVCS GROUP INC 2.3%
Value ($000) $29,033 Shares 420,522 Est. Cost $44.58 Unrealized +45.5%
AFL AFLAC INC 2.2%
Value ($000) $28,287 Shares 484,449 Est. Cost $50.98 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 2.1%
Value ($000) $26,604 Shares 324,513 Est. Cost $74.21 Unrealized +3.7%
EQH EQUITABLE HLDGS INC 2.1%
Value ($000) $26,261 Shares 800,899 Est. Cost $26.43 Unrealized +11.9%
LOW LOWES COS INC 2.0%
Value ($000) $24,697 Shares 95,547 Est. Cost $189.42 Unrealized +16.0%
CG CARLYLE GROUP INC 1.9%
Value ($000) $23,604 Shares 429,942 Est. Cost $34.30 Unrealized +37.5%
ELV ANTHEM INC 1.8%
Value ($000) $23,097 Shares 49,828 Est. Cost $397.15 Unrealized 0.0%
TFC TRUIST FINL CORP 1.5%
Value ($000) $19,500 Shares 333,055 Est. Cost $46.46 Unrealized +7.0%
MKL MARKEL CORP 1.5%
Value ($000) $19,218 Shares 15,574 Est. Cost $1094.33 Unrealized +15.3%
CFG CITIZENS FINL GROUP INC 1.5%
Value ($000) $18,978 Shares 401,641 Est. Cost $35.56 Unrealized +13.3%
SCHW SCHWAB CHARLES CORP 1.4%
Value ($000) $18,333 Shares 217,987 Est. Cost $76.51 Unrealized 0.0%
WFC WELLS FARGO CO NEW 1.4%
Value ($000) $18,103 Shares 377,304 Est. Cost $28.90 Unrealized +53.7%
AON AON PLC 1.3%
Value ($000) $16,617 Shares 55,286 Est. Cost $290.95 Unrealized 0.0%
JLL JONES LANG LASALLE INC 1.3%
Value ($000) $16,432 Shares 61,007 Est. Cost $203.20 Unrealized +26.9%
BAC BK OF AMERICA CORP 1.3%
Value ($000) $15,974 Shares 359,052 Est. Cost $40.49 Unrealized +1.3%
COF CAPITAL ONE FINL CORP 1.1%
Value ($000) $14,264 Shares 98,314 Est. Cost $150.31 Unrealized -4.6%
FNF FIDELITY NATIONAL FINANCIAL 1.1%
Value ($000) $13,986 Shares 268,033 Est. Cost $36.68 Unrealized +6.2%
THOMSON REUTERS CORP. 1.0%
Value ($000) $13,225 Shares 110,561 Est. Cost $105.97 Unrealized
MA MASTERCARD INCORPORATED 1.0%
Value ($000) $13,022 Shares 36,241 Est. Cost $362.28 Unrealized -6.8%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $12,307 Shares 32,171 Est. Cost $352.22 Unrealized +1.2%
TRU TRANSUNION 1.0%
Value ($000) $12,077 Shares 101,850 Est. Cost $106.06 Unrealized +5.7%
ACGL ARCH CAP GROUP LTD 0.9%
Value ($000) $11,609 Shares 261,160 Est. Cost $39.93 Unrealized +1.1%
HBAN HUNTINGTON BANCSHARES INC 0.9%
Value ($000) $11,360 Shares 736,730 Est. Cost $12.61 Unrealized +3.3%
LEN LENNAR CORP 0.9%
Value ($000) $10,955 Shares 94,313 Est. Cost $96.09 Unrealized 0.0%
IVZ INVESCO LTD 0.8%
Value ($000) $10,620 Shares 461,338 Est. Cost $20.46 Unrealized -1.1%
FIS FIDELITY NATL INFORMATION SV 0.8%
Value ($000) $10,532 Shares 96,491 Est. Cost $120.76 Unrealized -15.5%
SPGI S&P GLOBAL INC 0.8%
Value ($000) $10,360 Shares 21,952 Est. Cost $369.84 Unrealized +19.5%
GPN GLOBAL PMTS INC 0.8%
Value ($000) $9,889 Shares 73,156 Est. Cost $152.49 Unrealized -13.1%
RDN RADIAN GROUP INC 0.7%
Value ($000) $9,105 Shares 430,885 Est. Cost $19.36 Unrealized -0.3%
AXS AXIS CAP HLDGS LTD 0.7%
Value ($000) $8,672 Shares 159,213 Est. Cost $44.21 Unrealized +5.5%
AMG AFFILIATED MANAGERS GROUP IN 0.6%
Value ($000) $8,094 Shares 49,199 Est. Cost $165.19 Unrealized +1.4%
BEN FRANKLIN RESOURCES INC 0.6%
Value ($000) $8,085 Shares 241,403 Est. Cost $26.58 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 0.6%
Value ($000) $7,972 Shares 72,814 Est. Cost $120.48 Unrealized -7.8%
UNM UNUM GROUP 0.6%
Value ($000) $7,459 Shares 303,576 Est. Cost $27.97 Unrealized -8.5%
ATHENE HOLDING LTD 0.6%
Value ($000) $7,444 Shares 89,331 Est. Cost $52.90 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value ($000) $7,230 Shares 29,323 Est. Cost $140.05 Unrealized +48.0%
