Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $1,566,254 (100.0% shares, 0.0% debt)

Holdings (89)

WTW WILLIS TOWERS WATSON PLC LTD 5.1%
Value ($000) $79,756 Shares 381,680 Est. Cost $212.35 Unrealized -2.6%
C CITIGROUP INC 4.7%
Value ($000) $73,684 Shares 1,791,484 Est. Cost $42.03 Unrealized -3.7%
AIG AMERICAN INTL GROUP INC 4.4%
Value ($000) $69,186 Shares 1,141,684 Est. Cost $50.32 Unrealized +12.6%
EG EVEREST GROUP LTD 4.0%
Value ($000) $62,075 Shares 167,017 Est. Cost $279.15 Unrealized +25.0%
ICE INTERCONTINENTAL EXCHANGE IN 3.1%
Value ($000) $49,237 Shares 447,524 Est. Cost $102.00 Unrealized +9.0%
AXP AMERICAN EXPRESS CO 3.1%
Value ($000) $48,842 Shares 327,379 Est. Cost $158.03 Unrealized +0.5%
TFC TRUIST FINL CORP 3.1%
Value ($000) $48,490 Shares 1,694,864 Est. Cost $33.67 Unrealized -19.4%
ELV ELEVANCE HEALTH INC 2.9%
Value ($000) $45,840 Shares 105,278 Est. Cost $439.38 Unrealized -0.6%
NDAQ NASDAQ INC 2.8%
Value ($000) $43,962 Shares 904,762 Est. Cost $50.88 Unrealized -3.7%
FISV FISERV INC 2.7%
Value ($000) $42,575 Shares 376,904 Est. Cost $123.15 Unrealized 0.0%
RGA REINSURANCE GRP OF AMERICA I 2.7%
Value ($000) $41,943 Shares 288,882 Est. Cost $128.62 Unrealized +10.2%
AMP AMERIPRISE FINL INC 2.6%
Value ($000) $40,741 Shares 123,577 Est. Cost $306.01 Unrealized +8.0%
RSP INVESCO EXCHANGE TRADED FD T 2.5%
Value ($000) $38,987 Shares 275,159 Est. Cost $141.69 Unrealized
AON AON PLC 2.4%
Value ($000) $37,969 Shares 117,108 Est. Cost $325.28 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 2.4%
Value ($000) $37,304 Shares 526,073 Est. Cost $66.80 Unrealized +3.9%
GPN GLOBAL PMTS INC 2.4%
Value ($000) $36,841 Shares 319,270 Est. Cost $110.09 Unrealized +5.5%
PAYX PAYCHEX INC 2.3%
Value ($000) $36,145 Shares 313,405 Est. Cost $109.45 Unrealized +2.5%
AIZ ASSURANT INC 2.1%
Value ($000) $33,367 Shares 232,395 Est. Cost $120.14 Unrealized +9.8%
TRV TRAVELERS COMPANIES INC 2.1%
Value ($000) $33,096 Shares 202,658 Est. Cost $159.78 Unrealized 0.0%
WFC WELLS FARGO CO NEW 2.0%
Value ($000) $30,930 Shares 756,981 Est. Cost $40.53 Unrealized +0.4%
BRO BROWN & BROWN INC 2.0%
Value ($000) $30,558 Shares 437,541 Est. Cost $64.02 Unrealized +9.8%
HBAN HUNTINGTON BANCSHARES INC 1.9%
Value ($000) $30,520 Shares 2,934,636 Est. Cost $9.79 Unrealized +3.0%
PNC PNC FINL SVCS GROUP INC 1.6%
Value ($000) $24,659 Shares 200,856 Est. Cost $110.41 Unrealized +4.2%
KKR KKR & CO INC 1.5%
Value ($000) $23,167 Shares 376,083 Est. Cost $55.28 Unrealized +8.1%
AMG AFFILIATED MANAGERS GROUP IN 1.5%
Value ($000) $23,142 Shares 177,548 Est. Cost $145.94 Unrealized -4.2%
GS GOLDMAN SACHS GROUP INC 1.4%
Value ($000) $22,688 Shares 70,117 Est. Cost $315.11 Unrealized +0.1%
BLACKROCK INC 1.4%
Value ($000) $22,452 Shares 34,729 Est. Cost $699.89 Unrealized
FIS FIDELITY NATL INFORMATION SV 1.3%
Value ($000) $20,449 Shares 369,991 Est. Cost $55.11 Unrealized -1.3%
CNC CENTENE CORP DEL 1.2%
