04/05/2013 at 05:55 PM EDT
Even the busiest couples set aside time to veg out.
Chelsea Clinton says when she and her investment banker husband Marc Mezvinsky
are both in town, they make every Sunday a movie date.
Making a point to sit in the back row, Clinton, 33, and her other half, "watch artsy, thought-provoking movies or documentaries, always on things we know nothing about, because we like to learn things together," the former first daughter tells Parade
in its latest issue. "Or we go to blockbuster action movies. We have seen every awesomely bad and awesomely fantastic big action movie that's come out in the last eight years."
Movie dates are alone time for the couple, who spend a good portion of time with Clinton's father and mother, Bill and Hillary Clinton.
"I'm incredibly close to both my parents individually and collectively," Chelsea says. "And thankfully, my husband loves them. Lots of dinners, lots of movies, lots of walks with the dogs. Between the four of us, we now have four dogs."
Notes Clinton when it comes to her terrier, Soren, "She was so contemplative as a puppy and so quiet. Everyone said that Yorkies bark a lot, and she never barked, so we named her after the founder of Christian existentialism, obviously!"
Also keeping Clinton busy: running CGI U, an annual meeting for college students held through the Clinton Global Initiative
, which her father launched in 2005 to develop innovative solutions to challenges around the world. This weekend it is being held in St Louis.