Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 2, 2023

Total Value ($000): $38,561 (100.0% shares, 0.0% debt)

Holdings (5)

VMBS Vanguard Mortgage-Backed Secur 47.8%

Value ($000) $18,431 Shares 421,000 Est. Cost $45.76 Unrealized —

MBB ISHARES NASDAQ BIOTECH INDX 30.2%

Value ($000) $11,642 Shares 131,100 Est. Cost $94.26 Unrealized —

VTIP Vanguard Short-Term Inflation- 21.3%

Value ($000) $8,203 Shares 173,500 Est. Cost $50.43 Unrealized —

OPTU Altice USA Inc 0.5%

Value ($000) $177 Shares 54,145 Est. Cost $13.36 Unrealized -75.9%

IHRT iHeartMedia Inc 0.3%

Value ($000) $107 Shares 34,000 Est. Cost $8.51 Unrealized -55.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VMBS	Vanguard Mortgage-Backed Secur	421,000	$18,431	47.8%	$45.76	—	ETF	92206C771
MBB	ISHARES NASDAQ BIOTECH INDX	131,100	$11,642	30.2%	$94.26	—	ETF	464288588
VTIP	Vanguard Short-Term Inflation-	173,500	$8,203	21.3%	$50.43	—	ETF	922020805
OPTU	Altice USA Inc	54,145	$177	0.5%	$13.36	-75.9%	CL A	02156K103
IHRT	iHeartMedia Inc	34,000	$107	0.3%	$8.51	-55.7%	CL A	45174J509