Capital Returns Management

Capital Returns Management as of June 30, 2012

Portfolio Holdings for Capital Returns Management

Capital Returns Management holds 16 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Xl Group 9.6 $6.4M 306k 21.04
Ace Limited Cmn 8.8 $5.9M 79k 74.13
Prudential Financial (PRU) 8.7 $5.8M 120k 48.43
CNA Financial Corporation (CNA) 8.1 $5.4M 196k 27.72
Travelers Companies (TRV) 7.8 $5.3M 82k 63.84
MetLife (MET) 7.7 $5.2M 167k 30.85
Arthur J. Gallagher & Co. (AJG) 7.0 $4.7M 134k 35.07
American International (AIG) 7.0 $4.7M 146k 32.09
Chubb Corporation 6.9 $4.6M 63k 72.82
Brown & Brown (BRO) 6.5 $4.4M 160k 27.27
Renaissance Re Holdings Ltd Cmn (RNR) 6.3 $4.2M 56k 76.00
Flagstone Reinsurance Holdin 4.8 $3.2M 405k 8.01
Reinsurance Group of America (RGA) 4.6 $3.1M 59k 53.20
Validus Holdings 4.0 $2.7M 84k 32.02
CNO Financial (CNO) 1.2 $780k 100k 7.80
First Acceptance Corporation (FACO) 0.9 $627k 468k 1.34