Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $56,999 (99.6% shares, 0.4% debt)

Holdings (30)

PBR PETROLEO BRASILEIRO SA 16.1%

Value ($000) $9,169 Shares 785,022 Est. Cost $11.21 Unrealized —

VALE VALE SA 13.2%

Value ($000) $7,506 Shares 513,120 Est. Cost $14.21 Unrealized —

IBN ICICI BANK LTD 11.3%

Value ($000) $6,442 Shares 363,154 Est. Cost $19.31 Unrealized —

— ANGLOGOLD ASHANTI LTD 9.8%

Value ($000) $5,609 Shares 379,289 Est. Cost $19.62 Unrealized —

ALVO ALVOTECH SA 9.6%

Value ($000) $5,479 Shares 667,367 Est. Cost $9.31 Unrealized 0.0%

ITUB ITAU UNIBANCO HOLDING SA 9.3%

Value ($000) $5,291 Shares 1,236,343 Est. Cost $3.91 Unrealized —

FCX FREEPORT-MCMORAN INC 9.0%

Value ($000) $5,108 Shares 174,593 Est. Cost $36.37 Unrealized +4.3%

BAP CREDICORP LTD 6.1%

Value ($000) $3,467 Shares 28,920 Est. Cost $116.33 Unrealized +8.7%

BBD BANCO BRADESCO SA 5.0%

Value ($000) $2,833 Shares 869,160 Est. Cost $3.41 Unrealized —

INDA ISHARES MSCI INDIA ETF 3.1%

Value ($000) $1,771 Shares 45,000 Est. Cost $41.14 Unrealized —

— AZUL SA 2.9%

Value ($000) $1,651 Shares 232,544 Est. Cost $11.89 Unrealized —

TX TERNIUM SA 2.3%

Value ($000) $1,283 Shares 35,558 Est. Cost $36.08 Unrealized —

AFYA AFYA LTD 1.8%

Value ($000) $1,037 Shares 104,288 Est. Cost $15.39 Unrealized -20.8%

SRNE SORRENTO THERAPEUTICS INC 0.2%

Value ($000) $132 Shares 66,000 Est. Cost $6.45 Unrealized -73.2%

— VAIL RESORTS INC 0.0%

Value ($000) $28 Shares 32,000 Est. Cost $1.07 Unrealized —

— PROGRESS SOFTWARE CORP 0.0%

Value ($000) $19 Shares 20,000 Est. Cost $0.95 Unrealized —

— SPLUNK INC 0.0%

Value ($000) $17 Shares 21,000 Est. Cost $0.81 Unrealized —

— VISHAY INTERTECHNOLOGY INC 0.0%

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

— HALOZYME THERAPEUTICS INC 0.0%

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

— SPOTIFY TECHNOLOGY SA 0.0%

Value ($000) $15 Shares 19,000 Est. Cost $0.83 Unrealized —

— TRAVERE THERAPEUTICS INC 0.0%

Value ($000) $15 Shares 16,000 Est. Cost $1.09 Unrealized —

— DROPBOX INC 0.0%

Value ($000) $14 Shares 16,000 Est. Cost $0.90 Unrealized —

— SEA LTD 0.0%

Value ($000) $13 Shares 18,000 Est. Cost $0.77 Unrealized —

— DOCUSIGN INC 0.0%

Value ($000) $12 Shares 13,000 Est. Cost $0.92 Unrealized —

— RINGCENTRAL INC 0.0%

Value ($000) $12 Shares 15,000 Est. Cost $0.80 Unrealized —

— IONIS PHARMACEUTICALS INC 0.0%

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

