Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 21, 2020

Total Value ($000): $249,047 (100.0% shares, 0.0% debt)

Holdings (69)

MSFT MICROSOFT ORD 9.0%
Value ($000) $22,505 Shares 107,000 Est. Cost $30.11 Unrealized +566.7%
LMT LOCKHEED MARTIN ORD 7.4%
Value ($000) $18,321 Shares 47,800 Est. Cost $126.88 Unrealized +159.3%
NOC NORTHROP GRUMMAN ORD 6.3%
Value ($000) $15,804 Shares 50,093 Est. Cost $115.63 Unrealized +157.8%
DUK DUKE ENERGY ORD 5.3%
Value ($000) $13,299 Shares 150,166 Est. Cost $45.77 Unrealized +45.8%
CVS CVS HEALTH ORD 5.0%
Value ($000) $12,556 Shares 215,000 Est. Cost $54.59 Unrealized -4.1%
RTX RAYTHEON TECHNOLOGIES ORD 4.7%
Value ($000) $11,719 Shares 203,662 Est. Cost $54.61 Unrealized -1.7%
JNJ JOHNSON & JOHNSON ORD 4.5%
Value ($000) $11,166 Shares 75,000 Est. Cost $78.49 Unrealized +61.8%
DIREXION:S&P 500 BEAR 3X 4.0%
Value ($000) $9,936 Shares 1,725,000 Est. Cost $19.68 Unrealized
IBM INTERNATIONAL BUSINESS MACHINES ORD 4.0%
Value ($000) $9,855 Shares 81,000 Est. Cost $118.94 Unrealized -21.1%
MRK MERCK & CO ORD 3.3%
Value ($000) $8,295 Shares 100,000 Est. Cost $31.90 Unrealized +106.7%
BMY BRISTOL MYERS SQUIBB ORD 2.9%
Value ($000) $7,235 Shares 120,000 Est. Cost $36.86 Unrealized +31.8%
CANADIAN PACIFIC RAILWAY ORD 2.4%
Value ($000) $6,065 Shares 20,000 Est. Cost $121.39 Unrealized
PFE PFIZER ORD 2.3%
Value ($000) $5,659 Shares 154,200 Est. Cost $16.44 Unrealized +64.9%
BAX BAXTER INTERNATIONAL ORD 2.3%
Value ($000) $5,629 Shares 70,000 Est. Cost $32.47 Unrealized +131.6%
ABBV ABBVIE ORD 2.1%
Value ($000) $5,255 Shares 60,000 Est. Cost $56.52 Unrealized +35.0%
NEAR ISHARES SHORT MAT 2.0%
Value ($000) $5,012 Shares 100,000 Est. Cost $48.47 Unrealized
CVX CHEVRON ORD 2.0%
Value ($000) $4,985 Shares 69,240 Est. Cost $71.30 Unrealized -6.7%
BDX BECTON DICKINSON ORD 1.8%
Value ($000) $4,450 Shares 19,123 Est. Cost $191.33 Unrealized +17.8%
NEM NEWMONT ORD 1.8%
Value ($000) $4,442 Shares 70,000 Est. Cost $24.12 Unrealized +128.6%
ABT ABBOTT LABORATORIES ORD 1.7%
Value ($000) $4,353 Shares 40,000 Est. Cost $33.00 Unrealized +179.8%
ENS ENERSYS ORD 1.6%
Value ($000) $4,027 Shares 60,000 Est. Cost $74.04 Unrealized -11.7%
BP BP ADR EACH REPSTNG SIX ORD 1.6%
Value ($000) $4,016 Shares 230,000 Est. Cost $32.58 Unrealized
TMO THERMO FISHER SCIENTIFIC ORD 1.6%
Value ($000) $3,974 Shares 9,000 Est. Cost $79.76 Unrealized +410.8%
FLOT ISHARES FLOATING RATE 1.6%
Value ($000) $3,955 Shares 78,000 Est. Cost $50.71 Unrealized
XOM EXXON MOBIL ORD 1.4%
Value ($000) $3,605 Shares 105,000 Est. Cost $53.69 Unrealized -39.8%
LHX L3HARRIS TECHNOLOGIES ORD 1.4%
Value ($000) $3,397 Shares 20,000 Est. Cost $180.55 Unrealized -12.9%
WMB WILLIAMS ORD 1.2%
Value ($000) $2,953 Shares 150,300 Est. Cost $17.56 Unrealized -12.3%
GD GENERAL DYNAMICS ORD 1.1%
Value ($000) $2,769 Shares 20,000 Est. Cost $106.39 Unrealized +23.2%
D DOMINION ENERGY ORD 1.1%
Value ($000) $2,725 Shares 34,528 Est. Cost $34.53 Unrealized +79.7%
SUNPOWER ORD 1.0%
Value ($000) $2,502 Shares 200,000 Est. Cost $5.07 Unrealized
BAC BANK OF AMERICA ORD 1.0%
Value ($000) $2,409 Shares 100,000 Est. Cost $24.21 Unrealized -9.9%
ENB ENBRIDGE ORD 0.9%
Value ($000) $2,293 Shares 78,720 Est. Cost $24.73 Unrealized -11.1%
BHP BHP GROUP ADR 0.8%
Value ($000) $2,068 Shares 40,000 Est. Cost $25.90 Unrealized
ROYAL DUTCH SHELL ADR REP 2 CL A ORD 0.8%
Value ($000) $1,888 Shares 75,000 Est. Cost $63.66 Unrealized
