Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $314,385 (100.0% shares, 0.0% debt)

Holdings (33)

GOLD A-MARK PRECIOUS METALS INC 8.5%

Value ($000) $26,702 Shares 444,878 Est. Cost $17.55 Unrealized +44.1%

GT GOODYEAR TIRE & RUBR CO 7.2%

Value ($000) $22,785 Shares 1,287,290 Est. Cost $16.23 Unrealized 0.0%

UPBD RENT A CTR INC NEW 6.5%

Value ($000) $20,325 Shares 361,591 Est. Cost $53.56 Unrealized +9.9%

FNF FIDELITY NATIONAL FINANCIAL 6.5%

Value ($000) $20,286 Shares 447,418 Est. Cost $35.08 Unrealized +2.1%

GM GENERAL MTRS CO 6.1%

Value ($000) $19,203 Shares 364,312 Est. Cost $51.28 Unrealized 0.0%

EQH EQUITABLE HLDGS INC 6.0%

Value ($000) $18,828 Shares 635,235 Est. Cost $27.40 Unrealized -0.9%

GCMG GCM GROSVENOR INC 5.0%

Value ($000) $15,795 Shares 1,371,091 Est. Cost $8.90 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 4.7%

Value ($000) $14,916 Shares 100,341 Est. Cost $126.65 Unrealized +8.0%

AFCG AFC GAMMA INC 4.0%

Value ($000) $12,717 Shares 589,296 Est. Cost $8.05 Unrealized -0.8%

— COWEN INC 3.9%

Value ($000) $12,284 Shares 358,023 Est. Cost $16.99 Unrealized —

— BRIDGE INVT GROUP HLDGS INC 3.5%

Value ($000) $11,123 Shares 629,505 Est. Cost $17.67 Unrealized —

BYRN BYRNA TECHNOLOGIES INC 3.4%

Value ($000) $10,659 Shares 487,623 Est. Cost $24.75 Unrealized 0.0%

BAP CREDICORP LTD 3.3%

Value ($000) $10,506 Shares 94,702 Est. Cost $107.52 Unrealized -6.9%

BWIN BRP GROUP INC 3.3%

Value ($000) $10,292 Shares 309,163 Est. Cost $29.33 Unrealized +6.8%

— ARGO GROUP INTL HLDGS LTD 2.6%

Value ($000) $8,137 Shares 155,816 Est. Cost $40.03 Unrealized —

NTB BANK OF NT BUTTERFIELD&SON L 2.4%

Value ($000) $7,461 Shares 210,101 Est. Cost $24.50 Unrealized +10.5%

— CAI INTERNATIONAL INC 2.3%

Value ($000) $7,268 Shares 129,999 Est. Cost $32.38 Unrealized —

VRTS VIRTUS INVT PARTNERS INC 2.3%

Value ($000) $7,200 Shares 23,202 Est. Cost $203.82 Unrealized +22.4%

PWP PERELLA WEINBERG PARTNERS 2.2%

Value ($000) $6,971 Shares 526,122 Est. Cost $11.03 Unrealized +8.8%

LNC LINCOLN NATL CORP IND 2.2%

Value ($000) $6,862 Shares 99,816 Est. Cost $51.70 Unrealized 0.0%

AFG AMERICAN FINL GROUP INC OHIO 2.1%

Value ($000) $6,755 Shares 53,685 Est. Cost $79.17 Unrealized +11.3%

PRA PROASSURANCE CORP 2.0%

Value ($000) $6,341 Shares 266,634 Est. Cost $23.04 Unrealized 0.0%

— BROADWAY FINL CORP DEL 2.0%

Value ($000) $6,196 Shares 1,866,296 Est. Cost $2.59 Unrealized —

WTW WILLIS TOWERS WATSON PLC LTD 1.4%

Value ($000) $4,463 Shares 19,200 Est. Cost $209.64 Unrealized 0.0%

— WILLIAM PENN BANCORPORATION 1.2%

Value ($000) $3,928 Shares 321,673 Est. Cost $11.59 Unrealized —

BILL BILL COM HLDGS INC 1.2%

Value ($000) $3,912 Shares 14,654 Est. Cost $117.93 Unrealized +95.6%

SLM SLM CORP 1.2%

Value ($000) $3,675 Shares 208,786 Est. Cost $10.52 Unrealized +78.5%

— FORTRESS TRANS INFRST INVS L 1.2%

Value ($000) $3,666 Shares 144,430 Est. Cost $15.30 Unrealized —

