Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $312,900 (100.0% shares, 0.0% debt)

Holdings (29)

AGO ASSURED GUARANTY LTD 8.7%

Value ($000) $27,194 Shares 436,774 Est. Cost $53.19 Unrealized +6.7%

FTAI FTAI AVIATION LTD 6.3%

Value ($000) $19,769 Shares 1,154,750 Est. Cost $15.67 Unrealized 0.0%

CXW CORECIVIC INC 5.9%

Value ($000) $18,494 Shares 1,599,809 Est. Cost $11.10 Unrealized 0.0%

GEO GEO GROUP INC NEW 5.3%

Value ($000) $16,630 Shares 1,518,716 Est. Cost $9.72 Unrealized 0.0%

CCJ CAMECO CORP 5.3%

Value ($000) $16,508 Shares 728,197 Est. Cost $23.32 Unrealized 0.0%

IMXI INTERNATIONAL MNY EXPRESS IN 5.2%

Value ($000) $16,391 Shares 672,602 Est. Cost $22.96 Unrealized 0.0%

PFBC PREFERRED BK LOS ANGELES CA 4.8%

Value ($000) $14,895 Shares 199,608 Est. Cost $69.01 Unrealized +5.6%

SOFI SOFI TECHNOLOGIES INC 4.3%

Value ($000) $13,352 Shares 2,896,366 Est. Cost $4.96 Unrealized 0.0%

— THE AARONS COMPANY INC 4.0%

Value ($000) $12,621 Shares 1,056,120 Est. Cost $11.95 Unrealized —

GOLD A-MARK PRECIOUS METALS INC 4.0%

Value ($000) $12,571 Shares 361,952 Est. Cost $29.13 Unrealized +8.5%

PGR PROGRESSIVE CORP 3.8%

Value ($000) $12,036 Shares 92,794 Est. Cost $96.63 Unrealized +19.7%

ACDC PROFRAC HLDG CORP 3.4%

Value ($000) $10,775 Shares 427,592 Est. Cost $19.60 Unrealized +12.7%

CRBG COREBRIDGE FINL INC 3.4%

Value ($000) $10,735 Shares 535,155 Est. Cost $16.26 Unrealized +4.1%

ING ING GROEP N.V. 3.3%

Value ($000) $10,265 Shares 843,427 Est. Cost $8.50 Unrealized —

UPBD RENT A CTR INC NEW 3.1%

Value ($000) $9,590 Shares 425,276 Est. Cost $21.43 Unrealized 0.0%

ALL ALLSTATE CORP 3.0%

Value ($000) $9,534 Shares 70,310 Est. Cost $112.91 Unrealized +7.5%

CB CHUBB LIMITED 2.8%

Value ($000) $8,887 Shares 40,284 Est. Cost $199.93 Unrealized 0.0%

SBNY SIGNATURE BK NEW YORK N Y 2.8%

Value ($000) $8,792 Shares 76,306 Est. Cost $115.22 Unrealized —

AFG AMERICAN FINL GROUP INC OHIO 2.7%

Value ($000) $8,311 Shares 60,542 Est. Cost $99.85 Unrealized +10.4%

DHI D R HORTON INC 2.6%

Value ($000) $8,205 Shares 92,043 Est. Cost $77.70 Unrealized 0.0%

RYAN RYAN SPECIALTY HOLDINGS INC 2.5%

Value ($000) $7,699 Shares 185,466 Est. Cost $40.90 Unrealized 0.0%

FIP FTAI INFRASTRUCTURE INC 2.3%

Value ($000) $7,332 Shares 2,485,445 Est. Cost $2.61 Unrealized -2.5%

MHO M/I HOMES INC 2.0%

Value ($000) $6,391 Shares 138,385 Est. Cost $42.95 Unrealized 0.0%

AFCG AFC GAMMA INC 1.9%

Value ($000) $6,004 Shares 381,690 Est. Cost $7.85 Unrealized -9.5%

— ENVESTNET INC 1.7%

