Philadelphia Financial Management of San Francisco, LLC Quant / Systematic

CIK: 0001351407 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value ($000): $570,507 (100.0% shares, 0.0% debt)

Holdings (40)

SPY SPDR S&P 500 ETF TR 9.5%

Value ($000) $54,422 Shares 100,000 Est. Cost — Unrealized —

KIE SPDR SER TR 6.6%

Value ($000) $37,373 Shares 750,000 Est. Cost — Unrealized —

GEO GEO GROUP INC NEW 5.4%

Value ($000) $30,994 Shares 2,158,382 Est. Cost $8.64 Unrealized +63.6%

AGO ASSURED GUARANTY LTD 5.1%

Value ($000) $29,205 Shares 378,542 Est. Cost $64.09 Unrealized +19.9%

RSP INVESCO EXCHANGE TRADED FD T 4.3%

Value ($000) $24,642 Shares 150,000 Est. Cost — Unrealized —

IWM ISHARES TR 4.3%

Value ($000) $24,347 Shares 120,000 Est. Cost — Unrealized —

CUBI CUSTOMERS BANCORP INC 4.1%

Value ($000) $23,570 Shares 491,241 Est. Cost $44.01 Unrealized +7.2%

UEC URANIUM ENERGY CORP 3.3%

Value ($000) $18,648 Shares 3,102,898 Est. Cost $5.22 Unrealized +30.3%

GLNG GOLAR LNG LTD 3.2%

Value ($000) $17,972 Shares 573,270 Est. Cost $22.35 Unrealized +12.8%

NXE NEXGEN ENERGY LTD 3.1%

Value ($000) $17,879 Shares 2,561,430 Est. Cost $5.68 Unrealized +34.9%

AIG AMERICAN INTL GROUP INC 3.0%

Value ($000) $17,112 Shares 230,492 Est. Cost $69.08 Unrealized +6.7%

MCHB HOMESTREET INC 3.0%

Value ($000) $17,027 Shares 1,493,579 Est. Cost $13.02 Unrealized -15.8%

FCFS FIRSTCASH HOLDINGS INC 2.7%

Value ($000) $15,157 Shares 144,521 Est. Cost $104.84 Unrealized +10.3%

SII SPROTT INC 2.6%

Value ($000) $15,076 Shares 364,241 Est. Cost $29.67 Unrealized +37.5%

HCI HCI GROUP INC 2.5%

Value ($000) $14,309 Shares 155,251 Est. Cost $104.20 Unrealized 0.0%

GPI GROUP 1 AUTOMOTIVE INC 2.5%

Value ($000) $14,205 Shares 47,782 Est. Cost $296.14 Unrealized 0.0%

PGR PROGRESSIVE CORP 2.3%

Value ($000) $12,888 Shares 62,049 Est. Cost $160.09 Unrealized +20.4%

CPF CENTRAL PAC FINL CORP 2.2%

Value ($000) $12,354 Shares 582,747 Est. Cost $18.94 Unrealized 0.0%

GM GENERAL MTRS CO 2.1%

Value ($000) $12,252 Shares 263,721 Est. Cost $38.67 Unrealized +14.8%

MUFG MITSUBISHI UFJ FINL GROUP IN 2.0%

Value ($000) $11,388 Shares 1,054,484 Est. Cost $8.50 Unrealized —

IPX IPERIONX LTD 2.0%

Value ($000) $11,304 Shares 811,359 Est. Cost $14.82 Unrealized —

AER AERCAP HOLDINGS NV 1.9%

Value ($000) $11,038 Shares 118,435 Est. Cost $63.84 Unrealized +37.5%

HOOD ROBINHOOD MKTS INC 1.8%

Value ($000) $10,276 Shares 452,505 Est. Cost $19.58 Unrealized 0.0%

APO APOLLO GLOBAL MGMT INC 1.7%

Value ($000) $9,827 Shares 83,227 Est. Cost $81.05 Unrealized +36.8%

HG HAMILTON INSURANCE GROUP LTD 1.7%

Value ($000) $9,720 Shares 583,755 Est. Cost $14.88 Unrealized +2.7%

MAX MEDIAALPHA INC 1.7%

Value ($000) $9,597 Shares 728,730 Est. Cost $18.40 Unrealized 0.0%

UMBF UMB FINL CORP 1.7%

Value ($000) $9,540 Shares 114,357 Est. Cost $82.01 Unrealized 0.0%

AXS AXIS CAP HLDGS LTD 1.6%

Value ($000) $9,405 Shares 133,118 Est. Cost $58.09 Unrealized +13.8%

ACGL ARCH CAP GROUP LTD 1.6%

Value ($000) $9,165 Shares 90,844 Est. Cost $92.47 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 1.4%

