Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $435,520 (100.0% shares, 0.0% debt)

Holdings (34)

— INVESTMENT TECHNOLOGY GRP NE 7.0%

Value ($000) $30,518 Shares 1,825,215 Est. Cost $15.98 Unrealized —

AGO ASSURED GUARANTY LTD 6.6%

Value ($000) $28,781 Shares 1,134,435 Est. Cost $19.28 Unrealized +13.4%

LSAK NET 1 UEPS TECHNOLOGIES INC 5.9%

Value ($000) $25,667 Shares 2,569,273 Est. Cost $11.32 Unrealized -6.0%

CASH META FINL GROUP INC 4.1%

Value ($000) $17,936 Shares 351,965 Est. Cost $10.67 Unrealized +45.3%

SLM SLM CORP 4.1%

Value ($000) $17,869 Shares 2,891,400 Est. Cost $6.52 Unrealized 0.0%

ACHC ACADIA HEALTHCARE COMPANY IN 3.8%

Value ($000) $16,459 Shares 297,100 Est. Cost $58.49 Unrealized 0.0%

— PENNYMAC FINL SVCS INC 3.7%

Value ($000) $16,103 Shares 1,289,290 Est. Cost $15.71 Unrealized —

SUPV GRUPO SUPERVIELLE S A 3.6%

Value ($000) $15,874 Shares 1,241,130 Est. Cost $12.79 Unrealized —

CAR AVIS BUDGET GROUP 3.6%

Value ($000) $15,766 Shares 489,161 Est. Cost $25.96 Unrealized +1.1%

XYZ SQUARE INC 3.5%

Value ($000) $15,210 Shares 1,680,669 Est. Cost $11.31 Unrealized 0.0%

— AMERICAN EQTY INVT LIFE HLD 3.2%

Value ($000) $14,024 Shares 984,134 Est. Cost $14.25 Unrealized —

— BATS GLOBAL MKTS INC 3.1%

Value ($000) $13,718 Shares 533,997 Est. Cost $25.69 Unrealized —

WTW WILLIS TOWERS WATSON PUB LTD 3.0%

Value ($000) $12,955 Shares 104,215 Est. Cost $107.68 Unrealized 0.0%

AMG AFFILIATED MANAGERS GROUP 2.8%

Value ($000) $12,333 Shares 87,608 Est. Cost $158.47 Unrealized 0.0%

MCHB HOMESTREET INC 2.8%

Value ($000) $12,042 Shares 604,542 Est. Cost $20.30 Unrealized +2.5%

MBI MBIA INC 2.7%

Value ($000) $11,905 Shares 1,743,030 Est. Cost $3.07 Unrealized +5.7%

— OM ASSET MGMT PLC 2.7%

Value ($000) $11,794 Shares 883,457 Est. Cost $16.30 Unrealized —

IVZ INVESCO LTD 2.7%

Value ($000) $11,588 Shares 453,713 Est. Cost $19.11 Unrealized 0.0%

DLR DIGITAL RLTY TR INC 2.7%

Value ($000) $11,558 Shares 106,046 Est. Cost $67.85 Unrealized 0.0%

— CYRUSONE INC 2.5%

Value ($000) $11,017 Shares 197,927 Est. Cost $55.66 Unrealized —

RNR RENAISSANCERE HOLDINGS LTD 2.5%

Value ($000) $11,011 Shares 93,756 Est. Cost $114.73 Unrealized 0.0%

MC MOELIS & CO 2.5%

Value ($000) $10,941 Shares 486,272 Est. Cost $13.03 Unrealized 0.0%

NSA NATIONAL STORAGE AFFILIATES 2.5%

Value ($000) $10,847 Shares 521,000 Est. Cost $20.82 Unrealized —

IRM IRON MTN INC NEW 2.5%

Value ($000) $10,706 Shares 268,791 Est. Cost $21.21 Unrealized 0.0%

— QTS RLTY TR INC 2.4%

Value ($000) $10,356 Shares 184,990 Est. Cost $47.38 Unrealized —

CB CHUBB LIMITED 2.2%

Value ($000) $9,614 Shares 73,554 Est. Cost $97.19 Unrealized +6.6%

ADC AGREE REALTY CORP 2.1%

Value ($000) $9,230 Shares 191,333 Est. Cost $48.24 Unrealized —

AER AERCAP HOLDINGS NV 2.1%

Value ($000) $9,100 Shares 270,918 Est. Cost $33.90 Unrealized +11.5%

TPVG TRIPLEPOINT VENTURE GROWTH B 2.0%

