Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 19, 2015

Total Value ($000): $294,090 (99.4% shares, 0.6% debt)

Holdings (87)

IBM INTERNATIONAL BUSINESS MACHS CORP 4.6%
Value ($000) $13,501 Shares 83,000 Est. Cost $118.94 Unrealized -13.4%
LMT LOCKHEED MARTIN CORPORATION 3.8%
Value ($000) $11,154 Shares 60,000 Est. Cost $74.52 Unrealized +94.0%
UNITED TECHNOLOGIES CORP 3.6%
Value ($000) $10,549 Shares 95,100 Est. Cost $92.85 Unrealized
BP BP AMOCO P L C ADR 3.6%
Value ($000) $10,479 Shares 262,240 Est. Cost $43.95 Unrealized
PIEDMONT NATURAL GAS COMPANY INC 3.3%
Value ($000) $9,568 Shares 270,978 Est. Cost $33.74 Unrealized
MSFT MICROSOFT CORP 3.0%
Value ($000) $8,830 Shares 200,000 Est. Cost $27.09 Unrealized +45.1%
BMY BRISTOL MYERS SQUIBB CO 3.0%
Value ($000) $8,753 Shares 131,549 Est. Cost $28.67 Unrealized +60.5%
XOM EXXON MOBIL CORP 3.0%
Value ($000) $8,736 Shares 105,000 Est. Cost $53.69 Unrealized +1.1%
RAYTHEON CO 3.0%
Value ($000) $8,707 Shares 91,000 Est. Cost $66.00 Unrealized
WMB WILLIAMS COMPANIES 2.9%
Value ($000) $8,626 Shares 150,300 Est. Cost $17.99 Unrealized +56.0%
CVX CHEVRON CORP 2.9%
Value ($000) $8,609 Shares 89,240 Est. Cost $71.30 Unrealized -6.8%
DUK DUKE ENERGY HOLDING CORPORATION 2.7%
Value ($000) $8,062 Shares 114,166 Est. Cost $41.83 Unrealized +16.4%
COP CONOCOPHILLIPS 2.6%
Value ($000) $7,676 Shares 125,000 Est. Cost $40.83 Unrealized +13.6%
CANADIAN PACIFIC RAILWAY LTD 2.6%
Value ($000) $7,626 Shares 47,600 Est. Cost $121.39 Unrealized
RIG TRANSOCEAN INC. 2.5%
Value ($000) $7,404 Shares 459,324 Est. Cost $33.57 Unrealized -46.3%
SLB SCHLUMBERGER LTD 2.3%
Value ($000) $6,723 Shares 78,000 Est. Cost $53.12 Unrealized +25.7%
NOC NORTHROP GRUMMAN CORP 2.2%
Value ($000) $6,458 Shares 40,712 Est. Cost $65.23 Unrealized +106.4%
MRK MERCK & COMPANY New 2.1%
Value ($000) $6,262 Shares 110,000 Est. Cost $30.02 Unrealized +34.0%
ANADARKO PETROLEUM CORP 2.1%
Value ($000) $6,245 Shares 80,000 Est. Cost $101.44 Unrealized
CSCO CISCO SYSTEMS 2.1%
Value ($000) $6,041 Shares 220,000 Est. Cost $15.24 Unrealized +35.4%
BHP BHP BILLITON LTD 1.9%
Value ($000) $5,699 Shares 140,000 Est. Cost $58.88 Unrealized
PFE PFIZER INC 1.9%
Value ($000) $5,568 Shares 166,050 Est. Cost $16.44 Unrealized +26.4%
SPECTRA ENERGY CORP 1.7%
Value ($000) $5,053 Shares 155,000 Est. Cost $34.46 Unrealized
PSX PHILLIPS 66 1.7%
Value ($000) $5,035 Shares 62,500 Est. Cost $40.44 Unrealized +32.7%
BAX BAXTER INTERNATIONAL INC 1.7%
Value ($000) $4,895 Shares 70,000 Est. Cost $33.43 Unrealized -5.9%
JNJ JOHNSON & JOHNSON 1.7%
Value ($000) $4,873 Shares 50,000 Est. Cost $59.66 Unrealized +24.9%
NEM NEWMONT MINING CORP 1.3%
Value ($000) $3,738 Shares 160,000 Est. Cost $22.86 Unrealized -14.5%
NUANCE COMMUNICATIONS INC 1.2%
