Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $209,269 (100.0% shares, 0.0% debt)

Holdings (24)

XLU SELECT SECTOR SPDR TR 13.3%

Value ($000) $27,905 Shares 530,002 Est. Cost $52.22 Unrealized —

— AVANGRID INC 10.4%

Value ($000) $21,760 Shares 453,998 Est. Cost $49.16 Unrealized —

AEP AMERICAN ELEC PWR INC 8.2%

Value ($000) $17,189 Shares 242,508 Est. Cost $54.88 Unrealized 0.0%

ETR ENTERGY CORP NEW 7.2%

Value ($000) $14,976 Shares 184,592 Est. Cost $30.58 Unrealized +3.2%

EVRG EVERGY INC 7.1%

Value ($000) $14,863 Shares 270,640 Est. Cost $40.03 Unrealized +6.8%

NI NISOURCE INC 7.0%

Value ($000) $14,619 Shares 586,648 Est. Cost $20.80 Unrealized 0.0%

CNP CENTERPOINT ENERGY INC 5.0%

Value ($000) $10,491 Shares 379,392 Est. Cost $22.53 Unrealized 0.0%

FE FIRSTENERGY CORP 4.8%

Value ($000) $10,141 Shares 272,825 Est. Cost $25.13 Unrealized +7.7%

CMS CMS ENERGY CORP 4.7%

Value ($000) $9,909 Shares 202,215 Est. Cost $39.25 Unrealized 0.0%

— SCANA CORP NEW 4.7%

Value ($000) $9,898 Shares 254,514 Est. Cost $38.88 Unrealized —

SRE SEMPRA ENERGY 4.7%

Value ($000) $9,864 Shares 86,718 Est. Cost $45.57 Unrealized 0.0%

TECK TECK RESOURCES LTD 4.5%

Value ($000) $9,435 Shares 391,470 Est. Cost $26.12 Unrealized -8.0%

PEG PUBLIC SVC ENTERPRISE GROUP 4.2%

Value ($000) $8,850 Shares 167,635 Est. Cost $40.69 Unrealized 0.0%

— ENEL AMERICAS S A 2.8%

Value ($000) $5,915 Shares 765,195 Est. Cost $7.73 Unrealized —

PCG PG&E CORP 2.6%

Value ($000) $5,529 Shares 120,168 Est. Cost $42.34 Unrealized +4.0%

EIX EDISON INTL 2.5%

Value ($000) $5,280 Shares 78,018 Est. Cost $44.79 Unrealized +8.2%

— ALLETE INC 1.6%

Value ($000) $3,349 Shares 44,651 Est. Cost $75.00 Unrealized —

— UNITED STATES STL CORP NEW 1.3%

Value ($000) $2,664 Shares 87,405 Est. Cost $30.48 Unrealized —

CMC COMMERCIAL METALS CO 1.1%

Value ($000) $2,368 Shares 115,386 Est. Cost $17.55 Unrealized +7.4%

— PROSHARES TR 0.6%

Value ($000) $1,152 Shares 35,750 Est. Cost $34.78 Unrealized —

BHP BHP BILLITON LTD 0.5%

Value ($000) $1,011 Shares 20,300 Est. Cost $49.80 Unrealized —

RIO RIO TINTO PLC 0.5%

Value ($000) $996 Shares 19,523 Est. Cost $52.29 Unrealized —

PM PHILIP MORRIS INTL INC 0.4%

Value ($000) $787 Shares 9,650 Est. Cost $55.49 Unrealized 0.0%

TMQ TRILOGY METALS INC NEW 0.2%

Value ($000) $318 Shares 158,783 Est. Cost $1.85 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLU	SELECT SECTOR SPDR TR	530,002	$27,905	13.3%	$52.22	—	SBI INT-UTILS	81369Y886
—	AVANGRID INC	453,998	$21,760	10.4%	$49.16	—	COM	05351W103
AEP	AMERICAN ELEC PWR INC	242,508	$17,189	8.2%	$54.88	0.0%	COM	025537101
ETR	ENTERGY CORP NEW	184,592	$14,976	7.2%	$30.58	+3.2%	COM	29364G103
EVRG	EVERGY INC	270,640	$14,863	7.1%	$40.03	+6.8%	COM	30034W106
NI	NISOURCE INC	586,648	$14,619	7.0%	$20.80	0.0%	COM	65473P105
CNP	CENTERPOINT ENERGY INC	379,392	$10,491	5.0%	$22.53	0.0%	COM	15189T107
FE	FIRSTENERGY CORP	272,825	$10,141	4.8%	$25.13	+7.7%	COM	337932107
CMS	CMS ENERGY CORP	202,215	$9,909	4.7%	$39.25	0.0%	COM	125896100
—	SCANA CORP NEW	254,514	$9,898	4.7%	$38.88	—	COM	80589M102
SRE	SEMPRA ENERGY	86,718	$9,864	4.7%	$45.57	0.0%	COM	816851109
TECK	TECK RESOURCES LTD	391,470	$9,435	4.5%	$26.12	-8.0%	CL B	878742204
PEG	PUBLIC SVC ENTERPRISE GROUP	167,635	$8,850	4.2%	$40.69	0.0%	COM	744573106
—	ENEL AMERICAS S A	765,195	$5,915	2.8%	$7.73	—	SPONSORED ADR	29274F104
PCG	PG&E CORP	120,168	$5,529	2.6%	$42.34	+4.0%	COM	69331C108
EIX	EDISON INTL	78,018	$5,280	2.5%	$44.79	+8.2%	COM	281020107
—	ALLETE INC	44,651	$3,349	1.6%	$75.00	—	COM NEW	018522300
—	UNITED STATES STL CORP NEW	87,405	$2,664	1.3%	$30.48	—	COM	912909108
CMC	COMMERCIAL METALS CO	115,386	$2,368	1.1%	$17.55	+7.4%	COM	201723103
—	PROSHARES TR	35,750	$1,152	0.6%	$34.78	—	ULTRAPRO SHORT S	74347B268
BHP	BHP BILLITON LTD	20,300	$1,011	0.5%	$49.80	—	SPONSORED ADR	088606108
RIO	RIO TINTO PLC	19,523	$996	0.5%	$52.29	—	SPONSORED ADR	767204100
PM	PHILIP MORRIS INTL INC	9,650	$787	0.4%	$55.49	0.0%	COM	718172109
TMQ	TRILOGY METALS INC NEW	158,783	$318	0.2%	$1.85	0.0%	COM	89621C105