Ocean Park Asset Management, LLC Quant / Systematic

Location: Santa Monica, CA

CIK: 0001538052 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Jan 17, 2023

Total Value: $1.578B (100.0% shares, 0.0% debt)

Holdings (15)

HYG ISHARES TR 41.4%

Value $654M Shares 8,876,200 Share Price $73.63 Est. Cost/Share $73.72 Unrealized @ Report Date -0.1%

JNK SPDR SER TR 31.7%

Value $501M Shares 5,562,700 Share Price $90.00 Est. Cost/Share $90.34 Unrealized @ Report Date -0.4%

BKLN INVESCO EXCH TRADED FD TR II 10.5%

Value $165M Shares 8,052,600 Share Price $20.53 Est. Cost/Share $20.72 Unrealized @ Report Date -0.9%

VOO VANGUARD INDEX FDS 4.9%

Value $77.19M Shares 219,700 Share Price $351.34 Est. Cost/Share $353.27 Unrealized @ Report Date -0.5%

DIA SPDR DOW JONES INDL AVERAGE 2.2%

Value $34.26M Shares 103,400 Share Price $331.33 Est. Cost/Share $325.04 Unrealized @ Report Date +1.9%

XLE SELECT SECTOR SPDR TR 1.8%

Value $28.45M Shares 325,300 Share Price $87.47 * Est. Cost/Share $43.53 Unrealized @ Report Date +0.5%

VWO VANGUARD INTL EQUITY INDEX F 1.4%

Value $21.67M Shares 555,900 Share Price $38.98 Est. Cost/Share $38.13 Unrealized @ Report Date +2.2%

VBR VANGUARD INDEX FDS 1.3%

Value $20.8M Shares 131,000 Share Price $158.80 Est. Cost/Share $159.21 Unrealized @ Report Date -0.3%

VTV VANGUARD INDEX FDS 1.3%

Value $19.86M Shares 141,500 Share Price $140.37 Est. Cost/Share $137.74 Unrealized @ Report Date +1.9%

XLF SELECT SECTOR SPDR TR 0.8%

Value $13.16M Shares 384,700 Share Price $34.20 Est. Cost/Share $33.82 Unrealized @ Report Date +1.1%

JEPI J P MORGAN EXCHANGE TRADED F 0.8%

Value $12.91M Shares 237,000 Share Price $54.49 Est. Cost/Share $54.31 Unrealized @ Report Date +0.3%

IBB ISHARES TR 0.7%

Value $10.87M Shares 82,800 Share Price $131.29 Est. Cost/Share $129.24 Unrealized @ Report Date +1.6%

PDBC INVESCO ACTVELY MNGD ETC FD 0.6%

Value $9.028M Shares 610,800 Share Price $14.78 Est. Cost/Share $16.67 Unrealized @ Report Date -11.3%

ITA ISHARES TR 0.4%

Value $6.812M Shares 60,900 Share Price $111.86 Est. Cost/Share $106.44 Unrealized @ Report Date +5.1%

VEA VANGUARD TAX-MANAGED FDS 0.2%

Value $3.139M Shares 74,800 Share Price $41.97 Est. Cost/Share $40.51 Unrealized @ Report Date +3.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
HYG	ISHARES TR	8,876,200	$654M	41.4%	$73.63	$73.72	-0.1%	IBOXX HI YD ETF	464288513
JNK	SPDR SER TR	5,562,700	$501M	31.7%	$90.00	$90.34	-0.4%	BLOOMBERG HIGH Y	78468R622
BKLN	INVESCO EXCH TRADED FD TR II	8,052,600	$165M	10.5%	$20.53	$20.72	-0.9%	SR LN ETF	46138G508
VOO	VANGUARD INDEX FDS	219,700	$77.19M	4.9%	$351.34	$353.27	-0.5%	S&P 500 ETF SHS	922908363
DIA	SPDR DOW JONES INDL AVERAGE	103,400	$34.26M	2.2%	$331.33	$325.04	+1.9%	UT SER 1	78467X109
XLE	SELECT SECTOR SPDR TR	325,300	$28.45M	1.8%	$87.47 *	$43.53	+0.5%	ENERGY	81369Y506
VWO	VANGUARD INTL EQUITY INDEX F	555,900	$21.67M	1.4%	$38.98	$38.13	+2.2%	FTSE EMR MKT ETF	922042858
VBR	VANGUARD INDEX FDS	131,000	$20.8M	1.3%	$158.80	$159.21	-0.3%	SM CP VAL ETF	922908611
VTV	VANGUARD INDEX FDS	141,500	$19.86M	1.3%	$140.37	$137.74	+1.9%	VALUE ETF	922908744
XLF	SELECT SECTOR SPDR TR	384,700	$13.16M	0.8%	$34.20	$33.82	+1.1%	FINANCIAL	81369Y605
JEPI	J P MORGAN EXCHANGE TRADED F	237,000	$12.91M	0.8%	$54.49	$54.31	+0.3%	EQUITY PREMIUM	46641Q332
IBB	ISHARES TR	82,800	$10.87M	0.7%	$131.29	$129.24	+1.6%	ISHARES BIOTECH	464287556
PDBC	INVESCO ACTVELY MNGD ETC FD	610,800	$9.028M	0.6%	$14.78	$16.67	-11.3%	OPTIMUM YIELD	46090F100
ITA	ISHARES TR	60,900	$6.812M	0.4%	$111.86	$106.44	+5.1%	US AER DEF ETF	464288760
VEA	VANGUARD TAX-MANAGED FDS	74,800	$3.139M	0.2%	$41.97	$40.51	+3.6%	VAN FTSE DEV MKT	921943858