Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $64,214 (99.4% shares, 0.6% debt)

Holdings (39)

VALE VALE SA 14.4%

Value ($000) $9,221 Shares 692,332 Est. Cost $13.98 Unrealized —

PBR PETROLEO BRASILEIRO SA 11.6%

Value ($000) $7,422 Shares 601,504 Est. Cost $11.21 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 11.2%

Value ($000) $7,200 Shares 1,392,798 Est. Cost $4.05 Unrealized —

IBN ICICI BANK LTD 10.8%

Value ($000) $6,904 Shares 329,259 Est. Cost $19.31 Unrealized —

— ANGLOGOLD ASHANTI LTD 9.2%

Value ($000) $5,930 Shares 429,089 Est. Cost $18.94 Unrealized —

FCX FREEPORT-MCMORAN INC 8.9%

Value ($000) $5,706 Shares 208,808 Est. Cost $34.98 Unrealized -20.3%

ALVO ALVOTECH SA 7.0%

Value ($000) $4,511 Shares 667,367 Est. Cost $9.31 Unrealized -17.1%

BAP CREDICORP LTD 6.3%

Value ($000) $4,045 Shares 32,944 Est. Cost $116.55 Unrealized +1.4%

BBD BANCO BRADESCO SA 5.6%

Value ($000) $3,586 Shares 974,539 Est. Cost $3.44 Unrealized —

INDA ISHARES MSCI INDIA ETF 4.2%

Value ($000) $2,728 Shares 66,900 Est. Cost $41.02 Unrealized —

— AZUL SA 3.4%

Value ($000) $2,155 Shares 264,844 Est. Cost $11.43 Unrealized —

PAGS PAGSEGURO DIGITAL LTD 2.8%

Value ($000) $1,817 Shares 137,408 Est. Cost $13.35 Unrealized 0.0%

AFYA AFYA LTD 2.2%

Value ($000) $1,382 Shares 101,933 Est. Cost $15.39 Unrealized -23.4%

TX TERNIUM SA 1.7%

Value ($000) $1,094 Shares 39,958 Est. Cost $35.12 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.2%

