Oaktree Fund Advisors, LLC Quant / Systematic

CIK: 0001822973 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $105,872 (98.3% shares, 1.7% debt)

Holdings (44)

ALVO ALVOTECH SA 13.2%

Value ($000) $13,995 Shares 1,084,917 Est. Cost $10.65 Unrealized +20.1%

— ANGLOGOLD ASHANTI LTD 13.1%

Value ($000) $13,839 Shares 572,089 Est. Cost $20.28 Unrealized —

VALE VALE SA 12.0%

Value ($000) $12,678 Shares 803,403 Est. Cost $14.44 Unrealized —

FCX FREEPORT-MCMORAN INC 10.9%

Value ($000) $11,508 Shares 281,308 Est. Cost $36.29 Unrealized +10.2%

PBR PETROLEO BRASILEIRO SA 8.4%

Value ($000) $8,878 Shares 851,211 Est. Cost $10.99 Unrealized —

IBN ICICI BANK LTD 8.1%

Value ($000) $8,529 Shares 395,207 Est. Cost $19.87 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 5.9%

Value ($000) $6,254 Shares 1,284,242 Est. Cost $4.26 Unrealized —

BAP CREDICORP LTD 5.6%

Value ($000) $5,884 Shares 44,442 Est. Cost $118.42 Unrealized +4.4%

BBD BANCO BRADESCO SA 5.4%

Value ($000) $5,700 Shares 2,175,599 Est. Cost $3.00 Unrealized —

DQ DAQO NEW ENERGY CORP 4.9%

Value ($000) $5,213 Shares 111,288 Est. Cost $46.84 Unrealized —

INDA ISHARES MSCI INDIA ETF 4.7%

Value ($000) $4,955 Shares 125,900 Est. Cost $40.29 Unrealized —

YPF YPF SA 2.2%

Value ($000) $2,333 Shares 212,517 Est. Cost $10.98 Unrealized —

TX TERNIUM SA 2.1%

Value ($000) $2,181 Shares 52,858 Est. Cost $36.66 Unrealized —

— AZUL SA 2.0%

Value ($000) $2,143 Shares 299,774 Est. Cost $10.81 Unrealized —

— CABLE ONE INC 0.1%

Value ($000) $158 Shares 199,000 Est. Cost $0.79 Unrealized —

— SEA LTD 0.1%

Value ($000) $114 Shares 145,000 Est. Cost $0.78 Unrealized —

— WIX.COM LTD 0.1%

Value ($000) $95 Shares 110,000 Est. Cost $0.85 Unrealized —

— SPOTIFY TECHNOLOGY SA 0.1%

Value ($000) $93 Shares 111,000 Est. Cost $0.83 Unrealized —

— DIGITALOCEAN HOLDINGS INC 0.1%

Value ($000) $92 Shares 117,000 Est. Cost $0.78 Unrealized —

— SHOPIFY INC 0.1%

Value ($000) $92 Shares 104,000 Est. Cost $0.87 Unrealized —

— ALARM.COM HOLDINGS INC 0.1%

Value ($000) $92 Shares 108,000 Est. Cost $0.84 Unrealized —

— OKTA INC 0.1%

Value ($000) $89 Shares 104,000 Est. Cost $0.84 Unrealized —

— BENTLEY SYSTEMS INC 0.1%

Value ($000) $87 Shares 103,000 Est. Cost $0.82 Unrealized —

— CLOUDFLARE INC 0.1%

Value ($000) $84 Shares 99,000 Est. Cost $0.84 Unrealized —

— NUVASIVE INC 0.1%

Value ($000) $80 Shares 90,000 Est. Cost $0.87 Unrealized —

— JETBLUE AIRWAYS CORP 0.1%

Value ($000) $74 Shares 96,000 Est. Cost $0.76 Unrealized —

— CERIDIAN LLC 0.1%

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

— PERFICIENT INC 0.1%

Value ($000) $63 Shares 79,000 Est. Cost $0.79 Unrealized —

— DISH NETWORK CORP 0.1%

Value ($000) $59 Shares 110,000 Est. Cost $0.53 Unrealized —

— ENPHASE ENERGY INC 0.1%

Value ($000) $54 Shares 52,000 Est. Cost $1.04 Unrealized —

— BIOMARIN PHARMACEUTICAL INC 0.1%

Value ($000) $53 Shares 52,000 Est. Cost $1.03 Unrealized —

— NUTANIX INC 0.0%

Value ($000) $44 Shares 52,000 Est. Cost $0.84 Unrealized —

— AIRBNB INC 0.0%

Value ($000) $43 Shares 49,000 Est. Cost $0.83 Unrealized —

— UNITY SOFTWARE INC 0.0%

Value ($000) $37 Shares 47,000 Est. Cost $0.77 Unrealized —

— SPLUNK INC 0.0%

Value ($000) $32 Shares 37,000 Est. Cost $0.81 Unrealized —

— SNAP INC 0.0%

Value ($000) $30 Shares 42,000 Est. Cost $0.71 Unrealized —

— SHAKE SHACK INC 0.0%

Value ($000) $29 Shares 39,000 Est. Cost $0.68 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value ($000) $24 Shares 66,000 Est. Cost $6.45 Unrealized -89.9%

