Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 22, 2016

Total Value ($000): $272,079 (99.8% shares, 0.2% debt)

Holdings (93)

PIEDMONT NATURAL GAS ORD 5.7%
Value ($000) $15,451 Shares 270,978 Est. Cost $33.74 Unrealized
LMT LOCKHEED MARTIN ORD 4.8%
Value ($000) $13,029 Shares 60,000 Est. Cost $74.52 Unrealized +121.9%
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.2%
Value ($000) $11,422 Shares 83,000 Est. Cost $118.94 Unrealized -26.4%
RAYTHEON ORD 4.2%
Value ($000) $11,332 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT ORD 4.1%
Value ($000) $11,096 Shares 200,000 Est. Cost $27.09 Unrealized +69.6%
BMY BRISTOL MYERS SQUIBB ORD 3.3%
Value ($000) $9,049 Shares 131,549 Est. Cost $28.67 Unrealized +62.9%
UNITED TECHNOLOGIES ORD 3.1%
Value ($000) $8,565 Shares 89,150 Est. Cost $92.85 Unrealized
BP ADR EACH REPSTNG SIX ORD 3.0%
Value ($000) $8,198 Shares 262,240 Est. Cost $31.26 Unrealized
XOM EXXON MOBIL ORD 3.0%
Value ($000) $8,185 Shares 105,000 Est. Cost $53.69 Unrealized -4.3%
DUK DUKE ENERGY ORD 3.0%
Value ($000) $8,150 Shares 114,166 Est. Cost $41.83 Unrealized +10.8%
CVX CHEVRON ORD 3.0%
Value ($000) $8,028 Shares 89,240 Est. Cost $71.30 Unrealized -18.0%
NOC NORTHROP GRUMMAN ORD 2.8%
Value ($000) $7,687 Shares 40,712 Est. Cost $65.23 Unrealized +138.6%
CANADIAN PACIFIC RAILWAY ORD 2.2%
Value ($000) $6,056 Shares 47,600 Est. Cost $121.39 Unrealized
COP CONOCOPHILLIPS ORD 2.1%
Value ($000) $5,836 Shares 125,000 Est. Cost $40.83 Unrealized -6.0%
MRK MERCK & CO ORD 2.1%
Value ($000) $5,810 Shares 110,000 Est. Cost $30.02 Unrealized +22.5%
SLB SCHLUMBERGER ORD 2.0%
Value ($000) $5,441 Shares 78,000 Est. Cost $53.12 Unrealized +5.6%
PFE PFIZER ORD 2.0%
Value ($000) $5,360 Shares 166,050 Est. Cost $16.44 Unrealized +23.9%
JNJ JOHNSON & JOHNSON ORD 1.9%
Value ($000) $5,136 Shares 50,000 Est. Cost $59.66 Unrealized +27.3%
RIG TRANSOCEAN ORD 1.8%
Value ($000) $4,948 Shares 399,662 Est. Cost $33.57 Unrealized -57.0%
ORBITAL ATK ORD 1.5%
Value ($000) $4,110 Shares 46,000 Est. Cost $76.63 Unrealized
CSCO CISCO SYSTEMS ORD 1.5%
Value ($000) $4,004 Shares 147,448 Est. Cost $15.24 Unrealized +32.3%
ANADARKO PETROLEUM ORD 1.4%
Value ($000) $3,886 Shares 80,000 Est. Cost $48.58 Unrealized
NUANCE COMMUNICATIONS ORD 1.4%
Value ($000) $3,875 Shares 194,800 Est. Cost $15.16 Unrealized
WMB WILLIAMS ORD 1.4%
Value ($000) $3,863 Shares 150,300 Est. Cost $17.99 Unrealized +8.8%
SPECTRA ENERGY ORD 1.4%
Value ($000) $3,711 Shares 155,000 Est. Cost $34.46 Unrealized
BHP BILLITON ADR REP 2 ORD 1.3%
Value ($000) $3,606 Shares 140,000 Est. Cost $25.76 Unrealized
HARRIS ORD 1.3%
Value ($000) $3,476 Shares 40,000 Est. Cost $49.25 Unrealized
GRMN GARMIN ORD 1.2%
Value ($000) $3,215 Shares 86,500 Est. Cost $36.06 Unrealized -24.3%
C R BARD ORD 1.1%
Value ($000) $3,031 Shares 16,000 Est. Cost $189.44 Unrealized
WDC WESTERN DIGITAL ORD 1.1%
Value ($000) $3,003 Shares 50,000 Est. Cost $43.55 Unrealized 0.0%
