Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $334,670 (100.0% shares, 0.0% debt)

Holdings (40)

GOLD A-MARK PRECIOUS METALS INC 6.2%

Value ($000) $20,602 Shares 443,062 Est. Cost $17.55 Unrealized +27.2%

FNF FIDELITY NATIONAL FINANCIAL 5.2%

Value ($000) $17,416 Shares 400,732 Est. Cost $34.99 Unrealized 0.0%

UPBD RENT A CTR INC NEW 5.0%

Value ($000) $16,891 Shares 318,273 Est. Cost $52.84 Unrealized +9.9%

— SANTANDER CONSUMER USA HLDGS 4.7%

Value ($000) $15,563 Shares 428,500 Est. Cost $27.06 Unrealized —

EQH EQUITABLE HLDGS INC 4.2%

Value ($000) $14,065 Shares 461,904 Est. Cost $27.50 Unrealized +5.6%

CARG CARGURUS INC 4.1%

Value ($000) $13,858 Shares 528,325 Est. Cost $25.97 Unrealized 0.0%

— COWEN INC 3.9%

Value ($000) $13,006 Shares 316,842 Est. Cost $14.74 Unrealized —

SLM SLM CORP 3.8%

Value ($000) $12,606 Shares 601,990 Est. Cost $10.52 Unrealized +87.3%

MRSH MARSH & MCLENNAN COS INC 3.7%

Value ($000) $12,329 Shares 87,637 Est. Cost $125.21 Unrealized 0.0%

AFCG AFC GAMMA INC 3.7%

Value ($000) $12,225 Shares 591,990 Est. Cost $8.05 Unrealized +4.0%

OMF ONEMAIN HLDGS INC 3.5%

Value ($000) $11,795 Shares 196,879 Est. Cost $56.61 Unrealized 0.0%

HCI HCI GROUP INC 3.0%

Value ($000) $9,988 Shares 100,451 Est. Cost $70.23 Unrealized +15.5%

DFH DREAM FINDERS HOMES INC 2.6%

Value ($000) $8,660 Shares 354,486 Est. Cost $24.53 Unrealized +5.3%

AJG GALLAGHER ARTHUR J & CO 2.4%

Value ($000) $7,903 Shares 56,417 Est. Cost $118.74 Unrealized +13.4%

PAYO PAYONEER GLOBAL INC 2.4%

Value ($000) $7,894 Shares 761,189 Est. Cost $10.19 Unrealized 0.0%

RC READY CAPITAL CORP 2.4%

Value ($000) $7,882 Shares 496,662 Est. Cost $15.87 Unrealized —

VYX NCR CORP NEW 2.3%

Value ($000) $7,796 Shares 170,922 Est. Cost $22.93 Unrealized +20.7%

NTB BANK OF NT BUTTERFIELD&SON L 2.3%

Value ($000) $7,556 Shares 213,151 Est. Cost $24.50 Unrealized +22.7%

— CAI INTERNATIONAL INC 2.2%

Value ($000) $7,280 Shares 129,999 Est. Cost $32.38 Unrealized —

EVR EVERCORE INC 2.1%

Value ($000) $7,176 Shares 50,979 Est. Cost $114.57 Unrealized +11.7%

VRTS VIRTUS INVT PARTNERS INC 2.1%

Value ($000) $7,145 Shares 25,722 Est. Cost $203.82 Unrealized +11.2%

— REDFIN CORP 2.1%

Value ($000) $7,072 Shares 111,522 Est. Cost $63.41 Unrealized —

— ARGO GROUP INTL HLDGS LTD 2.0%

Value ($000) $6,691 Shares 129,086 Est. Cost $37.51 Unrealized —

CB CHUBB LIMITED 1.9%

Value ($000) $6,424 Shares 40,419 Est. Cost $155.25 Unrealized 0.0%

WLFC WILLIS LEASE FIN CORP 1.9%

Value ($000) $6,253 Shares 145,888 Est. Cost $28.36 Unrealized +54.4%

BPOP POPULAR INC 1.9%

Value ($000) $6,215 Shares 82,813 Est. Cost $32.10 Unrealized +108.3%

— BROADWAY FINL CORP DEL 1.8%

Value ($000) $6,090 Shares 2,264,125 Est. Cost $2.59 Unrealized —

PFBC PREFERRED BK LOS ANGELES CA 1.6%

Value ($000) $5,329 Shares 84,233 Est. Cost $49.82 Unrealized +33.5%

AFG AMERICAN FINL GROUP INC OHIO 1.6%

Value ($000) $5,320 Shares 42,657 Est. Cost $76.86 Unrealized 0.0%

— FORTRESS TRANS INFRST INVS L 1.5%

Value ($000) $5,017 Shares 149,537 Est. Cost $15.30 Unrealized —

— WATFORD HLDGS LTD 1.5%

Value ($000) $5,001 Shares 142,930 Est. Cost $16.73 Unrealized —

IMXI INTERNATIONAL MNY EXPRESS IN 1.5%

Value ($000) $4,998 Shares 336,541 Est. Cost $14.98 Unrealized 0.0%

BILL BILL COM HLDGS INC 1.4%

Value ($000) $4,847 Shares 26,459 Est. Cost $117.93 Unrealized +32.9%

PWP PERELLA WEINBERG PARTNERS 1.4%

Value ($000) $4,728 Shares 367,658 Est. Cost $10.61 Unrealized 0.0%

