Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $61,226 (99.3% shares, 0.7% debt)

Holdings (37)

VALE VALE SA 16.1%

Value ($000) $9,855 Shares 493,017 Est. Cost $14.20 Unrealized —

PBR PETROLEO BRASILEIRO SA 14.5%

Value ($000) $8,882 Shares 600,185 Est. Cost $11.07 Unrealized —

— ANGLOGOLD ASHANTI LTD 11.4%

Value ($000) $6,990 Shares 295,089 Est. Cost $20.99 Unrealized —

FCX FREEPORT-MCMORAN INC 10.9%

Value ($000) $6,674 Shares 134,193 Est. Cost $35.91 Unrealized +16.5%

ITUB ITAU UNIBANCO HOLDING SA 9.0%

Value ($000) $5,539 Shares 970,102 Est. Cost $3.81 Unrealized —

IBN ICICI BANK LTD 8.8%

Value ($000) $5,382 Shares 284,164 Est. Cost $19.75 Unrealized —

CX CEMEX SAB DE CV 6.6%

Value ($000) $4,052 Shares 765,994 Est. Cost $6.75 Unrealized —

BAP CREDICORP LTD 6.2%

Value ($000) $3,814 Shares 22,192 Est. Cost $113.28 Unrealized +22.5%

BBD BANCO BRADESCO SA 4.7%

Value ($000) $2,903 Shares 625,739 Est. Cost $3.46 Unrealized —

— AZUL SA 4.4%

Value ($000) $2,690 Shares 178,744 Est. Cost $13.33 Unrealized —

SQM SOCIEDAD QUIMICA Y MINERA DE CHILE SA 3.3%

Value ($000) $2,006 Shares 23,436 Est. Cost $85.59 Unrealized —

AFYA AFYA LTD 2.1%

Value ($000) $1,295 Shares 89,874 Est. Cost $15.90 Unrealized -15.0%

INDA ISHARES MSCI INDIA ETF 1.0%

Value ($000) $588 Shares 13,200 Est. Cost $45.43 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.2%

