Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 27, 2017

Total Value ($000): $282,180 (99.6% shares, 0.4% debt)

Holdings (85)

LMT LOCKHEED MARTIN ORD 5.3%
Value ($000) $14,996 Shares 60,000 Est. Cost $74.52 Unrealized +162.9%
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.9%
Value ($000) $13,777 Shares 83,000 Est. Cost $118.94 Unrealized -13.4%
RAYTHEON ORD 4.6%
Value ($000) $12,922 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT ORD 4.2%
Value ($000) $11,807 Shares 190,000 Est. Cost $30.11 Unrealized +79.1%
BMY BRISTOL MYERS SQUIBB ORD 4.0%
Value ($000) $11,194 Shares 191,549 Est. Cost $34.14 Unrealized +15.8%
DIREXION DAILY S&P 500 BEAR 3X ETF 3.8%
Value ($000) $10,800 Shares 1,000,000 Est. Cost $10.80 Unrealized
XOM EXXON MOBIL ORD 3.4%
Value ($000) $9,477 Shares 105,000 Est. Cost $53.69 Unrealized +8.3%
NOC NORTHROP GRUMMAN ORD 3.4%
Value ($000) $9,469 Shares 40,712 Est. Cost $65.23 Unrealized +207.6%
DUK DUKE ENERGY ORD 3.1%
Value ($000) $8,862 Shares 114,166 Est. Cost $41.83 Unrealized +25.9%
UNITED TECHNOLOGIES ORD 3.1%
Value ($000) $8,676 Shares 79,150 Est. Cost $92.85 Unrealized
CVX CHEVRON ORD 2.9%
Value ($000) $8,150 Shares 69,240 Est. Cost $71.30 Unrealized +3.5%
BP BP ADR EACH REPSTNG SIX ORD 2.9%
Value ($000) $8,147 Shares 217,940 Est. Cost $30.62 Unrealized
CANADIAN PACIFIC RAILWAY ORD 2.4%
Value ($000) $6,799 Shares 47,600 Est. Cost $121.39 Unrealized
SLB SCHLUMBERGER ORD 2.3%
Value ($000) $6,548 Shares 78,000 Est. Cost $53.12 Unrealized +18.7%
MRK MERCK & CO ORD 2.3%
Value ($000) $6,476 Shares 110,000 Est. Cost $30.02 Unrealized +46.9%
COP CONOCOPHILLIPS ORD 2.2%
Value ($000) $6,268 Shares 125,000 Est. Cost $40.83 Unrealized -14.8%
JNJ JOHNSON & JOHNSON ORD 2.0%
Value ($000) $5,761 Shares 50,000 Est. Cost $59.66 Unrealized +50.4%
PFE PFIZER ORD 1.9%
Value ($000) $5,393 Shares 166,050 Est. Cost $16.44 Unrealized +24.7%
CSCO CISCO SYSTEMS ORD 1.6%
Value ($000) $4,456 Shares 147,448 Est. Cost $15.24 Unrealized +51.3%
GRMN GARMIN ORD 1.5%
Value ($000) $4,194 Shares 86,500 Est. Cost $36.06 Unrealized +8.7%
ANADARKO PETROLEUM ORD 1.5%
Value ($000) $4,184 Shares 60,000 Est. Cost $46.58 Unrealized
WFC WELLS FARGO ORD 1.5%
Value ($000) $4,133 Shares 75,000 Est. Cost $37.69 Unrealized +3.6%
HARRIS ORD 1.5%
Value ($000) $4,099 Shares 40,000 Est. Cost $49.25 Unrealized
ORBITAL ATK ORD 1.4%
Value ($000) $4,036 Shares 46,000 Est. Cost $76.63 Unrealized
C R BARD ORD 1.3%
Value ($000) $3,595 Shares 16,000 Est. Cost $202.69 Unrealized
GD GENERAL DYNAMICS ORD 1.2%
Value ($000) $3,453 Shares 20,000 Est. Cost $60.68 Unrealized +121.0%
SCANA ORD 1.2%
Value ($000) $3,371 Shares 46,000 Est. Cost $49.11 Unrealized
CVS CVS HEALTH ORD 1.2%
