Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $1,317,673 (100.0% shares, 0.0% debt)

Holdings (87)

TFC TRUIST FINL CORP 6.2%
Value ($000) $82,347 Shares 1,736,176 Est. Cost $41.87 Unrealized -2.6%
ICE INTERCONTINENTAL EXCHANGE IN 5.1%
Value ($000) $67,516 Shares 717,947 Est. Cost $102.45 Unrealized -0.7%
BAC BK OF AMERICA CORP 4.4%
Value ($000) $57,803 Shares 1,856,820 Est. Cost $32.74 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 3.8%
Value ($000) $49,571 Shares 166,895 Est. Cost $283.89 Unrealized -0.1%
HIG HARTFORD FINL SVCS GROUP INC 3.7%
Value ($000) $49,269 Shares 753,003 Est. Cost $58.86 Unrealized +10.7%
EG EVEREST RE GROUP LTD 3.3%
Value ($000) $43,700 Shares 155,915 Est. Cost $241.89 Unrealized +9.6%
STT STATE STR CORP 3.0%
Value ($000) $40,183 Shares 651,789 Est. Cost $67.22 Unrealized -7.4%
CBOE CBOE GLOBAL MKTS INC 2.9%
Value ($000) $37,793 Shares 333,887 Est. Cost $117.67 Unrealized -8.6%
USB US BANCORP DEL 2.9%
Value ($000) $37,718 Shares 819,606 Est. Cost $36.34 Unrealized +15.3%
WFC WELLS FARGO CO NEW 2.8%
Value ($000) $37,297 Shares 952,182 Est. Cost $40.66 Unrealized -1.7%
AON AON PLC 2.4%
Value ($000) $31,169 Shares 115,579 Est. Cost $279.95 Unrealized 0.0%
KEY KEYCORP 2.1%
Value ($000) $27,775 Shares 1,612,009 Est. Cost $15.91 Unrealized 0.0%
MA MASTERCARD INCORPORATED 2.1%
Value ($000) $27,639 Shares 87,608 Est. Cost $337.29 Unrealized 0.0%
PHM PULTE GROUP INC 2.0%
Value ($000) $26,868 Shares 677,979 Est. Cost $44.42 Unrealized -8.3%
WTW WILLIS TOWERS WATSON PLC LTD 2.0%
Value ($000) $26,234 Shares 132,905 Est. Cost $217.90 Unrealized -6.4%
COF CAPITAL ONE FINL CORP 2.0%
Value ($000) $25,957 Shares 249,136 Est. Cost $134.73 Unrealized -15.1%
SCHW SCHWAB CHARLES CORP 2.0%
Value ($000) $25,922 Shares 410,292 Est. Cost $69.53 Unrealized -5.8%
MKL MARKEL CORP 2.0%
Value ($000) $25,793 Shares 19,944 Est. Cost $1164.29 Unrealized +17.9%
ELV ELEVANCE HEALTH INC 1.9%
Value ($000) $24,809 Shares 51,409 Est. Cost $399.50 Unrealized +17.5%
RJF RAYMOND JAMES FINL INC 1.9%
Value ($000) $24,508 Shares 274,103 Est. Cost $83.38 Unrealized +11.2%
AIG AMERICAN INTL GROUP INC 1.8%
Value ($000) $24,319 Shares 475,626 Est. Cost $53.46 Unrealized 0.0%
VOYA VOYA FINANCIAL INC 1.8%
Value ($000) $23,643 Shares 397,159 Est. Cost $60.94 Unrealized -2.0%
MTB M & T BK CORP 1.7%
Value ($000) $22,572 Shares 141,617 Est. Cost $124.61 Unrealized +19.6%
IBKR INTERACTIVE BROKERS GROUP IN 1.6%
Value ($000) $21,131 Shares 384,133 Est. Cost $17.30 Unrealized -15.9%
ALL ALLSTATE CORP 1.6%
Value ($000) $20,873 Shares 164,707 Est. Cost $120.01 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 1.5%
Value ($000) $20,376 Shares 173,719 Est. Cost $115.44 Unrealized +0.5%
BEN FRANKLIN RESOURCES INC 1.5%
Value ($000) $20,236 Shares 868,128 Est. Cost $25.35 Unrealized -17.0%
TRU TRANSUNION 1.5%
