Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $452,468 (100.0% shares, 0.0% debt)

Holdings (33)

BAC BANK AMER CORP 6.2%

Value ($000) $28,199 Shares 1,801,862 Est. Cost $12.07 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 6.2%

Value ($000) $28,191 Shares 1,015,874 Est. Cost $19.28 Unrealized +19.3%

SLM SLM CORP 5.2%

Value ($000) $23,711 Shares 3,174,133 Est. Cost $6.58 Unrealized +9.2%

— INVESTMENT TECHNOLOGY GRP NE 4.7%

Value ($000) $21,454 Shares 1,251,701 Est. Cost $15.98 Unrealized —

OMF ONEMAIN HLDGS INC 4.3%

Value ($000) $19,619 Shares 633,896 Est. Cost $28.79 Unrealized 0.0%

— PENNYMAC FINL SVCS INC 3.9%

Value ($000) $17,466 Shares 1,026,827 Est. Cost $15.71 Unrealized —

ACHC ACADIA HEALTHCARE COMPANY IN 3.8%

Value ($000) $17,032 Shares 343,735 Est. Cost $57.62 Unrealized -9.6%

MS MORGAN STANLEY 3.7%

Value ($000) $16,559 Shares 516,507 Est. Cost $22.85 Unrealized 0.0%

AMG AFFILIATED MANAGERS GROUP 3.6%

Value ($000) $16,254 Shares 112,327 Est. Cost $154.09 Unrealized -10.1%

TOL TOLL BROTHERS INC 3.5%

Value ($000) $15,830 Shares 530,150 Est. Cost $28.89 Unrealized 0.0%

IRM IRON MTN INC NEW 3.4%

Value ($000) $15,499 Shares 412,987 Est. Cost $21.75 Unrealized +4.6%

— SANTANDER CONSUMER USA HDG I 3.4%

Value ($000) $15,205 Shares 1,250,381 Est. Cost $12.16 Unrealized —

GEO GEO GROUP INC NEW 3.3%

Value ($000) $14,816 Shares 623,024 Est. Cost $12.12 Unrealized 0.0%

CASH META FINL GROUP INC 3.2%

Value ($000) $14,646 Shares 241,650 Est. Cost $10.67 Unrealized +70.1%

— OM ASSET MGMT PLC 3.2%

Value ($000) $14,490 Shares 1,041,715 Est. Cost $15.94 Unrealized —

MBI MBIA INC 3.1%

Value ($000) $14,124 Shares 1,813,048 Est. Cost $3.08 Unrealized +11.4%

MC MOELIS & CO 3.0%

Value ($000) $13,584 Shares 505,162 Est. Cost $13.01 Unrealized -2.5%

— BATS GLOBAL MKTS INC 2.7%

Value ($000) $12,309 Shares 408,527 Est. Cost $25.69 Unrealized —

NTB BANK OF NT BUTTERFIELD&SON L 2.7%

Value ($000) $12,205 Shares 492,950 Est. Cost $16.00 Unrealized 0.0%

— CYRUSONE INC 2.7%

Value ($000) $12,188 Shares 256,202 Est. Cost $53.82 Unrealized —

WTW WILLIS TOWERS WATSON PUB LTD 2.6%

Value ($000) $11,777 Shares 88,702 Est. Cost $107.68 Unrealized +1.3%

CB CHUBB LIMITED 2.5%

Value ($000) $11,107 Shares 88,393 Est. Cost $98.88 Unrealized +8.5%

— PERFORMANT FINL CORP 2.3%

Value ($000) $10,577 Shares 3,585,381 Est. Cost $1.99 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 2.3%

