TRAVELERS COMPANIES, INC. Quant / Systematic

Location: New York, NY

CIK: 0000086312 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 13, 2014

Total Value: $416M (100.0% shares, 0.0% debt)

Holdings (45)

EPD ENTERPRISE PRODUCTS PARTNERS LP 17.7%

Value $73.75M Shares 1,063,216 Est. Cost $62.65 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 17.5%

Value $72.75M Shares 1,043,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 13.0%

Value $53.98M Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 8.6%

Value $35.82M Shares 499,743 Est. Cost $83.12 Unrealized —

— ONEOK PARTNERS LP 7.2%

Value $30.02M Shares 560,500 Est. Cost $49.52 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.9%

Value $24.45M Shares 269,000 Est. Cost $63.95 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 4.6%

Value $19.01M Shares 693,400 Est. Cost $30.49 Unrealized —

— MARKWEST ENERGY PARTNERS LP 2.8%

Value $11.5M Shares 176,000 Est. Cost $66.60 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.5%

Value $10.24M Shares 400,000 Est. Cost $25.11 Unrealized —

— EL PASO PIPELINE PARTNERS LP 2.3%

Value $9.67M Shares 318,200 Est. Cost $43.67 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 1.5%

Value $6.427M Shares 479,300 Est. Cost $30.20 Unrealized —

— NUSTAR ENERGY LP 1.4%

Value $5.885M Shares 107,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.4%

Value $5.829M Shares 192,000 Est. Cost $19.78 Unrealized +0.6%

PBA PEMBINA PIPELINE CORP 1.3%

Value $5.306M Shares 126,387 Est. Cost $16.65 Unrealized +14.7%

— CANADIAN PACIFIC RAILWAY 1.2%

Value $5.11M Shares 30,850 Est. Cost $127.52 Unrealized —

ENB ENBRIDGE INC 1.2%

Value $4.926M Shares 98,100 Est. Cost $23.07 Unrealized -1.3%

SO SOUTHERN COMPANY 1.2%

Value $4.921M Shares 112,000 Est. Cost $26.74 Unrealized -5.5%

— SPECTRA ENERGY PARTNERS LP 1.2%

Value $4.846M Shares 99,000 Est. Cost $46.00 Unrealized —

CNI CANADIAN NATIONAL RAILWAY 1.1%

Value $4.776M Shares 76,900 Est. Cost $42.04 Unrealized +6.0%

DUK DUKE ENERGY 0.7%

Value $2.946M Shares 41,362 Est. Cost $41.83 Unrealized +2.0%

GOGO GOGO INC 0.6%

Value $2.63M Shares 128,045 Est. Cost $23.14 Unrealized -4.8%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value $2.25M Shares 126,146 Est. Cost $6.43 Unrealized 0.0%

— TARGA RESOURCES PARTNERS LP 0.5%

Value $2.11M Shares 37,500 Est. Cost $56.27 Unrealized —

— ACCESS MIDSTREAM 0.5%

Value $2.043M Shares 35,500 Est. Cost $57.55 Unrealized —

CVE CENOVUS ENERGY INC 0.5%

Value $2.03M Shares 63,500 Est. Cost $22.41 Unrealized -7.5%

SU SUNCOR ENERGY INC 0.4%

Value $1.815M Shares 47,000 Est. Cost $19.64 Unrealized +12.5%

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

Value $1.776M Shares 80,000 Est. Cost $21.04 Unrealized —

BTE BAYTEX ENERGY CORP 0.4%

Value $1.493M Shares 32,800 Est. Cost $31.59 Unrealized +2.4%

— BUCKEYE PARTNERS LP 0.4%

Value $1.463M Shares 19,500 Est. Cost $70.15 Unrealized —

— TRANSCANADA CORP 0.4%

Value $1.462M Shares 29,100 Est. Cost $45.28 Unrealized —

— CRESCENT POINT ENERGY CORP 0.3%

Value $1.36M Shares 33,700 Est. Cost $40.36 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value $1.332M Shares 28,000 Est. Cost $27.04 Unrealized -4.3%

— GRANITE REIT 0.1%

Value $598K Shares 14,700 Est. Cost $36.38 Unrealized —

T AT&T INC 0.1%

Value $473K Shares 13,500 Est. Cost $11.40 Unrealized -4.8%

— NUANCE COMMUNICATIONS INC 0.1%

Value $379K Shares 22,080 Est. Cost $18.66 Unrealized —

BCC BOISE CASCADE CO 0.1%

Value $324K Shares 11,325 Est. Cost $19.87 Unrealized 0.0%

LEA LEAR CORP 0.0%

Value $143K Shares 1,704 Est. Cost $46.85 Unrealized +39.1%

— HOMEAWAY INC 0.0%

Value $129K Shares 3,429 Est. Cost $37.62 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value $120K Shares 5,565 Est. Cost $22.20 Unrealized —

— ZELTIQ AESTHETICS INC 0.0%

Value $65,000 Shares 3,331 Est. Cost $19.51 Unrealized —

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value $53,000 Shares 3,972 Est. Cost $19.39 Unrealized —

