Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 2, 2015

Total Value ($000): $264,653 (99.8% shares, 0.2% debt)

Holdings (91)

LMT LOCKHEED MARTIN CORP 4.7%
Value ($000) $12,439 Shares 60,000 Est. Cost $74.52 Unrealized +106.5%
IBM INTL BUSINESS MACHINES CORP 4.5%
Value ($000) $12,033 Shares 83,000 Est. Cost $118.94 Unrealized -19.8%
PIEDMONT NATURAL GAS CO 4.1%
Value ($000) $10,858 Shares 270,978 Est. Cost $33.74 Unrealized
RAYTHEON COMPANY 3.8%
Value ($000) $9,943 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT CORP 3.3%
Value ($000) $8,852 Shares 200,000 Est. Cost $27.09 Unrealized +43.7%
UNITED TECHNOLOGIES CORP 3.2%
Value ($000) $8,463 Shares 95,100 Est. Cost $92.85 Unrealized
DUK DUKE ENERGY CORP 3.1%
Value ($000) $8,213 Shares 114,166 Est. Cost $41.83 Unrealized +12.8%
BP BP PLC-SPONS ADR 3.0%
Value ($000) $8,014 Shares 262,240 Est. Cost $43.95 Unrealized
XOM EXXON MOBIL CORP 2.9%
Value ($000) $7,807 Shares 105,000 Est. Cost $53.69 Unrealized -8.6%
BMY BRISTOL-MYERS SQUIBB CO 2.9%
Value ($000) $7,788 Shares 131,549 Est. Cost $28.67 Unrealized +55.4%
CVX CHEVRON CORP 2.7%
Value ($000) $7,039 Shares 89,240 Est. Cost $71.30 Unrealized -24.5%
CANADIAN PACIFIC RAILWAY LTD 2.6%
Value ($000) $6,834 Shares 47,600 Est. Cost $121.39 Unrealized
NOC NORTHROP GRUMMAN CORP 2.6%
Value ($000) $6,756 Shares 40,712 Est. Cost $65.23 Unrealized +117.1%
COP CONOCOPHILLIPS 2.3%
Value ($000) $5,995 Shares 125,000 Est. Cost $40.83 Unrealized -9.9%
CSCO CISCO SYSTEMS INC 2.2%
Value ($000) $5,775 Shares 220,000 Est. Cost $15.24 Unrealized +28.5%
WMB WILLIAMS COS INC 2.1%
Value ($000) $5,539 Shares 150,300 Est. Cost $17.99 Unrealized +52.4%
MRK MERCK & CO. INC. 2.1%
Value ($000) $5,433 Shares 110,000 Est. Cost $30.02 Unrealized +27.9%
SLB SCHLUMBERGER LTD 2.0%
Value ($000) $5,380 Shares 78,000 Est. Cost $53.12 Unrealized +10.9%
PFE PFIZER INC 2.0%
Value ($000) $5,216 Shares 166,050 Est. Cost $16.44 Unrealized +25.3%
RIG TRANSOCEAN LTD 2.0%
Value ($000) $5,164 Shares 399,662 Est. Cost $33.57 Unrealized -58.6%
ANADARKO PETROLEUM CORP 1.8%
Value ($000) $4,831 Shares 80,000 Est. Cost $101.44 Unrealized
PSX PHILLIPS 66 1.8%
Value ($000) $4,803 Shares 62,500 Est. Cost $40.44 Unrealized +33.6%
JNJ JOHNSON & JOHNSON 1.8%
Value ($000) $4,668 Shares 50,000 Est. Cost $59.66 Unrealized +21.5%
BHP BHP BILLITON LTD-SPON ADR 1.7%
Value ($000) $4,427 Shares 140,000 Est. Cost $58.88 Unrealized
SPECTRA ENERGY CORP 1.5%
Value ($000) $4,072 Shares 155,000 Est. Cost $34.46 Unrealized
FLO FLOWERS FOODS INC 1.3%
Value ($000) $3,383 Shares 136,743 Est. Cost $13.91 Unrealized +9.3%
ORBITAL ATK INC 1.2%
Value ($000) $3,306 Shares 46,000 Est. Cost $76.63 Unrealized
NUANCE COMMUNICATIONS INC 1.2%
Value ($000) $3,189 Shares 194,800 Est. Cost $15.16 Unrealized
GRMN GARMIN LTD 1.2%
Value ($000) $3,104 Shares 86,500 Est. Cost $36.06 Unrealized -18.4%
CR BARD INC 1.1%
