TRAVELERS COMPANIES, INC. Quant / Systematic

Location: New York, NY

CIK: 0000086312 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $386M (100.0% shares, 0.0% debt)

Holdings (36)

EPD ENTERPRISE PRODUCTS PARTNERS LP 15.6%

Value $60.39M Shares 989,416 Est. Cost $62.15 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 15.2%

Value $58.87M Shares 1,043,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 13.4%

Value $51.58M Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 9.4%

Value $36.17M Shares 482,488 Est. Cost $83.46 Unrealized —

— ONEOK PARTNERS LP 7.7%

Value $29.71M Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.9%

Value $26.75M Shares 878,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 4.6%

Value $17.88M Shares 269,000 Est. Cost $63.95 Unrealized —

— EL PASO PIPELINE PARTNERS LP 4.6%

Value $17.76M Shares 420,700 Est. Cost $43.67 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 3.8%

Value $14.56M Shares 479,300 Est. Cost $30.20 Unrealized —

— MARKWEST ENERGY PARTNERS LP 2.8%

Value $10.62M Shares 147,000 Est. Cost $66.85 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.6%

Value $10.02M Shares 400,000 Est. Cost $25.11 Unrealized —

XEL XCEL ENERGY INC 1.4%

Value $5.301M Shares 192,000 Est. Cost $19.78 Unrealized -3.4%

— NUSTAR ENERGY LP 1.3%

Value $5.058M Shares 126,100 Est. Cost $45.65 Unrealized —

SO SOUTHERN COMPANY 1.2%

Value $4.612M Shares 112,000 Est. Cost $26.74 Unrealized -5.3%

— CANADIAN PACIFIC RAILWAY 1.1%

Value $4.41M Shares 34,700 Est. Cost $127.52 Unrealized —

— SPECTRA ENERGY PARTNERS LP 1.1%

Value $4.344M Shares 99,000 Est. Cost $46.00 Unrealized —

PBA PEMBINA PIPELINE CORP 1.1%

Value $4.277M Shares 125,287 Est. Cost $16.65 Unrealized -0.4%

ENB ENBRIDGE INC 1.0%

Value $3.923M Shares 91,200 Est. Cost $23.14 Unrealized -4.3%

CNI CANADIAN NATIONAL RAILWAY 1.0%

Value $3.716M Shares 35,600 Est. Cost $39.41 Unrealized +0.5%

DUK DUKE ENERGY 0.7%

Value $2.762M Shares 41,362 Est. Cost $41.83 Unrealized -2.4%

CVE CENOVUS ENERGY INC 0.5%

Value $1.952M Shares 63,500 Est. Cost $22.41 Unrealized +0.8%

SU SUNCOR ENERGY INC 0.4%

Value $1.731M Shares 47,000 Est. Cost $19.64 Unrealized +11.1%

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

Value $1.644M Shares 80,000 Est. Cost $21.04 Unrealized —

— TRANSCANADA CORP 0.3%

Value $1.317M Shares 29,100 Est. Cost $45.28 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value $1.307M Shares 28,000 Est. Cost $27.04 Unrealized -3.4%

