TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 12, 2015

Total Value ($000): $425,237 (100.0% shares, 0.0% debt)

Holdings (31)

EPD ENTERPRISE PRODUCTS PARTNERS LP 18.1%

Value ($000) $76,807 Shares 2,126,432 Est. Cost $51.48 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 16.7%

Value ($000) $70,856 Shares 857,200 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 16.3%

Value ($000) $69,447 Shares 1,641,374 Est. Cost $22.45 Unrealized 0.0%

PAA PLAINS ALL AMER PIPELINE LP 11.8%

Value ($000) $50,263 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.5%

Value ($000) $27,667 Shares 693,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.3%

Value ($000) $22,478 Shares 538,000 Est. Cost $55.53 Unrealized —

— ONEOK PARTNERS LP 5.2%

Value ($000) $22,213 Shares 560,500 Est. Cost $49.52 Unrealized —

— MARKWEST ENERGY PARTNERS LP 4.3%

Value ($000) $18,276 Shares 272,000 Est. Cost $68.36 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.5%

Value ($000) $10,448 Shares 400,000 Est. Cost $25.11 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 2.0%

Value ($000) $8,517 Shares 479,300 Est. Cost $17.77 Unrealized —

— ACCESS MIDSTREAM 1.9%

Value ($000) $8,157 Shares 150,500 Est. Cost $62.13 Unrealized —

XEL XCEL ENERGY INC 1.6%

Value ($000) $6,897 Shares 192,000 Est. Cost $19.78 Unrealized +19.1%

— NUSTAR ENERGY LP 1.5%

Value ($000) $6,185 Shares 107,100 Est. Cost $45.65 Unrealized —

— SPECTRA ENERGY PARTNERS LP 1.3%

Value ($000) $5,640 Shares 99,000 Est. Cost $46.00 Unrealized —

SO SOUTHERN COMPANY 1.3%

Value ($000) $5,500 Shares 112,000 Est. Cost $26.74 Unrealized +10.3%

DUK DUKE ENERGY 0.8%

Value ($000) $3,456 Shares 41,364 Est. Cost $41.83 Unrealized +21.9%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $2,262 Shares 126,146 Est. Cost $6.43 Unrealized -2.3%

GOGO GOGO INC 0.5%

Value ($000) $2,117 Shares 128,045 Est. Cost $23.14 Unrealized -29.6%

— TARGA RESOURCES PARTNERS LP 0.5%

Value ($000) $2,107 Shares 44,000 Est. Cost $58.58 Unrealized —

— ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P 0.5%

Value ($000) $1,927 Shares 80,000 Est. Cost $21.04 Unrealized —

— BUCKEYE PARTNERS LP 0.3%

Value ($000) $1,475 Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,310 Shares 28,000 Est. Cost $27.04 Unrealized +2.3%

T AT&T INC 0.1%

Value ($000) $453 Shares 13,500 Est. Cost $11.40 Unrealized +3.6%

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $388 Shares 20,000 Est. Cost $26.20 Unrealized —

— INTERXION HOLDING NV 0.0%

Value ($000) $156 Shares 5,705 Est. Cost $27.34 Unrealized —

— HOMEAWAY INC 0.0%

Value ($000) $102 Shares 3,429 Est. Cost $37.62 Unrealized —

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value ($000) $45 Shares 3,972 Est. Cost $19.39 Unrealized —

— ACCELERON PHARMA INC 0.0%

Value ($000) $33 Shares 838 Est. Cost $39.38 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $33 Shares 5,222 Est. Cost $22.02 Unrealized —

— BLUEKNIGHT ENERGY PARTNERS 0.0%

Value ($000) $20 Shares 3,019 Est. Cost $6.62 Unrealized —

— AVEO PHARMACEUTICALS INC 0.0%

Value ($000) $2 Shares 2,869 Est. Cost $0.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,126,432	$76,807	18.1%	$51.48	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$70,856	16.7%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$69,447	16.3%	$22.45	0.0%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$50,263	11.8%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$27,667	6.5%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$22,478	5.3%	$55.53	—	COMM	86764L108
—	ONEOK PARTNERS LP	560,500	$22,213	5.2%	$49.52	—	COMM	68268N103
—	MARKWEST ENERGY PARTNERS LP	272,000	$18,276	4.3%	$68.36	—	COMM	570759100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,448	2.5%	$25.11	—	PREF	638539882
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,517	2.0%	$17.77	—	COMM	096627104
—	ACCESS MIDSTREAM	150,500	$8,157	1.9%	$62.13	—	COMM	00434L109
XEL	XCEL ENERGY INC	192,000	$6,897	1.6%	$19.78	+19.1%	COMM	98389B100
—	NUSTAR ENERGY LP	107,100	$6,185	1.5%	$45.65	—	COMM	67058H102
—	SPECTRA ENERGY PARTNERS LP	99,000	$5,640	1.3%	$46.00	—	COMM	84756N109
SO	SOUTHERN COMPANY	112,000	$5,500	1.3%	$26.74	+10.3%	COMM	842587107
DUK	DUKE ENERGY	41,364	$3,456	0.8%	$41.83	+21.9%	COMM	26441C204
GBDC	GOLUB CAPITAL BDC INC	126,146	$2,262	0.5%	$6.43	-2.3%	COMM	38173M102
GOGO	GOGO INC	128,045	$2,117	0.5%	$23.14	-29.6%	COMM	38046C109
—	TARGA RESOURCES PARTNERS LP	44,000	$2,107	0.5%	$58.58	—	COMM	87611X105
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,927	0.5%	$21.04	—	PREF	780097762
—	BUCKEYE PARTNERS LP	19,500	$1,475	0.3%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,310	0.3%	$27.04	+2.3%	COMM	92343V104
T	AT&T INC	13,500	$453	0.1%	$11.40	+3.6%	COMM	00206R102
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$388	0.1%	$26.20	—	COMM	292480100
—	INTERXION HOLDING NV	5,705	$156	0.0%	$27.34	—	COMM	N47279109
—	HOMEAWAY INC	3,429	$102	0.0%	$37.62	—	COMM	43739Q100
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$45	0.0%	$19.39	—	COMM	751198102
—	ACCELERON PHARMA INC	838	$33	0.0%	$39.38	—	COMM	00434H108
—	MID-CON ENERGY PARTNERS LP	5,222	$33	0.0%	$22.02	—	COMM	59560V109
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$20	0.0%	$6.62	—	COMM	09625U109
—	AVEO PHARMACEUTICALS INC	2,869	$2	0.0%	$0.70	—	COMM	053588109