Value ($000) $3,354 Shares 42,500 Est. Cost $50.54 Unrealized +20.8%
SPECTRA ENERGY ORD 1.2%
Value ($000) $3,287 Shares 80,000 Est. Cost $34.46 Unrealized
ROYAL DUTCH SHELL ADR RPSTG 2 A ORD 1.2%
Value ($000) $3,263 Shares 60,000 Est. Cost $62.90 Unrealized
WMB WILLIAMS ORD 1.1%
Value ($000) $3,123 Shares 100,300 Est. Cost $17.99 Unrealized +3.1%
BAX BAXTER INTERNATIONAL ORD 1.1%
Value ($000) $3,104 Shares 70,000 Est. Cost $32.47 Unrealized +22.4%
VRTX VERTEX PHARMACEUTICALS ORD 1.0%
Value ($000) $2,947 Shares 40,000 Est. Cost $85.91 Unrealized -5.3%
NUANCE COMMUNICATIONS ORD 1.0%
Value ($000) $2,903 Shares 194,800 Est. Cost $15.16 Unrealized
PSX PHILLIPS 66 ORD 1.0%
Value ($000) $2,808 Shares 32,500 Est. Cost $40.44 Unrealized +45.1%
GPN GLOBAL PAYMENTS ORD 1.0%
Value ($000) $2,776 Shares 40,000 Est. Cost $43.12 Unrealized +58.5%
FLO FLOWERS FOODS ORD 1.0%
Value ($000) $2,731 Shares 136,743 Est. Cost $13.91 Unrealized -17.4%
D DOMINION RESOURCES ORD 0.9%
Value ($000) $2,644 Shares 34,528 Est. Cost $34.53 Unrealized +43.2%
SCSC SCANSOURCE ORD 0.9%
Value ($000) $2,639 Shares 65,400 Est. Cost $30.32 Unrealized +22.7%
RIG TRANSOCEAN ORD 0.9%
Value ($000) $2,473 Shares 167,762 Est. Cost $28.97 Unrealized -59.1%
RITE AID ORD 0.9%
Value ($000) $2,472 Shares 300,000 Est. Cost $6.62 Unrealized
NEM NEWMONT MINING ORD 0.8%
Value ($000) $2,385 Shares 70,000 Est. Cost $22.86 Unrealized +17.6%
IRBTQ IROBOT ORD 0.8%
Value ($000) $2,163 Shares 37,000 Est. Cost $33.96 Unrealized +53.6%
INTC INTEL ORD 0.8%
Value ($000) $2,142 Shares 59,044 Est. Cost $17.10 Unrealized +70.5%
ABBV ABBVIE ORD 0.7%
Value ($000) $1,879 Shares 30,000 Est. Cost $38.04 Unrealized +9.9%
CPB CAMPBELL SOUP ORD 0.7%
Value ($000) $1,875 Shares 31,000 Est. Cost $29.70 Unrealized +40.4%
WPX ENERGY ORD 0.7%
Value ($000) $1,872 Shares 128,500 Est. Cost $15.81 Unrealized
BLACKROCK RES AND CMMDITIES STRGY CF 0.6%
Value ($000) $1,654 Shares 200,000 Est. Cost $8.18 Unrealized
BARRICK GOLD ORD 0.6%
Value ($000) $1,602 Shares 100,000 Est. Cost $13.64 Unrealized
TMO THERMO FISHER SCIENTIFIC ORD 0.5%
Value ($000) $1,538 Shares 10,900 Est. Cost $79.76 Unrealized +80.2%
GWRE GUIDEWIRE SOFTWARE ORD 0.5%
Value ($000) $1,536 Shares 31,142 Est. Cost $39.96 Unrealized +40.3%
ABT ABBOTT LABORATORIES ORD 0.5%
Value ($000) $1,536 Shares 40,000 Est. Cost $33.00 Unrealized +2.0%
FLR FLUOR ORD 0.5%
Value ($000) $1,507 Shares 28,700 Est. Cost $53.56 Unrealized -10.3%
BHP BHP BILLITON ADR REP 2 ORD 0.5%
Value ($000) $1,431 Shares 40,000 Est. Cost $25.90 Unrealized
MCDERMOTT INTERNATIONAL ORD 0.5%
Value ($000) $1,348 Shares 182,400 Est. Cost $7.98 Unrealized
FCX FREEPORT MCMORAN ORD 0.5%
Value ($000) $1,319 Shares 100,000 Est. Cost $26.07 Unrealized -55.5%
