Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 8, 2016

Total Value ($000): $315,186 (99.9% shares, 0.1% debt)

Holdings (101)

PIEDMONT NATURAL GAS ORD 5.2%
Value ($000) $16,270 Shares 270,978 Est. Cost $33.74 Unrealized
LMT LOCKHEED MARTIN ORD 4.6%
Value ($000) $14,383 Shares 60,000 Est. Cost $74.52 Unrealized +161.4%
MSFT MICROSOFT ORD 4.2%
Value ($000) $13,248 Shares 230,000 Est. Cost $30.11 Unrealized +67.0%
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.2%
Value ($000) $13,185 Shares 83,000 Est. Cost $118.94 Unrealized -14.4%
RAYTHEON ORD 3.9%
Value ($000) $12,388 Shares 91,000 Est. Cost $66.00 Unrealized
BMY BRISTOL MYERS SQUIBB ORD 3.3%
Value ($000) $10,328 Shares 191,549 Est. Cost $34.14 Unrealized +35.2%
BP BP ADR EACH REPSTNG SIX ORD 3.2%
Value ($000) $10,124 Shares 287,940 Est. Cost $30.62 Unrealized
CVX CHEVRON ORD 2.9%
Value ($000) $9,185 Shares 89,240 Est. Cost $71.30 Unrealized -4.0%
XOM EXXON MOBIL ORD 2.9%
Value ($000) $9,164 Shares 105,000 Est. Cost $53.69 Unrealized +9.0%
DUK DUKE ENERGY ORD 2.9%
Value ($000) $9,138 Shares 114,166 Est. Cost $41.83 Unrealized +34.8%
UNITED TECHNOLOGIES ORD 2.9%
Value ($000) $9,058 Shares 89,150 Est. Cost $92.85 Unrealized
NOC NORTHROP GRUMMAN ORD 2.8%
Value ($000) $8,710 Shares 40,712 Est. Cost $65.23 Unrealized +185.5%
CANADIAN PACIFIC RAILWAY ORD 2.3%
Value ($000) $7,251 Shares 47,600 Est. Cost $121.39 Unrealized
MRK MERCK & CO ORD 2.2%
Value ($000) $6,865 Shares 110,000 Est. Cost $30.02 Unrealized +45.7%
SPECTRA ENERGY ORD 2.1%
Value ($000) $6,626 Shares 155,000 Est. Cost $34.46 Unrealized
SLB SCHLUMBERGER ORD 1.9%
Value ($000) $6,134 Shares 78,000 Est. Cost $53.12 Unrealized +14.2%
JNJ JOHNSON & JOHNSON ORD 1.9%
Value ($000) $5,907 Shares 50,000 Est. Cost $59.66 Unrealized +56.9%
PFE PFIZER ORD 1.8%
Value ($000) $5,624 Shares 166,050 Est. Cost $16.44 Unrealized +35.4%
COP CONOCOPHILLIPS ORD 1.7%
Value ($000) $5,434 Shares 125,000 Est. Cost $40.83 Unrealized -23.8%
RIG TRANSOCEAN ORD 1.7%
Value ($000) $5,326 Shares 499,662 Est. Cost $28.97 Unrealized -63.5%
ANADARKO PETROLEUM ORD 1.6%
Value ($000) $5,069 Shares 80,000 Est. Cost $46.58 Unrealized
BHP BHP BILLITON ADR REP 2 ORD 1.5%
Value ($000) $4,851 Shares 140,000 Est. Cost $25.90 Unrealized
CSCO CISCO SYSTEMS ORD 1.5%
Value ($000) $4,677 Shares 147,448 Est. Cost $15.24 Unrealized +51.4%
WMB WILLIAMS ORD 1.5%
Value ($000) $4,619 Shares 150,300 Est. Cost $17.99 Unrealized -9.8%
