TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 11, 2017

Total Value ($000): $269,636 (100.0% shares, 0.0% debt)

Holdings (17)

EPD ENTERPRISE PRODUCTS PARTNERS LP 24.2%

Value ($000) $65,315 Shares 2,411,924 Est. Cost $47.45 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 18.6%

Value ($000) $50,238 Shares 704,900 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 11.0%

Value ($000) $29,632 Shares 1,546,536 Est. Cost $22.45 Unrealized -44.5%

— ONEOK PARTNERS LP 8.0%

Value ($000) $21,682 Shares 424,549 Est. Cost $49.52 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 7.1%

Value ($000) $19,135 Shares 728,400 Est. Cost $55.81 Unrealized —

MPLX MPLX LP 5.8%

Value ($000) $15,657 Shares 468,782 Est. Cost $38.74 Unrealized —

— ENERGY TRANSFER PARTNERS LP 5.0%

Value ($000) $13,514 Shares 662,800 Est. Cost $20.39 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 4.5%

Value ($000) $12,038 Shares 752,400 Est. Cost $29.91 Unrealized —

— NATL WESTMINSTER BK PLC SER C 3.9%

Value ($000) $10,500 Shares 400,000 Est. Cost $25.11 Unrealized —

— BOARDWALK PIPELINE PARTNERS LP 3.2%

Value ($000) $8,632 Shares 479,300 Est. Cost $17.77 Unrealized —

MC MOELIS & CO CLASS A 2.9%

Value ($000) $7,846 Shares 201,947 Est. Cost $13.22 Unrealized +49.8%

— SPECTRA ENERGY PARTNERS LP 2.5%

Value ($000) $6,821 Shares 159,000 Est. Cost $46.64 Unrealized —

— NUSTAR ENERGY LP 1.9%

Value ($000) $4,994 Shares 107,100 Est. Cost $45.65 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.5%

Value ($000) $1,250 Shares 28,000 Est. Cost $27.04 Unrealized +9.2%

— BUCKEYE PARTNERS LP 0.5%

Value ($000) $1,247 Shares 19,500 Est. Cost $70.15 Unrealized —

RRC RANGE RESOURCES CORP 0.2%

Value ($000) $626 Shares 27,011 Est. Cost $40.45 Unrealized -37.7%

T AT&T INC 0.2%

Value ($000) $509 Shares 13,500 Est. Cost $11.40 Unrealized +39.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	2,411,924	$65,315	24.2%	$47.45	—	COMM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	704,900	$50,238	18.6%	$54.50	—	COMM	559080106
KMI	KINDER MORGAN INC CLASS P	1,546,536	$29,632	11.0%	$22.45	-44.5%	COMM	49456B101
—	ONEOK PARTNERS LP	424,549	$21,682	8.0%	$49.52	—	COMM	68268N103
PAA	PLAINS ALL AMER PIPELINE LP	728,400	$19,135	7.1%	$55.81	—	COMM	726503105
MPLX	MPLX LP	468,782	$15,657	5.8%	$38.74	—	COMM	55336V100
—	ENERGY TRANSFER PARTNERS LP	662,800	$13,514	5.0%	$20.39	—	COMM	29278N103
—	ENBRIDGE ENERGY PARTNERS LP	752,400	$12,038	4.5%	$29.91	—	COMM	29250R106
—	NATL WESTMINSTER BK PLC SER C	400,000	$10,500	3.9%	$25.11	—	PREF	638539882
—	BOARDWALK PIPELINE PARTNERS LP	479,300	$8,632	3.2%	$17.77	—	COMM	096627104
MC	MOELIS & CO CLASS A	201,947	$7,846	2.9%	$13.22	+49.8%	COMM	60786M105
—	SPECTRA ENERGY PARTNERS LP	159,000	$6,821	2.5%	$46.64	—	COMM	84756N109
—	NUSTAR ENERGY LP	107,100	$4,994	1.9%	$45.65	—	COMM	67058H102
VZ	VERIZON COMMUNICATIONS INC	28,000	$1,250	0.5%	$27.04	+9.2%	COMM	92343V104
—	BUCKEYE PARTNERS LP	19,500	$1,247	0.5%	$70.15	—	COMM	118230101
RRC	RANGE RESOURCES CORP	27,011	$626	0.2%	$40.45	-37.7%	COMM	75281A109
T	AT&T INC	13,500	$509	0.2%	$11.40	+39.7%	COMM	00206R102