Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 13, 2024

Total Value ($000): $111,444 (99.0% shares, 1.0% debt)

Holdings (43)

VALE VALE SA 12.9%

Value ($000) $14,413 Shares 908,771 Est. Cost $14.40 Unrealized —

FCX FREEPORT-MCMORAN INC 11.7%

Value ($000) $13,078 Shares 307,208 Est. Cost $36.29 Unrealized -1.1%

BBD BANCO BRADESCO SA 11.3%

Value ($000) $12,603 Shares 3,600,762 Est. Cost $3.18 Unrealized —

AU ANGLOGOLD ASHANTI PLC 10.1%

Value ($000) $11,287 Shares 603,911 Est. Cost $17.49 Unrealized -4.2%

PBR PETROLEO BRASILEIRO SA 7.1%

Value ($000) $7,899 Shares 494,589 Est. Cost $11.10 Unrealized —

IBN ICICI BANK LTD 6.5%

Value ($000) $7,265 Shares 304,740 Est. Cost $20.13 Unrealized —

JD JD.COM INC 6.1%

Value ($000) $6,817 Shares 235,950 Est. Cost $31.47 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 5.6%

Value ($000) $6,267 Shares 901,675 Est. Cost $4.37 Unrealized —

INFY INFOSYS LTD 5.4%

Value ($000) $6,053 Shares 329,304 Est. Cost $16.07 Unrealized —

ALVO ALVOTECH SA 5.4%

Value ($000) $6,015 Shares 523,915 Est. Cost $10.53 Unrealized -10.4%

AMX AMERICA MOVIL SAB DE CV 4.1%

Value ($000) $4,572 Shares 246,853 Est. Cost $18.52 Unrealized —

TX TERNIUM SA 3.8%

Value ($000) $4,289 Shares 100,986 Est. Cost $38.40 Unrealized —

HTHT H WORLD GROUP LTD 3.5%

Value ($000) $3,914 Shares 117,050 Est. Cost $33.44 Unrealized —

HDB HDFC BANK LTD 2.2%

Value ($000) $2,471 Shares 36,814 Est. Cost $67.11 Unrealized —

INDA ISHARES MSCI INDIA ETF 2.1%

Value ($000) $2,340 Shares 47,938 Est. Cost $40.72 Unrealized —

BABA ALIBABA GROUP HOLDING LTD 0.9%

Value ($000) $1,043 Shares 13,458 Est. Cost $77.51 Unrealized —

— CABLE ONE INC 0.2%

Value ($000) $190 Shares 223,000 Est. Cost $0.81 Unrealized —

— CLOUDFLARE INC 0.1%

Value ($000) $96 Shares 107,000 Est. Cost $0.84 Unrealized —

— UNITY SOFTWARE INC 0.1%

Value ($000) $69 Shares 83,000 Est. Cost $0.78 Unrealized —

— DISH NETWORK CORP 0.1%

Value ($000) $69 Shares 110,000 Est. Cost $0.53 Unrealized —

— CERIDIAN HCM HOLDING INC 0.1%

Value ($000) $67 Shares 74,000 Est. Cost $0.88 Unrealized —

— NUTANIX INC 0.0%

Value ($000) $54 Shares 52,000 Est. Cost $0.84 Unrealized —

— SPOTIFY TECHNOLOGY SA 0.0%

Value ($000) $46 Shares 52,000 Est. Cost $0.84 Unrealized —

— SEA LTD 0.0%

Value ($000) $43 Shares 52,000 Est. Cost $0.78 Unrealized —

— ETSY INC 0.0%