Value ($000) $10,449 Shares 589,312 Est. Cost $14.25 Unrealized —

EIG EMPLOYERS HOLDINGS INC 2.3%

Value ($000) $10,447 Shares 350,217 Est. Cost $22.60 Unrealized 0.0%

ADC AGREE REALTY CORP 2.1%

Value ($000) $9,697 Shares 196,127 Est. Cost $48.27 Unrealized —

RNR RENAISSANCERE HOLDINGS LTD 2.1%

Value ($000) $9,463 Shares 78,756 Est. Cost $114.73 Unrealized +2.8%

IMPM IMPAC MTG HLDGS INC 1.9%

Value ($000) $8,574 Shares 650,000 Est. Cost $16.23 Unrealized 0.0%

— COMMUNICATIONS SALES&LEAS IN 1.7%

Value ($000) $7,720 Shares 245,772 Est. Cost $28.90 Unrealized —

SUPV GRUPO SUPERVIELLE S A 1.6%

Value ($000) $7,394 Shares 499,227 Est. Cost $12.79 Unrealized —

BRO BROWN & BROWN INC 1.4%

Value ($000) $6,450 Shares 171,041 Est. Cost $17.08 Unrealized 0.0%

CNA CNA FINL CORP 1.0%

Value ($000) $4,540 Shares 131,949 Est. Cost $16.71 Unrealized 0.0%

— ZAIS FINL CORP 0.2%

Value ($000) $892 Shares 61,795 Est. Cost $13.81 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BAC	BANK AMER CORP	1,801,862	$28,199	6.2%	$12.07	0.0%	COM	060505104
AGO	ASSURED GUARANTY LTD	1,015,874	$28,191	6.2%	$19.28	+19.3%	COM	G0585R106
SLM	SLM CORP	3,174,133	$23,711	5.2%	$6.58	+9.2%	COM	78442P106
—	INVESTMENT TECHNOLOGY GRP NE	1,251,701	$21,454	4.7%	$15.98	—	COM	46145F105
OMF	ONEMAIN HLDGS INC	633,896	$19,619	4.3%	$28.79	0.0%	COM	68268W103
—	PENNYMAC FINL SVCS INC	1,026,827	$17,466	3.9%	$15.71	—	CL A	70932B101
ACHC	ACADIA HEALTHCARE COMPANY IN	343,735	$17,032	3.8%	$57.62	-9.6%	COM	00404A109
MS	MORGAN STANLEY	516,507	$16,559	3.7%	$22.85	0.0%	COM NEW	617446448
AMG	AFFILIATED MANAGERS GROUP	112,327	$16,254	3.6%	$154.09	-10.1%	COM	008252108
TOL	TOLL BROTHERS INC	530,150	$15,830	3.5%	$28.89	0.0%	COM	889478103
IRM	IRON MTN INC NEW	412,987	$15,499	3.4%	$21.75	+4.6%	COM	46284V101
—	SANTANDER CONSUMER USA HDG I	1,250,381	$15,205	3.4%	$12.16	—	COM	80283M101
GEO	GEO GROUP INC NEW	623,024	$14,816	3.3%	$12.12	0.0%	COM	36162J106
CASH	META FINL GROUP INC	241,650	$14,646	3.2%	$10.67	+70.1%	COM	59100U108
—	OM ASSET MGMT PLC	1,041,715	$14,490	3.2%	$15.94	—	SHS	G67506108
MBI	MBIA INC	1,813,048	$14,124	3.1%	$3.08	+11.4%	COM	55262C100
MC	MOELIS & CO	505,162	$13,584	3.0%	$13.01	-2.5%	CL A	60786M105
—	BATS GLOBAL MKTS INC	408,527	$12,309	2.7%	$25.69	—	COM	05491G109
NTB	BANK OF NT BUTTERFIELD&SON L	492,950	$12,205	2.7%	$16.00	0.0%	SHS NEW	G0772R208
—	CYRUSONE INC	256,202	$12,188	2.7%	$53.82	—	COM	23283R100
WTW	WILLIS TOWERS WATSON PUB LTD	88,702	$11,777	2.6%	$107.68	+1.3%	SHS	G96629103
CB	CHUBB LIMITED	88,393	$11,107	2.5%	$98.88	+8.5%	COM	H1467J104
—	PERFORMANT FINL CORP	3,585,381	$10,577	2.3%	$1.99	—	COM	71377E105
—	AMERICAN EQTY INVT LIFE HLD	589,312	$10,449	2.3%	$14.25	—	COM	025676206
EIG	EMPLOYERS HOLDINGS INC	350,217	$10,447	2.3%	$22.60	0.0%	COM	292218104
ADC	AGREE REALTY CORP	196,127	$9,697	2.1%	$48.27	—	COM	008492100
RNR	RENAISSANCERE HOLDINGS LTD	78,756	$9,463	2.1%	$114.73	+2.8%	COM	G7496G103
IMPM	IMPAC MTG HLDGS INC	650,000	$8,574	1.9%	$16.23	0.0%	COM NEW	45254P508
—	COMMUNICATIONS SALES&LEAS IN	245,772	$7,720	1.7%	$28.90	—	COM	20341J104
SUPV	GRUPO SUPERVIELLE S A	499,227	$7,394	1.6%	$12.79	—	SPONSORED ADR	40054A108
BRO	BROWN & BROWN INC	171,041	$6,450	1.4%	$17.08	0.0%	COM	115236101
CNA	CNA FINL CORP	131,949	$4,540	1.0%	$16.71	0.0%	COM	126117100
—	ZAIS FINL CORP	61,795	$892	0.2%	$13.81	—	COM	98886K108