Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $1,302,903 (100.0% shares, 0.0% debt)

Holdings (90)

TFC TRUIST FINL CORP 6.8%
Value ($000) $89,169 Shares 2,072,251 Est. Cost $41.44 Unrealized -10.5%
AIG AMERICAN INTL GROUP INC 6.2%
Value ($000) $80,574 Shares 1,274,102 Est. Cost $50.24 Unrealized +7.9%
USB US BANCORP DEL 5.1%
Value ($000) $66,730 Shares 1,530,162 Est. Cost $36.75 Unrealized -0.1%
KEY KEYCORP 4.6%
Value ($000) $59,593 Shares 3,420,937 Est. Cost $15.36 Unrealized -3.7%
EG EVEREST RE GROUP LTD 4.0%
Value ($000) $51,535 Shares 155,569 Est. Cost $242.03 Unrealized +22.2%
BAC BANK AMERICA CORP 3.9%
Value ($000) $51,105 Shares 1,543,038 Est. Cost $32.62 Unrealized -2.8%
BLACKROCK INC 3.6%
Value ($000) $47,001 Shares 66,327 Est. Cost $705.87 Unrealized
ICE INTERCONTINENTAL EXCHANGE IN 2.7%
Value ($000) $35,511 Shares 346,148 Est. Cost $102.45 Unrealized -6.8%
WTW WILLIS TOWERS WATSON PLC LTD 2.6%
Value ($000) $34,159 Shares 139,663 Est. Cost $207.65 Unrealized +5.5%
V VISA INC 2.6%
Value ($000) $33,992 Shares 163,612 Est. Cost $196.98 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 2.4%
Value ($000) $31,007 Shares 175,755 Est. Cost $172.18 Unrealized 0.0%
ELV ELEVANCE HEALTH INC 2.2%
Value ($000) $29,235 Shares 56,991 Est. Cost $431.46 Unrealized +12.3%
IBKR INTERACTIVE BROKERS GROUP IN 2.2%
Value ($000) $28,156 Shares 389,158 Est. Cost $17.04 Unrealized +7.8%
BRO BROWN & BROWN INC 2.1%
Value ($000) $27,414 Shares 481,197 Est. Cost $58.01 Unrealized -1.2%
PHM PULTE GROUP INC 1.9%
Value ($000) $24,601 Shares 540,335 Est. Cost $44.39 Unrealized -7.6%
VOYA VOYA FINANCIAL INC 1.9%
Value ($000) $24,214 Shares 393,785 Est. Cost $59.88 Unrealized -0.0%
HIG HARTFORD FINL SVCS GROUP INC 1.8%
Value ($000) $24,094 Shares 317,734 Est. Cost $58.86 Unrealized +15.0%
AON AON PLC 1.8%
Value ($000) $23,052 Shares 76,805 Est. Cost $282.01 Unrealized +1.3%
CBOE CBOE GLOBAL MKTS INC 1.7%
Value ($000) $22,179 Shares 176,770 Est. Cost $117.28 Unrealized +1.6%
RGA REINSURANCE GRP OF AMERICA I 1.7%
Value ($000) $21,508 Shares 151,372 Est. Cost $115.44 Unrealized +21.0%
INTU INTUIT 1.6%
Value ($000) $20,919 Shares 53,747 Est. Cost $388.88 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 1.5%
Value ($000) $19,746 Shares 433,798 Est. Cost $39.25 Unrealized 0.0%
MCO MOODYS CORP 1.4%
Value ($000) $18,832 Shares 67,591 Est. Cost $270.79 Unrealized -1.6%
C CITIGROUP INC 1.4%
Value ($000) $17,771 Shares 392,894 Est. Cost $40.56 Unrealized 0.0%
FLEETCOR TECHNOLOGIES INC 1.4%
Value ($000) $17,646 Shares 96,070 Est. Cost $179.52 Unrealized
CFG CITIZENS FINL GROUP INC 1.3%
Value ($000) $17,396 Shares 441,854 Est. Cost $36.80 Unrealized -7.8%
CNC CENTENE CORP DEL 1.3%
Value ($000) $17,355 Shares 211,617 Est. Cost $82.05 Unrealized -0.4%
GL GLOBE LIFE INC 1.3%
Value ($000) $16,605 Shares 137,747 Est. Cost $104.54 Unrealized +6.6%
WFC WELLS FARGO CO NEW 1.1%
