Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $340,447 (100.0% shares, 0.0% debt)

Holdings (36)

GOLD A-MARK PRECIOUS METALS INC 7.1%

Value ($000) $24,165 Shares 749,303 Est. Cost $29.13 Unrealized +23.3%

AGO ASSURED GUARANTY LTD 5.6%

Value ($000) $19,109 Shares 342,509 Est. Cost $54.40 Unrealized +0.6%

AFG AMERICAN FINL GROUP INC OHIO 5.6%

Value ($000) $19,068 Shares 137,371 Est. Cost $99.85 Unrealized +8.0%

GS GOLDMAN SACHS GROUP INC 5.1%

Value ($000) $17,347 Shares 58,403 Est. Cost $283.57 Unrealized 0.0%

ACDC PROFRAC HLDG CORP 4.7%

Value ($000) $16,051 Shares 876,650 Est. Cost $19.60 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 4.5%

Value ($000) $15,394 Shares 167,927 Est. Cost $94.33 Unrealized -4.0%

EQH EQUITABLE HLDGS INC 4.4%

Value ($000) $15,013 Shares 575,885 Est. Cost $27.16 Unrealized -2.8%

— BANCOLOMBIA S A 4.3%

Value ($000) $14,797 Shares 479,944 Est. Cost $37.16 Unrealized —

SBNY SIGNATURE BK NEW YORK N Y 4.1%

Value ($000) $13,959 Shares 77,894 Est. Cost $179.21 Unrealized —

SII SPROTT INC 3.9%

Value ($000) $13,370 Shares 384,876 Est. Cost $38.42 Unrealized 0.0%

PFBC PREFERRED BK LOS ANGELES CA 3.4%

Value ($000) $11,470 Shares 168,628 Est. Cost $68.82 Unrealized -0.5%

BSAC BANCO SANTANDER CHILE NEW 3.3%

Value ($000) $11,353 Shares 696,944 Est. Cost $16.29 Unrealized —

NTB BANK OF NT BUTTERFIELD&SON L 3.0%

Value ($000) $10,151 Shares 325,445 Est. Cost $31.16 Unrealized -14.6%

FRCB FIRST REP BK SAN FRANCISCO C 2.9%

Value ($000) $9,708 Shares 67,322 Est. Cost $148.91 Unrealized 0.0%

AFCG AFC GAMMA INC 2.8%

Value ($000) $9,515 Shares 620,692 Est. Cost $7.85 Unrealized -12.0%

EWBC EAST WEST BANCORP INC 2.6%

Value ($000) $8,977 Shares 138,533 Est. Cost $72.05 Unrealized -10.2%

AB ALLIANCEBERNSTEIN HLDG L P 2.5%

Value ($000) $8,429 Shares 202,718 Est. Cost $41.58 Unrealized —

FIBK FIRST INTST BANCSYSTEM INC 2.5%

Value ($000) $8,405 Shares 220,549 Est. Cost $30.28 Unrealized -7.0%

— COWEN INC 2.4%

Value ($000) $8,311 Shares 350,817 Est. Cost $23.69 Unrealized —

MKL MARKEL CORP 2.4%

Value ($000) $8,233 Shares 6,366 Est. Cost $1372.21 Unrealized 0.0%

PGR PROGRESSIVE CORP 2.4%

Value ($000) $8,039 Shares 69,139 Est. Cost $87.83 Unrealized +17.7%

ALL ALLSTATE CORP 2.1%

Value ($000) $7,261 Shares 57,297 Est. Cost $111.40 Unrealized +7.7%

— ARGO GROUP INTL HLDGS LTD 1.9%

Value ($000) $6,637 Shares 180,052 Est. Cost $36.86 Unrealized —

TMHC TAYLOR MORRISON HOME CORP 1.9%

Value ($000) $6,395 Shares 273,763 Est. Cost $30.42 Unrealized -12.9%

SAH SONIC AUTOMOTIVE INC 1.8%

Value ($000) $6,141 Shares 167,647 Est. Cost $42.93 Unrealized 0.0%

HQY HEALTHEQUITY INC 1.8%

Value ($000) $6,100 Shares 99,358 Est. Cost $54.00 Unrealized +18.6%

MA MASTERCARD INCORPORATED 1.8%

Value ($000) $6,019 Shares 19,079 Est. Cost $337.29 Unrealized 0.0%

XYZ BLOCK INC 1.6%

Value ($000) $5,599 Shares 91,100 Est. Cost $91.37 Unrealized 0.0%

CAR AVIS BUDGET GROUP 1.6%

Value ($000) $5,322 Shares 36,184 Est. Cost $208.37 Unrealized 0.0%

TCBX THIRD COAST BANCSHARES INC 1.5%

Value ($000) $4,955 Shares 226,239 Est. Cost $25.15 Unrealized -7.6%

ONEW ONEWATER MARINE INC 1.3%

Value ($000) $4,348 Shares 131,565 Est. Cost $33.37 Unrealized 0.0%

