Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $428,972 (100.0% shares, 0.0% debt)

Holdings (34)

LSAK NET 1 UEPS TECHNOLOGIES INC 9.9%

Value ($000) $42,384 Shares 2,318,618 Est. Cost $10.80 Unrealized +39.6%

AGO ASSURED GUARANTY LTD 6.5%

Value ($000) $27,826 Shares 1,159,891 Est. Cost $18.30 Unrealized +26.7%

— INVESTMENT TECHNOLOGY GRP NE 5.4%

Value ($000) $23,222 Shares 936,375 Est. Cost $18.43 Unrealized —

— KCG HLDGS INC 4.5%

Value ($000) $19,357 Shares 1,569,936 Est. Cost $11.90 Unrealized —

CASH META FINL GROUP INC 4.1%

Value ($000) $17,448 Shares 406,516 Est. Cost $9.39 Unrealized +36.7%

TPVG TRIPLEPOINT VENTR GRW BDC CO 3.9%

Value ($000) $16,890 Shares 1,252,944 Est. Cost $15.62 Unrealized -11.0%

— SANTANDER CONSUMER USA HDG I 3.9%

Value ($000) $16,787 Shares 656,511 Est. Cost $23.71 Unrealized —

ALL ALLSTATE CORP 3.7%

Value ($000) $15,716 Shares 242,264 Est. Cost $55.28 Unrealized -1.7%

APAM ARTISAN PARTNERS ASSET MGMT 3.5%

Value ($000) $14,849 Shares 319,612 Est. Cost $16.97 Unrealized -0.5%

IVZ INVESCO LTD 3.4%

Value ($000) $14,655 Shares 390,914 Est. Cost $24.33 Unrealized +2.4%

— FLY LEASING LTD 3.3%

Value ($000) $14,136 Shares 900,387 Est. Cost $13.91 Unrealized —

C CITIGROUP INC 3.1%

Value ($000) $13,458 Shares 243,633 Est. Cost $40.55 Unrealized 0.0%

— SPRINGLEAF HLDGS INC 3.1%

Value ($000) $13,414 Shares 292,184 Est. Cost $45.91 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 2.8%

