Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $310,888 (100.0% shares, 0.0% debt)

Holdings (36)

GOLD A-MARK PRECIOUS METALS INC 6.9%

Value ($000) $21,384 Shares 276,496 Est. Cost $17.55 Unrealized +94.6%

NTB BANK OF NT BUTTERFIELD&SON L 4.9%

Value ($000) $15,161 Shares 422,536 Est. Cost $31.16 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 4.8%

Value ($000) $14,790 Shares 147,279 Est. Cost $94.86 Unrealized 0.0%

EQH EQUITABLE HLDGS INC 4.3%

Value ($000) $13,466 Shares 435,653 Est. Cost $27.40 Unrealized +8.9%

— FORTRESS TRANS INFRST INVS L 4.0%

Value ($000) $12,504 Shares 485,610 Est. Cost $22.68 Unrealized —

Value ($000) $12,141 Shares 403,358 Est. Cost $31.19 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 3.8%

Value ($000) $11,857 Shares 186,253 Est. Cost $54.11 Unrealized 0.0%

— HIPPO HLDGS INC 3.8%

Value ($000) $11,749 Shares 5,903,830 Est. Cost $1.99 Unrealized —

BSAC BANCO SANTANDER CHILE NEW 3.8%

Value ($000) $11,746 Shares 519,953 Est. Cost $16.29 Unrealized —

ALL ALLSTATE CORP 3.8%

Value ($000) $11,733 Shares 84,707 Est. Cost $111.40 Unrealized +2.6%

— BANCOLOMBIA S A 3.5%

Value ($000) $10,958 Shares 256,872 Est. Cost $42.66 Unrealized —

— BRIDGE INVT GROUP HLDGS INC 3.4%

Value ($000) $10,503 Shares 516,103 Est. Cost $18.26 Unrealized —

AFCG AFC GAMMA INC 3.3%

Value ($000) $10,155 Shares 531,141 Est. Cost $8.01 Unrealized -3.2%

HQY HEALTHEQUITY INC 3.2%

Value ($000) $9,829 Shares 145,737 Est. Cost $54.00 Unrealized 0.0%

HOV HOVNANIAN ENTERPRISES INC 2.9%

Value ($000) $9,140 Shares 154,652 Est. Cost $96.85 Unrealized -6.6%

LEN LENNAR CORP 2.9%

Value ($000) $9,090 Shares 111,991 Est. Cost $84.95 Unrealized 0.0%

UPBD RENT A CTR INC NEW 2.8%

Value ($000) $8,624 Shares 342,345 Est. Cost $41.05 Unrealized -12.0%

VRTS VIRTUS INVT PARTNERS INC 2.7%

Value ($000) $8,320 Shares 34,670 Est. Cost $213.36 Unrealized +0.4%

AFG AMERICAN FINL GROUP INC OHIO 2.6%

Value ($000) $8,235 Shares 56,551 Est. Cost $88.38 Unrealized +13.5%

TMHC TAYLOR MORRISON HOME CORP 2.5%

Value ($000) $7,866 Shares 288,975 Est. Cost $30.42 Unrealized 0.0%

EWBC EAST WEST BANCORP INC 2.4%

Value ($000) $7,362 Shares 93,169 Est. Cost $75.63 Unrealized 0.0%

PGR PROGRESSIVE CORP 2.2%

Value ($000) $6,961 Shares 61,066 Est. Cost $85.78 Unrealized +14.8%

KMPR KEMPER CORP 2.2%

Value ($000) $6,731 Shares 119,044 Est. Cost $59.21 Unrealized -6.3%

FIBK FIRST INTST BANCSYSTEM INC 2.1%

Value ($000) $6,585 Shares 179,081 Est. Cost $30.77 Unrealized 0.0%

PFBC PREFERRED BK LOS ANGELES CA 2.1%

Value ($000) $6,545 Shares 88,340 Est. Cost $69.14 Unrealized +12.0%

TCBX THIRD COAST BANCSHARES INC 2.1%

Value ($000) $6,518 Shares 282,179 Est. Cost $25.15 Unrealized -5.2%

XOM EXXON MOBIL CORP 1.9%

Value ($000) $5,785 Shares 70,047 Est. Cost $67.89 Unrealized 0.0%

FCNCA FIRST CTZNS BANCSHARES INC N 1.8%

Value ($000) $5,652 Shares 8,491 Est. Cost $768.01 Unrealized 0.0%

ENVA ENOVA INTL INC 1.8%

Value ($000) $5,625 Shares 148,140 Est. Cost $40.16 Unrealized 0.0%

FCFS FIRSTCASH HOLDINGS INC 1.6%

Value ($000) $5,035 Shares 71,575 Est. Cost $66.94 Unrealized 0.0%

REFI CHICAGO ATLANTIC REAL ESTATE 1.6%

Value ($000) $5,025 Shares 283,424 Est. Cost $16.65 Unrealized —