— BRIDGE INVT GROUP HLDGS INC 1.1%

Value ($000) $3,707 Shares 254,971 Est. Cost $18.26 Unrealized —

— BROADWAY FINL CORP DEL 0.9%

Value ($000) $3,018 Shares 2,846,815 Est. Cost $2.32 Unrealized —

— BANCO SANTANDER MEXICO SA 0.7%

Value ($000) $2,515 Shares 498,487 Est. Cost $5.12 Unrealized —

RBB RBB BANCORP 0.4%

Value ($000) $1,480 Shares 71,581 Est. Cost $21.58 Unrealized 0.0%

— PERELLA WEINBERG PARTNERS 0.0%

Value ($000) $86 Shares 122,552 Est. Cost $2.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOLD	A-MARK PRECIOUS METALS INC	749,303	$24,165	7.1%	$29.13	+23.3%	COM	00181T107
AGO	ASSURED GUARANTY LTD	342,509	$19,109	5.6%	$54.40	+0.6%	COM	G0585R106
AFG	AMERICAN FINL GROUP INC OHIO	137,371	$19,068	5.6%	$99.85	+8.0%	COM	025932104
GS	GOLDMAN SACHS GROUP INC	58,403	$17,347	5.1%	$283.57	0.0%	COM	38141G104
ACDC	PROFRAC HLDG CORP	876,650	$16,051	4.7%	$19.60	0.0%	CLASS A COM	74319N100
FIS	FIDELITY NATL INFORMATION SV	167,927	$15,394	4.5%	$94.33	-4.0%	COM	31620M106
EQH	EQUITABLE HLDGS INC	575,885	$15,013	4.4%	$27.16	-2.8%	COM	29452E101
—	BANCOLOMBIA S A	479,944	$14,797	4.3%	$37.16	—	SPON ADR PREF	05968L102
SBNY	SIGNATURE BK NEW YORK N Y	77,894	$13,959	4.1%	$179.21	—	COM	82669G104
SII	SPROTT INC	384,876	$13,370	3.9%	$38.42	0.0%	COM NEW	852066208
PFBC	PREFERRED BK LOS ANGELES CA	168,628	$11,470	3.4%	$68.82	-0.5%	COM NEW	740367404
BSAC	BANCO SANTANDER CHILE NEW	696,944	$11,353	3.3%	$16.29	—	SP ADR REP COM	05965X109
NTB	BANK OF NT BUTTERFIELD&SON L	325,445	$10,151	3.0%	$31.16	-14.6%	SHS NEW	G0772R208
FRCB	FIRST REP BK SAN FRANCISCO C	67,322	$9,708	2.9%	$148.91	0.0%	COM	33616C100
AFCG	AFC GAMMA INC	620,692	$9,515	2.8%	$7.85	-12.0%	COM	00109K105
EWBC	EAST WEST BANCORP INC	138,533	$8,977	2.6%	$72.05	-10.2%	COM	27579R104
AB	ALLIANCEBERNSTEIN HLDG L P	202,718	$8,429	2.5%	$41.58	—	UNIT LTD PARTN	01881G106
FIBK	FIRST INTST BANCSYSTEM INC	220,549	$8,405	2.5%	$30.28	-7.0%	COM CL A	32055Y201
—	COWEN INC	350,817	$8,311	2.4%	$23.69	—	CL A NEW	223622606
MKL	MARKEL CORP	6,366	$8,233	2.4%	$1372.21	0.0%	COM	570535104
PGR	PROGRESSIVE CORP	69,139	$8,039	2.4%	$87.83	+17.7%	COM	743315103
ALL	ALLSTATE CORP	57,297	$7,261	2.1%	$111.40	+7.7%	COM	020002101
—	ARGO GROUP INTL HLDGS LTD	180,052	$6,637	1.9%	$36.86	—	COM	G0464B107
TMHC	TAYLOR MORRISON HOME CORP	273,763	$6,395	1.9%	$30.42	-12.9%	COM	87724P106
SAH	SONIC AUTOMOTIVE INC	167,647	$6,141	1.8%	$42.93	0.0%	CL A	83545G102
HQY	HEALTHEQUITY INC	99,358	$6,100	1.8%	$54.00	+18.6%	COM	42226A107
MA	MASTERCARD INCORPORATED	19,079	$6,019	1.8%	$337.29	0.0%	CL A	57636Q104
XYZ	BLOCK INC	91,100	$5,599	1.6%	$91.37	0.0%	CL A	852234103
CAR	AVIS BUDGET GROUP	36,184	$5,322	1.6%	$208.37	0.0%	COM	053774105
TCBX	THIRD COAST BANCSHARES INC	226,239	$4,955	1.5%	$25.15	-7.6%	COM	88422P109
ONEW	ONEWATER MARINE INC	131,565	$4,348	1.3%	$33.37	0.0%	CL A COM	68280L101
—	BRIDGE INVT GROUP HLDGS INC	254,971	$3,707	1.1%	$18.26	—	COM CL A	10806B100
—	BROADWAY FINL CORP DEL	2,846,815	$3,018	0.9%	$2.32	—	COM	111444105
—	BANCO SANTANDER MEXICO SA	498,487	$2,515	0.7%	$5.12	—	SPONSORED ADS B	05969B103
RBB	RBB BANCORP	71,581	$1,480	0.4%	$21.58	0.0%	COM	74930B105
—	PERELLA WEINBERG PARTNERS	122,552	$86	0.0%	$2.78	—	*W EXP 12/31/202	71367G110