Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: Feb 9, 2018

Total Value ($000): $159,062 (100.0% shares, 0.0% debt)

Holdings (30)

— ENEL AMERICAS S A 9.5%

Value ($000) $15,055 Shares 1,347,742 Est. Cost $11.17 Unrealized —

— GREAT PLAINS ENERGY INC 8.4%

Value ($000) $13,420 Shares 416,256 Est. Cost $32.24 Unrealized —

EXC EXELON CORP 7.6%

Value ($000) $12,146 Shares 308,183 Est. Cost $21.66 Unrealized 0.0%

TECK TECK RESOURCES LTD 7.4%

Value ($000) $11,765 Shares 449,595 Est. Cost $22.79 Unrealized 0.0%

ETR ENTERGY CORP NEW 6.9%

Value ($000) $10,966 Shares 134,735 Est. Cost $30.90 Unrealized 0.0%

LNT ALLIANT ENERGY CORP 5.0%

Value ($000) $8,007 Shares 187,916 Est. Cost $33.80 Unrealized 0.0%

AEE AMEREN CORP 4.8%

Value ($000) $7,655 Shares 129,761 Est. Cost $48.63 Unrealized 0.0%

CNP CENTERPOINT ENERGY INC 4.6%

Value ($000) $7,360 Shares 259,522 Est. Cost $22.74 Unrealized 0.0%

ED CONSOLIDATED EDISON INC 4.3%

Value ($000) $6,889 Shares 81,101 Est. Cost $64.09 Unrealized 0.0%

OGE OGE ENERGY CORP 4.2%

Value ($000) $6,637 Shares 201,690 Est. Cost $35.32 Unrealized 0.0%

SO SOUTHERN CO 3.9%

Value ($000) $6,226 Shares 129,474 Est. Cost $36.45 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GROUP 3.5%

Value ($000) $5,612 Shares 108,956 Est. Cost $38.22 Unrealized 0.0%

ATO ATMOS ENERGY CORP 3.4%

Value ($000) $5,414 Shares 63,042 Est. Cost $72.39 Unrealized 0.0%

— PROSHARES TR 3.0%

Value ($000) $4,847 Shares 142,100 Est. Cost $34.11 Unrealized —

CMC COMMERCIAL METALS CO 2.9%

Value ($000) $4,640 Shares 217,641 Est. Cost $17.11 Unrealized 0.0%

— NRG YIELD INC 2.6%

Value ($000) $4,083 Shares 216,075 Est. Cost $18.90 Unrealized —

— NRG YIELD INC 2.6%

Value ($000) $4,083 Shares 216,075 Est. Cost $18.90 Unrealized —

FTI TECHNIPFMC PLC 2.3%

Value ($000) $3,723 Shares 118,926 Est. Cost $19.03 Unrealized 0.0%

AEP AMERICAN ELEC PWR INC 2.3%

Value ($000) $3,690 Shares 50,144 Est. Cost $56.07 Unrealized 0.0%

CQP CHENIERE ENERGY PARTNERS LP 1.9%

Value ($000) $3,034 Shares 102,379 Est. Cost $29.63 Unrealized —

NJR NEW JERSEY RES 1.9%

Value ($000) $2,965 Shares 73,748 Est. Cost $32.47 Unrealized 0.0%

BTU PEABODY ENERGY CORP NEW 1.4%

Value ($000) $2,201 Shares 55,892 Est. Cost $28.23 Unrealized 0.0%

NRG NRG ENERGY INC 1.4%

Value ($000) $2,163 Shares 75,973 Est. Cost $22.53 Unrealized 0.0%

NEE NEXTERA ENERGY INC 1.3%

Value ($000) $2,111 Shares 13,517 Est. Cost $31.53 Unrealized 0.0%

AES AES CORP 1.0%

Value ($000) $1,600 Shares 147,730 Est. Cost $8.06 Unrealized 0.0%

— TURQUOISE HILL RES LTD 0.7%

Value ($000) $1,047 Shares 305,000 Est. Cost $3.43 Unrealized —

— SCANA CORP NEW 0.5%

Value ($000) $861 Shares 21,627 Est. Cost $39.81 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.2%