WDC WESTERN DIGITAL ORD 1.4%
Value ($000) $4,385 Shares 75,000 Est. Cost $39.29 Unrealized -15.7%
GRMN GARMIN ORD 1.3%
Value ($000) $4,162 Shares 86,500 Est. Cost $36.06 Unrealized +6.6%
CVS CVS HEALTH ORD 1.2%
Value ($000) $3,782 Shares 42,500 Est. Cost $50.54 Unrealized +40.3%
HARRIS ORD 1.2%
Value ($000) $3,664 Shares 40,000 Est. Cost $49.25 Unrealized
C R BARD ORD 1.1%
Value ($000) $3,588 Shares 16,000 Est. Cost $202.69 Unrealized
TXN TEXAS INSTRUMENTS ORD 1.1%
Value ($000) $3,509 Shares 50,000 Est. Cost $25.31 Unrealized +108.1%
ORBITAL ATK ORD 1.1%
Value ($000) $3,507 Shares 46,000 Est. Cost $76.63 Unrealized
BAX BAXTER INTERNATIONAL ORD 1.1%
Value ($000) $3,332 Shares 70,000 Est. Cost $32.47 Unrealized +24.5%
SCANA ORD 1.1%
Value ($000) $3,329 Shares 46,000 Est. Cost $49.11 Unrealized
WFC WELLS FARGO ORD 1.1%
Value ($000) $3,321 Shares 75,000 Est. Cost $37.69 Unrealized -2.3%
GD GENERAL DYNAMICS ORD 1.0%
Value ($000) $3,103 Shares 20,000 Est. Cost $60.68 Unrealized +100.4%
GPN GLOBAL PAYMENTS ORD 1.0%
Value ($000) $3,070 Shares 40,000 Est. Cost $43.12 Unrealized +66.1%
ROYAL DUTCH SHELL ADR RPSTG 2 A ORD 1.0%
Value ($000) $3,004 Shares 60,000 Est. Cost $62.90 Unrealized
NUANCE COMMUNICATIONS ORD 0.9%
Value ($000) $2,825 Shares 194,800 Est. Cost $15.16 Unrealized
NEM NEWMONT MINING ORD 0.9%
Value ($000) $2,750 Shares 70,000 Est. Cost $22.86 Unrealized +42.6%
PSX PHILLIPS 66 ORD 0.8%
Value ($000) $2,618 Shares 32,500 Est. Cost $40.44 Unrealized +34.6%
D DOMINION RESOURCES ORD 0.8%
Value ($000) $2,564 Shares 34,528 Est. Cost $34.53 Unrealized +46.6%
SCSC SCANSOURCE ORD 0.8%
Value ($000) $2,387 Shares 65,400 Est. Cost $30.32 Unrealized +28.5%
INTC INTEL ORD 0.7%
Value ($000) $2,229 Shares 59,044 Est. Cost $17.10 Unrealized +67.4%
MU MICRON TECHNOLOGY ORD 0.7%
Value ($000) $2,134 Shares 120,000 Est. Cost $20.97 Unrealized -29.0%
FLO FLOWERS FOODS ORD 0.7%
Value ($000) $2,068 Shares 136,743 Est. Cost $13.91 Unrealized -17.7%
ABBV ABBVIE ORD 0.6%
Value ($000) $1,892 Shares 30,000 Est. Cost $38.04 Unrealized +15.5%
GWRE GUIDEWIRE SOFTWARE ORD 0.6%
Value ($000) $1,868 Shares 31,142 Est. Cost $39.96 Unrealized +54.1%
APACHE ORD 0.6%
Value ($000) $1,788 Shares 28,000 Est. Cost $48.82 Unrealized
BARRICK GOLD ORD 0.6%
Value ($000) $1,768 Shares 100,000 Est. Cost $13.64 Unrealized
VRTX VERTEX PHARMACEUTICALS ORD 0.6%
Value ($000) $1,744 Shares 20,000 Est. Cost $90.45 Unrealized +4.5%
