TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $321,587 (100.0% shares, 0.0% debt)

Holdings (32)

EPD ENTERPRISE PRODUCTS PARTNERS LP 21.4%

Value ($000) $68,774 Shares 2,350,432 Est. Cost $49.01 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 20.3%

Value ($000) $65,147 Shares 857,200 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 9.6%

Value ($000) $30,727 Shares 1,641,374 Est. Cost $22.45 Unrealized -51.4%

PAA PLAINS ALL AMER PIPELINE LP 8.4%

Value ($000) $26,924 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 5.4%

Value ($000) $17,456 Shares 752,400 Est. Cost $29.91 Unrealized —

— ONEOK PARTNERS LP 5.3%

Value ($000) $17,007 Shares 424,549 Est. Cost $49.52 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.2%

Value ($000) $16,675 Shares 580,000 Est. Cost $53.37 Unrealized —

MPLX MPLX LP 4.0%

Value ($000) $12,900 Shares 383,582 Est. Cost $39.33 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 3.2%

Value ($000) $10,412 Shares 400,000 Est. Cost $25.11 Unrealized —

XEL XCEL ENERGY INC 2.7%

Value ($000) $8,598 Shares 192,000 Est. Cost $19.78 Unrealized +55.2%

— BOARDWALK PIPELINE PARTNERS LP 2.6%

Value ($000) $8,364 Shares 479,300 Est. Cost $17.77 Unrealized —

— SPECTRA ENERGY PARTNERS LP 2.3%

Value ($000) $7,502 Shares 159,000 Est. Cost $46.64 Unrealized —

SO SOUTHERN COMPANY 1.9%

Value ($000) $6,007 Shares 112,000 Est. Cost $26.74 Unrealized +25.7%

— NUSTAR ENERGY LP 1.7%

Value ($000) $5,334 Shares 107,100 Est. Cost $45.65 Unrealized —

MC MOELIS & CO CLASS A 1.4%

Value ($000) $4,544 Shares 201,947 Est. Cost $13.22 Unrealized -1.5%

— ENERGY TRANSFER PARTNERS LP 1.3%

Value ($000) $4,188 Shares 110,000 Est. Cost $32.34 Unrealized —

DUK DUKE ENERGY CORP 1.1%

Value ($000) $3,549 Shares 41,364 Est. Cost $41.83 Unrealized +28.7%

VZ VERIZON COMMUNICATIONS INC 0.5%

Value ($000) $1,564 Shares 28,000 Est. Cost $27.04 Unrealized +16.4%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,371 Shares 19,500 Est. Cost $70.15 Unrealized —

