Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $1,468,170 (100.0% shares, 0.0% debt)

Holdings (83)

TFC TRUIST FINL CORP 7.0%
Value ($000) $102,718 Shares 2,359,167 Est. Cost $41.44 Unrealized -3.0%
AIG AMERICAN INTL GROUP INC 4.7%
Value ($000) $68,272 Shares 1,437,921 Est. Cost $50.24 Unrealized -3.2%
FIS FIDELITY NATL INFORMATION SV 4.3%
Value ($000) $63,778 Shares 843,965 Est. Cost $85.51 Unrealized -0.3%
ELV ELEVANCE HEALTH INC 3.7%
Value ($000) $54,663 Shares 120,339 Est. Cost $431.46 Unrealized +5.5%
WTW WILLIS TOWERS WATSON PLC LTD 3.6%
Value ($000) $52,802 Shares 262,773 Est. Cost $207.65 Unrealized -5.1%
CBOE CBOE GLOBAL MKTS INC 3.3%
Value ($000) $49,127 Shares 418,569 Est. Cost $117.28 Unrealized -1.3%
KEY KEYCORP 3.3%
Value ($000) $48,241 Shares 3,011,278 Est. Cost $15.44 Unrealized -3.6%
HIG HARTFORD FINL SVCS GROUP INC 2.8%
Value ($000) $41,835 Shares 675,411 Est. Cost $58.86 Unrealized +3.3%
EG EVEREST RE GROUP LTD 2.8%
Value ($000) $41,350 Shares 157,559 Est. Cost $242.03 Unrealized +5.5%
STT STATE STR CORP 2.8%
Value ($000) $41,243 Shares 678,234 Est. Cost $66.96 Unrealized -9.3%
BAC BK OF AMERICA CORP 2.8%
Value ($000) $41,233 Shares 1,365,333 Est. Cost $32.74 Unrealized -6.6%
ICE INTERCONTINENTAL EXCHANGE IN 2.7%
Value ($000) $40,114 Shares 443,987 Est. Cost $102.45 Unrealized -6.5%
USB US BANCORP DEL 2.6%
Value ($000) $38,896 Shares 964,673 Est. Cost $36.78 Unrealized +6.7%
LNC LINCOLN NATL CORP IND 2.6%
Value ($000) $38,676 Shares 880,799 Est. Cost $40.48 Unrealized -3.1%
PYPL PAYPAL HLDGS INC 2.6%
Value ($000) $38,567 Shares 448,087 Est. Cost $88.10 Unrealized +0.4%
WFC WELLS FARGO CO NEW 2.6%
Value ($000) $38,146 Shares 948,445 Est. Cost $40.66 Unrealized -3.2%
COF CAPITAL ONE FINL CORP 2.5%
Value ($000) $37,157 Shares 403,132 Est. Cost $121.57 Unrealized -17.5%
CME CME GROUP INC 2.3%
Value ($000) $33,945 Shares 191,640 Est. Cost $170.51 Unrealized 0.0%
MA MASTERCARD INCORPORATED 2.3%
Value ($000) $33,863 Shares 119,092 Est. Cost $334.09 Unrealized -2.7%
VOYA VOYA FINANCIAL INC 2.2%
Value ($000) $32,740 Shares 541,154 Est. Cost $59.88 Unrealized -4.9%
APO APOLLO GLOBAL MGMT INC 2.0%
Value ($000) $28,944 Shares 622,449 Est. Cost $53.86 Unrealized -4.0%
IBKR INTERACTIVE BROKERS GROUP IN 1.9%
Value ($000) $27,846 Shares 435,706 Est. Cost $17.04 Unrealized -11.3%
SSNC SS&C TECHNOLOGIES HLDGS INC 1.9%
Value ($000) $27,778 Shares 581,742 Est. Cost $64.79 Unrealized -11.1%
PHM PULTE GROUP INC 1.7%
Value ($000) $25,692 Shares 685,121 Est. Cost $44.39 Unrealized -8.1%
CFG CITIZENS FINL GROUP INC 1.6%
Value ($000) $23,884 Shares 695,117 Est. Cost $36.80 Unrealized -13.6%
AMG AFFILIATED MANAGERS GROUP IN 1.6%