— PORTOLA PHARMACEUTICALS INC 0.0%

Value $46,000 Shares 1,782 Est. Cost $25.81 Unrealized —

MXL MAXLINEAR INC - CLASS A 0.0%

Value $20,000 Shares 2,094 Est. Cost $9.98 Unrealized 0.0%

— BOINGO WIRELESS INC 0.0%

Value $9,000 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	1,063,216	$73.75M	17.7%	$62.65	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	1,043,200	$72.75M	17.5%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$53.98M	13.0%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	499,743	$35.82M	8.6%	$83.12	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$30.02M	7.2%	$49.52	—	COMM	68268N103
—	SUNOCO LOGISTICS PARTNERS LP	269,000	$24.45M	5.9%	$63.95	—	COMM	86764L108
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$19.01M	4.6%	$30.49	—	COMM	29250R106
—	MARKWEST ENERGY PARTNERS LP	176,000	$11.5M	2.8%	$66.60	—	COMM	570759100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10.24M	2.5%	$25.11	—	PREF	638539882
—	EL PASO PIPELINE PARTNERS LP	318,200	$9.67M	2.3%	$43.67	—	COMM	283702108
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$6.427M	1.5%	$30.20	—	COMM	096627104
—	NUSTAR ENERGY LP	107,100	$5.885M	1.4%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$5.829M	1.4%	$19.78	+0.6%	COMM	98389B100
PBA	PEMBINA PIPELINE CORP	126,387	$5.306M	1.3%	$16.65	+14.7%	COMM	706327103
—	CANADIAN PACIFIC RAILWAY	30,850	$5.11M	1.2%	$127.52	—	COMM	13645T100
ENB	ENBRIDGE INC	98,100	$4.926M	1.2%	$23.07	-1.3%	COMM	29250N105
SO	SOUTHERN COMPANY	112,000	$4.921M	1.2%	$26.74	-5.5%	COMM	842587107
—	SPECTRA ENERGY PARTNERS LP	99,000	$4.846M	1.2%	$46.00	—	COMM	84756N109
CNI	CANADIAN NATIONAL RAILWAY	76,900	$4.776M	1.1%	$42.04	+6.0%	COMM	136375102
DUK	DUKE ENERGY	41,362	$2.946M	0.7%	$41.83	+2.0%	COMM	26441C204
GOGO	GOGO INC	128,045	$2.63M	0.6%	$23.14	-4.8%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	126,146	$2.25M	0.5%	$6.43	0.0%	COMM	38173M102
—	TARGA RESOURCES PARTNERS LP	37,500	$2.11M	0.5%	$56.27	—	COMM	87611X105
—	ACCESS MIDSTREAM	35,500	$2.043M	0.5%	$57.55	—	COMM	00434L109
CVE	CENOVUS ENERGY INC	63,500	$2.03M	0.5%	$22.41	-7.5%	COMM	15135U109
SU	SUNCOR ENERGY INC	47,000	$1.815M	0.4%	$19.64	+12.5%	COMM	867224107
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1.776M	0.4%	$21.04	—	PREF	780097762
BTE	BAYTEX ENERGY CORP	32,800	$1.493M	0.4%	$31.59	+2.4%	COMM	07317Q105
—	BUCKEYE PARTNERS LP	19,500	$1.463M	0.4%	$70.15	—	COMM	118230101
—	TRANSCANADA CORP	29,100	$1.462M	0.4%	$45.28	—	COMM	89353D107
—	CRESCENT POINT ENERGY CORP	33,700	$1.36M	0.3%	$40.36	—	COMM	22576C101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1.332M	0.3%	$27.04	-4.3%	COMM	92343V104
—	GRANITE REIT	14,700	$598K	0.1%	$36.38	—	COMM	387437114
T	AT&T INC	13,500	$473K	0.1%	$11.40	-4.8%	COMM	00206R102
—	NUANCE COMMUNICATIONS INC	22,080	$379K	0.1%	$18.66	—	COMM	67020Y100
BCC	BOISE CASCADE CO	11,325	$324K	0.1%	$19.87	0.0%	COMM	09739D100
LEA	LEAR CORP	1,704	$143K	0.0%	$46.85	+39.1%	COMM	521865204
—	HOMEAWAY INC	3,429	$129K	0.0%	$37.62	—	COMM	43739Q100
—	MID-CON ENERGY PARTNERS LP	5,565	$120K	0.0%	$22.20	—	COMM	59560V109
—	ZELTIQ AESTHETICS INC	3,331	$65,000	0.0%	$19.51	—	COMM	98933Q108
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$53,000	0.0%	$19.39	—	COMM	751198102
—	PORTOLA PHARMACEUTICALS INC	1,782	$46,000	0.0%	$25.81	—	COMM	737010108
MXL	MAXLINEAR INC - CLASS A	2,094	$20,000	0.0%	$9.98	0.0%	COMM	57776J100
—	BOINGO WIRELESS INC	1,385	$9,000	0.0%	$7.22	—	COMM	09739C102
—	CORE-MARK HOLDING CO INC	86	$6,000	0.0%	$58.14	—	COMM	218681104