Value ($000) $19,471 Shares 282,685 Est. Cost $72.65 Unrealized -8.4%
WMT WALMART INC 1.2%
Value ($000) $19,411 Shares 121,372 Est. Cost $51.81 Unrealized 0.0%
MA MASTERCARD INCORPORATED 1.2%
Value ($000) $19,260 Shares 48,648 Est. Cost $369.85 Unrealized +7.1%
UNM UNUM GROUP 1.2%
Value ($000) $19,079 Shares 387,863 Est. Cost $41.03 Unrealized +19.1%
FDS FACTSET RESH SYS INC 1.1%
Value ($000) $17,490 Shares 40,000 Est. Cost $406.19 Unrealized +2.3%
HCA HCA HEALTHCARE INC 1.0%
Value ($000) $15,246 Shares 61,979 Est. Cost $268.37 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.9%
Value ($000) $14,024 Shares 266,920 Est. Cost $57.05 Unrealized +0.2%
JLL JONES LANG LASALLE INC 0.9%
Value ($000) $13,888 Shares 98,368 Est. Cost $173.33 Unrealized -5.8%
VOYA VOYA FINANCIAL INC 0.9%
Value ($000) $13,412 Shares 201,834 Est. Cost $67.15 Unrealized 0.0%
PHM PULTE GROUP INC 0.9%
Value ($000) $13,381 Shares 180,696 Est. Cost $78.26 Unrealized 0.0%
INVH INVITATION HOMES INC 0.9%
Value ($000) $13,333 Shares 420,717 Est. Cost $29.40 Unrealized +6.7%
KEY KEYCORP 0.8%
Value ($000) $13,171 Shares 1,224,030 Est. Cost $9.25 Unrealized +5.4%
HUM HUMANA INC 0.7%
Value ($000) $11,461 Shares 23,558 Est. Cost $467.79 Unrealized -2.4%
JKHY HENRY JACK & ASSOC INC 0.7%
Value ($000) $10,948 Shares 72,435 Est. Cost $156.28 Unrealized 0.0%
CSGP COSTAR GROUP INC 0.7%
Value ($000) $10,623 Shares 138,152 Est. Cost $82.85 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 0.6%
Value ($000) $10,032 Shares 115,891 Est. Cost $18.07 Unrealized +21.5%
APO APOLLO GLOBAL MGMT INC 0.6%
Value ($000) $9,984 Shares 111,225 Est. Cost $81.05 Unrealized 0.0%
CMA COMERICA INC 0.6%
Value ($000) $9,832 Shares 236,621 Est. Cost $41.97 Unrealized 0.0%
TRI THOMSON REUTERS CORP. 0.6%
Value ($000) $9,631 Shares 78,734 Est. Cost $123.06 Unrealized +1.2%
TFC TRUIST FINL CORP 0.6%
Value ($000) $9,536 Shares 333,300 Est. Cost $33.67 Unrealized -19.4%
MKTX MARKETAXESS HLDGS INC 0.6%
Value ($000) $9,535 Shares 44,630 Est. Cost $247.07 Unrealized -5.5%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $9,521 Shares 88,135 Est. Cost $97.77 Unrealized +5.6%
EQH EQUITABLE HLDGS INC 0.6%
Value ($000) $8,979 Shares 316,261 Est. Cost $26.72 Unrealized 0.0%
TGT TARGET CORP 0.6%
Value ($000) $8,826 Shares 79,826 Est. Cost $120.10 Unrealized -3.1%
TRU TRANSUNION 0.6%
Value ($000) $8,702 Shares 121,221 Est. Cost $77.41 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP 0.5%
Value ($000) $8,607 Shares 156,782 Est. Cost $58.47 Unrealized 0.0%
NOW SERVICENOW INC 0.5%
Value ($000) $8,529 Shares 15,258 Est. Cost $114.08 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.5%
Value ($000) $8,046 Shares 115,808 Est. Cost $69.92 Unrealized -0.0%
LOW LOWES COS INC 0.4%
Value ($000) $6,793 Shares 32,686 Est. Cost $214.91 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 0.4%
Value ($000) $6,260 Shares 146,781 Est. Cost $40.98 Unrealized +2.1%
