Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Apr 21, 2023

Total Value ($000): $66,922 (99.0% shares, 1.0% debt)

Holdings (44)

VALE VALE SA 15.2%

Value ($000) $10,143 Shares 597,728 Est. Cost $13.98 Unrealized —

— ANGLOGOLD ASHANTI LTD 12.4%

Value ($000) $8,284 Shares 426,589 Est. Cost $18.94 Unrealized —

FCX FREEPORT-MCMORAN INC 11.8%

Value ($000) $7,897 Shares 207,808 Est. Cost $34.98 Unrealized -4.3%

ALVO ALVOTECH SA 10.0%

Value ($000) $6,674 Shares 667,367 Est. Cost $9.31 Unrealized -24.9%

PBR PETROLEO BRASILEIRO SA 9.8%

Value ($000) $6,591 Shares 618,908 Est. Cost $11.20 Unrealized —

IBN ICICI BANK LTD 9.7%

Value ($000) $6,522 Shares 297,931 Est. Cost $19.31 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 6.7%

Value ($000) $4,499 Shares 955,189 Est. Cost $4.05 Unrealized —

BAP CREDICORP LTD 6.6%

Value ($000) $4,448 Shares 32,791 Est. Cost $116.55 Unrealized +12.1%

BBD BANCO BRADESCO SA 4.6%

Value ($000) $3,076 Shares 1,068,220 Est. Cost $3.39 Unrealized —

INDA ISHARES MSCI INDIA ETF 4.3%

Value ($000) $2,897 Shares 69,400 Est. Cost $41.05 Unrealized —

— AZUL SA 2.7%

Value ($000) $1,832 Shares 299,774 Est. Cost $10.81 Unrealized —

TX TERNIUM SA 1.8%

Value ($000) $1,212 Shares 39,658 Est. Cost $35.12 Unrealized —

PAGS PAGSEGURO DIGITAL LTD 1.8%

Value ($000) $1,193 Shares 136,508 Est. Cost $13.35 Unrealized -12.0%

AFYA AFYA LTD 1.4%

Value ($000) $949 Shares 60,783 Est. Cost $15.39 Unrealized -4.7%

— CABLE ONE INC 0.1%

Value ($000) $70 Shares 88,000 Est. Cost $0.79 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.1%