PSX PHILLIPS 66 ORD 0.7%
Value ($000) $1,685 Shares 32,500 Est. Cost $40.44 Unrealized +21.3%
NUANCE COMMUNICATIONS ORD 0.7%
Value ($000) $1,660 Shares 50,000 Est. Cost $15.14 Unrealized
LIVENT ORD 0.6%
Value ($000) $1,615 Shares 180,000 Est. Cost $5.71 Unrealized
COP CONOCOPHILLIPS ORD 0.6%
Value ($000) $1,478 Shares 45,000 Est. Cost $40.83 Unrealized -23.6%
FLR FLUOR ORD 0.5%
Value ($000) $1,322 Shares 150,000 Est. Cost $32.83 Unrealized -68.0%
FCX FREEPORT MCMORAN ORD 0.5%
Value ($000) $1,251 Shares 80,000 Est. Cost $10.23 Unrealized +32.0%
CRNC CERENCE ORD 0.5%
Value ($000) $1,222 Shares 25,000 Est. Cost $16.42 Unrealized +192.4%
FLO FLOWERS FOODS ORD 0.5%
Value ($000) $1,217 Shares 50,000 Est. Cost $16.86 Unrealized +10.7%
SLB SCHLUMBERGER ORD 0.5%
Value ($000) $1,214 Shares 78,000 Est. Cost $53.69 Unrealized -69.2%
BLACKROCK RES & COMM STR 0.5%
Value ($000) $1,197 Shares 201,236 Est. Cost $8.18 Unrealized
KHC KRAFT HEINZ ORD 0.4%
Value ($000) $899 Shares 30,000 Est. Cost $28.98 Unrealized -10.7%
MSFT CALL ON MSFT 01/15/2021 @ 230.0 0.3%
Value ($000) $757 Shares 40,000 Est. Cost $30.11 Unrealized +566.7%
SBRA SABRA HEALTH CARE REIT ORD 0.3%
Value ($000) $689 Shares 50,000 Est. Cost $14.44 Unrealized
OTIS OTIS WORLDWIDE ORD 0.3%
Value ($000) $625 Shares 10,000 Est. Cost $47.48 Unrealized +18.9%
CPB CAMPBELL SOUP ORD 0.2%
Value ($000) $484 Shares 10,000 Est. Cost $41.25 Unrealized 0.0%
MAXEON SOLAR TECHNOLOGIES ORD 0.2%
Value ($000) $424 Shares 25,000 Est. Cost $16.96 Unrealized
TRP TC ENERGY ORD 0.2%
Value ($000) $418 Shares 10,000 Est. Cost $37.32 Unrealized -7.4%
CALL ON SPWR 12/18/2020 @ 10.0 0.2%
Value ($000) $390 Shares 100,000 Est. Cost $5.07 Unrealized
CARR CARRIER GLOBAL ORD 0.1%
Value ($000) $306 Shares 10,000 Est. Cost $17.13 Unrealized +53.9%
AIR AAR ORD 0.1%
Value ($000) $135 Shares 7,197 Est. Cost $20.85 Unrealized -8.6%
LMT CALL ON LMT 12/18/2020 @ 405.0 0.1%
Value ($000) $126 Shares 10,000 Est. Cost $126.88 Unrealized +159.3%
CVS CALL ON CVS 11/20/2020 @ 60.0 0.0%
Value ($000) $115 Shares 150,000 Est. Cost $54.59 Unrealized -4.1%
NOC CALL ON NOC 11/20/2020 @ 350.0 0.0%
Value ($000) $103 Shares 20,000 Est. Cost $115.63 Unrealized +157.8%
BAC CALL ON BAC 12/18/2020 @ 26.0 0.0%
Value ($000) $100 Shares 100,000 Est. Cost $24.21 Unrealized -9.9%
ENS CALL ON ENS 12/18/2020 @ 70.0 0.0%
Value ($000) $92 Shares 20,000 Est. Cost $74.04 Unrealized -11.7%
FCX CALL ON FCX 10/16/2020 @ 15.0 0.0%
Value ($000) $79 Shares 80,000 Est. Cost $10.23 Unrealized +32.0%
CALL ON LTHM 10/16/2020 @ 7.5 0.0%
Value ($000) $60 Shares 80,000 Est. Cost $5.71 Unrealized
AVAV AEROVIRONMENT ORD 0.0%
Value ($000) $60 Shares 1,000 Est. Cost $43.22 Unrealized +71.8%
KTOS KRATOS DEFENSE AND SECURITY SOLS ORD 0.0%
Value ($000) $58 Shares 3,000 Est. Cost $17.39 Unrealized +6.3%
RTX CALL ON RTX 11/20/2020 @ 65.0 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $54.61 Unrealized -1.7%
SBRA CALL ON SBRA 01/15/2021 @ 15.0 0.0%
Value ($000) $39 Shares 50,000 Est. Cost $14.44 Unrealized
SLB CALL ON SLB 11/20/2020 @ 20.0 0.0%
Value ($000) $22 Shares 78,000 Est. Cost $53.69 Unrealized -69.2%
IBM CALL ON IBM 01/15/2021 @ 130.0 0.0%
Value ($000) $17 Shares 4,200 Est. Cost $118.94 Unrealized -21.1%
ABBV CALL ON ABBV 11/20/2020 @ 100.0 0.0%
Value ($000) $8 Shares 20,000 Est. Cost $56.52 Unrealized +35.0%
FLR CALL ON FLR 10/16/2020 @ 15.0 0.0%
Value ($000) $5 Shares 100,000 Est. Cost $32.83 Unrealized -68.0%