TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $290,185 (100.0% shares, 0.0% debt)

Holdings (34)

EPD ENTERPRISE PRODUCTS PARTNERS LP 20.7%

Value ($000) $60,124 Shares 2,350,432 Est. Cost $49.01 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 20.1%

Value ($000) $58,221 Shares 857,200 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 8.4%

Value ($000) $24,489 Shares 1,641,374 Est. Cost $22.45 Unrealized -36.4%

PAA PLAINS ALL AMER PIPELINE LP 7.8%

Value ($000) $22,624 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.0%

Value ($000) $17,358 Shares 752,400 Est. Cost $29.91 Unrealized —

MPLX MPLX LP 5.2%

Value ($000) $15,086 Shares 383,582 Est. Cost $39.33 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.1%

Value ($000) $14,906 Shares 580,000 Est. Cost $53.37 Unrealized —

— ONEOK PARTNERS LP 4.4%

Value ($000) $12,792 Shares 424,549 Est. Cost $49.52 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 3.6%

Value ($000) $10,360 Shares 400,000 Est. Cost $25.11 Unrealized —

— SPECTRA ENERGY PARTNERS LP 2.6%

Value ($000) $7,584 Shares 159,000 Est. Cost $46.64 Unrealized —

XEL XCEL ENERGY INC 2.4%

Value ($000) $6,895 Shares 192,000 Est. Cost $19.78 Unrealized +31.5%

— BOARDWALK PIPELINE PARTNERS LP 2.1%

Value ($000) $6,221 Shares 479,300 Est. Cost $17.77 Unrealized —

MC MOELIS & CO CLASS A 2.0%

Value ($000) $5,893 Shares 201,947 Est. Cost $13.22 Unrealized -0.2%

SO SOUTHERN COMPANY 1.8%

Value ($000) $5,240 Shares 112,000 Est. Cost $26.74 Unrealized +10.8%

— WILLIAMS PARTNERS LP 1.5%

Value ($000) $4,449 Shares 159,758 Est. Cost $49.22 Unrealized —

— NUSTAR ENERGY LP 1.5%

Value ($000) $4,295 Shares 107,100 Est. Cost $45.65 Unrealized —

DUK DUKE ENERGY 1.0%

Value ($000) $2,953 Shares 41,364 Est. Cost $41.83 Unrealized +10.8%

GOGO GOGO INC 0.7%

Value ($000) $2,101 Shares 118,045 Est. Cost $23.14 Unrealized -26.5%

— INTERXION HOLDING NV 0.6%

Value ($000) $1,609 Shares 53,379 Est. Cost $27.65 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.4%

Value ($000) $1,294 Shares 28,000 Est. Cost $27.04 Unrealized -0.4%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,286 Shares 19,500 Est. Cost $70.15 Unrealized —

GBDC GOLUB CAPITAL BDC INC 0.4%

Value ($000) $1,029 Shares 61,901 Est. Cost $6.43 Unrealized +2.9%

— NII HOLDINGS INC CL B 0.3%

Value ($000) $753 Shares 149,256 Est. Cost $6.51 Unrealized —

— TARGA RESOURCES PARTNERS LP 0.3%

Value ($000) $727 Shares 44,000 Est. Cost $58.58 Unrealized —

GPRO GOPRO INC CLASS A 0.2%

Value ($000) $704 Shares 39,085 Est. Cost $23.22 Unrealized 0.0%

T AT&T INC 0.2%

Value ($000) $465 Shares 13,500 Est. Cost $11.40 Unrealized +9.1%

GLOB GLOBANT SA 0.1%

Value ($000) $235 Shares 6,262 Est. Cost $34.66 Unrealized 0.0%

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $207 Shares 9,518 Est. Cost $39.69 Unrealized -43.9%