Value ($000) $43 Shares 53,000 Est. Cost $0.79 Unrealized —

— BLACKLINE INC 0.0%

Value ($000) $42 Shares 47,000 Est. Cost $0.82 Unrealized —

— SHAKE SHACK INC 0.0%

Value ($000) $42 Shares 51,000 Est. Cost $0.72 Unrealized —

— ALARM.COM HOLDINGS INC 0.0%

Value ($000) $41 Shares 46,000 Est. Cost $0.84 Unrealized —

— PERFICIENT INC 0.0%

Value ($000) $41 Shares 49,000 Est. Cost $0.80 Unrealized —

— SHIFT4 PAYMENTS INC 0.0%

Value ($000) $35 Shares 37,000 Est. Cost $0.81 Unrealized —

— FORD MOTOR CO 0.0%

Value ($000) $31 Shares 31,000 Est. Cost $1.04 Unrealized —

— ENVESTNET INC 0.0%

Value ($000) $30 Shares 30,000 Est. Cost $0.99 Unrealized —

— NRG ENERGY INC 0.0%

Value ($000) $28 Shares 22,000 Est. Cost $1.06 Unrealized —

— NUVASIVE INC 0.0%

Value ($000) $26 Shares 28,000 Est. Cost $0.87 Unrealized —

— LIBERTY MEDIA CORP-LIBERTY FORMULA ONE 0.0%

Value ($000) $25 Shares 25,000 Est. Cost $0.98 Unrealized —

— HAEMONETICS CORP 0.0%

Value ($000) $22 Shares 25,000 Est. Cost $0.86 Unrealized —

— FIRST MAJESTIC SILVER CORP 0.0%

Value ($000) $13 Shares 17,000 Est. Cost $0.75 Unrealized —

— PEBBLEBROOK HOTEL TRUST 0.0%

Value ($000) $13 Shares 14,000 Est. Cost $0.90 Unrealized —

— AKAMAI TECHNOLOGIES INC 0.0%

Value ($000) $12 Shares 11,000 Est. Cost $1.12 Unrealized —

— BIOMARIN PHARMACEUTICAL INC 0.0%

Value ($000) $12 Shares 12,000 Est. Cost $0.99 Unrealized —

— ETSY INC 0.0%

Value ($000) $12 Shares 10,000 Est. Cost $1.02 Unrealized —

— SEA LTD 0.0%

Value ($000) $10 Shares 10,000 Est. Cost $1.05 Unrealized —

— MARRIOTT VACATIONS WORLDWIDE CORP 0.0%

Value ($000) $9 Shares 10,000 Est. Cost $0.89 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA	908,771	$14,413	12.9%	$14.40	—	COMMON STOCK	91912E105
FCX	FREEPORT-MCMORAN INC	307,208	$13,078	11.7%	$36.29	-1.1%	COMMON STOCK	35671D857
BBD	BANCO BRADESCO SA	3,600,762	$12,603	11.3%	$3.18	—	COMMON STOCK	059460303
AU	ANGLOGOLD ASHANTI PLC	603,911	$11,287	10.1%	$17.49	-4.2%	COMMON STOCK	G0378L100
PBR	PETROLEO BRASILEIRO SA	494,589	$7,899	7.1%	$11.10	—	COMMON STOCK	71654V408
IBN	ICICI BANK LTD	304,740	$7,265	6.5%	$20.13	—	COMMON STOCK	45104G104
JD	JD.COM INC	235,950	$6,817	6.1%	$31.47	—	COMMON STOCK	47215P106
ITUB	ITAU UNIBANCO HOLDING SA	901,675	$6,267	5.6%	$4.37	—	COMMON STOCK	465562106
INFY	INFOSYS LTD	329,304	$6,053	5.4%	$16.07	—	COMMON STOCK	456788108
ALVO	ALVOTECH SA	523,915	$6,015	5.4%	$10.53	-10.4%	COMMON STOCK	L01800108
