Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $268,997 (100.0% shares, 0.0% debt)

Holdings (25)

— BLACK KNIGHT INC 7.7%

Value ($000) $20,711 Shares 359,809 Est. Cost $58.40 Unrealized —

AGO ASSURED GUARANTY LTD 6.7%

Value ($000) $18,013 Shares 358,332 Est. Cost $53.19 Unrealized +4.9%

CB CHUBB LIMITED 6.3%

Value ($000) $16,908 Shares 87,072 Est. Cost $201.44 Unrealized +0.6%

SLM SLM CORP 6.1%

Value ($000) $16,491 Shares 1,330,976 Est. Cost $14.76 Unrealized 0.0%

ALL ALLSTATE CORP 6.1%

Value ($000) $16,454 Shares 148,485 Est. Cost $115.67 Unrealized +2.1%

AER AERCAP HOLDINGS NV 6.1%

Value ($000) $16,275 Shares 289,433 Est. Cost $58.91 Unrealized 0.0%

CCJ CAMECO CORP 5.0%

Value ($000) $13,483 Shares 515,218 Est. Cost $23.32 Unrealized +12.7%

GOLD A-MARK PRECIOUS METALS INC 4.9%

Value ($000) $13,234 Shares 381,932 Est. Cost $29.35 Unrealized +13.3%

CAR AVIS BUDGET GROUP 4.8%

Value ($000) $13,004 Shares 66,758 Est. Cost $190.75 Unrealized 0.0%

FTAI FTAI AVIATION LTD 4.6%

Value ($000) $12,391 Shares 443,168 Est. Cost $15.67 Unrealized +42.1%

AFG AMERICAN FINL GROUP INC OHIO 4.5%

Value ($000) $12,224 Shares 100,612 Est. Cost $103.45 Unrealized +5.2%

FHN FIRST HORIZON CORPORATION 4.3%

Value ($000) $11,627 Shares 653,959 Est. Cost $19.88 Unrealized 0.0%

TH TARGET HOSPITALITY CORP 4.2%

Value ($000) $11,420 Shares 869,123 Est. Cost $16.00 Unrealized 0.0%

EWBC EAST WEST BANCORP INC 4.1%

Value ($000) $11,045 Shares 199,012 Est. Cost $63.25 Unrealized 0.0%

MRSH MARSH & MCLENNAN COS INC 4.0%

Value ($000) $10,769 Shares 64,657 Est. Cost $159.32 Unrealized 0.0%

CME CME GROUP INC 3.1%

Value ($000) $8,271 Shares 43,188 Est. Cost $161.97 Unrealized 0.0%

IBKR INTERACTIVE BROKERS GROUP IN 3.1%

Value ($000) $8,250 Shares 99,931 Est. Cost $20.03 Unrealized 0.0%

— PINNACLE FINL PARTNERS INC 3.0%

Value ($000) $8,053 Shares 145,994 Est. Cost $55.16 Unrealized —

FIP FTAI INFRASTRUCTURE INC 2.8%

Value ($000) $7,434 Shares 2,477,837 Est. Cost $2.61 Unrealized +8.0%

CBOE CBOE GLOBAL MKTS INC 2.5%

Value ($000) $6,829 Shares 50,869 Est. Cost $121.75 Unrealized 0.0%

MHO M/I HOMES INC 1.9%

Value ($000) $5,222 Shares 82,767 Est. Cost $42.95 Unrealized +34.1%

WAL WESTERN ALLIANCE BANCORP 1.6%

Value ($000) $4,189 Shares 117,857 Est. Cost $56.86 Unrealized 0.0%

FIBK FIRST INTST BANCSYSTEM INC 1.4%

Value ($000) $3,887 Shares 130,190 Est. Cost $28.73 Unrealized 0.0%

— FORGE GLOBAL HOLDINGS INC 0.7%

Value ($000) $1,987 Shares 1,135,331 Est. Cost $1.74 Unrealized —

UPBD UPBOUND GROUP INC 0.3%

Value ($000) $826 Shares 33,691 Est. Cost $21.43 Unrealized +20.1%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BLACK KNIGHT INC	359,809	$20,711	7.7%	$58.40	—	COM	09215C105
AGO	ASSURED GUARANTY LTD	358,332	$18,013	6.7%	$53.19	+4.9%	COM	G0585R106
CB	CHUBB LIMITED	87,072	$16,908	6.3%	$201.44	+0.6%	COM	H1467J104
SLM	SLM CORP	1,330,976	$16,491	6.1%	$14.76	0.0%	COM	78442P106
ALL	ALLSTATE CORP	148,485	$16,454	6.1%	$115.67	+2.1%	COM	020002101
AER	AERCAP HOLDINGS NV	289,433	$16,275	6.1%	$58.91	0.0%	SHS	N00985106
CCJ	CAMECO CORP	515,218	$13,483	5.0%	$23.32	+12.7%	COM	13321L108
GOLD	A-MARK PRECIOUS METALS INC	381,932	$13,234	4.9%	$29.35	+13.3%	COM	00181T107
CAR	AVIS BUDGET GROUP	66,758	$13,004	4.8%	$190.75	0.0%	COM	053774105
FTAI	FTAI AVIATION LTD	443,168	$12,391	4.6%	$15.67	+42.1%	SHS	G3730V105
AFG	AMERICAN FINL GROUP INC OHIO	100,612	$12,224	4.5%	$103.45	+5.2%	COM	025932104
FHN	FIRST HORIZON CORPORATION	653,959	$11,627	4.3%	$19.88	0.0%	COM	320517105
TH	TARGET HOSPITALITY CORP	869,123	$11,420	4.2%	$16.00	0.0%	COM	87615L107
EWBC	EAST WEST BANCORP INC	199,012	$11,045	4.1%	$63.25	0.0%	COM	27579R104
MRSH	MARSH & MCLENNAN COS INC	64,657	$10,769	4.0%	$159.32	0.0%	COM	571748102
CME	CME GROUP INC	43,188	$8,271	3.1%	$161.97	0.0%	COM	12572Q105
IBKR	INTERACTIVE BROKERS GROUP IN	99,931	$8,250	3.1%	$20.03	0.0%	COM CL A	45841N107
—	PINNACLE FINL PARTNERS INC	145,994	$8,053	3.0%	$55.16	—	COM	72346Q104
FIP	FTAI INFRASTRUCTURE INC	2,477,837	$7,434	2.8%	$2.61	+8.0%	COMMON STOCK	35953C106
CBOE	CBOE GLOBAL MKTS INC	50,869	$6,829	2.5%	$121.75	0.0%	COM	12503M108
MHO	M/I HOMES INC	82,767	$5,222	1.9%	$42.95	+34.1%	COM	55305B101
WAL	WESTERN ALLIANCE BANCORP	117,857	$4,189	1.6%	$56.86	0.0%	COM	957638109
FIBK	FIRST INTST BANCSYSTEM INC	130,190	$3,887	1.4%	$28.73	0.0%	COM CL A	32055Y201
—	FORGE GLOBAL HOLDINGS INC	1,135,331	$1,987	0.7%	$1.74	—	COM	34629L103
UPBD	UPBOUND GROUP INC	33,691	$826	0.3%	$21.43	+20.1%	COM	76009N100