Value ($000) $116 Shares 50,000 Est. Cost $7.96 Unrealized -60.8%

— AKAMAI TECHNOLOGIES INC 0.1%

Value ($000) $45 Shares 39,000 Est. Cost $1.17 Unrealized —

— FORD MOTOR CO 0.1%

Value ($000) $32 Shares 27,000 Est. Cost $1.19 Unrealized —

— VAIL RESORTS INC 0.1%

Value ($000) $31 Shares 32,000 Est. Cost $1.07 Unrealized —

— SPLUNK INC 0.0%

Value ($000) $30 Shares 25,000 Est. Cost $1.09 Unrealized —

— DEXCOM INC 0.0%

Value ($000) $28 Shares 25,000 Est. Cost $1.16 Unrealized —

— SHIFT4 PAYMENTS INC 0.0%

Value ($000) $25 Shares 24,000 Est. Cost $1.04 Unrealized —

— JAZZ PHARMACEUTICALS PLC 0.0%

Value ($000) $25 Shares 21,000 Est. Cost $1.13 Unrealized —

— NICE LTD 0.0%

Value ($000) $22 Shares 21,000 Est. Cost $1.20 Unrealized —

— PEBBLEBROOK HOTEL TRUST 0.0%

Value ($000) $19 Shares 17,000 Est. Cost $1.10 Unrealized —

— EXACT SCIENCES CORP 0.0%

Value ($000) $19 Shares 21,000 Est. Cost $1.02 Unrealized —

— INSMED INC 0.0%

Value ($000) $18 Shares 19,000 Est. Cost $1.07 Unrealized —

— HALOZYME THERAPEUTICS INC 0.0%

Value ($000) $16 Shares 19,000 Est. Cost $0.84 Unrealized —

— VISHAY INTERTECHNOLOGY INC 0.0%

Value ($000) $16 Shares 17,000 Est. Cost $0.94 Unrealized —

— TRAVERE THERAPEUTICS INC 0.0%

Value ($000) $16 Shares 16,000 Est. Cost $1.09 Unrealized —

— GUARDANT HEALTH INC 0.0%

Value ($000) $15 Shares 19,000 Est. Cost $1.00 Unrealized —

— TYLER TECHNOLOGIES INC 0.0%

Value ($000) $14 Shares 13,000 Est. Cost $1.08 Unrealized —

— AIRBNB INC 0.0%

Value ($000) $13 Shares 14,000 Est. Cost $0.93 Unrealized —

— SPOTIFY TECHNOLOGY SA 0.0%

Value ($000) $11 Shares 13,000 Est. Cost $0.85 Unrealized —

— DROPBOX INC 0.0%

Value ($000) $10 Shares 11,000 Est. Cost $0.91 Unrealized —

— ENPHASE ENERGY INC 0.0%

Value ($000) $10 Shares 10,000 Est. Cost $1.00 Unrealized —

— COUPA SOFTWARE INC 0.0%

Value ($000) $9 Shares 11,000 Est. Cost $0.93 Unrealized —

— ALARM.COM HOLDINGS INC 0.0%

Value ($000) $8 Shares 10,000 Est. Cost $0.80 Unrealized —

— SEA LTD 0.0%

Value ($000) $8 Shares 10,000 Est. Cost $0.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA	493,017	$9,855	16.1%	$14.20	—	COMMON STOCK	91912E105
PBR	PETROLEO BRASILEIRO SA	600,185	$8,882	14.5%	$11.07	—	COMMON STOCK	71654V408
—	ANGLOGOLD ASHANTI LTD	295,089	$6,990	11.4%	$20.99	—	COMMON STOCK	035128206
FCX	FREEPORT-MCMORAN INC	134,193	$6,674	10.9%	$35.91	+16.5%	COMMON STOCK	35671D857
ITUB	ITAU UNIBANCO HOLDING SA	970,102	$5,539	9.0%	$3.81	—	COMMON STOCK	465562106
IBN	ICICI BANK LTD	284,164	$5,382	8.8%	$19.75	—	COMMON STOCK	45104G104
CX	CEMEX SAB DE CV	765,994	$4,052	6.6%	$6.75	—	COMMON STOCK	151290889
BAP	CREDICORP LTD	22,192	$3,814	6.2%	$113.28	+22.5%	COMMON STOCK	G2519Y108
BBD	BANCO BRADESCO SA	625,739	$2,903	4.7%	$3.46	—	COMMON STOCK	059460303
—	AZUL SA	178,744	$2,690	4.4%	$13.33	—	COMMON STOCK	05501U106
SQM	SOCIEDAD QUIMICA Y MINERA DE CHILE SA	23,436	$2,006	3.3%	$85.59	—	COMMON STOCK	833635105
AFYA	AFYA LTD	89,874	$1,295	2.1%	$15.90	-15.0%	COMMON STOCK	G01125106
INDA	ISHARES MSCI INDIA ETF	13,200	$588	1.0%	$45.43	—	ETF	46429B598
SRNE	SORRENTO THERAPEUTICS INC	50,000	$116	0.2%	$7.96	-60.8%	COMMON STOCK	83587F202
—	AKAMAI TECHNOLOGIES INC	39,000	$45	0.1%	$1.17	—	CONVERTIBLE BOND	00971TAL5
—	FORD MOTOR CO	27,000	$32	0.1%	$1.19	—	CONVERTIBLE BOND	345370CZ1
—	VAIL RESORTS INC	32,000	$31	0.1%	$1.07	—	CONVERTIBLE BOND	91879QAN9
—	SPLUNK INC	25,000	$30	0.0%	$1.09	—	CONVERTIBLE BOND	848637AD6
—	DEXCOM INC	25,000	$28	0.0%	$1.16	—	CONVERTIBLE BOND	252131AK3
—	SHIFT4 PAYMENTS INC	24,000	$25	0.0%	$1.04	—	CONVERTIBLE BOND	82452JAB5
—	JAZZ PHARMACEUTICALS PLC	21,000	$25	0.0%	$1.13	—	CONVERTIBLE BOND	472145AF8
—	NICE LTD	21,000	$22	0.0%	$1.20	—	CONVERTIBLE BOND	653656AB4
—	PEBBLEBROOK HOTEL TRUST	17,000	$19	0.0%	$1.10	—	CONVERTIBLE BOND	70509VAA8
—	EXACT SCIENCES CORP	21,000	$19	0.0%	$1.02	—	CONVERTIBLE BOND	30063PAB1
—	INSMED INC	19,000	$18	0.0%	$1.07	—	CONVERTIBLE BOND	457669AB5
—	HALOZYME THERAPEUTICS INC	19,000	$16	0.0%	$0.84	—	CONVERTIBLE BOND	40637HAD1
—	VISHAY INTERTECHNOLOGY INC	17,000	$16	0.0%	$0.94	—	CONVERTIBLE BOND	928298AP3
—	TRAVERE THERAPEUTICS INC	16,000	$16	0.0%	$1.09	—	CONVERTIBLE BOND	761299AB2
—	GUARDANT HEALTH INC	19,000	$15	0.0%	$1.00	—	CONVERTIBLE BOND	40131MAB5
—	TYLER TECHNOLOGIES INC	13,000	$14	0.0%	$1.08	—	CONVERTIBLE BOND	902252AB1
—	AIRBNB INC	14,000	$13	0.0%	$0.93	—	CONVERTIBLE BOND	009066AB7
—	SPOTIFY TECHNOLOGY SA	13,000	$11	0.0%	$0.85	—	CONVERTIBLE BOND	84921RAB6
—	DROPBOX INC	11,000	$10	0.0%	$0.91	—	CONVERTIBLE BOND	26210CAC8
—	ENPHASE ENERGY INC	10,000	$10	0.0%	$1.00	—	CONVERTIBLE BOND	29355AAK3
—	COUPA SOFTWARE INC	11,000	$9	0.0%	$0.93	—	CONVERTIBLE BOND	22266LAF3
—	ALARM.COM HOLDINGS INC	10,000	$8	0.0%	$0.80	—	CONVERTIBLE BOND	011642AB1
—	SEA LTD	10,000	$8	0.0%	$0.80	—	CONVERTIBLE BOND	81141RAG5