SYF SYNCHRONY FINANCIAL 0.4%
Value ($000) $6,032 Shares 197,332 Est. Cost $31.51 Unrealized +0.4%
MCO MOODYS CORP 0.4%
Value ($000) $5,989 Shares 18,941 Est. Cost $333.80 Unrealized 0.0%
DISCOVER FINL SVCS 0.4%
Value ($000) $5,758 Shares 66,465 Est. Cost $86.63 Unrealized
FNF FIDELITY NATIONAL FINANCIAL 0.4%
Value ($000) $5,487 Shares 132,855 Est. Cost $33.23 Unrealized +6.4%
WM WASTE MGMT INC DEL 0.3%
Value ($000) $5,202 Shares 34,125 Est. Cost $157.68 Unrealized -1.1%
ADBE ADOBE INC 0.3%
Value ($000) $4,782 Shares 9,379 Est. Cost $524.63 Unrealized 0.0%
ECL ECOLAB INC 0.3%
Value ($000) $4,227 Shares 24,952 Est. Cost $165.60 Unrealized +7.1%
CINF CINCINNATI FINL CORP 0.3%
Value ($000) $3,969 Shares 38,797 Est. Cost $98.34 Unrealized 0.0%
SEIC SEI INVTS CO 0.2%
Value ($000) $3,801 Shares 63,103 Est. Cost $59.56 Unrealized 0.0%
OWL BLUE OWL CAPITAL INC 0.2%
Value ($000) $3,644 Shares 281,187 Est. Cost $11.08 Unrealized +7.7%
TOL TOLL BROTHERS INC 0.2%
Value ($000) $3,637 Shares 49,178 Est. Cost $67.10 Unrealized +17.7%
ALLY ALLY FINL INC 0.2%
Value ($000) $3,088 Shares 115,725 Est. Cost $25.62 Unrealized 0.0%
NSP INSPERITY INC 0.2%
Value ($000) $2,948 Shares 30,209 Est. Cost $96.54 Unrealized 0.0%
XYZ BLOCK INC 0.2%
Value ($000) $2,368 Shares 53,495 Est. Cost $61.92 Unrealized 0.0%
WDAY WORKDAY INC 0.1%
Value ($000) $2,221 Shares 10,336 Est. Cost $221.89 Unrealized +4.5%
ARES ARES MANAGEMENT CORPORATION 0.1%
Value ($000) $2,119 Shares 20,595 Est. Cost $70.02 Unrealized +35.3%
FHI FEDERATED HERMES INC 0.1%
Value ($000) $2,094 Shares 61,817 Est. Cost $32.96 Unrealized -6.7%
FOUR SHIFT4 PMTS INC 0.1%
Value ($000) $2,041 Shares 36,863 Est. Cost $60.97 Unrealized 0.0%
CRM SALESFORCE INC 0.1%
Value ($000) $1,532 Shares 7,556 Est. Cost $192.07 Unrealized +11.1%
TOST TOAST INC 0.1%
Value ($000) $1,279 Shares 68,274 Est. Cost $20.18 Unrealized +7.6%
EVR EVERCORE INC 0.1%
Value ($000) $1,215 Shares 8,810 Est. Cost $124.80 Unrealized +5.1%
ORCL ORACLE CORP 0.1%
Value ($000) $1,141 Shares 10,776 Est. Cost $112.78 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value ($000) $1,053 Shares 15,081 Est. Cost $82.56 Unrealized -21.8%
WEX WEX INC 0.1%
Value ($000) $1,013 Shares 5,387 Est. Cost $193.09 Unrealized 0.0%
BGC BGC GROUP INC 0.1%
Value ($000) $946 Shares 179,097 Est. Cost $4.88 Unrealized 0.0%
AXS AXIS CAP HLDGS LTD 0.1%
Value ($000) $897 Shares 15,909 Est. Cost $52.60 Unrealized 0.0%
CFG CITIZENS FINL GROUP INC 0.0%
Value ($000) $667 Shares 24,884 Est. Cost $24.48 Unrealized +5.2%
WCN WASTE CONNECTIONS INC 0.0%
Value ($000) $584 Shares 4,347 Est. Cost $137.25 Unrealized +0.4%
NSC NORFOLK SOUTHN CORP 0.0%
Value ($000) $374 Shares 1,900 Est. Cost $205.00 Unrealized 0.0%
GL GLOBE LIFE INC 0.0%
Value ($000) $328 Shares 3,019 Est. Cost $109.50 Unrealized 0.0%
HLI HOULIHAN LOKEY INC 0.0%
Value ($000) $207 Shares 1,933 Est. Cost $99.37 Unrealized 0.0%