Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $568,758 (100.0% shares, 0.0% debt)

Holdings (31)

— OM ASSET MGMT PLC 5.5%

Value ($000) $31,122 Shares 2,085,955 Est. Cost $15.00 Unrealized —

— SANTANDER CONSUMER USA HDG I 5.3%

Value ($000) $30,077 Shares 1,956,867 Est. Cost $12.76 Unrealized —

VRTS VIRTUS INVT PARTNERS INC 5.2%

Value ($000) $29,389 Shares 253,247 Est. Cost $85.20 Unrealized +2.1%

AGO ASSURED GUARANTY LTD 5.1%

Value ($000) $28,879 Shares 765,002 Est. Cost $24.65 Unrealized +50.5%

FPH FIVE POINT HOLDINGS LLC 4.9%

Value ($000) $27,652 Shares 2,027,300 Est. Cost $15.00 Unrealized -5.8%

CXW CORECIVIC INC 4.8%

Value ($000) $27,368 Shares 1,022,347 Est. Cost $15.42 Unrealized +34.4%

— TRITON INTL LTD 4.8%

Value ($000) $27,310 Shares 820,609 Est. Cost $33.41 Unrealized —

— DIEBOLD NXDF INC 4.7%

Value ($000) $26,856 Shares 1,175,300 Est. Cost $22.85 Unrealized —

JRVR JAMES RIV GROUP LTD 4.7%

Value ($000) $26,762 Shares 645,175 Est. Cost $39.50 Unrealized +1.0%

GEO GEO GROUP INC NEW 4.6%

Value ($000) $26,181 Shares 973,259 Est. Cost $17.53 Unrealized +9.5%

ACIC UNITED INS HLDGS CORP 4.2%

Value ($000) $23,699 Shares 1,453,904 Est. Cost $12.42 Unrealized +1.3%

BPOP POPULAR INC 3.7%

Value ($000) $21,086 Shares 586,698 Est. Cost $31.83 Unrealized 0.0%

EIG EMPLOYERS HOLDINGS INC 3.6%

Value ($000) $20,291 Shares 446,454 Est. Cost $26.86 Unrealized +22.4%

CNA CNA FINL CORP 3.5%

Value ($000) $19,808 Shares 394,195 Est. Cost $20.57 Unrealized +34.3%

— PENNYMAC FINL SVCS INC 3.2%

Value ($000) $18,018 Shares 1,012,272 Est. Cost $17.22 Unrealized —

— NATIONSTAR MTG HLDGS INC 3.0%

Value ($000) $17,103 Shares 921,005 Est. Cost $18.57 Unrealized —

CCS CENTURY CMNTYS INC 2.9%

Value ($000) $16,240 Shares 657,509 Est. Cost $24.19 Unrealized -6.0%

— INVESTMENT TECHNOLOGY GRP NE 2.8%

Value ($000) $15,722 Shares 710,109 Est. Cost $17.08 Unrealized —

SLM SLM CORP 2.6%

Value ($000) $14,679 Shares 1,279,802 Est. Cost $8.98 Unrealized +20.8%

OMF ONEMAIN HLDGS INC 2.5%

Value ($000) $14,353 Shares 509,167 Est. Cost $26.80 Unrealized 0.0%

— CARLYLE GROUP L P 2.5%

Value ($000) $13,954 Shares 591,265 Est. Cost $21.12 Unrealized —

NMIH NMI HLDGS INC 2.3%

Value ($000) $13,128 Shares 1,058,724 Est. Cost $11.11 Unrealized +4.3%

NTB BANK OF NT BUTTERFIELD&SON L 2.2%

Value ($000) $12,568 Shares 343,021 Est. Cost $16.16 Unrealized +43.0%

WTW WILLIS TOWERS WATSON PUB LTD 2.1%

Value ($000) $11,874 Shares 76,987 Est. Cost $132.86 Unrealized 0.0%

— VALIDUS HOLDINGS LTD 1.9%

Value ($000) $10,614 Shares 215,685 Est. Cost $51.97 Unrealized —

PAG PENSKE AUTOMOTIVE GRP INC 1.7%

Value ($000) $9,925 Shares 208,640 Est. Cost $43.19 Unrealized 0.0%

CME CME GROUP INC 1.4%

