Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Y | Sell | ALLEGHANY CORP DEL | $13,821,000 | -2.6% | 26,460 | -8.8% | 12.19% | -9.9% |
| ACGL | Buy | ARCH CAP GROUP LTDord | $13,663,000 | +17.9% | 444,330 | +9.9% | 12.05% | +9.0% |
| MKL | Sell | MARKEL CORP | $12,009,000 | +10.7% | 11,497 | -2.2% | 10.59% | +2.3% |
| AFG | Sell | AMERICAN FINL GROUP INC OHIO | $11,285,000 | -6.8% | 185,701 | -2.6% | 9.95% | -13.8% |
| ARGO | Buy | ARGO GROUP INTL HLDGS LTD | $10,210,000 | -2.2% | 304,674 | +1.7% | 9.01% | -9.6% |
| RNR | Sell | RENAISSANCERE HLDGS LTD | $8,506,000 | -25.9% | 47,156 | -29.8% | 7.50% | -31.5% |
| WRB | Buy | BERKLEY W R CORP | $8,336,000 | +11.9% | 135,000 | +3.8% | 7.35% | +3.4% |
| JRVR | Buy | JAMES RIV GROUP LTD | $8,161,000 | +4.9% | 176,181 | +1.9% | 7.20% | -3.0% |
| RLI | Buy | RLI CORP | $6,451,000 | +34.5% | 73,196 | +25.3% | 5.69% | +24.3% |
| TIG | New | TREAN INS GROUP INC | $4,290,000 | – | 275,000 | – | 3.78% | – |
| PGR | Sell | PROGRESSIVE CORP | $4,065,000 | -32.3% | 45,000 | -40.0% | 3.59% | -37.4% |
| EIG | Buy | EMPLOYERS HOLDINGS INC | $3,649,000 | +1529.0% | 112,205 | +1409.3% | 3.22% | +1404.2% |
| BRP | Sell | BRP GROUP INC | $3,245,000 | -12.9% | 185,972 | -13.8% | 2.86% | -19.5% |
| CB | New | CHUBB LIMITED | $3,181,000 | – | 25,000 | – | 2.81% | – |
| MMC | Sell | MARSH & MCLENNAN COS INC | $1,166,000 | -45.7% | 10,000 | -50.0% | 1.03% | -49.8% |
| PRA | New | PROASSURANCE CORP | $147,000 | – | 10,000 | – | 0.13% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -5,000 | – | -0.73% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Y | New | ALLEGHANY CORP DEL | $14,185,000 | – | 29,000 | – | 13.54% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $12,102,000 | – | 190,701 | – | 11.55% | – |
| ACGL | New | ARCH CAP GROUP LTDord | $11,584,000 | – | 404,330 | – | 11.05% | – |
| RNR | New | RENAISSANCERE HOLDINGS LTD | $11,486,000 | – | 67,156 | – | 10.96% | – |
| MKL | New | MARKEL CORP | $10,847,000 | – | 11,750 | – | 10.35% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $10,438,000 | – | 299,674 | – | 9.96% | – |
| JRVR | New | JAMES RIV GROUP LTD | $7,780,000 | – | 172,881 | – | 7.42% | – |
| WRB | New | BERKLEY W R CORP | $7,448,000 | – | 130,000 | – | 7.11% | – |
| PGR | New | PROGRESSIVE CORP OHIO | $6,008,000 | – | 75,000 | – | 5.73% | – |
| RLI | New | RLI CORP | $4,795,000 | – | 58,400 | – | 4.58% | – |
| BRP | New | BRP GROUP INC | $3,724,000 | – | 215,640 | – | 3.55% | – |
| MMC | New | MARSH & MCLENNAN COS INC | $2,147,000 | – | 20,000 | – | 2.05% | – |
| IGIC | New | INTL GNRL INSURANCE HLDNGS L | $1,258,000 | – | 182,347 | – | 1.20% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $764,000 | – | 5,000 | – | 0.73% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $224,000 | – | 7,434 | – | 0.21% | – |