Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 11, 2018

Total Value ($000): $137,587 (100.0% shares, 0.0% debt)

Holdings (23)

— ENEL AMERICAS S A 11.3%

Value ($000) $15,493 Shares 1,333,334 Est. Cost $11.17 Unrealized —

— GREAT PLAINS ENERGY INC 10.0%

Value ($000) $13,743 Shares 432,313 Est. Cost $32.22 Unrealized —

AEE AMEREN CORP 10.0%

Value ($000) $13,721 Shares 242,291 Est. Cost $46.54 Unrealized -5.2%

NI NISOURCE INC 7.0%

Value ($000) $9,652 Shares 403,665 Est. Cost $18.30 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GROUP 6.7%

Value ($000) $9,223 Shares 183,564 Est. Cost $37.95 Unrealized -1.0%

CMS CMS ENERGY CORP 6.4%

Value ($000) $8,815 Shares 194,642 Est. Cost $34.73 Unrealized 0.0%

TXNM PNM RES INC 5.8%

Value ($000) $8,032 Shares 209,997 Est. Cost $36.63 Unrealized 0.0%

TECK TECK RESOURCES LTD 5.2%

Value ($000) $7,153 Shares 277,700 Est. Cost $22.79 Unrealized +23.7%

PCG PG&E CORP 5.0%

Value ($000) $6,898 Shares 157,011 Est. Cost $41.94 Unrealized 0.0%

VST VISTRA ENERGY CORP 4.6%

Value ($000) $6,377 Shares 306,128 Est. Cost $16.53 Unrealized 0.0%

OGE OGE ENERGY CORP 4.4%

Value ($000) $6,078 Shares 185,470 Est. Cost $35.32 Unrealized -10.6%

CMC COMMERCIAL METALS CO 3.7%

Value ($000) $5,023 Shares 245,477 Est. Cost $17.55 Unrealized +19.6%

AEP AMERICAN ELEC PWR INC 3.2%

Value ($000) $4,450 Shares 64,881 Est. Cost $54.91 Unrealized -7.2%

FE FIRSTENERGY CORP 3.1%

Value ($000) $4,211 Shares 123,816 Est. Cost $23.30 Unrealized 0.0%

ETR ENTERGY CORP NEW 2.8%

Value ($000) $3,846 Shares 48,823 Est. Cost $30.90 Unrealized -6.6%

— MCDERMOTT INTL INC 2.6%

Value ($000) $3,530 Shares 579,573 Est. Cost $6.09 Unrealized —

NUE NUCOR CORP 2.4%

Value ($000) $3,363 Shares 55,045 Est. Cost $55.79 Unrealized 0.0%

— AVANGRID INC 1.8%

Value ($000) $2,478 Shares 48,477 Est. Cost $51.12 Unrealized —

AA ALCOA CORP 1.5%

Value ($000) $2,034 Shares 45,233 Est. Cost $47.30 Unrealized 0.0%

— INFRAREIT INC 0.9%

Value ($000) $1,203 Shares 61,886 Est. Cost $19.44 Unrealized —

BKH BLACK HILLS CORP 0.9%

Value ($000) $1,174 Shares 21,627 Est. Cost $39.62 Unrealized 0.0%

LNT ALLIANT ENERGY CORP 0.4%

Value ($000) $565 Shares 13,828 Est. Cost $33.80 Unrealized -8.8%

— PROSHARES TR 0.4%

Value ($000) $525 Shares 47,000 Est. Cost $34.11 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ENEL AMERICAS S A	1,333,334	$15,493	11.3%	$11.17	—	SPONSORED ADR	29274F104
—	GREAT PLAINS ENERGY INC	432,313	$13,743	10.0%	$32.22	—	COM	391164100
AEE	AMEREN CORP	242,291	$13,721	10.0%	$46.54	-5.2%	COM	023608102
NI	NISOURCE INC	403,665	$9,652	7.0%	$18.30	0.0%	COM	65473P105
PEG	PUBLIC SVC ENTERPRISE GROUP	183,564	$9,223	6.7%	$37.95	-1.0%	COM	744573106
CMS	CMS ENERGY CORP	194,642	$8,815	6.4%	$34.73	0.0%	COM	125896100
TXNM	PNM RES INC	209,997	$8,032	5.8%	$36.63	0.0%	COM	69349H107
TECK	TECK RESOURCES LTD	277,700	$7,153	5.2%	$22.79	+23.7%	CL B	878742204
PCG	PG&E CORP	157,011	$6,898	5.0%	$41.94	0.0%	COM	69331C108
VST	VISTRA ENERGY CORP	306,128	$6,377	4.6%	$16.53	0.0%	COM	92840M102
OGE	OGE ENERGY CORP	185,470	$6,078	4.4%	$35.32	-10.6%	COM	670837103
CMC	COMMERCIAL METALS CO	245,477	$5,023	3.7%	$17.55	+19.6%	COM	201723103
AEP	AMERICAN ELEC PWR INC	64,881	$4,450	3.2%	$54.91	-7.2%	COM	025537101
FE	FIRSTENERGY CORP	123,816	$4,211	3.1%	$23.30	0.0%	COM	337932107
ETR	ENTERGY CORP NEW	48,823	$3,846	2.8%	$30.90	-6.6%	COM	29364G103
—	MCDERMOTT INTL INC	579,573	$3,530	2.6%	$6.09	—	COM	580037109
NUE	NUCOR CORP	55,045	$3,363	2.4%	$55.79	0.0%	COM	670346105
—	AVANGRID INC	48,477	$2,478	1.8%	$51.12	—	COM	05351W103
AA	ALCOA CORP	45,233	$2,034	1.5%	$47.30	0.0%	COM	013872106
—	INFRAREIT INC	61,886	$1,203	0.9%	$19.44	—	COM	45685L100
BKH	BLACK HILLS CORP	21,627	$1,174	0.9%	$39.62	0.0%	COM	092113109
LNT	ALLIANT ENERGY CORP	13,828	$565	0.4%	$33.80	-8.8%	COM	018802108
—	PROSHARES TR	47,000	$525	0.4%	$34.11	—	ULTRAPRO SHORT S	74348A442