TMO THERMO FISHER SCIENTIFIC ORD 0.6%
Value ($000) $1,734 Shares 10,900 Est. Cost $79.76 Unrealized +88.2%
ENCANA ORD 0.5%
Value ($000) $1,720 Shares 164,900 Est. Cost $17.29 Unrealized
TRMB TRIMBLE ORD 0.5%
Value ($000) $1,714 Shares 60,000 Est. Cost $26.95 Unrealized -0.8%
CPB CAMPBELL SOUP ORD 0.5%
Value ($000) $1,696 Shares 31,000 Est. Cost $29.70 Unrealized +50.7%
WPX ENERGY ORD 0.5%
Value ($000) $1,695 Shares 128,500 Est. Cost $15.81 Unrealized
ABT ABBOTT LABORATORIES ORD 0.5%
Value ($000) $1,692 Shares 40,000 Est. Cost $33.00 Unrealized +9.5%
IRBTQ IROBOT ORD 0.5%
Value ($000) $1,627 Shares 37,000 Est. Cost $33.96 Unrealized +15.4%
RITE AID ORD 0.5%
Value ($000) $1,538 Shares 200,000 Est. Cost $5.80 Unrealized
FLR FLUOR ORD 0.5%
Value ($000) $1,473 Shares 28,700 Est. Cost $53.56 Unrealized -11.3%
CVE CENOVUS ENERGY ORD 0.5%
Value ($000) $1,433 Shares 100,000 Est. Cost $22.39 Unrealized -46.1%
TORTOISE ENERGY INDEPENDENCE CF 0.4%
Value ($000) $1,213 Shares 76,135 Est. Cost $11.59 Unrealized
BLACKROCK RES AND CMMDITIES STRGY CF 0.4%
Value ($000) $1,164 Shares 142,863 Est. Cost $8.15 Unrealized
SOUTH STATE ORD 0.4%
Value ($000) $1,126 Shares 15,000 Est. Cost $68.18 Unrealized
FCX FREEPORT MCMORAN ORD 0.3%
Value ($000) $1,086 Shares 100,000 Est. Cost $26.07 Unrealized -60.0%
LEUCADIA NATIONAL ORD 0.3%
Value ($000) $1,070 Shares 56,191 Est. Cost $26.21 Unrealized
LNC LINCOLN NATIONAL ORD 0.3%
Value ($000) $1,068 Shares 22,734 Est. Cost $22.50 Unrealized +38.3%
MONSANTO ORD 0.3%
Value ($000) $1,046 Shares 10,234 Est. Cost $81.27 Unrealized
GLW CORNING ORD 0.3%
Value ($000) $946 Shares 40,000 Est. Cost $15.47 Unrealized +12.3%
AIR AAR ORD 0.3%
Value ($000) $940 Shares 30,000 Est. Cost $20.85 Unrealized +18.2%
MCDERMOTT INTERNATIONAL ORD 0.3%
Value ($000) $914 Shares 182,400 Est. Cost $7.98 Unrealized
VISTA OUTDOOR ORD 0.3%
Value ($000) $797 Shares 20,000 Est. Cost $39.85 Unrealized
BWXT BWX TECHNOLOGIES ORD 0.2%
Value ($000) $767 Shares 20,000 Est. Cost $22.66 Unrealized +49.3%
ENS ENERSYS ORD 0.2%
Value ($000) $759 Shares 10,968 Est. Cost $52.11 Unrealized +16.9%
AVAV AEROVIRONMENT ORD 0.2%
Value ($000) $732 Shares 30,000 Est. Cost $26.88 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES ORD 0.2%
Value ($000) $681 Shares 98,600 Est. Cost $2.27 Unrealized +180.8%
KHC KRAFT HEINZ ORD 0.1%
Value ($000) $448 Shares 5,000 Est. Cost $47.82 Unrealized +21.4%
NABORS INDUSTRIES ORD 0.1%
