TRAVELERS COMPANIES, INC.
CIK 0000086312
Annualised vol
15.648968%
Beta
0.090989
HHI
9970.668494
Top-10 weight
100.0%
VaR 95%
1.231064%
VaR 99%
2.971724%
Max drawdown
29.899281%
Matched value
100.0%
Returns of reported holdings
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Position changes vs prior quarter
No earlier 13F from this institution to compare with.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| PLGO | PELAGOS INSURANCE CAPITAL LIMITED | COMM | G3398L118 | 141,430,425 | 99.85 | 5808231.0 | |
| METC | RAMACO RESOURCES INC | COMM | 75134P600 | 208,029 | 0.15 | 15724.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-07 | 141,638,454 | 2 | 15.648968 | 0.090989 | 29.899281 |
| 2026-03-31 | 2026-05-11 | 126,753,190 | 1 | |||
| 2025-12-31 | 2026-02-10 | 151,868,406 | 3 | 1.856654 | 0.00326 | 7.089113 |
| 2025-09-30 | 2025-11-12 | 132,120,181 | 2 | 0.157335 | 0.001725 | 0.317536 |
| 2025-03-31 | 2025-05-09 | 116,796,155 | 3 | 0.043493 | 1.04E-4 | 0.128313 |
| 2024-12-31 | 2025-02-07 | 130,803,699 | 3 | 0.051783 | 2.11E-4 | 0.14155 |