TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $471,347 (100.0% shares, 0.0% debt)

Holdings (43)

EPD ENTERPRISE PRODUCTS PARTNERS LP 17.7%

Value ($000) $83,239 Shares 1,063,216 Est. Cost $62.65 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 15.3%

Value ($000) $72,039 Shares 857,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 12.5%

Value ($000) $58,813 Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 8.5%

Value ($000) $40,183 Shares 509,086 Est. Cost $83.04 Unrealized —

— ONEOK PARTNERS LP 7.0%

Value ($000) $32,845 Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 5.4%

Value ($000) $25,607 Shares 693,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.4%

Value ($000) $25,345 Shares 538,000 Est. Cost $55.53 Unrealized —

— MARKWEST ENERGY PARTNERS LP 4.1%

Value ($000) $19,470 Shares 272,000 Est. Cost $68.36 Unrealized —

— EL PASO PIPELINE PARTNERS LP 2.4%

Value ($000) $11,528 Shares 318,200 Est. Cost $43.67 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.2%

Value ($000) $10,508 Shares 400,000 Est. Cost $25.11 Unrealized —

— ACCESS MIDSTREAM 2.0%

Value ($000) $9,564 Shares 150,500 Est. Cost $62.13 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 1.9%

Value ($000) $8,867 Shares 479,300 Est. Cost $30.20 Unrealized —

— NUSTAR ENERGY LP 1.4%

Value ($000) $6,641 Shares 107,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.3%

Value ($000) $6,188 Shares 192,000 Est. Cost $19.78 Unrealized +7.9%

— CANADIAN PACIFIC RAILWAY 1.3%

Value ($000) $5,964 Shares 30,850 Est. Cost $127.52 Unrealized —

PBA PEMBINA PIPELINE CORP 1.2%

Value ($000) $5,802 Shares 126,387 Est. Cost $16.65 Unrealized +31.6%

CNI CANADIAN NATIONAL RAILWAY 1.1%

Value ($000) $5,337 Shares 76,900 Est. Cost $42.04 Unrealized +14.9%

— SPECTRA ENERGY PARTNERS LP 1.1%

Value ($000) $5,282 Shares 99,000 Est. Cost $46.00 Unrealized —

ENB ENBRIDGE INC 1.1%

Value ($000) $5,169 Shares 102,100 Est. Cost $23.15 Unrealized +8.7%

SO SOUTHERN COMPANY 1.1%

Value ($000) $5,083 Shares 112,000 Est. Cost $26.74 Unrealized +0.8%

— TARGA RESOURCES PARTNERS LP 0.7%

Value ($000) $3,164 Shares 44,000 Est. Cost $58.58 Unrealized —

DUK DUKE ENERGY 0.7%

Value ($000) $3,069 Shares 41,362 Est. Cost $41.83 Unrealized +6.4%

GOGO GOGO INC 0.5%

Value ($000) $2,505 Shares 128,045 Est. Cost $23.14 Unrealized -25.5%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $2,233 Shares 126,146 Est. Cost $6.43 Unrealized -6.8%

SU SUNCOR ENERGY INC 0.5%

Value ($000) $2,139 Shares 47,000 Est. Cost $19.64 Unrealized +32.4%

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

Value ($000) $1,896 Shares 80,000 Est. Cost $21.04 Unrealized —

CVE CENOVUS ENERGY INC 0.4%

Value ($000) $1,733 Shares 50,100 Est. Cost $22.41 Unrealized +4.0%

— BUCKEYE PARTNERS LP 0.3%

Value ($000) $1,620 Shares 19,500 Est. Cost $70.15 Unrealized —

BTE BAYTEX ENERGY CORP 0.3%

Value ($000) $1,615 Shares 32,800 Est. Cost $31.59 Unrealized +16.9%

— CRESCENT POINT ENERGY CORP 0.3%

Value ($000) $1,594 Shares 33,700 Est. Cost $40.36 Unrealized —

— TRANSCANADA CORP 0.3%

Value ($000) $1,482 Shares 29,100 Est. Cost $45.28 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,370 Shares 28,000 Est. Cost $27.04 Unrealized -0.9%

CNQ CANADIAN NATURAL RESOURCES 0.2%

Value ($000) $1,152 Shares 23,500 Est. Cost $12.47 Unrealized 0.0%

— GRANITE REIT 0.1%

Value ($000) $581 Shares 14,700 Est. Cost $36.38 Unrealized —

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $524 Shares 20,000 Est. Cost $26.20 Unrealized —

