Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $1,497,438 (100.0% shares, 0.0% debt)

Holdings (83)

HIG HARTFORD FINL SVCS GROUP INC 5.7%
Value ($000) $85,001 Shares 1,180,242 Est. Cost $66.80 Unrealized -0.1%
AIG AMERICAN INTL GROUP INC 5.6%
Value ($000) $84,047 Shares 1,460,675 Est. Cost $50.32 Unrealized +0.6%
ICE INTERCONTINENTAL EXCHANGE IN 5.5%
Value ($000) $82,183 Shares 726,770 Est. Cost $102.00 Unrealized +2.6%
AMP AMERIPRISE FINL INC 4.9%
Value ($000) $72,862 Shares 219,357 Est. Cost $306.01 Unrealized -3.1%
CB CHUBB LIMITED 4.6%
Value ($000) $69,540 Shares 361,136 Est. Cost $197.07 Unrealized -3.7%
C CITIGROUP INC 4.3%
Value ($000) $64,075 Shares 1,391,717 Est. Cost $42.47 Unrealized +0.6%
WTW WILLIS TOWERS WATSON PLC LTD 4.0%
Value ($000) $60,347 Shares 256,252 Est. Cost $215.02 Unrealized +3.5%
EG EVEREST RE GROUP LTD 3.8%
Value ($000) $57,225 Shares 167,394 Est. Cost $279.15 Unrealized +23.9%
MA MASTERCARD INCORPORATED 3.6%
Value ($000) $53,843 Shares 136,901 Est. Cost $369.85 Unrealized 0.0%
GPN GLOBAL PMTS INC 3.5%
Value ($000) $52,457 Shares 532,453 Est. Cost $110.09 Unrealized -9.1%
RGA REINSURANCE GRP OF AMERICA I 2.8%
Value ($000) $41,969 Shares 302,608 Est. Cost $128.62 Unrealized +10.5%
MET METLIFE INC 2.6%
Value ($000) $39,460 Shares 698,030 Est. Cost $58.41 Unrealized -12.3%
PNC PNC FINL SVCS GROUP INC 2.3%
Value ($000) $34,215 Shares 271,656 Est. Cost $110.41 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 2.2%
Value ($000) $32,260 Shares 388,351 Est. Cost $18.07 Unrealized +7.6%
ADP AUTOMATIC DATA PROCESSING IN 2.1%
Value ($000) $31,639 Shares 143,950 Est. Cost $211.47 Unrealized -3.9%
INTU INTUIT 2.1%
Value ($000) $31,373 Shares 68,471 Est. Cost $401.20 Unrealized +7.4%
AMG AFFILIATED MANAGERS GROUP IN 2.1%
Value ($000) $30,795 Shares 205,453 Est. Cost $145.94 Unrealized -2.0%
WFC WELLS FARGO CO NEW 2.0%
Value ($000) $30,680 Shares 718,846 Est. Cost $40.53 Unrealized -7.1%
AIZ ASSURANT INC 1.8%
Value ($000) $26,874 Shares 213,759 Est. Cost $119.12 Unrealized +0.1%
LEN LENNAR CORP 1.8%
Value ($000) $26,506 Shares 211,524 Est. Cost $101.85 Unrealized +3.3%
BLACKROCK INC 1.7%
Value ($000) $25,513 Shares 36,915 Est. Cost $699.89 Unrealized
FIS FIDELITY NATL INFORMATION SV 1.7%
Value ($000) $25,261 Shares 461,803 Est. Cost $55.11 Unrealized -6.6%
IT GARTNER INC 1.7%
Value ($000) $24,768 Shares 70,702 Est. Cost $327.10 Unrealized -0.4%
TFC TRUIST FINL CORP 1.6%
Value ($000) $23,489 Shares 773,943 Est. Cost $41.44 Unrealized -35.0%
ELV ELEVANCE HEALTH INC 1.4%
Value ($000) $21,305 Shares 47,952 Est. Cost $442.65 Unrealized 0.0%
NDAQ NASDAQ INC 1.3%
Value ($000) $18,942 Shares 379,982 Est. Cost $53.48 Unrealized -2.5%
AXP AMERICAN EXPRESS CO 1.2%