Value ($000) $14,885 Shares 360,505 Est. Cost $40.66 Unrealized +0.4%
AMG AFFILIATED MANAGERS GROUP IN 1.1%
Value ($000) $14,525 Shares 91,678 Est. Cost $141.08 Unrealized +0.2%
GPN GLOBAL PMTS INC 1.1%
Value ($000) $14,085 Shares 141,810 Est. Cost $127.14 Unrealized -20.6%
MKL MARKEL CORP 1.1%
Value ($000) $13,777 Shares 10,457 Est. Cost $1170.39 Unrealized +5.7%
SPGI S&P GLOBAL INC 1.0%
Value ($000) $13,514 Shares 40,347 Est. Cost $321.12 Unrealized 0.0%
CME CME GROUP INC 1.0%
Value ($000) $12,777 Shares 75,984 Est. Cost $170.51 Unrealized -11.5%
THOMSON REUTERS CORP. 1.0%
Value ($000) $12,765 Shares 111,906 Est. Cost $104.46 Unrealized
CVS CVS HEALTH CORP 1.0%
Value ($000) $12,629 Shares 135,524 Est. Cost $86.40 Unrealized -0.5%
CRBG COREBRIDGE FINL INC 0.9%
Value ($000) $12,214 Shares 608,860 Est. Cost $16.26 Unrealized +4.1%
PYPL PAYPAL HLDGS INC 0.9%
Value ($000) $11,089 Shares 155,705 Est. Cost $88.10 Unrealized -9.4%
TW TRADEWEB MKTS INC 0.8%
Value ($000) $11,011 Shares 169,577 Est. Cost $62.92 Unrealized -6.6%
RNR RENAISSANCERE HLDGS LTD 0.8%
Value ($000) $10,936 Shares 59,362 Est. Cost $168.50 Unrealized 0.0%
STT STATE STR CORP 0.8%
Value ($000) $10,869 Shares 140,119 Est. Cost $66.96 Unrealized -1.3%
ALL ALLSTATE CORP 0.8%
Value ($000) $10,855 Shares 80,050 Est. Cost $121.42 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.8%
Value ($000) $10,511 Shares 281,357 Est. Cost $37.36 Unrealized
PAYX PAYCHEX INC 0.8%
Value ($000) $10,261 Shares 88,796 Est. Cost $106.57 Unrealized 0.0%
TRU TRANSUNION 0.8%
Value ($000) $9,946 Shares 175,267 Est. Cost $91.07 Unrealized -36.8%
SCHW SCHWAB CHARLES CORP 0.8%
Value ($000) $9,894 Shares 118,829 Est. Cost $73.53 Unrealized +0.9%
EQH EQUITABLE HLDGS INC 0.7%
Value ($000) $9,623 Shares 335,295 Est. Cost $27.02 Unrealized +1.2%
LOW LOWES COS INC 0.7%
Value ($000) $9,613 Shares 48,250 Est. Cost $188.18 Unrealized 0.0%
AMP AMERIPRISE FINL INC 0.7%
Value ($000) $9,241 Shares 29,680 Est. Cost $291.87 Unrealized 0.0%
JLL JONES LANG LASALLE INC 0.7%
Value ($000) $9,009 Shares 56,529 Est. Cost $193.09 Unrealized -17.4%
AXP AMERICAN EXPRESS CO 0.6%
Value ($000) $8,223 Shares 55,653 Est. Cost $142.37 Unrealized 0.0%
TNET TRINET GROUP INC 0.6%
Value ($000) $7,702 Shares 113,594 Est. Cost $90.70 Unrealized -25.9%
CI CIGNA CORP NEW 0.6%
Value ($000) $7,438 Shares 22,447 Est. Cost $298.87 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $7,292 Shares 62,068 Est. Cost $93.48 Unrealized 0.0%
JKHY HENRY JACK & ASSOC INC 0.5%
Value ($000) $6,353 Shares 36,188 Est. Cost $177.18 Unrealized 0.0%
ARES ARES MANAGEMENT CORPORATION 0.4%
Value ($000) $5,831 Shares 85,205 Est. Cost $65.79 Unrealized 0.0%
BEN FRANKLIN RESOURCES INC 0.4%
Value ($000) $5,124 Shares 194,232 Est. Cost $20.94 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.3%
Value ($000) $4,351 Shares 10,844 Est. Cost $412.86 Unrealized 0.0%
BR BROADRIDGE FINL SOLUTIONS IN 0.3%
