Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 9, 2016

Total Value ($000): $285,586 (99.8% shares, 0.2% debt)

Holdings (96)

PIEDMONT NATURAL GAS ORD 5.7%
Value ($000) $16,213 Shares 270,978 Est. Cost $33.74 Unrealized
LMT LOCKHEED MARTIN ORD 4.7%
Value ($000) $13,290 Shares 60,000 Est. Cost $74.52 Unrealized +121.7%
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.4%
Value ($000) $12,570 Shares 83,000 Est. Cost $118.94 Unrealized -29.3%
RAYTHEON ORD 3.9%
Value ($000) $11,159 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT ORD 3.9%
Value ($000) $11,046 Shares 200,000 Est. Cost $27.09 Unrealized +70.1%
DUK DUKE ENERGY ORD 3.2%
Value ($000) $9,211 Shares 114,166 Est. Cost $41.83 Unrealized +20.7%
UNITED TECHNOLOGIES ORD 3.1%
Value ($000) $8,924 Shares 89,150 Est. Cost $92.85 Unrealized
XOM EXXON MOBIL ORD 3.1%
Value ($000) $8,777 Shares 105,000 Est. Cost $53.69 Unrealized -3.2%
CVX CHEVRON ORD 3.0%
Value ($000) $8,513 Shares 89,240 Est. Cost $71.30 Unrealized -19.5%
BMY BRISTOL MYERS SQUIBB ORD 2.9%
Value ($000) $8,403 Shares 131,549 Est. Cost $28.67 Unrealized +56.3%
NOC NORTHROP GRUMMAN ORD 2.8%
Value ($000) $8,057 Shares 40,712 Est. Cost $65.23 Unrealized +146.9%
BP BP ADR EACH REPSTNG SIX ORD 2.8%
Value ($000) $7,914 Shares 262,240 Est. Cost $30.18 Unrealized
CANADIAN PACIFIC RAILWAY ORD 2.2%
Value ($000) $6,350 Shares 47,600 Est. Cost $121.39 Unrealized
MRK MERCK & CO ORD 2.0%
Value ($000) $5,820 Shares 110,000 Est. Cost $30.02 Unrealized +20.0%
SLB SCHLUMBERGER ORD 2.0%
Value ($000) $5,753 Shares 78,000 Est. Cost $53.12 Unrealized +0.0%
JNJ JOHNSON & JOHNSON ORD 1.9%
Value ($000) $5,410 Shares 50,000 Est. Cost $59.66 Unrealized +32.0%
COP CONOCOPHILLIPS ORD 1.8%
Value ($000) $5,034 Shares 125,000 Est. Cost $40.83 Unrealized -31.2%
PFE PFIZER ORD 1.7%
Value ($000) $4,922 Shares 166,050 Est. Cost $16.44 Unrealized +13.6%
SPECTRA ENERGY ORD 1.7%
Value ($000) $4,743 Shares 155,000 Est. Cost $34.46 Unrealized
CVS CVS HEALTH ORD 1.5%
Value ($000) $4,409 Shares 42,500 Est. Cost $50.54 Unrealized +43.2%
NEM NEWMONT MINING ORD 1.5%
Value ($000) $4,253 Shares 160,000 Est. Cost $22.86 Unrealized -20.5%
CSCO CISCO SYSTEMS ORD 1.5%
Value ($000) $4,198 Shares 147,448 Est. Cost $15.24 Unrealized +24.3%
ORBITAL ATK ORD 1.4%
Value ($000) $3,999 Shares 46,000 Est. Cost $76.63 Unrealized
ANADARKO PETROLEUM ORD 1.3%
Value ($000) $3,726 Shares 80,000 Est. Cost $46.58 Unrealized
RIG TRANSOCEAN ORD 1.3%
Value ($000) $3,653 Shares 399,662 Est. Cost $33.57 Unrealized -70.4%
NUANCE COMMUNICATIONS ORD 1.3%
Value ($000) $3,641 Shares 194,800 Est. Cost $15.16 Unrealized
BHP BHP BILLITON ADR REP 2 ORD 1.3%
Value ($000) $3,626 Shares 140,000 Est. Cost $25.90 Unrealized
WDC WESTERN DIGITAL ORD 1.2%
Value ($000) $3,543 Shares 75,000 Est. Cost $39.29 Unrealized -21.7%
GRMN GARMIN ORD 1.2%
Value ($000) $3,457 Shares 86,500 Est. Cost $36.06 Unrealized -21.7%
C R BARD ORD 1.1%
Value ($000) $3,243 Shares 16,000 Est. Cost $202.69 Unrealized
SCANA ORD 1.1%
Value ($000) $3,227 Shares 46,000 Est. Cost $49.11 Unrealized
