Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $358,563 (100.0% shares, 0.0% debt)

Holdings (37)

AGO ASSURED GUARANTY LTD 8.1%

Value ($000) $29,200 Shares 1,557,313 Est. Cost $17.41 Unrealized -2.0%

NNI NELNET INC 7.0%

Value ($000) $24,940 Shares 648,638 Est. Cost $35.78 Unrealized +8.0%

NBHC NATIONAL BK HLDGS CORP 5.3%

Value ($000) $18,853 Shares 917,880 Est. Cost $14.46 Unrealized +9.1%

— THL CR INC 4.5%

Value ($000) $16,079 Shares 1,030,196 Est. Cost $15.19 Unrealized —

BEN FRANKLIN RES INC 4.3%

Value ($000) $15,334 Shares 303,351 Est. Cost $28.71 Unrealized 0.0%

CASH META FINL GROUP INC 4.1%

Value ($000) $14,574 Shares 383,519 Est. Cost $8.13 Unrealized +19.8%

ARCC ARES CAP CORP 4.1%

Value ($000) $14,562 Shares 842,228 Est. Cost $5.23 Unrealized +2.7%

— PHH CORP 3.9%

Value ($000) $14,105 Shares 594,144 Est. Cost $20.38 Unrealized —

— PORTFOLIO RECOVERY ASSOCS IN 3.8%

Value ($000) $13,701 Shares 228,611 Est. Cost $59.93 Unrealized —

STWD STARWOOD PPTY TR INC 3.5%

Value ($000) $12,668 Shares 528,474 Est. Cost $24.75 Unrealized —

AGM FEDERAL AGRIC MTG CORP 3.5%

Value ($000) $12,485 Shares 374,016 Est. Cost $21.00 Unrealized +7.2%

— CAPITAL SR LIVING CORP 3.4%

Value ($000) $12,362 Shares 584,485 Est. Cost $21.15 Unrealized —

MET METLIFE INC 3.3%

Value ($000) $11,803 Shares 251,401 Est. Cost $25.08 Unrealized +14.8%

AER AERCAP HOLDINGS NV 3.2%

Value ($000) $11,482 Shares 590,016 Est. Cost $16.06 Unrealized +11.5%

MS MORGAN STANLEY 3.2%

Value ($000) $11,424 Shares 423,886 Est. Cost $17.33 Unrealized +13.4%

— DST SYS INC DEL 3.1%

Value ($000) $11,118 Shares 147,434 Est. Cost $65.33 Unrealized —

— TOTAL SYS SVCS INC 3.1%

Value ($000) $11,008 Shares 374,178 Est. Cost $24.48 Unrealized —

— HANGER INC 2.9%

Value ($000) $10,509 Shares 311,283 Est. Cost $33.76 Unrealized —

— GREENHILL & CO INC 2.4%

Value ($000) $8,757 Shares 175,570 Est. Cost $49.88 Unrealized —

WU WESTERN UN CO 2.3%

Value ($000) $8,375 Shares 448,831 Est. Cost $18.66 Unrealized —

BXMT BLACKSTONE MTG TR INC 2.2%

Value ($000) $7,838 Shares 311,164 Est. Cost $24.70 Unrealized —

GPN GLOBAL PMTS INC 2.0%

Value ($000) $7,227 Shares 141,488 Est. Cost $22.94 Unrealized 0.0%

— LAZARD LTD 2.0%

Value ($000) $7,133 Shares 198,038 Est. Cost $36.02 Unrealized —

— TD AMERITRADE HLDG CORP 1.9%

Value ($000) $6,782 Shares 259,065 Est. Cost $26.18 Unrealized —

— AON PLC 1.6%

Value ($000) $5,582 Shares 74,750 Est. Cost $74.68 Unrealized —

— OCWEN FINL CORP 1.5%

Value ($000) $5,445 Shares 97,630 Est. Cost $55.77 Unrealized —

— GFI GROUP INC 1.4%

Value ($000) $5,005 Shares 1,267,192 Est. Cost $3.95 Unrealized —

SEIC SEI INVESTMENTS CO 1.2%

Value ($000) $4,327 Shares 140,000 Est. Cost $26.47 Unrealized 0.0%

NDAQ NASDAQ OMX GROUP INC 1.2%

Value ($000) $4,206 Shares 131,002 Est. Cost $8.76 Unrealized 0.0%

ACHC ACADIA HEALTHCARE COMPANY IN 1.1%

Value ($000) $4,116 Shares 104,380 Est. Cost $32.45 Unrealized +14.4%

— AMERICA FIRST TAX EX IVS L P 1.1%

Value ($000) $4,110 Shares 602,003 Est. Cost $6.76 Unrealized —

