TRAVELERS COMPANIES, INC. Quant / Systematic

Location: New York, NY

CIK: 0000086312 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

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

Holdings (38)

— MAGELLAN MIDSTREAM PARTNERS LP 16.4%

Value $66M Shares 1,043,200 Est. Cost $54.50 Unrealized —

EPD ENTERPRISE PRODUCTS PARTNERS LP 16.3%

Value $65.6M Shares 989,416 Est. Cost $62.15 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 12.6%

Value $50.7M Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 9.2%

Value $37.15M Shares 490,987 Est. Cost $83.32 Unrealized —

— ONEOK PARTNERS LP 7.3%

Value $29.51M Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.5%

Value $26.24M Shares 878,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.0%

Value $20.3M Shares 269,000 Est. Cost $63.95 Unrealized —

— EL PASO PIPELINE PARTNERS LP 3.8%

Value $15.14M Shares 420,700 Est. Cost $43.67 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 3.0%

Value $12.23M Shares 479,300 Est. Cost $30.20 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.5%

Value $10.07M Shares 400,000 Est. Cost $25.11 Unrealized —

— MARKWEST ENERGY PARTNERS LP 2.4%

Value $9.721M Shares 147,000 Est. Cost $66.85 Unrealized —

— NUSTAR ENERGY LP 1.6%

Value $6.43M Shares 126,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.3%

Value $5.364M Shares 192,000 Est. Cost $19.78 Unrealized -3.6%

— CANADIAN PACIFIC RAILWAY 1.2%

Value $4.956M Shares 30,850 Est. Cost $127.52 Unrealized —

PBA PEMBINA PIPELINE CORP 1.2%

Value $4.729M Shares 126,387 Est. Cost $16.65 Unrealized +5.5%

CNI CANADIAN NATIONAL RAILWAY 1.2%

Value $4.657M Shares 76,900 Est. Cost $42.04 Unrealized +5.4%

SO SOUTHERN COMPANY 1.1%

Value $4.604M Shares 112,000 Est. Cost $26.74 Unrealized -8.1%

ENB ENBRIDGE INC 1.1%

Value $4.553M Shares 98,100 Est. Cost $23.07 Unrealized -4.2%

— SPECTRA ENERGY PARTNERS LP 1.1%

Value $4.49M Shares 99,000 Est. Cost $46.00 Unrealized —

GOGO GOGO INC 0.8%

Value $3.179M Shares 128,045 Est. Cost $23.14 Unrealized 0.0%

DUK DUKE ENERGY 0.7%

Value $2.855M Shares 41,362 Est. Cost $41.83 Unrealized +1.2%

CVE CENOVUS ENERGY INC 0.5%

Value $1.93M Shares 63,500 Est. Cost $22.41 Unrealized +0.1%

SU SUNCOR ENERGY INC 0.4%

Value $1.75M Shares 47,000 Est. Cost $19.64 Unrealized +18.1%

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

Value $1.619M Shares 80,000 Est. Cost $21.04 Unrealized —

— TRANSCANADA CORP 0.4%

Value $1.413M Shares 29,100 Est. Cost $45.28 Unrealized —

— BUCKEYE PARTNERS LP 0.3%

Value $1.385M Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value $1.376M Shares 28,000 Est. Cost $27.04 Unrealized -1.6%

