Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 13, 2014

Total Value ($000): $380,262 (100.0% shares, 0.0% debt)

Holdings (25)

NNI NELNET INC 7.8%

Value ($000) $29,760 Shares 718,312 Est. Cost $36.16 Unrealized +13.2%

AGO ASSURED GUARANTY LTD 6.7%

Value ($000) $25,539 Shares 1,042,399 Est. Cost $17.59 Unrealized +15.3%

CASH META FINL GROUP INC 5.7%

Value ($000) $21,634 Shares 540,862 Est. Cost $9.23 Unrealized +31.9%

— INVESTMENT TECHNOLOGY GRP NE 5.6%

Value ($000) $21,252 Shares 1,258,978 Est. Cost $20.37 Unrealized —

AER AERCAP HOLDINGS NV 5.6%

Value ($000) $21,128 Shares 461,312 Est. Cost $19.76 Unrealized +120.3%

— KCG HLDGS INC 5.5%

Value ($000) $20,764 Shares 1,747,784 Est. Cost $11.95 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 5.3%

Value ($000) $20,303 Shares 1,784,107 Est. Cost $10.33 Unrealized 0.0%

NBHC NATIONAL BK HLDGS CORP 5.0%

Value ($000) $18,885 Shares 947,086 Est. Cost $14.91 Unrealized +4.0%

MS MORGAN STANLEY 4.3%

Value ($000) $16,206 Shares 501,278 Est. Cost $19.52 Unrealized +16.4%

TPVG TRIPLEPOINT VENTR GRW BDC CO 4.2%

Value ($000) $16,049 Shares 979,768 Est. Cost $15.98 Unrealized -3.2%

BPOP POPULAR INC 4.2%

Value ($000) $15,966 Shares 467,109 Est. Cost $21.13 Unrealized +10.0%

— TRUECAR INC 4.1%

Value ($000) $15,602 Shares 1,055,638 Est. Cost $14.78 Unrealized —

— PHYSICIANS RLTY TR 4.0%

Value ($000) $15,029 Shares 1,044,400 Est. Cost $14.39 Unrealized —

— LIFEPOINT HOSPITALS INC 3.8%

Value ($000) $14,528 Shares 233,946 Est. Cost $62.10 Unrealized —

— LAZARD LTD 3.6%

Value ($000) $13,660 Shares 264,941 Est. Cost $51.56 Unrealized —

— EMERITUS CORP 3.3%

Value ($000) $12,650 Shares 399,678 Est. Cost $21.82 Unrealized —

NDAQ NASDAQ OMX GRUP INC 3.3%

Value ($000) $12,376 Shares 320,450 Est. Cost $10.41 Unrealized -2.7%

ARCC ARES CAP CORP 3.1%

Value ($000) $11,599 Shares 649,461 Est. Cost $5.65 Unrealized 0.0%

AGM FEDERAL AGRIC MTG CORP 2.5%

Value ($000) $9,339 Shares 300,491 Est. Cost $21.00 Unrealized +9.3%

— NEW MEDIA INVT GROUP INC 2.4%

Value ($000) $9,106 Shares 645,358 Est. Cost $15.02 Unrealized —

KBH KB HOME 2.3%

Value ($000) $8,633 Shares 462,176 Est. Cost $14.72 Unrealized 0.0%

MC MOELIS & CO 2.2%

Value ($000) $8,304 Shares 247,055 Est. Cost $13.04 Unrealized 0.0%

UHS UNIVERSAL HLTH SVCS INC 2.1%

Value ($000) $8,035 Shares 83,909 Est. Cost $82.36 Unrealized 0.0%

— NEWCASTLE INVT CORP 2.0%

Value ($000) $7,523 Shares 1,570,547 Est. Cost $5.35 Unrealized —

LGIH LGI HOMES INC 1.7%

Value ($000) $6,392 Shares 350,270 Est. Cost $15.67 Unrealized +5.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
NNI	NELNET INC	718,312	$29,760	7.8%	$36.16	+13.2%	CL A	64031N108
AGO	ASSURED GUARANTY LTD	1,042,399	$25,539	6.7%	$17.59	+15.3%	COM	G0585R106
CASH	META FINL GROUP INC	540,862	$21,634	5.7%	$9.23	+31.9%	COM	59100U108
—	INVESTMENT TECHNOLOGY GRP NE	1,258,978	$21,252	5.6%	$20.37	—	COM	46145F105
AER	AERCAP HOLDINGS NV	461,312	$21,128	5.6%	$19.76	+120.3%	SHS	N00985106
—	KCG HLDGS INC	1,747,784	$20,764	5.5%	$11.95	—	CL A	48244B100
LSAK	NET 1 UEPS TECHNOLOGIES INC	1,784,107	$20,303	5.3%	$10.33	0.0%	COM NEW	64107N206
NBHC	NATIONAL BK HLDGS CORP	947,086	$18,885	5.0%	$14.91	+4.0%	CL A	633707104
MS	MORGAN STANLEY	501,278	$16,206	4.3%	$19.52	+16.4%	COM NEW	617446448
TPVG	TRIPLEPOINT VENTR GRW BDC CO	979,768	$16,049	4.2%	$15.98	-3.2%	COM	89677Y100
BPOP	POPULAR INC	467,109	$15,966	4.2%	$21.13	+10.0%	COM NEW	733174700
—	TRUECAR INC	1,055,638	$15,602	4.1%	$14.78	—	COM	89785L107
—	PHYSICIANS RLTY TR	1,044,400	$15,029	4.0%	$14.39	—	COM	71943U104
—	LIFEPOINT HOSPITALS INC	233,946	$14,528	3.8%	$62.10	—	COM	53219L109
—	LAZARD LTD	264,941	$13,660	3.6%	$51.56	—	SHS A	G54050102
—	EMERITUS CORP	399,678	$12,650	3.3%	$21.82	—	COM	291005106
NDAQ	NASDAQ OMX GRUP INC	320,450	$12,376	3.3%	$10.41	-2.7%	COM	631103108
ARCC	ARES CAP CORP	649,461	$11,599	3.1%	$5.65	0.0%	COM	04010L103
AGM	FEDERAL AGRIC MTG CORP	300,491	$9,339	2.5%	$21.00	+9.3%	CL C	313148306
—	NEW MEDIA INVT GROUP INC	645,358	$9,106	2.4%	$15.02	—	COM	64704V106
KBH	KB HOME	462,176	$8,633	2.3%	$14.72	0.0%	COM	48666K109
MC	MOELIS & CO	247,055	$8,304	2.2%	$13.04	0.0%	CL A	60786M105
UHS	UNIVERSAL HLTH SVCS INC	83,909	$8,035	2.1%	$82.36	0.0%	CL B	913903100
—	NEWCASTLE INVT CORP	1,570,547	$7,523	2.0%	$5.35	—	COM	65105M108
LGIH	LGI HOMES INC	350,270	$6,392	1.7%	$15.67	+5.5%	COM	50187T106