Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 8, 2016

Total Value ($000): $303,849 (99.9% shares, 0.1% debt)

Holdings (98)

PIEDMONT NATURAL GAS ORD 5.4%
Value ($000) $16,291 Shares 270,978 Est. Cost $33.74 Unrealized
LMT LOCKHEED MARTIN ORD 4.9%
Value ($000) $14,890 Shares 60,000 Est. Cost $74.52 Unrealized +144.7%
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.1%
Value ($000) $12,598 Shares 83,000 Est. Cost $118.94 Unrealized -20.0%
RAYTHEON ORD 4.1%
Value ($000) $12,371 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT ORD 3.4%
Value ($000) $10,234 Shares 200,000 Est. Cost $27.09 Unrealized +69.8%
XOM EXXON MOBIL ORD 3.2%
Value ($000) $9,843 Shares 105,000 Est. Cost $53.69 Unrealized +7.8%
DUK DUKE ENERGY ORD 3.2%
Value ($000) $9,794 Shares 114,166 Est. Cost $41.83 Unrealized +28.7%
BMY BRISTOL MYERS SQUIBB ORD 3.2%
Value ($000) $9,675 Shares 131,549 Est. Cost $28.67 Unrealized +76.2%
CVX CHEVRON ORD 3.1%
Value ($000) $9,355 Shares 89,240 Est. Cost $71.30 Unrealized -6.4%
BP BP ADR EACH REPSTNG SIX ORD 3.1%
Value ($000) $9,312 Shares 262,240 Est. Cost $30.18 Unrealized
UNITED TECHNOLOGIES ORD 3.0%
Value ($000) $9,142 Shares 89,150 Est. Cost $92.85 Unrealized
NOC NORTHROP GRUMMAN ORD 3.0%
Value ($000) $9,049 Shares 40,712 Est. Cost $65.23 Unrealized +176.2%
MRK MERCK & CO ORD 2.1%
Value ($000) $6,337 Shares 110,000 Est. Cost $30.02 Unrealized +31.5%
SLB SCHLUMBERGER ORD 2.0%
Value ($000) $6,168 Shares 78,000 Est. Cost $53.12 Unrealized +9.6%
CANADIAN PACIFIC RAILWAY ORD 2.0%
Value ($000) $6,096 Shares 47,600 Est. Cost $121.39 Unrealized
JNJ JOHNSON & JOHNSON ORD 2.0%
Value ($000) $6,065 Shares 50,000 Est. Cost $59.66 Unrealized +45.9%
NEM NEWMONT MINING ORD 1.9%
Value ($000) $5,868 Shares 150,000 Est. Cost $22.86 Unrealized +13.8%
PFE PFIZER ORD 1.9%
Value ($000) $5,847 Shares 166,050 Est. Cost $16.44 Unrealized +28.0%
SPECTRA ENERGY ORD 1.9%
Value ($000) $5,678 Shares 155,000 Est. Cost $34.46 Unrealized
COP CONOCOPHILLIPS ORD 1.8%
Value ($000) $5,450 Shares 125,000 Est. Cost $40.83 Unrealized -19.7%
RIG TRANSOCEAN ORD 1.6%
Value ($000) $4,752 Shares 399,662 Est. Cost $33.57 Unrealized -69.5%
ANADARKO PETROLEUM ORD 1.4%
Value ($000) $4,260 Shares 80,000 Est. Cost $46.58 Unrealized
CSCO CISCO SYSTEMS ORD 1.4%
Value ($000) $4,230 Shares 147,448 Est. Cost $15.24 Unrealized +36.9%
CVS CVS HEALTH ORD 1.3%
Value ($000) $4,069 Shares 42,500 Est. Cost $50.54 Unrealized +47.4%
BHP BHP BILLITON ADR REP 2 ORD 1.3%
Value ($000) $3,998 Shares 140,000 Est. Cost $25.90 Unrealized
ORBITAL ATK ORD 1.3%
Value ($000) $3,916 Shares 46,000 Est. Cost $76.63 Unrealized
C R BARD ORD 1.2%
Value ($000) $3,763 Shares 16,000 Est. Cost $202.69 Unrealized
GRMN GARMIN ORD 1.2%
Value ($000) $3,669 Shares 86,500 Est. Cost $36.06 Unrealized -11.3%
WDC WESTERN DIGITAL ORD 1.2%
Value ($000) $3,545 Shares 75,000 Est. Cost $39.29 Unrealized -27.2%
SCANA ORD 1.1%
Value ($000) $3,480 Shares 46,000 Est. Cost $49.11 Unrealized
HARRIS ORD 1.1%
Value ($000) $3,338 Shares 40,000 Est. Cost $49.25 Unrealized
ROYAL DUTCH SHELL ADR RPSTG 2 A ORD 1.1%
Value ($000) $3,313 Shares 60,000 Est. Cost $62.90 Unrealized
