Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

Location: San Francisco, CA

CIK: 0001351407 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value: $360M (100.0% shares, 0.0% debt)

Holdings (30)

NNI NELNET INC 8.0%
Value $28.76M Shares 796,846 Est. Cost $35.78 Unrealized 0.0%
AGO ASSURED GUARANTY LTD 7.4%
Value $26.55M Shares 1,203,342 Est. Cost $17.51 Unrealized 0.0%
GNW GENWORTH FINL INC 7.1%
Value $25.49M Shares 2,234,141 Est. Cost $10.41 Unrealized 0.0%
NBHC NATIONAL BK HLDGS CORP 5.9%
Value $21.19M Shares 1,075,814 Est. Cost $14.46 Unrealized 0.0%
PHH CORP 5.5%
Value $19.96M Shares 979,610 Est. Cost $20.38 Unrealized
THL CR INC 5.3%
Value $19.03M Shares 1,252,963 Est. Cost $15.19 Unrealized
ARCC ARES CAP CORP 4.8%
Value $17.35M Shares 1,008,819 Est. Cost $5.23 Unrealized 0.0%
TOTAL SYS SVCS INC 4.0%
Value $14.3M Shares 584,254 Est. Cost $24.48 Unrealized
STWD STARWOOD PPTY TR INC 3.7%
Value $13.46M Shares 544,002 Est. Cost $24.75 Unrealized
DST SYS INC DEL 3.7%
Value $13.17M Shares 201,587 Est. Cost $65.33 Unrealized
LYON WILLIAM HOMES 3.6%
Value $12.97M Shares 514,573 Est. Cost $25.21 Unrealized
CASH META FINL GROUP INC 3.6%
Value $12.83M Shares 488,129 Est. Cost $8.13 Unrealized 0.0%
BXMT BLACKSTONE MTG TR INC 3.5%
Value $12.66M Shares 512,605 Est. Cost $24.70 Unrealized
TOWER GROUP INTL LTD 3.4%
Value $12.25M Shares 597,468 Est. Cost $20.51 Unrealized
AER AERCAP HOLDINGS NV 3.3%
Value $11.84M Shares 678,375 Est. Cost $16.06 Unrealized 0.0%
NEWCASTLE INVT CORP 3.2%
Value $11.42M Shares 2,183,133 Est. Cost $5.23 Unrealized
CREDIT SUISSE GROUP 3.1%
Value $11.33M Shares 428,090 Est. Cost $26.46 Unrealized
MS MORGAN STANLEY 3.1%
Value $11.16M Shares 456,807 Est. Cost $17.33 Unrealized 0.0%
AGM FEDERAL AGRIC MTG CORP 2.9%
Value $10.36M Shares 358,644 Est. Cost $20.93 Unrealized 0.0%
MET METLIFE INC 2.7%
Value $9.783M Shares 213,798 Est. Cost $24.43 Unrealized 0.0%
E TRADE FINANCIAL CORP 2.1%
Value $7.522M Shares 594,133 Est. Cost $12.66 Unrealized
OSG AMBAC FINL GROUP INC 2.0%
Value $7.234M Shares 303,568 Est. Cost $24.24 Unrealized 0.0%
ACHC ACADIA HEALTHCARE COMPANY IN 1.5%
Value $5.516M Shares 166,786 Est. Cost $32.45 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 1.5%
Value $5.295M Shares 331,576 Est. Cost $3.45 Unrealized 0.0%
INVESTMENT TECHNOLOGY GRP NE 1.5%
Value $5.266M Shares 376,669 Est. Cost $13.98 Unrealized
AMERICA FIRST TAX EX IVS L P 1.3%
Value $4.61M Shares 681,997 Est. Cost $6.76 Unrealized
METROCORP BANCSHARES INC 1.2%
Value $4.407M Shares 451,494 Est. Cost $9.76 Unrealized
FORTEGRA FINL CORP 0.9%
Value $3.18M Shares 462,869 Est. Cost $6.87 Unrealized
AMTRUST FINANCIAL SERVICES I 0.2%
Value $868K Shares 24,307 Est. Cost $35.71 Unrealized
SWS GROUP INC 0.1%
Value $379K Shares 69,543 Est. Cost $5.45 Unrealized