Value ($000) $18,165 Shares 104,278 Est. Cost $156.19 Unrealized 0.0%
FNF FIDELITY NATIONAL FINANCIAL 1.1%
Value ($000) $15,950 Shares 443,042 Est. Cost $33.23 Unrealized -8.5%
UNM UNUM GROUP 1.1%
Value ($000) $15,776 Shares 330,736 Est. Cost $39.67 Unrealized +10.0%
FDS FACTSET RESH SYS INC 1.0%
Value ($000) $15,525 Shares 38,750 Est. Cost $406.19 Unrealized -3.3%
BRO BROWN & BROWN INC 1.0%
Value ($000) $15,346 Shares 222,927 Est. Cost $58.01 Unrealized +7.8%
JLL JONES LANG LASALLE INC 1.0%
Value ($000) $15,243 Shares 97,835 Est. Cost $173.33 Unrealized -18.2%
HBAN HUNTINGTON BANCSHARES INC 1.0%
Value ($000) $15,238 Shares 1,413,576 Est. Cost $9.47 Unrealized 0.0%
CNC CENTENE CORP DEL 1.0%
Value ($000) $14,248 Shares 211,238 Est. Cost $74.72 Unrealized -10.7%
LPLA LPL FINL HLDGS INC 0.9%
Value ($000) $13,878 Shares 63,829 Est. Cost $211.83 Unrealized -5.5%
INVH INVITATION HOMES INC 0.9%
Value ($000) $12,960 Shares 376,748 Est. Cost $29.17 Unrealized +3.8%
KKR KKR & CO INC 0.8%
Value ($000) $11,313 Shares 202,009 Est. Cost $51.41 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.7%
Value ($000) $10,703 Shares 176,612 Est. Cost $57.00 Unrealized -0.2%
PAYX PAYCHEX INC 0.7%
Value ($000) $10,391 Shares 92,888 Est. Cost $102.95 Unrealized -1.9%
CVS CVS HEALTH CORP 0.7%
Value ($000) $10,246 Shares 148,208 Est. Cost $82.56 Unrealized -22.1%
SPG SIMON PPTY GROUP INC NEW 0.7%
Value ($000) $10,059 Shares 87,107 Est. Cost $97.71 Unrealized -3.3%
HD HOME DEPOT INC 0.7%
Value ($000) $9,825 Shares 31,628 Est. Cost $282.00 Unrealized -2.0%
BX BLACKSTONE INC 0.6%
Value ($000) $8,973 Shares 96,512 Est. Cost $80.16 Unrealized 0.0%
STT STATE STR CORP 0.6%
Value ($000) $8,265 Shares 112,936 Est. Cost $70.68 Unrealized -7.2%
CFG CITIZENS FINL GROUP INC 0.5%
Value ($000) $7,914 Shares 303,435 Est. Cost $24.48 Unrealized 0.0%
KEY KEYCORP 0.5%
Value ($000) $7,587 Shares 821,083 Est. Cost $9.00 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.5%
Value ($000) $7,403 Shares 93,625 Est. Cost $67.10 Unrealized 0.0%
PGR PROGRESSIVE CORP 0.5%
Value ($000) $7,373 Shares 55,700 Est. Cost $122.56 Unrealized 0.0%
TRI THOMSON REUTERS CORP. 0.5%
Value ($000) $7,348 Shares 54,452 Est. Cost $122.38 Unrealized 0.0%
TW TRADEWEB MKTS INC 0.4%
Value ($000) $6,248 Shares 91,235 Est. Cost $64.14 Unrealized +10.4%
WRB BERKLEY W R CORP 0.3%
Value ($000) $4,991 Shares 83,794 Est. Cost $36.64 Unrealized 0.0%
ALL ALLSTATE CORP 0.3%
Value ($000) $4,964 Shares 45,523 Est. Cost $121.22 Unrealized -11.9%
ECL ECOLAB INC 0.3%
Value ($000) $4,870 Shares 26,084 Est. Cost $165.60 Unrealized +1.0%
SYF SYNCHRONY FINANCIAL 0.3%
Value ($000) $4,383 Shares 129,211 Est. Cost $31.44 Unrealized -8.4%
MTG MGIC INVT CORP WIS 0.3%
