Ocean Park Asset Management, LLC Quant / Systematic

Location: Santa Monica, CA

CIK: 0001538052 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 9, 2023

Total Value: $1.069B (100.0% shares, 0.0% debt)

Holdings (18)

IEF ISHARES TR 17.3%

Value $185M Shares 1,865,400 Share Price $99.12 Est. Cost/Share $97.75 Unrealized @ Report Date +1.4%

VOO VANGUARD INDEX FDS 11.8%

Value $126M Shares 334,700 Share Price $376.07 Est. Cost/Share $357.90 Unrealized @ Report Date +5.1%

MBB ISHARES TR 11.5%

Value $123M Shares 1,300,800 Share Price $94.73 Est. Cost/Share $94.43 Unrealized @ Report Date +0.3%

AGG ISHARES TR 11.5%

Value $123M Shares 1,236,500 Share Price $99.64 Est. Cost/Share $98.83 Unrealized @ Report Date +0.8%

BNDX VANGUARD CHARLOTTE FDS 11.5%

Value $123M Shares 2,506,800 Share Price $48.92 Est. Cost/Share $48.44 Unrealized @ Report Date +1.0%

USHY ISHARES TR 7.0%

Value $74.38M Shares 2,092,400 Share Price $35.55 Est. Cost/Share $35.17 Unrealized @ Report Date +1.1%

BND VANGUARD BD INDEX FDS 5.8%

Value $61.83M Shares 837,400 Share Price $73.83 Est. Cost/Share $73.17 Unrealized @ Report Date +0.9%

BKLN INVESCO EXCH TRADED FD TR II 5.7%

Value $61.32M Shares 2,948,300 Share Price $20.80 Est. Cost/Share $20.72 Unrealized @ Report Date +0.4%

DIA SPDR DOW JONES INDL AVERAGE 4.9%

Value $52.45M Shares 157,700 Share Price $332.62 Est. Cost/Share $327.53 Unrealized @ Report Date +1.6%

VTV VANGUARD INDEX FDS 2.6%

Value $28.33M Shares 205,100 Share Price $138.11 Est. Cost/Share $138.54 Unrealized @ Report Date -0.3%

JEPI J P MORGAN EXCHANGE TRADED F 1.8%

Value $18.84M Shares 345,100 Share Price $54.60 Est. Cost/Share $54.29 Unrealized @ Report Date +0.6%

QQQ INVESCO QQQ TR 1.6%

Value $17.46M Shares 54,400 Share Price $320.93 Est. Cost/Share $295.05 Unrealized @ Report Date +8.8%

VUG VANGUARD INDEX FDS 1.6%

Value $17.39M Shares 69,700 Share Price $249.44 * Est. Cost/Share $38.89 Unrealized @ Report Date +6.9%

USMV ISHARES TR 1.6%

Value $16.93M Shares 232,700 Share Price $72.74 Est. Cost/Share $71.87 Unrealized @ Report Date +1.2%

EFAV ISHARES TR 1.6%

Value $16.77M Shares 247,900 Share Price $67.65 Est. Cost/Share $65.82 Unrealized @ Report Date +2.8%

ITA ISHARES TR 1.4%

Value $14.9M Shares 129,500 Share Price $115.08 Est. Cost/Share $110.31 Unrealized @ Report Date +4.3%

XLC SELECT SECTOR SPDR TR 0.8%

Value $8.533M Shares 147,200 Share Price $57.97 Est. Cost/Share $54.32 Unrealized @ Report Date +6.7%

UCON FIRST TR EXCHNG TRADED FD VI 0.0%

Value $288K Shares 11,900 Share Price $24.21 Est. Cost/Share $24.29 Unrealized @ Report Date -0.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEF	ISHARES TR	1,865,400	$185M	17.3%	$99.12	$97.75	+1.4%	7-10 YR TRSY BD	464287440
VOO	VANGUARD INDEX FDS	334,700	$126M	11.8%	$376.07	$357.90	+5.1%	S&P 500 ETF SHS	922908363
MBB	ISHARES TR	1,300,800	$123M	11.5%	$94.73	$94.43	+0.3%	MBS ETF	464288588
AGG	ISHARES TR	1,236,500	$123M	11.5%	$99.64	$98.83	+0.8%	CORE US AGGBD ET	464287226
BNDX	VANGUARD CHARLOTTE FDS	2,506,800	$123M	11.5%	$48.92	$48.44	+1.0%	TOTAL INT BD ETF	92203J407
USHY	ISHARES TR	2,092,400	$74.38M	7.0%	$35.55	$35.17	+1.1%	BROAD USD HIGH	46435U853
BND	VANGUARD BD INDEX FDS	837,400	$61.83M	5.8%	$73.83	$73.17	+0.9%	TOTAL BND MRKT	921937835
BKLN	INVESCO EXCH TRADED FD TR II	2,948,300	$61.32M	5.7%	$20.80	$20.72	+0.4%	SR LN ETF	46138G508
DIA	SPDR DOW JONES INDL AVERAGE	157,700	$52.45M	4.9%	$332.62	$327.53	+1.6%	UT SER 1	78467X109
VTV	VANGUARD INDEX FDS	205,100	$28.33M	2.6%	$138.11	$138.54	-0.3%	VALUE ETF	922908744
JEPI	J P MORGAN EXCHANGE TRADED F	345,100	$18.84M	1.8%	$54.60	$54.29	+0.6%	EQUITY PREMIUM	46641Q332
QQQ	INVESCO QQQ TR	54,400	$17.46M	1.6%	$320.93	$295.05	+8.8%	UNIT SER 1	46090E103
VUG	VANGUARD INDEX FDS	69,700	$17.39M	1.6%	$249.44 *	$38.89	+6.9%	GROWTH ETF	922908736
USMV	ISHARES TR	232,700	$16.93M	1.6%	$72.74	$71.87	+1.2%	MSCI USA MIN VOL	46429B697
EFAV	ISHARES TR	247,900	$16.77M	1.6%	$67.65	$65.82	+2.8%	MSCI EAFE MIN VL	46429B689
ITA	ISHARES TR	129,500	$14.9M	1.4%	$115.08	$110.31	+4.3%	US AER DEF ETF	464288760
XLC	SELECT SECTOR SPDR TR	147,200	$8.533M	0.8%	$57.97	$54.32	+6.7%	COMMUNICATION	81369Y852
UCON	FIRST TR EXCHNG TRADED FD VI	11,900	$288K	0.0%	$24.21	$24.29	-0.3%	TCW UNCONSTRAI	33740F888