TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $388,052 (100.0% shares, 0.0% debt)

Holdings (35)

EPD ENTERPRISE PRODUCTS PARTNERS LP 15.8%

Value ($000) $61,492 Shares 989,416 Est. Cost $62.15 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 14.7%

Value ($000) $56,854 Shares 1,043,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 14.1%

Value ($000) $54,660 Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 10.2%

Value ($000) $39,709 Shares 475,026 Est. Cost $83.59 Unrealized —

— ONEOK PARTNERS LP 7.2%

Value ($000) $27,756 Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.9%

Value ($000) $26,782 Shares 878,400 Est. Cost $30.49 Unrealized —

— EL PASO PIPELINE PARTNERS LP 4.7%

Value ($000) $18,372 Shares 420,700 Est. Cost $43.67 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 4.4%

Value ($000) $17,203 Shares 269,000 Est. Cost $63.95 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 3.7%

Value ($000) $14,475 Shares 479,300 Est. Cost $30.20 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.6%

Value ($000) $10,045 Shares 400,000 Est. Cost $25.11 Unrealized —

— MARKWEST ENERGY PARTNERS LP 2.5%

Value ($000) $9,827 Shares 147,000 Est. Cost $66.85 Unrealized —

— NUSTAR ENERGY LP 1.5%

Value ($000) $5,756 Shares 126,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.4%

Value ($000) $5,441 Shares 192,000 Est. Cost $19.78 Unrealized 0.0%

SO SOUTHERN COMPANY 1.3%

Value ($000) $4,943 Shares 112,000 Est. Cost $26.74 Unrealized 0.0%

— SPECTRA ENERGY PARTNERS LP 1.2%

Value ($000) $4,554 Shares 99,000 Est. Cost $46.00 Unrealized —

— CANADIAN PACIFIC RAILWAY 1.1%

Value ($000) $4,425 Shares 34,700 Est. Cost $127.52 Unrealized —

PBA PEMBINA PIPELINE CORP 1.0%

Value ($000) $4,032 Shares 125,287 Est. Cost $16.65 Unrealized 0.0%

ENB ENBRIDGE INC 0.9%

Value ($000) $3,546 Shares 80,200 Est. Cost $23.28 Unrealized 0.0%

CNI CANADIAN NATIONAL RAILWAY 0.9%

Value ($000) $3,543 Shares 34,600 Est. Cost $39.40 Unrealized 0.0%

DUK DUKE ENERGY 0.7%

Value ($000) $2,792 Shares 41,362 Est. Cost $41.83 Unrealized 0.0%

CVE CENOVUS ENERGY INC 0.4%

Value ($000) $1,725 Shares 57,500 Est. Cost $22.39 Unrealized 0.0%

— ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P 0.4%

Value ($000) $1,683 Shares 80,000 Est. Cost $21.04 Unrealized —

SU SUNCOR ENERGY INC 0.4%

Value ($000) $1,457 Shares 47,000 Est. Cost $19.64 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.4%

Value ($000) $1,410 Shares 28,000 Est. Cost $27.04 Unrealized 0.0%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,368 Shares 19,500 Est. Cost $70.15 Unrealized —

