TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value ($000): $402,167 (100.0% shares, 0.0% debt)

Holdings (38)

— MAGELLAN MIDSTREAM PARTNERS LP 16.4%

Value ($000) $66,003 Shares 1,043,200 Est. Cost $54.50 Unrealized —

EPD ENTERPRISE PRODUCTS PARTNERS LP 16.3%

Value ($000) $65,598 Shares 989,416 Est. Cost $62.15 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 12.6%

Value ($000) $50,704 Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 9.2%

Value ($000) $37,149 Shares 490,987 Est. Cost $83.32 Unrealized —

— ONEOK PARTNERS LP 7.3%

Value ($000) $29,510 Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.5%

Value ($000) $26,238 Shares 878,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.0%

Value ($000) $20,304 Shares 269,000 Est. Cost $63.95 Unrealized —

— EL PASO PIPELINE PARTNERS LP 3.8%

Value ($000) $15,145 Shares 420,700 Est. Cost $43.67 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 3.0%

Value ($000) $12,232 Shares 479,300 Est. Cost $30.20 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.5%

Value ($000) $10,072 Shares 400,000 Est. Cost $25.11 Unrealized —

— MARKWEST ENERGY PARTNERS LP 2.4%

Value ($000) $9,721 Shares 147,000 Est. Cost $66.85 Unrealized —

— NUSTAR ENERGY LP 1.6%

Value ($000) $6,430 Shares 126,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.3%

Value ($000) $5,364 Shares 192,000 Est. Cost $19.78 Unrealized -3.6%

— CANADIAN PACIFIC RAILWAY 1.2%

Value ($000) $4,956 Shares 30,850 Est. Cost $127.52 Unrealized —

PBA PEMBINA PIPELINE CORP 1.2%

Value ($000) $4,729 Shares 126,387 Est. Cost $16.65 Unrealized +5.5%

CNI CANADIAN NATIONAL RAILWAY 1.2%

Value ($000) $4,657 Shares 76,900 Est. Cost $42.04 Unrealized +5.4%

SO SOUTHERN COMPANY 1.1%

Value ($000) $4,604 Shares 112,000 Est. Cost $26.74 Unrealized -8.1%

ENB ENBRIDGE INC 1.1%

Value ($000) $4,553 Shares 98,100 Est. Cost $23.07 Unrealized -4.2%

— SPECTRA ENERGY PARTNERS LP 1.1%

Value ($000) $4,490 Shares 99,000 Est. Cost $46.00 Unrealized —

GOGO GOGO INC 0.8%

Value ($000) $3,179 Shares 128,045 Est. Cost $23.14 Unrealized 0.0%

DUK DUKE ENERGY 0.7%

Value ($000) $2,855 Shares 41,362 Est. Cost $41.83 Unrealized +1.2%

CVE CENOVUS ENERGY INC 0.5%

Value ($000) $1,930 Shares 63,500 Est. Cost $22.41 Unrealized +0.1%

SU SUNCOR ENERGY INC 0.4%

Value ($000) $1,750 Shares 47,000 Est. Cost $19.64 Unrealized +18.1%

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

Value ($000) $1,619 Shares 80,000 Est. Cost $21.04 Unrealized —

— TRANSCANADA CORP 0.4%

Value ($000) $1,413 Shares 29,100 Est. Cost $45.28 Unrealized —

— BUCKEYE PARTNERS LP 0.3%

Value ($000) $1,385 Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,376 Shares 28,000 Est. Cost $27.04 Unrealized -1.6%

BTE BAYTEX ENERGY CORP 0.3%

Value ($000) $1,241 Shares 29,800 Est. Cost $31.51 Unrealized +7.5%

— PGT INC 0.3%

Value ($000) $1,200 Shares 118,625 Est. Cost $9.97 Unrealized —

— GRANITE REIT 0.1%

Value ($000) $568 Shares 14,700 Est. Cost $36.38 Unrealized —

T AT&T INC 0.1%

Value ($000) $475 Shares 13,500 Est. Cost $11.40 Unrealized -2.0%

— NUANCE COMMUNICATIONS INC 0.1%

Value ($000) $336 Shares 22,080 Est. Cost $18.66 Unrealized —

LEA LEAR CORP 0.0%

Value ($000) $138 Shares 1,704 Est. Cost $46.85 Unrealized +36.3%

AMBA AMBARELLA INC 0.0%

Value ($000) $90 Shares 2,654 Est. Cost $22.95 Unrealized 0.0%

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value ($000) $77 Shares 3,972 Est. Cost $19.39 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $60 Shares 2,619 Est. Cost $22.91 Unrealized —

