Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $193,019 (100.0% shares, 0.0% debt)

Holdings (30)

TECK TECK RESOURCES LTD 22.1%

Value ($000) $42,736 Shares 1,679,203 Est. Cost $26.12 Unrealized +2.5%

EVRG EVERGY INC 10.7%

Value ($000) $20,619 Shares 367,213 Est. Cost $40.03 Unrealized 0.0%

XLU SELECT SECTOR SPDR TR 8.8%

Value ($000) $17,042 Shares 327,992 Est. Cost $51.96 Unrealized —

LNT ALLIANT ENERGY CORP 6.6%

Value ($000) $12,806 Shares 302,599 Est. Cost $32.52 Unrealized -0.2%

PCG PG&E CORP 6.2%

Value ($000) $11,900 Shares 279,598 Est. Cost $42.34 Unrealized +1.2%

EIX EDISON INTL 6.1%

Value ($000) $11,857 Shares 187,401 Est. Cost $44.79 Unrealized 0.0%

ETR ENTERGY CORP NEW 5.7%

Value ($000) $11,057 Shares 136,854 Est. Cost $30.24 Unrealized -1.2%

OGE OGE ENERGY CORP 5.5%

Value ($000) $10,557 Shares 299,809 Est. Cost $34.66 Unrealized -3.1%

— EL PASO ELEC CO 4.2%

Value ($000) $8,128 Shares 137,535 Est. Cost $59.10 Unrealized —

— AVANGRID INC 3.6%

Value ($000) $6,866 Shares 129,727 Est. Cost $52.25 Unrealized —

FE FIRSTENERGY CORP 2.9%

Value ($000) $5,611 Shares 156,256 Est. Cost $23.68 Unrealized +6.1%

FTS FORTIS INC 2.9%

Value ($000) $5,511 Shares 172,482 Est. Cost $24.42 Unrealized 0.0%

CMC COMMERCIAL METALS CO 1.9%

Value ($000) $3,695 Shares 175,014 Est. Cost $17.55 Unrealized +10.6%

CLF CLEVELAND CLIFFS INC 1.8%

Value ($000) $3,522 Shares 417,811 Est. Cost $7.54 Unrealized 0.0%

AEE AMEREN CORP 1.7%

Value ($000) $3,372 Shares 55,419 Est. Cost $46.54 Unrealized -0.7%

NRG NRG ENERGY INC 1.7%

Value ($000) $3,274 Shares 106,627 Est. Cost $26.82 Unrealized 0.0%

EXC EXELON CORP 1.7%

Value ($000) $3,195 Shares 75,000 Est. Cost $21.97 Unrealized 0.0%

TXNM PNM RES INC 1.5%

Value ($000) $2,947 Shares 75,778 Est. Cost $36.63 Unrealized +4.6%

— INFRAREIT INC 0.8%

Value ($000) $1,626 Shares 73,362 Est. Cost $19.87 Unrealized —

PPL PPL CORP 0.8%

Value ($000) $1,580 Shares 55,336 Est. Cost $19.72 Unrealized 0.0%

VST VISTRA ENERGY CORP 0.7%

Value ($000) $1,339 Shares 56,608 Est. Cost $16.53 Unrealized +19.0%

— SPARK ENERGY INC 0.4%

Value ($000) $812 Shares 83,339 Est. Cost $9.74 Unrealized —

ATO ATMOS ENERGY CORP 0.2%

Value ($000) $478 Shares 5,300 Est. Cost $72.10 Unrealized 0.0%

D DOMINION ENERGY INC 0.2%

Value ($000) $471 Shares 6,914 Est. Cost $46.36 Unrealized 0.0%

— PROSHARES TR 0.2%

Value ($000) $470 Shares 11,750 Est. Cost $40.00 Unrealized —