HUM HUMANA INC 0.6%
Value ($000) $7,091 Shares 15,288 Est. Cost $394.43 Unrealized +7.7%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%
Value ($000) $7,025 Shares 23,494 Est. Cost $238.31 Unrealized +20.2%
ZION ZIONS BANCORPORATION N A 0.5%
Value ($000) $6,158 Shares 97,499 Est. Cost $58.57 Unrealized +9.0%
TNET TRINET GROUP INC 0.5%
Value ($000) $6,027 Shares 63,267 Est. Cost $97.23 Unrealized 0.0%
BRO BROWN & BROWN INC 0.4%
Value ($000) $5,632 Shares 80,133 Est. Cost $50.45 Unrealized +24.4%
APOLLO GLOBAL MGMT INC 0.4%
Value ($000) $5,498 Shares 75,901 Est. Cost $61.59 Unrealized
BPOP POPULAR INC 0.4%
Value ($000) $5,263 Shares 64,148 Est. Cost $71.65 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP IN 0.4%
Value ($000) $4,971 Shares 68,722 Est. Cost $47.20 Unrealized +27.4%
NEW YORK CMNTY BANCORP INC 0.4%
Value ($000) $4,606 Shares 377,261 Est. Cost $12.21 Unrealized
AXP AMERICAN EXPRESS CO 0.3%
Value ($000) $4,235 Shares 25,885 Est. Cost $161.79 Unrealized 0.0%
RKT ROCKET COS INC 0.3%
Value ($000) $4,125 Shares 294,612 Est. Cost $14.00 Unrealized 0.0%
WEX WEX INC 0.3%
Value ($000) $3,372 Shares 24,022 Est. Cost $152.85 Unrealized 0.0%
BGC PARTNERS INC 0.2%
Value ($000) $3,156 Shares 678,647 Est. Cost $4.65 Unrealized
ALLY ALLY FINL INC 0.2%
Value ($000) $2,914 Shares 61,200 Est. Cost $37.15 Unrealized +14.7%
MET METLIFE INC 0.2%
Value ($000) $2,914 Shares 46,628 Est. Cost $55.38 Unrealized 0.0%
FTDR FRONTDOOR INC 0.2%
Value ($000) $2,755 Shares 75,164 Est. Cost $52.19 Unrealized -27.2%
DUN & BRADSTREET HLDGS INC 0.2%
Value ($000) $2,602 Shares 126,974 Est. Cost $21.37 Unrealized
COIN COINBASE GLOBAL INC 0.2%
Value ($000) $2,553 Shares 10,118 Est. Cost $290.76 Unrealized 0.0%
SVB FINANCIAL GROUP 0.2%
Value ($000) $2,168 Shares 3,196 Est. Cost $678.35 Unrealized
MC MOELIS & CO 0.1%
Value ($000) $1,721 Shares 27,530 Est. Cost $46.77 Unrealized +15.0%
UWMC UWM HOLDINGS CORPORATION 0.1%
Value ($000) $1,487 Shares 251,237 Est. Cost $6.87 Unrealized -1.8%
ALL ALLSTATE CORP 0.1%
Value ($000) $1,165 Shares 9,899 Est. Cost $106.90 Unrealized 0.0%
CINF CINCINNATI FINL CORP 0.1%
Value ($000) $882 Shares 7,738 Est. Cost $106.37 Unrealized 0.0%
NRDS NERDWALLET INC 0.1%
Value ($000) $787 Shares 50,592 Est. Cost $19.56 Unrealized 0.0%
XYZ BLOCK INC 0.1%
Value ($000) $740 Shares 4,584 Est. Cost $216.70 Unrealized 0.0%
SOFI SOFI TECHNOLOGIES INC 0.1%
Value ($000) $687 Shares 43,439 Est. Cost $18.35 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.0%
Value ($000) $546 Shares 963 Est. Cost $625.08 Unrealized 0.0%
C CITIGROUP INC 0.0%
Value ($000) $491 Shares 8,133 Est. Cost $57.18 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.0%
Value ($000) $447 Shares 920 Est. Cost $314.73 Unrealized +37.0%
VOYA VOYA FINANCIAL INC 0.0%
Value ($000) $424 Shares 6,387 Est. Cost $45.18 Unrealized +34.6%
CSGP COSTAR GROUP INC 0.0%
Value ($000) $305 Shares 3,862 Est. Cost $83.91 Unrealized 0.0%
MQ MARQETA INC 0.0%
Value ($000) $278 Shares 16,208 Est. Cost $22.37 Unrealized 0.0%
BLACK KNIGHT INC 0.0%
Value ($000) $263 Shares 3,178 Est. Cost $71.99 Unrealized
VIRT VIRTU FINL INC 0.0%
Value ($000) $233 Shares 8,094 Est. Cost $26.95 Unrealized +1.2%
AIZ ASSURANT INC 0.0%
Value ($000) $222 Shares 1,426 Est. Cost $147.66 Unrealized 0.0%
INTU INTUIT 0.0%
Value ($000) $214 Shares 332 Est. Cost $601.47 Unrealized 0.0%
TW TRADEWEB MKTS INC 0.0%
Value ($000) $211 Shares 2,107 Est. Cost $92.23 Unrealized 0.0%