Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 4, 2020

Total Value ($000): $253,769 (98.8% shares, 1.2% debt)

Holdings (71)

MSFT MICROSOFT ORD 8.6%
Value ($000) $21,776 Shares 107,000 Est. Cost $30.11 Unrealized +474.7%
LMT LOCKHEED MARTIN ORD 6.9%
Value ($000) $17,443 Shares 47,800 Est. Cost $126.88 Unrealized +155.1%
NOC NORTHROP GRUMMAN ORD 6.1%
Value ($000) $15,401 Shares 50,093 Est. Cost $115.63 Unrealized +158.2%
DIREXION:S&P 500 BEAR 3X 5.3%
Value ($000) $13,472 Shares 1,725,000 Est. Cost $19.68 Unrealized
RTX RAYTHEON TECHNOLOGIES ORD 4.9%
Value ($000) $12,550 Shares 203,662 Est. Cost $54.61 Unrealized 0.0%
DUK DUKE ENERGY ORD 4.7%
Value ($000) $11,997 Shares 150,166 Est. Cost $45.77 Unrealized +47.7%
JNJ JOHNSON & JOHNSON ORD 4.2%
Value ($000) $10,547 Shares 75,000 Est. Cost $78.49 Unrealized +58.3%
IBM INTERNATIONAL BUSINESS MACHINES ORD 3.9%
Value ($000) $9,782 Shares 81,000 Est. Cost $118.94 Unrealized -23.2%
CVS CVS HEALTH ORD 3.8%
Value ($000) $9,746 Shares 150,000 Est. Cost $55.55 Unrealized -5.3%
MRK MERCK & CO ORD 3.0%
Value ($000) $7,733 Shares 100,000 Est. Cost $31.90 Unrealized +97.1%
BMY BRISTOL MYERS SQUIBB ORD 2.8%
Value ($000) $7,056 Shares 120,000 Est. Cost $36.86 Unrealized +30.0%
CVX CHEVRON ORD 2.4%
Value ($000) $6,178 Shares 69,240 Est. Cost $71.30 Unrealized -2.1%
BAX BAXTER INTERNATIONAL ORD 2.4%
Value ($000) $6,027 Shares 70,000 Est. Cost $32.47 Unrealized +139.2%
ABBV ABBVIE ORD 2.3%
Value ($000) $5,891 Shares 60,000 Est. Cost $56.52 Unrealized +24.7%
BP BP ADR EACH REPSTNG SIX ORD 2.1%
Value ($000) $5,364 Shares 230,000 Est. Cost $32.58 Unrealized
CANADIAN PACIFIC RAILWAY ORD 2.0%
Value ($000) $5,071 Shares 20,000 Est. Cost $121.39 Unrealized
PFE PFIZER ORD 2.0%
Value ($000) $5,042 Shares 154,200 Est. Cost $16.44 Unrealized +58.1%
NEAR ISHARES SHORT MAT 2.0%
Value ($000) $5,000 Shares 100,000 Est. Cost $48.47 Unrealized
XOM EXXON MOBIL ORD 1.9%
Value ($000) $4,696 Shares 105,000 Est. Cost $53.69 Unrealized -35.2%
BDX BECTON DICKINSON ORD 1.8%
Value ($000) $4,576 Shares 19,123 Est. Cost $191.33 Unrealized +15.1%
NEM NEWMONT ORD 1.7%
Value ($000) $4,322 Shares 70,000 Est. Cost $24.12 Unrealized +106.8%
ISHARES FLOATING RATE 1.6%
Value ($000) $3,946 Shares 78,000 Est. Cost $48.77 Unrealized
ENS ENERSYS ORD 1.5%
Value ($000) $3,863 Shares 60,000 Est. Cost $74.04 Unrealized -24.5%
ABT ABBOTT LABORATORIES ORD 1.4%
Value ($000) $3,657 Shares 40,000 Est. Cost $33.00 Unrealized +148.3%
LHX L3HARRIS TECHNOLOGIES ORD 1.3%
Value ($000) $3,393 Shares 20,000 Est. Cost $180.55 Unrealized -7.1%
TMO THERMO FISHER SCIENTIFIC ORD 1.3%
Value ($000) $3,261 Shares 9,000 Est. Cost $79.76 Unrealized +314.1%
GD GENERAL DYNAMICS ORD 1.2%
Value ($000) $2,989 Shares 20,000 Est. Cost $106.39 Unrealized +16.8%
PRA GROUP INC 1.2%
Value ($000) $2,979 Shares 3,000,000 Est. Cost $0.97 Unrealized
WMB WILLIAMS ORD 1.1%
Value ($000) $2,859 Shares 150,300 Est. Cost $17.56 Unrealized -21.4%
D DOMINION ENERGY ORD 1.1%
Value ($000) $2,803 Shares 34,528 Est. Cost $34.53 Unrealized +81.4%
NUANCE COMMUNICATIONS ORD 1.0%
Value ($000) $2,531 Shares 100,000 Est. Cost $15.14 Unrealized
ROYAL DUTCH SHELL ADR REP 2 CL A ORD 1.0%
Value ($000) $2,452 Shares 75,000 Est. Cost $63.66 Unrealized
ENB ENBRIDGE ORD 0.9%
Value ($000) $2,386 Shares 78,720 Est. Cost $24.73 Unrealized -14.7%
BAC BANK OF AMERICA ORD 0.9%
Value ($000) $2,375 Shares 100,000 Est. Cost $24.21 Unrealized -15.0%
PSX PHILLIPS 66 ORD 0.9%
Value ($000) $2,337 Shares 32,500 Est. Cost $40.44 Unrealized +39.0%
