Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $569,477 (100.0% shares, 0.0% debt)

Holdings (43)

LYFT LYFT INC 10.5%

Value ($000) $60,026 Shares 913,497 Est. Cost $78.29 Unrealized -23.2%

OMF ONEMAIN HLDGS INC 7.0%

Value ($000) $39,981 Shares 1,182,516 Est. Cost $32.89 Unrealized -0.8%

AGO ASSURED GUARANTY LTD 4.7%

Value ($000) $26,647 Shares 633,240 Est. Cost $27.36 Unrealized +43.6%

— COWEN INC 4.4%

Value ($000) $24,848 Shares 1,445,494 Est. Cost $14.76 Unrealized —

— CUBIC CORP 3.4%

Value ($000) $19,232 Shares 298,269 Est. Cost $61.25 Unrealized —

SAH SONIC AUTOMOTIVE INC 3.2%

Value ($000) $18,149 Shares 777,275 Est. Cost $19.26 Unrealized 0.0%

SF STIFEL FINL CORP 3.1%

Value ($000) $17,608 Shares 298,137 Est. Cost $28.01 Unrealized +22.7%

— ALLEGHANY CORP DEL 3.0%

Value ($000) $17,018 Shares 24,986 Est. Cost $681.10 Unrealized —

— FS KKR CAPITAL CORP 2.9%

Value ($000) $16,435 Shares 2,757,500 Est. Cost $5.46 Unrealized —

HTH HILLTOP HOLDINGS INC 2.9%

Value ($000) $16,356 Shares 768,956 Est. Cost $20.16 Unrealized 0.0%

— NATIONAL GEN HLDGS CORP 2.8%

Value ($000) $15,961 Shares 695,775 Est. Cost $23.82 Unrealized —

UPBD RENT A CTR INC NEW 2.7%

Value ($000) $15,470 Shares 580,909 Est. Cost $23.76 Unrealized 0.0%

— TCF FINL CORP 2.7%

Value ($000) $15,273 Shares 734,639 Est. Cost $20.69 Unrealized —

MTG MGIC INVT CORP WIS 2.5%

Value ($000) $14,224 Shares 1,082,480 Est. Cost $13.38 Unrealized +3.9%

— PINNACLE FINL PARTNERS INC 2.3%

Value ($000) $13,299 Shares 231,372 Est. Cost $54.97 Unrealized —

MCY MERCURY GENL CORP NEW 2.3%

Value ($000) $13,156 Shares 210,497 Est. Cost $55.82 Unrealized 0.0%

RJF RAYMOND JAMES FINANCIAL INC 2.3%

Value ($000) $13,088 Shares 154,799 Est. Cost $47.62 Unrealized +7.9%

AXS AXIS CAPITAL HOLDINGS LTD 2.2%

Value ($000) $12,608 Shares 211,364 Est. Cost $42.94 Unrealized +12.3%

— CARLYLE GROUP L P 2.2%

Value ($000) $12,271 Shares 542,703 Est. Cost $20.59 Unrealized —

ACIC UNITED INS HLDGS CORP 2.1%

Value ($000) $11,955 Shares 838,386 Est. Cost $12.88 Unrealized -6.1%

— AXA EQUITABLE HLDGS INC 1.9%

Value ($000) $11,073 Shares 529,800 Est. Cost $20.44 Unrealized —

— BGC PARTNERS INC 1.9%

Value ($000) $11,049 Shares 2,112,604 Est. Cost $5.23 Unrealized —

CARS CARS COM INC 1.8%

Value ($000) $10,219 Shares 518,219 Est. Cost $21.38 Unrealized 0.0%

MCHB HOMESTREET INC 1.8%

Value ($000) $10,127 Shares 341,662 Est. Cost $28.75 Unrealized 0.0%

— SANTANDER CONSUMER USA HDG I 1.7%

Value ($000) $9,511 Shares 396,945 Est. Cost $13.46 Unrealized —

EVR EVERCORE INC 1.7%

Value ($000) $9,483 Shares 107,066 Est. Cost $76.73 Unrealized 0.0%

ARCC ARES CAP CORP 1.6%

Value ($000) $9,365 Shares 522,034 Est. Cost $7.62 Unrealized +23.2%

— REDFIN CORP 1.6%

Value ($000) $9,242 Shares 514,007 Est. Cost $17.98 Unrealized —

— CHEMICAL FINL CORP 1.4%

Value ($000) $8,255 Shares 200,813 Est. Cost $41.14 Unrealized —

CXW CORECIVIC INC 1.4%

Value ($000) $8,109 Shares 390,622 Est. Cost $19.29 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 1.4%

