Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $442,749 (100.0% shares, 0.0% debt)

Holdings (29)

AGO ASSURED GUARANTY LTD 9.2%

Value ($000) $40,865 Shares 1,081,934 Est. Cost $19.87 Unrealized +45.0%

CXW CORECIVIC INC 7.5%

Value ($000) $33,035 Shares 1,350,567 Est. Cost $14.21 Unrealized 0.0%

SLM SLM CORP 5.9%

Value ($000) $26,207 Shares 2,378,108 Est. Cost $6.58 Unrealized +36.5%

MBI MBIA INC 4.7%

Value ($000) $20,589 Shares 1,924,180 Est. Cost $3.13 Unrealized +28.5%

AMG AFFILIATED MANAGERS GROUP 4.3%

Value ($000) $18,868 Shares 129,853 Est. Cost $152.27 Unrealized -7.7%

CASH META FINL GROUP INC 4.1%

Value ($000) $18,115 Shares 176,049 Est. Cost $10.67 Unrealized +149.6%

— CIT GROUP INC 3.9%

Value ($000) $17,394 Shares 407,554 Est. Cost $42.68 Unrealized —

MUFG MITSUBISHI UFJ FINL GROUP IN 3.9%

Value ($000) $17,294 Shares 2,807,427 Est. Cost $6.16 Unrealized —

CNA CNA FINL CORP 3.9%

Value ($000) $17,265 Shares 416,017 Est. Cost $18.76 Unrealized +5.1%

— FIRST DATA CORP NEW 3.8%

Value ($000) $16,724 Shares 1,178,597 Est. Cost $14.19 Unrealized —

C CITIGROUP INC 3.8%

Value ($000) $16,678 Shares 280,637 Est. Cost $40.63 Unrealized 0.0%

NTB BANK OF NT BUTTERFIELD&SON L 3.5%

Value ($000) $15,498 Shares 492,950 Est. Cost $16.00 Unrealized +15.7%

— SUTHERLAND ASSET MGMT CORP M 3.5%

Value ($000) $15,449 Shares 1,148,621 Est. Cost $13.45 Unrealized —

— INVESTMENT TECHNOLOGY GRP NE 3.4%

Value ($000) $15,239 Shares 771,983 Est. Cost $15.98 Unrealized —

JRVR JAMES RIV GROUP LTD 3.4%

Value ($000) $15,055 Shares 362,344 Est. Cost $38.79 Unrealized 0.0%

— PARKWAY INC 3.2%

Value ($000) $13,964 Shares 627,606 Est. Cost $22.25 Unrealized —

MET METLIFE INC 3.1%

Value ($000) $13,804 Shares 256,154 Est. Cost $33.72 Unrealized 0.0%

WTW WILLIS TOWERS WATSON PUB LTD 3.1%

Value ($000) $13,661 Shares 111,718 Est. Cost $108.09 Unrealized +1.5%

GEO GEO GROUP INC NEW 2.9%

Value ($000) $12,714 Shares 353,853 Est. Cost $12.12 Unrealized +6.1%

— CYRUSONE INC 2.6%

Value ($000) $11,531 Shares 257,783 Est. Cost $53.82 Unrealized —

— ATHENE HLDG LTD 2.5%

Value ($000) $11,075 Shares 230,769 Est. Cost $47.99 Unrealized —

EIG EMPLOYERS HOLDINGS INC 2.4%

Value ($000) $10,607 Shares 267,861 Est. Cost $22.60 Unrealized +14.3%

— TD AMERITRADE HLDG CORP 2.4%

Value ($000) $10,436 Shares 239,367 Est. Cost $43.60 Unrealized —

— PERFORMANT FINL CORP 2.0%

Value ($000) $8,638 Shares 3,675,597 Est. Cost $2.00 Unrealized —

VNO VORNADO RLTY TR 1.9%

