Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 16, 2020

Total Value ($000): $259,079 (97.5% shares, 2.5% debt)

Holdings (70)

— DIREXION:S&P 500 BEAR 3X 10.6%
Value ($000) $27,497 Shares 1,725,000 Est. Cost $19.68 Unrealized —
MSFT MICROSOFT ORD 6.8%
Value ($000) $17,664 Shares 112,000 Est. Cost $30.11 Unrealized +419.2%
LMT LOCKHEED MARTIN ORD 6.3%
Value ($000) $16,202 Shares 47,800 Est. Cost $126.88 Unrealized +163.9%
NOC NORTHROP GRUMMAN ORD 5.8%
Value ($000) $15,156 Shares 50,093 Est. Cost $115.63 Unrealized +172.9%
DUK DUKE ENERGY ORD 4.7%
Value ($000) $12,145 Shares 150,166 Est. Cost $45.77 Unrealized +58.8%
IBM INTERNATIONAL BUSINESS MACHINES ORD 3.6%
Value ($000) $9,207 Shares 83,000 Est. Cost $118.94 Unrealized -17.4%
JNJ JOHNSON & JOHNSON ORD 3.5%
Value ($000) $9,179 Shares 70,000 Est. Cost $75.22 Unrealized +59.7%
CVS CVS HEALTH ORD 3.4%
Value ($000) $8,900 Shares 150,000 Est. Cost $55.55 Unrealized -0.4%
— RAYTHEON ORD 3.3%
Value ($000) $8,525 Shares 65,000 Est. Cost $66.00 Unrealized —
MRK MERCK & CO ORD 3.0%
Value ($000) $7,694 Shares 100,000 Est. Cost $31.90 Unrealized +104.0%
BMY BRISTOL MYERS SQUIBB ORD 2.6%
Value ($000) $6,689 Shares 120,000 Est. Cost $36.86 Unrealized +31.8%
— CANADIAN PACIFIC RAILWAY ORD 2.5%
Value ($000) $6,545 Shares 30,000 Est. Cost $121.39 Unrealized —
BP BP ADR EACH REPSTNG SIX ORD 2.3%
Value ($000) $6,047 Shares 247,940 Est. Cost $32.58 Unrealized —
BAX BAXTER INTERNATIONAL ORD 2.2%
Value ($000) $5,683 Shares 70,000 Est. Cost $32.47 Unrealized +136.3%
PFE PFIZER ORD 2.1%
Value ($000) $5,420 Shares 166,050 Est. Cost $16.44 Unrealized +57.1%
CVX CHEVRON ORD 1.9%
Value ($000) $5,017 Shares 69,240 Est. Cost $71.30 Unrealized +6.6%
— RAYTHEON TECHNOLOGIES ORD 1.9%
Value ($000) $4,896 Shares 51,900 Est. Cost $101.15 Unrealized —
NEAR ISHARES SHORT MAT 1.9%
Value ($000) $4,847 Shares 100,000 Est. Cost $48.47 Unrealized —
ABBV ABBVIE ORD 1.8%
Value ($000) $4,571 Shares 60,000 Est. Cost $56.52 Unrealized +18.9%
— NUANCE COMMUNICATIONS ORD 1.7%
Value ($000) $4,524 Shares 269,600 Est. Cost $15.14 Unrealized —
BDX BECTON DICKINSON ORD 1.7%
Value ($000) $4,394 Shares 19,123 Est. Cost $191.33 Unrealized +17.6%
XOM EXXON MOBIL ORD 1.5%
Value ($000) $3,987 Shares 105,000 Est. Cost $53.69 Unrealized -21.6%
— ISHARES FLOATING RATE 1.5%
Value ($000) $3,804 Shares 78,000 Est. Cost $48.77 Unrealized —
LHX L3HARRIS TECHNOLOGIES ORD 1.4%
Value ($000) $3,602 Shares 20,000 Est. Cost $180.55 Unrealized +0.8%
— ECHO GLOBAL LOGISTICS INC 1.3%
Value ($000) $3,484 Shares 3,500,000 Est. Cost $0.99 Unrealized —
NEM NEWMONT ORD 1.2%
Value ($000) $3,170 Shares 70,000 Est. Cost $24.12 Unrealized +57.1%
ABT ABBOTT LABORATORIES ORD 1.2%
Value ($000) $3,156 Shares 40,000 Est. Cost $33.00 Unrealized +128.3%
TMO THERMO FISHER SCIENTIFIC ORD 1.2%
Value ($000) $3,091 Shares 10,900 Est. Cost $79.76 Unrealized +289.3%
ENS ENERSYS ORD 1.1%
Value ($000) $2,971 Shares 60,000 Est. Cost $74.04 Unrealized -16.6%
— PRA GROUP INC 1.1%
Value ($000) $2,911 Shares 3,000,000 Est. Cost $0.97 Unrealized —
GD GENERAL DYNAMICS ORD 1.0%
Value ($000) $2,646 Shares 20,000 Est. Cost $106.39 Unrealized +36.3%
— ROYAL DUTCH SHELL ADR REP 2 CL A ORD 1.0%
Value ($000) $2,617 Shares 75,000 Est. Cost $63.66 Unrealized —
— CALL ON SPXS 06/19/2020 @ 15.0 1.0%
Value ($000) $2,496 Shares 950,000 Est. Cost $19.68 Unrealized —
D DOMINION ENERGY ORD 1.0%