Value ($000) $8,891 Shares 839,564 Est. Cost $15.04 Unrealized -30.1%

— COMMUNICATIONS SALES&LEAS IN 1.8%

Value ($000) $7,657 Shares 264,965 Est. Cost $28.90 Unrealized —

LGIH LGI HOMES INC 1.7%

Value ($000) $7,255 Shares 227,145 Est. Cost $25.01 Unrealized +10.8%

— PERFORMANT FINL CORP 1.4%

Value ($000) $5,934 Shares 3,663,137 Est. Cost $1.99 Unrealized —

— ZAIS FINL CORP 0.2%

Value ($000) $738 Shares 53,795 Est. Cost $13.72 Unrealized —

— GAIN CAP HLDGS INC 0.0%

Value ($000) $123 Shares 19,525 Est. Cost $6.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INVESTMENT TECHNOLOGY GRP NE	1,825,215	$30,518	7.0%	$15.98	—	COM	46145F105
AGO	ASSURED GUARANTY LTD	1,134,435	$28,781	6.6%	$19.28	+13.4%	COM	G0585R106
LSAK	NET 1 UEPS TECHNOLOGIES INC	2,569,273	$25,667	5.9%	$11.32	-6.0%	COM NEW	64107N206
CASH	META FINL GROUP INC	351,965	$17,936	4.1%	$10.67	+45.3%	COM	59100U108
SLM	SLM CORP	2,891,400	$17,869	4.1%	$6.52	0.0%	COM	78442P106
ACHC	ACADIA HEALTHCARE COMPANY IN	297,100	$16,459	3.8%	$58.49	0.0%	COM	00404A109
—	PENNYMAC FINL SVCS INC	1,289,290	$16,103	3.7%	$15.71	—	CL A	70932B101
SUPV	GRUPO SUPERVIELLE S A	1,241,130	$15,874	3.6%	$12.79	—	SPONSORED ADR	40054A108
CAR	AVIS BUDGET GROUP	489,161	$15,766	3.6%	$25.96	+1.1%	COM	053774105
XYZ	SQUARE INC	1,680,669	$15,210	3.5%	$11.31	0.0%	CL A	852234103
—	AMERICAN EQTY INVT LIFE HLD	984,134	$14,024	3.2%	$14.25	—	COM	025676206
—	BATS GLOBAL MKTS INC	533,997	$13,718	3.1%	$25.69	—	COM	05491G109
WTW	WILLIS TOWERS WATSON PUB LTD	104,215	$12,955	3.0%	$107.68	0.0%	SHS	G96629103
AMG	AFFILIATED MANAGERS GROUP	87,608	$12,333	2.8%	$158.47	0.0%	COM	008252108
MCHB	HOMESTREET INC	604,542	$12,042	2.8%	$20.30	+2.5%	COM	43785V102
MBI	MBIA INC	1,743,030	$11,905	2.7%	$3.07	+5.7%	COM	55262C100
—	OM ASSET MGMT PLC	883,457	$11,794	2.7%	$16.30	—	SHS	G67506108
IVZ	INVESCO LTD	453,713	$11,588	2.7%	$19.11	0.0%	SHS	G491BT108
DLR	DIGITAL RLTY TR INC	106,046	$11,558	2.7%	$67.85	0.0%	COM	253868103
—	CYRUSONE INC	197,927	$11,017	2.5%	$55.66	—	COM	23283R100
RNR	RENAISSANCERE HOLDINGS LTD	93,756	$11,011	2.5%	$114.73	0.0%	COM	G7496G103
MC	MOELIS & CO	486,272	$10,941	2.5%	$13.03	0.0%	CL A	60786M105
NSA	NATIONAL STORAGE AFFILIATES	521,000	$10,847	2.5%	$20.82	—	COM SHS BEN IN	637870106
IRM	IRON MTN INC NEW	268,791	$10,706	2.5%	$21.21	0.0%	COM	46284V101
—	QTS RLTY TR INC	184,990	$10,356	2.4%	$47.38	—	COM CL A	74736A103
CB	CHUBB LIMITED	73,554	$9,614	2.2%	$97.19	+6.6%	COM	H1467J104
ADC	AGREE REALTY CORP	191,333	$9,230	2.1%	$48.24	—	COM	008492100
AER	AERCAP HOLDINGS NV	270,918	$9,100	2.1%	$33.90	+11.5%	SHS	N00985106
TPVG	TRIPLEPOINT VENTURE GROWTH B	839,564	$8,891	2.0%	$15.04	-30.1%	COM	89677Y100
—	COMMUNICATIONS SALES&LEAS IN	264,965	$7,657	1.8%	$28.90	—	COM	20341J104
LGIH	LGI HOMES INC	227,145	$7,255	1.7%	$25.01	+10.8%	COM	50187T106
—	PERFORMANT FINL CORP	3,663,137	$5,934	1.4%	$1.99	—	COM	71377E105
—	ZAIS FINL CORP	53,795	$738	0.2%	$13.72	—	COM	98886K108
—	GAIN CAP HLDGS INC	19,525	$123	0.0%	$6.30	—	COM	36268W100