Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $289,293 (100.0% shares, 0.0% debt)

Holdings (34)

GOLD A-MARK PRECIOUS METALS INC 8.9%

Value ($000) $25,768 Shares 421,733 Est. Cost $17.55 Unrealized +90.6%

GT GOODYEAR TIRE & RUBR CO 8.9%

Value ($000) $25,726 Shares 1,206,639 Est. Cost $16.23 Unrealized +27.9%

EQH EQUITABLE HLDGS INC 6.1%

Value ($000) $17,689 Shares 539,457 Est. Cost $27.40 Unrealized +7.9%

— BRIDGE INVT GROUP HLDGS INC 5.9%

Value ($000) $17,096 Shares 684,676 Est. Cost $18.26 Unrealized —

AJG GALLAGHER ARTHUR J & CO 5.5%

Value ($000) $16,055 Shares 94,622 Est. Cost $126.65 Unrealized +23.8%

HOV HOVNANIAN ENTERPRISES INC 5.3%

Value ($000) $15,430 Shares 121,217 Est. Cost $98.60 Unrealized 0.0%

AFG AMERICAN FINL GROUP INC OHIO 5.0%

Value ($000) $14,588 Shares 106,237 Est. Cost $88.38 Unrealized +10.7%

BSAC BANCO SANTANDER CHILE NEW 5.0%

Value ($000) $14,387 Shares 883,197 Est. Cost $16.29 Unrealized —

CG CARLYLE GROUP INC 3.8%

Value ($000) $10,987 Shares 200,133 Est. Cost $47.16 Unrealized 0.0%

AFCG AFC GAMMA INC 3.6%

Value ($000) $10,309 Shares 452,936 Est. Cost $8.05 Unrealized +8.6%

PFBC PREFERRED BK LOS ANGELES CA 3.4%

Value ($000) $9,803 Shares 136,550 Est. Cost $69.14 Unrealized 0.0%

SII SPROTT INC 3.0%

Value ($000) $8,640 Shares 191,469 Est. Cost $38.35 Unrealized 0.0%

— TRITON INTL LTD 2.9%

Value ($000) $8,303 Shares 137,848 Est. Cost $60.23 Unrealized —

VRTS VIRTUS INVT PARTNERS INC 2.8%

Value ($000) $8,203 Shares 27,610 Est. Cost $213.12 Unrealized +23.0%

PGR PROGRESSIVE CORP 2.8%

Value ($000) $8,147 Shares 79,363 Est. Cost $85.78 Unrealized 0.0%

FNF FIDELITY NATIONAL FINANCIAL 2.7%

Value ($000) $7,854 Shares 150,526 Est. Cost $35.08 Unrealized +11.1%

ACGL ARCH CAP GROUP LTD 2.5%

Value ($000) $7,187 Shares 161,677 Est. Cost $40.35 Unrealized 0.0%

BKU BANKUNITED INC 2.3%

Value ($000) $6,794 Shares 160,568 Est. Cost $36.15 Unrealized 0.0%

REFI CHICAGO ATLANTIC REAL ESTATE 2.0%

Value ($000) $5,826 Shares 349,892 Est. Cost $16.65 Unrealized —

DOUG DOUGLAS ELLIMAN INC 2.0%

Value ($000) $5,783 Shares 502,830 Est. Cost $10.64 Unrealized 0.0%

— BROADWAY FINL CORP DEL 1.8%

Value ($000) $5,230 Shares 2,264,083 Est. Cost $2.54 Unrealized —

— ARGO GROUP INTL HLDGS LTD 1.7%

Value ($000) $4,914 Shares 84,567 Est. Cost $40.03 Unrealized —

KMPR KEMPER CORP 1.7%

Value ($000) $4,864 Shares 82,735 Est. Cost $60.84 Unrealized 0.0%

UPBD RENT A CTR INC NEW 1.6%

Value ($000) $4,633 Shares 96,443 Est. Cost $53.56 Unrealized -6.6%

— FORTRESS TRANS INFRST INVS L 1.5%

Value ($000) $4,360 Shares 150,760 Est. Cost $15.87 Unrealized —

— WILLIAM PENN BANCORPORATION 1.4%

Value ($000) $3,989 Shares 330,210 Est. Cost $11.60 Unrealized —

ALL ALLSTATE CORP 1.3%

Value ($000) $3,883 Shares 33,003 Est. Cost $106.90 Unrealized 0.0%

— CONCORD ACQUISITION CORP 1.3%

Value ($000) $3,717 Shares 357,431 Est. Cost $10.40 Unrealized —

TCBX THIRD COAST BANCSHARES INC 1.1%

Value ($000) $3,186 Shares 122,650 Est. Cost $26.86 Unrealized 0.0%

