TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 8, 2015

Total Value ($000): $405,295 (100.0% shares, 0.0% debt)

Holdings (28)

EPD ENTERPRISE PRODUCTS PARTNERS LP 17.3%

Value ($000) $70,023 Shares 2,126,432 Est. Cost $51.48 Unrealized —

KMI KINDER MORGAN INC CLASS P 17.0%

Value ($000) $69,036 Shares 1,641,374 Est. Cost $22.45 Unrealized +6.3%

— MAGELLAN MIDSTREAM PARTNERS LP 16.2%

Value ($000) $65,756 Shares 857,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 11.8%

Value ($000) $47,765 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.2%

Value ($000) $24,969 Shares 693,400 Est. Cost $30.49 Unrealized —

— ONEOK PARTNERS LP 5.6%

Value ($000) $22,891 Shares 560,500 Est. Cost $49.52 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.5%

Value ($000) $22,241 Shares 538,000 Est. Cost $55.53 Unrealized —

— MARKWEST ENERGY PARTNERS LP 4.4%

Value ($000) $17,979 Shares 272,000 Est. Cost $68.36 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.6%

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

— WILLIAMS PARTNERS LP 1.9%

Value ($000) $7,863 Shares 159,758 Est. Cost $49.22 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 1.9%

Value ($000) $7,717 Shares 479,300 Est. Cost $17.77 Unrealized —

XEL XCEL ENERGY INC 1.6%

Value ($000) $6,684 Shares 192,000 Est. Cost $19.78 Unrealized +28.1%

— NUSTAR ENERGY LP 1.6%

Value ($000) $6,501 Shares 107,100 Est. Cost $45.65 Unrealized —

— SPECTRA ENERGY PARTNERS LP 1.3%

Value ($000) $5,127 Shares 99,000 Est. Cost $46.00 Unrealized —

SO SOUTHERN COMPANY 1.2%

Value ($000) $4,959 Shares 112,000 Est. Cost $26.74 Unrealized +12.0%

DUK DUKE ENERGY 0.8%

Value ($000) $3,176 Shares 41,364 Est. Cost $41.83 Unrealized +23.8%

GOGO GOGO INC 0.6%

Value ($000) $2,441 Shares 128,045 Est. Cost $23.14 Unrealized -26.4%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $2,214 Shares 126,146 Est. Cost $6.43 Unrealized +2.3%

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

Value ($000) $1,967 Shares 80,000 Est. Cost $21.04 Unrealized —

— TARGA RESOURCES PARTNERS LP 0.4%

Value ($000) $1,820 Shares 44,000 Est. Cost $58.58 Unrealized —

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,473 Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,362 Shares 28,000 Est. Cost $27.04 Unrealized +2.1%

T AT&T INC 0.1%

Value ($000) $441 Shares 13,500 Est. Cost $11.40 Unrealized +3.5%

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $328 Shares 20,000 Est. Cost $26.20 Unrealized —

— RALLY SOFTWARE DEVELOPMENT CORP 0.0%

Value ($000) $62 Shares 3,972 Est. Cost $19.39 Unrealized —

— VITAE PHARMACEUTICALS INC 0.0%

Value ($000) $48 Shares 4,057 Est. Cost $11.83 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $29 Shares 5,222 Est. Cost $22.02 Unrealized —

— BLUEKNIGHT ENERGY PARTNERS 0.0%

Value ($000) $23 Shares 3,019 Est. Cost $6.62 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,126,432	$70,023	17.3%	$51.48	—	COMM	293792107
KMI	KINDER MORGAN INC CLASS P	1,641,374	$69,036	17.0%	$22.45	+6.3%	COMM	49456B101
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$65,756	16.2%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$47,765	11.8%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$24,969	6.2%	$30.49	—	COMM	29250R106
—	ONEOK PARTNERS LP	560,500	$22,891	5.6%	$49.52	—	COMM	68268N103
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$22,241	5.5%	$55.53	—	COMM	86764L108
—	MARKWEST ENERGY PARTNERS LP	272,000	$17,979	4.4%	$68.36	—	COMM	570759100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,400	2.6%	$25.11	—	PREF	638539882
—	WILLIAMS PARTNERS LP	159,758	$7,863	1.9%	$49.22	—	COMM	96949L105
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$7,717	1.9%	$17.77	—	COMM	096627104
XEL	XCEL ENERGY INC	192,000	$6,684	1.6%	$19.78	+28.1%	COMM	98389B100
—	NUSTAR ENERGY LP	107,100	$6,501	1.6%	$45.65	—	COMM	67058H102
—	SPECTRA ENERGY PARTNERS LP	99,000	$5,127	1.3%	$46.00	—	COMM	84756N109
SO	SOUTHERN COMPANY	112,000	$4,959	1.2%	$26.74	+12.0%	COMM	842587107
DUK	DUKE ENERGY	41,364	$3,176	0.8%	$41.83	+23.8%	COMM	26441C204
GOGO	GOGO INC	128,045	$2,441	0.6%	$23.14	-26.4%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	126,146	$2,214	0.5%	$6.43	+2.3%	COMM	38173M102
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,967	0.5%	$21.04	—	PREF	780097762
—	TARGA RESOURCES PARTNERS LP	44,000	$1,820	0.4%	$58.58	—	COMM	87611X105
—	BUCKEYE PARTNERS LP	19,500	$1,473	0.4%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,362	0.3%	$27.04	+2.1%	COMM	92343V104
T	AT&T INC	13,500	$441	0.1%	$11.40	+3.5%	COMM	00206R102
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$328	0.1%	$26.20	—	COMM	292480100
—	RALLY SOFTWARE DEVELOPMENT CORP	3,972	$62	0.0%	$19.39	—	COMM	751198102
—	VITAE PHARMACEUTICALS INC	4,057	$48	0.0%	$11.83	—	COMM	92847N103
—	MID-CON ENERGY PARTNERS LP	5,222	$29	0.0%	$22.02	—	COMM	59560V109
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$23	0.0%	$6.62	—	COMM	09625U109