Value ($000) $8,108 Shares 80,644 Est. Cost $93.16 Unrealized +4.7%

RGA REINSURANCE GRP OF AMERICA I 1.4%

Value ($000) $8,075 Shares 39,340 Est. Cost $199.76 Unrealized 0.0%

ONEW ONEWATER MARINE INC 1.4%

Value ($000) $8,033 Shares 291,376 Est. Cost $25.75 Unrealized 0.0%

FCNCA FIRST CTZNS BANCSHARES INC N 1.3%

Value ($000) $7,650 Shares 4,544 Est. Cost $1661.99 Unrealized 0.0%

IIPR INNOVATIVE INDL PPTYS INC 1.2%

Value ($000) $7,015 Shares 64,226 Est. Cost $109.22 Unrealized —

— BRIDGE INVT GROUP HLDGS INC 1.2%

Value ($000) $6,821 Shares 919,336 Est. Cost $8.52 Unrealized —

ANRO ALTO NEUROSCIENCE INC 0.8%

Value ($000) $4,739 Shares 443,289 Est. Cost $15.60 Unrealized -16.6%

CAR AVIS BUDGET GROUP 0.8%

Value ($000) $4,590 Shares 43,916 Est. Cost $112.13 Unrealized 0.0%

FIP FTAI INFRASTRUCTURE INC 0.3%

Value ($000) $1,912 Shares 221,592 Est. Cost $4.46 Unrealized +65.4%

MBI MBIA INC 0.3%

Value ($000) $1,695 Shares 308,722 Est. Cost $5.99 Unrealized 0.0%

ASPI ASP ISOTOPES INC 0.2%

Value ($000) $1,175 Shares 383,970 Est. Cost $3.86 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	100,000	$54,422	9.5%	—	—	Put	78462F103
KIE	SPDR SER TR	750,000	$37,373	6.6%	—	—	Put	78464A789
GEO	GEO GROUP INC NEW	2,158,382	$30,994	5.4%	$8.64	+63.6%	COM	36162J106
AGO	ASSURED GUARANTY LTD	378,542	$29,205	5.1%	$64.09	+19.9%	COM	G0585R106
RSP	INVESCO EXCHANGE TRADED FD T	150,000	$24,642	4.3%	—	—	Put	46137V357
IWM	ISHARES TR	120,000	$24,347	4.3%	—	—	Put	464287655
CUBI	CUSTOMERS BANCORP INC	491,241	$23,570	4.1%	$44.01	+7.2%	COM	23204G100
UEC	URANIUM ENERGY CORP	3,102,898	$18,648	3.3%	$5.22	+30.3%	COM	916896103
GLNG	GOLAR LNG LTD	573,270	$17,972	3.2%	$22.35	+12.8%	SHS	G9456A100
NXE	NEXGEN ENERGY LTD	2,561,430	$17,879	3.1%	$5.68	+34.9%	COM	65340P106
AIG	AMERICAN INTL GROUP INC	230,492	$17,112	3.0%	$69.08	+6.7%	COM NEW	026874784
MCHB	HOMESTREET INC	1,493,579	$17,027	3.0%	$13.02	-15.8%	COM	43785V102
FCFS	FIRSTCASH HOLDINGS INC	144,521	$15,157	2.7%	$104.84	+10.3%	COM	33768G107
