TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $327,684 (100.0% shares, 0.0% debt)

Holdings (24)

EPD ENTERPRISE PRODUCTS PARTNERS LP 19.8%

Value ($000) $64,942 Shares 2,350,432 Est. Cost $49.01 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 18.5%

Value ($000) $60,638 Shares 857,200 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 11.6%

Value ($000) $37,965 Shares 1,641,374 Est. Cost $22.45 Unrealized -41.8%

PAA PLAINS ALL AMER PIPELINE LP 9.4%

Value ($000) $30,763 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 5.8%

Value ($000) $19,134 Shares 752,400 Est. Cost $29.91 Unrealized —

— ONEOK PARTNERS LP 5.2%

Value ($000) $16,961 Shares 424,549 Est. Cost $49.52 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 5.0%

Value ($000) $16,478 Shares 580,000 Est. Cost $53.37 Unrealized —

MPLX MPLX LP 4.0%

Value ($000) $12,988 Shares 383,582 Est. Cost $39.33 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76% 3.1%

Value ($000) $10,292 Shares 400,000 Est. Cost $25.11 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 2.5%

Value ($000) $8,225 Shares 479,300 Est. Cost $17.77 Unrealized —

XEL XCEL ENERGY INC 2.4%

Value ($000) $7,899 Shares 192,000 Est. Cost $19.78 Unrealized +61.7%

— SPECTRA ENERGY PARTNERS LP 2.1%

Value ($000) $6,947 Shares 159,000 Est. Cost $46.64 Unrealized —

SO SOUTHERN COMPANY 1.8%

Value ($000) $5,746 Shares 112,000 Est. Cost $26.74 Unrealized +33.1%

MC MOELIS & CO CLASS A 1.7%

Value ($000) $5,430 Shares 201,947 Est. Cost $13.22 Unrealized -4.1%

— NUSTAR ENERGY LP 1.6%

Value ($000) $5,310 Shares 107,100 Est. Cost $45.65 Unrealized —

RRC RANGE RESOURCES CORP 1.6%

Value ($000) $5,115 Shares 132,011 Est. Cost $40.45 Unrealized 0.0%

— ENERGY TRANSFER PARTNERS LP 1.2%

Value ($000) $4,070 Shares 110,000 Est. Cost $32.34 Unrealized —

DUK DUKE ENERGY CORP 1.0%

Value ($000) $3,311 Shares 41,364 Est. Cost $41.83 Unrealized +34.8%

VZ VERIZON COMMUNICATIONS INC 0.4%

Value ($000) $1,455 Shares 28,000 Est. Cost $27.04 Unrealized +21.7%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,396 Shares 19,500 Est. Cost $70.15 Unrealized —

GOGO GOGO INC 0.4%

Value ($000) $1,303 Shares 118,045 Est. Cost $23.14 Unrealized -54.1%

GPRO GOPRO INC CLASS A 0.2%

Value ($000) $652 Shares 39,085 Est. Cost $23.22 Unrealized -40.9%

T AT&T INC 0.2%

Value ($000) $548 Shares 13,500 Est. Cost $11.40 Unrealized +42.9%

RRR RED ROCK RESORTS INC 0.0%

Value ($000) $116 Shares 4,927 Est. Cost $22.40 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,350,432	$64,942	19.8%	$49.01	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$60,638	18.5%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$37,965	11.6%	$22.45	-41.8%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$30,763	9.4%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$19,134	5.8%	$29.91	—	COMM	29250R106
—	ONEOK PARTNERS LP	424,549	$16,961	5.2%	$49.52	—	COMM	68268N103
—	SUNOCO LOGISTICS PARTNERS LP	580,000	$16,478	5.0%	$53.37	—	COMM	86764L108
MPLX	MPLX LP	383,582	$12,988	4.0%	$39.33	—	COMM	55336V100
—	NATL WESTMINSTER BK PLC SER C 7.76%	400,000	$10,292	3.1%	$25.11	—	PREF	638539882
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,225	2.5%	$17.77	—	COMM	096627104
XEL	XCEL ENERGY INC	192,000	$7,899	2.4%	$19.78	+61.7%	COMM	98389B100
—	SPECTRA ENERGY PARTNERS LP	159,000	$6,947	2.1%	$46.64	—	COMM	84756N109
SO	SOUTHERN COMPANY	112,000	$5,746	1.8%	$26.74	+33.1%	COMM	842587107
MC	MOELIS & CO CLASS A	201,947	$5,430	1.7%	$13.22	-4.1%	COMM	60786M105
—	NUSTAR ENERGY LP	107,100	$5,310	1.6%	$45.65	—	COMM	67058H102
RRC	RANGE RESOURCES CORP	132,011	$5,115	1.6%	$40.45	0.0%	COMM	75281A109
—	ENERGY TRANSFER PARTNERS LP	110,000	$4,070	1.2%	$32.34	—	COMM	29273R109
DUK	DUKE ENERGY CORP	41,364	$3,311	1.0%	$41.83	+34.8%	COMM	26441C204
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,455	0.4%	$27.04	+21.7%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,396	0.4%	$70.15	—	COMM	118230101
GOGO	GOGO INC	118,045	$1,303	0.4%	$23.14	-54.1%	COMM	38046C109
GPRO	GOPRO INC CLASS A	39,085	$652	0.2%	$23.22	-40.9%	COMM	38268T103
T	AT&T INC	13,500	$548	0.2%	$11.40	+42.9%	COMM	00206R102
RRR	RED ROCK RESORTS INC	4,927	$116	0.0%	$22.40	0.0%	COMM	75700L108