Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $48,843 (98.1% shares, 1.9% debt)

Holdings (30)

VALE VALE SA 13.8%

Value ($000) $6,742 Shares 480,901 Est. Cost $14.05 Unrealized —

PBR PETROLEO BRASILEIRO SA 13.2%

Value ($000) $6,437 Shares 586,248 Est. Cost $10.98 Unrealized —

— ANGLOGOLD ASHANTI LTD 12.4%

Value ($000) $6,046 Shares 288,189 Est. Cost $20.93 Unrealized —

IBN ICICI BANK LTD 11.3%

Value ($000) $5,495 Shares 277,695 Est. Cost $19.77 Unrealized —

FCX FREEPORT-MCMORAN INC 11.2%

Value ($000) $5,457 Shares 130,793 Est. Cost $35.75 Unrealized +0.1%

CX CEMEX SAB DE CV 10.4%

Value ($000) $5,082 Shares 749,642 Est. Cost $6.79 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 7.3%

Value ($000) $3,556 Shares 948,453 Est. Cost $3.77 Unrealized —

BAP CREDICORP LTD 5.4%

Value ($000) $2,638 Shares 21,616 Est. Cost $112.60 Unrealized 0.0%

— AZUL SA 4.7%

Value ($000) $2,298 Shares 174,144 Est. Cost $13.28 Unrealized —

BBD BANCO BRADESCO SA 4.3%

Value ($000) $2,095 Shares 612,701 Est. Cost $3.44 Unrealized —

AFYA AFYA LTD 2.9%

Value ($000) $1,424 Shares 90,685 Est. Cost $15.90 Unrealized -0.2%

INDA ISHARES MSCI INDIA ETF 0.9%

Value ($000) $426 Shares 9,300 Est. Cost $45.81 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.5%