— TRANSCANADA CORP 0.3%

Value ($000) $1,227 Shares 27,100 Est. Cost $45.28 Unrealized —

BTE BAYTEX ENERGY CORP 0.3%

Value ($000) $1,129 Shares 29,800 Est. Cost $31.51 Unrealized 0.0%

— GRANITE REIT 0.2%

Value ($000) $699 Shares 19,300 Est. Cost $36.22 Unrealized —

T AT&T INC 0.1%

Value ($000) $478 Shares 13,500 Est. Cost $11.40 Unrealized 0.0%

TRGP TARGA RESOURCES CORP 0.1%

Value ($000) $360 Shares 5,600 Est. Cost $37.51 Unrealized 0.0%

LEA LEAR CORP 0.0%

Value ($000) $103 Shares 1,704 Est. Cost $46.85 Unrealized 0.0%

— SYNAGEVA BIOPHARMA CORP 0.0%

Value ($000) $82 Shares 1,965 Est. Cost $41.73 Unrealized —

— LAREDO PETROLEUM HOLDINGS INC 0.0%

Value ($000) $74 Shares 3,600 Est. Cost $20.56 Unrealized —

AMBA AMBARELLA INC 0.0%

Value ($000) $45 Shares 2,654 Est. Cost $15.18 Unrealized 0.0%

— CORE-MARK HOLDING CO INC 0.0%

Value ($000) $5 Shares 86 Est. Cost $58.14 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	989,416	$61,492	15.8%	$62.15	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	1,043,200	$56,854	14.7%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$54,660	14.1%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	475,026	$39,709	10.2%	$83.59	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$27,756	7.2%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	878,400	$26,782	6.9%	$30.49	—	COMM	29250R106
—	EL PASO PIPELINE PARTNERS LP	420,700	$18,372	4.7%	$43.67	—	COMM	283702108
—	SUNOCO LOGISTICS PARTNERS LP	269,000	$17,203	4.4%	$63.95	—	COMM	86764L108
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$14,475	3.7%	$30.20	—	COMM	096627104
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,045	2.6%	$25.11	—	PREF	638539882
—	MARKWEST ENERGY PARTNERS LP	147,000	$9,827	2.5%	$66.85	—	COMM	570759100
—	NUSTAR ENERGY LP	126,100	$5,756	1.5%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$5,441	1.4%	$19.78	0.0%	COMM	98389B100
SO	SOUTHERN COMPANY	112,000	$4,943	1.3%	$26.74	0.0%	COMM	842587107
—	SPECTRA ENERGY PARTNERS LP	99,000	$4,554	1.2%	$46.00	—	COMM	84756N109
—	CANADIAN PACIFIC RAILWAY	34,700	$4,425	1.1%	$127.52	—	COMM	13645T100
PBA	PEMBINA PIPELINE CORP	125,287	$4,032	1.0%	$16.65	0.0%	COMM	706327103
ENB	ENBRIDGE INC	80,200	$3,546	0.9%	$23.28	0.0%	COMM	29250N105
CNI	CANADIAN NATIONAL RAILWAY	34,600	$3,543	0.9%	$39.40	0.0%	COMM	136375102
DUK	DUKE ENERGY	41,362	$2,792	0.7%	$41.83	0.0%	COMM	26441C204
CVE	CENOVUS ENERGY INC	57,500	$1,725	0.4%	$22.39	0.0%	COMM	15135U109
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,683	0.4%	$21.04	—	PREF	780097762
SU	SUNCOR ENERGY INC	47,000	$1,457	0.4%	$19.64	0.0%	COMM	867224107
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,410	0.4%	$27.04	0.0%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,368	0.4%	$70.15	—	COMM	118230101
—	TRANSCANADA CORP	27,100	$1,227	0.3%	$45.28	—	COMM	89353D107
BTE	BAYTEX ENERGY CORP	29,800	$1,129	0.3%	$31.51	0.0%	COMM	07317Q105
—	GRANITE REIT	19,300	$699	0.2%	$36.22	—	COMM	387437114
T	AT&T INC	13,500	$478	0.1%	$11.40	0.0%	COMM	00206R102
TRGP	TARGA RESOURCES CORP	5,600	$360	0.1%	$37.51	0.0%	COMM	87612G101
LEA	LEAR CORP	1,704	$103	0.0%	$46.85	0.0%	COMM	521865204
—	SYNAGEVA BIOPHARMA CORP	1,965	$82	0.0%	$41.73	—	COMM	87159A103
—	LAREDO PETROLEUM HOLDINGS INC	3,600	$74	0.0%	$20.56	—	COMM	516806106
AMBA	AMBARELLA INC	2,654	$45	0.0%	$15.18	0.0%	COMM	G037AX101
—	CORE-MARK HOLDING CO INC	86	$5	0.0%	$58.14	—	COMM	218681104