MKL MARKEL CORP 1.4%

Value ($000) $4,717 Shares 3,975 Est. Cost $1198.75 Unrealized 0.0%

BAP CREDICORP LTD 1.3%

Value ($000) $4,268 Shares 35,241 Est. Cost $119.99 Unrealized 0.0%

— LORDSTOWN MOTORS CORP 1.2%

Value ($000) $3,996 Shares 361,264 Est. Cost $11.06 Unrealized —

BWIN BRP GROUP INC 1.2%

Value ($000) $3,899 Shares 146,317 Est. Cost $27.12 Unrealized 0.0%

— WILLIAM PENN BANCORPORATION 1.1%

Value ($000) $3,828 Shares 321,673 Est. Cost $11.59 Unrealized —

— PERELLA WEINBERG PARTNERS 0.1%

Value ($000) $341 Shares 122,552 Est. Cost $2.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOLD	A-MARK PRECIOUS METALS INC	443,062	$20,602	6.2%	$17.55	+27.2%	COM	00181T107
FNF	FIDELITY NATIONAL FINANCIAL	400,732	$17,416	5.2%	$34.99	0.0%	FNF GROUP COM	31620R303
UPBD	RENT A CTR INC NEW	318,273	$16,891	5.0%	$52.84	+9.9%	COM	76009N100
—	SANTANDER CONSUMER USA HLDGS	428,500	$15,563	4.7%	$27.06	—	COM	80283M101
EQH	EQUITABLE HLDGS INC	461,904	$14,065	4.2%	$27.50	+5.6%	COM	29452E101
CARG	CARGURUS INC	528,325	$13,858	4.1%	$25.97	0.0%	COM CL A	141788109
—	COWEN INC	316,842	$13,006	3.9%	$14.74	—	CL A NEW	223622606
SLM	SLM CORP	601,990	$12,606	3.8%	$10.52	+87.3%	COM	78442P106
MRSH	MARSH & MCLENNAN COS INC	87,637	$12,329	3.7%	$125.21	0.0%	COM	571748102
AFCG	AFC GAMMA INC	591,990	$12,225	3.7%	$8.05	+4.0%	COM	00109K105
OMF	ONEMAIN HLDGS INC	196,879	$11,795	3.5%	$56.61	0.0%	COM	68268W103
HCI	HCI GROUP INC	100,451	$9,988	3.0%	$70.23	+15.5%	COM	40416E103
DFH	DREAM FINDERS HOMES INC	354,486	$8,660	2.6%	$24.53	+5.3%	COM CL A	26154D100
AJG	GALLAGHER ARTHUR J & CO	56,417	$7,903	2.4%	$118.74	+13.4%	COM	363576109
PAYO	PAYONEER GLOBAL INC	761,189	$7,894	2.4%	$10.19	0.0%	COM	70451X104
RC	READY CAPITAL CORP	496,662	$7,882	2.4%	$15.87	—	COM	75574U101
VYX	NCR CORP NEW	170,922	$7,796	2.3%	$22.93	+20.7%	COM	62886E108
NTB	BANK OF NT BUTTERFIELD&SON L	213,151	$7,556	2.3%	$24.50	+22.7%	SHS NEW	G0772R208
—	CAI INTERNATIONAL INC	129,999	$7,280	2.2%	$32.38	—	COM	12477X106
EVR	EVERCORE INC	50,979	$7,176	2.1%	$114.57	+11.7%	CLASS A	29977A105
VRTS	VIRTUS INVT PARTNERS INC	25,722	$7,145	2.1%	$203.82	+11.2%	COM	92828Q109
—	REDFIN CORP	111,522	$7,072	2.1%	$63.41	—	COM	75737F108
—	ARGO GROUP INTL HLDGS LTD	129,086	$6,691	2.0%	$37.51	—	COM	G0464B107
CB	CHUBB LIMITED	40,419	$6,424	1.9%	$155.25	0.0%	COM	H1467J104
WLFC	WILLIS LEASE FIN CORP	145,888	$6,253	1.9%	$28.36	+54.4%	COM	970646105
BPOP	POPULAR INC	82,813	$6,215	1.9%	$32.10	+108.3%	COM NEW	733174700
—	BROADWAY FINL CORP DEL	2,264,125	$6,090	1.8%	$2.59	—	COM	111444105
PFBC	PREFERRED BK LOS ANGELES CA	84,233	$5,329	1.6%	$49.82	+33.5%	COM NEW	740367404
AFG	AMERICAN FINL GROUP INC OHIO	42,657	$5,320	1.6%	$76.86	0.0%	COM	025932104
—	FORTRESS TRANS INFRST INVS L	149,537	$5,017	1.5%	$15.30	—	COM REP LTD LIAB	34960P101
—	WATFORD HLDGS LTD	142,930	$5,001	1.5%	$16.73	—	SHS	G94787101
IMXI	INTERNATIONAL MNY EXPRESS IN	336,541	$4,998	1.5%	$14.98	0.0%	COM	46005L101
BILL	BILL COM HLDGS INC	26,459	$4,847	1.4%	$117.93	+32.9%	COM	090043100
PWP	PERELLA WEINBERG PARTNERS	367,658	$4,728	1.4%	$10.61	0.0%	CLASS A COM	71367G102
MKL	MARKEL CORP	3,975	$4,717	1.4%	$1198.75	0.0%	COM	570535104
BAP	CREDICORP LTD	35,241	$4,268	1.3%	$119.99	0.0%	COM	G2519Y108
—	LORDSTOWN MOTORS CORP	361,264	$3,996	1.2%	$11.06	—	COM CL A	54405Q100
BWIN	BRP GROUP INC	146,317	$3,899	1.2%	$27.12	0.0%	COM CL A	05589G102
—	WILLIAM PENN BANCORPORATION	321,673	$3,828	1.1%	$11.59	—	COM	96927A105
—	PERELLA WEINBERG PARTNERS	122,552	$341	0.1%	$2.78	—	*W EXP 12/31/202	71367G110