Value ($000) $20,210 Shares 252,656 Est. Cost $99.58 Unrealized -15.3%
CFG CITIZENS FINL GROUP INC 1.5%
Value ($000) $19,936 Shares 558,580 Est. Cost $38.03 Unrealized -11.7%
GPN GLOBAL PMTS INC 1.5%
Value ($000) $19,778 Shares 178,763 Est. Cost $127.14 Unrealized -4.0%
AJG GALLAGHER ARTHUR J & CO 1.5%
Value ($000) $19,741 Shares 121,080 Est. Cost $144.13 Unrealized +11.1%
AMG AFFILIATED MANAGERS GROUP IN 1.5%
Value ($000) $19,376 Shares 166,178 Est. Cost $144.99 Unrealized -11.3%
SSNC SS&C TECHNOLOGIES HLDGS INC 1.2%
Value ($000) $15,495 Shares 266,825 Est. Cost $73.30 Unrealized -12.3%
CI CIGNA CORP NEW 1.1%
Value ($000) $14,354 Shares 54,472 Est. Cost $237.81 Unrealized +1.5%
APO APOLLO GLOBAL MGMT INC 1.0%
Value ($000) $13,452 Shares 277,475 Est. Cost $56.57 Unrealized -10.1%
BRO BROWN & BROWN INC 0.9%
Value ($000) $11,278 Shares 193,323 Est. Cost $59.93 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.8%
Value ($000) $11,044 Shares 30,170 Est. Cost $406.98 Unrealized 0.0%
CG CARLYLE GROUP INC 0.8%
Value ($000) $11,020 Shares 348,064 Est. Cost $34.27 Unrealized -2.0%
GL GLOBE LIFE INC 0.8%
Value ($000) $10,674 Shares 109,512 Est. Cost $97.22 Unrealized -2.1%
CVS CVS HEALTH CORP 0.8%
Value ($000) $10,673 Shares 115,188 Est. Cost $86.35 Unrealized -0.5%
FISV FISERV INC 0.8%
Value ($000) $10,139 Shares 113,955 Est. Cost $96.99 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.8%
Value ($000) $10,098 Shares 57,751 Est. Cost $201.81 Unrealized -1.2%
MS MORGAN STANLEY 0.8%
Value ($000) $10,093 Shares 132,703 Est. Cost $72.42 Unrealized 0.0%
IT GARTNER INC 0.8%
Value ($000) $9,992 Shares 41,319 Est. Cost $266.05 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.7%
Value ($000) $9,430 Shares 24,522 Est. Cost $377.77 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.7%
Value ($000) $8,945 Shares 979,753 Est. Cost $10.61 Unrealized
ALLY ALLY FINL INC 0.7%
Value ($000) $8,654 Shares 258,261 Est. Cost $37.79 Unrealized -7.8%
INTU INTUIT 0.6%
Value ($000) $8,341 Shares 21,640 Est. Cost $500.50 Unrealized -19.2%
TNET TRINET GROUP INC 0.6%
Value ($000) $8,330 Shares 107,316 Est. Cost $91.37 Unrealized -10.9%
EFX EQUIFAX INC 0.6%
Value ($000) $8,083 Shares 44,224 Est. Cost $216.03 Unrealized -9.8%
LNC LINCOLN NATL CORP IND 0.6%
Value ($000) $7,667 Shares 163,939 Est. Cost $46.00 Unrealized 0.0%
THOMSON REUTERS CORP. 0.6%
Value ($000) $7,638 Shares 73,297 Est. Cost $105.97 Unrealized
CSGP COSTAR GROUP INC 0.6%
Value ($000) $7,592 Shares 125,676 Est. Cost $60.57 Unrealized 0.0%
EQH EQUITABLE HLDGS INC 0.6%
Value ($000) $7,327 Shares 281,039 Est. Cost $27.29 Unrealized -3.2%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%
Value ($000) $7,263 Shares 26,602 Est. Cost $313.72 Unrealized 0.0%
BLACK KNIGHT INC 0.5%
Value ($000) $6,073 Shares 92,879 Est. Cost $58.32 Unrealized
PYPL PAYPAL HLDGS INC 0.5%