NUE NUCOR CORP 0.2%

Value ($000) $427 Shares 6,834 Est. Cost $55.79 Unrealized -3.0%

HBM HUDBAY MINERALS INC 0.2%

Value ($000) $329 Shares 58,986 Est. Cost $6.80 Unrealized 0.0%

RIO RIO TINTO PLC 0.2%

Value ($000) $310 Shares 5,588 Est. Cost $55.48 Unrealized —

— SCANA CORP NEW 0.1%

Value ($000) $245 Shares 6,365 Est. Cost $38.49 Unrealized —

POR PORTLAND GEN ELEC CO 0.1%

Value ($000) $237 Shares 5,548 Est. Cost $30.55 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TECK	TECK RESOURCES LTD	1,679,203	$42,736	22.1%	$26.12	+2.5%	CL B	878742204
EVRG	EVERGY INC	367,213	$20,619	10.7%	$40.03	0.0%	COM	30034W106
XLU	SELECT SECTOR SPDR TR	327,992	$17,042	8.8%	$51.96	—	SBI INT-UTILS	81369Y886
LNT	ALLIANT ENERGY CORP	302,599	$12,806	6.6%	$32.52	-0.2%	COM	018802108
PCG	PG&E CORP	279,598	$11,900	6.2%	$42.34	+1.2%	COM	69331C108
EIX	EDISON INTL	187,401	$11,857	6.1%	$44.79	0.0%	COM	281020107
ETR	ENTERGY CORP NEW	136,854	$11,057	5.7%	$30.24	-1.2%	COM	29364G103
OGE	OGE ENERGY CORP	299,809	$10,557	5.5%	$34.66	-3.1%	COM	670837103
—	EL PASO ELEC CO	137,535	$8,128	4.2%	$59.10	—	COM NEW	283677854
—	AVANGRID INC	129,727	$6,866	3.6%	$52.25	—	COM	05351W103
FE	FIRSTENERGY CORP	156,256	$5,611	2.9%	$23.68	+6.1%	COM	337932107
FTS	FORTIS INC	172,482	$5,511	2.9%	$24.42	0.0%	COM	349553107
CMC	COMMERCIAL METALS CO	175,014	$3,695	1.9%	$17.55	+10.6%	COM	201723103
CLF	CLEVELAND CLIFFS INC	417,811	$3,522	1.8%	$7.54	0.0%	COM	185899101
AEE	AMEREN CORP	55,419	$3,372	1.7%	$46.54	-0.7%	COM	023608102
NRG	NRG ENERGY INC	106,627	$3,274	1.7%	$26.82	0.0%	COM NEW	629377508
EXC	EXELON CORP	75,000	$3,195	1.7%	$21.97	0.0%	COM	30161N101
TXNM	PNM RES INC	75,778	$2,947	1.5%	$36.63	+4.6%	COM	69349H107
—	INFRAREIT INC	73,362	$1,626	0.8%	$19.87	—	COM	45685L100
PPL	PPL CORP	55,336	$1,580	0.8%	$19.72	0.0%	COM	69351T106
VST	VISTRA ENERGY CORP	56,608	$1,339	0.7%	$16.53	+19.0%	COM	92840M102
—	SPARK ENERGY INC	83,339	$812	0.4%	$9.74	—	CL A COM	846511103
ATO	ATMOS ENERGY CORP	5,300	$478	0.2%	$72.10	0.0%	COM	049560105
D	DOMINION ENERGY INC	6,914	$471	0.2%	$46.36	0.0%	COM	25746U109
—	PROSHARES TR	11,750	$470	0.2%	$40.00	—	ULTRAPRO SHORT S	74347B268
NUE	NUCOR CORP	6,834	$427	0.2%	$55.79	-3.0%	COM	670346105
HBM	HUDBAY MINERALS INC	58,986	$329	0.2%	$6.80	0.0%	COM	443628102
RIO	RIO TINTO PLC	5,588	$310	0.2%	$55.48	—	SPONSORED ADR	767204100
—	SCANA CORP NEW	6,365	$245	0.1%	$38.49	—	COM	80589M102
POR	PORTLAND GEN ELEC CO	5,548	$237	0.1%	$30.55	0.0%	COM NEW	736508847