Value ($000) $3,411 Shares 194,800 Est. Cost $15.16 Unrealized
Orbital ATK Inc. 1.1%
Value ($000) $3,375 Shares 46,000 Est. Cost $76.63 Unrealized
CVS CVS CAREMARK CORP 1.1%
Value ($000) $3,146 Shares 30,000 Est. Cost $41.44 Unrealized +81.6%
HARRIS CORP 1.0%
Value ($000) $3,076 Shares 40,000 Est. Cost $49.25 Unrealized
EMC CORP 1.0%
Value ($000) $2,944 Shares 111,553 Est. Cost $22.53 Unrealized
GRMN GARMIN LTD 1.0%
Value ($000) $2,921 Shares 66,500 Est. Cost $38.05 Unrealized -11.5%
FLO FLOWERS FOODS 1.0%
Value ($000) $2,892 Shares 136,743 Est. Cost $13.91 Unrealized +7.2%
ROYAL DUTCH SHELL PLC ADR A Shrs 1.0%
Value ($000) $2,851 Shares 50,000 Est. Cost $66.33 Unrealized
GD GENERAL DYNAMICS CORPORATION 1.0%
Value ($000) $2,834 Shares 20,000 Est. Cost $60.68 Unrealized +81.8%
BARD-C R-INC 0.9%
Value ($000) $2,731 Shares 16,000 Est. Cost $142.69 Unrealized
ABBV ABBVIE INC 0.9%
Value ($000) $2,688 Shares 40,000 Est. Cost $38.39 Unrealized +10.3%
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $2,576 Shares 50,000 Est. Cost $25.31 Unrealized +63.0%
SCSC SCANSOURCE INC. 0.8%
Value ($000) $2,489 Shares 65,400 Est. Cost $30.32 Unrealized +31.0%
SCANA CORP 0.8%
Value ($000) $2,330 Shares 46,000 Est. Cost $49.11 Unrealized
D DOMINION RESOURCES INC 0.8%
Value ($000) $2,309 Shares 34,528 Est. Cost $34.53 Unrealized +29.1%
GPN GLOBAL PAYMENTS INC 0.7%
Value ($000) $2,069 Shares 20,000 Est. Cost $22.14 Unrealized +120.1%
ABT ABBOTT LABORATORIES 0.7%
Value ($000) $1,963 Shares 40,000 Est. Cost $38.03 Unrealized +3.4%
FCX FREEPORT MCMORAN COPPER & GOLD 0.6%
Value ($000) $1,862 Shares 100,000 Est. Cost $26.07 Unrealized -29.2%
GWRE GUIDEWIRE SOFTWARE INC 0.6%
Value ($000) $1,853 Shares 35,000 Est. Cost $39.96 Unrealized +28.9%
INTC INTEL CORP 0.6%
Value ($000) $1,825 Shares 60,000 Est. Cost $17.10 Unrealized +46.8%
ENCANA CORPORATION 0.6%
Value ($000) $1,819 Shares 164,900 Est. Cost $17.29 Unrealized
ENERSYS 3.375% Convertible Bond 0.6%
Value ($000) $1,726 Shares 1,000,000 Est. Cost $1.48 Unrealized
CPB CAMPBELL SOUP CO 0.6%
Value ($000) $1,715 Shares 36,000 Est. Cost $29.70 Unrealized +13.0%
FLR FLUOR CORP NEW 0.6%
Value ($000) $1,696 Shares 32,000 Est. Cost $53.56 Unrealized -2.8%
RITE AID CORP 0.6%
Value ($000) $1,670 Shares 200,000 Est. Cost $5.80 Unrealized
BABCOCK & WILCOX CO New 0.6%
Value ($000) $1,640 Shares 50,000 Est. Cost $30.04 Unrealized
APACHE CORP 0.5%
Value ($000) $1,614 Shares 28,000 Est. Cost $88.72 Unrealized
CVE CENOVUS ENERGY INC 0.5%
Value ($000) $1,600 Shares 100,000 Est. Cost $22.39 Unrealized -36.5%
WPX ENERGY INC 0.5%
Value ($000) $1,578 Shares 128,500 Est. Cost $15.81 Unrealized
