Prana Capital Management, LP Quant / Systematic

CIK: 0001710951 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $339,989 (100.0% shares, 0.0% debt)

Holdings (42)

V VISA INC 7.0%

Value ($000) $23,864 Shares 199,502 Est. Cost $104.97 Unrealized +9.3%

AIZ ASSURANT INC 6.0%

Value ($000) $20,433 Shares 223,536 Est. Cost $78.65 Unrealized 0.0%

PFG PRINCIPAL FINL GROUP INC 6.0%

Value ($000) $20,347 Shares 334,049 Est. Cost $48.41 Unrealized 0.0%

ORI OLD REP INTL CORP 5.6%

Value ($000) $18,992 Shares 885,412 Est. Cost $11.17 Unrealized +1.1%

VOYA VOYA FINL INC 5.2%

Value ($000) $17,833 Shares 353,133 Est. Cost $38.59 Unrealized +20.2%

ALL ALLSTATE CORP 4.8%

Value ($000) $16,355 Shares 172,524 Est. Cost $80.71 Unrealized 0.0%

CME CME GROUP INC 4.5%

Value ($000) $15,454 Shares 95,550 Est. Cost $117.46 Unrealized +3.1%

AXS AXIS CAPITAL HOLDINGS LTD 3.6%

Value ($000) $12,240 Shares 212,614 Est. Cost $41.63 Unrealized -0.9%

— THOMSON REUTERS CORP 3.6%

Value ($000) $12,096 Shares 312,965 Est. Cost $38.65 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 3.5%

Value ($000) $11,797 Shares 263,038 Est. Cost $43.54 Unrealized —

MS MORGAN STANLEY 3.2%

Value ($000) $10,997 Shares 203,800 Est. Cost $40.85 Unrealized +6.9%

AXP AMERICAN EXPRESS CO 3.1%

Value ($000) $10,646 Shares 114,130 Est. Cost $87.01 Unrealized 0.0%

GPN GLOBAL PMTS INC 3.0%

Value ($000) $10,082 Shares 90,402 Est. Cost $96.28 Unrealized +9.2%

VRSK VERISK ANALYTICS INC 2.7%

Value ($000) $9,309 Shares 89,505 Est. Cost $86.51 Unrealized +10.3%

TRU TRANSUNION 2.7%

Value ($000) $9,240 Shares 162,731 Est. Cost $54.07 Unrealized +2.9%

— LEGG MASON INC 2.7%

Value ($000) $9,170 Shares 225,592 Est. Cost $40.65 Unrealized —

— AON PLC 2.6%

Value ($000) $8,737 Shares 62,259 Est. Cost $140.33 Unrealized —

— WADDELL & REED FINL INC 2.3%

Value ($000) $7,799 Shares 385,887 Est. Cost $20.21 Unrealized —

AMP AMERIPRISE FINL INC 2.2%

Value ($000) $7,337 Shares 49,594 Est. Cost $136.87 Unrealized +2.2%

WTW WILLIS TOWERS WATSON PUB LTD 2.1%

Value ($000) $7,233 Shares 47,525 Est. Cost $140.63 Unrealized 0.0%

FDS FACTSET RESH SYS INC 2.1%

Value ($000) $7,166 Shares 35,935 Est. Cost $176.95 Unrealized +5.6%

AJG GALLAGHER ARTHUR J & CO 1.9%

Value ($000) $6,440 Shares 93,707 Est. Cost $60.39 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 1.7%