Value ($000) $232 Shares 50,000 Est. Cost $7.96 Unrealized -22.0%

— JAZZ PHARMACEUTICALS PLC 0.2%

Value ($000) $85 Shares 75,000 Est. Cost $1.13 Unrealized —

— SPLUNK INC 0.2%

Value ($000) $82 Shares 75,000 Est. Cost $1.09 Unrealized —

— AKAMAI TECHNOLOGIES INC 0.2%

Value ($000) $81 Shares 69,000 Est. Cost $1.17 Unrealized —

— VAIL RESORTS INC 0.2%

Value ($000) $80 Shares 75,000 Est. Cost $1.07 Unrealized —

— TWITTER INC 0.1%

Value ($000) $69 Shares 64,000 Est. Cost $1.08 Unrealized —

— NICE LTD 0.1%

Value ($000) $59 Shares 49,000 Est. Cost $1.20 Unrealized —

— LUMENTUM HOLDINGS INC 0.1%

Value ($000) $53 Shares 43,000 Est. Cost $1.23 Unrealized —

— EXACT SCIENCES CORP 0.1%

Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —

— TRAVERE THERAPEUTICS INC 0.1%

Value ($000) $49 Shares 45,000 Est. Cost $1.09 Unrealized —

— PEBBLEBROOK HOTEL TRUST 0.1%

Value ($000) $45 Shares 41,000 Est. Cost $1.10 Unrealized —

— RINGCENTRAL INC 0.1%

Value ($000) $44 Shares 50,000 Est. Cost $0.88 Unrealized —

— PEGASYSTEMS INC 0.1%

Value ($000) $43 Shares 41,000 Est. Cost $1.05 Unrealized —

— INSMED INC 0.1%

Value ($000) $43 Shares 40,000 Est. Cost $1.07 Unrealized —

— COUPA SOFTWARE INC 0.1%

Value ($000) $39 Shares 42,000 Est. Cost $0.93 Unrealized —

— OKTA INC 0.1%

Value ($000) $34 Shares 29,000 Est. Cost $1.17 Unrealized —

— GUARDANT HEALTH INC 0.1%

Value ($000) $29 Shares 29,000 Est. Cost $1.00 Unrealized —

— DEXCOM INC 0.1%

Value ($000) $29 Shares 25,000 Est. Cost $1.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA	480,901	$6,742	13.8%	$14.05	—	COMMON STOCK	91912E105
PBR	PETROLEO BRASILEIRO SA	586,248	$6,437	13.2%	$10.98	—	COMMON STOCK	71654V408
—	ANGLOGOLD ASHANTI LTD	288,189	$6,046	12.4%	$20.93	—	COMMON STOCK	035128206
IBN	ICICI BANK LTD	277,695	$5,495	11.3%	$19.77	—	COMMON STOCK	45104G104
FCX	FREEPORT-MCMORAN INC	130,793	$5,457	11.2%	$35.75	+0.1%	COMMON STOCK	35671D857
CX	CEMEX SAB DE CV	749,642	$5,082	10.4%	$6.79	—	COMMON STOCK	151290889
ITUB	ITAU UNIBANCO HOLDING SA	948,453	$3,556	7.3%	$3.77	—	COMMON STOCK	465562106
BAP	CREDICORP LTD	21,616	$2,638	5.4%	$112.60	0.0%	COMMON STOCK	G2519Y108
—	AZUL SA	174,144	$2,298	4.7%	$13.28	—	COMMON STOCK	05501U106
BBD	BANCO BRADESCO SA	612,701	$2,095	4.3%	$3.44	—	COMMON STOCK	059460303
AFYA	AFYA LTD	90,685	$1,424	2.9%	$15.90	-0.2%	COMMON STOCK	G01125106
INDA	ISHARES MSCI INDIA ETF	9,300	$426	0.9%	$45.81	—	ETF	46429B598
SRNE	SORRENTO THERAPEUTICS INC	50,000	$232	0.5%	$7.96	-22.0%	COMMON STOCK	83587F202
—	JAZZ PHARMACEUTICALS PLC	75,000	$85	0.2%	$1.13	—	CONVERTIBLE BOND	472145AF8
—	SPLUNK INC	75,000	$82	0.2%	$1.09	—	CONVERTIBLE BOND	848637AD6
—	AKAMAI TECHNOLOGIES INC	69,000	$81	0.2%	$1.17	—	CONVERTIBLE BOND	00971TAL5
—	VAIL RESORTS INC	75,000	$80	0.2%	$1.07	—	CONVERTIBLE BOND	91879QAN9
—	TWITTER INC	64,000	$69	0.1%	$1.08	—	CONVERTIBLE BOND	90184LAF9
—	NICE LTD	49,000	$59	0.1%	$1.20	—	CONVERTIBLE BOND	653656AB4
—	LUMENTUM HOLDINGS INC	43,000	$53	0.1%	$1.23	—	CONVERTIBLE BOND	55024UAD1
—	EXACT SCIENCES CORP	50,000	$51	0.1%	$1.02	—	CONVERTIBLE BOND	30063PAB1
—	TRAVERE THERAPEUTICS INC	45,000	$49	0.1%	$1.09	—	CONVERTIBLE BOND	761299AB2
—	PEBBLEBROOK HOTEL TRUST	41,000	$45	0.1%	$1.10	—	CONVERTIBLE BOND	70509VAA8
—	RINGCENTRAL INC	50,000	$44	0.1%	$0.88	—	CONVERTIBLE BOND	76680RAH0
—	PEGASYSTEMS INC	41,000	$43	0.1%	$1.05	—	CONVERTIBLE BOND	705573AB9
—	INSMED INC	40,000	$43	0.1%	$1.07	—	CONVERTIBLE BOND	457669AB5
—	COUPA SOFTWARE INC	42,000	$39	0.1%	$0.93	—	CONVERTIBLE BOND	22266LAF3
—	OKTA INC	29,000	$34	0.1%	$1.17	—	CONVERTIBLE BOND	679295AF2
—	GUARDANT HEALTH INC	29,000	$29	0.1%	$1.00	—	CONVERTIBLE BOND	40131MAB5
—	DEXCOM INC	25,000	$29	0.1%	$1.16	—	CONVERTIBLE BOND	252131AK3