Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $8,936 (43.5% shares, 56.5% debt)

Holdings (7)

— COMSTOCK RES INC 56.5%

Value ($000) $5,051 Shares 6,266,083 Est. Cost $0.73 Unrealized —

EMB ISHARES TR 13.0%

Value ($000) $1,164 Shares 10,000 Est. Cost $114.40 Unrealized —

— HANESBRANDS INC 7.1%

Value ($000) $633 Shares 25,700 Est. Cost $24.63 Unrealized —

PSX PHILLIPS 66 7.1%

Value ($000) $632 Shares 6,900 Est. Cost $61.25 Unrealized 0.0%

— AV HOMES INC 6.7%

Value ($000) $600 Shares 35,000 Est. Cost $17.14 Unrealized —

KMI KINDER MORGAN INC DEL 5.3%

Value ($000) $470 Shares 24,500 Est. Cost $12.30 Unrealized 0.0%

— SANCHEZ ENERGY CORP 4.3%

Value ($000) $386 Shares 80,000 Est. Cost $4.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMSTOCK RES INC	6,266,083	$5,051	56.5%	$0.73	—	NOTE 7.750% 4/0	205768AM6
EMB	ISHARES TR	10,000	$1,164	13.0%	$114.40	—	JPMORGAN USD EMG	464288281
—	HANESBRANDS INC	25,700	$633	7.1%	$24.63	—	COM	410345102
PSX	PHILLIPS 66	6,900	$632	7.1%	$61.25	0.0%	COM	718546104
—	AV HOMES INC	35,000	$600	6.7%	$17.14	—	COM	00234P102
KMI	KINDER MORGAN INC DEL	24,500	$470	5.3%	$12.30	0.0%	COM	49456B101
—	SANCHEZ ENERGY CORP	80,000	$386	4.3%	$4.83	—	COM	79970Y105