Value ($000) $23,214 Shares 207,547 Est. Cost $141.08 Unrealized -11.1%
TRU TRANSUNION 1.6%
Value ($000) $23,211 Shares 390,164 Est. Cost $91.07 Unrealized -17.2%
RGA REINSURANCE GRP OF AMERICA I 1.4%
Value ($000) $20,048 Shares 159,349 Est. Cost $115.44 Unrealized +6.5%
RJF RAYMOND JAMES FINL INC 1.4%
Value ($000) $19,859 Shares 200,964 Est. Cost $83.38 Unrealized +15.4%
GPN GLOBAL PMTS INC 1.2%
Value ($000) $17,198 Shares 159,167 Est. Cost $127.14 Unrealized -6.2%
CG CARLYLE GROUP INC 1.1%
Value ($000) $16,847 Shares 651,959 Est. Cost $31.86 Unrealized -8.7%
MTB M & T BK CORP 1.1%
Value ($000) $16,752 Shares 95,007 Est. Cost $124.61 Unrealized +26.8%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $14,432 Shares 49,247 Est. Cost $283.89 Unrealized +4.6%
THOMSON REUTERS CORP. 0.9%
Value ($000) $13,712 Shares 133,619 Est. Cost $104.46 Unrealized
CB CHUBB LIMITED 0.9%
Value ($000) $13,514 Shares 74,299 Est. Cost $181.71 Unrealized 0.0%
IT GARTNER INC 0.9%
Value ($000) $13,438 Shares 48,567 Est. Cost $268.19 Unrealized +4.5%
AON AON PLC 0.9%
Value ($000) $13,199 Shares 49,274 Est. Cost $279.95 Unrealized -1.5%
JLL JONES LANG LASALLE INC 0.9%
Value ($000) $12,764 Shares 84,488 Est. Cost $193.09 Unrealized -9.8%
TGT TARGET CORP 0.9%
Value ($000) $12,675 Shares 85,419 Est. Cost $154.90 Unrealized -7.7%
CRBG COREBRIDGE FINL INC 0.8%
Value ($000) $11,921 Shares 605,446 Est. Cost $16.26 Unrealized 0.0%
CVS CVS HEALTH CORP 0.8%
Value ($000) $11,823 Shares 123,973 Est. Cost $86.44 Unrealized +1.4%
MKL MARKEL CORP 0.7%
Value ($000) $10,387 Shares 9,580 Est. Cost $1164.29 Unrealized +4.8%
AXS AXIS CAP HLDGS LTD 0.7%
Value ($000) $10,345 Shares 210,471 Est. Cost $48.83 Unrealized 0.0%
EQH EQUITABLE HLDGS INC 0.7%
Value ($000) $9,631 Shares 365,500 Est. Cost $27.02 Unrealized -3.3%
FLEETCOR TECHNOLOGIES INC 0.6%
Value ($000) $9,386 Shares 53,276 Est. Cost $176.18 Unrealized
TNET TRINET GROUP INC 0.6%
Value ($000) $8,089 Shares 113,571 Est. Cost $90.70 Unrealized -12.6%
BRO BROWN & BROWN INC 0.5%
Value ($000) $7,902 Shares 130,662 Est. Cost $59.93 Unrealized +2.7%
GL GLOBE LIFE INC 0.5%
Value ($000) $6,679 Shares 66,987 Est. Cost $97.22 Unrealized +0.4%
DUN & BRADSTREET HLDGS INC 0.4%
Value ($000) $6,059 Shares 489,005 Est. Cost $13.37 Unrealized
AIZ ASSURANT INC 0.4%
Value ($000) $5,903 Shares 40,633 Est. Cost $153.83 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.4%
Value ($000) $5,723 Shares 136,263 Est. Cost $54.93 Unrealized -15.6%
ADBE ADOBE SYSTEMS INCORPORATED 0.3%
Value ($000) $4,895 Shares 17,788 Est. Cost $406.98 Unrealized -7.0%
FNF FIDELITY NATIONAL FINANCIAL 0.3%
Value ($000) $4,723 Shares 130,465 Est. Cost $34.36 Unrealized -8.7%
