Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $480,846 (100.0% shares, 0.0% debt)

Holdings (39)

— INVESTMENT TECHNOLOGY GRP NE 7.8%

Value ($000) $37,361 Shares 2,195,101 Est. Cost $15.93 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 7.5%

Value ($000) $36,083 Shares 2,670,827 Est. Cost $11.43 Unrealized +37.2%

AGO ASSURED GUARANTY LTD 6.2%

Value ($000) $29,637 Shares 1,121,328 Est. Cost $18.69 Unrealized +20.6%

CASH META FINL GROUP INC 5.5%

Value ($000) $26,454 Shares 575,958 Est. Cost $10.67 Unrealized +28.7%

— CPI CARD GROUP INC 4.6%

Value ($000) $22,349 Shares 2,096,539 Est. Cost $10.66 Unrealized —

OMF ONEMAIN HLDGS INC 3.8%

Value ($000) $18,443 Shares 443,985 Est. Cost $45.93 Unrealized 0.0%

TPVG TRIPLEPOINT VENTURE GROWTH B 3.7%

Value ($000) $17,631 Shares 1,474,124 Est. Cost $15.04 Unrealized -24.2%

— TAL INTL GROUP INC 3.5%

Value ($000) $16,943 Shares 1,065,608 Est. Cost $15.10 Unrealized —

— KCG HLDGS INC 3.4%

Value ($000) $16,583 Shares 1,347,115 Est. Cost $11.93 Unrealized —

AMG AFFILIATED MANAGERS GROUP 3.3%

Value ($000) $15,883 Shares 99,421 Est. Cost $166.43 Unrealized 0.0%

IVZ INVESCO LTD 3.1%

Value ($000) $14,785 Shares 441,611 Est. Cost $23.88 Unrealized -13.4%

— PENNYMAC FINL SVCS INC 3.1%

Value ($000) $14,707 Shares 957,506 Est. Cost $17.00 Unrealized —

LOPE GRAND CANYON ED INC 3.0%

Value ($000) $14,389 Shares 358,660 Est. Cost $42.19 Unrealized -6.7%

— XL GROUP PLC 3.0%

Value ($000) $14,281 Shares 364,493 Est. Cost $37.97 Unrealized —

— SYMETRA FINL CORP 2.9%

Value ($000) $13,896 Shares 437,387 Est. Cost $31.64 Unrealized —

— MOBILEYE N V AMSTELVEEN 2.9%

Value ($000) $13,880 Shares 328,295 Est. Cost $42.28 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 2.5%