Value ($000) $2,493 Shares 34,528 Est. Cost $34.53 Unrealized +82.8%
ENB ENBRIDGE ORD 0.9%
Value ($000) $2,266 Shares 78,720 Est. Cost $24.73 Unrealized +1.1%
WMB WILLIAMS ORD 0.8%
Value ($000) $2,127 Shares 150,300 Est. Cost $17.56 Unrealized -20.3%
BAC BANK OF AMERICA ORD 0.8%
Value ($000) $2,123 Shares 100,000 Est. Cost $24.21 Unrealized +7.0%
PSX PHILLIPS 66 ORD 0.7%
Value ($000) $1,744 Shares 32,500 Est. Cost $40.44 Unrealized +57.7%
BHP BHP GROUP ADR 0.6%
Value ($000) $1,468 Shares 40,000 Est. Cost $25.90 Unrealized —
SCSC SCANSOURCE ORD 0.5%
Value ($000) $1,399 Shares 65,400 Est. Cost $30.32 Unrealized -3.7%
COP CONOCOPHILLIPS ORD 0.5%
Value ($000) $1,386 Shares 45,000 Est. Cost $40.83 Unrealized +0.3%
AES AES CORPORATION 0.5%
Value ($000) $1,360 Shares 100,000 Est. Cost $13.09 Unrealized +10.6%
WFC WELLS FARGO ORD 0.4%
Value ($000) $1,148 Shares 40,000 Est. Cost $36.64 Unrealized 0.0%
FCX FREEPORT MCMORAN ORD 0.4%
Value ($000) $1,080 Shares 160,000 Est. Cost $10.23 Unrealized -4.3%
SLB SCHLUMBERGER ORD 0.4%
Value ($000) $1,052 Shares 78,000 Est. Cost $53.69 Unrealized -52.9%
FLR FLUOR ORD 0.4%
Value ($000) $1,037 Shares 150,000 Est. Cost $32.83 Unrealized -57.8%
FLO FLOWERS FOODS ORD 0.4%
Value ($000) $1,026 Shares 50,000 Est. Cost $16.86 Unrealized +1.3%
— SUNPOWER ORD 0.4%
Value ($000) $1,014 Shares 200,000 Est. Cost $5.07 Unrealized —
— BLACKROCK RES & COMM STR 0.4%
Value ($000) $1,008 Shares 200,000 Est. Cost $8.18 Unrealized —
— SOUTH STATE ORD 0.3%
Value ($000) $881 Shares 15,000 Est. Cost $58.73 Unrealized —
PM PHILIP MORRIS INTERNATIONAL ORD 0.3%
Value ($000) $876 Shares 12,000 Est. Cost $54.08 Unrealized +12.3%
CRNC CERENCE ORD 0.3%
Value ($000) $770 Shares 50,000 Est. Cost $16.42 Unrealized +28.0%
KHC KRAFT HEINZ ORD 0.3%
Value ($000) $742 Shares 30,000 Est. Cost $28.98 Unrealized -28.6%
ALB ALBEMARLE ORD 0.2%
Value ($000) $620 Shares 11,000 Est. Cost $71.10 Unrealized 0.0%
T AT&T ORD 0.2%
Value ($000) $583 Shares 20,000 Est. Cost $14.72 Unrealized +23.4%
— LIVENT ORD 0.2%
Value ($000) $473 Shares 90,000 Est. Cost $5.26 Unrealized —
TRP TC ENERGY ORD 0.2%
Value ($000) $439 Shares 10,000 Est. Cost $37.32 Unrealized 0.0%
AIR AAR ORD 0.2%
Value ($000) $400 Shares 22,547 Est. Cost $20.85 Unrealized +74.5%
MO ALTRIA GROUP ORD 0.1%
Value ($000) $348 Shares 9,000 Est. Cost $33.56 Unrealized -17.9%
RIG TRANSOCEAN ORD 0.0%
Value ($000) $116 Shares 100,000 Est. Cost $19.63 Unrealized -80.1%
— CALL ON NUAN 04/17/2020 @ 18.0 0.0%
Value ($000) $115 Shares 100,000 Est. Cost $15.14 Unrealized —
— WPX ENERGY ORD 0.0%
Value ($000) $95 Shares 31,000 Est. Cost $14.77 Unrealized —
AVAV AEROVIRONMENT ORD 0.0%
Value ($000) $61 Shares 1,000 Est. Cost $43.22 Unrealized +44.7%
KTOS KRATOS DEFENSE AND SECURITY SOLS ORD 0.0%
Value ($000) $42 Shares 3,000 Est. Cost $17.39 Unrealized -0.9%
— CALL ON SPWR 06/19/2020 @ 12.0 0.0%
Value ($000) $20 Shares 100,000 Est. Cost $5.07 Unrealized —
NOC CALL ON NOC 05/15/2020 @ 380.0 0.0%
Value ($000) $10 Shares 10,000 Est. Cost $115.63 Unrealized +172.9%
ABBV CALL ON ABBV 05/15/2020 @ 95.0 0.0%
Value ($000) $8 Shares 30,000 Est. Cost $56.52 Unrealized +18.9%
LMT CALL ON LMT 05/15/2020 @ 430.0 0.0%
Value ($000) $7 Shares 10,000 Est. Cost $126.88 Unrealized +163.9%
CVS CVS HEALTH C 82.5 CALL 15MAY20 0.0%
Value ($000) $4 Shares 50,000 Est. Cost $55.55 Unrealized -0.4%
KTOS CALL ON KTOS 05/15/2020 @ 20.0 0.0%
Value ($000) $1 Shares 3,000 Est. Cost $17.39 Unrealized -0.9%