Value ($000) $5,765 Shares 98,252 Est. Cost $42.73 Unrealized +5.3%

AIG AMERICAN INTL GROUP INC 1.6%

Value ($000) $5,530 Shares 101,614 Est. Cost $49.72 Unrealized -3.3%

PYPL PAYPAL HLDGS INC 1.4%

Value ($000) $4,841 Shares 63,800 Est. Cost $74.41 Unrealized +6.3%

BK BANK NEW YORK MELLON CORP 1.4%

Value ($000) $4,751 Shares 92,200 Est. Cost $44.73 Unrealized 0.0%

— E TRADE FINANCIAL CORP 1.4%

Value ($000) $4,739 Shares 85,527 Est. Cost $55.41 Unrealized —

ACIW ACI WORLDWIDE INC 1.3%

Value ($000) $4,566 Shares 192,505 Est. Cost $23.64 Unrealized 0.0%

— DUN & BRADSTREET CORP DEL NE 1.3%

Value ($000) $4,542 Shares 38,820 Est. Cost $117.00 Unrealized —

LPLA LPL FINL HLDGS INC 1.1%

Value ($000) $3,894 Shares 63,760 Est. Cost $61.98 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 1.0%

Value ($000) $3,342 Shares 64,870 Est. Cost $46.60 Unrealized -1.5%

— TORCHMARK CORP 1.0%

Value ($000) $3,239 Shares 38,486 Est. Cost $84.16 Unrealized —

KMPR KEMPER CORP DEL 0.9%

Value ($000) $3,223 Shares 56,541 Est. Cost $61.41 Unrealized 0.0%

— IHS MARKIT LTD 0.9%

Value ($000) $3,180 Shares 65,911 Est. Cost $48.25 Unrealized —

EVR EVERCORE INC 0.6%

Value ($000) $2,201 Shares 25,242 Est. Cost $79.15 Unrealized 0.0%

IVZ INVESCO LTD 0.6%

Value ($000) $2,020 Shares 63,102 Est. Cost $23.62 Unrealized 0.0%

WRB W R BERKLEY CORPORATION 0.5%

Value ($000) $1,859 Shares 25,564 Est. Cost $17.46 Unrealized 0.0%

— ELLIE MAE INC 0.5%

Value ($000) $1,811 Shares 19,700 Est. Cost $91.93 Unrealized —

VYX NCR CORP NEW 0.5%

Value ($000) $1,762 Shares 55,900 Est. Cost $21.07 Unrealized 0.0%

RJF RAYMOND JAMES FINANCIAL INC 0.5%

Value ($000) $1,739 Shares 19,448 Est. Cost $50.88 Unrealized +8.3%

BRO BROWN & BROWN INC 0.5%

Value ($000) $1,729 Shares 67,958 Est. Cost $23.56 Unrealized +4.3%

BHF BRIGHTHOUSE FINL INC 0.5%

Value ($000) $1,689 Shares 32,864 Est. Cost $59.17 Unrealized -2.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
V	VISA INC	199,502	$23,864	7.0%	$104.97	+9.3%	COM CL A	92826C839
AIZ	ASSURANT INC	223,536	$20,433	6.0%	$78.65	0.0%	COM	04621X108
PFG	PRINCIPAL FINL GROUP INC	334,049	$20,347	6.0%	$48.41	0.0%	COM	74251V102
ORI	OLD REP INTL CORP	885,412	$18,992	5.6%	$11.17	+1.1%	COM	680223104
VOYA	VOYA FINL INC	353,133	$17,833	5.2%	$38.59	+20.2%	COM	929089100
ALL	ALLSTATE CORP	172,524	$16,355	4.8%	$80.71	0.0%	COM	020002101
CME	CME GROUP INC	95,550	$15,454	4.5%	$117.46	+3.1%	COM CL A	12572Q105