RNR RENAISSANCERE HLDGS LTD 0.8%

Value ($000) $2,299 Shares 13,575 Est. Cost $156.65 Unrealized 0.0%

BYRN BYRNA TECHNOLOGIES INC 0.7%

Value ($000) $1,894 Shares 141,900 Est. Cost $24.75 Unrealized -34.2%

CARV CARVER BANCORP INC 0.3%

Value ($000) $775 Shares 90,703 Est. Cost $13.43 Unrealized 0.0%

FINW FINWISE BANCORP 0.2%

Value ($000) $541 Shares 39,201 Est. Cost $13.23 Unrealized 0.0%

— PERELLA WEINBERG PARTNERS 0.1%

Value ($000) $433 Shares 122,552 Est. Cost $2.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOLD	A-MARK PRECIOUS METALS INC	421,733	$25,768	8.9%	$17.55	+90.6%	COM	00181T107
GT	GOODYEAR TIRE & RUBR CO	1,206,639	$25,726	8.9%	$16.23	+27.9%	COM	382550101
EQH	EQUITABLE HLDGS INC	539,457	$17,689	6.1%	$27.40	+7.9%	COM	29452E101
—	BRIDGE INVT GROUP HLDGS INC	684,676	$17,096	5.9%	$18.26	—	COM CL A	10806B100
AJG	GALLAGHER ARTHUR J & CO	94,622	$16,055	5.5%	$126.65	+23.8%	COM	363576109
HOV	HOVNANIAN ENTERPRISES INC	121,217	$15,430	5.3%	$98.60	0.0%	CL A NEW	442487401
AFG	AMERICAN FINL GROUP INC OHIO	106,237	$14,588	5.0%	$88.38	+10.7%	COM	025932104
BSAC	BANCO SANTANDER CHILE NEW	883,197	$14,387	5.0%	$16.29	—	SP ADR REP COM	05965X109
CG	CARLYLE GROUP INC	200,133	$10,987	3.8%	$47.16	0.0%	COM	14316J108
AFCG	AFC GAMMA INC	452,936	$10,309	3.6%	$8.05	+8.6%	COM	00109K105
PFBC	PREFERRED BK LOS ANGELES CA	136,550	$9,803	3.4%	$69.14	0.0%	COM NEW	740367404
SII	SPROTT INC	191,469	$8,640	3.0%	$38.35	0.0%	COM NEW	852066208
—	TRITON INTL LTD	137,848	$8,303	2.9%	$60.23	—	CL A	G9078F107
VRTS	VIRTUS INVT PARTNERS INC	27,610	$8,203	2.8%	$213.12	+23.0%	COM	92828Q109
PGR	PROGRESSIVE CORP	79,363	$8,147	2.8%	$85.78	0.0%	COM	743315103
FNF	FIDELITY NATIONAL FINANCIAL	150,526	$7,854	2.7%	$35.08	+11.1%	FNF GROUP COM	31620R303
ACGL	ARCH CAP GROUP LTD	161,677	$7,187	2.5%	$40.35	0.0%	ORD	G0450A105
BKU	BANKUNITED INC	160,568	$6,794	2.3%	$36.15	0.0%	COM	06652K103
REFI	CHICAGO ATLANTIC REAL ESTATE	349,892	$5,826	2.0%	$16.65	—	COM	167239102
DOUG	DOUGLAS ELLIMAN INC	502,830	$5,783	2.0%	$10.64	0.0%	COM	25961D105
—	BROADWAY FINL CORP DEL	2,264,083	$5,230	1.8%	$2.54	—	COM	111444105
—	ARGO GROUP INTL HLDGS LTD	84,567	$4,914	1.7%	$40.03	—	COM	G0464B107
KMPR	KEMPER CORP	82,735	$4,864	1.7%	$60.84	0.0%	COM	488401100
UPBD	RENT A CTR INC NEW	96,443	$4,633	1.6%	$53.56	-6.6%	COM	76009N100
—	FORTRESS TRANS INFRST INVS L	150,760	$4,360	1.5%	$15.87	—	COM REP LTD LIAB	34960P101
—	WILLIAM PENN BANCORPORATION	330,210	$3,989	1.4%	$11.60	—	COM	96927A105
ALL	ALLSTATE CORP	33,003	$3,883	1.3%	$106.90	0.0%	COM	020002101
—	CONCORD ACQUISITION CORP	357,431	$3,717	1.3%	$10.40	—	COM CL A	206071102
TCBX	THIRD COAST BANCSHARES INC	122,650	$3,186	1.1%	$26.86	0.0%	COM	88422P109
RNR	RENAISSANCERE HLDGS LTD	13,575	$2,299	0.8%	$156.65	0.0%	COM	G7496G103
BYRN	BYRNA TECHNOLOGIES INC	141,900	$1,894	0.7%	$24.75	-34.2%	COM NEW	12448X201
CARV	CARVER BANCORP INC	90,703	$775	0.3%	$13.43	0.0%	COM NEW	146875604
FINW	FINWISE BANCORP	39,201	$541	0.2%	$13.23	0.0%	COM	31813A109
—	PERELLA WEINBERG PARTNERS	122,552	$433	0.1%	$2.78	—	*W EXP 12/31/202	71367G110