Canal Insurance CO Hedge Fund

CIK: 0001313473 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Jul 29, 2014

Total Value ($000): $330,105 (99.2% shares, 0.8% debt)

Holdings (99)

IBM INTERNATIONAL BUSINESS MACHS CORP 4.6%
Value ($000) $15,045 Shares 83,000 Est. Cost $118.94 Unrealized -5.6%
BP AMOCO P L C ADR 3.9%
Value ($000) $12,778 Shares 242,240 Est. Cost $52.75 Unrealized
CVX CHEVRON CORP 3.5%
Value ($000) $11,650 Shares 89,240 Est. Cost $71.30 Unrealized +6.5%
UNITED TECHNOLOGIES CORP 3.3%
Value ($000) $10,979 Shares 95,100 Est. Cost $92.85 Unrealized
ANADARKO PETROLEUM CORP 3.3%
Value ($000) $10,947 Shares 100,000 Est. Cost $109.47 Unrealized
COP CONOCOPHILLIPS 3.2%
Value ($000) $10,716 Shares 125,000 Est. Cost $40.83 Unrealized +30.7%
XOM EXXON MOBIL CORP 3.2%
Value ($000) $10,571 Shares 105,000 Est. Cost $53.69 Unrealized +15.2%
PIEDMONT NATURAL GAS COMPANY INC 3.1%
Value ($000) $10,137 Shares 270,978 Est. Cost $33.74 Unrealized
LMT LOCKHEED MARTIN CORPORATION 2.9%
Value ($000) $9,644 Shares 60,000 Est. Cost $74.52 Unrealized +58.8%
BHP BILLITON LTD 2.9%
Value ($000) $9,583 Shares 140,000 Est. Cost $68.45 Unrealized
WMB WILLIAMS COMPANIES 2.8%
Value ($000) $9,314 Shares 160,000 Est. Cost $17.99 Unrealized +34.4%
CANADIAN PACIFIC RAILWAY LTD 2.8%
Value ($000) $9,202 Shares 47,600 Est. Cost $121.39 Unrealized
SLB SCHLUMBERGER LTD 2.8%
Value ($000) $9,200 Shares 78,000 Est. Cost $53.12 Unrealized +40.9%
DUK DUKE ENERGY HOLDING CORPORATION 2.6%
Value ($000) $8,470 Shares 114,166 Est. Cost $41.83 Unrealized +6.4%
RAYTHEON CO 2.5%
Value ($000) $8,395 Shares 91,000 Est. Cost $66.00 Unrealized
MSFT MICROSOFT CORP 2.5%
Value ($000) $8,340 Shares 200,000 Est. Cost $27.09 Unrealized +25.4%
SPECTRA ENERGY CORP 2.0%
Value ($000) $6,584 Shares 155,000 Est. Cost $34.46 Unrealized
FCX FREEPORT MCMORAN COPPER & GOLD 2.0%
Value ($000) $6,570 Shares 180,000 Est. Cost $26.07 Unrealized +13.4%
BMY BRISTOL MYERS SQUIBB CO 1.9%
Value ($000) $6,381 Shares 131,549 Est. Cost $28.67 Unrealized +16.9%
MRK MERCK & COMPANY New 1.9%
Value ($000) $6,364 Shares 110,000 Est. Cost $30.02 Unrealized +26.5%
CSCO CISCO SYSTEMS 1.7%
Value ($000) $5,467 Shares 220,000 Est. Cost $15.24 Unrealized +9.2%
RIG TRANSOCEAN INC. 1.6%
Value ($000) $5,373 Shares 119,324 Est. Cost $45.83 Unrealized -7.2%
JNJ JOHNSON & JOHNSON 1.6%
Value ($000) $5,231 Shares 50,000 Est. Cost $59.66 Unrealized +22.6%
BAXTER INTERNATIONAL INC 1.5%
Value ($000) $5,061 Shares 70,000 Est. Cost $72.30 Unrealized
PSX PHILLIPS 66 1.5%
Value ($000) $5,027 Shares 62,500 Est. Cost $40.44 Unrealized +34.0%
PFE PFIZER INC 1.5%
Value ($000) $4,928 Shares 166,050 Est. Cost $16.44 Unrealized +6.7%
NOC NORTHROP GRUMMAN CORP 1.5%
Value ($000) $4,870 Shares 40,712 Est. Cost $65.23 Unrealized +52.7%
APACHE CORP 1.3%
Value ($000) $4,364 Shares 43,370 Est. Cost $100.62 Unrealized
ENCANA CORPORATION 1.3%
Value ($000) $4,169 Shares 164,900 Est. Cost $17.29 Unrealized
NEM NEWMONT MINING CORP 1.2%
Value ($000) $4,070 Shares 160,000 Est. Cost $22.86 Unrealized -18.0%
EMC CORP 1.2%
Value ($000) $3,992 Shares 151,553 Est. Cost $22.53 Unrealized