Value ($000) $4,333 Shares 32,303 Est. Cost $134.59 Unrealized 0.0%
CMA COMERICA INC 0.3%
Value ($000) $3,579 Shares 53,533 Est. Cost $58.65 Unrealized 0.0%
APO APOLLO GLOBAL MGMT INC 0.3%
Value ($000) $3,306 Shares 51,819 Est. Cost $53.86 Unrealized +4.4%
HLI HOULIHAN LOKEY INC 0.2%
Value ($000) $2,823 Shares 32,393 Est. Cost $83.88 Unrealized +1.5%
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $2,509 Shares 26,986 Est. Cost $121.57 Unrealized -23.4%
UNM UNUM GROUP 0.2%
Value ($000) $2,447 Shares 59,643 Est. Cost $27.96 Unrealized +49.9%
XYZ BLOCK INC 0.2%
Value ($000) $2,129 Shares 33,874 Est. Cost $61.70 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.2%
Value ($000) $2,090 Shares 23,614 Est. Cost $78.90 Unrealized 0.0%
CG CARLYLE GROUP INC 0.2%
Value ($000) $2,089 Shares 69,995 Est. Cost $31.86 Unrealized -20.1%
RKT ROCKET COS INC 0.2%
Value ($000) $2,046 Shares 292,301 Est. Cost $6.91 Unrealized 0.0%
BLACK KNIGHT INC 0.1%
Value ($000) $1,767 Shares 28,608 Est. Cost $58.32 Unrealized
FIS FIDELITY NATL INFORMATION SV 0.1%
Value ($000) $1,747 Shares 25,747 Est. Cost $85.51 Unrealized -23.5%
GWRE GUIDEWIRE SOFTWARE INC 0.1%
Value ($000) $1,582 Shares 25,288 Est. Cost $59.36 Unrealized 0.0%
CB CHUBB LIMITED 0.1%
Value ($000) $1,492 Shares 6,765 Est. Cost $181.71 Unrealized +10.0%
TGT TARGET CORP 0.1%
Value ($000) $1,492 Shares 10,010 Est. Cost $154.90 Unrealized -9.0%
NDAQ NASDAQ INC 0.1%
Value ($000) $1,124 Shares 18,319 Est. Cost $59.57 Unrealized 0.0%
CNA CNA FINL CORP 0.1%
Value ($000) $977 Shares 23,113 Est. Cost $35.02 Unrealized -7.4%
NOW SERVICENOW INC 0.1%
Value ($000) $917 Shares 2,361 Est. Cost $78.16 Unrealized 0.0%
UNP UNION PAC CORP 0.1%
Value ($000) $849 Shares 4,098 Est. Cost $190.19 Unrealized 0.0%
PJT PJT PARTNERS INC 0.1%
Value ($000) $824 Shares 11,188 Est. Cost $69.06 Unrealized +5.4%
PRI PRIMERICA INC 0.1%
Value ($000) $660 Shares 4,654 Est. Cost $134.87 Unrealized +3.3%
FHI FEDERATED HERMES INC 0.1%
Value ($000) $655 Shares 18,051 Est. Cost $30.64 Unrealized 0.0%
ECL ECOLAB INC 0.0%
Value ($000) $646 Shares 4,438 Est. Cost $155.27 Unrealized -8.7%
DHR DANAHER CORPORATION 0.0%
Value ($000) $575 Shares 2,167 Est. Cost $228.13 Unrealized 0.0%
WDAY WORKDAY INC 0.0%
Value ($000) $412 Shares 2,465 Est. Cost $155.96 Unrealized 0.0%
TOST TOAST INC 0.0%
Value ($000) $398 Shares 22,097 Est. Cost $18.80 Unrealized 0.0%
DUN & BRADSTREET HLDGS INC 0.0%
Value ($000) $386 Shares 31,513 Est. Cost $13.37 Unrealized
BILL BILL COM HLDGS INC 0.0%
Value ($000) $372 Shares 3,410 Est. Cost $120.06 Unrealized 0.0%
BGC PARTNERS INC 0.0%
Value ($000) $358 Shares 94,947 Est. Cost $4.34 Unrealized
CSGP COSTAR GROUP INC 0.0%
Value ($000) $341 Shares 4,413 Est. Cost $78.14 Unrealized 0.0%
AFG AMERICAN FINL GROUP INC OHIO 0.0%
Value ($000) $292 Shares 2,129 Est. Cost $110.29 Unrealized 0.0%
MDT MEDTRONIC PLC 0.0%
Value ($000) $242 Shares 3,109 Est. Cost $73.46 Unrealized 0.0%