Capital Returns Management, LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+6,304
(5.8%)
New positions
2
Sold out positions
2
Turnover %
13.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| RDN | 4,542 | 159.3% |
| GLOBAL INDEMNITY PLC | 3,179 | 67.7% |
| AGO | 3,013 | 43.8% |
| PRU | 2,455 | 42.5% |
| PROTECTIVE LIFE CORP | 2,319 | NEW |
| EIG | 2,055 | NEW |
| HIG | 1,890 | 65.3% |
| PRA | 1,823 | 42.0% |
| MET | 1,650 | 25.5% |
| ERIE | 1,020 | 16.0% |
Top Reduces (Value $000, Stocks/ETFs)
| AMTRUST FINANCIAL SERVICES | -9,640 | -100.0% |
| CNA | -3,417 | -37.5% |
| XL GROUP PLC SHS | -2,401 | -26.3% |
| *ING U S INC | -1,997 | -100.0% |
| FEDERATED NATL HLDG CO COM | -1,267 | -24.6% |
| Chubb Ltd. | -1,142 | -17.6% |
| AJG | -239 | -5.9% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|