Value ($000) $7,811 Shares 63,666 Est. Cost $95.00 Unrealized +8.7%

— LYON WILLIAM HOMES 1.4%

Value ($000) $7,704 Shares 422,607 Est. Cost $18.23 Unrealized —

PJT PJT PARTNERS INC 1.3%

Value ($000) $7,655 Shares 188,917 Est. Cost $37.25 Unrealized 0.0%

MC MOELIS & CO 1.3%

Value ($000) $7,544 Shares 215,864 Est. Cost $22.98 Unrealized 0.0%

HRI HERC HLDGS INC 1.3%

Value ($000) $7,232 Shares 157,807 Est. Cost $38.34 Unrealized 0.0%

— EATON VANCE CORP 1.1%

Value ($000) $6,446 Shares 149,451 Est. Cost $43.13 Unrealized —

SEIC SEI INVESTMENTS CO 1.1%

Value ($000) $6,442 Shares 114,824 Est. Cost $49.33 Unrealized 0.0%

V VISA INC 1.1%

Value ($000) $6,351 Shares 36,596 Est. Cost $137.38 Unrealized +13.8%

TW TRADEWEB MKTS INC 1.1%

Value ($000) $6,306 Shares 143,931 Est. Cost $41.74 Unrealized 0.0%

— FOCUS FINL PARTNERS INC 1.1%

Value ($000) $6,156 Shares 225,407 Est. Cost $27.31 Unrealized —

KMPR KEMPER CORP DEL 1.1%

Value ($000) $6,013 Shares 69,678 Est. Cost $85.42 Unrealized 0.0%

AB ALLIANCEBERNSTEIN HOLDING LP 0.7%

Value ($000) $3,724 Shares 125,306 Est. Cost $28.89 Unrealized —

FBP FIRST BANCORP P R 0.0%

Value ($000) $55 Shares 5,000 Est. Cost $7.30 Unrealized +21.1%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LYFT	LYFT INC	913,497	$60,026	10.5%	$78.29	-23.2%	CL A COM	55087P104
OMF	ONEMAIN HLDGS INC	1,182,516	$39,981	7.0%	$32.89	-0.8%	COM	68268W103
AGO	ASSURED GUARANTY LTD	633,240	$26,647	4.7%	$27.36	+43.6%	COM	G0585R106
—	COWEN INC	1,445,494	$24,848	4.4%	$14.76	—	CL A NEW	223622606
—	CUBIC CORP	298,269	$19,232	3.4%	$61.25	—	COM	229669106
SAH	SONIC AUTOMOTIVE INC	777,275	$18,149	3.2%	$19.26	0.0%	CL A	83545G102
SF	STIFEL FINL CORP	298,137	$17,608	3.1%	$28.01	+22.7%	COM	860630102
—	ALLEGHANY CORP DEL	24,986	$17,018	3.0%	$681.10	—	COM	017175100
—	FS KKR CAPITAL CORP	2,757,500	$16,435	2.9%	$5.46	—	COM	302635107
HTH	HILLTOP HOLDINGS INC	768,956	$16,356	2.9%	$20.16	0.0%	COM	432748101
—	NATIONAL GEN HLDGS CORP	695,775	$15,961	2.8%	$23.82	—	COM	636220303
UPBD	RENT A CTR INC NEW	580,909	$15,470	2.7%	$23.76	0.0%	COM	76009N100
—	TCF FINL CORP	734,639	$15,273	2.7%	$20.69	—	COM	872275102