FLO FLOWERS FOODS ORD 1.1%
Value ($000) $2,939 Shares 136,743 Est. Cost $13.91 Unrealized +17.9%
CVS CVS HEALTH ORD 1.1%
Value ($000) $2,933 Shares 30,000 Est. Cost $41.44 Unrealized +75.2%
NEM NEWMONT MINING ORD 1.1%
Value ($000) $2,878 Shares 160,000 Est. Cost $22.86 Unrealized -37.0%
SCANA ORD 1.0%
Value ($000) $2,783 Shares 46,000 Est. Cost $49.11 Unrealized
ROYAL DUTCH SHELL ADR RPSTG 2 A ORD 1.0%
Value ($000) $2,747 Shares 60,000 Est. Cost $62.90 Unrealized
GD GENERAL DYNAMICS ORD 1.0%
Value ($000) $2,747 Shares 20,000 Est. Cost $60.68 Unrealized +88.9%
TXN TEXAS INSTRUMENTS ORD 1.0%
Value ($000) $2,741 Shares 50,000 Est. Cost $25.31 Unrealized +67.1%
BAXALTA ORD 1.0%
Value ($000) $2,732 Shares 70,000 Est. Cost $31.46 Unrealized
BAXTER INTERNATIONAL ORD 1.0%
Value ($000) $2,671 Shares 70,000 Est. Cost $38.16 Unrealized
PSX PHILLIPS 66 ORD 1.0%
Value ($000) $2,659 Shares 32,500 Est. Cost $40.44 Unrealized +46.1%
GPN GLOBAL PAYMENTS ORD 0.9%
Value ($000) $2,580 Shares 40,000 Est. Cost $43.12 Unrealized +48.7%
ABBV ABBVIE ORD 0.9%
Value ($000) $2,370 Shares 40,000 Est. Cost $38.39 Unrealized -1.1%
D DOMINION RESOURCES ORD 0.9%
Value ($000) $2,335 Shares 34,528 Est. Cost $34.53 Unrealized +29.1%
EMC ORD 0.8%
Value ($000) $2,311 Shares 90,000 Est. Cost $22.53 Unrealized
SCSC SCANSOURCE ORD 0.8%
Value ($000) $2,107 Shares 65,400 Est. Cost $30.32 Unrealized +21.8%
INTC INTEL ORD 0.7%
Value ($000) $2,034 Shares 59,044 Est. Cost $17.10 Unrealized +55.8%
CPB CAMPBELL SOUP ORD 0.7%
Value ($000) $1,892 Shares 36,000 Est. Cost $29.70 Unrealized +25.5%
GWRE GUIDEWIRE SOFTWARE ORD 0.7%
Value ($000) $1,874 Shares 31,142 Est. Cost $39.96 Unrealized +44.9%
ABBOTT LABORATORIES ORD 0.7%
Value ($000) $1,796 Shares 40,000 Est. Cost $44.90 Unrealized
RITE AID ORD 0.6%
Value ($000) $1,568 Shares 200,000 Est. Cost $5.80 Unrealized
TMO THERMO FISHER SCIENTIFIC ORD 0.6%
Value ($000) $1,546 Shares 10,900 Est. Cost $79.76 Unrealized +62.4%
FLR FLUOR ORD 0.5%
Value ($000) $1,355 Shares 28,700 Est. Cost $53.56 Unrealized -20.1%
IRBTQ IROBOT ORD 0.5%
Value ($000) $1,310 Shares 37,000 Est. Cost $33.96 Unrealized -4.8%
TRMB TRIMBLE NAVIGATION ORD 0.5%
Value ($000) $1,287 Shares 60,000 Est. Cost $26.95 Unrealized -22.9%
CVE CENOVUS ENERGY ORD 0.5%
Value ($000) $1,260 Shares 100,000 Est. Cost $22.39 Unrealized -45.0%
APACHE ORD 0.5%
Value ($000) $1,245 Shares 28,000 Est. Cost $44.46 Unrealized
LNC LINCOLN NATIONAL ORD 0.4%
Value ($000) $1,143 Shares 22,734 Est. Cost $22.50 Unrealized +58.7%
MU MICRON TECHNOLOGY ORD 0.4%
Value ($000) $1,133 Shares 80,000 Est. Cost $26.01 Unrealized -40.0%
MONSANTO ORD 0.4%
Value ($000) $1,008 Shares 10,234 Est. Cost $81.27 Unrealized
LEUCADIA ORD 0.4%
Value ($000) $977 Shares 56,191 Est. Cost $26.21 Unrealized
ENCANA ORD 0.3%
Value ($000) $835 Shares 164,900 Est. Cost $17.29 Unrealized
WFC WELLS FARGO ORD 0.3%
Value ($000) $815 Shares 15,000 Est. Cost $40.84 Unrealized 0.0%
