TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 13, 2015

Total Value ($000): $379,155 (100.0% shares, 0.0% debt)

Holdings (30)

EPD ENTERPRISE PRODUCTS PARTNERS LP 16.8%

Value ($000) $63,559 Shares 2,126,432 Est. Cost $51.48 Unrealized —

KMI KINDER MORGAN INC CLASS P 16.6%

Value ($000) $63,012 Shares 1,641,374 Est. Cost $22.45 Unrealized +8.4%

— MAGELLAN MIDSTREAM PARTNERS LP 16.6%

Value ($000) $62,901 Shares 857,200 Est. Cost $54.50 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 11.3%

Value ($000) $42,672 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.1%

Value ($000) $23,111 Shares 693,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.4%

Value ($000) $20,460 Shares 538,000 Est. Cost $55.53 Unrealized —

— MARKWEST ENERGY PARTNERS LP 5.2%

Value ($000) $19,841 Shares 351,911 Est. Cost $65.64 Unrealized —

— ONEOK PARTNERS LP 3.8%

Value ($000) $14,435 Shares 424,549 Est. Cost $49.52 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 2.7%

Value ($000) $10,276 Shares 400,000 Est. Cost $25.11 Unrealized —

— WILLIAMS PARTNERS LP 2.0%

Value ($000) $7,737 Shares 159,758 Est. Cost $49.22 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 1.8%

Value ($000) $6,959 Shares 479,300 Est. Cost $17.77 Unrealized —

— NUSTAR ENERGY LP 1.7%

Value ($000) $6,356 Shares 107,100 Est. Cost $45.65 Unrealized —

XEL XCEL ENERGY INC 1.6%

Value ($000) $6,179 Shares 192,000 Est. Cost $19.78 Unrealized +21.6%

MC MOELIS & CO CLASS A 1.5%

Value ($000) $5,798 Shares 201,947 Est. Cost $13.22 Unrealized 0.0%

SO SOUTHERN COMPANY 1.2%

Value ($000) $4,693 Shares 112,000 Est. Cost $26.74 Unrealized +3.9%

— SPECTRA ENERGY PARTNERS LP 1.2%

Value ($000) $4,564 Shares 99,000 Est. Cost $46.00 Unrealized —

DUK DUKE ENERGY 0.8%

Value ($000) $2,921 Shares 41,364 Est. Cost $41.83 Unrealized +16.4%

GOGO GOGO INC 0.7%

Value ($000) $2,594 Shares 121,045 Est. Cost $23.14 Unrealized -7.7%

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $1,989 Shares 120,126 Est. Cost $6.43 Unrealized +2.0%

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

Value ($000) $1,981 Shares 80,000 Est. Cost $21.04 Unrealized —

— TARGA RESOURCES PARTNERS LP 0.4%

Value ($000) $1,698 Shares 44,000 Est. Cost $58.58 Unrealized —

— INTERXION HOLDING NV 0.4%

Value ($000) $1,476 Shares 53,379 Est. Cost $27.65 Unrealized —

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,442 Shares 19,500 Est. Cost $70.15 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $1,305 Shares 28,000 Est. Cost $27.04 Unrealized +4.8%

T AT&T INC 0.1%

Value ($000) $480 Shares 13,500 Est. Cost $11.40 Unrealized +7.2%

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $326 Shares 9,518 Est. Cost $39.69 Unrealized 0.0%

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $320 Shares 20,000 Est. Cost $26.20 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $26 Shares 5,222 Est. Cost $22.02 Unrealized —

— BLUEKNIGHT ENERGY PARTNERS 0.0%

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

HNRG HALLADOR ENERGY CO 0.0%

Value ($000) $21 Shares 2,471 Est. Cost $10.10 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,126,432	$63,559	16.8%	$51.48	—	COMM	293792107
KMI	KINDER MORGAN INC CLASS P	1,641,374	$63,012	16.6%	$22.45	+8.4%	COMM	49456B101
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$62,901	16.6%	$54.50	—	COMM	559080106
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$42,672	11.3%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$23,111	6.1%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$20,460	5.4%	$55.53	—	COMM	86764L108
—	MARKWEST ENERGY PARTNERS LP	351,911	$19,841	5.2%	$65.64	—	COMM	570759100
—	ONEOK PARTNERS LP	424,549	$14,435	3.8%	$49.52	—	COMM	68268N103
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,276	2.7%	$25.11	—	PREF	638539882
—	WILLIAMS PARTNERS LP	159,758	$7,737	2.0%	$49.22	—	COMM	96949L105
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$6,959	1.8%	$17.77	—	COMM	096627104
—	NUSTAR ENERGY LP	107,100	$6,356	1.7%	$45.65	—	COMM	67058H102
XEL	XCEL ENERGY INC	192,000	$6,179	1.6%	$19.78	+21.6%	COMM	98389B100
MC	MOELIS & CO CLASS A	201,947	$5,798	1.5%	$13.22	0.0%	COMM	60786M105
SO	SOUTHERN COMPANY	112,000	$4,693	1.2%	$26.74	+3.9%	COMM	842587107
—	SPECTRA ENERGY PARTNERS LP	99,000	$4,564	1.2%	$46.00	—	COMM	84756N109
DUK	DUKE ENERGY	41,364	$2,921	0.8%	$41.83	+16.4%	COMM	26441C204
GOGO	GOGO INC	121,045	$2,594	0.7%	$23.14	-7.7%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	120,126	$1,989	0.5%	$6.43	+2.0%	COMM	38173M102
—	ROYAL BK OF SCOTLAND PLC PFD 6.25% SER P	80,000	$1,981	0.5%	$21.04	—	PREF	780097762
—	TARGA RESOURCES PARTNERS LP	44,000	$1,698	0.4%	$58.58	—	COMM	87611X105
—	INTERXION HOLDING NV	53,379	$1,476	0.4%	$27.65	—	COMM	N47279109
—	BUCKEYE PARTNERS LP	19,500	$1,442	0.4%	$70.15	—	COMM	118230101
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,305	0.3%	$27.04	+4.8%	COMM	92343V104
T	AT&T INC	13,500	$480	0.1%	$11.40	+7.2%	COMM	00206R102
AR	ANTERO RESOURCES CORP	9,518	$326	0.1%	$39.69	0.0%	COMM	03674X106
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$320	0.1%	$26.20	—	COMM	292480100
—	MID-CON ENERGY PARTNERS LP	5,222	$26	0.0%	$22.02	—	COMM	59560V109
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$23	0.0%	$6.62	—	COMM	09625U109
HNRG	HALLADOR ENERGY CO	2,471	$21	0.0%	$10.10	0.0%	COMM	40609P105