ABBV ABBVIE ORD 1.1%
Value ($000) $3,142 Shares 55,000 Est. Cost $38.04 Unrealized -2.4%
HARRIS ORD 1.1%
Value ($000) $3,114 Shares 40,000 Est. Cost $49.25 Unrealized
ROYAL DUTCH SHELL ADR RPSTG 2 A ORD 1.0%
Value ($000) $2,907 Shares 60,000 Est. Cost $62.90 Unrealized
BAX BAXTER INTERNATIONAL ORD 1.0%
Value ($000) $2,876 Shares 70,000 Est. Cost $32.47 Unrealized 0.0%
TXN TEXAS INSTRUMENTS ORD 1.0%
Value ($000) $2,871 Shares 50,000 Est. Cost $25.31 Unrealized +60.1%
BAXALTA ORD 1.0%
Value ($000) $2,828 Shares 70,000 Est. Cost $31.46 Unrealized
PSX PHILLIPS 66 ORD 1.0%
Value ($000) $2,814 Shares 32,500 Est. Cost $40.44 Unrealized +38.6%
SCSC SCANSOURCE ORD 0.9%
Value ($000) $2,641 Shares 65,400 Est. Cost $30.32 Unrealized +15.0%
GD GENERAL DYNAMICS ORD 0.9%
Value ($000) $2,627 Shares 20,000 Est. Cost $60.68 Unrealized +76.0%
GPN GLOBAL PAYMENTS ORD 0.9%
Value ($000) $2,612 Shares 40,000 Est. Cost $43.12 Unrealized +30.7%
D DOMINION RESOURCES ORD 0.9%
Value ($000) $2,594 Shares 34,528 Est. Cost $34.53 Unrealized +33.5%
FLO FLOWERS FOODS ORD 0.9%
Value ($000) $2,524 Shares 136,743 Est. Cost $13.91 Unrealized -7.6%
WMB WILLIAMS ORD 0.8%
Value ($000) $2,415 Shares 150,300 Est. Cost $17.99 Unrealized -44.9%
CPB CAMPBELL SOUP ORD 0.7%
Value ($000) $2,137 Shares 33,500 Est. Cost $29.70 Unrealized +44.9%
INTC INTEL ORD 0.7%
Value ($000) $1,910 Shares 59,044 Est. Cost $17.10 Unrealized +42.6%
EMC ORD 0.7%
Value ($000) $1,881 Shares 70,600 Est. Cost $22.53 Unrealized
GWRE GUIDEWIRE SOFTWARE ORD 0.6%
Value ($000) $1,697 Shares 31,142 Est. Cost $39.96 Unrealized +30.7%
ABT ABBOTT LABORATORIES ORD 0.6%
Value ($000) $1,673 Shares 40,000 Est. Cost $33.00 Unrealized 0.0%
RITE AID ORD 0.6%
Value ($000) $1,630 Shares 200,000 Est. Cost $5.80 Unrealized
VRTX VERTEX PHARMACEUTICALS ORD 0.6%
Value ($000) $1,590 Shares 20,000 Est. Cost $90.45 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC ORD 0.5%
Value ($000) $1,543 Shares 10,900 Est. Cost $79.76 Unrealized +63.3%
FLR FLUOR ORD 0.5%
Value ($000) $1,541 Shares 28,700 Est. Cost $53.56 Unrealized -19.8%
TRMB TRIMBLE NAVIGATION ORD 0.5%
Value ($000) $1,488 Shares 60,000 Est. Cost $26.95 Unrealized -18.1%
WFC WELLS FARGO ORD 0.5%
Value ($000) $1,451 Shares 30,000 Est. Cost $38.97 Unrealized -4.8%
APACHE ORD 0.5%
Value ($000) $1,367 Shares 28,000 Est. Cost $48.82 Unrealized
BARRICK GOLD ORD 0.5%
Value ($000) $1,364 Shares 100,000 Est. Cost $13.64 Unrealized
CVE CENOVUS ENERGY ORD 0.5%
Value ($000) $1,307 Shares 100,000 Est. Cost $22.39 Unrealized -55.1%
IRBTQ IROBOT ORD 0.5%
Value ($000) $1,306 Shares 37,000 Est. Cost $33.96 Unrealized -4.2%
MU MICRON TECHNOLOGY ORD 0.4%
Value ($000) $1,256 Shares 120,000 Est. Cost $20.97 Unrealized -48.0%
GLD SPDR GOLD SHARES ETF 0.4%
Value ($000) $1,176 Shares 10,000 Est. Cost $117.60 Unrealized
FCX FREEPORT MCMORAN ORD 0.4%
Value ($000) $1,034 Shares 100,000 Est. Cost $26.07 Unrealized -75.6%
ENCANA ORD 0.4%
Value ($000) $1,010 Shares 164,900 Est. Cost $17.29 Unrealized
SOUTH STATE ORD 0.3%
Value ($000) $963 Shares 15,000 Est. Cost $68.18 Unrealized