BTE BAYTEX ENERGY CORP 0.3%

Value $1.241M Shares 29,800 Est. Cost $31.51 Unrealized +7.5%

— PGT INC 0.3%

Value $1.2M Shares 118,625 Est. Cost $9.97 Unrealized —

— GRANITE REIT 0.1%

Value $568K Shares 14,700 Est. Cost $36.38 Unrealized —

T AT&T INC 0.1%

Value $475K Shares 13,500 Est. Cost $11.40 Unrealized -2.0%

— NUANCE COMMUNICATIONS INC 0.1%

Value $336K Shares 22,080 Est. Cost $18.66 Unrealized —

LEA LEAR CORP 0.0%

Value $138K Shares 1,704 Est. Cost $46.85 Unrealized +36.3%

AMBA AMBARELLA INC 0.0%

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

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

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

— MID-CON ENERGY PARTNERS LP 0.0%

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

— BOINGO WIRELESS INC 0.0%

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

— CORE-MARK HOLDING CO INC 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	MAGELLAN MIDSTREAM PARTNERS LP	1,043,200	$66M	16.4%	$54.50	—	COMM	559080106
EPD	ENTERPRISE PRODUCTS PARTNERS LP	989,416	$65.6M	16.3%	$62.15	—	COMM	293792107
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$50.7M	12.6%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	490,987	$37.15M	9.2%	$83.32	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$29.51M	7.3%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	878,400	$26.24M	6.5%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	269,000	$20.3M	5.0%	$63.95	—	COMM	86764L108
—	EL PASO PIPELINE PARTNERS LP	420,700	$15.14M	3.8%	$43.67	—	COMM	283702108
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$12.23M	3.0%	$30.20	—	COMM	096627104
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10.07M	2.5%	$25.11	—	PREF	638539882
—	MARKWEST ENERGY PARTNERS LP	147,000	$9.721M	2.4%	$66.85	—	COMM	570759100
—	NUSTAR ENERGY LP	126,100	$6.43M	1.6%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$5.364M	1.3%	$19.78	-3.6%	COMM	98389B100
—	CANADIAN PACIFIC RAILWAY	30,850	$4.956M	1.2%	$127.52	—	COMM	13645T100
PBA	PEMBINA PIPELINE CORP	126,387	$4.729M	1.2%	$16.65	+5.5%	COMM	706327103
CNI	CANADIAN NATIONAL RAILWAY	76,900	$4.657M	1.2%	$42.04	+5.4%	COMM	136375102
SO	SOUTHERN COMPANY	112,000	$4.604M	1.1%	$26.74	-8.1%	COMM	842587107
ENB	ENBRIDGE INC	98,100	$4.553M	1.1%	$23.07	-4.2%	COMM	29250N105
—	SPECTRA ENERGY PARTNERS LP	99,000	$4.49M	1.1%	$46.00	—	COMM	84756N109
GOGO	GOGO INC	128,045	$3.179M	0.8%	$23.14	0.0%	COMM	38046C109
DUK	DUKE ENERGY	41,362	$2.855M	0.7%	$41.83	+1.2%	COMM	26441C204
CVE	CENOVUS ENERGY INC	63,500	$1.93M	0.5%	$22.41	+0.1%	COMM	15135U109
SU	SUNCOR ENERGY INC	47,000	$1.75M	0.4%	$19.64	+18.1%	COMM	867224107
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1.619M	0.4%	$21.04	—	PREF	780097762
—	TRANSCANADA CORP	29,100	$1.413M	0.4%	$45.28	—	COMM	89353D107
—	BUCKEYE PARTNERS LP	19,500	$1.385M	0.3%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1.376M	0.3%	$27.04	-1.6%	COMM	92343V104
BTE	BAYTEX ENERGY CORP	29,800	$1.241M	0.3%	$31.51	+7.5%	COMM	07317Q105
—	PGT INC	118,625	$1.2M	0.3%	$9.97	—	COMM	69336V101
—	GRANITE REIT	14,700	$568K	0.1%	$36.38	—	COMM	387437114
T	AT&T INC	13,500	$475K	0.1%	$11.40	-2.0%	COMM	00206R102
—	NUANCE COMMUNICATIONS INC	22,080	$336K	0.1%	$18.66	—	COMM	67020Y100
LEA	LEAR CORP	1,704	$138K	0.0%	$46.85	+36.3%	COMM	521865204
AMBA	AMBARELLA INC	2,654	$90,000	0.0%	$22.95	0.0%	COMM	G037AX101
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$77,000	0.0%	$19.39	—	COMM	751198102
—	MID-CON ENERGY PARTNERS LP	2,619	$60,000	0.0%	$22.91	—	COMM	59560V109
—	BOINGO WIRELESS INC	1,385	$9,000	0.0%	$7.22	—	COMM	09739C102
—	CORE-MARK HOLDING CO INC	86	$7,000	0.0%	$58.14	—	COMM	218681104