Value ($000) $58 Shares 66,000 Est. Cost $6.45 Unrealized -79.4%

— WESTERN DIGITAL CORP 0.1%

Value ($000) $36 Shares 38,000 Est. Cost $0.93 Unrealized —

— DOCUSIGN INC 0.0%

Value ($000) $32 Shares 34,000 Est. Cost $0.93 Unrealized —

— ENVESTNET INC 0.0%

Value ($000) $32 Shares 35,000 Est. Cost $0.83 Unrealized —

— SPOTIFY TECHNOLOGY SA 0.0%

Value ($000) $28 Shares 35,000 Est. Cost $0.81 Unrealized —

— SHOPIFY INC 0.0%

Value ($000) $26 Shares 30,000 Est. Cost $0.82 Unrealized —

— AIRBNB INC 0.0%

Value ($000) $26 Shares 31,000 Est. Cost $0.80 Unrealized —

— SEA LTD 0.0%

Value ($000) $25 Shares 34,000 Est. Cost $0.73 Unrealized —

— SPLUNK INC 0.0%

Value ($000) $24 Shares 28,000 Est. Cost $0.80 Unrealized —

— BENTLEY SYSTEMS INC 0.0%

Value ($000) $23 Shares 28,000 Est. Cost $0.75 Unrealized —

— NUVASIVE INC 0.0%

Value ($000) $21 Shares 24,000 Est. Cost $0.84 Unrealized —

— DIGITALOCEAN HOLDINGS INC 0.0%

Value ($000) $20 Shares 27,000 Est. Cost $0.75 Unrealized —

— COUPA SOFTWARE INC 0.0%

Value ($000) $20 Shares 21,000 Est. Cost $0.86 Unrealized —

— NUTANIX INC 0.0%

Value ($000) $20 Shares 24,000 Est. Cost $0.84 Unrealized —

— SHAKE SHACK INC 0.0%

Value ($000) $19 Shares 29,000 Est. Cost $0.67 Unrealized —

— IONIS PHARMACEUTICALS INC 0.0%

Value ($000) $19 Shares 21,000 Est. Cost $0.87 Unrealized —

— CERIDIAN LLC 0.0%

Value ($000) $19 Shares 21,000 Est. Cost $0.82 Unrealized —

— UNITY SOFTWARE INC 0.0%

Value ($000) $18 Shares 24,000 Est. Cost $0.75 Unrealized —

— ALARM.COM HOLDINGS INC 0.0%

Value ($000) $17 Shares 21,000 Est. Cost $0.80 Unrealized —

— SHIFT4 PAYMENTS INC 0.0%

Value ($000) $17 Shares 20,000 Est. Cost $0.76 Unrealized —

— OKTA INC 0.0%

Value ($000) $17 Shares 20,000 Est. Cost $0.80 Unrealized —

— BLOCK INC 0.0%

Value ($000) $16 Shares 20,000 Est. Cost $0.81 Unrealized —

— WIX.COM LTD 0.0%

Value ($000) $16 Shares 19,000 Est. Cost $0.79 Unrealized —

— DROPBOX INC 0.0%

Value ($000) $15 Shares 17,000 Est. Cost $0.89 Unrealized —

— JETBLUE AIRWAYS CORP 0.0%

Value ($000) $15 Shares 21,000 Est. Cost $0.73 Unrealized —

— PERFICIENT INC 0.0%

Value ($000) $15 Shares 19,000 Est. Cost $0.78 Unrealized —

— BLACKLINE INC 0.0%

Value ($000) $15 Shares 17,000 Est. Cost $0.76 Unrealized —

— RAPID7 INC 0.0%

Value ($000) $13 Shares 16,000 Est. Cost $0.79 Unrealized —

— CLOUDFLARE INC 0.0%

Value ($000) $11 Shares 13,000 Est. Cost $0.77 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA	597,728	$10,143	15.2%	$13.98	—	COMMON STOCK	91912E105
—	ANGLOGOLD ASHANTI LTD	426,589	$8,284	12.4%	$18.94	—	COMMON STOCK	035128206
FCX	FREEPORT-MCMORAN INC	207,808	$7,897	11.8%	$34.98	-4.3%	COMMON STOCK	35671D857
ALVO	ALVOTECH SA	667,367	$6,674	10.0%	$9.31	-24.9%	COMMON STOCK	L01800108
