TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $321,947 (100.0% shares, 0.0% debt)

Holdings (24)

— MAGELLAN MIDSTREAM PARTNERS LP 20.1%

Value ($000) $64,830 Shares 857,200 Est. Cost $54.50 Unrealized —

EPD ENTERPRISE PRODUCTS PARTNERS LP 19.7%

Value ($000) $63,556 Shares 2,350,432 Est. Cost $49.01 Unrealized —

KMI KINDER MORGAN INC CLASS P 10.6%

Value ($000) $33,993 Shares 1,641,374 Est. Cost $22.45 Unrealized -41.6%

PAA PLAINS ALL AMER PIPELINE LP 9.8%

Value ($000) $31,625 Shares 979,400 Est. Cost $55.81 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 6.0%

Value ($000) $19,171 Shares 752,400 Est. Cost $29.91 Unrealized —

— ONEOK PARTNERS LP 5.7%

Value ($000) $18,260 Shares 424,549 Est. Cost $49.52 Unrealized —

— SUNOCO LOGISTICS PARTNERS LP 4.3%

Value ($000) $13,932 Shares 580,000 Est. Cost $53.37 Unrealized —

MPLX MPLX LP 4.1%

Value ($000) $13,280 Shares 383,582 Est. Cost $39.33 Unrealized —

— NATL WESTMINSTER BK PLC SER C 7.76 3.2%

Value ($000) $10,252 Shares 400,000 Est. Cost $25.11 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 2.6%

Value ($000) $8,321 Shares 479,300 Est. Cost $17.77 Unrealized —

XEL XCEL ENERGY INC 2.4%

Value ($000) $7,814 Shares 192,000 Est. Cost $19.78 Unrealized +52.3%

— SPECTRA ENERGY PARTNERS LP 2.3%

Value ($000) $7,289 Shares 159,000 Est. Cost $46.64 Unrealized —

MC MOELIS & CO CLASS A 2.1%

Value ($000) $6,846 Shares 201,947 Est. Cost $13.22 Unrealized +7.2%

SO SOUTHERN COMPANY 1.7%

Value ($000) $5,509 Shares 112,000 Est. Cost $26.74 Unrealized +25.5%

— NUSTAR ENERGY LP 1.7%

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

— ENERGY TRANSFER PARTNERS LP 1.2%

Value ($000) $3,939 Shares 110,000 Est. Cost $32.34 Unrealized —

DUK DUKE ENERGY CORP 1.0%

Value ($000) $3,211 Shares 41,364 Est. Cost $41.83 Unrealized +25.9%

VZ VERIZON COMMUNICATIONS INC 0.5%

Value ($000) $1,495 Shares 28,000 Est. Cost $27.04 Unrealized +14.6%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,290 Shares 19,500 Est. Cost $70.15 Unrealized —

RRC RANGE RESOURCES CORP 0.3%

Value ($000) $928 Shares 27,011 Est. Cost $40.45 Unrealized -11.5%

T AT&T INC 0.2%

Value ($000) $574 Shares 13,500 Est. Cost $11.40 Unrealized +35.6%

GOGO GOGO INC 0.1%

Value ($000) $470 Shares 51,000 Est. Cost $23.14 Unrealized -57.3%

HNRG HALLADOR ENERGY CO 0.0%

Value ($000) $25 Shares 2,745 Est. Cost $8.79 Unrealized 0.0%

— CUMULUS MEDIA INC CL A 0.0%

Value ($000) $3 Shares 3,002 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MAGELLAN MIDSTREAM PARTNERS LP	857,200	$64,830	20.1%	$54.50	—	COMM	559080106
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,350,432	$63,556	19.7%	$49.01	—	COMM	293792107
KMI	KINDER MORGAN INC CLASS P	1,641,374	$33,993	10.6%	$22.45	-41.6%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	979,400	$31,625	9.8%	$55.81	—	COMM	726503105
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$19,171	6.0%	$29.91	—	COMM	29250R106
—	ONEOK PARTNERS LP	424,549	$18,260	5.7%	$49.52	—	COMM	68268N103
—	SUNOCO LOGISTICS PARTNERS LP	580,000	$13,932	4.3%	$53.37	—	COMM	86764L108
MPLX	MPLX LP	383,582	$13,280	4.1%	$39.33	—	COMM	55336V100
—	NATL WESTMINSTER BK PLC SER C 7.76	400,000	$10,252	3.2%	$25.11	—	PREF	638539882
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,321	2.6%	$17.77	—	COMM	096627104
XEL	XCEL ENERGY INC	192,000	$7,814	2.4%	$19.78	+52.3%	COMM	98389B100
—	SPECTRA ENERGY PARTNERS LP	159,000	$7,289	2.3%	$46.64	—	COMM	84756N109
MC	MOELIS & CO CLASS A	201,947	$6,846	2.1%	$13.22	+7.2%	COMM	60786M105
SO	SOUTHERN COMPANY	112,000	$5,509	1.7%	$26.74	+25.5%	COMM	842587107
—	NUSTAR ENERGY LP	107,100	$5,334	1.7%	$45.65	—	COMM	67058H102
—	ENERGY TRANSFER PARTNERS LP	110,000	$3,939	1.2%	$32.34	—	COMM	29273R109
DUK	DUKE ENERGY CORP	41,364	$3,211	1.0%	$41.83	+25.9%	COMM	26441C204
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,495	0.5%	$27.04	+14.6%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,290	0.4%	$70.15	—	COMM	118230101
RRC	RANGE RESOURCES CORP	27,011	$928	0.3%	$40.45	-11.5%	COMM	75281A109
T	AT&T INC	13,500	$574	0.2%	$11.40	+35.6%	COMM	00206R102
GOGO	GOGO INC	51,000	$470	0.1%	$23.14	-57.3%	COMM	38046C109
HNRG	HALLADOR ENERGY CO	2,745	$25	0.0%	$8.79	0.0%	COMM	40609P105
—	CUMULUS MEDIA INC CL A	3,002	$3	0.0%	$1.00	—	COMM	231082603