AMX	AMERICA MOVIL SAB DE CV	246,853	$4,572	4.1%	$18.52	—	COMMON STOCK	02390A101
TX	TERNIUM SA	100,986	$4,289	3.8%	$38.40	—	COMMON STOCK	880890108
HTHT	H WORLD GROUP LTD	117,050	$3,914	3.5%	$33.44	—	COMMON STOCK	44332N106
HDB	HDFC BANK LTD	36,814	$2,471	2.2%	$67.11	—	COMMON STOCK	40415F101
INDA	ISHARES MSCI INDIA ETF	47,938	$2,340	2.1%	$40.72	—	ETF	46429B598
BABA	ALIBABA GROUP HOLDING LTD	13,458	$1,043	0.9%	$77.51	—	COMMON STOCK	01609W102
—	CABLE ONE INC	223,000	$190	0.2%	$0.81	—	CONVERTIBLE BOND	12685JAE5
—	CLOUDFLARE INC	107,000	$96	0.1%	$0.84	—	CONVERTIBLE BOND	18915MAC1
—	UNITY SOFTWARE INC	83,000	$69	0.1%	$0.78	—	CONVERTIBLE BOND	91332UAB7
—	DISH NETWORK CORP	110,000	$69	0.1%	$0.53	—	CONVERTIBLE BOND	25470MAF6
—	CERIDIAN HCM HOLDING INC	74,000	$67	0.1%	$0.88	—	CONVERTIBLE BOND	15677JAD0
—	NUTANIX INC	52,000	$54	0.0%	$0.84	—	CONVERTIBLE BOND	67059NAH1
—	SPOTIFY TECHNOLOGY SA	52,000	$46	0.0%	$0.84	—	CONVERTIBLE BOND	84921RAB6
—	SEA LTD	52,000	$43	0.0%	$0.78	—	CONVERTIBLE BOND	81141RAG5
—	ETSY INC	53,000	$43	0.0%	$0.79	—	CONVERTIBLE BOND	29786AAN6
—	BLACKLINE INC	47,000	$42	0.0%	$0.82	—	CONVERTIBLE BOND	09239BAD1
—	SHAKE SHACK INC	51,000	$42	0.0%	$0.72	—	CONVERTIBLE BOND	819047AB7
—	ALARM.COM HOLDINGS INC	46,000	$41	0.0%	$0.84	—	CONVERTIBLE BOND	011642AB1
—	PERFICIENT INC	49,000	$41	0.0%	$0.80	—	CONVERTIBLE BOND	71375UAF8
—	SHIFT4 PAYMENTS INC	37,000	$35	0.0%	$0.81	—	CONVERTIBLE BOND	82452JAD1
—	FORD MOTOR CO	31,000	$31	0.0%	$1.04	—	CONVERTIBLE BOND	345370CZ1
—	ENVESTNET INC	30,000	$30	0.0%	$0.99	—	CONVERTIBLE BOND	29404KAG1
—	NRG ENERGY INC	22,000	$28	0.0%	$1.06	—	CONVERTIBLE BOND	629377CG5
—	NUVASIVE INC	28,000	$26	0.0%	$0.87	—	CONVERTIBLE BOND	670704AJ4
—	LIBERTY MEDIA CORP-LIBERTY FORMULA ONE	25,000	$25	0.0%	$0.98	—	CONVERTIBLE BOND	531229AQ5
—	HAEMONETICS CORP	25,000	$22	0.0%	$0.86	—	CONVERTIBLE BOND	405024AB6
—	FIRST MAJESTIC SILVER CORP	17,000	$13	0.0%	$0.75	—	CONVERTIBLE BOND	32076VAD5
—	PEBBLEBROOK HOTEL TRUST	14,000	$13	0.0%	$0.90	—	CONVERTIBLE BOND	70509VAA8
—	AKAMAI TECHNOLOGIES INC	11,000	$12	0.0%	$1.12	—	CONVERTIBLE BOND	00971TAL5
—	BIOMARIN PHARMACEUTICAL INC	12,000	$12	0.0%	$0.99	—	CONVERTIBLE BOND	09061GAH4
—	ETSY INC	10,000	$12	0.0%	$1.02	—	CONVERTIBLE BOND	29786AAJ5
—	SEA LTD	10,000	$10	0.0%	$1.05	—	CONVERTIBLE BOND	81141RAF7
—	MARRIOTT VACATIONS WORLDWIDE CORP	10,000	$9	0.0%	$0.89	—	CONVERTIBLE BOND	57164YAF4