Capital Returns Management

Capital Returns Management as of March 31, 2012

Portfolio Holdings for Capital Returns Management

Capital Returns Management holds 19 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ace Limited Cmn 8.2 $5.8M 79k 73.19
CNA Financial Corporation (CNA) 8.1 $5.7M 196k 29.33
Renaissance Re Holdings Ltd Cmn (RNR) 7.8 $5.5M 73k 75.73
Allstate Corporation (ALL) 7.0 $4.9M 150k 32.92
Arthur J. Gallagher & Co. (AJG) 6.9 $4.9M 136k 35.74
Travelers Companies (TRV) 6.9 $4.9M 82k 59.20
Chubb Corporation 6.9 $4.8M 70k 69.12
Xl Group 6.9 $4.8M 224k 21.69
Validus Holdings 6.0 $4.2M 137k 30.95
Brown & Brown (BRO) 5.2 $3.7M 155k 23.78
Reinsurance Group of America (RGA) 4.9 $3.5M 59k 59.46
MetLife (MET) 4.1 $2.9M 77k 37.35
Flagstone Reinsurance Holdin 4.0 $2.8M 359k 7.87
Progressive Corporation (PGR) 3.9 $2.8M 120k 23.18
Alterra Capital Holdings Lim 3.7 $2.6M 114k 22.98
Willis Group Holdings 3.5 $2.5M 71k 34.98
Arch Capital Group (ACGL) 2.6 $1.8M 49k 37.24
Everest Re Group (EG) 2.3 $1.6M 18k 92.51
First Acceptance Corporation (FACO) 0.9 $644k 464k 1.39