BARD-C R-INC 1.1%
Value ($000) $3,718 Shares 26,000 Est. Cost $143.00 Unrealized
NUANCE COMMUNICATIONS INC 1.1%
Value ($000) $3,656 Shares 194,800 Est. Cost $15.16 Unrealized
BECTON DICKINSON 1.1%
Value ($000) $3,549 Shares 30,000 Est. Cost $118.30 Unrealized
CVE CENOVUS ENERGY INC 1.0%
Value ($000) $3,459 Shares 100,000 Est. Cost $22.39 Unrealized +4.1%
INTC INTEL CORP 0.9%
Value ($000) $3,090 Shares 100,000 Est. Cost $17.10 Unrealized +21.0%
HARRIS CORP 0.9%
Value ($000) $3,030 Shares 40,000 Est. Cost $49.25 Unrealized
VRTX VERTEX PHARMACEUTICALS 0.9%
Value ($000) $2,972 Shares 31,392 Est. Cost $74.19 Unrealized -5.5%
GPN GLOBAL PAYMENTS INC 0.9%
Value ($000) $2,914 Shares 40,000 Est. Cost $22.14 Unrealized +47.5%
FLO FLOWERS FOODS 0.9%
Value ($000) $2,883 Shares 136,743 Est. Cost $13.91 Unrealized -3.7%
WPX ENERGY INC 0.9%
Value ($000) $2,833 Shares 118,500 Est. Cost $18.47 Unrealized
MCDERMOTT INTERNATIONAL INC 0.8%
Value ($000) $2,710 Shares 335,000 Est. Cost $7.98 Unrealized
SCSC SCANSOURCE INC. 0.8%
Value ($000) $2,490 Shares 65,400 Est. Cost $30.32 Unrealized +25.9%
SCANA CORP 0.7%
Value ($000) $2,475 Shares 46,000 Est. Cost $49.11 Unrealized
ORBITAL SCIENCES CORP 0.7%
Value ($000) $2,473 Shares 83,700 Est. Cost $17.37 Unrealized
D DOMINION RESOURCES INC 0.7%
Value ($000) $2,469 Shares 34,528 Est. Cost $34.53 Unrealized +24.3%
FLR FLUOR CORP NEW 0.7%
Value ($000) $2,461 Shares 32,000 Est. Cost $53.56 Unrealized +26.7%
TXN TEXAS INSTRUMENTS INC 0.7%
Value ($000) $2,390 Shares 50,000 Est. Cost $25.31 Unrealized +34.4%
GD GENERAL DYNAMICS CORPORATION 0.7%
Value ($000) $2,331 Shares 20,000 Est. Cost $60.68 Unrealized +45.9%
CVS CVS CAREMARK CORP 0.7%
Value ($000) $2,261 Shares 30,000 Est. Cost $41.44 Unrealized +32.5%
COVIDIEN LTD 0.7%
Value ($000) $2,255 Shares 25,000 Est. Cost $62.84 Unrealized
EXCO RESOURCES INC 0.6%
Value ($000) $2,002 Shares 339,875 Est. Cost $5.75 Unrealized
BARRICK GOLD CORP 0.6%
Value ($000) $1,954 Shares 100,000 Est. Cost $19.54 Unrealized
CPB CAMPBELL SOUP CO 0.6%
Value ($000) $1,832 Shares 40,000 Est. Cost $29.70 Unrealized +6.3%
ENERSYS 3.375% Convertible Bond 0.5%
Value ($000) $1,723 Shares 1,000 Est. Cost $1.31 Unrealized
BABCOCK & WILCOX CO New 0.5%
Value ($000) $1,623 Shares 50,000 Est. Cost $30.04 Unrealized
LEUCADIA NATL CORP 0.4%
Value ($000) $1,473 Shares 56,191 Est. Cost $26.21 Unrealized
GWRE GUIDEWIRE SOFTWARE INC 0.4%
Value ($000) $1,423 Shares 35,000 Est. Cost $39.96 Unrealized -0.8%
DUPONT DENEMOURS & CO 0.4%
Value ($000) $1,374 Shares 21,000 Est. Cost $52.52 Unrealized
ADVANCED MICRO DEVICES INC. 0.4%
Value ($000) $1,360 Shares 324,700 Est. Cost $4.19 Unrealized
TMO THERMO FISHER SCIENTIFIC INC 0.4%
Value ($000) $1,286 Shares 10,900 Est. Cost $79.76 Unrealized +42.2%
MONSANTO COMPANY 0.4%
Value ($000) $1,277 Shares 10,234 Est. Cost $81.27 Unrealized
L-3 COMMUNICATIONS HLDGS 0.4%
Value ($000) $1,208 Shares 10,000 Est. Cost $85.70 Unrealized
LNC LINCOLN NATIONAL CORP 0.4%
Value ($000) $1,169 Shares 22,734 Est. Cost $22.50 Unrealized +46.7%
TORTOISE ENERGY INDEPENDENCE FD 0.3%
