Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $1,256,876 (100.0% shares, 0.0% debt)

Holdings (80)

HIG HARTFORD FINL SVCS GROUP INC 7.8%
Value ($000) $98,218 Shares 1,367,743 Est. Cost $58.86 Unrealized +10.8%
AJG GALLAGHER ARTHUR J & CO 5.9%
Value ($000) $73,934 Shares 423,448 Est. Cost $144.13 Unrealized +6.4%
JPM JPMORGAN CHASE & CO 5.4%
Value ($000) $68,136 Shares 499,824 Est. Cost $133.66 Unrealized 0.0%
CBOE CBOE GLOBAL MKTS INC 4.7%
Value ($000) $59,153 Shares 516,980 Est. Cost $117.67 Unrealized -4.0%
STT STATE STR CORP 3.9%
Value ($000) $49,498 Shares 568,157 Est. Cost $67.94 Unrealized +19.2%
EG EVEREST RE GROUP LTD 3.8%
Value ($000) $48,012 Shares 159,306 Est. Cost $241.89 Unrealized +10.6%
WFC WELLS FARGO CO NEW 3.6%
Value ($000) $45,730 Shares 943,655 Est. Cost $40.66 Unrealized +19.3%
MTB M & T BK CORP 3.4%
Value ($000) $43,138 Shares 254,503 Est. Cost $124.61 Unrealized +24.7%
RJF RAYMOND JAMES FINL INC 3.4%
Value ($000) $42,957 Shares 390,836 Est. Cost $83.38 Unrealized +19.9%
USB US BANCORP DEL 3.3%
Value ($000) $41,085 Shares 772,992 Est. Cost $36.01 Unrealized +32.8%
FIS FIDELITY NATL INFORMATION SV 3.1%
Value ($000) $39,126 Shares 389,624 Est. Cost $101.27 Unrealized -6.3%
IBKR INTERACTIVE BROKERS GROUP IN 2.8%
Value ($000) $34,997 Shares 530,977 Est. Cost $17.30 Unrealized -2.6%
WTW WILLIS TOWERS WATSON PLC LTD 2.8%
Value ($000) $34,599 Shares 146,468 Est. Cost $217.90 Unrealized -0.4%
KKR KKR & CO INC 2.7%
Value ($000) $34,247 Shares 585,727 Est. Cost $60.88 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 2.7%
Value ($000) $34,226 Shares 689,615 Est. Cost $50.75 Unrealized 0.0%
EQH EQUITABLE HLDGS INC 2.6%
Value ($000) $33,008 Shares 1,067,869 Est. Cost $27.29 Unrealized +9.4%
CFG CITIZENS FINL GROUP INC 2.1%
Value ($000) $26,699 Shares 588,998 Est. Cost $38.03 Unrealized +13.9%
ELV ANTHEM INC 2.1%
Value ($000) $26,212 Shares 53,361 Est. Cost $399.50 Unrealized +8.3%
PHM PULTE GROUP INC 2.0%
Value ($000) $25,501 Shares 608,625 Est. Cost $44.85 Unrealized +6.6%
BEN FRANKLIN RESOURCES INC 1.9%
Value ($000) $24,103 Shares 863,292 Est. Cost $25.35 Unrealized -1.9%
COF CAPITAL ONE FINL CORP 1.8%
Value ($000) $22,268 Shares 169,610 Est. Cost $144.25 Unrealized -5.8%
MKL MARKEL CORP 1.8%
Value ($000) $22,015 Shares 14,923 Est. Cost $1094.33 Unrealized +18.0%
TRU TRANSUNION 1.7%
Value ($000) $21,836 Shares 211,304 Est. Cost $102.56 Unrealized -3.2%
TFC TRUIST FINL CORP 1.5%
Value ($000) $18,939 Shares 334,016 Est. Cost $46.46 Unrealized +9.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 1.4%
Value ($000) $18,184 Shares 242,384 Est. Cost $74.21 Unrealized +5.3%