— ETSY INC 0.0%

Value ($000) $9 Shares 13,000 Est. Cost $0.69 Unrealized —

— ALARM.COM HOLDINGS INC 0.0%

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

— COUPA SOFTWARE INC 0.0%

Value ($000) $8 Shares 11,000 Est. Cost $0.93 Unrealized —

— OKTA INC 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PBR	PETROLEO BRASILEIRO SA	785,022	$9,169	16.1%	$11.21	—	COMMON STOCK	71654V408
VALE	VALE SA	513,120	$7,506	13.2%	$14.21	—	COMMON STOCK	91912E105
IBN	ICICI BANK LTD	363,154	$6,442	11.3%	$19.31	—	COMMON STOCK	45104G104
—	ANGLOGOLD ASHANTI LTD	379,289	$5,609	9.8%	$19.62	—	COMMON STOCK	035128206
ALVO	ALVOTECH SA	667,367	$5,479	9.6%	$9.31	0.0%	COMMON STOCK	L01800108
ITUB	ITAU UNIBANCO HOLDING SA	1,236,343	$5,291	9.3%	$3.91	—	COMMON STOCK	465562106
FCX	FREEPORT-MCMORAN INC	174,593	$5,108	9.0%	$36.37	+4.3%	COMMON STOCK	35671D857
BAP	CREDICORP LTD	28,920	$3,467	6.1%	$116.33	+8.7%	COMMON STOCK	G2519Y108
BBD	BANCO BRADESCO SA	869,160	$2,833	5.0%	$3.41	—	COMMON STOCK	059460303
INDA	ISHARES MSCI INDIA ETF	45,000	$1,771	3.1%	$41.14	—	ETF	46429B598
—	AZUL SA	232,544	$1,651	2.9%	$11.89	—	COMMON STOCK	05501U106
TX	TERNIUM SA	35,558	$1,283	2.3%	$36.08	—	COMMON STOCK	880890108
AFYA	AFYA LTD	104,288	$1,037	1.8%	$15.39	-20.8%	COMMON STOCK	G01125106
SRNE	SORRENTO THERAPEUTICS INC	66,000	$132	0.2%	$6.45	-73.2%	COMMON STOCK	83587F202
—	VAIL RESORTS INC	32,000	$28	0.0%	$1.07	—	CONVERTIBLE BOND	91879QAN9
—	PROGRESS SOFTWARE CORP	20,000	$19	0.0%	$0.95	—	CONVERTIBLE BOND	743312AB6
—	SPLUNK INC	21,000	$17	0.0%	$0.81	—	CONVERTIBLE BOND	848637AF1
—	VISHAY INTERTECHNOLOGY INC	17,000	$16	0.0%	$0.94	—	CONVERTIBLE BOND	928298AP3
—	HALOZYME THERAPEUTICS INC	19,000	$16	0.0%	$0.84	—	CONVERTIBLE BOND	40637HAD1
—	SPOTIFY TECHNOLOGY SA	19,000	$15	0.0%	$0.83	—	CONVERTIBLE BOND	84921RAB6
—	TRAVERE THERAPEUTICS INC	16,000	$15	0.0%	$1.09	—	CONVERTIBLE BOND	761299AB2
—	DROPBOX INC	16,000	$14	0.0%	$0.90	—	CONVERTIBLE BOND	26210CAC8
—	SEA LTD	18,000	$13	0.0%	$0.77	—	CONVERTIBLE BOND	81141RAG5
—	DOCUSIGN INC	13,000	$12	0.0%	$0.92	—	CONVERTIBLE BOND	256163AD8
—	RINGCENTRAL INC	15,000	$12	0.0%	$0.80	—	CONVERTIBLE BOND	76680RAF4
—	IONIS PHARMACEUTICALS INC	13,000	$11	0.0%	$0.85	—	CONVERTIBLE BOND	462222AB6
—	ETSY INC	13,000	$9	0.0%	$0.69	—	CONVERTIBLE BOND	29786AAN6
—	ALARM.COM HOLDINGS INC	10,000	$8	0.0%	$0.80	—	CONVERTIBLE BOND	011642AB1
—	COUPA SOFTWARE INC	11,000	$8	0.0%	$0.93	—	CONVERTIBLE BOND	22266LAF3
—	OKTA INC	10,000	$8	0.0%	$0.80	—	CONVERTIBLE BOND	679295AF2