DHX DHI GROUP INC 0.0%

Value ($000) $134 Shares 14,628 Est. Cost $8.91 Unrealized 0.0%

— LUMOS NETWORKS CORP 0.0%

Value ($000) $97 Shares 8,657 Est. Cost $12.13 Unrealized —

— VITAE PHARMACEUTICALS INC 0.0%

Value ($000) $22 Shares 1,188 Est. Cost $10.99 Unrealized —

— BLUEKNIGHT ENERGY PARTNERS 0.0%

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

— CUMULUS MEDIA INC CL A 0.0%

Value ($000) $9 Shares 26,329 Est. Cost $0.34 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $6 Shares 5,222 Est. Cost $22.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,350,432	$60,124	20.7%	$49.01	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$58,221	20.1%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$24,489	8.4%	$22.45	-36.4%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$22,624	7.8%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$17,358	6.0%	$29.91	—	COMM	29250R106
MPLX	MPLX LP	383,582	$15,086	5.2%	$39.33	—	COMM	55336V100
—	SUNOCO LOGISTICS PARTNERS LP	580,000	$14,906	5.1%	$53.37	—	COMM	86764L108
—	ONEOK PARTNERS LP	424,549	$12,792	4.4%	$49.52	—	COMM	68268N103
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,360	3.6%	$25.11	—	PREF	638539882
—	SPECTRA ENERGY PARTNERS LP	159,000	$7,584	2.6%	$46.64	—	COMM	84756N109
XEL	XCEL ENERGY INC	192,000	$6,895	2.4%	$19.78	+31.5%	COMM	98389B100
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$6,221	2.1%	$17.77	—	COMM	096627104
MC	MOELIS & CO CLASS A	201,947	$5,893	2.0%	$13.22	-0.2%	COMM	60786M105
SO	SOUTHERN COMPANY	112,000	$5,240	1.8%	$26.74	+10.8%	COMM	842587107
—	WILLIAMS PARTNERS LP	159,758	$4,449	1.5%	$49.22	—	COMM	96949L105
—	NUSTAR ENERGY LP	107,100	$4,295	1.5%	$45.65	—	COMM	67058H102
DUK	DUKE ENERGY	41,364	$2,953	1.0%	$41.83	+10.8%	COMM	26441C204
GOGO	GOGO INC	118,045	$2,101	0.7%	$23.14	-26.5%	COMM	38046C109
—	INTERXION HOLDING NV	53,379	$1,609	0.6%	$27.65	—	COMM	N47279109
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,294	0.4%	$27.04	-0.4%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,286	0.4%	$70.15	—	COMM	118230101
GBDC	GOLUB CAPITAL BDC INC	61,901	$1,029	0.4%	$6.43	+2.9%	COMM	38173M102
—	NII HOLDINGS INC CL B	149,256	$753	0.3%	$6.51	—	COMM	62913F508
—	TARGA RESOURCES PARTNERS LP	44,000	$727	0.3%	$58.58	—	COMM	87611X105
GPRO	GOPRO INC CLASS A	39,085	$704	0.2%	$23.22	0.0%	COMM	38268T103
T	AT&T INC	13,500	$465	0.2%	$11.40	+9.1%	COMM	00206R102
GLOB	GLOBANT SA	6,262	$235	0.1%	$34.66	0.0%	COMM	L44385109
AR	ANTERO RESOURCES CORP	9,518	$207	0.1%	$39.69	-43.9%	COMM	03674X106
DHX	DHI GROUP INC	14,628	$134	0.0%	$8.91	0.0%	COMM	23331S100
—	LUMOS NETWORKS CORP	8,657	$97	0.0%	$12.13	—	COMM	550283105
—	VITAE PHARMACEUTICALS INC	1,188	$22	0.0%	$10.99	—	COMM	92847N103
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$17	0.0%	$6.62	—	COMM	09625U109
—	CUMULUS MEDIA INC CL A	26,329	$9	0.0%	$0.34	—	COMM	231082108
—	MID-CON ENERGY PARTNERS LP	5,222	$6	0.0%	$22.02	—	COMM	59560V109