Covalis Capital LLP Quant / Systematic

CIK: 0001698819 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $235,342 (97.0% shares, 3.0% debt)

Holdings (18)

EVRG EVERGY INC 20.0%

Value ($000) $47,157 Shares 927,931 Est. Cost $47.26 Unrealized -4.6%

PCG PG&E CORP 18.3%

Value ($000) $42,964 Shares 4,575,529 Est. Cost $10.77 Unrealized -15.0%

EIX EDISON INTL 16.0%

Value ($000) $37,577 Shares 739,124 Est. Cost $44.57 Unrealized -6.4%

— ROYAL DUTCH SHELL PLC 8.6%

Value ($000) $20,188 Shares 833,525 Est. Cost $27.26 Unrealized —

FE FIRSTENERGY CORP 7.3%

Value ($000) $17,117 Shares 596,193 Est. Cost $25.02 Unrealized 0.0%

— ENEL AMERICAS S A 4.8%

Value ($000) $11,358 Shares 1,758,177 Est. Cost $6.46 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 4.0%

Value ($000) $9,513 Shares 1,146,110 Est. Cost $8.30 Unrealized —

PPL PPL CORP 3.6%

Value ($000) $8,577 Shares 315,208 Est. Cost $21.68 Unrealized 0.0%

WHR WHIRLPOOL CORP 3.5%

Value ($000) $8,237 Shares 44,795 Est. Cost $166.16 Unrealized 0.0%

NGG NATIONAL GRID PLC 3.2%

Value ($000) $7,583 Shares 131,210 Est. Cost $57.79 Unrealized —

VALE VALE S A 3.0%

Value ($000) $7,081 Shares 669,264 Est. Cost $10.48 Unrealized —

TXNM PNM RES INC 2.4%

Value ($000) $5,642 Shares 136,507 Est. Cost $41.72 Unrealized 0.0%

HYG ISHARES TR 2.4%

Value ($000) $5,603 Shares 66,782 Est. Cost $81.62 Unrealized —

MOS MOSAIC CO NEW 1.1%

Value ($000) $2,563 Shares 140,297 Est. Cost $14.60 Unrealized 0.0%

NTR NUTRIEN LTD 1.0%

Value ($000) $2,388 Shares 60,862 Est. Cost $30.69 Unrealized 0.0%

UGI UGI CORP NEW 0.5%

Value ($000) $1,167 Shares 35,376 Est. Cost $30.33 Unrealized +9.4%

— CONCHO RES INC 0.1%

Value ($000) $321 Shares 7,284 Est. Cost $51.50 Unrealized —

— TELLURIAN INC NEW 0.1%

Value ($000) $306 Shares 384,122 Est. Cost $0.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EVRG	EVERGY INC	927,931	$47,157	20.0%	$47.26	-4.6%	COM	30034W106
PCG	PG&E CORP	4,575,529	$42,964	18.3%	$10.77	-15.0%	COM	69331C108
EIX	EDISON INTL	739,124	$37,577	16.0%	$44.57	-6.4%	COM	281020107
—	ROYAL DUTCH SHELL PLC	833,525	$20,188	8.6%	$27.26	—	SPON ADR B	780259107
FE	FIRSTENERGY CORP	596,193	$17,117	7.3%	$25.02	0.0%	COM	337932107
—	ENEL AMERICAS S A	1,758,177	$11,358	4.8%	$6.46	—	SPONSORED ADR	29274F104
SBS	COMPANHIA DE SANEAMENTO BASI	1,146,110	$9,513	4.0%	$8.30	—	SPONSORED ADR	20441A102
PPL	PPL CORP	315,208	$8,577	3.6%	$21.68	0.0%	COM	69351T106
WHR	WHIRLPOOL CORP	44,795	$8,237	3.5%	$166.16	0.0%	COM	963320106
NGG	NATIONAL GRID PLC	131,210	$7,583	3.2%	$57.79	—	SPONSORED ADR NE	636274409
VALE	VALE S A	669,264	$7,081	3.0%	$10.48	—	SPONSORED ADS	91912E105
TXNM	PNM RES INC	136,507	$5,642	2.4%	$41.72	0.0%	COM	69349H107
HYG	ISHARES TR	66,782	$5,603	2.4%	$81.62	—	IBOXX HI YD ETF	464288513
MOS	MOSAIC CO NEW	140,297	$2,563	1.1%	$14.60	0.0%	COM	61945C103
NTR	NUTRIEN LTD	60,862	$2,388	1.0%	$30.69	0.0%	COM	67077M108
UGI	UGI CORP NEW	35,376	$1,167	0.5%	$30.33	+9.4%	COM	902681105
—	CONCHO RES INC	7,284	$321	0.1%	$51.50	—	COM	20605P101
—	TELLURIAN INC NEW	384,122	$306	0.1%	$0.80	—	COM	87968A104