T AT&T INC 0.1%

Value ($000) $477 Shares 13,500 Est. Cost $11.40 Unrealized +3.3%

BCC BOISE CASCADE CO 0.1%

Value ($000) $324 Shares 11,325 Est. Cost $19.87 Unrealized -9.8%

LEA LEAR CORP 0.0%

Value ($000) $152 Shares 1,704 Est. Cost $46.85 Unrealized +50.6%

— HOMEAWAY INC 0.0%

Value ($000) $119 Shares 3,429 Est. Cost $37.62 Unrealized —

— ZELTIQ AESTHETICS INC 0.0%

Value ($000) $51 Shares 3,331 Est. Cost $19.51 Unrealized —

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value ($000) $43 Shares 3,972 Est. Cost $19.39 Unrealized —

MXL MAXLINEAR INC - CLASS A 0.0%

Value ($000) $21 Shares 2,094 Est. Cost $9.98 Unrealized -8.1%

— BOINGO WIRELESS INC 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	1,063,216	$83,239	17.7%	$62.65	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$72,039	15.3%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$58,813	12.5%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	509,086	$40,183	8.5%	$83.04	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$32,845	7.0%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$25,607	5.4%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$25,345	5.4%	$55.53	—	COMM	86764L108
—	MARKWEST ENERGY PARTNERS LP	272,000	$19,470	4.1%	$68.36	—	COMM	570759100
—	EL PASO PIPELINE PARTNERS LP	318,200	$11,528	2.4%	$43.67	—	COMM	283702108
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,508	2.2%	$25.11	—	PREF	638539882
—	ACCESS MIDSTREAM	150,500	$9,564	2.0%	$62.13	—	COMM	00434L109
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,867	1.9%	$30.20	—	COMM	096627104
—	NUSTAR ENERGY LP	107,100	$6,641	1.4%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$6,188	1.3%	$19.78	+7.9%	COMM	98389B100
—	CANADIAN PACIFIC RAILWAY	30,850	$5,964	1.3%	$127.52	—	COMM	13645T100
PBA	PEMBINA PIPELINE CORP	126,387	$5,802	1.2%	$16.65	+31.6%	COMM	706327103
CNI	CANADIAN NATIONAL RAILWAY	76,900	$5,337	1.1%	$42.04	+14.9%	COMM	136375102
—	SPECTRA ENERGY PARTNERS LP	99,000	$5,282	1.1%	$46.00	—	COMM	84756N109
ENB	ENBRIDGE INC	102,100	$5,169	1.1%	$23.15	+8.7%	COMM	29250N105
SO	SOUTHERN COMPANY	112,000	$5,083	1.1%	$26.74	+0.8%	COMM	842587107
—	TARGA RESOURCES PARTNERS LP	44,000	$3,164	0.7%	$58.58	—	COMM	87611X105
DUK	DUKE ENERGY	41,362	$3,069	0.7%	$41.83	+6.4%	COMM	26441C204
GOGO	GOGO INC	128,045	$2,505	0.5%	$23.14	-25.5%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	126,146	$2,233	0.5%	$6.43	-6.8%	COMM	38173M102
SU	SUNCOR ENERGY INC	47,000	$2,139	0.5%	$19.64	+32.4%	COMM	867224107
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,896	0.4%	$21.04	—	PREF	780097762
CVE	CENOVUS ENERGY INC	50,100	$1,733	0.4%	$22.41	+4.0%	COMM	15135U109
—	BUCKEYE PARTNERS LP	19,500	$1,620	0.3%	$70.15	—	COMM	118230101
BTE	BAYTEX ENERGY CORP	32,800	$1,615	0.3%	$31.59	+16.9%	COMM	07317Q105
—	CRESCENT POINT ENERGY CORP	33,700	$1,594	0.3%	$40.36	—	COMM	22576C101
—	TRANSCANADA CORP	29,100	$1,482	0.3%	$45.28	—	COMM	89353D107
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,370	0.3%	$27.04	-0.9%	COMM	92343V104
CNQ	CANADIAN NATURAL RESOURCES	23,500	$1,152	0.2%	$12.47	0.0%	COMM	136385101
—	GRANITE REIT	14,700	$581	0.1%	$36.38	—	COMM	387437114
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$524	0.1%	$26.20	—	COMM	292480100
T	AT&T INC	13,500	$477	0.1%	$11.40	+3.3%	COMM	00206R102
BCC	BOISE CASCADE CO	11,325	$324	0.1%	$19.87	-9.8%	COMM	09739D100
LEA	LEAR CORP	1,704	$152	0.0%	$46.85	+50.6%	COMM	521865204
—	HOMEAWAY INC	3,429	$119	0.0%	$37.62	—	COMM	43739Q100
—	ZELTIQ AESTHETICS INC	3,331	$51	0.0%	$19.51	—	COMM	98933Q108
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$43	0.0%	$19.39	—	COMM	751198102
MXL	MAXLINEAR INC - CLASS A	2,094	$21	0.0%	$9.98	-8.1%	COMM	57776J100
—	BOINGO WIRELESS INC	1,385	$9	0.0%	$7.22	—	COMM	09739C102