AR ANTERO RESOURCES CORP 0.3%

Value ($000) $1,049 Shares 40,393 Est. Cost $30.19 Unrealized -9.7%

GOGO GOGO INC 0.3%

Value ($000) $990 Shares 118,045 Est. Cost $23.14 Unrealized -57.0%

CDW CDW CORP 0.2%

Value ($000) $670 Shares 16,716 Est. Cost $37.03 Unrealized 0.0%

T AT&T INC 0.2%

Value ($000) $583 Shares 13,500 Est. Cost $11.40 Unrealized +32.6%

GBDC GOLUB CAPITAL BDC INC 0.1%

Value ($000) $449 Shares 24,822 Est. Cost $6.43 Unrealized +10.5%

GPRO GOPRO INC CLASS A 0.1%

Value ($000) $423 Shares 39,085 Est. Cost $23.22 Unrealized -52.2%

— NII HOLDINGS INC CL B 0.1%

Value ($000) $188 Shares 59,255 Est. Cost $6.51 Unrealized —

GLRI GLORI ENERGY INC 0.0%

Value ($000) $91 Shares 411,246 Est. Cost $0.24 Unrealized -8.2%

DHX DHI GROUP INC 0.0%

Value ($000) $56 Shares 8,961 Est. Cost $7.22 Unrealized -0.7%

— BLUEKNIGHT ENERGY PARTNERS 0.0%

Value ($000) $16 Shares 3,019 Est. Cost $6.62 Unrealized —

HNRG HALLADOR ENERGY CO 0.0%

Value ($000) $11 Shares 2,471 Est. Cost $4.51 Unrealized 0.0%

— MID-CON ENERGY PARTNERS LP 0.0%

Value ($000) $10 Shares 5,222 Est. Cost $22.02 Unrealized —

— CUMULUS MEDIA INC CL A 0.0%

Value ($000) $8 Shares 26,329 Est. Cost $0.34 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,350,432	$68,774	21.4%	$49.01	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$65,147	20.3%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$30,727	9.6%	$22.45	-51.4%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$26,924	8.4%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$17,456	5.4%	$29.91	—	COMM	29250R106
—	ONEOK PARTNERS LP	424,549	$17,007	5.3%	$49.52	—	COMM	68268N103
—	SUNOCO LOGISTICS PARTNERS LP	580,000	$16,675	5.2%	$53.37	—	COMM	86764L108
MPLX	MPLX LP	383,582	$12,900	4.0%	$39.33	—	COMM	55336V100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,412	3.2%	$25.11	—	PREF	638539882
XEL	XCEL ENERGY INC	192,000	$8,598	2.7%	$19.78	+55.2%	COMM	98389B100
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,364	2.6%	$17.77	—	COMM	096627104
—	SPECTRA ENERGY PARTNERS LP	159,000	$7,502	2.3%	$46.64	—	COMM	84756N109
SO	SOUTHERN COMPANY	112,000	$6,007	1.9%	$26.74	+25.7%	COMM	842587107
—	NUSTAR ENERGY LP	107,100	$5,334	1.7%	$45.65	—	COMM	67058H102
MC	MOELIS & CO CLASS A	201,947	$4,544	1.4%	$13.22	-1.5%	COMM	60786M105
—	ENERGY TRANSFER PARTNERS LP	110,000	$4,188	1.3%	$32.34	—	COMM	29273R109
DUK	DUKE ENERGY CORP	41,364	$3,549	1.1%	$41.83	+28.7%	COMM	26441C204
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,564	0.5%	$27.04	+16.4%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,371	0.4%	$70.15	—	COMM	118230101
AR	ANTERO RESOURCES CORP	40,393	$1,049	0.3%	$30.19	-9.7%	COMM	03674X106
GOGO	GOGO INC	118,045	$990	0.3%	$23.14	-57.0%	COMM	38046C109
CDW	CDW CORP	16,716	$670	0.2%	$37.03	0.0%	COMM	12514G108
T	AT&T INC	13,500	$583	0.2%	$11.40	+32.6%	COMM	00206R102
GBDC	GOLUB CAPITAL BDC INC	24,822	$449	0.1%	$6.43	+10.5%	COMM	38173M102
GPRO	GOPRO INC CLASS A	39,085	$423	0.1%	$23.22	-52.2%	COMM	38268T103
—	NII HOLDINGS INC CL B	59,255	$188	0.1%	$6.51	—	COMM	62913F508
GLRI	GLORI ENERGY INC	411,246	$91	0.0%	$0.24	-8.2%	COMM	379606106
DHX	DHI GROUP INC	8,961	$56	0.0%	$7.22	-0.7%	COMM	23331S100
—	BLUEKNIGHT ENERGY PARTNERS	3,019	$16	0.0%	$6.62	—	COMM	09625U109
HNRG	HALLADOR ENERGY CO	2,471	$11	0.0%	$4.51	0.0%	COMM	40609P105
—	MID-CON ENERGY PARTNERS LP	5,222	$10	0.0%	$22.02	—	COMM	59560V109
—	CUMULUS MEDIA INC CL A	26,329	$8	0.0%	$0.34	—	COMM	231082108