BROOKFIELD Corp /ON/ Quant / Systematic

CIK: 0001001085 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 15, 2019

Total Value ($000): $14,859,913 (100.0% shares, 0.0% debt)

Holdings (33)

— GrafTech International Ltd 24.4%

Value ($000) $3,621,939 Shares 229,440,087 Est. Cost $17.99 Unrealized —

— TERRAFORM POWER INC 16.8%

Value ($000) $2,490,449 Shares 136,650,152 Est. Cost $18.23 Unrealized —

BEP Brookfield Renewable Partners LP 15.3%

Value ($000) $2,277,521 Shares 56,068,944 Est. Cost $30.05 Unrealized —

— Brookfield Property Partners LP 11.2%

Value ($000) $1,658,995 Shares 81,723,887 Est. Cost $19.24 Unrealized —

VST Vistra Energy Corp 7.6%

Value ($000) $1,129,174 Shares 41,590,187 Est. Cost $19.66 Unrealized +4.6%

— Norbord Inc. 7.4%

Value ($000) $1,104,852 Shares 34,787,535 Est. Cost $41.16 Unrealized —

BBU Brookfield Business Partners LP 6.6%

Value ($000) $973,773 Shares 24,784,250 Est. Cost $38.26 Unrealized —

SPY SPDR S&P 500 ETF TR 3.0%

Value ($000) $445,155 Shares 1,500,000 Est. Cost $289.95 Unrealized —

— Teekay Offshore Partners LP 2.3%

Value ($000) $348,681 Shares 300,587,484 Est. Cost $2.34 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value ($000) $292,318 Shares 985,000 Est. Cost $289.95 Unrealized —

— OI S A 0.8%

Value ($000) $117,712 Shares 107,011,759 Est. Cost $2.00 Unrealized —

TAC TRANSALTA CORPORATION 0.6%

Value ($000) $91,300 Shares 14,023,072 Est. Cost $5.20 Unrealized +21.9%

— Brookfield Property REIT Inc. 0.4%

Value ($000) $62,150 Shares 3,048,098 Est. Cost $20.17 Unrealized —

— Macquarie Infrastructure Corporation 0.4%

Value ($000) $60,990 Shares 1,545,227 Est. Cost $42.20 Unrealized —

— Pattern Energy Group, Inc. 0.2%

Value ($000) $35,498 Shares 1,318,169 Est. Cost $19.01 Unrealized —

TLT ISHARES TR PUT 0.2%

Value ($000) $32,193 Shares 225,000 Est. Cost — Unrealized —

ENB Enbridge Inc. 0.1%

Value ($000) $21,423 Shares 610,686 Est. Cost $20.01 Unrealized +13.2%

QQQ INVESCO QQQ TR PUTS 0.1%

Value ($000) $19,825 Shares 105,000 Est. Cost — Unrealized —

— KRATON CORP 0.1%

Value ($000) $12,974 Shares 401,809 Est. Cost $39.95 Unrealized —

BIP Brookfield Infrastructure Partners LP 0.1%

Value ($000) $12,385 Shares 249,645 Est. Cost $38.40 Unrealized —

— Cincinnati Bell Inc 0.1%

Value ($000) $12,113 Shares 2,389,118 Est. Cost $15.95 Unrealized —

MSCI MSG NETWORK INC 0.0%

Value ($000) $6,584 Shares 405,906 Est. Cost $210.68 Unrealized +3.2%

— NESCO HLDGS INC 0.0%

Value ($000) $6,277 Shares 1,049,621 Est. Cost $5.98 Unrealized —

— FAR PT ACQUISITION CORP 0.0%

Value ($000) $5,621 Shares 550,000 Est. Cost $9.63 Unrealized —

XLF SELECT SECTOR SPDR TR 0.0%

Value ($000) $5,600 Shares 200,000 Est. Cost — Unrealized —

— KRATON CORP 0.0%

Value ($000) $3,229 Shares 100,000 Est. Cost $39.95 Unrealized —

GDX VANECK VECTORS ETF TR 0.0%

Value ($000) $3,205 Shares 120,000 Est. Cost $22.42 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.0%