SII	SPROTT INC	364,241	$15,076	2.6%	$29.67	+37.5%	COM NEW	852066208
HCI	HCI GROUP INC	155,251	$14,309	2.5%	$104.20	0.0%	COM	40416E103
GPI	GROUP 1 AUTOMOTIVE INC	47,782	$14,205	2.5%	$296.14	0.0%	COM	398905109
PGR	PROGRESSIVE CORP	62,049	$12,888	2.3%	$160.09	+20.4%	COM	743315103
CPF	CENTRAL PAC FINL CORP	582,747	$12,354	2.2%	$18.94	0.0%	COM NEW	154760409
GM	GENERAL MTRS CO	263,721	$12,252	2.1%	$38.67	+14.8%	COM	37045V100
MUFG	MITSUBISHI UFJ FINL GROUP IN	1,054,484	$11,388	2.0%	$8.50	—	SPONSORED ADS	606822104
IPX	IPERIONX LTD	811,359	$11,304	2.0%	$14.82	—	SPONSORED ADS	44916E100
AER	AERCAP HOLDINGS NV	118,435	$11,038	1.9%	$63.84	+37.5%	SHS	N00985106
HOOD	ROBINHOOD MKTS INC	452,505	$10,276	1.8%	$19.58	0.0%	COM CL A	770700102
APO	APOLLO GLOBAL MGMT INC	83,227	$9,827	1.7%	$81.05	+36.8%	COM	03769M106
HG	HAMILTON INSURANCE GROUP LTD	583,755	$9,720	1.7%	$14.88	+2.7%	CL B	G42706104
MAX	MEDIAALPHA INC	728,730	$9,597	1.7%	$18.40	0.0%	CL A	58450V104
UMBF	UMB FINL CORP	114,357	$9,540	1.7%	$82.01	0.0%	COM	902788108
AXS	AXIS CAP HLDGS LTD	133,118	$9,405	1.6%	$58.09	+13.8%	SHS	G0692U109
ACGL	ARCH CAP GROUP LTD	90,844	$9,165	1.6%	$92.47	0.0%	ORD	G0450A105
HIG	HARTFORD FINL SVCS GROUP INC	80,644	$8,108	1.4%	$93.16	+4.7%	COM	416515104
RGA	REINSURANCE GRP OF AMERICA I	39,340	$8,075	1.4%	$199.76	0.0%	COM NEW	759351604
ONEW	ONEWATER MARINE INC	291,376	$8,033	1.4%	$25.75	0.0%	CL A COM	68280L101
FCNCA	FIRST CTZNS BANCSHARES INC N	4,544	$7,650	1.3%	$1661.99	0.0%	CL A	31946M103
IIPR	INNOVATIVE INDL PPTYS INC	64,226	$7,015	1.2%	$109.22	—	COM	45781V101
—	BRIDGE INVT GROUP HLDGS INC	919,336	$6,821	1.2%	$8.52	—	COM CL A	10806B100
ANRO	ALTO NEUROSCIENCE INC	443,289	$4,739	0.8%	$15.60	-16.6%	COM SHS	02157Q109
CAR	AVIS BUDGET GROUP	43,916	$4,590	0.8%	$112.13	0.0%	COM	053774105
FIP	FTAI INFRASTRUCTURE INC	221,592	$1,912	0.3%	$4.46	+65.4%	COMMON STOCK	35953C106
MBI	MBIA INC	308,722	$1,695	0.3%	$5.99	0.0%	COM	55262C100
ASPI	ASP ISOTOPES INC	383,970	$1,175	0.2%	$3.86	0.0%	COM	00218A105