TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 13, 2014

Total Value ($000): $442,207 (100.0% shares, 0.0% debt)

Holdings (32)

EPD ENTERPRISE PRODUCTS PARTNERS LP 19.4%

Value ($000) $85,695 Shares 2,126,432 Est. Cost $51.48 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 16.3%

Value ($000) $72,159 Shares 857,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 13.0%

Value ($000) $57,647 Shares 979,400 Est. Cost $55.81 Unrealized —

— KINDER MORGAN MANAGEMENT LLC 11.0%

Value ($000) $48,766 Shares 517,945 Est. Cost $83.23 Unrealized —

— ONEOK PARTNERS LP 7.1%

Value ($000) $31,366 Shares 560,500 Est. Cost $49.52 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.1%

Value ($000) $26,939 Shares 693,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.9%

Value ($000) $25,964 Shares 538,000 Est. Cost $55.53 Unrealized —

— MARKWEST ENERGY PARTNERS LP 4.7%

Value ($000) $20,895 Shares 272,000 Est. Cost $68.36 Unrealized —

— EL PASO PIPELINE PARTNERS LP 2.9%

Value ($000) $12,779 Shares 318,200 Est. Cost $43.67 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.3%

Value ($000) $10,352 Shares 400,000 Est. Cost $25.11 Unrealized —

— ACCESS MIDSTREAM 2.2%

Value ($000) $9,578 Shares 150,500 Est. Cost $62.13 Unrealized —

— NUSTAR ENERGY LP 1.6%

Value ($000) $7,062 Shares 107,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.3%

Value ($000) $5,837 Shares 192,000 Est. Cost $19.78 Unrealized +10.0%

— SPECTRA ENERGY PARTNERS LP 1.2%

Value ($000) $5,246 Shares 99,000 Est. Cost $46.00 Unrealized —

SO SOUTHERN COMPANY 1.1%

Value ($000) $4,889 Shares 112,000 Est. Cost $26.74 Unrealized +1.4%

— TARGA RESOURCES PARTNERS LP 0.7%

Value ($000) $3,183 Shares 44,000 Est. Cost $58.58 Unrealized —

DUK DUKE ENERGY 0.7%

Value ($000) $3,093 Shares 41,362 Est. Cost $41.83 Unrealized +9.1%

GOGO GOGO INC 0.5%

Value ($000) $2,159 Shares 128,045 Est. Cost $23.14 Unrealized -26.3%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $2,012 Shares 126,146 Est. Cost $6.43 Unrealized -5.3%

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

Value ($000) $1,914 Shares 80,000 Est. Cost $21.04 Unrealized —

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,553 Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,400 Shares 28,000 Est. Cost $27.04 Unrealized +2.8%

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $493 Shares 20,000 Est. Cost $26.20 Unrealized —

T AT&T INC 0.1%

Value ($000) $476 Shares 13,500 Est. Cost $11.40 Unrealized +4.4%

— PORTOLA PHARMACEUTICALS INC 0.0%

Value ($000) $179 Shares 7,072 Est. Cost $25.31 Unrealized —

LEA LEAR CORP 0.0%

Value ($000) $147 Shares 1,704 Est. Cost $46.85 Unrealized +69.4%

— HOMEAWAY INC 0.0%

Value ($000) $122 Shares 3,429 Est. Cost $37.62 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $115 Shares 5,222 Est. Cost $22.02 Unrealized —

— ONCOMED PHARMACEUTICALS INC 0.0%

Value ($000) $79 Shares 4,152 Est. Cost $19.03 Unrealized —

— WAGEWORKS INC 0.0%

Value ($000) $50 Shares 1,097 Est. Cost $45.58 Unrealized —

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value ($000) $48 Shares 3,972 Est. Cost $19.39 Unrealized —

— BOINGO WIRELESS INC 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,126,432	$85,695	19.4%	$51.48	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$72,159	16.3%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$57,647	13.0%	$55.81	—	COMM	726503105
—	KINDER MORGAN MANAGEMENT LLC	517,945	$48,766	11.0%	$83.23	—	COMM	49455U100
—	ONEOK PARTNERS LP	560,500	$31,366	7.1%	$49.52	—	COMM	68268N103
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$26,939	6.1%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$25,964	5.9%	$55.53	—	COMM	86764L108
—	MARKWEST ENERGY PARTNERS LP	272,000	$20,895	4.7%	$68.36	—	COMM	570759100
—	EL PASO PIPELINE PARTNERS LP	318,200	$12,779	2.9%	$43.67	—	COMM	283702108
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,352	2.3%	$25.11	—	PREF	638539882
—	ACCESS MIDSTREAM	150,500	$9,578	2.2%	$62.13	—	COMM	00434L109
—	NUSTAR ENERGY LP	107,100	$7,062	1.6%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$5,837	1.3%	$19.78	+10.0%	COMM	98389B100
—	SPECTRA ENERGY PARTNERS LP	99,000	$5,246	1.2%	$46.00	—	COMM	84756N109
SO	SOUTHERN COMPANY	112,000	$4,889	1.1%	$26.74	+1.4%	COMM	842587107
—	TARGA RESOURCES PARTNERS LP	44,000	$3,183	0.7%	$58.58	—	COMM	87611X105
DUK	DUKE ENERGY	41,362	$3,093	0.7%	$41.83	+9.1%	COMM	26441C204
GOGO	GOGO INC	128,045	$2,159	0.5%	$23.14	-26.3%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	126,146	$2,012	0.5%	$6.43	-5.3%	COMM	38173M102
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,914	0.4%	$21.04	—	PREF	780097762
—	BUCKEYE PARTNERS LP	19,500	$1,553	0.4%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,400	0.3%	$27.04	+2.8%	COMM	92343V104
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$493	0.1%	$26.20	—	COMM	292480100
T	AT&T INC	13,500	$476	0.1%	$11.40	+4.4%	COMM	00206R102
—	PORTOLA PHARMACEUTICALS INC	7,072	$179	0.0%	$25.31	—	COMM	737010108
LEA	LEAR CORP	1,704	$147	0.0%	$46.85	+69.4%	COMM	521865204
—	HOMEAWAY INC	3,429	$122	0.0%	$37.62	—	COMM	43739Q100
—	MID-CON ENERGY PARTNERS LP	5,222	$115	0.0%	$22.02	—	COMM	59560V109
—	ONCOMED PHARMACEUTICALS INC	4,152	$79	0.0%	$19.03	—	COMM	68234X102
—	WAGEWORKS INC	1,097	$50	0.0%	$45.58	—	COMM	930427109
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$48	0.0%	$19.39	—	COMM	751198102
—	BOINGO WIRELESS INC	1,385	$10	0.0%	$7.22	—	COMM	09739C102