Value ($000) $7,932 Shares 58,464 Est. Cost $92.98 Unrealized 0.0%

AB ALLIANCEBERNSTEIN HOLDING LP 1.2%

Value ($000) $6,938 Shares 285,524 Est. Cost $24.30 Unrealized —

— PERFORMANT FINL CORP 1.2%

Value ($000) $6,754 Shares 3,711,081 Est. Cost $2.00 Unrealized —

EZPW EZCORP INC 1.1%

Value ($000) $6,437 Shares 677,587 Est. Cost $8.73 Unrealized 0.0%

GPI GROUP 1 AUTOMOTIVE INC 1.1%

Value ($000) $6,039 Shares 83,347 Est. Cost $61.46 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	OM ASSET MGMT PLC	2,085,955	$31,122	5.5%	$15.00	—	SHS	G67506108
—	SANTANDER CONSUMER USA HDG I	1,956,867	$30,077	5.3%	$12.76	—	COM	80283M101
VRTS	VIRTUS INVT PARTNERS INC	253,247	$29,389	5.2%	$85.20	+2.1%	COM	92828Q109
AGO	ASSURED GUARANTY LTD	765,002	$28,879	5.1%	$24.65	+50.5%	COM	G0585R106
FPH	FIVE POINT HOLDINGS LLC	2,027,300	$27,652	4.9%	$15.00	-5.8%	COM CL A	33833Q106
CXW	CORECIVIC INC	1,022,347	$27,368	4.8%	$15.42	+34.4%	COM	21871N101
—	TRITON INTL LTD	820,609	$27,310	4.8%	$33.41	—	CL A	G9078F107
—	DIEBOLD NXDF INC	1,175,300	$26,856	4.7%	$22.85	—	COM	253651103
JRVR	JAMES RIV GROUP LTD	645,175	$26,762	4.7%	$39.50	+1.0%	COM	G5005R107
GEO	GEO GROUP INC NEW	973,259	$26,181	4.6%	$17.53	+9.5%	COM	36162J106
ACIC	UNITED INS HLDGS CORP	1,453,904	$23,699	4.2%	$12.42	+1.3%	COM	910710102
BPOP	POPULAR INC	586,698	$21,086	3.7%	$31.83	0.0%	COM NEW	733174700
EIG	EMPLOYERS HOLDINGS INC	446,454	$20,291	3.6%	$26.86	+22.4%	COM	292218104
CNA	CNA FINL CORP	394,195	$19,808	3.5%	$20.57	+34.3%	COM	126117100
—	PENNYMAC FINL SVCS INC	1,012,272	$18,018	3.2%	$17.22	—	CL A	70932B101
—	NATIONSTAR MTG HLDGS INC	921,005	$17,103	3.0%	$18.57	—	COM	63861C109
CCS	CENTURY CMNTYS INC	657,509	$16,240	2.9%	$24.19	-6.0%	COM	156504300
—	INVESTMENT TECHNOLOGY GRP NE	710,109	$15,722	2.8%	$17.08	—	COM	46145F105
SLM	SLM CORP	1,279,802	$14,679	2.6%	$8.98	+20.8%	COM	78442P106
OMF	ONEMAIN HLDGS INC	509,167	$14,353	2.5%	$26.80	0.0%	COM	68268W103
—	CARLYLE GROUP L P	591,265	$13,954	2.5%	$21.12	—	COM UTS LTD PTN	14309L102
NMIH	NMI HLDGS INC	1,058,724	$13,128	2.3%	$11.11	+4.3%	CL A	629209305
NTB	BANK OF NT BUTTERFIELD&SON L	343,021	$12,568	2.2%	$16.16	+43.0%	SHS NEW	G0772R208
WTW	WILLIS TOWERS WATSON PUB LTD	76,987	$11,874	2.1%	$132.86	0.0%	SHS	G96629103
—	VALIDUS HOLDINGS LTD	215,685	$10,614	1.9%	$51.97	—	COM SHS	G9319H102
PAG	PENSKE AUTOMOTIVE GRP INC	208,640	$9,925	1.7%	$43.19	0.0%	COM	70959W103
CME	CME GROUP INC	58,464	$7,932	1.4%	$92.98	0.0%	COM CL A	12572Q105
AB	ALLIANCEBERNSTEIN HOLDING LP	285,524	$6,938	1.2%	$24.30	—	UNIT LTD PARTN	01881G106
—	PERFORMANT FINL CORP	3,711,081	$6,754	1.2%	$2.00	—	COM	71377E105
EZPW	EZCORP INC	677,587	$6,437	1.1%	$8.73	0.0%	CL A NON VTG	302301106
GPI	GROUP 1 AUTOMOTIVE INC	83,347	$6,039	1.1%	$61.46	0.0%	COM	398905109