Value ($000) $1,125 Shares 40,000 Est. Cost $23.55 Unrealized
NUANCE COMMUNIC 2.75% Conv Bds 0.3%
Value ($000) $1,060 Shares 1,000 Est. Cost $1.15 Unrealized
NABORS INDUSTRIES LTD 0.3%
Value ($000) $1,057 Shares 36,000 Est. Cost $15.31 Unrealized
ROYAL DUTCH SHELL PLC ADR A Shrs 0.2%
Value ($000) $824 Shares 10,000 Est. Cost $63.80 Unrealized
AGL RESOURCE INC. 0.2%
Value ($000) $616 Shares 11,200 Est. Cost $55.00 Unrealized
ABBV ABBVIE INC 0.2%
Value ($000) $564 Shares 10,000 Est. Cost $26.55 Unrealized +24.2%
AAR CORP 0.2%
Value ($000) $551 Shares 20,000 Est. Cost $27.55 Unrealized
HORNBECK OFFSHORE SERVICES INC 0.1%
Value ($000) $469 Shares 10,000 Est. Cost $46.90 Unrealized
GRMN GARMIN LTD 0.1%
Value ($000) $426 Shares 7,000 Est. Cost $33.64 Unrealized +20.4%
ABBOTT LABORATORIES 0.1%
Value ($000) $409 Shares 10,000 Est. Cost $40.90 Unrealized
T AT&T INC 0.1%
Value ($000) $354 Shares 10,000 Est. Cost $11.40 Unrealized +3.3%
APACHE July 19 0.1%
Value ($000) $315 Shares 20,000 Est. Cost $100.62 Unrealized
KRAFT FOODS GROUP INC (KRFT) 0.1%
Value ($000) $300 Shares 5,000 Est. Cost $55.80 Unrealized
PM PHILIP MORRIS INTERNATIONAL 0.1%
Value ($000) $253 Shares 3,000 Est. Cost $49.85 Unrealized -3.2%
MO ALTRIA GROUP INC 0.1%
Value ($000) $252 Shares 6,000 Est. Cost $16.28 Unrealized +17.9%
ANADARKO PETROLEUM CORP Aug 16 0.1%
Value ($000) $228 Shares 20,000 Est. Cost $109.47 Unrealized
MDLZ MONDELEZ INT'L INC 0.1%
Value ($000) $191 Shares 5,076 Est. Cost $23.16 Unrealized +22.2%
NUANCE COMMUNICATIONS INC Jul 19 0.1%
Value ($000) $185 Shares 100,000 Est. Cost $15.16 Unrealized
COVIDEON Oct 18 0.1%
Value ($000) $183 Shares 25,000 Est. Cost $62.84 Unrealized
WPX ENERGY INC Aug 16 0.0%
Value ($000) $159 Shares 40,000 Est. Cost $18.47 Unrealized
INTC INTEL July 19 0.0%
Value ($000) $158 Shares 40,000 Est. Cost $17.10 Unrealized +21.0%
WMB WILLIAMS COS Nov 22 0.0%
Value ($000) $148 Shares 34,600 Est. Cost $17.99 Unrealized +34.4%
FCX FREEPORT McMORAN COPPER & GOLD Aug 16 0.0%
Value ($000) $141 Shares 80,000 Est. Cost $26.07 Unrealized +13.4%
NABORS Sept 20 0.0%
Value ($000) $139 Shares 30,000 Est. Cost $15.31 Unrealized
ENCANA Jul 19 0.0%
Value ($000) $133 Shares 50,000 Est. Cost $17.29 Unrealized
VRTX VERTEX PHARMACEUTICALS July 19 0.0%
Value ($000) $100 Shares 10,000 Est. Cost $74.19 Unrealized -5.5%
EXCO RESOURCES INC Dec 20 0.0%
Value ($000) $52 Shares 100,000 Est. Cost $5.75 Unrealized
COP CONOCO PHILLIPS Nov 22 0.0%
Value ($000) $44 Shares 30,000 Est. Cost $40.83 Unrealized +30.7%
MSFT MICROSOFT Oct 18 0.0%
Value ($000) $35 Shares 30,000 Est. Cost $27.09 Unrealized +25.4%
ADVANCED MICRO Oct 18 0.0%
Value ($000) $27 Shares 101,000 Est. Cost $4.19 Unrealized
EMC CORP Oct 18 0.0%
Value ($000) $18 Shares 40,000 Est. Cost $22.53 Unrealized
BAXTER INTERNATIONAL INC Aug 16 0.0%
Value ($000) $16 Shares 25,000 Est. Cost $72.30 Unrealized
BHP BILLITON LTD Aug 16 0.0%
Value ($000) $15 Shares 30,000 Est. Cost $68.45 Unrealized
BP PLC Jan 17 0.0%
Value ($000) $10 Shares 10,000 Est. Cost $52.75 Unrealized
GRMN GARMIN July 19 0.0%
Value ($000) $3 Shares 500 Est. Cost $33.64 Unrealized +20.4%