— BOINGO WIRELESS INC 0.0%

Value ($000) $9 Shares 1,385 Est. Cost $7.22 Unrealized —

— CORE-MARK HOLDING CO INC 0.0%

Value ($000) $7 Shares 86 Est. Cost $58.14 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MAGELLAN MIDSTREAM PARTNERS LP	1,043,200	$66,003	16.4%	$54.50	—	COMM	559080106
EPD	ENTERPRISE PRODUCTS PARTNERS LP	989,416	$65,598	16.3%	$62.15	—	COMM	293792107
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$50,704	12.6%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	490,987	$37,149	9.2%	$83.32	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$29,510	7.3%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	878,400	$26,238	6.5%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	269,000	$20,304	5.0%	$63.95	—	COMM	86764L108
—	EL PASO PIPELINE PARTNERS LP	420,700	$15,145	3.8%	$43.67	—	COMM	283702108
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$12,232	3.0%	$30.20	—	COMM	096627104
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,072	2.5%	$25.11	—	PREF	638539882
—	MARKWEST ENERGY PARTNERS LP	147,000	$9,721	2.4%	$66.85	—	COMM	570759100
—	NUSTAR ENERGY LP	126,100	$6,430	1.6%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$5,364	1.3%	$19.78	-3.6%	COMM	98389B100
—	CANADIAN PACIFIC RAILWAY	30,850	$4,956	1.2%	$127.52	—	COMM	13645T100
PBA	PEMBINA PIPELINE CORP	126,387	$4,729	1.2%	$16.65	+5.5%	COMM	706327103
CNI	CANADIAN NATIONAL RAILWAY	76,900	$4,657	1.2%	$42.04	+5.4%	COMM	136375102
SO	SOUTHERN COMPANY	112,000	$4,604	1.1%	$26.74	-8.1%	COMM	842587107
ENB	ENBRIDGE INC	98,100	$4,553	1.1%	$23.07	-4.2%	COMM	29250N105
—	SPECTRA ENERGY PARTNERS LP	99,000	$4,490	1.1%	$46.00	—	COMM	84756N109
GOGO	GOGO INC	128,045	$3,179	0.8%	$23.14	0.0%	COMM	38046C109
DUK	DUKE ENERGY	41,362	$2,855	0.7%	$41.83	+1.2%	COMM	26441C204
CVE	CENOVUS ENERGY INC	63,500	$1,930	0.5%	$22.41	+0.1%	COMM	15135U109
SU	SUNCOR ENERGY INC	47,000	$1,750	0.4%	$19.64	+18.1%	COMM	867224107
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,619	0.4%	$21.04	—	PREF	780097762
—	TRANSCANADA CORP	29,100	$1,413	0.4%	$45.28	—	COMM	89353D107
—	BUCKEYE PARTNERS LP	19,500	$1,385	0.3%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,376	0.3%	$27.04	-1.6%	COMM	92343V104
BTE	BAYTEX ENERGY CORP	29,800	$1,241	0.3%	$31.51	+7.5%	COMM	07317Q105
—	PGT INC	118,625	$1,200	0.3%	$9.97	—	COMM	69336V101
—	GRANITE REIT	14,700	$568	0.1%	$36.38	—	COMM	387437114
T	AT&T INC	13,500	$475	0.1%	$11.40	-2.0%	COMM	00206R102
—	NUANCE COMMUNICATIONS INC	22,080	$336	0.1%	$18.66	—	COMM	67020Y100
LEA	LEAR CORP	1,704	$138	0.0%	$46.85	+36.3%	COMM	521865204
AMBA	AMBARELLA INC	2,654	$90	0.0%	$22.95	0.0%	COMM	G037AX101
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$77	0.0%	$19.39	—	COMM	751198102
—	MID-CON ENERGY PARTNERS LP	2,619	$60	0.0%	$22.91	—	COMM	59560V109
—	BOINGO WIRELESS INC	1,385	$9	0.0%	$7.22	—	COMM	09739C102
—	CORE-MARK HOLDING CO INC	86	$7	0.0%	$58.14	—	COMM	218681104