Value ($000) $2,981 Shares 16,000 Est. Cost $142.69 Unrealized
HARRIS CORP 1.1%
Value ($000) $2,926 Shares 40,000 Est. Cost $49.25 Unrealized
CVS CVS HEALTH CORP 1.1%
Value ($000) $2,894 Shares 30,000 Est. Cost $41.44 Unrealized +87.7%
GD GENERAL DYNAMICS CORP 1.0%
Value ($000) $2,759 Shares 20,000 Est. Cost $60.68 Unrealized +90.3%
DU PONT (E.I.) DE NEMOURS 1.0%
Value ($000) $2,699 Shares 56,000 Est. Cost $49.82 Unrealized
EMC CORP/MA 1.0%
Value ($000) $2,695 Shares 111,553 Est. Cost $22.53 Unrealized
SCANA CORP 1.0%
Value ($000) $2,588 Shares 46,000 Est. Cost $49.11 Unrealized
NEM NEWMONT MINING CORP 1.0%
Value ($000) $2,571 Shares 160,000 Est. Cost $22.86 Unrealized -38.7%
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $2,476 Shares 50,000 Est. Cost $25.31 Unrealized +45.1%
D DOMINION RESOURCES INC/VA 0.9%
Value ($000) $2,430 Shares 34,528 Est. Cost $34.53 Unrealized +30.1%
ROYAL DUTCH SHELL-SPON ADR-A 0.9%
Value ($000) $2,370 Shares 50,000 Est. Cost $66.33 Unrealized
SCSC SCANSOURCE INC 0.9%
Value ($000) $2,319 Shares 65,400 Est. Cost $30.32 Unrealized +20.8%
BAX BAXTER INTERNATIONAL INC 0.9%
Value ($000) $2,300 Shares 70,000 Est. Cost $33.43 Unrealized -4.1%
GPN GLOBAL PAYMENTS INC 0.9%
Value ($000) $2,295 Shares 20,000 Est. Cost $22.14 Unrealized +138.4%
BAXALTA INC 0.8%
Value ($000) $2,202 Shares 70,000 Est. Cost $31.46 Unrealized
ABBV ABBVIE INC 0.8%
Value ($000) $2,176 Shares 40,000 Est. Cost $38.39 Unrealized +10.8%
GWRE GUIDEWIRE SOFTWARE INC 0.7%
Value ($000) $1,840 Shares 35,000 Est. Cost $39.96 Unrealized +38.4%
CPB CAMPBELL SOUP CO 0.7%
Value ($000) $1,824 Shares 36,000 Est. Cost $29.70 Unrealized +19.6%
INTC INTEL CORP 0.7%
Value ($000) $1,808 Shares 60,000 Est. Cost $17.10 Unrealized +32.3%
ABT ABBOTT LABORATORIES 0.6%
Value ($000) $1,609 Shares 40,000 Est. Cost $38.03 Unrealized +2.0%
CVE CENOVUS ENERGY INC 0.6%
Value ($000) $1,516 Shares 100,000 Est. Cost $22.39 Unrealized -47.9%
FLR FLUOR CORP 0.5%
Value ($000) $1,355 Shares 32,000 Est. Cost $53.56 Unrealized -20.7%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $1,333 Shares 10,900 Est. Cost $79.76 Unrealized +58.4%
BWXT BWX TECHNOLOGIES INC 0.5%
Value ($000) $1,318 Shares 50,000 Est. Cost $22.66 Unrealized 0.0%
RITE AID CORP 0.5%
Value ($000) $1,214 Shares 200,000 Est. Cost $5.80 Unrealized
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $1,198 Shares 80,000 Est. Cost $26.01 Unrealized -35.5%
LEUCADIA NATIONAL CORP 0.4%
Value ($000) $1,138 Shares 56,191 Est. Cost $26.21 Unrealized
APACHE CORP 0.4%
Value ($000) $1,096 Shares 28,000 Est. Cost $88.72 Unrealized
LNC LINCOLN NATIONAL CORP 0.4%
Value ($000) $1,079 Shares 22,734 Est. Cost $22.50 Unrealized +61.9%
IRBTQ IROBOT CORP 0.4%
Value ($000) $1,078 Shares 37,000 Est. Cost $33.96 Unrealized -10.4%
ENCANA CORP 0.4%
Value ($000) $1,062 Shares 164,900 Est. Cost $17.29 Unrealized