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $1,507 Shares 80,000 Est. Cost $26.01 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $1,414 Shares 10,900 Est. Cost $79.76 Unrealized +58.3%
TRMB TRIMBLE NAVIGATIONS LTD 0.5%
Value ($000) $1,408 Shares 60,000 Est. Cost $26.95 Unrealized -9.3%
LEUCADIA NATL CORP 0.5%
Value ($000) $1,364 Shares 56,191 Est. Cost $26.21 Unrealized
LNC LINCOLN NATIONAL CORP 0.5%
Value ($000) $1,346 Shares 22,734 Est. Cost $22.50 Unrealized +76.2%
DUPONT DENEMOURS & CO 0.5%
Value ($000) $1,343 Shares 21,000 Est. Cost $52.52 Unrealized
TORTOISE ENERGY INDEPENDENCE FD 0.5%
Value ($000) $1,333 Shares 72,600 Est. Cost $21.49 Unrealized
IRBTQ iRobot Corporation 0.4%
Value ($000) $1,180 Shares 37,000 Est. Cost $33.96 Unrealized -3.4%
L-3 COMMUNICATIONS HLDGS 0.4%
Value ($000) $1,134 Shares 10,000 Est. Cost $85.70 Unrealized
MONSANTO COMPANY 0.4%
Value ($000) $1,091 Shares 10,234 Est. Cost $81.27 Unrealized
BARRICK GOLD CORP 0.4%
Value ($000) $1,069 Shares 100,000 Est. Cost $16.47 Unrealized
MCDERMOTT INTERNATIONAL INC 0.3%
Value ($000) $974 Shares 182,400 Est. Cost $7.98 Unrealized
AIR AAR CORP 0.3%
Value ($000) $956 Shares 30,000 Est. Cost $25.66 Unrealized +13.4%
AMD ADVANCED MICRO DEVICES INC. 0.3%
Value ($000) $838 Shares 324,700 Est. Cost $4.05 Unrealized -40.2%
HORNBECK OFFSHORE SERVICES INC 0.3%
Value ($000) $821 Shares 40,000 Est. Cost $34.34 Unrealized
GLW CORNING INC 0.3%
Value ($000) $789 Shares 40,000 Est. Cost $15.47 Unrealized +4.2%
AGL RESOURCE INC. 0.2%
Value ($000) $521 Shares 11,200 Est. Cost $51.34 Unrealized
NABORS INDUSTRIES LTD 0.2%
Value ($000) $519 Shares 36,000 Est. Cost $15.31 Unrealized
KRAFT FOODS GROUP INC (KRFT) 0.1%
Value ($000) $426 Shares 5,000 Est. Cost $55.80 Unrealized
EXCO RESOURCES INC 0.1%
Value ($000) $401 Shares 339,875 Est. Cost $5.75 Unrealized
SOUHY SOUTH32 LTD NPV ADR 0.1%
Value ($000) $376 Shares 56,000 Est. Cost $6.71 Unrealized
T AT&T INC 0.1%
Value ($000) $355 Shares 10,000 Est. Cost $11.40 Unrealized +7.2%
MO ALTRIA GROUP INC 0.1%
Value ($000) $293 Shares 6,000 Est. Cost $16.28 Unrealized +55.2%
PM PHILIP MORRIS INTERNATIONAL 0.1%
Value ($000) $241 Shares 3,000 Est. Cost $49.85 Unrealized -3.1%
MDLZ MONDELEZ INT'L INC 0.1%
Value ($000) $209 Shares 5,076 Est. Cost $23.16 Unrealized +33.2%
ABBV ABBVIE Aug 21 0.0%
Value ($000) $49 Shares 16,000 Est. Cost $38.39 Unrealized +10.3%
NUANCE Oct 16 0.0%
Value ($000) $30 Shares 50,000 Est. Cost $15.16 Unrealized
BAX BAXTER Aug 21 0.0%
Value ($000) $11 Shares 16,000 Est. Cost $33.43 Unrealized -5.9%
BHP BHP BILLITON LTD Aug 21 0.0%
Value ($000) $9 Shares 30,000 Est. Cost $58.88 Unrealized
CPB CAMPBELL SOUP CO Aug 21 0.0%
Value ($000) $6 Shares 6,000 Est. Cost $29.70 Unrealized +13.0%
GRMN GARMIN Oct 16 0.0%
Value ($000) $4 Shares 20,000 Est. Cost $38.05 Unrealized -11.5%