AXS	AXIS CAPITAL HOLDINGS LTD	212,614	$12,240	3.6%	$41.63	-0.9%	SHS	G0692U109
—	THOMSON REUTERS CORP	312,965	$12,096	3.6%	$38.65	—	COM	884903105
—	ASPEN INSURANCE HOLDINGS LTD	263,038	$11,797	3.5%	$43.54	—	SHS	G05384105
MS	MORGAN STANLEY	203,800	$10,997	3.2%	$40.85	+6.9%	COM NEW	617446448
AXP	AMERICAN EXPRESS CO	114,130	$10,646	3.1%	$87.01	0.0%	COM	025816109
GPN	GLOBAL PMTS INC	90,402	$10,082	3.0%	$96.28	+9.2%	COM	37940X102
VRSK	VERISK ANALYTICS INC	89,505	$9,309	2.7%	$86.51	+10.3%	COM	92345Y106
TRU	TRANSUNION	162,731	$9,240	2.7%	$54.07	+2.9%	COM	89400J107
—	LEGG MASON INC	225,592	$9,170	2.7%	$40.65	—	COM	524901105
—	AON PLC	62,259	$8,737	2.6%	$140.33	—	SHS CL A	G0408V102
—	WADDELL & REED FINL INC	385,887	$7,799	2.3%	$20.21	—	CL A	930059100
AMP	AMERIPRISE FINL INC	49,594	$7,337	2.2%	$136.87	+2.2%	COM	03076C106
WTW	WILLIS TOWERS WATSON PUB LTD	47,525	$7,233	2.1%	$140.63	0.0%	SHS	G96629103
FDS	FACTSET RESH SYS INC	35,935	$7,166	2.1%	$176.95	+5.6%	COM	303075105
AJG	GALLAGHER ARTHUR J & CO	93,707	$6,440	1.9%	$60.39	0.0%	COM	363576109
FAF	FIRST AMERN FINL CORP	98,252	$5,765	1.7%	$42.73	+5.3%	COM	31847R102
AIG	AMERICAN INTL GROUP INC	101,614	$5,530	1.6%	$49.72	-3.3%	COM NEW	026874784
PYPL	PAYPAL HLDGS INC	63,800	$4,841	1.4%	$74.41	+6.3%	COM	70450Y103
BK	BANK NEW YORK MELLON CORP	92,200	$4,751	1.4%	$44.73	0.0%	COM	064058100
—	E TRADE FINANCIAL CORP	85,527	$4,739	1.4%	$55.41	—	COM NEW	269246401
ACIW	ACI WORLDWIDE INC	192,505	$4,566	1.3%	$23.64	0.0%	COM	004498101
—	DUN & BRADSTREET CORP DEL NE	38,820	$4,542	1.3%	$117.00	—	COM	26483E100
LPLA	LPL FINL HLDGS INC	63,760	$3,894	1.1%	$61.98	0.0%	COM	50212V100
HIG	HARTFORD FINL SVCS GROUP INC	64,870	$3,342	1.0%	$46.60	-1.5%	COM	416515104
—	TORCHMARK CORP	38,486	$3,239	1.0%	$84.16	—	COM	891027104
KMPR	KEMPER CORP DEL	56,541	$3,223	0.9%	$61.41	0.0%	COM	488401100
—	IHS MARKIT LTD	65,911	$3,180	0.9%	$48.25	—	SHS	G47567105
EVR	EVERCORE INC	25,242	$2,201	0.6%	$79.15	0.0%	CLASS A	29977A105
IVZ	INVESCO LTD	63,102	$2,020	0.6%	$23.62	0.0%	SHS	G491BT108
WRB	W R BERKLEY CORPORATION	25,564	$1,859	0.5%	$17.46	0.0%	COM	084423102
—	ELLIE MAE INC	19,700	$1,811	0.5%	$91.93	—	COM	28849P100
VYX	NCR CORP NEW	55,900	$1,762	0.5%	$21.07	0.0%	COM	62886E108
RJF	RAYMOND JAMES FINANCIAL INC	19,448	$1,739	0.5%	$50.88	+8.3%	COM	754730109
BRO	BROWN & BROWN INC	67,958	$1,729	0.5%	$23.56	+4.3%	COM	115236101
BHF	BRIGHTHOUSE FINL INC	32,864	$1,689	0.5%	$59.17	-2.4%	COM	10922N103