TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value ($000): $282,330 (100.0% shares, 0.0% debt)

Holdings (33)

— MAGELLAN MIDSTREAM PARTNERS LP 20.9%

Value ($000) $58,975 Shares 857,200 Est. Cost $54.50 Unrealized —

EPD ENTERPRISE PRODUCTS PARTNERS LP 20.5%

Value ($000) $57,868 Shares 2,350,432 Est. Cost $49.01 Unrealized —

KMI KINDER MORGAN INC CLASS P 10.4%

Value ($000) $29,315 Shares 1,641,374 Est. Cost $22.45 Unrealized -55.7%

PAA PLAINS ALL AMER PIPELINE LP 7.3%

Value ($000) $20,538 Shares 979,400 Est. Cost $55.81 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.2%

Value ($000) $14,541 Shares 580,000 Est. Cost $53.37 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 4.9%

Value ($000) $13,784 Shares 752,400 Est. Cost $29.91 Unrealized —

— ONEOK PARTNERS LP 4.7%

Value ($000) $13,331 Shares 424,549 Est. Cost $49.52 Unrealized —

MPLX MPLX LP 4.0%

Value ($000) $11,389 Shares 383,582 Est. Cost $39.33 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 3.7%

Value ($000) $10,336 Shares 400,000 Est. Cost $25.11 Unrealized —

XEL XCEL ENERGY INC 2.8%

Value ($000) $8,029 Shares 192,000 Est. Cost $19.78 Unrealized +45.1%

— SPECTRA ENERGY PARTNERS LP 2.7%

Value ($000) $7,651 Shares 159,000 Est. Cost $46.64 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 2.5%

Value ($000) $7,065 Shares 479,300 Est. Cost $17.77 Unrealized —

SO SOUTHERN COMPANY 2.1%

Value ($000) $5,794 Shares 112,000 Est. Cost $26.74 Unrealized +20.5%

MC MOELIS & CO CLASS A 2.0%

Value ($000) $5,701 Shares 201,947 Est. Cost $13.22 Unrealized -8.0%

— NUSTAR ENERGY LP 1.5%

Value ($000) $4,327 Shares 107,100 Est. Cost $45.65 Unrealized —

— ENERGY TRANSFER PARTNERS LP 1.3%

Value ($000) $3,557 Shares 110,000 Est. Cost $32.34 Unrealized —

DUK DUKE ENERGY CORP 1.2%

Value ($000) $3,337 Shares 41,364 Est. Cost $41.83 Unrealized +20.7%

VZ VERIZON COMMUNICATIONS INC 0.5%

Value ($000) $1,514 Shares 28,000 Est. Cost $27.04 Unrealized +11.1%

— BUCKEYE PARTNERS LP 0.5%

Value ($000) $1,325 Shares 19,500 Est. Cost $70.15 Unrealized —

GOGO GOGO INC 0.5%

Value ($000) $1,300 Shares 118,045 Est. Cost $23.14 Unrealized -45.2%

GBDC GOLUB CAPITAL BDC INC 0.3%

Value ($000) $855 Shares 49,401 Est. Cost $6.43 Unrealized +2.4%

T AT&T INC 0.2%

Value ($000) $529 Shares 13,500 Est. Cost $11.40 Unrealized +21.4%

GPRO GOPRO INC CLASS A 0.2%

Value ($000) $467 Shares 39,085 Est. Cost $23.22 Unrealized -46.6%

— NII HOLDINGS INC CL B 0.1%

Value ($000) $328 Shares 59,255 Est. Cost $6.51 Unrealized —

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $237 Shares 9,518 Est. Cost $39.69 Unrealized -39.5%

GLRI GLORI ENERGY INC 0.0%

Value ($000) $81 Shares 411,246 Est. Cost $0.24 Unrealized 0.0%

— INPHI CORP 0.0%

Value ($000) $63 Shares 1,902 Est. Cost $33.12 Unrealized —

— WAGEWORKS INC 0.0%

Value ($000) $49 Shares 973 Est. Cost $50.36 Unrealized —

— BLUEKNIGHT ENERGY PARTNERS 0.0%

Value ($000) $14 Shares 3,019 Est. Cost $6.62 Unrealized —

— CUMULUS MEDIA INC CL A 0.0%

Value ($000) $12 Shares 26,329 Est. Cost $0.34 Unrealized —

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $9 Shares 5,222 Est. Cost $22.02 Unrealized —

