TRAVELERS COMPANIES, INC. Quant / Systematic

CIK: 0000086312 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $163,534 (100.0% shares, 0.0% debt)

Holdings (14)

EPD ENTERPRISE PRODUCTS PARTNERS LP 27.8%

Value ($000) $45,505 Shares 1,745,500 Est. Cost $47.45 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 21.2%

Value ($000) $34,741 Shares 488,902 Est. Cost $54.50 Unrealized —

KMI KINDER MORGAN INC CLASS P 9.3%

Value ($000) $15,135 Shares 789,126 Est. Cost $22.45 Unrealized -45.2%

OKE ONEOK INC 7.5%

Value ($000) $12,301 Shares 222,000 Est. Cost $32.05 Unrealized 0.0%

MPLX MPLX LP 7.4%

Value ($000) $12,024 Shares 343,432 Est. Cost $38.74 Unrealized —

— NATL WESTMINSTER BK PLC 6.2%

Value ($000) $10,204 Shares 400,000 Est. Cost $25.11 Unrealized —

— ENBRIDGE ENERGY PARTNERS LP 5.4%

Value ($000) $8,760 Shares 548,200 Est. Cost $29.91 Unrealized —

MC MOELIS & CO CLASS A 5.3%

Value ($000) $8,694 Shares 201,947 Est. Cost $13.22 Unrealized +66.0%

— SPECTRA ENERGY PARTNERS LP 4.3%

Value ($000) $7,056 Shares 159,000 Est. Cost $46.64 Unrealized —

PAA PLAINS ALL AMER PIPELINE LP 4.2%

Value ($000) $6,794 Shares 320,600 Est. Cost $55.81 Unrealized —

— WILLIAMS PARTNERS LP 0.6%

Value ($000) $973 Shares 25,000 Est. Cost $38.92 Unrealized —

FANG DIAMONDBACK ENERGY INC 0.4%

Value ($000) $729 Shares 7,439 Est. Cost $71.15 Unrealized 0.0%

RRC RANGE RESOURCES CORP 0.3%

Value ($000) $529 Shares 27,011 Est. Cost $40.45 Unrealized -52.2%

— XERIUM TECHNOLOGIES INC 0.1%

Value ($000) $89 Shares 18,606 Est. Cost $4.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EPD	ENTERPRISE PRODUCTS PARTNERS LP	1,745,500	$45,505	27.8%	$47.45	—	COM	293792107
—	MAGELLAN MIDSTREAM PARTNERS LP	488,902	$34,741	21.2%	$54.50	—	COM UNIT RP LP	559080106
KMI	KINDER MORGAN INC CLASS P	789,126	$15,135	9.3%	$22.45	-45.2%	COM	49456B101
OKE	ONEOK INC	222,000	$12,301	7.5%	$32.05	0.0%	COM	682680103
MPLX	MPLX LP	343,432	$12,024	7.4%	$38.74	—	COM UNIT REP LTD	55336V100
—	NATL WESTMINSTER BK PLC	400,000	$10,204	6.2%	$25.11	—	SPON ADR C	638539882
—	ENBRIDGE ENERGY PARTNERS LP	548,200	$8,760	5.4%	$29.91	—	COM	29250R106
MC	MOELIS & CO CLASS A	201,947	$8,694	5.3%	$13.22	+66.0%	CL A	60786M105
—	SPECTRA ENERGY PARTNERS LP	159,000	$7,056	4.3%	$46.64	—	COM	84756N109
PAA	PLAINS ALL AMER PIPELINE LP	320,600	$6,794	4.2%	$55.81	—	UNIT LTD PARTN	726503105
—	WILLIAMS PARTNERS LP	25,000	$973	0.6%	$38.92	—	COM UNIT LTD PAR	96949L105
FANG	DIAMONDBACK ENERGY INC	7,439	$729	0.4%	$71.15	0.0%	COM	25278X109
RRC	RANGE RESOURCES CORP	27,011	$529	0.3%	$40.45	-52.2%	COM	75281A109
—	XERIUM TECHNOLOGIES INC	18,606	$89	0.1%	$4.78	—	COM NEW	98416J118