UNM UNUM GROUP 1.3%
Value ($000) $16,908 Shares 536,607 Est. Cost $27.96 Unrealized -0.1%
RGA REINSURANCE GRP OF AMERICA I 1.3%
Value ($000) $16,628 Shares 151,907 Est. Cost $115.35 Unrealized -4.1%
CG CARLYLE GROUP INC 1.3%
Value ($000) $16,393 Shares 335,167 Est. Cost $34.30 Unrealized +21.3%
INTU INTUIT 1.3%
Value ($000) $16,145 Shares 33,577 Est. Cost $500.50 Unrealized -0.2%
AMG AFFILIATED MANAGERS GROUP IN 1.2%
Value ($000) $15,652 Shares 111,045 Est. Cost $153.13 Unrealized -6.3%
SCHW SCHWAB CHARLES CORP 1.0%
Value ($000) $12,603 Shares 149,483 Est. Cost $76.51 Unrealized +9.0%
VOYA VOYA FINANCIAL INC 0.9%
Value ($000) $11,619 Shares 175,116 Est. Cost $62.48 Unrealized +1.0%
TOL TOLL BROTHERS INC 0.8%
Value ($000) $10,403 Shares 221,250 Est. Cost $56.03 Unrealized 0.0%
APO APOLLO GLOBAL MGMT INC 0.8%
Value ($000) $9,687 Shares 156,270 Est. Cost $61.02 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.7%
Value ($000) $8,858 Shares 36,993 Est. Cost $203.20 Unrealized +19.9%
THOMSON REUTERS CORP. 0.7%
Value ($000) $8,487 Shares 77,967 Est. Cost $105.97 Unrealized
LEN LENNAR CORP 0.6%
Value ($000) $7,985 Shares 98,371 Est. Cost $95.63 Unrealized -11.2%
BLACK KNIGHT INC 0.6%
Value ($000) $7,833 Shares 135,081 Est. Cost $58.32 Unrealized
TNET TRINET GROUP INC 0.6%
Value ($000) $7,626 Shares 77,532 Est. Cost $95.19 Unrealized -9.5%
ZION ZIONS BANCORPORATION N A 0.6%
Value ($000) $7,594 Shares 115,827 Est. Cost $60.13 Unrealized +13.8%
GL GLOBE LIFE INC 0.6%
Value ($000) $7,416 Shares 73,721 Est. Cost $98.21 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS INC 0.6%
Value ($000) $7,273 Shares 42,675 Est. Cost $148.65 Unrealized 0.0%
ALLY ALLY FINL INC 0.6%
Value ($000) $7,102 Shares 163,334 Est. Cost $39.50 Unrealized +3.6%
EFX EQUIFAX INC 0.5%
Value ($000) $6,488 Shares 27,366 Est. Cost $229.05 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.5%
Value ($000) $5,958 Shares 555,781 Est. Cost $11.73 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 0.5%
Value ($000) $5,947 Shares 121,762 Est. Cost $36.68 Unrealized +7.1%
ORI OLD REP INTL CORP 0.5%
Value ($000) $5,730 Shares 221,505 Est. Cost $19.28 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP IN 0.4%
Value ($000) $5,247 Shares 71,481 Est. Cost $47.81 Unrealized +31.6%
ICE INTERCONTINENTAL EXCHANGE IN 0.3%
Value ($000) $4,128 Shares 31,241 Est. Cost $118.01 Unrealized +3.9%
GPN GLOBAL PMTS INC 0.3%
Value ($000) $4,121 Shares 30,112 Est. Cost $152.49 Unrealized -11.8%
BPOP POPULAR INC 0.3%
Value ($000) $3,347 Shares 40,945 Est. Cost $71.65 Unrealized +9.5%
NVR NVR INC 0.2%
