CY2012 Q1
| Company | Value | End Date | SEC Filing |
|---|---|---|---|
| MONTPELIER RE HOLDINGS LTD | $104,300,000.00 | 2012-03-31 | View |
| APOLLO RESIDENTIAL MORTGAGE, INC. | $93,000.00 | 2012-03-31 | View |
| POST PROPERTIES INC | $16,053,000.00 | 2012-03-31 | View |
| VOYA INSURANCE & ANNUITY CO | $25,200,000.00 | 2012-03-31 | View |
| XL GROUP LTD | $54,155,000.00 | 2012-03-31 | View |
| TRANSAMERICA ADVISORS LIFE INSURANCE CO | $1,531,000.00 | 2012-03-31 | View |
| Invesco Mortgage Capital Inc. | $259,468,000.00 | 2012-03-31 | View |
| VOYA RETIREMENT INSURANCE & ANNUITY CO | $57,000,000.00 | 2012-03-31 | View |
| Ambac Financial Group, Inc. | $37,856,000.00 | 2012-03-31 | View |
| AMERISAFE INC | $4,704,000.00 | 2012-03-31 | View |
| PPG INDUSTRIES, INC. | $11,000,000.00 | 2012-03-31 | View |
| ELLINGTON FINANCIAL INC | $607,150,000.00 | 2012-03-31 | View |
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