Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $18,555 (100.0% shares, 0.0% debt)

Holdings (7)

MBB ISHARES TR 65.4%

Value ($000) $12,144 Shares 110,000 Est. Cost $110.40 Unrealized —

ANGL VANECK VECTORS ETF TR 10.1%

Value ($000) $1,874 Shares 63,000 Est. Cost $29.75 Unrealized —

JNK SPDR SER TR 8.7%

Value ($000) $1,616 Shares 15,500 Est. Cost $104.26 Unrealized —

HYG ISHARES TR 8.1%

Value ($000) $1,510 Shares 18,000 Est. Cost $81.61 Unrealized —

NXST NEXSTAR MEDIA GROUP INC 4.1%

Value ($000) $764 Shares 8,500 Est. Cost $87.75 Unrealized -13.3%

AMCX AMC NETWORKS INC 2.0%

Value ($000) $371 Shares 15,000 Est. Cost $41.64 Unrealized -42.3%

IHRT IHEARTMEDIA INC 1.5%

Value ($000) $276 Shares 34,000 Est. Cost $8.51 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MBB	ISHARES TR	110,000	$12,144	65.4%	$110.40	—	MBS ETF	464288588
ANGL	VANECK VECTORS ETF TR	63,000	$1,874	10.1%	$29.75	—	FALLEN ANGEL HG	92189F437
JNK	SPDR SER TR	15,500	$1,616	8.7%	$104.26	—	BLOOMBERG BRCLYS	78468R622
HYG	ISHARES TR	18,000	$1,510	8.1%	$81.61	—	IBOXX HI YD ETF	464288513
NXST	NEXSTAR MEDIA GROUP INC	8,500	$764	4.1%	$87.75	-13.3%	CL A	65336K103
AMCX	AMC NETWORKS INC	15,000	$371	2.0%	$41.64	-42.3%	CL A	00164V103
IHRT	IHEARTMEDIA INC	34,000	$276	1.5%	$8.51	0.0%	COM CL A	45174J509