Value ($000) $12,115 Shares 291,429 Est. Cost $32.73 Unrealized +1.7%

— PENNYMAC FINL SVCS INC 2.8%

Value ($000) $12,091 Shares 667,251 Est. Cost $17.49 Unrealized —

AMP AMERIPRISE FINL INC 2.8%

Value ($000) $11,898 Shares 95,238 Est. Cost $101.78 Unrealized 0.0%

ECPG ENCORE CAP GROUP INC 2.7%

Value ($000) $11,482 Shares 268,649 Est. Cost $43.04 Unrealized -4.8%

LOPE GRAND CANYON ED INC 2.7%

Value ($000) $11,442 Shares 269,865 Est. Cost $43.31 Unrealized 0.0%

— OM ASSET MGMT PLC 2.6%

Value ($000) $11,119 Shares 625,000 Est. Cost $17.79 Unrealized —

AER AERCAP HOLDINGS NV 2.4%

Value ($000) $10,384 Shares 226,764 Est. Cost $22.63 Unrealized +106.2%

— XL GROUP PLC 2.4%

Value ($000) $10,293 Shares 276,691 Est. Cost $37.20 Unrealized —

PGR PROGRESSIVE CORP OHIO 2.3%

Value ($000) $10,079 Shares 362,161 Est. Cost $18.99 Unrealized +5.8%

— TELETECH HOLDINGS INC 2.3%

Value ($000) $9,671 Shares 357,110 Est. Cost $27.08 Unrealized —

NNI NELNET INC 2.2%

Value ($000) $9,410 Shares 217,271 Est. Cost $36.54 Unrealized +20.2%

JRVR JAMES RIV GROUP LTD 2.2%

Value ($000) $9,406 Shares 363,580 Est. Cost $22.03 Unrealized +8.7%

VOYA VOYA FINL INC 1.8%

Value ($000) $7,623 Shares 164,037 Est. Cost $37.71 Unrealized +7.0%

— FINANCIAL ENGINES INC 1.7%

Value ($000) $7,384 Shares 173,816 Est. Cost $42.48 Unrealized —

AJG GALLAGHER ARTHUR J & CO 1.7%

Value ($000) $7,372 Shares 155,854 Est. Cost $39.66 Unrealized 0.0%

— ENVESTNET INC 1.7%

Value ($000) $7,294 Shares 180,400 Est. Cost $40.43 Unrealized —

WD WALKER & DUNLOP INC 1.5%

Value ($000) $6,233 Shares 233,110 Est. Cost $18.18 Unrealized 0.0%

RNR RENAISSANCERE HOLDINGS LTD 1.4%

Value ($000) $5,904 Shares 58,158 Est. Cost $103.07 Unrealized 0.0%

— CHUBB CORP 1.1%

Value ($000) $4,538 Shares 47,700 Est. Cost $95.14 Unrealized —

— PERFORMANT FINL CORP 0.4%

Value ($000) $1,788 Shares 551,842 Est. Cost $3.24 Unrealized —

— BLUEROCK RESIDENT GR REIT IN 0.3%

Value ($000) $1,304 Shares 103,000 Est. Cost $12.66 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LSAK	NET 1 UEPS TECHNOLOGIES INC	2,318,618	$42,384	9.9%	$10.80	+39.6%	COM NEW	64107N206
AGO	ASSURED GUARANTY LTD	1,159,891	$27,826	6.5%	$18.30	+26.7%	COM	G0585R106
—	INVESTMENT TECHNOLOGY GRP NE	936,375	$23,222	5.4%	$18.43	—	COM	46145F105
—	KCG HLDGS INC	1,569,936	$19,357	4.5%	$11.90	—	CL A	48244B100
CASH	META FINL GROUP INC	406,516	$17,448	4.1%	$9.39	+36.7%	COM	59100U108
TPVG	TRIPLEPOINT VENTR GRW BDC CO	1,252,944	$16,890	3.9%	$15.62	-11.0%	COM	89677Y100
—	SANTANDER CONSUMER USA HDG I	656,511	$16,787	3.9%	$23.71	—	COM	80283M101
ALL	ALLSTATE CORP	242,264	$15,716	3.7%	$55.28	-1.7%	COM	020002101
APAM	ARTISAN PARTNERS ASSET MGMT	319,612	$14,849	3.5%	$16.97	-0.5%	CL A	04316A108
IVZ	INVESCO LTD	390,914	$14,655	3.4%	$24.33	+2.4%	SHS	G491BT108
—	FLY LEASING LTD	900,387	$14,136	3.3%	$13.91	—	SPONSORED ADR	34407D109
C	CITIGROUP INC	243,633	$13,458	3.1%	$40.55	0.0%	COM NEW	172967424
—	SPRINGLEAF HLDGS INC	292,184	$13,414	3.1%	$45.91	—	COM	85172J101
HIG	HARTFORD FINL SVCS GROUP INC	291,429	$12,115	2.8%	$32.73	+1.7%	COM	416515104
—	PENNYMAC FINL SVCS INC	667,251	$12,091	2.8%	$17.49	—	CL A	70932B101
AMP	AMERIPRISE FINL INC	95,238	$11,898	2.8%	$101.78	0.0%	COM	03076C106
ECPG	ENCORE CAP GROUP INC	268,649	$11,482	2.7%	$43.04	-4.8%	COM	292554102
LOPE	GRAND CANYON ED INC	269,865	$11,442	2.7%	$43.31	0.0%	COM	38526M106
—	OM ASSET MGMT PLC	625,000	$11,119	2.6%	$17.79	—	SHS	G67506108
AER	AERCAP HOLDINGS NV	226,764	$10,384	2.4%	$22.63	+106.2%	SHS	N00985106
—	XL GROUP PLC	276,691	$10,293	2.4%	$37.20	—	SHS	G98290102
PGR	PROGRESSIVE CORP OHIO	362,161	$10,079	2.3%	$18.99	+5.8%	COM	743315103
—	TELETECH HOLDINGS INC	357,110	$9,671	2.3%	$27.08	—	COM	879939106
NNI	NELNET INC	217,271	$9,410	2.2%	$36.54	+20.2%	CL A	64031N108
JRVR	JAMES RIV GROUP LTD	363,580	$9,406	2.2%	$22.03	+8.7%	COM	G5005R107
VOYA	VOYA FINL INC	164,037	$7,623	1.8%	$37.71	+7.0%	COM	929089100
—	FINANCIAL ENGINES INC	173,816	$7,384	1.7%	$42.48	—	COM	317485100
AJG	GALLAGHER ARTHUR J & CO	155,854	$7,372	1.7%	$39.66	0.0%	COM	363576109
—	ENVESTNET INC	180,400	$7,294	1.7%	$40.43	—	COM	29404K106
WD	WALKER & DUNLOP INC	233,110	$6,233	1.5%	$18.18	0.0%	COM	93148P102
RNR	RENAISSANCERE HOLDINGS LTD	58,158	$5,904	1.4%	$103.07	0.0%	COM	G7496G103
—	CHUBB CORP	47,700	$4,538	1.1%	$95.14	—	COM	171232101
—	PERFORMANT FINL CORP	551,842	$1,788	0.4%	$3.24	—	COM	71377E105
—	BLUEROCK RESIDENT GR REIT IN	103,000	$1,304	0.3%	$12.66	—	COM CL A	09627J102