WMB WILLIAMS ORD 1.1%
Value ($000) $3,251 Shares 150,300 Est. Cost $17.99 Unrealized -33.5%
BAX BAXTER INTERNATIONAL ORD 1.0%
Value ($000) $3,165 Shares 70,000 Est. Cost $32.47 Unrealized +15.4%
TXN TEXAS INSTRUMENTS ORD 1.0%
Value ($000) $3,133 Shares 50,000 Est. Cost $25.31 Unrealized +80.4%
NUANCE COMMUNICATIONS ORD 1.0%
Value ($000) $3,045 Shares 194,800 Est. Cost $15.16 Unrealized
GPN GLOBAL PAYMENTS ORD 0.9%
Value ($000) $2,855 Shares 40,000 Est. Cost $43.12 Unrealized +62.8%
GD GENERAL DYNAMICS ORD 0.9%
Value ($000) $2,785 Shares 20,000 Est. Cost $60.68 Unrealized +86.3%
D DOMINION RESOURCES ORD 0.9%
Value ($000) $2,691 Shares 34,528 Est. Cost $34.53 Unrealized +38.3%
PSX PHILLIPS 66 ORD 0.8%
Value ($000) $2,579 Shares 32,500 Est. Cost $40.44 Unrealized +40.2%
FLO FLOWERS FOODS ORD 0.8%
Value ($000) $2,564 Shares 136,743 Est. Cost $13.91 Unrealized -8.5%
SCSC SCANSOURCE ORD 0.8%
Value ($000) $2,427 Shares 65,400 Est. Cost $30.32 Unrealized +29.5%
BARRICK GOLD ORD 0.7%
Value ($000) $2,124 Shares 100,000 Est. Cost $13.64 Unrealized
CPB CAMPBELL SOUP ORD 0.7%
Value ($000) $2,062 Shares 31,000 Est. Cost $29.70 Unrealized +55.3%
INTC INTEL ORD 0.6%
Value ($000) $1,937 Shares 59,044 Est. Cost $17.10 Unrealized +46.9%
GWRE GUIDEWIRE SOFTWARE ORD 0.6%
Value ($000) $1,923 Shares 31,142 Est. Cost $39.96 Unrealized +44.2%
EMC ORD 0.6%
Value ($000) $1,918 Shares 70,600 Est. Cost $22.53 Unrealized
ABBV ABBVIE ORD 0.6%
Value ($000) $1,857 Shares 30,000 Est. Cost $38.04 Unrealized +7.7%
VRTX VERTEX PHARMACEUTICALS ORD 0.6%
Value ($000) $1,720 Shares 20,000 Est. Cost $90.45 Unrealized -4.5%
MU MICRON TECHNOLOGY ORD 0.5%
Value ($000) $1,651 Shares 120,000 Est. Cost $20.97 Unrealized -47.1%
TMO THERMO FISHER SCIENTIFIC ORD 0.5%
Value ($000) $1,611 Shares 10,900 Est. Cost $79.76 Unrealized +80.0%
ABT ABBOTT LABORATORIES ORD 0.5%
Value ($000) $1,572 Shares 40,000 Est. Cost $33.00 Unrealized +1.1%
APACHE ORD 0.5%
Value ($000) $1,559 Shares 28,000 Est. Cost $48.82 Unrealized
RITE AID ORD 0.5%
Value ($000) $1,498 Shares 200,000 Est. Cost $5.80 Unrealized
TRMB TRIMBLE NAVIGATION ORD 0.5%
Value ($000) $1,462 Shares 60,000 Est. Cost $26.95 Unrealized -7.1%
WFC WELLS FARGO ORD 0.5%
Value ($000) $1,420 Shares 30,000 Est. Cost $38.97 Unrealized -4.5%
FLR FLUOR ORD 0.5%
Value ($000) $1,414 Shares 28,700 Est. Cost $53.56 Unrealized -10.9%
CVE CENOVUS ENERGY ORD 0.5%
Value ($000) $1,376 Shares 100,000 Est. Cost $22.39 Unrealized -45.5%
IRBTQ IROBOT ORD 0.4%
Value ($000) $1,298 Shares 37,000 Est. Cost $33.96 Unrealized +8.0%
ENCANA ORD 0.4%
Value ($000) $1,276 Shares 164,900 Est. Cost $17.29 Unrealized
GLD SPDR GOLD SHARES ETF 0.4%
Value ($000) $1,265 Shares 10,000 Est. Cost $117.60 Unrealized
WPX ENERGY ORD 0.4%
Value ($000) $1,196 Shares 128,500 Est. Cost $15.81 Unrealized
TORTOISE ENERGY INDEPENDENCE CF 0.4%
Value ($000) $1,136 Shares 76,135 Est. Cost $11.59 Unrealized
FCX FREEPORT MCMORAN ORD 0.4%
Value ($000) $1,114 Shares 100,000 Est. Cost $26.07 Unrealized -61.5%
MONSANTO ORD 0.3%
Value ($000) $1,058 Shares 10,234 Est. Cost $81.27 Unrealized
SOUTH STATE ORD 0.3%