Value ($000) $5,977 Shares 85,577 Est. Cost $86.55 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.4%
Value ($000) $5,386 Shares 120,759 Est. Cost $56.03 Unrealized -16.5%
TGT TARGET CORP 0.4%
Value ($000) $5,298 Shares 37,515 Est. Cost $170.18 Unrealized 0.0%
RSP INVESCO EXCHANGE TRADED FD T 0.4%
Value ($000) $5,043 Shares 37,568 Est. Cost $134.24 Unrealized
NVR NVR INC 0.4%
Value ($000) $4,641 Shares 1,159 Est. Cost $4757.29 Unrealized -10.4%
MKTX MARKETAXESS HLDGS INC 0.3%
Value ($000) $3,298 Shares 12,884 Est. Cost $260.22 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $3,238 Shares 8,584 Est. Cost $377.21 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 0.2%
Value ($000) $2,720 Shares 73,595 Est. Cost $36.68 Unrealized -11.6%
UNM UNUM GROUP 0.2%
Value ($000) $2,622 Shares 77,067 Est. Cost $27.96 Unrealized +21.1%
PLD PROLOGIS INC. 0.2%
Value ($000) $2,574 Shares 21,876 Est. Cost $123.36 Unrealized 0.0%
LOW LOWES COS INC 0.2%
Value ($000) $2,309 Shares 13,221 Est. Cost $183.62 Unrealized -2.2%
CNA CNA FINL CORP 0.2%
Value ($000) $2,177 Shares 48,487 Est. Cost $35.02 Unrealized +1.7%
DUN & BRADSTREET HLDGS INC 0.1%
Value ($000) $1,827 Shares 121,559 Est. Cost $16.34 Unrealized
COUPA SOFTWARE INC 0.1%
Value ($000) $1,813 Shares 31,754 Est. Cost $57.10 Unrealized
SVB FINANCIAL GROUP 0.1%
Value ($000) $1,516 Shares 3,838 Est. Cost $395.00 Unrealized
WMT WALMART INC 0.1%
Value ($000) $1,380 Shares 11,352 Est. Cost $44.03 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $1,279 Shares 13,950 Est. Cost $101.27 Unrealized -10.6%
WEX WEX INC 0.1%
Value ($000) $1,103 Shares 7,089 Est. Cost $152.85 Unrealized +7.1%
CRM SALESFORCE INC 0.1%
Value ($000) $983 Shares 5,955 Est. Cost $174.57 Unrealized 0.0%
HLI HOULIHAN LOKEY INC 0.1%
Value ($000) $916 Shares 11,608 Est. Cost $78.20 Unrealized 0.0%
PRI PRIMERICA INC 0.1%
Value ($000) $868 Shares 7,249 Est. Cost $134.87 Unrealized -6.7%
VIRT VIRTU FINL INC 0.1%
Value ($000) $864 Shares 36,928 Est. Cost $28.63 Unrealized 0.0%
PFSI PENNYMAC FINL SVCS INC NEW 0.1%
Value ($000) $843 Shares 19,293 Est. Cost $45.08 Unrealized 0.0%
BGC PARTNERS INC 0.0%
Value ($000) $643 Shares 190,684 Est. Cost $4.65 Unrealized
ECL ECOLAB INC 0.0%
Value ($000) $437 Shares 2,841 Est. Cost $158.99 Unrealized 0.0%
MOH MOLINA HEALTHCARE INC 0.0%
Value ($000) $436 Shares 1,561 Est. Cost $302.10 Unrealized 0.0%
NRDS NERDWALLET INC 0.0%
Value ($000) $386 Shares 48,630 Est. Cost $19.12 Unrealized -46.9%
TOST TOAST INC 0.0%
Value ($000) $378 Shares 29,184 Est. Cost $16.57 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.0%
Value ($000) $373 Shares 3,009 Est. Cost $126.61 Unrealized 0.0%
TW TRADEWEB MKTS INC 0.0%
Value ($000) $369 Shares 5,405 Est. Cost $87.69 Unrealized -17.1%
ARES ARES MANAGEMENT CORPORATION 0.0%
Value ($000) $259 Shares 4,559 Est. Cost $61.93 Unrealized 0.0%