Value ($000) $11,918 Shares 274,224 Est. Cost $33.43 Unrealized +10.3%

— OM ASSET MGMT PLC 2.4%

Value ($000) $11,472 Shares 748,358 Est. Cost $17.19 Unrealized —

HLI HOULIHAN LOKEY INC 2.4%

Value ($000) $11,327 Shares 432,158 Est. Cost $17.63 Unrealized +4.3%

EVTC EVERTEC INC 2.1%

Value ($000) $9,998 Shares 597,233 Est. Cost $16.70 Unrealized -3.6%

AJG GALLAGHER ARTHUR J & CO 2.0%

Value ($000) $9,596 Shares 234,395 Est. Cost $38.85 Unrealized -7.4%

RNR RENAISSANCERE HOLDINGS LTD 1.9%

Value ($000) $8,956 Shares 79,126 Est. Cost $105.33 Unrealized +5.0%

SYF SYNCHRONY FINL 1.8%

Value ($000) $8,841 Shares 290,722 Est. Cost $25.00 Unrealized 0.0%

PRI PRIMERICA INC 1.8%

Value ($000) $8,596 Shares 181,997 Est. Cost $43.78 Unrealized +11.7%

HMN HORACE MANN EDUCATORS CORP N 1.6%

Value ($000) $7,689 Shares 231,745 Est. Cost $34.66 Unrealized -1.3%

MBI MBIA INC 1.6%

Value ($000) $7,595 Shares 1,172,049 Est. Cost $2.80 Unrealized +5.5%

XYZ SQUARE INC 1.6%

Value ($000) $7,573 Shares 578,553 Est. Cost $12.32 Unrealized 0.0%

— ENDURANCE SPECIALTY HLDGS LT 1.5%

Value ($000) $7,385 Shares 115,416 Est. Cost $63.99 Unrealized —

VOYA VOYA FINL INC 1.5%

Value ($000) $7,333 Shares 198,676 Est. Cost $38.05 Unrealized -6.8%

ALL ALLSTATE CORP 1.4%

Value ($000) $6,788 Shares 109,320 Est. Cost $54.36 Unrealized -8.5%

LGIH LGI HOMES INC 1.2%

Value ($000) $5,680 Shares 233,457 Est. Cost $29.17 Unrealized 0.0%

JRVR JAMES RIV GROUP LTD 1.1%

Value ($000) $5,386 Shares 160,580 Est. Cost $22.03 Unrealized +37.5%

VIRT VIRTU FINL INC 1.1%

Value ($000) $5,382 Shares 237,733 Est. Cost $22.94 Unrealized +0.1%

— PERFORMANT FINL CORP 1.0%

Value ($000) $4,979 Shares 2,781,308 Est. Cost $2.09 Unrealized —

— BITAUTO HLDGS LTD 1.0%

Value ($000) $4,666 Shares 165,000 Est. Cost $28.28 Unrealized —

— ARGO GROUP INTL HLDGS LTD 0.5%

Value ($000) $2,400 Shares 40,100 Est. Cost $59.85 Unrealized —

— NEW HOME CO INC 0.3%

Value ($000) $1,564 Shares 120,689 Est. Cost $12.95 Unrealized —

— FBR & CO 0.3%

Value ($000) $1,429 Shares 71,791 Est. Cost $20.21 Unrealized —

— ONEBEACON INSURANCE GROUP LT 0.2%

Value ($000) $988 Shares 79,600 Est. Cost $12.41 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INVESTMENT TECHNOLOGY GRP NE	2,195,101	$37,361	7.8%	$15.93	—	COM	46145F105
LSAK	NET 1 UEPS TECHNOLOGIES INC	2,670,827	$36,083	7.5%	$11.43	+37.2%	COM NEW	64107N206
AGO	ASSURED GUARANTY LTD	1,121,328	$29,637	6.2%	$18.69	+20.6%	COM	G0585R106
CASH	META FINL GROUP INC	575,958	$26,454	5.5%	$10.67	+28.7%	COM	59100U108
—	CPI CARD GROUP INC	2,096,539	$22,349	4.6%	$10.66	—	COM	12634H101
OMF	ONEMAIN HLDGS INC	443,985	$18,443	3.8%	$45.93	0.0%	COM	68268W103
TPVG	TRIPLEPOINT VENTURE GROWTH B	1,474,124	$17,631	3.7%	$15.04	-24.2%	COM	89677Y100
—	TAL INTL GROUP INC	1,065,608	$16,943	3.5%	$15.10	—	COM	874083108
—	KCG HLDGS INC	1,347,115	$16,583	3.4%	$11.93	—	CL A	48244B100
AMG	AFFILIATED MANAGERS GROUP	99,421	$15,883	3.3%	$166.43	0.0%	COM	008252108
IVZ	INVESCO LTD	441,611	$14,785	3.1%	$23.88	-13.4%	SHS	G491BT108
—	PENNYMAC FINL SVCS INC	957,506	$14,707	3.1%	$17.00	—	CL A	70932B101
LOPE	GRAND CANYON ED INC	358,660	$14,389	3.0%	$42.19	-6.7%	COM	38526M106
—	XL GROUP PLC	364,493	$14,281	3.0%	$37.97	—	SHS	G98290102
—	SYMETRA FINL CORP	437,387	$13,896	2.9%	$31.64	—	COM	87151Q106
—	MOBILEYE N V AMSTELVEEN	328,295	$13,880	2.9%	$42.28	—	ORD SHS	N51488117
HIG	HARTFORD FINL SVCS GROUP INC	274,224	$11,918	2.5%	$33.43	+10.3%	COM	416515104
—	OM ASSET MGMT PLC	748,358	$11,472	2.4%	$17.19	—	SHS	G67506108
HLI	HOULIHAN LOKEY INC	432,158	$11,327	2.4%	$17.63	+4.3%	CL A	441593100
EVTC	EVERTEC INC	597,233	$9,998	2.1%	$16.70	-3.6%	COM	30040P103
AJG	GALLAGHER ARTHUR J & CO	234,395	$9,596	2.0%	$38.85	-7.4%	COM	363576109
RNR	RENAISSANCERE HOLDINGS LTD	79,126	$8,956	1.9%	$105.33	+5.0%	COM	G7496G103
SYF	SYNCHRONY FINL	290,722	$8,841	1.8%	$25.00	0.0%	COM	87165B103
PRI	PRIMERICA INC	181,997	$8,596	1.8%	$43.78	+11.7%	COM	74164M108
HMN	HORACE MANN EDUCATORS CORP N	231,745	$7,689	1.6%	$34.66	-1.3%	COM	440327104
MBI	MBIA INC	1,172,049	$7,595	1.6%	$2.80	+5.5%	COM	55262C100
XYZ	SQUARE INC	578,553	$7,573	1.6%	$12.32	0.0%	CL A	852234103
—	ENDURANCE SPECIALTY HLDGS LT	115,416	$7,385	1.5%	$63.99	—	SHS	G30397106
VOYA	VOYA FINL INC	198,676	$7,333	1.5%	$38.05	-6.8%	COM	929089100
ALL	ALLSTATE CORP	109,320	$6,788	1.4%	$54.36	-8.5%	COM	020002101
LGIH	LGI HOMES INC	233,457	$5,680	1.2%	$29.17	0.0%	COM	50187T106
JRVR	JAMES RIV GROUP LTD	160,580	$5,386	1.1%	$22.03	+37.5%	COM	G5005R107
VIRT	VIRTU FINL INC	237,733	$5,382	1.1%	$22.94	+0.1%	CL A	928254101
—	PERFORMANT FINL CORP	2,781,308	$4,979	1.0%	$2.09	—	COM	71377E105
—	BITAUTO HLDGS LTD	165,000	$4,666	1.0%	$28.28	—	SPONSORED ADS	091727107
—	ARGO GROUP INTL HLDGS LTD	40,100	$2,400	0.5%	$59.85	—	COM	G0464B107
—	NEW HOME CO INC	120,689	$1,564	0.3%	$12.95	—	COM	645370107
—	FBR & CO	71,791	$1,429	0.3%	$20.21	—	COM NEW	30247C400
—	ONEBEACON INSURANCE GROUP LT	79,600	$988	0.2%	$12.41	—	CL A	G67742109