Kensington Asset Management, LLC Quant / Systematic

CIK: 0001979884 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 19, 2023

Total Value ($000): $1,516,643 (100.0% shares, 0.0% debt)

Holdings (14)

QQQ INVESCO QQQ TR 27.8%

Value ($000) $421,454 Shares 1,140,854 Est. Cost $324.12 Unrealized —

VOO VANGUARD INDEX FDS 26.6%

Value ($000) $403,859 Shares 991,600 Est. Cost $379.42 Unrealized —

JNK SPDR SER TR 7.4%

Value ($000) $112,277 Shares 1,220,000 Est. Cost $92.03 Unrealized —

HYG ISHARES TR 6.5%

Value ($000) $98,342 Shares 1,310,000 Est. Cost $75.07 Unrealized —

USHY ISHARES TR 5.6%

Value ($000) $84,720 Shares 2,400,000 Est. Cost $35.30 Unrealized —

SHYG ISHARES TR 3.7%

Value ($000) $56,372 Shares 1,360,000 Est. Cost $41.45 Unrealized —

HYLB DBX ETF TR 3.7%

Value ($000) $56,235 Shares 1,630,000 Est. Cost $34.50 Unrealized —

VUG VANGUARD INDEX FDS 3.3%

Value ($000) $50,763 Shares 179,400 Est. Cost $249.44 Unrealized —

MGK VANGUARD WORLD FD 3.3%

Value ($000) $50,759 Shares 215,700 Est. Cost $204.51 Unrealized —

IWF ISHARES TR 3.3%

Value ($000) $50,633 Shares 184,000 Est. Cost $244.33 Unrealized —

IGSB ISHARES TR 3.1%

Value ($000) $46,658 Shares 930,000 Est. Cost $50.17 Unrealized —

ANGL VANECK ETF TRUST 1.9%

Value ($000) $28,325 Shares 1,020,000 Est. Cost $27.77 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 1.9%

Value ($000) $28,194 Shares 1,340,000 Est. Cost $21.04 Unrealized —

SRLN SSGA ACTIVE ETF TR 1.8%

Value ($000) $28,053 Shares 670,000 Est. Cost $41.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TR	1,140,854	$421,454	27.8%	$324.12	—	UNIT SER 1	46090E103
VOO	VANGUARD INDEX FDS	991,600	$403,859	26.6%	$379.42	—	S&P 500 ETF SHS	922908363
JNK	SPDR SER TR	1,220,000	$112,277	7.4%	$92.03	—	BLOOMBERG HIGH Y	78468R622
HYG	ISHARES TR	1,310,000	$98,342	6.5%	$75.07	—	IBOXX HI YD ETF	464288513
USHY	ISHARES TR	2,400,000	$84,720	5.6%	$35.30	—	BROAD USD HIGH	46435U853
SHYG	ISHARES TR	1,360,000	$56,372	3.7%	$41.45	—	0-5YR HI YL CP	46434V407
HYLB	DBX ETF TR	1,630,000	$56,235	3.7%	$34.50	—	XTRACK USD HIGH	233051432
VUG	VANGUARD INDEX FDS	179,400	$50,763	3.3%	$249.44	—	GROWTH ETF	922908736
MGK	VANGUARD WORLD FD	215,700	$50,759	3.3%	$204.51	—	MEGA GRWTH IND	921910816
IWF	ISHARES TR	184,000	$50,633	3.3%	$244.33	—	RUS 1000 GRW ETF	464287614
IGSB	ISHARES TR	930,000	$46,658	3.1%	$50.17	—	ISHS 1-5YR INVS	464288646
ANGL	VANECK ETF TRUST	1,020,000	$28,325	1.9%	$27.77	—	FALLEN ANGEL HG	92189F437
BKLN	INVESCO EXCH TRADED FD TR II	1,340,000	$28,194	1.9%	$21.04	—	SR LN ETF	46138G508
SRLN	SSGA ACTIVE ETF TR	670,000	$28,053	1.8%	$41.87	—	BLACKSTONE SENR	78467V608