Park Avenue Institutional Advisers LLC Quant / Systematic

CIK: 0001640801 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 5, 2024

Total Value ($000): $67,181 (100.0% shares, 0.0% debt)

Holdings (5)

MBB ISHARES TR 36.2%

Value ($000) $24,330 Shares 265,000 Est. Cost $93.20 Unrealized —

VMBS VANGUARD SCOTTSDALE FDS 35.5%

Value ($000) $23,858 Shares 525,500 Est. Cost $45.60 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 14.8%

Value ($000) $9,973 Shares 474,000 Est. Cost $21.12 Unrealized —

SRLN SSGA ACTIVE ETF TR 10.5%

Value ($000) $7,022 Shares 168,000 Est. Cost $42.11 Unrealized —

JNK SPDR SER TR 3.0%

Value ($000) $1,999 Shares 21,200 Est. Cost $94.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MBB	ISHARES TR	265,000	$24,330	36.2%	$93.20	—	ETF	464288588
VMBS	VANGUARD SCOTTSDALE FDS	525,500	$23,858	35.5%	$45.60	—	ETF	92206C771
BKLN	INVESCO EXCH TRADED FD TR II	474,000	$9,973	14.8%	$21.12	—	ETF	46138G508
SRLN	SSGA ACTIVE ETF TR	168,000	$7,022	10.5%	$42.11	—	ETF	78467V608
JNK	SPDR SER TR	21,200	$1,999	3.0%	$94.27	—	ETF	78468R622