Value ($000) $3,794 Shares 240,248 Est. Cost $13.47 Unrealized +10.1%
HUM HUMANA INC 0.2%
Value ($000) $3,738 Shares 8,361 Est. Cost $488.15 Unrealized 0.0%
MSCI MSCI INC 0.2%
Value ($000) $3,641 Shares 7,759 Est. Cost $473.00 Unrealized 0.0%
WM WASTE MGMT INC DEL 0.2%
Value ($000) $3,587 Shares 20,682 Est. Cost $158.75 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.2%
Value ($000) $3,583 Shares 25,067 Est. Cost $137.25 Unrealized 0.0%
ARES ARES MANAGEMENT CORPORATION 0.2%
Value ($000) $3,576 Shares 37,116 Est. Cost $70.02 Unrealized +14.7%
MKTX MARKETAXESS HLDGS INC 0.2%
Value ($000) $2,972 Shares 11,367 Est. Cost $286.65 Unrealized 0.0%
ESNT ESSENT GROUP LTD 0.2%
Value ($000) $2,896 Shares 61,871 Est. Cost $41.64 Unrealized 0.0%
OWL BLUE OWL CAPITAL INC 0.2%
Value ($000) $2,390 Shares 205,166 Est. Cost $10.76 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 0.2%
Value ($000) $2,307 Shares 51,829 Est. Cost $39.43 Unrealized +1.2%
TGT TARGET CORP 0.1%
Value ($000) $2,105 Shares 15,961 Est. Cost $134.98 Unrealized 0.0%
BEN FRANKLIN RESOURCES INC 0.1%
Value ($000) $2,098 Shares 78,556 Est. Cost $22.05 Unrealized +1.1%
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $2,060 Shares 72,309 Est. Cost $36.93 Unrealized
TNET TRINET GROUP INC 0.1%
Value ($000) $1,922 Shares 20,238 Est. Cost $90.70 Unrealized -2.2%
PJT PJT PARTNERS INC 0.1%
Value ($000) $1,831 Shares 26,298 Est. Cost $68.10 Unrealized -0.9%
FLEETCOR TECHNOLOGIES INC 0.1%
Value ($000) $1,731 Shares 6,893 Est. Cost $179.52 Unrealized
CRM SALESFORCE INC 0.1%
Value ($000) $1,730 Shares 8,189 Est. Cost $192.07 Unrealized +5.0%
FHI FEDERATED HERMES INC 0.1%
Value ($000) $1,709 Shares 47,680 Est. Cost $33.61 Unrealized +1.9%
TPG TPG INC 0.1%
Value ($000) $1,340 Shares 45,797 Est. Cost $30.37 Unrealized -7.6%
TOST TOAST INC 0.1%
Value ($000) $1,099 Shares 48,683 Est. Cost $19.56 Unrealized +2.1%
BR BROADRIDGE FINL SOLUTIONS IN 0.1%
Value ($000) $949 Shares 5,727 Est. Cost $144.85 Unrealized 0.0%
BGC PARTNERS INC 0.1%
Value ($000) $922 Shares 208,193 Est. Cost $4.57 Unrealized
GS GOLDMAN SACHS GROUP INC 0.1%
Value ($000) $793 Shares 2,458 Est. Cost $307.90 Unrealized 0.0%
WDAY WORKDAY INC 0.0%
Value ($000) $739 Shares 3,273 Est. Cost $200.31 Unrealized 0.0%
UNP UNION PAC CORP 0.0%
Value ($000) $588 Shares 2,873 Est. Cost $187.00 Unrealized 0.0%
EVR EVERCORE INC 0.0%
Value ($000) $545 Shares 4,409 Est. Cost $118.51 Unrealized -6.9%
MOH MOLINA HEALTHCARE INC 0.0%
Value ($000) $395 Shares 1,311 Est. Cost $287.45 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.0%
Value ($000) $389 Shares 5,253 Est. Cost $70.33 Unrealized 0.0%
MQ MARQETA INC 0.0%
Value ($000) $197 Shares 40,395 Est. Cost $4.54 Unrealized 0.0%