TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 12, 2015

Total Value ($000): $299,974 (100.0% shares, 0.0% debt)

Holdings (32)

EPD ENTERPRISE PRODUCTS PARTNERS LP 17.7%

Value ($000) $52,948 Shares 2,126,432 Est. Cost $51.48 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 17.2%

Value ($000) $51,526 Shares 857,200 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 15.1%

Value ($000) $45,433 Shares 1,641,374 Est. Cost $22.45 Unrealized -13.0%

PAA PLAINS ALL AMER PIPELINE LP 9.9%

Value ($000) $29,754 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 5.7%

Value ($000) $17,141 Shares 693,400 Est. Cost $30.49 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.1%

Value ($000) $15,419 Shares 538,000 Est. Cost $55.53 Unrealized —

— MARKWEST ENERGY PARTNERS LP 5.0%

Value ($000) $15,101 Shares 351,911 Est. Cost $65.64 Unrealized —

— ONEOK PARTNERS LP 4.1%

Value ($000) $12,422 Shares 424,549 Est. Cost $49.52 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 3.4%

Value ($000) $10,204 Shares 400,000 Est. Cost $25.11 Unrealized —

XEL XCEL ENERGY INC 2.3%

Value ($000) $6,799 Shares 192,000 Est. Cost $19.78 Unrealized +24.2%

— BOARDWALK PIPELINE PARTNERS LP 1.9%

Value ($000) $5,641 Shares 479,300 Est. Cost $17.77 Unrealized —

MC MOELIS & CO CLASS A 1.8%

Value ($000) $5,303 Shares 201,947 Est. Cost $13.22 Unrealized -2.5%

— WILLIAMS PARTNERS LP 1.7%

Value ($000) $5,099 Shares 159,758 Est. Cost $49.22 Unrealized —

SO SOUTHERN COMPANY 1.7%

Value ($000) $5,006 Shares 112,000 Est. Cost $26.74 Unrealized +5.9%

— NUSTAR ENERGY LP 1.6%

Value ($000) $4,800 Shares 107,100 Est. Cost $45.65 Unrealized —

— SPECTRA ENERGY PARTNERS LP 1.3%

Value ($000) $3,982 Shares 99,000 Est. Cost $46.00 Unrealized —

DUK DUKE ENERGY 1.0%

Value ($000) $2,976 Shares 41,364 Est. Cost $41.83 Unrealized +12.8%

GOGO GOGO INC 0.6%

Value ($000) $1,804 Shares 118,045 Est. Cost $23.14 Unrealized -26.1%

— INTERXION HOLDING NV 0.5%

Value ($000) $1,446 Shares 53,379 Est. Cost $27.65 Unrealized —

GBDC GOLUB CAPITAL BDC INC 0.5%

Value ($000) $1,357 Shares 84,897 Est. Cost $6.43 Unrealized -0.5%

— TARGA RESOURCES PARTNERS LP 0.4%

Value ($000) $1,278 Shares 44,000 Est. Cost $58.58 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.4%

Value ($000) $1,218 Shares 28,000 Est. Cost $27.04 Unrealized -0.1%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,156 Shares 19,500 Est. Cost $70.15 Unrealized —

— NII HOLDINGS INC CL B 0.4%

Value ($000) $1,070 Shares 164,322 Est. Cost $6.51 Unrealized —

T AT&T INC 0.1%

Value ($000) $440 Shares 13,500 Est. Cost $11.40 Unrealized +7.6%

— ENABLE MIDSTREAM PARTNERS LP 0.1%

Value ($000) $253 Shares 20,000 Est. Cost $26.20 Unrealized —

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $202 Shares 9,518 Est. Cost $39.69 Unrealized -33.0%

— LUMOS NETWORKS CORP 0.0%

Value ($000) $105 Shares 8,657 Est. Cost $12.13 Unrealized —

— VITAE PHARMACEUTICALS INC 0.0%

Value ($000) $46 Shares 4,187 Est. Cost $10.99 Unrealized —

HNRG HALLADOR ENERGY CO 0.0%

Value ($000) $17 Shares 2,471 Est. Cost $10.10 Unrealized -26.6%

— BLUEKNIGHT ENERGY PARTNERS 0.0%

Value ($000) $17 Shares 3,019 Est. Cost $6.62 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $11 Shares 5,222 Est. Cost $22.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,126,432	$52,948	17.7%	$51.48	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$51,526	17.2%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$45,433	15.1%	$22.45	-13.0%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$29,754	9.9%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	693,400	$17,141	5.7%	$30.49	—	COMM	29250R106
—	SUNOCO LOGISTICS PARTNERS LP	538,000	$15,419	5.1%	$55.53	—	COMM	86764L108
—	MARKWEST ENERGY PARTNERS LP	351,911	$15,101	5.0%	$65.64	—	COMM	570759100
—	ONEOK PARTNERS LP	424,549	$12,422	4.1%	$49.52	—	COMM	68268N103
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,204	3.4%	$25.11	—	PREF	638539882
XEL	XCEL ENERGY INC	192,000	$6,799	2.3%	$19.78	+24.2%	COMM	98389B100
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$5,641	1.9%	$17.77	—	COMM	096627104
MC	MOELIS & CO CLASS A	201,947	$5,303	1.8%	$13.22	-2.5%	COMM	60786M105
—	WILLIAMS PARTNERS LP	159,758	$5,099	1.7%	$49.22	—	COMM	96949L105
SO	SOUTHERN COMPANY	112,000	$5,006	1.7%	$26.74	+5.9%	COMM	842587107
—	NUSTAR ENERGY LP	107,100	$4,800	1.6%	$45.65	—	COMM	67058H102
—	SPECTRA ENERGY PARTNERS LP	99,000	$3,982	1.3%	$46.00	—	COMM	84756N109
DUK	DUKE ENERGY	41,364	$2,976	1.0%	$41.83	+12.8%	COMM	26441C204
GOGO	GOGO INC	118,045	$1,804	0.6%	$23.14	-26.1%	COMM	38046C109
—	INTERXION HOLDING NV	53,379	$1,446	0.5%	$27.65	—	COMM	N47279109
GBDC	GOLUB CAPITAL BDC INC	84,897	$1,357	0.5%	$6.43	-0.5%	COMM	38173M102
—	TARGA RESOURCES PARTNERS LP	44,000	$1,278	0.4%	$58.58	—	COMM	87611X105
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,218	0.4%	$27.04	-0.1%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,156	0.4%	$70.15	—	COMM	118230101
—	NII HOLDINGS INC CL B	164,322	$1,070	0.4%	$6.51	—	COMM	62913F508
T	AT&T INC	13,500	$440	0.1%	$11.40	+7.6%	COMM	00206R102
—	ENABLE MIDSTREAM PARTNERS LP	20,000	$253	0.1%	$26.20	—	COMM	292480100
AR	ANTERO RESOURCES CORP	9,518	$202	0.1%	$39.69	-33.0%	COMM	03674X106
—	LUMOS NETWORKS CORP	8,657	$105	0.0%	$12.13	—	COMM	550283105
—	VITAE PHARMACEUTICALS INC	4,187	$46	0.0%	$10.99	—	COMM	92847N103
HNRG	HALLADOR ENERGY CO	2,471	$17	0.0%	$10.10	-26.6%	COMM	40609P105
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$17	0.0%	$6.62	—	COMM	09625U109
—	MID-CON ENERGY PARTNERS LP	5,222	$11	0.0%	$22.02	—	COMM	59560V109