— DIAMOND RESORTS INTL INC 0.9%

Value ($000) $3,337 Shares 177,390 Est. Cost $18.81 Unrealized —

— BANKRATE INC DEL 0.8%

Value ($000) $2,890 Shares 140,495 Est. Cost $20.57 Unrealized —

— CARDTRONICS INC 0.8%

Value ($000) $2,862 Shares 77,135 Est. Cost $37.10 Unrealized —

— E TRADE FINANCIAL CORP 0.8%

Value ($000) $2,742 Shares 166,172 Est. Cost $12.66 Unrealized —

— METROCORP BANCSHARES INC 0.3%

Value ($000) $966 Shares 70,307 Est. Cost $9.76 Unrealized —

— HIGHER ONE HLDGS INC 0.2%

Value ($000) $656 Shares 85,515 Est. Cost $7.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGO	ASSURED GUARANTY LTD	1,557,313	$29,200	8.1%	$17.41	-2.0%	COM	G0585R106
NNI	NELNET INC	648,638	$24,940	7.0%	$35.78	+8.0%	CL A	64031N108
NBHC	NATIONAL BK HLDGS CORP	917,880	$18,853	5.3%	$14.46	+9.1%	CL A	633707104
—	THL CR INC	1,030,196	$16,079	4.5%	$15.19	—	COM	872438106
BEN	FRANKLIN RES INC	303,351	$15,334	4.3%	$28.71	0.0%	COM	354613101
CASH	META FINL GROUP INC	383,519	$14,574	4.1%	$8.13	+19.8%	COM	59100U108
ARCC	ARES CAP CORP	842,228	$14,562	4.1%	$5.23	+2.7%	COM	04010L103
—	PHH CORP	594,144	$14,105	3.9%	$20.38	—	COM NEW	693320202
—	PORTFOLIO RECOVERY ASSOCS IN	228,611	$13,701	3.8%	$59.93	—	COM	73640Q105
STWD	STARWOOD PPTY TR INC	528,474	$12,668	3.5%	$24.75	—	COM	85571B105
AGM	FEDERAL AGRIC MTG CORP	374,016	$12,485	3.5%	$21.00	+7.2%	CL C	313148306
—	CAPITAL SR LIVING CORP	584,485	$12,362	3.4%	$21.15	—	COM	140475104
MET	METLIFE INC	251,401	$11,803	3.3%	$25.08	+14.8%	COM	59156R108
AER	AERCAP HOLDINGS NV	590,016	$11,482	3.2%	$16.06	+11.5%	SHS	N00985106
MS	MORGAN STANLEY	423,886	$11,424	3.2%	$17.33	+13.4%	COM NEW	617446448
—	DST SYS INC DEL	147,434	$11,118	3.1%	$65.33	—	COM	233326107
—	TOTAL SYS SVCS INC	374,178	$11,008	3.1%	$24.48	—	COM	891906109
—	HANGER INC	311,283	$10,509	2.9%	$33.76	—	COM NEW	41043F208
—	GREENHILL & CO INC	175,570	$8,757	2.4%	$49.88	—	COM	395259104
WU	WESTERN UN CO	448,831	$8,375	2.3%	$18.66	—	COM	959802109
BXMT	BLACKSTONE MTG TR INC	311,164	$7,838	2.2%	$24.70	—	COM CL A	09257W100
GPN	GLOBAL PMTS INC	141,488	$7,227	2.0%	$22.94	0.0%	COM	37940X102
—	LAZARD LTD	198,038	$7,133	2.0%	$36.02	—	SHS A	G54050102
—	TD AMERITRADE HLDG CORP	259,065	$6,782	1.9%	$26.18	—	COM	87236Y108
—	AON PLC	74,750	$5,582	1.6%	$74.68	—	SHS CL A	G0408V102
—	OCWEN FINL CORP	97,630	$5,445	1.5%	$55.77	—	COM NEW	675746309
—	GFI GROUP INC	1,267,192	$5,005	1.4%	$3.95	—	COM	361652209
SEIC	SEI INVESTMENTS CO	140,000	$4,327	1.2%	$26.47	0.0%	COM	784117103
NDAQ	NASDAQ OMX GROUP INC	131,002	$4,206	1.2%	$8.76	0.0%	COM	631103108
ACHC	ACADIA HEALTHCARE COMPANY IN	104,380	$4,116	1.1%	$32.45	+14.4%	COM	00404A109
—	AMERICA FIRST TAX EX IVS L P	602,003	$4,110	1.1%	$6.76	—	BEN UNIT CTF	02364V107
—	DIAMOND RESORTS INTL INC	177,390	$3,337	0.9%	$18.81	—	COM	25272T104
—	BANKRATE INC DEL	140,495	$2,890	0.8%	$20.57	—	COM	06647F102
—	CARDTRONICS INC	77,135	$2,862	0.8%	$37.10	—	COM	14161H108
—	E TRADE FINANCIAL CORP	166,172	$2,742	0.8%	$12.66	—	COM NEW	269246401
—	METROCORP BANCSHARES INC	70,307	$966	0.3%	$9.76	—	COM	591650106
—	HIGHER ONE HLDGS INC	85,515	$656	0.2%	$7.67	—	COM	42983D104