Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $74,600 (100.0% shares, 0.0% debt)

Holdings (7)

VTIP Vanguard Short-Term Inflation- 85.2%

Value ($000) $63,539 Shares 1,320,700 Est. Cost $50.43 Unrealized —

VMBS Vanguard Mortgage-Backed Secur 6.6%

Value ($000) $4,960 Shares 110,000 Est. Cost $45.09 Unrealized —

MBB ISHARES NASDAQ BIOTECH INDX 6.6%

Value ($000) $4,945 Shares 54,000 Est. Cost $91.57 Unrealized —

— Sinclair Broadcast Group Inc 0.5%

Value ($000) $349 Shares 19,300 Est. Cost $29.93 Unrealized —

OPTU Altice USA Inc 0.4%

Value ($000) $316 Shares 54,145 Est. Cost $13.36 Unrealized -63.2%

IHRT iHeartMedia Inc 0.3%

Value ($000) $249 Shares 34,000 Est. Cost $8.51 Unrealized -9.5%

SGRY Surgery Partners Inc 0.3%

Value ($000) $242 Shares 10,329 Est. Cost $52.11 Unrealized -49.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTIP	Vanguard Short-Term Inflation-	1,320,700	$63,539	85.2%	$50.43	—	ETF	922020805
VMBS	Vanguard Mortgage-Backed Secur	110,000	$4,960	6.6%	$45.09	—	ETF	92206C771
MBB	ISHARES NASDAQ BIOTECH INDX	54,000	$4,945	6.6%	$91.57	—	ETF	464288588
—	Sinclair Broadcast Group Inc	19,300	$349	0.5%	$29.93	—	CL A	829226109
OPTU	Altice USA Inc	54,145	$316	0.4%	$13.36	-63.2%	CL A	02156K103
IHRT	iHeartMedia Inc	34,000	$249	0.3%	$8.51	-9.5%	CL A	45174J509
SGRY	Surgery Partners Inc	10,329	$242	0.3%	$52.11	-49.2%	CL A	86881A100