Value ($000) $103 Shares 66,000 Est. Cost $6.45 Unrealized -64.8%

— WESTERN DIGITAL CORP 0.1%

Value ($000) $41 Shares 44,000 Est. Cost $0.93 Unrealized —

— ENVESTNET INC 0.0%

Value ($000) $29 Shares 35,000 Est. Cost $0.83 Unrealized —

— SPOTIFY TECHNOLOGY SA 0.0%

Value ($000) $26 Shares 33,000 Est. Cost $0.81 Unrealized —

— ILLUMINA INC 0.0%

Value ($000) $25 Shares 27,000 Est. Cost $0.93 Unrealized —

— DOCUSIGN INC 0.0%

Value ($000) $25 Shares 27,000 Est. Cost $0.92 Unrealized —

— SPLUNK INC 0.0%

Value ($000) $22 Shares 29,000 Est. Cost $0.80 Unrealized —

— BENTLEY SYSTEMS INC 0.0%

Value ($000) $21 Shares 28,000 Est. Cost $0.75 Unrealized —

— SEA LTD 0.0%

Value ($000) $19 Shares 28,000 Est. Cost $0.73 Unrealized —

— VISHAY INTERTECHNOLOGY INC 0.0%

Value ($000) $18 Shares 20,000 Est. Cost $0.94 Unrealized —

— IONIS PHARMACEUTICALS INC 0.0%

Value ($000) $15 Shares 17,000 Est. Cost $0.85 Unrealized —

— WIX.COM LTD 0.0%

Value ($000) $15 Shares 19,000 Est. Cost $0.79 Unrealized —

— COUPA SOFTWARE INC 0.0%

Value ($000) $14 Shares 19,000 Est. Cost $0.85 Unrealized —

— NUVASIVE INC 0.0%

Value ($000) $14 Shares 17,000 Est. Cost $0.82 Unrealized —

— DROPBOX INC 0.0%

Value ($000) $14 Shares 17,000 Est. Cost $0.89 Unrealized —

— BLACKLINE INC 0.0%

Value ($000) $13 Shares 17,000 Est. Cost $0.76 Unrealized —

— ETSY INC 0.0%

Value ($000) $13 Shares 17,000 Est. Cost $0.71 Unrealized —

— ALARM.COM HOLDINGS INC 0.0%

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

— SHAKE SHACK INC 0.0%

Value ($000) $12 Shares 18,000 Est. Cost $0.67 Unrealized —

— SHIFT4 PAYMENTS INC 0.0%

Value ($000) $11 Shares 15,000 Est. Cost $0.73 Unrealized —

— SHOPIFY INC 0.0%

Value ($000) $11 Shares 14,000 Est. Cost $0.79 Unrealized —

— CERIDIAN LLC 0.0%

Value ($000) $11 Shares 14,000 Est. Cost $0.79 Unrealized —

— CLOUDFLARE INC 0.0%

Value ($000) $10 Shares 13,000 Est. Cost $0.77 Unrealized —

— OKTA INC 0.0%

Value ($000) $10 Shares 14,000 Est. Cost $0.78 Unrealized —

— AIRBNB INC 0.0%

Value ($000) $9 Shares 12,000 Est. Cost $0.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA	692,332	$9,221	14.4%	$13.98	—	COMMON STOCK	91912E105
PBR	PETROLEO BRASILEIRO SA	601,504	$7,422	11.6%	$11.21	—	COMMON STOCK	71654V408
ITUB	ITAU UNIBANCO HOLDING SA	1,392,798	$7,200	11.2%	$4.05	—	COMMON STOCK	465562106
IBN	ICICI BANK LTD	329,259	$6,904	10.8%	$19.31	—	COMMON STOCK	45104G104
—	ANGLOGOLD ASHANTI LTD	429,089	$5,930	9.2%	$18.94	—	COMMON STOCK	035128206
FCX	FREEPORT-MCMORAN INC	208,808	$5,706	8.9%	$34.98	-20.3%	COMMON STOCK	35671D857
ALVO	ALVOTECH SA	667,367	$4,511	7.0%	$9.31	-17.1%	COMMON STOCK	L01800108
BAP	CREDICORP LTD	32,944	$4,045	6.3%	$116.55	+1.4%	COMMON STOCK	G2519Y108
BBD	BANCO BRADESCO SA	974,539	$3,586	5.6%	$3.44	—	COMMON STOCK	059460303
INDA	ISHARES MSCI INDIA ETF	66,900	$2,728	4.2%	$41.02	—	ETF	46429B598
—	AZUL SA	264,844	$2,155	3.4%	$11.43	—	COMMON STOCK	05501U106
PAGS	PAGSEGURO DIGITAL LTD	137,408	$1,817	2.8%	$13.35	0.0%	COMMON STOCK	G68707101
AFYA	AFYA LTD	101,933	$1,382	2.2%	$15.39	-23.4%	COMMON STOCK	G01125106
TX	TERNIUM SA	39,958	$1,094	1.7%	$35.12	—	COMMON STOCK	880890108
SRNE	SORRENTO THERAPEUTICS INC	66,000	$103	0.2%	$6.45	-64.8%	COMMON STOCK	83587F202
—	WESTERN DIGITAL CORP	44,000	$41	0.1%	$0.93	—	CONVERTIBLE BOND	958102AP0
—	ENVESTNET INC	35,000	$29	0.0%	$0.83	—	CONVERTIBLE BOND	29404KAE6
—	SPOTIFY TECHNOLOGY SA	33,000	$26	0.0%	$0.81	—	CONVERTIBLE BOND	84921RAB6
—	ILLUMINA INC	27,000	$25	0.0%	$0.93	—	CONVERTIBLE BOND	452327AK5
—	DOCUSIGN INC	27,000	$25	0.0%	$0.92	—	CONVERTIBLE BOND	256163AD8
—	SPLUNK INC	29,000	$22	0.0%	$0.80	—	CONVERTIBLE BOND	848637AF1
—	BENTLEY SYSTEMS INC	28,000	$21	0.0%	$0.75	—	CONVERTIBLE BOND	08265TAD1
—	SEA LTD	28,000	$19	0.0%	$0.73	—	CONVERTIBLE BOND	81141RAG5
—	VISHAY INTERTECHNOLOGY INC	20,000	$18	0.0%	$0.94	—	CONVERTIBLE BOND	928298AP3
—	IONIS PHARMACEUTICALS INC	17,000	$15	0.0%	$0.85	—	CONVERTIBLE BOND	462222AB6
—	WIX.COM LTD	19,000	$15	0.0%	$0.79	—	CONVERTIBLE BOND	92940WAD1
—	COUPA SOFTWARE INC	19,000	$14	0.0%	$0.85	—	CONVERTIBLE BOND	22266LAF3
—	NUVASIVE INC	17,000	$14	0.0%	$0.82	—	CONVERTIBLE BOND	670704AJ4
—	DROPBOX INC	17,000	$14	0.0%	$0.89	—	CONVERTIBLE BOND	26210CAC8
—	BLACKLINE INC	17,000	$13	0.0%	$0.76	—	CONVERTIBLE BOND	09239BAD1
—	ETSY INC	17,000	$13	0.0%	$0.71	—	CONVERTIBLE BOND	29786AAN6
—	ALARM.COM HOLDINGS INC	15,000	$12	0.0%	$0.80	—	CONVERTIBLE BOND	011642AB1
—	SHAKE SHACK INC	18,000	$12	0.0%	$0.67	—	CONVERTIBLE BOND	819047AB7
—	SHIFT4 PAYMENTS INC	15,000	$11	0.0%	$0.73	—	CONVERTIBLE BOND	82452JAD1
—	SHOPIFY INC	14,000	$11	0.0%	$0.79	—	CONVERTIBLE BOND	82509LAA5
—	CERIDIAN LLC	14,000	$11	0.0%	$0.79	—	CONVERTIBLE BOND	15677JAD0
—	CLOUDFLARE INC	13,000	$10	0.0%	$0.77	—	CONVERTIBLE BOND	18915MAC1
—	OKTA INC	14,000	$10	0.0%	$0.78	—	CONVERTIBLE BOND	679295AF2
—	AIRBNB INC	12,000	$9	0.0%	$0.75	—	CONVERTIBLE BOND	009066AB7