Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $270,288 (100.0% shares, 0.0% debt)

Holdings (45)

OMF ONEMAIN HLDGS INC 6.8%
Value ($000) $18,476 Shares 591,228 Est. Cost $33.29 Unrealized -14.5%
COWEN INC 6.3%
Value ($000) $17,146 Shares 1,053,862 Est. Cost $14.74 Unrealized
PFSI PENNYMAC FINL SVCS INC NEW 5.6%
Value ($000) $15,146 Shares 260,603 Est. Cost $29.83 Unrealized +55.1%
AMERICAN CAMPUS CMNTYS INC 4.7%
Value ($000) $12,602 Shares 360,870 Est. Cost $34.92 Unrealized
OPLN KAR AUCTION SVCS INC 4.2%
Value ($000) $11,317 Shares 785,881 Est. Cost $14.78 Unrealized +5.7%
REALOGY HLDGS CORP 3.7%
Value ($000) $9,979 Shares 1,057,099 Est. Cost $7.41 Unrealized
PINNACLE FINL PARTNERS INC 3.6%
Value ($000) $9,762 Shares 274,291 Est. Cost $35.59 Unrealized
FLAGSTAR BANCORP INC 3.4%
Value ($000) $9,167 Shares 309,388 Est. Cost $29.45 Unrealized
CG CARLYLE GROUP INC 3.3%
Value ($000) $9,025 Shares 365,817 Est. Cost $23.39 Unrealized -3.5%
SBNY SIGNATURE BK NEW YORK N Y 3.3%
Value ($000) $8,867 Shares 106,842 Est. Cost $106.92 Unrealized
EVTC EVERTEC INC 3.2%
Value ($000) $8,773 Shares 252,752 Est. Cost $25.76 Unrealized +21.5%
FORTRESS TRANS INFRST INVS L 3.1%
Value ($000) $8,371 Shares 488,683 Est. Cost $14.90 Unrealized
FIBK FIRST INTST BANCSYSTEM INC 2.9%
Value ($000) $7,788 Shares 244,515 Est. Cost $22.79 Unrealized 0.0%
LYFT LYFT INC 2.7%
Value ($000) $7,227 Shares 262,328 Est. Cost $29.73 Unrealized 0.0%
RNR RENAISSANCERE HLDGS LTD 2.7%
Value ($000) $7,223 Shares 42,554 Est. Cost $164.13 Unrealized +7.8%
BPOP POPULAR INC 2.7%
Value ($000) $7,211 Shares 198,808 Est. Cost $31.61 Unrealized 0.0%
FOCUS FINL PARTNERS INC 2.6%
Value ($000) $7,083 Shares 216,015 Est. Cost $28.72 Unrealized
PJT PJT PARTNERS INC 2.6%
Value ($000) $7,014 Shares 115,730 Est. Cost $40.20 Unrealized +28.4%
WATFORD HLDGS LTD 2.6%
Value ($000) $6,960 Shares 303,416 Est. Cost $16.73 Unrealized
ESNT ESSENT GROUP LTD 2.6%
Value ($000) $6,955 Shares 187,918 Est. Cost $32.50 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 2.4%
Value ($000) $6,608 Shares 61,076 Est. Cost $102.46 Unrealized 0.0%
LPRO OPEN LENDING CORP 2.4%
Value ($000) $6,600 Shares 258,807 Est. Cost $11.33 Unrealized +71.8%
ARGO GROUP INTL HLDGS LTD 2.4%
Value ($000) $6,364 Shares 184,825 Est. Cost $34.43 Unrealized
ALLY ALLY FINL INC 2.3%
Value ($000) $6,091 Shares 242,946 Est. Cost $18.74 Unrealized 0.0%
ALEX ALEXANDER & BALDWIN INC NEW 2.3%
Value ($000) $6,087 Shares 543,030 Est. Cost $11.21 Unrealized
SOCIAL CAP HDOSPHIA HLDG CO 2.1%
Value ($000) $5,711 Shares 300,744 Est. Cost $18.99 Unrealized
ACGL ARCH CAP GROUP LTD 1.9%
Value ($000) $5,140 Shares 175,722 Est. Cost $28.99 Unrealized 0.0%
PAR PAR TECHNOLOGY CORP 1.8%
Value ($000) $4,815 Shares 118,868 Est. Cost $35.74 Unrealized 0.0%
AXS AXIS CAP HLDGS LTD 1.8%
Value ($000) $4,759 Shares 108,061 Est. Cost $32.94 Unrealized +14.1%
HRI HERC HLDGS INC 1.2%
Value ($000) $3,268 Shares 82,496 Est. Cost $34.60 Unrealized 0.0%
HOV HOVNANIAN ENTERPRISES INC 0.9%
Value ($000) $2,567 Shares 78,949 Est. Cost $27.64 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.9%
Value ($000) $2,467 Shares 66,941 Est. Cost $35.51 Unrealized 0.0%
ALTG ALTA EQUIPMENT GROUP INC 0.9%
Value ($000) $2,301 Shares 293,865 Est. Cost $8.01 Unrealized -7.8%
INSURANCE ACQUISITION CORP 0.8%
Value ($000) $2,149 Shares 181,970 Est. Cost $11.81 Unrealized
GS GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $1,504 Shares 7,482 Est. Cost $178.97 Unrealized 0.0%
WLFC WILLIS LEASE FINANCE CORP 0.4%
Value ($000) $1,161 Shares 62,929 Est. Cost $21.74 Unrealized 0.0%
ACIW ACI WORLDWIDE INC 0.4%
Value ($000) $1,115 Shares 42,654 Est. Cost $27.68 Unrealized 0.0%
TW TRADEWEB MKTS INC 0.3%
Value ($000) $927 Shares 15,989 Est. Cost $43.59 Unrealized +26.1%
DFIN DONNELLEY FINL SOLUTIONS INC 0.3%
Value ($000) $849 Shares 63,523 Est. Cost $7.20 Unrealized +43.9%
STEP STEPSTONE GROUP INC 0.3%
Value ($000) $762 Shares 28,619 Est. Cost $25.51 Unrealized 0.0%
AAMI BRIGHTSPHERE INVT GROUP INC 0.3%
Value ($000) $694 Shares 53,785 Est. Cost $13.05 Unrealized 0.0%
EVR EVERCORE INC 0.2%
Value ($000) $662 Shares 10,108 Est. Cost $54.53 Unrealized 0.0%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $615 Shares 3,123 Est. Cost $187.90 Unrealized 0.0%
IMPM IMPAC MTG HLDGS INC 0.2%
Value ($000) $518 Shares 407,532 Est. Cost $4.57 Unrealized -68.8%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $462 Shares 17,660 Est. Cost $21.42 Unrealized 0.0%