Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $540,510 (100.0% shares, 0.0% debt)

Holdings (40)

— INVESTMENT TECHNOLOGY GRP NE 6.3%

Value ($000) $34,265 Shares 2,174,169 Est. Cost $18.43 Unrealized —

NNI NELNET INC 5.7%

Value ($000) $30,740 Shares 713,389 Est. Cost $36.16 Unrealized +18.7%

LSAK NET 1 UEPS TECHNOLOGIES INC 4.3%

Value ($000) $23,428 Shares 1,944,241 Est. Cost $10.45 Unrealized +12.9%

GDOT GREEN DOT CORP 4.1%

Value ($000) $22,386 Shares 1,058,957 Est. Cost $18.78 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 3.9%

Value ($000) $21,138 Shares 953,892 Est. Cost $17.59 Unrealized +8.7%

CASH META FINL GROUP INC 3.8%

Value ($000) $20,504 Shares 581,510 Est. Cost $9.39 Unrealized +23.3%

— TRUECAR INC 3.5%

Value ($000) $18,859 Shares 1,050,634 Est. Cost $14.78 Unrealized —

— PHYSICIANS RLTY TR 3.3%

Value ($000) $17,992 Shares 1,311,371 Est. Cost $14.25 Unrealized —

NBHC NATIONAL BK HLDGS CORP 3.2%

Value ($000) $17,300 Shares 904,801 Est. Cost $14.91 Unrealized +5.7%

— DIEBOLD INC 3.1%

Value ($000) $16,617 Shares 470,468 Est. Cost $35.32 Unrealized —

ZION ZIONS BANCORPORATION 3.0%

Value ($000) $16,227 Shares 558,411 Est. Cost $29.03 Unrealized 0.0%

SYF SYNCHRONY FINL 3.0%

Value ($000) $16,159 Shares 658,199 Est. Cost $19.48 Unrealized 0.0%

BPOP POPULAR INC 3.0%

Value ($000) $16,155 Shares 548,837 Est. Cost $21.56 Unrealized +11.5%

AER AERCAP HOLDINGS NV 2.9%

Value ($000) $15,855 Shares 387,653 Est. Cost $19.76 Unrealized +126.6%

BKU BANKUNITED INC 2.9%

Value ($000) $15,781 Shares 517,585 Est. Cost $22.71 Unrealized 0.0%

— LIFEPOINT HOSPITALS INC 2.9%

Value ($000) $15,777 Shares 228,024 Est. Cost $62.10 Unrealized —

— MARKIT LTD 2.9%

Value ($000) $15,685 Shares 671,717 Est. Cost $23.35 Unrealized —

GNW GENWORTH FINL INC 2.7%

Value ($000) $14,376 Shares 1,097,371 Est. Cost $14.46 Unrealized 0.0%

TPVG TRIPLEPOINT VENTR GRW BDC CO 2.6%

Value ($000) $14,314 Shares 979,768 Est. Cost $15.98 Unrealized -3.7%

— HATTERAS FINL CORP 2.4%

Value ($000) $13,109 Shares 729,887 Est. Cost $17.96 Unrealized —

— MEDLEY MGMT INC 2.4%

Value ($000) $12,887 Shares 763,919 Est. Cost $16.87 Unrealized —

— KCG HLDGS INC 2.4%

Value ($000) $12,707 Shares 1,254,365 Est. Cost $11.95 Unrealized —

HCA HCA HOLDINGS INC 2.3%

Value ($000) $12,558 Shares 178,079 Est. Cost $61.43 Unrealized 0.0%

AGM FEDERAL AGRIC MTG CORP 2.2%

Value ($000) $12,143 Shares 377,812 Est. Cost $21.23 Unrealized +4.3%

WT WISDOMTREE INVTS INC 1.8%

Value ($000) $9,787 Shares 860,001 Est. Cost $11.38 Unrealized 0.0%

CNO CNO FINL GROUP INC 1.8%

Value ($000) $9,721 Shares 573,167 Est. Cost $13.60 Unrealized 0.0%

AXS AXIS CAPITAL HOLDINGS LTD 1.8%

Value ($000) $9,690 Shares 204,727 Est. Cost $33.92 Unrealized 0.0%

— PARTNERRE LTD 1.8%

Value ($000) $9,648 Shares 87,800 Est. Cost $109.89 Unrealized —

HAFC HANMI FINL CORP 1.7%

Value ($000) $9,108 Shares 451,592 Est. Cost $20.91 Unrealized 0.0%

SBRA SABRA HEALTH CARE REIT INC 1.5%

Value ($000) $7,904 Shares 325,000 Est. Cost $24.32 Unrealized —

— NEWCASTLE INVT CORP NEW 1.4%

Value ($000) $7,755 Shares 611,599 Est. Cost $12.68 Unrealized —

UHS UNIVERSAL HLTH SVCS INC 1.4%

Value ($000) $7,677 Shares 73,462 Est. Cost $82.36 Unrealized +23.1%

— LAZARD LTD 1.3%

Value ($000) $6,779 Shares 133,702 Est. Cost $51.56 Unrealized —

VOYA VOYA FINL INC 1.2%

Value ($000) $6,693 Shares 171,172 Est. Cost $33.96 Unrealized 0.0%