PBR	PETROLEO BRASILEIRO SA	618,908	$6,591	9.8%	$11.20	—	COMMON STOCK	71654V408
IBN	ICICI BANK LTD	297,931	$6,522	9.7%	$19.31	—	COMMON STOCK	45104G104
ITUB	ITAU UNIBANCO HOLDING SA	955,189	$4,499	6.7%	$4.05	—	COMMON STOCK	465562106
BAP	CREDICORP LTD	32,791	$4,448	6.6%	$116.55	+12.1%	COMMON STOCK	G2519Y108
BBD	BANCO BRADESCO SA	1,068,220	$3,076	4.6%	$3.39	—	COMMON STOCK	059460303
INDA	ISHARES MSCI INDIA ETF	69,400	$2,897	4.3%	$41.05	—	ETF	46429B598
—	AZUL SA	299,774	$1,832	2.7%	$10.81	—	COMMON STOCK	05501U106
TX	TERNIUM SA	39,658	$1,212	1.8%	$35.12	—	COMMON STOCK	880890108
PAGS	PAGSEGURO DIGITAL LTD	136,508	$1,193	1.8%	$13.35	-12.0%	COMMON STOCK	G68707101
AFYA	AFYA LTD	60,783	$949	1.4%	$15.39	-4.7%	COMMON STOCK	G01125106
—	CABLE ONE INC	88,000	$70	0.1%	$0.79	—	CONVERTIBLE BOND	12685JAE5
SRNE	SORRENTO THERAPEUTICS INC	66,000	$58	0.1%	$6.45	-79.4%	COMMON STOCK	83587F202
—	WESTERN DIGITAL CORP	38,000	$36	0.1%	$0.93	—	CONVERTIBLE BOND	958102AP0
—	DOCUSIGN INC	34,000	$32	0.0%	$0.93	—	CONVERTIBLE BOND	256163AD8
—	ENVESTNET INC	35,000	$32	0.0%	$0.83	—	CONVERTIBLE BOND	29404KAE6
—	SPOTIFY TECHNOLOGY SA	35,000	$28	0.0%	$0.81	—	CONVERTIBLE BOND	84921RAB6
—	SHOPIFY INC	30,000	$26	0.0%	$0.82	—	CONVERTIBLE BOND	82509LAA5
—	AIRBNB INC	31,000	$26	0.0%	$0.80	—	CONVERTIBLE BOND	009066AB7
—	SEA LTD	34,000	$25	0.0%	$0.73	—	CONVERTIBLE BOND	81141RAG5
—	SPLUNK INC	28,000	$24	0.0%	$0.80	—	CONVERTIBLE BOND	848637AF1
—	BENTLEY SYSTEMS INC	28,000	$23	0.0%	$0.75	—	CONVERTIBLE BOND	08265TAD1
—	NUVASIVE INC	24,000	$21	0.0%	$0.84	—	CONVERTIBLE BOND	670704AJ4
—	DIGITALOCEAN HOLDINGS INC	27,000	$20	0.0%	$0.75	—	CONVERTIBLE BOND	25402DAB8
—	COUPA SOFTWARE INC	21,000	$20	0.0%	$0.86	—	CONVERTIBLE BOND	22266LAF3
—	NUTANIX INC	24,000	$20	0.0%	$0.84	—	CONVERTIBLE BOND	67059NAH1
—	SHAKE SHACK INC	29,000	$19	0.0%	$0.67	—	CONVERTIBLE BOND	819047AB7
—	IONIS PHARMACEUTICALS INC	21,000	$19	0.0%	$0.87	—	CONVERTIBLE BOND	462222AB6
—	CERIDIAN LLC	21,000	$19	0.0%	$0.82	—	CONVERTIBLE BOND	15677JAD0
—	UNITY SOFTWARE INC	24,000	$18	0.0%	$0.75	—	CONVERTIBLE BOND	91332UAB7
—	ALARM.COM HOLDINGS INC	21,000	$17	0.0%	$0.80	—	CONVERTIBLE BOND	011642AB1
—	SHIFT4 PAYMENTS INC	20,000	$17	0.0%	$0.76	—	CONVERTIBLE BOND	82452JAD1
—	OKTA INC	20,000	$17	0.0%	$0.80	—	CONVERTIBLE BOND	679295AF2
—	BLOCK INC	20,000	$16	0.0%	$0.81	—	CONVERTIBLE BOND	852234AJ2
—	WIX.COM LTD	19,000	$16	0.0%	$0.79	—	CONVERTIBLE BOND	92940WAD1
—	DROPBOX INC	17,000	$15	0.0%	$0.89	—	CONVERTIBLE BOND	26210CAC8
—	JETBLUE AIRWAYS CORP	21,000	$15	0.0%	$0.73	—	CONVERTIBLE BOND	477143AP6
—	PERFICIENT INC	19,000	$15	0.0%	$0.78	—	CONVERTIBLE BOND	71375UAF8
—	BLACKLINE INC	17,000	$15	0.0%	$0.76	—	CONVERTIBLE BOND	09239BAD1
—	RAPID7 INC	16,000	$13	0.0%	$0.79	—	CONVERTIBLE BOND	753422AF1
—	CLOUDFLARE INC	13,000	$11	0.0%	$0.77	—	CONVERTIBLE BOND	18915MAC1