Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $11,266 (94.1% shares, 5.9% debt)

Holdings (9)

— COMSTOCK RES INC 54.1%

Value ($000) $6,097 Shares 6,508,893 Est. Cost $0.74 Unrealized —

EMB ISHARES TR 10.3%

Value ($000) $1,161 Shares 10,000 Est. Cost $114.40 Unrealized —

WYNN WYNN RESORTS LTD 6.3%

Value ($000) $708 Shares 4,200 Est. Cost $140.96 Unrealized 0.0%

PSX PHILLIPS 66 6.2%

Value ($000) $698 Shares 6,900 Est. Cost $61.25 Unrealized +13.1%

— AMC ENTMT HLDGS INC 5.9%

Value ($000) $664 Shares 60,000 Est. Cost $11.07 Unrealized —

— AV HOMES INC 5.2%

Value ($000) $583 Shares 35,000 Est. Cost $17.14 Unrealized —

AMCX AMC NETWORKS INC 4.3%

Value ($000) $487 Shares 9,000 Est. Cost $53.39 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 3.9%

Value ($000) $443 Shares 24,500 Est. Cost $12.30 Unrealized -7.3%

— SANCHEZ ENERGY CORP 3.8%

Value ($000) $425 Shares 80,000 Est. Cost $4.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMSTOCK RES INC	6,508,893	$6,097	54.1%	$0.74	—	NOTE 7.750% 4/0	205768AM6
EMB	ISHARES TR	10,000	$1,161	10.3%	$114.40	—	JPMORGAN USD EMG	464288281
WYNN	WYNN RESORTS LTD	4,200	$708	6.3%	$140.96	0.0%	COM	983134107
PSX	PHILLIPS 66	6,900	$698	6.2%	$61.25	+13.1%	COM	718546104
—	AMC ENTMT HLDGS INC	60,000	$664	5.9%	$11.07	—	CL A COM	00165C104
—	AV HOMES INC	35,000	$583	5.2%	$17.14	—	COM	00234P102
AMCX	AMC NETWORKS INC	9,000	$487	4.3%	$53.39	0.0%	CL A	00164V103
KMI	KINDER MORGAN INC DEL	24,500	$443	3.9%	$12.30	-7.3%	COM	49456B101
—	SANCHEZ ENERGY CORP	80,000	$425	3.8%	$4.83	—	COM	79970Y105