Value ($000) $438 Shares 36,000 Est. Cost $15.31 Unrealized
HORNBECK OFFSHORE SERVICES INC 0.1%
Value ($000) $428 Shares 750,000 Est. Cost $0.74 Unrealized
BABCOCK AND WILCOX ENTERPRISES ORD 0.1%
Value ($000) $413 Shares 25,000 Est. Cost $16.80 Unrealized
T AT&T ORD 0.1%
Value ($000) $406 Shares 10,000 Est. Cost $11.40 Unrealized +42.9%
E I DU PONT DE NEMOURS ORD 0.1%
Value ($000) $402 Shares 6,000 Est. Cost $49.82 Unrealized
TXN TEXAS INSTRU 62.5 CALL 21OCT16 0.1%
Value ($000) $396 Shares 50,000 Est. Cost $25.31 Unrealized +108.1%
L-3 COMMUNICATIONS HOLDINGS ORD 0.1%
Value ($000) $394 Shares 2,616 Est. Cost $85.70 Unrealized
MO ALTRIA GROUP ORD 0.1%
Value ($000) $379 Shares 6,000 Est. Cost $16.28 Unrealized +113.5%
DELL TECHNOLOGIES CL V ORD 0.1%
Value ($000) $376 Shares 7,869 Est. Cost $47.78 Unrealized
SPECTRA ENER 42.0 CALL 16DEC16 0.1%
Value ($000) $326 Shares 155,000 Est. Cost $34.46 Unrealized
PM PHILIP MORRIS INTERNATIONAL ORD 0.1%
Value ($000) $292 Shares 3,000 Est. Cost $49.85 Unrealized +24.9%
RIG TRANSOCEAN L 10.0 CALL 18NOV16 0.1%
Value ($000) $277 Shares 331,900 Est. Cost $28.97 Unrealized -63.5%
BHP BHP BILLITON 33.0 CALL 18NOV16 0.1%
Value ($000) $251 Shares 110,000 Est. Cost $25.90 Unrealized
AMD ADVANCED MIC 4.5 CALL 21OCT16 0.1%
Value ($000) $247 Shares 98,600 Est. Cost $2.27 Unrealized +180.8%
MDLZ MONDELEZ INTERNATIONAL CL A ORD 0.1%
Value ($000) $223 Shares 5,076 Est. Cost $23.16 Unrealized +52.1%
HORNBECK OFFSHORE SERVICES ORD 0.1%
Value ($000) $220 Shares 40,000 Est. Cost $34.34 Unrealized
WDC WESTERN DIGI 60.0 CALL 18NOV16 0.1%
Value ($000) $218 Shares 75,000 Est. Cost $39.29 Unrealized -15.7%
MU MICRON TECHN 17.0 CALL 18NOV16 0.0%
Value ($000) $149 Shares 90,000 Est. Cost $20.97 Unrealized -29.0%
BP BP PLC 35.0 CALL 16DEC16 0.0%
Value ($000) $97 Shares 70,000 Est. Cost $30.62 Unrealized
MSFT MICROSOFT CO 55.0 CALL 21OCT16 0.0%
Value ($000) $95 Shares 40,000 Est. Cost $30.11 Unrealized +67.0%
GRMN GARMIN LTD 55.0 CALL 21OCT16 0.0%
Value ($000) $65 Shares 30,000 Est. Cost $36.06 Unrealized +6.6%
CC CHEMOURS ORD 0.0%
Value ($000) $19 Shares 1,200 Est. Cost $7.40 Unrealized +12.6%
WPX ENERGY I 14.0 CALL 18NOV16 0.0%
Value ($000) $18 Shares 22,000 Est. Cost $15.81 Unrealized
BMY BRISTOL-MYER 60.0 CALL 16DEC16 0.0%
Value ($000) $16 Shares 22,000 Est. Cost $34.14 Unrealized +35.2%
MRK MERCK + CO I 65.0 CALL 18NOV16 0.0%
Value ($000) $7 Shares 7,700 Est. Cost $30.02 Unrealized +45.7%