— DOMA HOLDINGS INC 0.9%

Value ($000) $2,680 Shares 362,157 Est. Cost $7.40 Unrealized —

— GRINDROD SHIPPING HOLDINGS L 0.3%

Value ($000) $1,091 Shares 70,781 Est. Cost $15.41 Unrealized —

IFS INTERCORP FINL SVCS INC 0.2%

Value ($000) $718 Shares 32,138 Est. Cost $21.80 Unrealized 0.0%

— PERELLA WEINBERG PARTNERS 0.1%

Value ($000) $387 Shares 122,552 Est. Cost $2.78 Unrealized —

— KATAPULT HOLDINGS INC 0.1%

Value ($000) $253 Shares 46,534 Est. Cost $5.44 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOLD	A-MARK PRECIOUS METALS INC	444,878	$26,702	8.5%	$17.55	+44.1%	COM	00181T107
GT	GOODYEAR TIRE & RUBR CO	1,287,290	$22,785	7.2%	$16.23	0.0%	COM	382550101
UPBD	RENT A CTR INC NEW	361,591	$20,325	6.5%	$53.56	+9.9%	COM	76009N100
FNF	FIDELITY NATIONAL FINANCIAL	447,418	$20,286	6.5%	$35.08	+2.1%	FNF GROUP COM	31620R303
GM	GENERAL MTRS CO	364,312	$19,203	6.1%	$51.28	0.0%	COM	37045V100
EQH	EQUITABLE HLDGS INC	635,235	$18,828	6.0%	$27.40	-0.9%	COM	29452E101
GCMG	GCM GROSVENOR INC	1,371,091	$15,795	5.0%	$8.90	0.0%	COM CL A	36831E108
AJG	GALLAGHER ARTHUR J & CO	100,341	$14,916	4.7%	$126.65	+8.0%	COM	363576109
AFCG	AFC GAMMA INC	589,296	$12,717	4.0%	$8.05	-0.8%	COM	00109K105
—	COWEN INC	358,023	$12,284	3.9%	$16.99	—	CL A NEW	223622606
—	BRIDGE INVT GROUP HLDGS INC	629,505	$11,123	3.5%	$17.67	—	COM CL A	10806B100
BYRN	BYRNA TECHNOLOGIES INC	487,623	$10,659	3.4%	$24.75	0.0%	COM NEW	12448X201
BAP	CREDICORP LTD	94,702	$10,506	3.3%	$107.52	-6.9%	COM	G2519Y108
BWIN	BRP GROUP INC	309,163	$10,292	3.3%	$29.33	+6.8%	COM CL A	05589G102
—	ARGO GROUP INTL HLDGS LTD	155,816	$8,137	2.6%	$40.03	—	COM	G0464B107
NTB	BANK OF NT BUTTERFIELD&SON L	210,101	$7,461	2.4%	$24.50	+10.5%	SHS NEW	G0772R208
—	CAI INTERNATIONAL INC	129,999	$7,268	2.3%	$32.38	—	COM	12477X106
VRTS	VIRTUS INVT PARTNERS INC	23,202	$7,200	2.3%	$203.82	+22.4%	COM	92828Q109
PWP	PERELLA WEINBERG PARTNERS	526,122	$6,971	2.2%	$11.03	+8.8%	CLASS A COM	71367G102
LNC	LINCOLN NATL CORP IND	99,816	$6,862	2.2%	$51.70	0.0%	COM	534187109
AFG	AMERICAN FINL GROUP INC OHIO	53,685	$6,755	2.1%	$79.17	+11.3%	COM	025932104
PRA	PROASSURANCE CORP	266,634	$6,341	2.0%	$23.04	0.0%	COM	74267C106
—	BROADWAY FINL CORP DEL	1,866,296	$6,196	2.0%	$2.59	—	COM	111444105
WTW	WILLIS TOWERS WATSON PLC LTD	19,200	$4,463	1.4%	$209.64	0.0%	SHS	G96629103
—	WILLIAM PENN BANCORPORATION	321,673	$3,928	1.2%	$11.59	—	COM	96927A105
BILL	BILL COM HLDGS INC	14,654	$3,912	1.2%	$117.93	+95.6%	COM	090043100
SLM	SLM CORP	208,786	$3,675	1.2%	$10.52	+78.5%	COM	78442P106
—	FORTRESS TRANS INFRST INVS L	144,430	$3,666	1.2%	$15.30	—	COM REP LTD LIAB	34960P101
—	DOMA HOLDINGS INC	362,157	$2,680	0.9%	$7.40	—	COMMON STOCK	25703A104
—	GRINDROD SHIPPING HOLDINGS L	70,781	$1,091	0.3%	$15.41	—	SHS	Y28895103
IFS	INTERCORP FINL SVCS INC	32,138	$718	0.2%	$21.80	0.0%	SHS	P5626F128
—	PERELLA WEINBERG PARTNERS	122,552	$387	0.1%	$2.78	—	*W EXP 12/31/202	71367G110
—	KATAPULT HOLDINGS INC	46,534	$253	0.1%	$5.44	—	COM	485859102