Capital Returns Management, LLC — Q1 2014 13F Holdings

Name: Capital Returns Management, LLC — 13F Holdings, Q1 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001525092

Total reported value

$38.7M

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AGO	Assured Guaranty Ltd.	Stock-Financials	8.57%	—	+34.01%
2	ALL	Allstate CORP	Stock-Financials	7.93%	—	+5.07%
3	PRU	Prudential Financial INC	Stock-Financials	7.13%	—	+55.27%
4	MET	Metlife INC	Stock-Financials	7.04%	—	+28.16%
5	GBLI	Global Indemnity Group, LLC	Stock-Other	6.82%	—	+61.11%
6	ERIE	Erie Indemnity Company-cl A	Stock-Financials	6.41%	—	+21.57%
7	RDN	Radian Group INC	Stock-Financials	6.41%	—	+143.53%
8	PEG	Public Service Enterprise Group Incorporated	Stock-Utilities	5.82%	—	-24.93%
9	PRA	Proassurance CORP	Stock-Other	5.35%	—	+54.55%
10	CNA	Cna Financial CORP	Stock-Other	4.93%	—	-37.28%
11	CB	Chubb Limited	Stock-Financials	4.62%	—	-13.91%
12	RGA	Reinsurance Group Of America	Stock-Financials	4.45%	—	+5.05%
13	BRO	Brown & Brown INC	Stock-Financials	4.44%	—	+20.22%
14	HIG	Hartford Insurance Group INC	Stock-Financials	4.15%	—	+69.77%
15	FHI	Federated Hermes, Inc.	Stock-Financials	3.37%	—	-39.59%
16	AJG	Arthur J Gallagher & Co	Stock-Financials	3.28%	—	-7.24%
17	SLF	Sun Life Financial Inc.	Stock-Financials	2.75%	—	+3.46%
18	EMCI	Emc Ins Group INC	Stock-Other	2.73%	—	-0.10%
19	✓	Protective Life CORP Com	Stock-Other	2.01%	—	—
20	EIG	Employers Holdings INC	Stock-Other	1.78%	—	—

Position changes disclosed by Capital Returns Management, LLC for the quarter ending Q1 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	RDN	Radian Group INC	+3.8%	+143.53%	Add
2	GBLI	Global Indemnity Group, LLC	+2.5%	+61.11%	Add
3	AGO	Assured Guaranty Ltd.	+2.3%	+34.01%	Add
4	PRU	Prudential Financial INC	+1.8%	+55.27%	Add
5	HIG	Hartford Insurance Group INC	+1.5%	+69.77%	Add
6	PRA	Proassurance CORP	+1.4%	+54.55%	Add
7	MET	Metlife INC	+1.1%	+28.16%	Add
8	ERIE	Erie Indemnity Company-cl A	+0.6%	+21.57%	Add
9	BRO	Brown & Brown INC	+0.5%	+20.22%	Add
10	EMCI	Emc Ins Group INC	+0.2%	-0.10%	Trim
11	ALL	Allstate CORP	+0.2%	+5.07%	Add
12	RGA	Reinsurance Group Of America	+0.1%	+5.05%	Add
13	SLF	Sun Life Financial Inc.	-0.1%	+3.46%	Add
14	AJG	Arthur J Gallagher & Co	-0.4%	-7.24%	Trim
15	CB	Chubb Limited	-1.3%	-13.91%	Trim
16	FHI	Federated Hermes, Inc.	-1.4%	-39.59%	Trim
17	PEG	Public Service Enterprise Group Incorporated	-2.5%	-24.93%	Trim
18	CNA	Cna Financial CORP	-3.4%	-37.28%	Trim
19	✓	Amtrust Financial Services	—	EXIT	Sold out
20	✓	Protective Life CORP Com	—	NEW	New buy
21	EIG	Employers Holdings INC	—	NEW	New buy
22	VOYA	Voya Financial, Inc.	—	EXIT	Sold out