GLOB GLOBANT SA 0.0%

Value ($000) $7 Shares 220 Est. Cost $34.66 Unrealized -13.0%

DHX DHI GROUP INC 0.0%

Value ($000) $2 Shares 254 Est. Cost $8.91 Unrealized -7.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$58,975	20.9%	$54.50	—	COMM	559080106
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,350,432	$57,868	20.5%	$49.01	—	COMM	293792107
KMI	KINDER MORGAN INC CLASS P	1,641,374	$29,315	10.4%	$22.45	-55.7%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$20,538	7.3%	$55.81	—	COMM	726503105
—	SUNOCO LOGISTICS PARTNERS LP	580,000	$14,541	5.2%	$53.37	—	COMM	86764L108
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$13,784	4.9%	$29.91	—	COMM	29250R106
—	ONEOK PARTNERS LP	424,549	$13,331	4.7%	$49.52	—	COMM	68268N103
MPLX	MPLX LP	383,582	$11,389	4.0%	$39.33	—	COMM	55336V100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,336	3.7%	$25.11	—	PREF	638539882
XEL	XCEL ENERGY INC	192,000	$8,029	2.8%	$19.78	+45.1%	COMM	98389B100
—	SPECTRA ENERGY PARTNERS LP	159,000	$7,651	2.7%	$46.64	—	COMM	84756N109
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$7,065	2.5%	$17.77	—	COMM	096627104
SO	SOUTHERN COMPANY	112,000	$5,794	2.1%	$26.74	+20.5%	COMM	842587107
MC	MOELIS & CO CLASS A	201,947	$5,701	2.0%	$13.22	-8.0%	COMM	60786M105
—	NUSTAR ENERGY LP	107,100	$4,327	1.5%	$45.65	—	COMM	67058H102
—	ENERGY TRANSFER PARTNERS LP	110,000	$3,557	1.3%	$32.34	—	COMM	29273R109
DUK	DUKE ENERGY CORP	41,364	$3,337	1.2%	$41.83	+20.7%	COMM	26441C204
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,514	0.5%	$27.04	+11.1%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,325	0.5%	$70.15	—	COMM	118230101
GOGO	GOGO INC	118,045	$1,300	0.5%	$23.14	-45.2%	COMM	38046C109
GBDC	GOLUB CAPITAL BDC INC	49,401	$855	0.3%	$6.43	+2.4%	COMM	38173M102
T	AT&T INC	13,500	$529	0.2%	$11.40	+21.4%	COMM	00206R102
GPRO	GOPRO INC CLASS A	39,085	$467	0.2%	$23.22	-46.6%	COMM	38268T103
—	NII HOLDINGS INC CL B	59,255	$328	0.1%	$6.51	—	COMM	62913F508
AR	ANTERO RESOURCES CORP	9,518	$237	0.1%	$39.69	-39.5%	COMM	03674X106
GLRI	GLORI ENERGY INC	411,246	$81	0.0%	$0.24	0.0%	COMM	379606106
—	INPHI CORP	1,902	$63	0.0%	$33.12	—	COMM	45772F107
—	WAGEWORKS INC	973	$49	0.0%	$50.36	—	COMM	930427109
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$14	0.0%	$6.62	—	COMM	09625U109
—	CUMULUS MEDIA INC CL A	26,329	$12	0.0%	$0.34	—	COMM	231082108
—	MID-CON ENERGY PARTNERS LP	5,222	$9	0.0%	$22.02	—	COMM	59560V109
GLOB	GLOBANT SA	220	$7	0.0%	$34.66	-13.0%	COMM	L44385109
DHX	DHI GROUP INC	254	$2	0.0%	$8.91	-7.8%	COMM	23331S100