Value ($000) $5,388 Shares 87,323 Est. Cost $61.70 Unrealized —

MAX MEDIAALPHA INC 1.7%

Value ($000) $5,323 Shares 534,982 Est. Cost $11.02 Unrealized 0.0%

HOV HOVNANIAN ENTERPRISES INC 1.6%

Value ($000) $5,149 Shares 122,361 Est. Cost $42.38 Unrealized 0.0%

— BLACK KNIGHT INC 0.8%

Value ($000) $2,599 Shares 42,088 Est. Cost $64.73 Unrealized —

— FORGE GLOBAL HOLDINGS INC 0.5%

Value ($000) $1,462 Shares 844,978 Est. Cost $1.73 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AGO	ASSURED GUARANTY LTD	436,774	$27,194	8.7%	$53.19	+6.7%	COM	G0585R106
FTAI	FTAI AVIATION LTD	1,154,750	$19,769	6.3%	$15.67	0.0%	SHS	G3730V105
CXW	CORECIVIC INC	1,599,809	$18,494	5.9%	$11.10	0.0%	COM	21871N101
GEO	GEO GROUP INC NEW	1,518,716	$16,630	5.3%	$9.72	0.0%	COM	36162J106
CCJ	CAMECO CORP	728,197	$16,508	5.3%	$23.32	0.0%	COM	13321L108
IMXI	INTERNATIONAL MNY EXPRESS IN	672,602	$16,391	5.2%	$22.96	0.0%	COM	46005L101
PFBC	PREFERRED BK LOS ANGELES CA	199,608	$14,895	4.8%	$69.01	+5.6%	COM NEW	740367404
SOFI	SOFI TECHNOLOGIES INC	2,896,366	$13,352	4.3%	$4.96	0.0%	COM	83406F102
—	THE AARONS COMPANY INC	1,056,120	$12,621	4.0%	$11.95	—	COM	00258W108
GOLD	A-MARK PRECIOUS METALS INC	361,952	$12,571	4.0%	$29.13	+8.5%	COM	00181T107
PGR	PROGRESSIVE CORP	92,794	$12,036	3.8%	$96.63	+19.7%	COM	743315103
ACDC	PROFRAC HLDG CORP	427,592	$10,775	3.4%	$19.60	+12.7%	CLASS A COM	74319N100
CRBG	COREBRIDGE FINL INC	535,155	$10,735	3.4%	$16.26	+4.1%	COM	21871X109
ING	ING GROEP N.V.	843,427	$10,265	3.3%	$8.50	—	SPONSORED ADR	456837103
UPBD	RENT A CTR INC NEW	425,276	$9,590	3.1%	$21.43	0.0%	COM	76009N100
ALL	ALLSTATE CORP	70,310	$9,534	3.0%	$112.91	+7.5%	COM	020002101
CB	CHUBB LIMITED	40,284	$8,887	2.8%	$199.93	0.0%	COM	H1467J104
SBNY	SIGNATURE BK NEW YORK N Y	76,306	$8,792	2.8%	$115.22	—	COM	82669G104
AFG	AMERICAN FINL GROUP INC OHIO	60,542	$8,311	2.7%	$99.85	+10.4%	COM	025932104
DHI	D R HORTON INC	92,043	$8,205	2.6%	$77.70	0.0%	COM	23331A109
RYAN	RYAN SPECIALTY HOLDINGS INC	185,466	$7,699	2.5%	$40.90	0.0%	CL A	78351F107
FIP	FTAI INFRASTRUCTURE INC	2,485,445	$7,332	2.3%	$2.61	-2.5%	COMMON STOCK	35953C106
MHO	M/I HOMES INC	138,385	$6,391	2.0%	$42.95	0.0%	COM	55305B101
AFCG	AFC GAMMA INC	381,690	$6,004	1.9%	$7.85	-9.5%	COM	00109K105
—	ENVESTNET INC	87,323	$5,388	1.7%	$61.70	—	COM	29404K106
MAX	MEDIAALPHA INC	534,982	$5,323	1.7%	$11.02	0.0%	CL A	58450V104
HOV	HOVNANIAN ENTERPRISES INC	122,361	$5,149	1.6%	$42.38	0.0%	CL A NEW	442487401
—	BLACK KNIGHT INC	42,088	$2,599	0.8%	$64.73	—	COM	09215C105
—	FORGE GLOBAL HOLDINGS INC	844,978	$1,462	0.5%	$1.73	—	COM	34629L103