MCO MOODYS CORP 0.3%
Value ($000) $4,534 Shares 18,652 Est. Cost $282.31 Unrealized 0.0%
ESNT ESSENT GROUP LTD 0.3%
Value ($000) $4,288 Shares 122,981 Est. Cost $37.69 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.3%
Value ($000) $4,133 Shares 484,496 Est. Cost $10.61 Unrealized
PLD PROLOGIS INC. 0.3%
Value ($000) $3,763 Shares 37,038 Est. Cost $118.49 Unrealized -5.9%
TW TRADEWEB MKTS INC 0.2%
Value ($000) $3,619 Shares 64,149 Est. Cost $69.71 Unrealized -2.4%
CRM SALESFORCE INC 0.2%
Value ($000) $3,236 Shares 22,497 Est. Cost $169.39 Unrealized -1.1%
AVB AVALONBAY CMNTYS INC 0.2%
Value ($000) $3,140 Shares 17,047 Est. Cost $178.22 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $2,981 Shares 28,523 Est. Cost $105.62 Unrealized 0.0%
ALLY ALLY FINL INC 0.2%
Value ($000) $2,881 Shares 103,511 Est. Cost $37.79 Unrealized -22.7%
UNM UNUM GROUP 0.2%
Value ($000) $2,479 Shares 63,883 Est. Cost $27.96 Unrealized +30.8%
NVR NVR INC 0.2%
Value ($000) $2,281 Shares 572 Est. Cost $4757.29 Unrealized -10.4%
BLACK KNIGHT INC 0.1%
Value ($000) $2,007 Shares 31,000 Est. Cost $58.32 Unrealized
HUM HUMANA INC 0.1%
Value ($000) $1,858 Shares 3,830 Est. Cost $469.33 Unrealized 0.0%
COUPA SOFTWARE INC 0.1%
Value ($000) $1,711 Shares 29,107 Est. Cost $57.10 Unrealized
SCHW SCHWAB CHARLES CORP 0.1%
Value ($000) $1,249 Shares 17,375 Est. Cost $69.53 Unrealized -4.8%
CNA CNA FINL CORP 0.1%
Value ($000) $881 Shares 23,870 Est. Cost $35.02 Unrealized -8.9%
CNC CENTENE CORP DEL 0.1%
Value ($000) $774 Shares 9,945 Est. Cost $89.37 Unrealized 0.0%
BGC PARTNERS INC 0.1%
Value ($000) $752 Shares 239,635 Est. Cost $4.34 Unrealized
EVR EVERCORE INC 0.0%
Value ($000) $673 Shares 8,183 Est. Cost $88.97 Unrealized 0.0%
BLACKROCK INC 0.0%
Value ($000) $634 Shares 1,153 Est. Cost $549.87 Unrealized
PRI PRIMERICA INC 0.0%
Value ($000) $574 Shares 4,647 Est. Cost $134.87 Unrealized -6.0%
CSX CSX CORP 0.0%
Value ($000) $560 Shares 21,029 Est. Cost $29.60 Unrealized 0.0%
PJT PJT PARTNERS INC 0.0%
Value ($000) $558 Shares 8,348 Est. Cost $67.80 Unrealized 0.0%
ECL ECOLAB INC 0.0%
Value ($000) $521 Shares 3,607 Est. Cost $158.37 Unrealized -1.5%
MOH MOLINA HEALTHCARE INC 0.0%
Value ($000) $516 Shares 1,563 Est. Cost $302.10 Unrealized +6.6%
HLI HOULIHAN LOKEY INC 0.0%
Value ($000) $446 Shares 5,917 Est. Cost $78.20 Unrealized -2.5%
EFX EQUIFAX INC 0.0%
Value ($000) $444 Shares 2,590 Est. Cost $216.03 Unrealized -11.5%
CLVT CLARIVATE PLC 0.0%
Value ($000) $402 Shares 42,801 Est. Cost $12.66 Unrealized 0.0%
WEX WEX INC 0.0%
Value ($000) $304 Shares 2,396 Est. Cost $152.85 Unrealized +2.8%
CUSHMAN WAKEFIELD PLC 0.0%
Value ($000) $132 Shares 11,562 Est. Cost $11.42 Unrealized