Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $107,753 (100.0% shares, 0.0% debt)

Holdings (12)

XLU SELECT SECTOR SPDR TR 26.4%

Value ($000) $28,474 Shares 489,496 Est. Cost $57.88 Unrealized —

NGG NATIONAL GRID PLC 21.9%

Value ($000) $23,649 Shares 423,522 Est. Cost $55.84 Unrealized —

— AVANGRID INC 17.7%

Value ($000) $19,078 Shares 378,900 Est. Cost $49.77 Unrealized —

EEM ISHARES TR 6.9%

Value ($000) $7,412 Shares 172,704 Est. Cost $42.11 Unrealized —

— ROYAL DUTCH SHELL PLC 6.6%

Value ($000) $7,163 Shares 112,000 Est. Cost $63.96 Unrealized —

— ATLANTICA YIELD PLC 5.9%

Value ($000) $6,318 Shares 324,655 Est. Cost $19.53 Unrealized —

CWEN CLEARWAY ENERGY INC 5.4%

Value ($000) $5,799 Shares 383,766 Est. Cost $10.62 Unrealized 0.0%

MT ARCELORMITTAL SA LUXEMBOURG 2.8%

Value ($000) $2,969 Shares 145,690 Est. Cost $20.38 Unrealized —

KOS KOSMOS ENERGY LTD 2.6%

Value ($000) $2,851 Shares 457,664 Est. Cost $5.31 Unrealized 0.0%

— PROSHARES TR 1.9%

Value ($000) $2,022 Shares 64,100 Est. Cost $31.54 Unrealized —

CMC COMMERCIAL METALS CO 1.4%

Value ($000) $1,557 Shares 91,160 Est. Cost $14.64 Unrealized 0.0%

— ENEL AMERICAS S A 0.4%

Value ($000) $461 Shares 51,661 Est. Cost $8.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLU	SELECT SECTOR SPDR TR	489,496	$28,474	26.4%	$57.88	—	SBI INT-UTILS	81369Y886
NGG	NATIONAL GRID PLC	423,522	$23,649	21.9%	$55.84	—	SPONSORED ADR NE	636274409
—	AVANGRID INC	378,900	$19,078	17.7%	$49.77	—	COM	05351W103
EEM	ISHARES TR	172,704	$7,412	6.9%	$42.11	—	MSCI EMG MKT ETF	464287234
—	ROYAL DUTCH SHELL PLC	112,000	$7,163	6.6%	$63.96	—	SPON ADR B	780259107
—	ATLANTICA YIELD PLC	324,655	$6,318	5.9%	$19.53	—	SHS	G0751N103
CWEN	CLEARWAY ENERGY INC	383,766	$5,799	5.4%	$10.62	0.0%	CL C	18539C204
MT	ARCELORMITTAL SA LUXEMBOURG	145,690	$2,969	2.8%	$20.38	—	NY REGISTRY SH	03938L203
KOS	KOSMOS ENERGY LTD	457,664	$2,851	2.6%	$5.31	0.0%	COM	500688106
—	PROSHARES TR	64,100	$2,022	1.9%	$31.54	—	ULTRAPRO SHORT S	74347B268
CMC	COMMERCIAL METALS CO	91,160	$1,557	1.4%	$14.64	0.0%	COM	201723103
—	ENEL AMERICAS S A	51,661	$461	0.4%	$8.92	—	SPONSORED ADR	29274F104