Value ($000) $3,082 Shares 690 Est. Cost $5095.14 Unrealized 0.0%
FHI FEDERATED HERMES INC 0.2%
Value ($000) $2,725 Shares 80,000 Est. Cost Unrealized
RDN RADIAN GROUP INC 0.2%
Value ($000) $2,711 Shares 122,084 Est. Cost $19.36 Unrealized +4.3%
CNA CNA FINL CORP 0.2%
Value ($000) $2,252 Shares 46,311 Est. Cost $35.00 Unrealized 0.0%
BGC PARTNERS INC 0.2%
Value ($000) $2,042 Shares 464,133 Est. Cost $4.65 Unrealized
CI CIGNA CORP NEW 0.2%
Value ($000) $2,032 Shares 8,482 Est. Cost $218.34 Unrealized 0.0%
XYZ BLOCK INC 0.1%
Value ($000) $1,619 Shares 11,942 Est. Cost $157.78 Unrealized -23.3%
CME CME GROUP INC 0.1%
Value ($000) $1,416 Shares 5,954 Est. Cost $182.37 Unrealized +10.1%
ACN ACCENTURE PLC IRELAND 0.1%
Value ($000) $1,392 Shares 4,128 Est. Cost $318.52 Unrealized 0.0%
SEIC SEI INVTS CO 0.1%
Value ($000) $1,385 Shares 23,000 Est. Cost $56.38 Unrealized 0.0%
HUM HUMANA INC 0.1%
Value ($000) $1,383 Shares 3,179 Est. Cost $394.43 Unrealized +2.0%
WEX WEX INC 0.1%
Value ($000) $1,308 Shares 7,328 Est. Cost $152.85 Unrealized +6.7%
LOW LOWES COS INC 0.1%
Value ($000) $1,100 Shares 5,441 Est. Cost $189.42 Unrealized +12.6%
TW TRADEWEB MKTS INC 0.1%
Value ($000) $1,040 Shares 11,833 Est. Cost $87.69 Unrealized -1.1%
MET METLIFE INC 0.1%
Value ($000) $875 Shares 12,452 Est. Cost $55.38 Unrealized +8.5%
CVS CVS HEALTH CORP 0.1%
Value ($000) $846 Shares 8,363 Est. Cost $92.00 Unrealized 0.0%
ESNT ESSENT GROUP LTD 0.1%
Value ($000) $805 Shares 19,530 Est. Cost $41.41 Unrealized 0.0%
AFG AMERICAN FINL GROUP INC OHIO 0.1%
Value ($000) $689 Shares 4,730 Est. Cost $100.36 Unrealized 0.0%
FLEETCOR TECHNOLOGIES INC 0.0%
Value ($000) $611 Shares 2,454 Est. Cost $248.98 Unrealized
NSP INSPERITY INC 0.0%
Value ($000) $600 Shares 5,975 Est. Cost $89.45 Unrealized 0.0%
UWMC UWM HOLDINGS CORPORATION 0.0%
Value ($000) $579 Shares 127,774 Est. Cost $6.87 Unrealized -29.8%
PRI PRIMERICA INC 0.0%
Value ($000) $556 Shares 4,067 Est. Cost $141.99 Unrealized 0.0%
NRDS NERDWALLET INC 0.0%
Value ($000) $555 Shares 46,317 Est. Cost $19.56 Unrealized -34.5%
V VISA INC 0.0%
Value ($000) $497 Shares 2,240 Est. Cost $210.05 Unrealized 0.0%
RYAN RYAN SPECIALTY GROUP HLDGS I 0.0%
Value ($000) $453 Shares 11,683 Est. Cost $37.98 Unrealized 0.0%
DUN & BRADSTREET HLDGS INC 0.0%
Value ($000) $440 Shares 25,110 Est. Cost $21.37 Unrealized
MQ MARQETA INC 0.0%
Value ($000) $363 Shares 32,914 Est. Cost $16.91 Unrealized -31.4%
CINF CINCINNATI FINL CORP 0.0%
Value ($000) $270 Shares 1,987 Est. Cost $106.37 Unrealized +4.4%
GS GOLDMAN SACHS GROUP INC 0.0%
Value ($000) $251 Shares 760 Est. Cost $352.22 Unrealized -9.2%