L-3 COMMUNICATIONS HOLDINGS 0.4%
Value ($000) $1,045 Shares 10,000 Est. Cost $85.70 Unrealized
TRMB TRIMBLE NAVIGATION LTD 0.4%
Value ($000) $985 Shares 60,000 Est. Cost $26.95 Unrealized -25.1%
FCX FREEPORT-MCMORAN INC 0.4%
Value ($000) $969 Shares 100,000 Est. Cost $26.07 Unrealized -58.5%
TORTOISE ENERGY INDEPENDENCE 0.3%
Value ($000) $907 Shares 72,600 Est. Cost $21.49 Unrealized
MONSANTO CO 0.3%
Value ($000) $873 Shares 10,234 Est. Cost $81.27 Unrealized
WPX ENERGY INC 0.3%
Value ($000) $851 Shares 128,500 Est. Cost $15.81 Unrealized
MCDERMOTT INTL INC 0.3%
Value ($000) $784 Shares 182,400 Est. Cost $7.98 Unrealized
GLW CORNING INC 0.3%
Value ($000) $685 Shares 40,000 Est. Cost $15.47 Unrealized -11.9%
AGL RESOURCES INC 0.3%
Value ($000) $684 Shares 11,200 Est. Cost $51.34 Unrealized
BARRICK GOLD CORP 0.2%
Value ($000) $636 Shares 100,000 Est. Cost $16.47 Unrealized
ENS ENERSYS 0.2%
Value ($000) $588 Shares 10,968 Est. Cost $52.11 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES 0.2%
Value ($000) $588 Shares 324,700 Est. Cost $4.05 Unrealized -53.5%
AIR AAR CORP 0.2%
Value ($000) $569 Shares 30,000 Est. Cost $25.66 Unrealized -3.4%
HORNBECK OFFSHORE SERV 0.2%
Value ($000) $556 Shares 750,000 Est. Cost $0.74 Unrealized
HORNBECK OFFSHORE SERVICES 0.2%
Value ($000) $541 Shares 40,000 Est. Cost $34.34 Unrealized
BABCOCK & WILCOX ENTERPR 0.2%
Value ($000) $420 Shares 25,000 Est. Cost $16.80 Unrealized
KHC KRAFT HEINZ CO/THE 0.1%
Value ($000) $352 Shares 5,000 Est. Cost $47.82 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.1%
Value ($000) $340 Shares 36,000 Est. Cost $15.31 Unrealized
T AT&T INC 0.1%
Value ($000) $326 Shares 10,000 Est. Cost $11.40 Unrealized +7.6%
MO ALTRIA GROUP INC 0.1%
Value ($000) $326 Shares 6,000 Est. Cost $16.28 Unrealized +65.9%
SOUHY SOUTH32 - ADR 0.1%
Value ($000) $267 Shares 56,000 Est. Cost $6.71 Unrealized
EXCO RESOURCES INC 0.1%
Value ($000) $255 Shares 339,875 Est. Cost $5.75 Unrealized
PM PHILIP MORRIS INTERNATIONAL 0.1%
Value ($000) $238 Shares 3,000 Est. Cost $49.85 Unrealized -1.9%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.1%
Value ($000) $213 Shares 5,076 Est. Cost $23.16 Unrealized +47.0%
CPB CAMPBELL SOU 50.0 CALL 20NOV15 0.0%
Value ($000) $68 Shares 36,000 Est. Cost $29.70 Unrealized +19.6%
PSX PHILLIPS 66 80.0 CALL 20NOV15 0.0%
Value ($000) $54 Shares 30,000 Est. Cost $40.44 Unrealized +33.6%
CC CHEMOURS CO/THE 0.0%
Value ($000) $27 Shares 4,200 Est. Cost $7.40 Unrealized 0.0%
RIG TRANSOCEAN L 18.0 CALL 20NOV15 0.0%
Value ($000) $13 Shares 100,000 Est. Cost $33.57 Unrealized -58.6%
NUANCE COMMU 19.0 CALL 16OCT15 0.0%
Value ($000) $10 Shares 50,000 Est. Cost $15.16 Unrealized
GRMN GARMIN LTD 47.5 CALL 16OCT15 0.0%
Value ($000) $7 Shares 20,000 Est. Cost $36.06 Unrealized -18.4%
RITE AID COR 10.0 CALL 15JAN16 0.0%
Value ($000) $3 Shares 75,000 Est. Cost $5.80 Unrealized