— BLACKLINE INC 0.0%

Value ($000) $21 Shares 25,000 Est. Cost $0.79 Unrealized —

— SHIFT4 PAYMENTS INC 0.0%

Value ($000) $19 Shares 20,000 Est. Cost $0.76 Unrealized —

— FORD MOTOR CO 0.0%

Value ($000) $17 Shares 17,000 Est. Cost $1.00 Unrealized —

— BLOCK INC 0.0%

Value ($000) $16 Shares 19,000 Est. Cost $0.81 Unrealized —

— SEA LTD 0.0%

Value ($000) $12 Shares 10,000 Est. Cost $1.22 Unrealized —

— ETSY INC 0.0%

Value ($000) $11 Shares 13,000 Est. Cost $0.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ALVO	ALVOTECH SA	1,084,917	$13,995	13.2%	$10.65	+20.1%	COMMON STOCK	L01800108
—	ANGLOGOLD ASHANTI LTD	572,089	$13,839	13.1%	$20.28	—	COMMON STOCK	035128206
VALE	VALE SA	803,403	$12,678	12.0%	$14.44	—	COMMON STOCK	91912E105
FCX	FREEPORT-MCMORAN INC	281,308	$11,508	10.9%	$36.29	+10.2%	COMMON STOCK	35671D857
PBR	PETROLEO BRASILEIRO SA	851,211	$8,878	8.4%	$10.99	—	COMMON STOCK	71654V408
IBN	ICICI BANK LTD	395,207	$8,529	8.1%	$19.87	—	COMMON STOCK	45104G104
ITUB	ITAU UNIBANCO HOLDING SA	1,284,242	$6,254	5.9%	$4.26	—	COMMON STOCK	465562106
BAP	CREDICORP LTD	44,442	$5,884	5.6%	$118.42	+4.4%	COMMON STOCK	G2519Y108
BBD	BANCO BRADESCO SA	2,175,599	$5,700	5.4%	$3.00	—	COMMON STOCK	059460303
DQ	DAQO NEW ENERGY CORP	111,288	$5,213	4.9%	$46.84	—	COMMON STOCK	23703Q203
INDA	ISHARES MSCI INDIA ETF	125,900	$4,955	4.7%	$40.29	—	ETF	46429B598
YPF	YPF SA	212,517	$2,333	2.2%	$10.98	—	COMMON STOCK	984245100
TX	TERNIUM SA	52,858	$2,181	2.1%	$36.66	—	COMMON STOCK	880890108
—	AZUL SA	299,774	$2,143	2.0%	$10.81	—	COMMON STOCK	05501U106
—	CABLE ONE INC	199,000	$158	0.1%	$0.79	—	CONVERTIBLE BOND	12685JAE5
—	SEA LTD	145,000	$114	0.1%	$0.78	—	CONVERTIBLE BOND	81141RAG5
—	WIX.COM LTD	110,000	$95	0.1%	$0.85	—	CONVERTIBLE BOND	92940WAD1
—	SPOTIFY TECHNOLOGY SA	111,000	$93	0.1%	$0.83	—	CONVERTIBLE BOND	84921RAB6