Value ($000) $8,621 Shares 82,598 Est. Cost $104.37 Unrealized —

— H & E EQUIPMENT SERVICES INC 1.8%

Value ($000) $7,924 Shares 340,835 Est. Cost $23.25 Unrealized —

CME CME GROUP INC 1.5%

Value ($000) $6,538 Shares 56,684 Est. Cost $78.61 Unrealized 0.0%

— BOTTOMLINE TECH DEL INC 1.5%

Value ($000) $6,527 Shares 260,886 Est. Cost $25.02 Unrealized —

IRT INDEPENDENCE RLTY TR INC 0.5%

Value ($000) $2,434 Shares 272,918 Est. Cost $8.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGO	ASSURED GUARANTY LTD	1,081,934	$40,865	9.2%	$19.87	+45.0%	COM	G0585R106
CXW	CORECIVIC INC	1,350,567	$33,035	7.5%	$14.21	0.0%	COM	21871N101
SLM	SLM CORP	2,378,108	$26,207	5.9%	$6.58	+36.5%	COM	78442P106
MBI	MBIA INC	1,924,180	$20,589	4.7%	$3.13	+28.5%	COM	55262C100
AMG	AFFILIATED MANAGERS GROUP	129,853	$18,868	4.3%	$152.27	-7.7%	COM	008252108
CASH	META FINL GROUP INC	176,049	$18,115	4.1%	$10.67	+149.6%	COM	59100U108
—	CIT GROUP INC	407,554	$17,394	3.9%	$42.68	—	COM NEW	125581801
MUFG	MITSUBISHI UFJ FINL GROUP IN	2,807,427	$17,294	3.9%	$6.16	—	SPONSORED ADR	606822104
CNA	CNA FINL CORP	416,017	$17,265	3.9%	$18.76	+5.1%	COM	126117100
—	FIRST DATA CORP NEW	1,178,597	$16,724	3.8%	$14.19	—	COM CL A	32008D106
C	CITIGROUP INC	280,637	$16,678	3.8%	$40.63	0.0%	COM NEW	172967424
NTB	BANK OF NT BUTTERFIELD&SON L	492,950	$15,498	3.5%	$16.00	+15.7%	SHS NEW	G0772R208
—	SUTHERLAND ASSET MGMT CORP M	1,148,621	$15,449	3.5%	$13.45	—	COM	86933G105
—	INVESTMENT TECHNOLOGY GRP NE	771,983	$15,239	3.4%	$15.98	—	COM	46145F105
JRVR	JAMES RIV GROUP LTD	362,344	$15,055	3.4%	$38.79	0.0%	COM	G5005R107
—	PARKWAY INC	627,606	$13,964	3.2%	$22.25	—	COM	70156Q107
MET	METLIFE INC	256,154	$13,804	3.1%	$33.72	0.0%	COM	59156R108
WTW	WILLIS TOWERS WATSON PUB LTD	111,718	$13,661	3.1%	$108.09	+1.5%	SHS	G96629103
GEO	GEO GROUP INC NEW	353,853	$12,714	2.9%	$12.12	+6.1%	COM	36162J106
—	CYRUSONE INC	257,783	$11,531	2.6%	$53.82	—	COM	23283R100
—	ATHENE HLDG LTD	230,769	$11,075	2.5%	$47.99	—	CL A	G0684D107
EIG	EMPLOYERS HOLDINGS INC	267,861	$10,607	2.4%	$22.60	+14.3%	COM	292218104
—	TD AMERITRADE HLDG CORP	239,367	$10,436	2.4%	$43.60	—	COM	87236Y108
—	PERFORMANT FINL CORP	3,675,597	$8,638	2.0%	$2.00	—	COM	71377E105
VNO	VORNADO RLTY TR	82,598	$8,621	1.9%	$104.37	—	SH BEN INT	929042109
—	H & E EQUIPMENT SERVICES INC	340,835	$7,924	1.8%	$23.25	—	COM	404030108
CME	CME GROUP INC	56,684	$6,538	1.5%	$78.61	0.0%	COM	12572Q105
—	BOTTOMLINE TECH DEL INC	260,886	$6,527	1.5%	$25.02	—	COM	101388106
IRT	INDEPENDENCE RLTY TR INC	272,918	$2,434	0.5%	$8.92	—	COM	45378A106