— WILLIAM PENN BANCORPORATION 1.6%

Value ($000) $4,855 Shares 380,780 Est. Cost $11.75 Unrealized —

— BROADWAY FINL CORP DEL 1.5%

Value ($000) $4,701 Shares 2,956,478 Est. Cost $2.32 Unrealized —

RUSHA RUSH ENTERPRISES INC 1.0%

Value ($000) $2,964 Shares 58,226 Est. Cost $35.14 Unrealized 0.0%

— BANCO SANTANDER MEXICO SA 0.3%

Value ($000) $1,056 Shares 201,524 Est. Cost $5.24 Unrealized —

— PERELLA WEINBERG PARTNERS 0.1%

Value ($000) $237 Shares 122,552 Est. Cost $2.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOLD	A-MARK PRECIOUS METALS INC	276,496	$21,384	6.9%	$17.55	+94.6%	COM	00181T107
NTB	BANK OF NT BUTTERFIELD&SON L	422,536	$15,161	4.9%	$31.16	0.0%	SHS NEW	G0772R208
FIS	FIDELITY NATL INFORMATION SV	147,279	$14,790	4.8%	$94.86	0.0%	COM	31620M106
EQH	EQUITABLE HLDGS INC	435,653	$13,466	4.3%	$27.40	+8.9%	COM	29452E101
—	FORTRESS TRANS INFRST INVS L	485,610	$12,504	4.0%	$22.68	—	COM REP LTD LIAB	34960P101
XP	XP INC	403,358	$12,141	3.9%	$31.19	0.0%	CL A	G98239109
AGO	ASSURED GUARANTY LTD	186,253	$11,857	3.8%	$54.11	0.0%	COM	G0585R106
—	HIPPO HLDGS INC	5,903,830	$11,749	3.8%	$1.99	—	COMMON STOCK	433539103
BSAC	BANCO SANTANDER CHILE NEW	519,953	$11,746	3.8%	$16.29	—	SP ADR REP COM	05965X109
ALL	ALLSTATE CORP	84,707	$11,733	3.8%	$111.40	+2.6%	COM	020002101
—	BANCOLOMBIA S A	256,872	$10,958	3.5%	$42.66	—	SPON ADR PREF	05968L102
—	BRIDGE INVT GROUP HLDGS INC	516,103	$10,503	3.4%	$18.26	—	COM CL A	10806B100
AFCG	AFC GAMMA INC	531,141	$10,155	3.3%	$8.01	-3.2%	COM	00109K105
HQY	HEALTHEQUITY INC	145,737	$9,829	3.2%	$54.00	0.0%	COM	42226A107
HOV	HOVNANIAN ENTERPRISES INC	154,652	$9,140	2.9%	$96.85	-6.6%	CL A NEW	442487401
LEN	LENNAR CORP	111,991	$9,090	2.9%	$84.95	0.0%	CL A	526057104
UPBD	RENT A CTR INC NEW	342,345	$8,624	2.8%	$41.05	-12.0%	COM	76009N100
VRTS	VIRTUS INVT PARTNERS INC	34,670	$8,320	2.7%	$213.36	+0.4%	COM	92828Q109
AFG	AMERICAN FINL GROUP INC OHIO	56,551	$8,235	2.6%	$88.38	+13.5%	COM	025932104
TMHC	TAYLOR MORRISON HOME CORP	288,975	$7,866	2.5%	$30.42	0.0%	COM	87724P106
EWBC	EAST WEST BANCORP INC	93,169	$7,362	2.4%	$75.63	0.0%	COM	27579R104
PGR	PROGRESSIVE CORP	61,066	$6,961	2.2%	$85.78	+14.8%	COM	743315103
KMPR	KEMPER CORP	119,044	$6,731	2.2%	$59.21	-6.3%	COM	488401100
FIBK	FIRST INTST BANCSYSTEM INC	179,081	$6,585	2.1%	$30.77	0.0%	COM CL A	32055Y201
PFBC	PREFERRED BK LOS ANGELES CA	88,340	$6,545	2.1%	$69.14	+12.0%	COM NEW	740367404
TCBX	THIRD COAST BANCSHARES INC	282,179	$6,518	2.1%	$25.15	-5.2%	COM	88422P109
XOM	EXXON MOBIL CORP	70,047	$5,785	1.9%	$67.89	0.0%	COM	30231G102
FCNCA	FIRST CTZNS BANCSHARES INC N	8,491	$5,652	1.8%	$768.01	0.0%	CL A	31946M103
ENVA	ENOVA INTL INC	148,140	$5,625	1.8%	$40.16	0.0%	COM	29357K103
FCFS	FIRSTCASH HOLDINGS INC	71,575	$5,035	1.6%	$66.94	0.0%	COM	33768G107
REFI	CHICAGO ATLANTIC REAL ESTATE	283,424	$5,025	1.6%	$16.65	—	COM	167239102
—	WILLIAM PENN BANCORPORATION	380,780	$4,855	1.6%	$11.75	—	COM	96927A105
—	BROADWAY FINL CORP DEL	2,956,478	$4,701	1.5%	$2.32	—	COM	111444105
RUSHA	RUSH ENTERPRISES INC	58,226	$2,964	1.0%	$35.14	0.0%	CL A	781846209
—	BANCO SANTANDER MEXICO SA	201,524	$1,056	0.3%	$5.24	—	SPONSORED ADS B	05969B103
—	PERELLA WEINBERG PARTNERS	122,552	$237	0.1%	$2.78	—	*W EXP 12/31/202	71367G110