Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $616,690 (100.0% shares, 0.0% debt)

Holdings (40)

AGO ASSURED GUARANTY LTD 6.0%

Value ($000) $36,978 Shares 1,034,933 Est. Cost $26.50 Unrealized +20.4%

— INVESTMENT TECHNOLOGY GRP NE 4.8%

Value ($000) $29,432 Shares 1,406,868 Est. Cost $18.20 Unrealized —

CXW CORECIVIC INC 4.2%

Value ($000) $26,082 Shares 1,091,763 Est. Cost $16.04 Unrealized +8.6%

— BRIGHTSPHERE INVESTMNT GRP P 4.2%

Value ($000) $26,045 Shares 1,826,427 Est. Cost $15.58 Unrealized —

— CURO GROUP HLDGS CORP 4.0%

Value ($000) $24,921 Shares 998,841 Est. Cost $14.08 Unrealized —

GPI GROUP 1 AUTOMOTIVE INC 3.9%

Value ($000) $24,211 Shares 384,304 Est. Cost $68.15 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 3.9%

Value ($000) $24,209 Shares 456,593 Est. Cost $49.00 Unrealized -9.6%

— SANTANDER CONSUMER USA HDG I 3.5%

Value ($000) $21,759 Shares 1,139,805 Est. Cost $12.76 Unrealized —

— TRITON INTL LTD 3.5%

Value ($000) $21,295 Shares 694,564 Est. Cost $32.21 Unrealized —

BPOP POPULAR INC 3.3%

Value ($000) $20,537 Shares 454,248 Est. Cost $30.33 Unrealized +21.0%

— GREENSKY INC 3.0%

Value ($000) $18,278 Shares 864,225 Est. Cost $21.15 Unrealized —

— AXA EQUITABLE HLDGS INC 2.9%

Value ($000) $17,970 Shares 871,913 Est. Cost $20.61 Unrealized —

CCS CENTURY CMNTYS INC 2.8%

Value ($000) $17,543 Shares 556,046 Est. Cost $27.38 Unrealized +5.0%

VOYA VOYA FINL INC 2.8%

Value ($000) $17,208 Shares 366,128 Est. Cost $46.39 Unrealized +0.2%

ARCC ARES CAP CORP 2.6%

Value ($000) $15,923 Shares 967,983 Est. Cost $7.53 Unrealized +5.4%

VRTS VIRTUS INVT PARTNERS INC 2.5%

Value ($000) $15,344 Shares 119,918 Est. Cost $85.20 Unrealized +14.6%

EIG EMPLOYERS HOLDINGS INC 2.5%

Value ($000) $15,301 Shares 380,625 Est. Cost $28.63 Unrealized +11.1%

— BGC PARTNERS INC 2.5%

Value ($000) $15,246 Shares 1,346,833 Est. Cost $12.57 Unrealized —

CASH META FINL GROUP INC 2.4%

Value ($000) $14,818 Shares 152,132 Est. Cost $34.70 Unrealized +0.6%

— THOMSON REUTERS CORP 2.3%

Value ($000) $14,373 Shares 356,463 Est. Cost $40.32 Unrealized —

OMF ONEMAIN HLDGS INC 2.3%

Value ($000) $14,300 Shares 429,562 Est. Cost $32.35 Unrealized 0.0%

PAG PENSKE AUTOMOTIVE GRP INC 2.3%

Value ($000) $13,932 Shares 297,384 Est. Cost $47.95 Unrealized -1.7%

— COWEN INC 2.2%

Value ($000) $13,678 Shares 987,617 Est. Cost $13.37 Unrealized —

JRVR JAMES RIV GROUP LTD 2.1%

Value ($000) $12,759 Shares 324,739 Est. Cost $39.50 Unrealized -4.5%

ACIC UNITED INS HLDGS CORP 2.0%

Value ($000) $12,469 Shares 636,806 Est. Cost $12.73 Unrealized +24.4%

— CARLYLE GROUP L P 2.0%

Value ($000) $12,447 Shares 584,372 Est. Cost $21.43 Unrealized —

— ENVESTNET INC 1.7%

Value ($000) $10,632 Shares 193,482 Est. Cost $54.95 Unrealized —

RNR RENAISSANCERE HOLDINGS LTD 1.7%

Value ($000) $10,586 Shares 87,984 Est. Cost $133.47 Unrealized -3.2%

AXS AXIS CAPITAL HOLDINGS LTD 1.7%

Value ($000) $10,547 Shares 189,622 Est. Cost $41.24 Unrealized +11.6%

— E TRADE FINANCIAL CORP 1.7%

Value ($000) $10,541 Shares 172,359 Est. Cost $61.16 Unrealized —

PGR PROGRESSIVE CORP OHIO 1.7%

Value ($000) $10,417 Shares 176,113 Est. Cost $48.29 Unrealized 0.0%

WT WISDOMTREE INVTS INC 1.6%

Value ($000) $10,018 Shares 1,103,359 Est. Cost $10.44 Unrealized 0.0%

— BLACKSTONE GROUP L P 1.5%

Value ($000) $9,194 Shares 285,784 Est. Cost $32.17 Unrealized —

— TRIANGLE CAP CORP 1.3%

Value ($000) $7,741 Shares 673,091 Est. Cost $11.16 Unrealized —

