Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 12, 2021

Total Value ($000): $34,204 (100.0% shares, 0.0% debt)

Holdings (8)

MBB ISHARES TR 35.4%

Value ($000) $12,114 Shares 110,000 Est. Cost $110.40 Unrealized —

HYG ISHARES TR 30.1%

Value ($000) $10,301 Shares 118,000 Est. Cost $86.43 Unrealized —

VMBS VANGUARD SCOTTSDALE FDS 15.0%

Value ($000) $5,137 Shares 95,000 Est. Cost $54.07 Unrealized —

JNK SPDR SER TR 8.0%

Value ($000) $2,724 Shares 25,000 Est. Cost $106.04 Unrealized —

ANGL VANECK VECTORS ETF TR 5.9%

Value ($000) $2,022 Shares 63,000 Est. Cost $29.75 Unrealized —

NXST NEXSTAR MEDIA GROUP INC 2.7%

Value ($000) $928 Shares 8,500 Est. Cost $87.75 Unrealized -5.7%

AMCX AMC NETWORKS INC 1.6%

Value ($000) $537 Shares 15,000 Est. Cost $41.64 Unrealized -32.8%

IHRT IHEARTMEDIA INC 1.3%

Value ($000) $441 Shares 34,000 Est. Cost $8.51 Unrealized +21.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MBB	ISHARES TR	110,000	$12,114	35.4%	$110.40	—	MBS ETF	464288588
HYG	ISHARES TR	118,000	$10,301	30.1%	$86.43	—	IBOXX HI YD ETF	464288513
VMBS	VANGUARD SCOTTSDALE FDS	95,000	$5,137	15.0%	$54.07	—	MORTG-BACK SEC	92206C771
JNK	SPDR SER TR	25,000	$2,724	8.0%	$106.04	—	BLOOMBERG BRCLYS	78468R622
ANGL	VANECK VECTORS ETF TR	63,000	$2,022	5.9%	$29.75	—	FALLEN ANGEL HG	92189F437
NXST	NEXSTAR MEDIA GROUP INC	8,500	$928	2.7%	$87.75	-5.7%	CL A	65336K103
AMCX	AMC NETWORKS INC	15,000	$537	1.6%	$41.64	-32.8%	CL A	00164V103
IHRT	IHEARTMEDIA INC	34,000	$441	1.3%	$8.51	+21.0%	COM CL A	45174J509