TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $314,238 (100.0% shares, 0.0% debt)

Holdings (24)

EPD ENTERPRISE PRODUCTS PARTNERS LP 22.3%

Value ($000) $69,989 Shares 2,534,932 Est. Cost $47.45 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 20.0%

Value ($000) $62,920 Shares 818,100 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 11.4%

Value ($000) $35,683 Shares 1,641,374 Est. Cost $22.45 Unrealized -39.3%

PAA PLAINS ALL AMER PIPELINE LP 8.9%

Value ($000) $27,893 Shares 882,400 Est. Cost $55.81 Unrealized —

— ONEOK PARTNERS LP 7.3%

Value ($000) $22,921 Shares 424,549 Est. Cost $49.52 Unrealized —

MPLX MPLX LP 5.4%

Value ($000) $16,914 Shares 468,782 Est. Cost $38.74 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 4.5%

Value ($000) $14,296 Shares 752,400 Est. Cost $29.91 Unrealized —

— NATL WESTMINSTER BK PLC SER C 3.3%

Value ($000) $10,416 Shares 400,000 Est. Cost $25.11 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 2.8%

Value ($000) $8,776 Shares 479,300 Est. Cost $17.77 Unrealized —

XEL XCEL ENERGY INC 2.7%

Value ($000) $8,534 Shares 192,000 Est. Cost $19.78 Unrealized +63.0%

MC MOELIS & CO CLASS A 2.5%

Value ($000) $7,775 Shares 201,947 Est. Cost $13.22 Unrealized +43.2%

— SPECTRA ENERGY PARTNERS LP 2.2%

Value ($000) $6,942 Shares 159,000 Est. Cost $46.64 Unrealized —

— NUSTAR ENERGY LP 1.8%

Value ($000) $5,567 Shares 107,100 Est. Cost $45.65 Unrealized —

— ENERGY TRANSFER PARTNERS LP 1.3%

Value ($000) $4,017 Shares 110,000 Est. Cost $32.34 Unrealized —

SO SOUTHERN COMPANY 1.2%

Value ($000) $3,619 Shares 72,700 Est. Cost $26.74 Unrealized +27.7%

DUK DUKE ENERGY CORP 1.1%

Value ($000) $3,392 Shares 41,364 Est. Cost $41.83 Unrealized +32.2%

VZ VERIZON COMMUNICATIONS INC 0.4%

Value ($000) $1,365 Shares 28,000 Est. Cost $27.04 Unrealized +16.2%

— BUCKEYE PARTNERS LP 0.4%

Value ($000) $1,337 Shares 19,500 Est. Cost $70.15 Unrealized —

RRC RANGE RESOURCES CORP 0.3%

Value ($000) $786 Shares 27,011 Est. Cost $40.45 Unrealized -23.6%

T AT&T INC 0.2%

Value ($000) $561 Shares 13,500 Est. Cost $11.40 Unrealized +46.8%

— CTRIP.COM INTL LTD SPONSORED ADR 0.2%

Value ($000) $484 Shares 9,840 Est. Cost $49.19 Unrealized —

GOGO GOGO INC 0.0%

Value ($000) $28 Shares 2,500 Est. Cost $23.14 Unrealized -56.5%

HNRG HALLADOR ENERGY CO 0.0%

Value ($000) $22 Shares 2,745 Est. Cost $8.79 Unrealized +0.4%

— CUMULUS MEDIA INC CLASS A 0.0%

Value ($000) $1 Shares 3,002 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,534,932	$69,989	22.3%	$47.45	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	818,100	$62,920	20.0%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,641,374	$35,683	11.4%	$22.45	-39.3%	COMM	49456B101
PAA	PLAINS ALL AMER PIPELINE LP	882,400	$27,893	8.9%	$55.81	—	COMM	726503105
—	ONEOK PARTNERS LP	424,549	$22,921	7.3%	$49.52	—	COMM	68268N103
MPLX	MPLX LP	468,782	$16,914	5.4%	$38.74	—	COMM	55336V100
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$14,296	4.5%	$29.91	—	COMM	29250R106
—	NATL WESTMINSTER BK PLC SER C	400,000	$10,416	3.3%	$25.11	—	PREF	638539882
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,776	2.8%	$17.77	—	COMM	096627104
XEL	XCEL ENERGY INC	192,000	$8,534	2.7%	$19.78	+63.0%	COMM	98389B100
MC	MOELIS & CO CLASS A	201,947	$7,775	2.5%	$13.22	+43.2%	COMM	60786M105
—	SPECTRA ENERGY PARTNERS LP	159,000	$6,942	2.2%	$46.64	—	COMM	84756N109
—	NUSTAR ENERGY LP	107,100	$5,567	1.8%	$45.65	—	COMM	67058H102
—	ENERGY TRANSFER PARTNERS LP	110,000	$4,017	1.3%	$32.34	—	COMM	29273R109
SO	SOUTHERN COMPANY	72,700	$3,619	1.2%	$26.74	+27.7%	COMM	842587107
DUK	DUKE ENERGY CORP	41,364	$3,392	1.1%	$41.83	+32.2%	COMM	26441C204
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,365	0.4%	$27.04	+16.2%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,337	0.4%	$70.15	—	COMM	118230101
RRC	RANGE RESOURCES CORP	27,011	$786	0.3%	$40.45	-23.6%	COMM	75281A109
T	AT&T INC	13,500	$561	0.2%	$11.40	+46.8%	COMM	00206R102
—	CTRIP.COM INTL LTD SPONSORED ADR	9,840	$484	0.2%	$49.19	—	COMM	22943F100
GOGO	GOGO INC	2,500	$28	0.0%	$23.14	-56.5%	COMM	38046C109
HNRG	HALLADOR ENERGY CO	2,745	$22	0.0%	$8.79	+0.4%	COMM	40609P105
—	CUMULUS MEDIA INC CLASS A	3,002	$1	0.0%	$1.00	—	COMM	231082603