Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 9, 2023

Total Value ($000): $40,710 (100.0% shares, 0.0% debt)

Holdings (5)

VMBS Vanguard Mortgage-Backed Secur 47.6%

Value ($000) $19,362 Shares 421,000 Est. Cost $45.76 Unrealized —

MBB ISHARES NASDAQ BIOTECH INDX 30.0%

Value ($000) $12,227 Shares 131,100 Est. Cost $94.26 Unrealized —

VTIP Vanguard Short-Term Inflation- 21.7%

Value ($000) $8,834 Shares 186,300 Est. Cost $50.43 Unrealized —

OPTU Altice USA Inc 0.4%

Value ($000) $164 Shares 54,145 Est. Cost $13.36 Unrealized -78.7%

IHRT iHeartMedia Inc 0.3%

Value ($000) $124 Shares 34,000 Est. Cost $8.51 Unrealized -60.9%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VMBS	Vanguard Mortgage-Backed Secur	421,000	$19,362	47.6%	$45.76	—	ETF	92206C771
MBB	ISHARES NASDAQ BIOTECH INDX	131,100	$12,227	30.0%	$94.26	—	ETF	464288588
VTIP	Vanguard Short-Term Inflation-	186,300	$8,834	21.7%	$50.43	—	ETF	922020805
OPTU	Altice USA Inc	54,145	$164	0.4%	$13.36	-78.7%	CL A	02156K103
IHRT	iHeartMedia Inc	34,000	$124	0.3%	$8.51	-60.9%	CL A	45174J509