Value ($000) $3,064 Shares 1,215,894 Est. Cost $3.97 Unrealized -21.0%

RIG TRANSOCEAN LTD 0.0%

Value ($000) $1,764 Shares 394,633 Est. Cost $8.46 Unrealized -37.3%

— NESCO HLDGS INC 0.0%

Value ($000) $1,388 Shares 1,613,450 Est. Cost $0.86 Unrealized —

— FALCON MINERALS CORP 0.0%

Value ($000) $1,085 Shares 188,757 Est. Cost $10.56 Unrealized —

TDW TIDEWATER INC 0.0%

Value ($000) $626 Shares 41,445 Est. Cost $26.05 Unrealized -27.7%

REG Regency CTRS Corp. 0.0%

Value ($000) $50 Shares 721 Est. Cost $48.58 Unrealized +5.1%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GrafTech International Ltd	229,440,087	$3,621,939	24.4%	$17.99	—	COM	384313508
—	TERRAFORM POWER INC	136,650,152	$2,490,449	16.8%	$18.23	—	Common Stock	88104R100
BEP	Brookfield Renewable Partners LP	56,068,944	$2,277,521	15.3%	$30.05	—	LP Units	G16258108
—	Brookfield Property Partners LP	81,723,887	$1,658,995	11.2%	$19.24	—	LP Units	G16249107
VST	Vistra Energy Corp	41,590,187	$1,129,174	7.6%	$19.66	+4.6%	COM	92840M102
—	Norbord Inc.	34,787,535	$1,104,852	7.4%	$41.16	—	COM	65548P403
BBU	Brookfield Business Partners LP	24,784,250	$973,773	6.6%	$38.26	—	LP Units	G16234109
SPY	SPDR S&P 500 ETF TR	1,500,000	$445,155	3.0%	$289.95	—	Call	78462F103
—	Teekay Offshore Partners LP	300,587,484	$348,681	2.3%	$2.34	—	PARTNERSHIP UN	Y8565J101
SPY	SPDR S&P 500 ETF TR	985,000	$292,318	2.0%	$289.95	—	Put	78462F103
—	OI S A	107,011,759	$117,712	0.8%	$2.00	—	SPONSORED ADR	670851500
TAC	TRANSALTA CORPORATION	14,023,072	$91,300	0.6%	$5.20	+21.9%	Common Stock	89346D107
—	Brookfield Property REIT Inc.	3,048,098	$62,150	0.4%	$20.17	—	Common Stock	11282X103
—	Macquarie Infrastructure Corporation	1,545,227	$60,990	0.4%	$42.20	—	Common Stock	55608B105
—	Pattern Energy Group, Inc.	1,318,169	$35,498	0.2%	$19.01	—	Class A Shares	70338P100
TLT	ISHARES TR PUT	225,000	$32,193	0.2%	—	—	Put	464287432
ENB	Enbridge Inc.	610,686	$21,423	0.1%	$20.01	+13.2%	Common Stock	29250N105
QQQ	INVESCO QQQ TR PUTS	105,000	$19,825	0.1%	—	—	Put	46090E103
—	KRATON CORP	401,809	$12,974	0.1%	$39.95	—	COMMON	50077C106
BIP	Brookfield Infrastructure Partners LP	249,645	$12,385	0.1%	$38.40	—	LP Units	G16252101
—	Cincinnati Bell Inc	2,389,118	$12,113	0.1%	$15.95	—	Common Stock	171871502
MSCI	MSG NETWORK INC	405,906	$6,584	0.0%	$210.68	+3.2%	COMMON CL A	55354G100
—	NESCO HLDGS INC	1,049,621	$6,277	0.0%	$5.98	—	COMMON	64083J104
—	FAR PT ACQUISITION CORP	550,000	$5,621	0.0%	$9.63	—	COMMON CL A	30734W109
XLF	SELECT SECTOR SPDR TR	200,000	$5,600	0.0%	—	—	Put	81369Y605
—	KRATON CORP	100,000	$3,229	0.0%	$39.95	—	Call	50077C106
GDX	VANECK VECTORS ETF TR	120,000	$3,205	0.0%	$22.42	—	GOLD MINERS ETF	92189F106
CCO	CLEAR CHANNEL OUTDOOR HLDGS	1,215,894	$3,064	0.0%	$3.97	-21.0%	COMMON	18453H106
RIG	TRANSOCEAN LTD	394,633	$1,764	0.0%	$8.46	-37.3%	COMMON	H8817H100
—	NESCO HLDGS INC	1,613,450	$1,388	0.0%	$0.86	—	WARRANT	64083J112
—	FALCON MINERALS CORP	188,757	$1,085	0.0%	$10.56	—	COMMON CL A	30607B109
TDW	TIDEWATER INC	41,445	$626	0.0%	$26.05	-27.7%	COMMON	88642R109
REG	Regency CTRS Corp.	721	$50	0.0%	$48.58	+5.1%	Common Stock	758849103