LGIH LGI HOMES INC 1.2%

Value ($000) $7,402 Shares 128,224 Est. Cost $64.47 Unrealized 0.0%

IIPR INNOVATIVE INDL PPTYS INC 1.2%

Value ($000) $7,259 Shares 198,217 Est. Cost $26.75 Unrealized —

— BLACKROCK INC 1.1%

Value ($000) $6,991 Shares 14,009 Est. Cost $499.04 Unrealized —

AB ALLIANCEBERNSTEIN HOLDING LP 1.1%

Value ($000) $6,961 Shares 243,830 Est. Cost $24.53 Unrealized —

CME CME GROUP INC 1.1%

Value ($000) $6,828 Shares 41,657 Est. Cost $97.57 Unrealized +27.9%

— PERFORMANT FINL CORP 0.7%

Value ($000) $4,515 Shares 2,099,957 Est. Cost $2.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGO	ASSURED GUARANTY LTD	1,034,933	$36,978	6.0%	$26.50	+20.4%	COM	G0585R106
—	INVESTMENT TECHNOLOGY GRP NE	1,406,868	$29,432	4.8%	$18.20	—	COM	46145F105
CXW	CORECIVIC INC	1,091,763	$26,082	4.2%	$16.04	+8.6%	COM	21871N101
—	BRIGHTSPHERE INVESTMNT GRP P	1,826,427	$26,045	4.2%	$15.58	—	SHS	G1644T109
—	CURO GROUP HLDGS CORP	998,841	$24,921	4.0%	$14.08	—	COM	23131L107
GPI	GROUP 1 AUTOMOTIVE INC	384,304	$24,211	3.9%	$68.15	0.0%	COM	398905109
AIG	AMERICAN INTL GROUP INC	456,593	$24,209	3.9%	$49.00	-9.6%	COM NEW	026874784
—	SANTANDER CONSUMER USA HDG I	1,139,805	$21,759	3.5%	$12.76	—	COM	80283M101
—	TRITON INTL LTD	694,564	$21,295	3.5%	$32.21	—	CL A	G9078F107
BPOP	POPULAR INC	454,248	$20,537	3.3%	$30.33	+21.0%	COM NEW	733174700
—	GREENSKY INC	864,225	$18,278	3.0%	$21.15	—	CL A	39572G100
—	AXA EQUITABLE HLDGS INC	871,913	$17,970	2.9%	$20.61	—	COM	054561105
CCS	CENTURY CMNTYS INC	556,046	$17,543	2.8%	$27.38	+5.0%	COM	156504300
VOYA	VOYA FINL INC	366,128	$17,208	2.8%	$46.39	+0.2%	COM	929089100
ARCC	ARES CAP CORP	967,983	$15,923	2.6%	$7.53	+5.4%	COM	04010L103
VRTS	VIRTUS INVT PARTNERS INC	119,918	$15,344	2.5%	$85.20	+14.6%	COM	92828Q109
EIG	EMPLOYERS HOLDINGS INC	380,625	$15,301	2.5%	$28.63	+11.1%	COM	292218104
—	BGC PARTNERS INC	1,346,833	$15,246	2.5%	$12.57	—	CL A	05541T101
CASH	META FINL GROUP INC	152,132	$14,818	2.4%	$34.70	+0.6%	COM	59100U108
—	THOMSON REUTERS CORP	356,463	$14,373	2.3%	$40.32	—	COM	884903105
OMF	ONEMAIN HLDGS INC	429,562	$14,300	2.3%	$32.35	0.0%	COM	68268W103
PAG	PENSKE AUTOMOTIVE GRP INC	297,384	$13,932	2.3%	$47.95	-1.7%	COM	70959W103
—	COWEN INC	987,617	$13,678	2.2%	$13.37	—	CL A NEW	223622606
JRVR	JAMES RIV GROUP LTD	324,739	$12,759	2.1%	$39.50	-4.5%	COM	G5005R107
ACIC	UNITED INS HLDGS CORP	636,806	$12,469	2.0%	$12.73	+24.4%	COM	910710102
—	CARLYLE GROUP L P	584,372	$12,447	2.0%	$21.43	—	COM UTS LTD PTN	14309L102
—	ENVESTNET INC	193,482	$10,632	1.7%	$54.95	—	COM	29404K106
RNR	RENAISSANCERE HOLDINGS LTD	87,984	$10,586	1.7%	$133.47	-3.2%	COM	G7496G103
AXS	AXIS CAPITAL HOLDINGS LTD	189,622	$10,547	1.7%	$41.24	+11.6%	SHS	G0692U109
—	E TRADE FINANCIAL CORP	172,359	$10,541	1.7%	$61.16	—	COM NEW	269246401
PGR	PROGRESSIVE CORP OHIO	176,113	$10,417	1.7%	$48.29	0.0%	COM	743315103
WT	WISDOMTREE INVTS INC	1,103,359	$10,018	1.6%	$10.44	0.0%	COM	97717P104
—	BLACKSTONE GROUP L P	285,784	$9,194	1.5%	$32.17	—	COM UNIT LTD	09253U108
—	TRIANGLE CAP CORP	673,091	$7,741	1.3%	$11.16	—	COM	895848109
LGIH	LGI HOMES INC	128,224	$7,402	1.2%	$64.47	0.0%	COM	50187T106
IIPR	INNOVATIVE INDL PPTYS INC	198,217	$7,259	1.2%	$26.75	—	COM	45781V101
—	BLACKROCK INC	14,009	$6,991	1.1%	$499.04	—	COM	09247X101
AB	ALLIANCEBERNSTEIN HOLDING LP	243,830	$6,961	1.1%	$24.53	—	UNIT LTD PARTN	01881G106
CME	CME GROUP INC	41,657	$6,828	1.1%	$97.57	+27.9%	COM CL A	12572Q105
—	PERFORMANT FINL CORP	2,099,957	$4,515	0.7%	$2.00	—	COM	71377E105