BROOKFIELD Corp /ON/ Quant / Systematic

CIK: 0001001085 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 18, 2020

Total Value ($000): $11,686,916 (100.0% shares, 0.0% debt)

Holdings (23)

BEP Brookfield Renewable Partners LP 22.4%

Value ($000) $2,614,495 Shares 56,068,944 Est. Cost $30.05 Unrealized —

— GrafTech International Ltd 18.5%

Value ($000) $2,165,484 Shares 199,216,541 Est. Cost $17.99 Unrealized —

— TERRAFORM POWER INC 18.4%

Value ($000) $2,151,067 Shares 139,631,666 Est. Cost $18.16 Unrealized —

— Brookfield Property Partners LP 12.8%

Value ($000) $1,493,913 Shares 81,723,887 Est. Cost $19.24 Unrealized —

BBU Brookfield Business Partners LP 8.8%

Value ($000) $1,023,094 Shares 24,784,250 Est. Cost $38.26 Unrealized —

— Norbord Inc. 8.0%

Value ($000) $930,171 Shares 34,787,535 Est. Cost $41.16 Unrealized —

— Teekay Offshore Partners LP 4.0%

Value ($000) $463,575 Shares 301,022,398 Est. Cost $2.34 Unrealized —

VST Vistra Energy Corp 3.9%

Value ($000) $461,257 Shares 20,063,367 Est. Cost $19.66 Unrealized +14.0%

TAC TRANSALTA CORPORATION 0.9%

Value ($000) $100,252 Shares 14,031,743 Est. Cost $5.20 Unrealized +24.8%

— OI S A 0.9%

Value ($000) $99,738 Shares 107,061,759 Est. Cost $2.00 Unrealized —

SPY SPDR S&P 500 ETF TR 0.6%

Value ($000) $64,372 Shares 200,000 Est. Cost — Unrealized —

— Brookfield Property REIT 0.5%

Value ($000) $56,833 Shares 3,080,385 Est. Cost $20.15 Unrealized —

— Cincinnati Bell Inc 0.2%

Value ($000) $24,514 Shares 2,339,118 Est. Cost $15.95 Unrealized —

BIP Brookfield Infrastructure Partners LP 0.1%

Value ($000) $12,480 Shares 249,645 Est. Cost $38.40 Unrealized —

— FAR PT ACQUISITION CORP 0.0%

Value ($000) $5,682 Shares 550,000 Est. Cost $9.63 Unrealized —

— KRATON CORP 0.0%

Value ($000) $4,785 Shares 188,893 Est. Cost $39.95 Unrealized —

— NESCO HLDGS INC 0.0%

Value ($000) $4,466 Shares 1,086,539 Est. Cost $5.92 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.0%

Value ($000) $3,477 Shares 1,215,894 Est. Cost $3.97 Unrealized -36.3%

GDX VANECK VECTORS ETF TR 0.0%

Value ($000) $2,928 Shares 100,000 Est. Cost $22.42 Unrealized —

— CORNERSTONE BLDG BRANDS INC 0.0%

Value ($000) $2,191 Shares 257,500 Est. Cost $8.51 Unrealized —

RIG TRANSOCEAN LTD 0.0%

Value ($000) $1,339 Shares 194,633 Est. Cost $8.46 Unrealized -39.1%

— NESCO HLDGS INC 0.0%

Value ($000) $758 Shares 1,613,450 Est. Cost $0.86 Unrealized —

REG Regency CTRS Corp. 0.0%

Value ($000) $45 Shares 721 Est. Cost $48.58 Unrealized +4.6%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BEP	Brookfield Renewable Partners LP	56,068,944	$2,614,495	22.4%	$30.05	—	LP Units	G16258108
—	GrafTech International Ltd	199,216,541	$2,165,484	18.5%	$17.99	—	COM	384313508
—	TERRAFORM POWER INC	139,631,666	$2,151,067	18.4%	$18.16	—	Common Stock	88104R100
—	Brookfield Property Partners LP	81,723,887	$1,493,913	12.8%	$19.24	—	LP Units	G16249107
BBU	Brookfield Business Partners LP	24,784,250	$1,023,094	8.8%	$38.26	—	LP Units	G16234109
—	Norbord Inc.	34,787,535	$930,171	8.0%	$41.16	—	COM	65548P403
—	Teekay Offshore Partners LP	301,022,398	$463,575	4.0%	$2.34	—	PARTNERSHIP UN	Y8565J101
VST	Vistra Energy Corp	20,063,367	$461,257	3.9%	$19.66	+14.0%	COM	92840M102
TAC	TRANSALTA CORPORATION	14,031,743	$100,252	0.9%	$5.20	+24.8%	Common Stock	89346D107
—	OI S A	107,061,759	$99,738	0.9%	$2.00	—	SPONSORED ADR	670851500
SPY	SPDR S&P 500 ETF TR	200,000	$64,372	0.6%	—	—	Put	78462F103
—	Brookfield Property REIT	3,080,385	$56,833	0.5%	$20.15	—	Class A common	11282X103
—	Cincinnati Bell Inc	2,339,118	$24,514	0.2%	$15.95	—	Common Stock	171871502
BIP	Brookfield Infrastructure Partners LP	249,645	$12,480	0.1%	$38.40	—	LP Units	G16252101
—	FAR PT ACQUISITION CORP	550,000	$5,682	0.0%	$9.63	—	COMMON CL A	30734W109
—	KRATON CORP	188,893	$4,785	0.0%	$39.95	—	COMMON	50077C106
—	NESCO HLDGS INC	1,086,539	$4,466	0.0%	$5.92	—	COMMON	64083J104
CCO	CLEAR CHANNEL OUTDOOR HLDGS	1,215,894	$3,477	0.0%	$3.97	-36.3%	COMMON	18453H106
GDX	VANECK VECTORS ETF TR	100,000	$2,928	0.0%	$22.42	—	GOLD MINERS ETF	92189F106
—	CORNERSTONE BLDG BRANDS INC	257,500	$2,191	0.0%	$8.51	—	COMMON	21925D109
RIG	TRANSOCEAN LTD	194,633	$1,339	0.0%	$8.46	-39.1%	COMMON	H8817H100
—	NESCO HLDGS INC	1,613,450	$758	0.0%	$0.86	—	WARRANT	64083J112
REG	Regency CTRS Corp.	721	$45	0.0%	$48.58	+4.6%	Common Stock	758849103