MTG	MGIC INVT CORP WIS	1,082,480	$14,224	2.5%	$13.38	+3.9%	COM	552848103
—	PINNACLE FINL PARTNERS INC	231,372	$13,299	2.3%	$54.97	—	COM	72346Q104
MCY	MERCURY GENL CORP NEW	210,497	$13,156	2.3%	$55.82	0.0%	COM	589400100
RJF	RAYMOND JAMES FINANCIAL INC	154,799	$13,088	2.3%	$47.62	+7.9%	COM	754730109
AXS	AXIS CAPITAL HOLDINGS LTD	211,364	$12,608	2.2%	$42.94	+12.3%	SHS	G0692U109
—	CARLYLE GROUP L P	542,703	$12,271	2.2%	$20.59	—	COM UTS LTD PTN	14309L102
ACIC	UNITED INS HLDGS CORP	838,386	$11,955	2.1%	$12.88	-6.1%	COM	910710102
—	AXA EQUITABLE HLDGS INC	529,800	$11,073	1.9%	$20.44	—	COM	054561105
—	BGC PARTNERS INC	2,112,604	$11,049	1.9%	$5.23	—	CL A	05541T101
CARS	CARS COM INC	518,219	$10,219	1.8%	$21.38	0.0%	COM	14575E105
MCHB	HOMESTREET INC	341,662	$10,127	1.8%	$28.75	0.0%	COM	43785V102
—	SANTANDER CONSUMER USA HDG I	396,945	$9,511	1.7%	$13.46	—	COM	80283M101
EVR	EVERCORE INC	107,066	$9,483	1.7%	$76.73	0.0%	CLASS A	29977A105
ARCC	ARES CAP CORP	522,034	$9,365	1.6%	$7.62	+23.2%	COM	04010L103
—	REDFIN CORP	514,007	$9,242	1.6%	$17.98	—	COM	75737F108
—	CHEMICAL FINL CORP	200,813	$8,255	1.4%	$41.14	—	COM	163731102
CXW	CORECIVIC INC	390,622	$8,109	1.4%	$19.29	0.0%	COM	21871N101
FIS	FIDELITY NATL INFORMATION SV	63,666	$7,811	1.4%	$95.00	+8.7%	COM	31620M106
—	LYON WILLIAM HOMES	422,607	$7,704	1.4%	$18.23	—	CL A NEW	552074700
PJT	PJT PARTNERS INC	188,917	$7,655	1.3%	$37.25	0.0%	COM CL A	69343T107
MC	MOELIS & CO	215,864	$7,544	1.3%	$22.98	0.0%	CL A	60786M105
HRI	HERC HLDGS INC	157,807	$7,232	1.3%	$38.34	0.0%	COM	42704L104
—	EATON VANCE CORP	149,451	$6,446	1.1%	$43.13	—	COM NON VTG	278265103
SEIC	SEI INVESTMENTS CO	114,824	$6,442	1.1%	$49.33	0.0%	COM	784117103
V	VISA INC	36,596	$6,351	1.1%	$137.38	+13.8%	COM CL A	92826C839
TW	TRADEWEB MKTS INC	143,931	$6,306	1.1%	$41.74	0.0%	CL A	892672106
—	FOCUS FINL PARTNERS INC	225,407	$6,156	1.1%	$27.31	—	COM CL A	34417P100
KMPR	KEMPER CORP DEL	69,678	$6,013	1.1%	$85.42	0.0%	COM	488401100
AB	ALLIANCEBERNSTEIN HOLDING LP	125,306	$3,724	0.7%	$28.89	—	UNIT LTD PARTN	01881G106
FBP	FIRST BANCORP P R	5,000	$55	0.0%	$7.30	+21.1%	COM NEW	318672706