— BUCKEYE PARTNERS LP 0.3%

Value $1.278M Shares 19,500 Est. Cost $70.15 Unrealized —

BTE BAYTEX ENERGY CORP 0.3%

Value $1.267M Shares 29,800 Est. Cost $31.51 Unrealized +6.6%

— GRANITE REIT 0.2%

Value $913K Shares 24,700 Est. Cost $36.38 Unrealized —

— PGT INC 0.2%

Value $842K Shares 84,984 Est. Cost $9.91 Unrealized —

T AT&T INC 0.1%

Value $457K Shares 13,500 Est. Cost $11.40 Unrealized -3.9%

— NUANCE COMMUNICATIONS INC 0.1%

Value $412K Shares 22,080 Est. Cost $18.66 Unrealized —

LEA LEAR CORP 0.0%

Value $122K Shares 1,704 Est. Cost $46.85 Unrealized +19.6%

— LAREDO PETROLEUM HOLDINGS INC 0.0%

Value $107K Shares 3,600 Est. Cost $20.56 Unrealized —

EBS EMERGENT BIOSOLUTIONS INC 0.0%

Value $28,000 Shares 1,486 Est. Cost $17.85 Unrealized 0.0%

— BOINGO WIRELESS INC 0.0%

Value $10,000 Shares 1,385 Est. Cost $7.22 Unrealized —

— CORE-MARK HOLDING CO INC 0.0%

Value $6,000 Shares 86 Est. Cost $58.14 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	989,416	$60.39M	15.6%	$62.15	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	1,043,200	$58.87M	15.2%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$51.58M	13.4%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	482,488	$36.17M	9.4%	$83.46	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$29.71M	7.7%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	878,400	$26.75M	6.9%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	269,000	$17.88M	4.6%	$63.95	—	COMM	86764L108
—	EL PASO PIPELINE PARTNERS LP	420,700	$17.76M	4.6%	$43.67	—	COMM	283702108
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$14.56M	3.8%	$30.20	—	COMM	096627104
—	MARKWEST ENERGY PARTNERS LP	147,000	$10.62M	2.8%	$66.85	—	COMM	570759100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10.02M	2.6%	$25.11	—	PREF	638539882
XEL	XCEL ENERGY INC	192,000	$5.301M	1.4%	$19.78	-3.4%	COMM	98389B100
—	NUSTAR ENERGY LP	126,100	$5.058M	1.3%	$45.65	—	COMM	67058H102
SO	SOUTHERN COMPANY	112,000	$4.612M	1.2%	$26.74	-5.3%	COMM	842587107
—	CANADIAN PACIFIC RAILWAY	34,700	$4.41M	1.1%	$127.52	—	COMM	13645T100
—	SPECTRA ENERGY PARTNERS LP	99,000	$4.344M	1.1%	$46.00	—	COMM	84756N109
PBA	PEMBINA PIPELINE CORP	125,287	$4.277M	1.1%	$16.65	-0.4%	COMM	706327103
ENB	ENBRIDGE INC	91,200	$3.923M	1.0%	$23.14	-4.3%	COMM	29250N105
CNI	CANADIAN NATIONAL RAILWAY	35,600	$3.716M	1.0%	$39.41	+0.5%	COMM	136375102
DUK	DUKE ENERGY	41,362	$2.762M	0.7%	$41.83	-2.4%	COMM	26441C204
CVE	CENOVUS ENERGY INC	63,500	$1.952M	0.5%	$22.41	+0.8%	COMM	15135U109
SU	SUNCOR ENERGY INC	47,000	$1.731M	0.4%	$19.64	+11.1%	COMM	867224107
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1.644M	0.4%	$21.04	—	PREF	780097762
—	TRANSCANADA CORP	29,100	$1.317M	0.3%	$45.28	—	COMM	89353D107
VZ	VERIZON COMMUNICATIONS INC	28,000	$1.307M	0.3%	$27.04	-3.4%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1.278M	0.3%	$70.15	—	COMM	118230101
BTE	BAYTEX ENERGY CORP	29,800	$1.267M	0.3%	$31.51	+6.6%	COMM	07317Q105
—	GRANITE REIT	24,700	$913K	0.2%	$36.38	—	COMM	387437114
—	PGT INC	84,984	$842K	0.2%	$9.91	—	COMM	69336V101
T	AT&T INC	13,500	$457K	0.1%	$11.40	-3.9%	COMM	00206R102
—	NUANCE COMMUNICATIONS INC	22,080	$412K	0.1%	$18.66	—	COMM	67020Y100
LEA	LEAR CORP	1,704	$122K	0.0%	$46.85	+19.6%	COMM	521865204
—	LAREDO PETROLEUM HOLDINGS INC	3,600	$107K	0.0%	$20.56	—	COMM	516806106
EBS	EMERGENT BIOSOLUTIONS INC	1,486	$28,000	0.0%	$17.85	0.0%	COMM	29089Q105
—	BOINGO WIRELESS INC	1,385	$10,000	0.0%	$7.22	—	COMM	09739C102
—	CORE-MARK HOLDING CO INC	86	$6,000	0.0%	$58.14	—	COMM	218681104