MET METLIFE INC 1.2%

Value ($000) $6,554 Shares 122,000 Est. Cost $33.28 Unrealized 0.0%

CME CME GROUP INC 1.2%

Value ($000) $6,536 Shares 81,745 Est. Cost $47.90 Unrealized 0.0%

— PENNYMAC FINL SVCS INC 1.0%

Value ($000) $5,389 Shares 367,877 Est. Cost $14.65 Unrealized —

GM GENERAL MTRS CO 0.9%

Value ($000) $4,791 Shares 150,000 Est. Cost $26.49 Unrealized 0.0%

— APOLLO ED GROUP INC 0.8%

Value ($000) $4,452 Shares 177,000 Est. Cost $25.15 Unrealized —

— BENEFICIAL MUTUAL BANCORP IN 0.2%

Value ($000) $1,064 Shares 83,230 Est. Cost $12.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INVESTMENT TECHNOLOGY GRP NE	2,174,169	$34,265	6.3%	$18.43	—	COM	46145F105
NNI	NELNET INC	713,389	$30,740	5.7%	$36.16	+18.7%	CL A	64031N108
LSAK	NET 1 UEPS TECHNOLOGIES INC	1,944,241	$23,428	4.3%	$10.45	+12.9%	COM NEW	64107N206
GDOT	GREEN DOT CORP	1,058,957	$22,386	4.1%	$18.78	0.0%	CL A	39304D102
AGO	ASSURED GUARANTY LTD	953,892	$21,138	3.9%	$17.59	+8.7%	COM	G0585R106
CASH	META FINL GROUP INC	581,510	$20,504	3.8%	$9.39	+23.3%	COM	59100U108
—	TRUECAR INC	1,050,634	$18,859	3.5%	$14.78	—	COM	89785L107
—	PHYSICIANS RLTY TR	1,311,371	$17,992	3.3%	$14.25	—	COM	71943U104
NBHC	NATIONAL BK HLDGS CORP	904,801	$17,300	3.2%	$14.91	+5.7%	CL A	633707104
—	DIEBOLD INC	470,468	$16,617	3.1%	$35.32	—	COM	253651103
ZION	ZIONS BANCORPORATION	558,411	$16,227	3.0%	$29.03	0.0%	COM	989701107
SYF	SYNCHRONY FINL	658,199	$16,159	3.0%	$19.48	0.0%	COM	87165B103
BPOP	POPULAR INC	548,837	$16,155	3.0%	$21.56	+11.5%	COM NEW	733174700
AER	AERCAP HOLDINGS NV	387,653	$15,855	2.9%	$19.76	+126.6%	SHS	N00985106
BKU	BANKUNITED INC	517,585	$15,781	2.9%	$22.71	0.0%	COM	06652K103
—	LIFEPOINT HOSPITALS INC	228,024	$15,777	2.9%	$62.10	—	COM	53219L109
—	MARKIT LTD	671,717	$15,685	2.9%	$23.35	—	SHS	G58249106
GNW	GENWORTH FINL INC	1,097,371	$14,376	2.7%	$14.46	0.0%	COM CL A	37247D106
TPVG	TRIPLEPOINT VENTR GRW BDC CO	979,768	$14,314	2.6%	$15.98	-3.7%	COM	89677Y100
—	HATTERAS FINL CORP	729,887	$13,109	2.4%	$17.96	—	COM	41902R103
—	MEDLEY MGMT INC	763,919	$12,887	2.4%	$16.87	—	CL A COM	58503T106
—	KCG HLDGS INC	1,254,365	$12,707	2.4%	$11.95	—	CL A	48244B100
HCA	HCA HOLDINGS INC	178,079	$12,558	2.3%	$61.43	0.0%	COM	40412C101
AGM	FEDERAL AGRIC MTG CORP	377,812	$12,143	2.2%	$21.23	+4.3%	CL C	313148306
WT	WISDOMTREE INVTS INC	860,001	$9,787	1.8%	$11.38	0.0%	COM	97717P104
CNO	CNO FINL GROUP INC	573,167	$9,721	1.8%	$13.60	0.0%	COM	12621E103
AXS	AXIS CAPITAL HOLDINGS LTD	204,727	$9,690	1.8%	$33.92	0.0%	SHS	G0692U109
—	PARTNERRE LTD	87,800	$9,648	1.8%	$109.89	—	COM	G6852T105
HAFC	HANMI FINL CORP	451,592	$9,108	1.7%	$20.91	0.0%	COM NEW	410495204
SBRA	SABRA HEALTH CARE REIT INC	325,000	$7,904	1.5%	$24.32	—	COM	78573L106
—	NEWCASTLE INVT CORP NEW	611,599	$7,755	1.4%	$12.68	—	COM NEW	65105M504
UHS	UNIVERSAL HLTH SVCS INC	73,462	$7,677	1.4%	$82.36	+23.1%	CL B	913903100
—	LAZARD LTD	133,702	$6,779	1.3%	$51.56	—	SHS A	G54050102
VOYA	VOYA FINL INC	171,172	$6,693	1.2%	$33.96	0.0%	COM	929089100
MET	METLIFE INC	122,000	$6,554	1.2%	$33.28	0.0%	COM	59156R108
CME	CME GROUP INC	81,745	$6,536	1.2%	$47.90	0.0%	COM	12572Q105
—	PENNYMAC FINL SVCS INC	367,877	$5,389	1.0%	$14.65	—	CL A	70932B101
GM	GENERAL MTRS CO	150,000	$4,791	0.9%	$26.49	0.0%	COM	37045V100
—	APOLLO ED GROUP INC	177,000	$4,452	0.8%	$25.15	—	CL A	037604105
—	BENEFICIAL MUTUAL BANCORP IN	83,230	$1,064	0.2%	$12.78	—	COM	08173R104