BHP BHP GROUP ADR 0.8%
Value ($000) $1,989 Shares 40,000 Est. Cost $25.90 Unrealized
COP CONOCOPHILLIPS ORD 0.7%
Value ($000) $1,891 Shares 45,000 Est. Cost $40.83 Unrealized -19.4%
FCX FREEPORT MCMORAN ORD 0.7%
Value ($000) $1,851 Shares 160,000 Est. Cost $10.23 Unrealized -16.2%
FLR FLUOR ORD 0.7%
Value ($000) $1,812 Shares 150,000 Est. Cost $32.83 Unrealized -68.0%
SUNPOWER ORD 0.6%
Value ($000) $1,532 Shares 200,000 Est. Cost $5.07 Unrealized
AES THE AES CORPORATION 0.6%
Value ($000) $1,449 Shares 100,000 Est. Cost $13.09 Unrealized -18.2%
SLB SCHLUMBERGER ORD 0.6%
Value ($000) $1,434 Shares 78,000 Est. Cost $53.69 Unrealized -71.2%
BLACKROCK RES & COMM STR 0.5%
Value ($000) $1,226 Shares 200,000 Est. Cost $8.18 Unrealized
FLO FLOWERS FOODS ORD 0.4%
Value ($000) $1,118 Shares 50,000 Est. Cost $16.86 Unrealized +5.5%
LIVENT ORD 0.4%
Value ($000) $1,109 Shares 180,000 Est. Cost $5.71 Unrealized
CRNC CERENCE ORD 0.4%
Value ($000) $1,021 Shares 25,000 Est. Cost $16.42 Unrealized +74.9%
KHC KRAFT HEINZ ORD 0.4%
Value ($000) $957 Shares 30,000 Est. Cost $28.98 Unrealized -20.4%
ALB ALBEMARLE ORD 0.3%
Value ($000) $849 Shares 11,000 Est. Cost $71.10 Unrealized -10.8%
SBRA SABRA HEALTH CARE REIT ORD 0.3%
Value ($000) $722 Shares 50,000 Est. Cost $14.44 Unrealized
OTIS OTIS WORLDWIDE ORD 0.2%
Value ($000) $569 Shares 10,000 Est. Cost $47.48 Unrealized 0.0%
MSFT MICROSOFT CO 180.0 CALL 16OCT20 0.2%
Value ($000) $560 Shares 20,000 Est. Cost $30.11 Unrealized +474.7%
TRP TC ENERGY ORD 0.2%
Value ($000) $426 Shares 10,000 Est. Cost $37.32 Unrealized -10.3%
CARR CARRIER GLOBAL ORD 0.1%
Value ($000) $223 Shares 10,000 Est. Cost $17.13 Unrealized 0.0%
WPX ENERGY ORD 0.1%
Value ($000) $198 Shares 31,000 Est. Cost $14.77 Unrealized
CALL ON NUAN 07/17/2020 @ 24.0 0.1%
Value ($000) $163 Shares 100,000 Est. Cost $15.14 Unrealized
AIR AAR ORD 0.1%
Value ($000) $149 Shares 7,197 Est. Cost $20.85 Unrealized -7.2%
BAC CALL ON BAC 07/17/2020 @ 23.0 0.1%
Value ($000) $144 Shares 100,000 Est. Cost $24.21 Unrealized -15.0%
FLR CALL ON FLR 10/16/2020 @ 15.0 0.1%
Value ($000) $143 Shares 150,000 Est. Cost $32.83 Unrealized -68.0%
FCX CALL ON FCX 08/21/2020 @ 10.0 0.0%
Value ($000) $124 Shares 80,000 Est. Cost $10.23 Unrealized -16.2%
SLB CALL ON SLB 08/21/2020 @ 20.0 0.0%
Value ($000) $87 Shares 78,000 Est. Cost $53.69 Unrealized -71.2%
ABBV ABBVIE INC 97.5 CALL 21AUG20 0.0%
Value ($000) $86 Shares 20,000 Est. Cost $56.52 Unrealized +24.7%
AVAV AEROVIRONMENT ORD 0.0%
Value ($000) $80 Shares 1,000 Est. Cost $43.22 Unrealized +49.0%
LMT CALL ON LMT 07/17/2020 @ 395.0 0.0%
Value ($000) $68 Shares 20,000 Est. Cost $126.88 Unrealized +155.1%
RTX CALL ON RTX 07/17/2020 @ 65.0 0.0%
Value ($000) $61 Shares 50,000 Est. Cost $54.61 Unrealized 0.0%
KTOS KRATOS DEFENSE AND SECURITY SOLS ORD 0.0%
Value ($000) $47 Shares 3,000 Est. Cost $17.39 Unrealized -8.0%
BP CALL ON BP 08/21/2020 @ 26.0 0.0%
Value ($000) $44 Shares 90,000 Est. Cost $32.58 Unrealized
NOC CALL ON NOC 07/17/2020 @ 335.0 0.0%
Value ($000) $35 Shares 20,000 Est. Cost $115.63 Unrealized +158.2%
BAX BAXTER INTER 92.5 CALL 21AUG20 0.0%
Value ($000) $29 Shares 30,000 Est. Cost $32.47 Unrealized +139.2%
IBM CALL ON IBM 07/17/2020 @ 125.0 0.0%
Value ($000) $27 Shares 20,000 Est. Cost $118.94 Unrealized -23.2%
SBRA CALL ON SBRA 07/17/2020 @ 15.0 0.0%
Value ($000) $25 Shares 50,000 Est. Cost $14.44 Unrealized
BDX CALL ON BDX 09/18/2020 @ 270.0 0.0%
Value ($000) $20 Shares 6,000 Est. Cost $191.33 Unrealized +15.1%