AAR ORD 0.3%
Value ($000) $789 Shares 30,000 Est. Cost $26.30 Unrealized
WPX ENERGY ORD 0.3%
Value ($000) $738 Shares 128,500 Est. Cost $15.81 Unrealized
BARRICK GOLD ORD 0.3%
Value ($000) $737 Shares 100,000 Est. Cost $7.37 Unrealized
GLW CORNING ORD 0.3%
Value ($000) $731 Shares 40,000 Est. Cost $15.47 Unrealized -10.4%
FCX FREEPORT MCMORAN ORD 0.2%
Value ($000) $677 Shares 100,000 Est. Cost $26.07 Unrealized -66.9%
BWXT BWX TECHNOLOGIES ORD 0.2%
Value ($000) $635 Shares 20,000 Est. Cost $22.66 Unrealized +15.6%
ENS ENERSYS ORD 0.2%
Value ($000) $613 Shares 10,968 Est. Cost $52.11 Unrealized +5.2%
MCDERMOTT INTERNATIONAL ORD 0.2%
Value ($000) $611 Shares 182,400 Est. Cost $7.98 Unrealized
ADVANCED MICRO DEVICES ORD 0.2%
Value ($000) $570 Shares 198,600 Est. Cost $2.87 Unrealized
SOUTH STATE ORD 0.2%
Value ($000) $555 Shares 7,716 Est. Cost $71.93 Unrealized
BABCOCK AND WILCOX ENTERPRISES ORD 0.2%
Value ($000) $522 Shares 25,000 Est. Cost $16.80 Unrealized
HORNBECK OFFSHORE SERV 0.2%
Value ($000) $430 Shares 750,000 Est. Cost $0.74 Unrealized
E I DU PONT DE NEMOURS ORD 0.1%
Value ($000) $400 Shares 6,000 Est. Cost $49.82 Unrealized
HORNBECK OFFSHORE SERVICES ORD 0.1%
Value ($000) $398 Shares 40,000 Est. Cost $34.34 Unrealized
KHC KRAFT HEINZ ORD 0.1%
Value ($000) $364 Shares 5,000 Est. Cost $47.82 Unrealized -1.6%
MO ALTRIA GROUP ORD 0.1%
Value ($000) $349 Shares 6,000 Est. Cost $16.28 Unrealized +81.0%
T AT&T ORD 0.1%
Value ($000) $344 Shares 10,000 Est. Cost $11.40 Unrealized +9.1%
L-3 COMMUNICATIONS HOLDINGS ORD 0.1%
Value ($000) $313 Shares 2,616 Est. Cost $85.70 Unrealized
NABORS INDUSTRIES ORD 0.1%
Value ($000) $306 Shares 36,000 Est. Cost $15.31 Unrealized
PM PHILIP MORRIS INTERNATIONAL ORD 0.1%
Value ($000) $264 Shares 3,000 Est. Cost $49.85 Unrealized +4.9%
MDLZ MONDELEZ INTERNATIONAL CL A ORD 0.1%
Value ($000) $228 Shares 5,076 Est. Cost $23.16 Unrealized +53.2%
TMO THERMO FISHE 140.0 CALL 19FEB16 0.0%
Value ($000) $62 Shares 10,900 Est. Cost $79.76 Unrealized +62.4%
PSX MICROSOFT CO 55.0 CALL 15JAN16 0.0%
Value ($000) $60 Shares 40,000 Est. Cost $40.44 Unrealized +46.1%
WDC WESTERN DIGI 65.0 CALL 19FEB16 0.0%
Value ($000) $55 Shares 30,000 Est. Cost $43.55 Unrealized 0.0%
CPB BRISTOL-MYER 70.0 CALL 19FEB16 0.0%
Value ($000) $53 Shares 28,000 Est. Cost $29.70 Unrealized +25.5%
NUANCE COMMU 21.0 CALL 15APR16 0.0%
Value ($000) $45 Shares 125,000 Est. Cost $5.80 Unrealized
GRMN EMC CORP/MA 26.0 CALL 15APR16 0.0%
Value ($000) $33 Shares 30,000 Est. Cost $36.06 Unrealized -24.3%
GLOBAL PAYME 72.5 CALL 19FEB16 0.0%
Value ($000) $16 Shares 4,400 Est. Cost $15.16 Unrealized
CC CHEMOURS ORD 0.0%
Value ($000) $6 Shares 1,200 Est. Cost $7.40 Unrealized -37.7%
TRMB TRIMBLE NAVI 25.0 CALL 19FEB16 0.0%
Value ($000) $5 Shares 17,500 Est. Cost $26.95 Unrealized -22.9%
RIG PFIZER INC 36.0 CALL 15JAN16 0.0%
Value ($000) $0 Shares 35,000 Est. Cost $33.57 Unrealized -57.0%