Value ($000) $369 Shares 150,000 Est. Cost $4.14 Unrealized 0.0%

GOGL GOLDEN OCEAN GROUP LTD 0.2%

Value ($000) $357 Shares 43,941 Est. Cost $8.12 Unrealized —

— DRYSHIPS INC 0.1%

Value ($000) $136 Shares 38,445 Est. Cost $3.54 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ENEL AMERICAS S A	1,347,742	$15,055	9.5%	$11.17	—	SPONSORED ADR	29274F104
—	GREAT PLAINS ENERGY INC	416,256	$13,420	8.4%	$32.24	—	COM	391164100
EXC	EXELON CORP	308,183	$12,146	7.6%	$21.66	0.0%	COM	30161N101
TECK	TECK RESOURCES LTD	449,595	$11,765	7.4%	$22.79	0.0%	CL B	878742204
ETR	ENTERGY CORP NEW	134,735	$10,966	6.9%	$30.90	0.0%	COM	29364G103
LNT	ALLIANT ENERGY CORP	187,916	$8,007	5.0%	$33.80	0.0%	COM	018802108
AEE	AMEREN CORP	129,761	$7,655	4.8%	$48.63	0.0%	COM	023608102
CNP	CENTERPOINT ENERGY INC	259,522	$7,360	4.6%	$22.74	0.0%	COM	15189T107
ED	CONSOLIDATED EDISON INC	81,101	$6,889	4.3%	$64.09	0.0%	COM	209115104
OGE	OGE ENERGY CORP	201,690	$6,637	4.2%	$35.32	0.0%	COM	670837103
SO	SOUTHERN CO	129,474	$6,226	3.9%	$36.45	0.0%	COM	842587107
PEG	PUBLIC SVC ENTERPRISE GROUP	108,956	$5,612	3.5%	$38.22	0.0%	COM	744573106
ATO	ATMOS ENERGY CORP	63,042	$5,414	3.4%	$72.39	0.0%	COM	049560105
—	PROSHARES TR	142,100	$4,847	3.0%	$34.11	—	ULTRAPRO SHORT S	74348A442
CMC	COMMERCIAL METALS CO	217,641	$4,640	2.9%	$17.11	0.0%	COM	201723103
—	NRG YIELD INC	216,075	$4,083	2.6%	$18.90	—	CL C	62942X405
—	NRG YIELD INC	216,075	$4,083	2.6%	$18.90	—	CL A NEW	62942X306
FTI	TECHNIPFMC PLC	118,926	$3,723	2.3%	$19.03	0.0%	COM	G87110105
AEP	AMERICAN ELEC PWR INC	50,144	$3,690	2.3%	$56.07	0.0%	COM	025537101
CQP	CHENIERE ENERGY PARTNERS LP	102,379	$3,034	1.9%	$29.63	—	COM UNIT	16411Q101
NJR	NEW JERSEY RES	73,748	$2,965	1.9%	$32.47	0.0%	COM	646025106
BTU	PEABODY ENERGY CORP NEW	55,892	$2,201	1.4%	$28.23	0.0%	COM	704551100
NRG	NRG ENERGY INC	75,973	$2,163	1.4%	$22.53	0.0%	COM NEW	629377508
NEE	NEXTERA ENERGY INC	13,517	$2,111	1.3%	$31.53	0.0%	COM	65339F101
AES	AES CORP	147,730	$1,600	1.0%	$8.06	0.0%	COM	00130H105
—	TURQUOISE HILL RES LTD	305,000	$1,047	0.7%	$3.43	—	COM	900435108
—	SCANA CORP NEW	21,627	$861	0.5%	$39.81	—	COM	80589M102
NAT	NORDIC AMERICAN TANKERS LIMI	150,000	$369	0.2%	$4.14	0.0%	COM	G65773106
GOGL	GOLDEN OCEAN GROUP LTD	43,941	$357	0.2%	$8.12	—	SHS NEW	G39637205
—	DRYSHIPS INC	38,445	$136	0.1%	$3.54	—	COM PAR NEW	Y2109Q705