Value ($000) $1,021 Shares 15,000 Est. Cost $68.18 Unrealized
AMD ADVANCED MICRO DEVICES ORD 0.3%
Value ($000) $1,019 Shares 198,600 Est. Cost $2.27 Unrealized +70.9%
LEUCADIA NATIONAL ORD 0.3%
Value ($000) $974 Shares 56,191 Est. Cost $26.21 Unrealized
MCDERMOTT INTERNATIONAL ORD 0.3%
Value ($000) $901 Shares 182,400 Est. Cost $7.98 Unrealized
LNC LINCOLN NATIONAL ORD 0.3%
Value ($000) $881 Shares 22,734 Est. Cost $22.50 Unrealized +30.1%
GLW CORNING ORD 0.3%
Value ($000) $819 Shares 40,000 Est. Cost $15.47 Unrealized +0.3%
BWXT BWX TECHNOLOGIES ORD 0.2%
Value ($000) $715 Shares 20,000 Est. Cost $22.66 Unrealized +35.0%
AIR AAR ORD 0.2%
Value ($000) $700 Shares 30,000 Est. Cost $20.85 Unrealized +9.9%
NEM NEWMONT MINI 31.0 CALL 16SEP16 0.2%
Value ($000) $684 Shares 80,000 Est. Cost $22.86 Unrealized +13.8%
ENS ENERSYS ORD 0.2%
Value ($000) $652 Shares 10,968 Est. Cost $52.11 Unrealized +3.3%
KHC KRAFT HEINZ ORD 0.1%
Value ($000) $442 Shares 5,000 Est. Cost $47.82 Unrealized +12.1%
T AT&T ORD 0.1%
Value ($000) $432 Shares 10,000 Est. Cost $11.40 Unrealized +32.6%
HORNBECK OFFSHORE SERVICES INC 0.1%
Value ($000) $430 Shares 750,000 Est. Cost $0.74 Unrealized
MO ALTRIA GROUP ORD 0.1%
Value ($000) $414 Shares 6,000 Est. Cost $16.28 Unrealized +104.0%
E I DU PONT DE NEMOURS ORD 0.1%
Value ($000) $389 Shares 6,000 Est. Cost $49.82 Unrealized
L-3 COMMUNICATIONS HOLDINGS ORD 0.1%
Value ($000) $384 Shares 2,616 Est. Cost $85.70 Unrealized
BABCOCK AND WILCOX ENTERPRISES ORD 0.1%
Value ($000) $367 Shares 25,000 Est. Cost $16.80 Unrealized
NABORS INDUSTRIES ORD 0.1%
Value ($000) $362 Shares 36,000 Est. Cost $15.31 Unrealized
HORNBECK OFFSHORE SERVICES ORD 0.1%
Value ($000) $334 Shares 40,000 Est. Cost $34.34 Unrealized
PM PHILIP MORRIS INTERNATIONAL ORD 0.1%
Value ($000) $305 Shares 3,000 Est. Cost $49.85 Unrealized +23.2%
AMD ADVANCED MIC 3.5 CALL 15JUL16 0.1%
Value ($000) $278 Shares 198,600 Est. Cost $2.27 Unrealized +70.9%
MDLZ MONDELEZ INTERNATIONAL CL A ORD 0.1%
Value ($000) $231 Shares 5,076 Est. Cost $23.16 Unrealized +50.4%
BMY BRISTOL-MYER 72.5 CALL 16SEP16 0.1%
Value ($000) $180 Shares 50,000 Est. Cost $28.67 Unrealized +76.2%
TXN TEXAS INSTRU 62.5 CALL 21OCT16 0.0%
Value ($000) $110 Shares 50,000 Est. Cost $25.31 Unrealized +80.4%
SHIRE ADS REP 3 ORD 0.0%
Value ($000) $102 Shares 554 Est. Cost $184.12 Unrealized
BP BP PLC 35.0 CALL 19AUG16 0.0%
Value ($000) $101 Shares 70,000 Est. Cost $30.18 Unrealized
RIG TRANSOCEAN L 12.0 CALL 19AUG16 0.0%
Value ($000) $94 Shares 100,000 Est. Cost $33.57 Unrealized -69.5%
GLD SPDR GOLD SH 122.0 CALL 16SEP16 0.0%
Value ($000) $64 Shares 10,000 Est. Cost $117.60 Unrealized
FCX FREEPORT-MCM 13.0 CALL 16SEP16 0.0%
Value ($000) $58 Shares 100,000 Est. Cost $26.07 Unrealized -61.5%
CPB CAMPBELL SOU 67.5 CALL 19AUG16 0.0%
Value ($000) $41 Shares 31,000 Est. Cost $29.70 Unrealized +55.3%
CC CHEMOURS ORD 0.0%
Value ($000) $10 Shares 1,200 Est. Cost $7.40 Unrealized -12.4%
BHP BHP BILLITON 35.0 CALL 15JUL16 0.0%
Value ($000) $9 Shares 50,000 Est. Cost $25.90 Unrealized
EMC CORP/MA 28.0 CALL 15JUL16 0.0%
Value ($000) $8 Shares 70,600 Est. Cost $22.53 Unrealized