—	DIGITALOCEAN HOLDINGS INC	117,000	$92	0.1%	$0.78	—	CONVERTIBLE BOND	25402DAB8
—	SHOPIFY INC	104,000	$92	0.1%	$0.87	—	CONVERTIBLE BOND	82509LAA5
—	ALARM.COM HOLDINGS INC	108,000	$92	0.1%	$0.84	—	CONVERTIBLE BOND	011642AB1
—	OKTA INC	104,000	$89	0.1%	$0.84	—	CONVERTIBLE BOND	679295AF2
—	BENTLEY SYSTEMS INC	103,000	$87	0.1%	$0.82	—	CONVERTIBLE BOND	08265TAD1
—	CLOUDFLARE INC	99,000	$84	0.1%	$0.84	—	CONVERTIBLE BOND	18915MAC1
—	NUVASIVE INC	90,000	$80	0.1%	$0.87	—	CONVERTIBLE BOND	670704AJ4
—	JETBLUE AIRWAYS CORP	96,000	$74	0.1%	$0.76	—	CONVERTIBLE BOND	477143AP6
—	CERIDIAN LLC	74,000	$67	0.1%	$0.88	—	CONVERTIBLE BOND	15677JAD0
—	PERFICIENT INC	79,000	$63	0.1%	$0.79	—	CONVERTIBLE BOND	71375UAF8
—	DISH NETWORK CORP	110,000	$59	0.1%	$0.53	—	CONVERTIBLE BOND	25470MAF6
—	ENPHASE ENERGY INC	52,000	$54	0.1%	$1.04	—	CONVERTIBLE BOND	29355AAK3
—	BIOMARIN PHARMACEUTICAL INC	52,000	$53	0.1%	$1.03	—	CONVERTIBLE BOND	09061GAH4
—	NUTANIX INC	52,000	$44	0.0%	$0.84	—	CONVERTIBLE BOND	67059NAH1
—	AIRBNB INC	49,000	$43	0.0%	$0.83	—	CONVERTIBLE BOND	009066AB7
—	UNITY SOFTWARE INC	47,000	$37	0.0%	$0.77	—	CONVERTIBLE BOND	91332UAB7
—	SPLUNK INC	37,000	$32	0.0%	$0.81	—	CONVERTIBLE BOND	848637AF1
—	SNAP INC	42,000	$30	0.0%	$0.71	—	CONVERTIBLE BOND	83304AAH9
—	SHAKE SHACK INC	39,000	$29	0.0%	$0.68	—	CONVERTIBLE BOND	819047AB7
SRNE	SORRENTO THERAPEUTICS INC	66,000	$24	0.0%	$6.45	-89.9%	COMMON STOCK	83587F202
—	BLACKLINE INC	25,000	$21	0.0%	$0.79	—	CONVERTIBLE BOND	09239BAD1
—	SHIFT4 PAYMENTS INC	20,000	$19	0.0%	$0.76	—	CONVERTIBLE BOND	82452JAD1
—	FORD MOTOR CO	17,000	$17	0.0%	$1.00	—	CONVERTIBLE BOND	345370CZ1
—	BLOCK INC	19,000	$16	0.0%	$0.81	—	CONVERTIBLE BOND	852234AJ2
—	SEA LTD	10,000	$12	0.0%	$1.22	—	CONVERTIBLE BOND	81141RAF7
—	ETSY INC	13,000	$11	0.0%	$0.83	—	CONVERTIBLE BOND	29786AAN6