LEUCADIA NATIONAL ORD 0.3%
Value ($000) $909 Shares 56,191 Est. Cost $26.21 Unrealized
WPX ENERGY ORD 0.3%
Value ($000) $898 Shares 128,500 Est. Cost $15.81 Unrealized
MONSANTO ORD 0.3%
Value ($000) $898 Shares 10,234 Est. Cost $81.27 Unrealized
LNC LINCOLN NATIONAL ORD 0.3%
Value ($000) $891 Shares 22,734 Est. Cost $22.50 Unrealized +19.0%
GLW CORNING ORD 0.3%
Value ($000) $836 Shares 40,000 Est. Cost $15.47 Unrealized -7.9%
TORTOISE ENERGY INDEPENDENCE CF 0.3%
Value ($000) $830 Shares 72,600 Est. Cost $11.43 Unrealized
MCDERMOTT INTERNATIONAL ORD 0.3%
Value ($000) $746 Shares 182,400 Est. Cost $7.98 Unrealized
AIR AAR ORD 0.2%
Value ($000) $698 Shares 30,000 Est. Cost $20.85 Unrealized 0.0%
BWXT BWX TECHNOLOGIES ORD 0.2%
Value ($000) $671 Shares 20,000 Est. Cost $22.66 Unrealized +21.4%
ENS ENERSYS ORD 0.2%
Value ($000) $611 Shares 10,968 Est. Cost $52.11 Unrealized -9.9%
AMD ADVANCED MICRO DEVICES ORD 0.2%
Value ($000) $566 Shares 198,600 Est. Cost $2.27 Unrealized 0.0%
BABCOCK AND WILCOX ENTERPRISES ORD 0.2%
Value ($000) $535 Shares 25,000 Est. Cost $16.80 Unrealized
HORNBECK OFFSHORE SERV 0.2%
Value ($000) $445 Shares 750,000 Est. Cost $0.74 Unrealized
HORNBECK OFFSHORE SERVICES ORD 0.1%
Value ($000) $397 Shares 40,000 Est. Cost $34.34 Unrealized
KHC KRAFT HEINZ ORD 0.1%
Value ($000) $393 Shares 5,000 Est. Cost $47.82 Unrealized +1.0%
T AT&T ORD 0.1%
Value ($000) $392 Shares 10,000 Est. Cost $11.40 Unrealized +21.4%
E I DU PONT DE NEMOURS ORD 0.1%
Value ($000) $380 Shares 6,000 Est. Cost $49.82 Unrealized
MO ALTRIA GROUP ORD 0.1%
Value ($000) $376 Shares 6,000 Est. Cost $16.28 Unrealized +90.9%
NABORS INDUSTRIES ORD 0.1%
Value ($000) $331 Shares 36,000 Est. Cost $15.31 Unrealized
L-3 COMMUNICATIONS HOLDINGS ORD 0.1%
Value ($000) $310 Shares 2,616 Est. Cost $85.70 Unrealized
PM PHILIP MORRIS INTERNATIONAL ORD 0.1%
Value ($000) $294 Shares 3,000 Est. Cost $49.85 Unrealized +12.1%
MDLZ MONDELEZ INTERNATIONAL CL A ORD 0.1%
Value ($000) $204 Shares 5,076 Est. Cost $23.16 Unrealized +40.0%
BAXALTA INC 40.0 CALL 17JUN16 0.1%
Value ($000) $159 Shares 70,000 Est. Cost $31.46 Unrealized
CVS CVS HEALTH C 95.0 CALL 20MAY16 0.0%
Value ($000) $113 Shares 12,500 Est. Cost $50.54 Unrealized +43.2%
CPB CAMPBELL SOU 60.0 CALL 20MAY16 0.0%
Value ($000) $103 Shares 21,500 Est. Cost $29.70 Unrealized +44.9%
ABBV ABBVIE INC 55.0 CALL 20MAY16 0.0%
Value ($000) $83 Shares 25,000 Est. Cost $38.04 Unrealized -2.4%
NEM NEWMONT MINI 28.0 CALL 15APR16 0.0%
Value ($000) $74 Shares 90,000 Est. Cost $22.86 Unrealized -20.5%
MSFT MICROSOFT CO 57.5 CALL 20MAY16 0.0%
Value ($000) $36 Shares 40,000 Est. Cost $27.09 Unrealized +70.1%
GLD SPDR GOLD SH 123.0 CALL 20MAY16 0.0%
Value ($000) $13 Shares 10,000 Est. Cost $117.60 Unrealized
EMC CORP/MA 26.0 CALL 15APR16 0.0%
Value ($000) $8 Shares 10,600 Est. Cost $22.53 Unrealized
CC CHEMOURS ORD 0.0%
Value ($000) $8 Shares 1,200 Est. Cost $7.40 Unrealized -50.8%
NUANCE COMMU 21.0 CALL 15APR16 0.0%
Value ($000) $5 Shares 50,000 Est. Cost $15.16 Unrealized