Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 16, 2021

Total Value ($000): $100,152 (100.0% shares, 0.0% debt)

Holdings (9)

SRLN SPRD BLACKSTONE SENIOR LOAN 44.5%

Value ($000) $44,552 Shares 968,100 Est. Cost $46.04 Unrealized —

BKLN Invesco Senior Loan ETF 27.9%

Value ($000) $27,896 Shares 1,261,700 Est. Cost $22.12 Unrealized —

HYG IBOXX HI YD ETF 13.5%

Value ($000) $13,543 Shares 154,800 Est. Cost $87.49 Unrealized —

JNK SPDR Bloomberg Barclays High Y 11.1%

Value ($000) $11,089 Shares 101,400 Est. Cost $109.36 Unrealized —

NXST Nexstar Media Group Inc 0.9%

Value ($000) $876 Shares 5,765 Est. Cost $87.75 Unrealized +44.6%

IHRT iHeartMedia Inc 0.8%

Value ($000) $851 Shares 34,000 Est. Cost $8.51 Unrealized +189.7%

— Sinclair Broadcast Group Inc 0.6%

Value ($000) $611 Shares 19,300 Est. Cost $29.93 Unrealized —

SGRY Surgery Partners Inc 0.4%

Value ($000) $437 Shares 10,329 Est. Cost $52.11 Unrealized -2.1%

AMCX AMC NETWORKS INC 0.3%

Value ($000) $297 Shares 6,380 Est. Cost $55.15 Unrealized -7.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SRLN	SPRD BLACKSTONE SENIOR LOAN	968,100	$44,552	44.5%	$46.04	—	ETF	78467V608
BKLN	Invesco Senior Loan ETF	1,261,700	$27,896	27.9%	$22.12	—	ETF	46138G508
HYG	IBOXX HI YD ETF	154,800	$13,543	13.5%	$87.49	—	ETF	464288513
JNK	SPDR Bloomberg Barclays High Y	101,400	$11,089	11.1%	$109.36	—	ETF	78468R622
NXST	Nexstar Media Group Inc	5,765	$876	0.9%	$87.75	+44.6%	CL A	65336K103
IHRT	iHeartMedia Inc	34,000	$851	0.8%	$8.51	+189.7%	CL A	45174J509
—	Sinclair Broadcast Group Inc	19,300	$611	0.6%	$29.93	—	CL A	829226109
SGRY	Surgery Partners Inc	10,329	$437	0.4%	$52.11	-2.1%	COM	86881A100
AMCX	AMC NETWORKS INC	6,380	$297	0.3%	$55.15	-7.3%	CL A	00164V103