SOUTH STATE ORD 0.5%
Value ($000) $1,311 Shares 15,000 Est. Cost $68.18 Unrealized
TORTOISE ENERGY INDEPENDENCE CF 0.4%
Value ($000) $1,256 Shares 76,135 Est. Cost $11.59 Unrealized
HORNBECK OFFSHORE SERVICES INC 0.4%
Value ($000) $1,066 Shares 1,000,000 Est. Cost $0.82 Unrealized
AIR AAR ORD 0.4%
Value ($000) $992 Shares 30,000 Est. Cost $20.85 Unrealized +60.5%
GLW CORNING ORD 0.3%
Value ($000) $971 Shares 40,000 Est. Cost $15.47 Unrealized +20.5%
ENS ENERSYS ORD 0.3%
Value ($000) $857 Shares 10,968 Est. Cost $52.11 Unrealized +28.9%
RHHBY ROCHE HLDG ADR REP 0.125 ORD 0.3%
Value ($000) $856 Shares 30,000 Est. Cost $28.53 Unrealized
AVAV AEROVIRONMENT ORD 0.3%
Value ($000) $805 Shares 30,000 Est. Cost $26.88 Unrealized -3.5%
MONSANTO ORD 0.3%
Value ($000) $761 Shares 7,234 Est. Cost $81.27 Unrealized
VISTA OUTDOOR ORD 0.3%
Value ($000) $738 Shares 20,000 Est. Cost $39.85 Unrealized
MU MICRON TECHNOLOGY ORD 0.2%
Value ($000) $658 Shares 30,000 Est. Cost $20.97 Unrealized -12.6%
APACHE ORD 0.2%
Value ($000) $508 Shares 8,000 Est. Cost $48.82 Unrealized
E I DU PONT DE NEMOURS ORD 0.2%
Value ($000) $440 Shares 6,000 Est. Cost $49.82 Unrealized
KHC KRAFT HEINZ ORD 0.2%
Value ($000) $437 Shares 5,000 Est. Cost $47.82 Unrealized +18.1%
T AT&T ORD 0.2%
Value ($000) $425 Shares 10,000 Est. Cost $11.40 Unrealized +35.6%
BABCOCK AND WILCOX ENTERPRISES ORD 0.1%
Value ($000) $415 Shares 25,000 Est. Cost $16.80 Unrealized
MO ALTRIA GROUP ORD 0.1%
Value ($000) $406 Shares 6,000 Est. Cost $16.28 Unrealized +108.7%
L3 TECHNOLOGIES, INC. 0.1%
Value ($000) $398 Shares 2,616 Est. Cost $85.70 Unrealized
CVE CENOVUS ENERGY ORD 0.1%
Value ($000) $303 Shares 20,000 Est. Cost $22.39 Unrealized -43.0%
PM PHILIP MORRIS INTERNATIONAL ORD 0.1%
Value ($000) $274 Shares 3,000 Est. Cost $49.85 Unrealized +16.8%
FCX FREEPORT-MCM 11.0 CALL 20JAN17 0.1%
Value ($000) $227 Shares 100,000 Est. Cost $26.07 Unrealized -55.5%
MDLZ MONDELEZ INTERNATIONAL CL A ORD 0.1%
Value ($000) $225 Shares 5,076 Est. Cost $23.16 Unrealized +50.0%
IRBTQ IROBOT CORP 55.0 CALL 20JAN17 0.1%
Value ($000) $148 Shares 37,000 Est. Cost $33.96 Unrealized +53.6%
WPX ENERGY I 15.0 CALL 20JAN17 0.0%
Value ($000) $118 Shares 85,000 Est. Cost $15.81 Unrealized
WFC WELLS FARGO 55.0 CALL 20JAN17 0.0%
Value ($000) $106 Shares 75,000 Est. Cost $37.69 Unrealized +3.6%
CPB CAMPBELL SOU 57.5 CALL 20JAN17 0.0%
Value ($000) $50 Shares 16,000 Est. Cost $29.70 Unrealized +40.4%
GLW CORNING INC 23.0 CALL 17FEB17 0.0%
Value ($000) $47 Shares 40,000 Est. Cost $15.47 Unrealized +20.5%
CC CHEMOURS ORD 0.0%
Value ($000) $27 Shares 1,200 Est. Cost $7.40 Unrealized +102.8%
NUANCE COMMU 18.0 CALL 20JAN17 0.0%
Value ($000) $1 Shares 10,000 Est. Cost $15.16 Unrealized