Kensington Asset Management, LLC Quant / Systematic

Location: Austin, TX

CIK: 0001979884 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 26, 2024

Total Value: $1.92B (100.0% shares, 0.0% debt)

Holdings (23)

QQQ Invesco QQQ Trust 21.3%

Value $409M Shares 999,775 Est. Cost $324.12 Unrealized —

VOO Vanguard 20.8%

Value $398M Shares 912,170 Est. Cost $390.25 Unrealized —

USHY iShares 9.7%

Value $186M Shares 5,109,500 Est. Cost $36.35 Unrealized —

Value $156M Shares 1,651,300 Est. Cost $94.73 Unrealized —

VUG Vanguard 6.0%

Value $115M Shares 370,300 Est. Cost $262.82 Unrealized —

MGK Vanguard 6.0%

Value $115M Shares 441,700 Est. Cost $217.13 Unrealized —

VTI Vanguard 6.0%

Value $114M Shares 482,670 Est. Cost $237.22 Unrealized —

FAGIX Fidelity 4.4%

Value $83.82M Shares 8,686,211 Est. Cost $9.65 Unrealized —

ANGL VanEck 2.7%

Value $52.62M Shares 1,828,500 Est. Cost $28.78 Unrealized —

Value $52.02M Shares 2,224,800 Est. Cost $23.38 Unrealized —

Value $51.5M Shares 2,048,700 Est. Cost $25.14 Unrealized —

BKLN Invesco 2.1%

Value $40.31M Shares 1,903,300 Est. Cost $21.18 Unrealized —

Value $40.27M Shares 960,400 Est. Cost $41.93 Unrealized —

HYLB Xtrackers 1.9%

Value $36.55M Shares 1,028,200 Est. Cost $35.55 Unrealized —

HYGV FlexShares 1.4%

Value $25.97M Shares 635,400 Est. Cost $40.87 Unrealized —

SHV iShares 0.5%

Value $10.5M Shares 95,297 Est. Cost $110.13 Unrealized —

FIQTX FIDELITY ADVISOR SERIES I 0.5%

Value $10.49M Shares 999,001 Est. Cost $10.50 Unrealized —

VGK Vanguard 0.2%

Value $3.95M Shares 61,255 Est. Cost $64.48 Unrealized —

Value $3.938M Shares 70,450 Est. Cost $55.90 Unrealized —

HYG iShares 0.2%

Value $3.879M Shares 50,123 Est. Cost $77.39 Unrealized —

FLJP Franklin 0.2%

Value $3.865M Shares 138,093 Est. Cost $27.99 Unrealized —

SGOL Abrdn 0.2%

Value $3.819M Shares 193,458 Est. Cost $19.74 Unrealized —

AGG iShares 0.1%

Value $1.896M Shares 19,100 Est. Cost $99.25 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	Invesco QQQ Trust	999,775	$409M	21.3%	$324.12	—	Series 1	46090E103
VOO	Vanguard	912,170	$398M	20.8%	$390.25	—	S&P 500 ETF	922908363
USHY	iShares	5,109,500	$186M	9.7%	$36.35	—	Broad USD High Yield Corporate Bond ETF	46435U853
JNK	SPDR	1,651,300	$156M	8.1%	$94.73	—	Bloomberg High Yield Bond ETF	78468R622
VUG	Vanguard	370,300	$115M	6.0%	$262.82	—	Growth ETF	922908736
MGK	Vanguard	441,700	$115M	6.0%	$217.13	—	Mega Cap Growth ETF	921910816
VTI	Vanguard	482,670	$114M	6.0%	$237.22	—	Total Stock Market ETF	922908769
FAGIX	Fidelity	8,686,211	$83.82M	4.4%	$9.65	—	Capital & Income Fund	316062108
ANGL	VanEck	1,828,500	$52.62M	2.7%	$28.78	—	Fallen Angel High Yield Bond ETF	92189F437
SPHY	SPDR	2,224,800	$52.02M	2.7%	$23.38	—	Portfolio High Yield Bond ETF	78468R606
SJNK	SPDR	2,048,700	$51.5M	2.7%	$25.14	—	Bloomberg Short Term High Yield Bond ETF	78468R408
BKLN	Invesco	1,903,300	$40.31M	2.1%	$21.18	—	Senior Loan ETF	46138G508
SRLN	SPDR	960,400	$40.27M	2.1%	$41.93	—	Blackstone Senior Loan ETF	78467V608
HYLB	Xtrackers	1,028,200	$36.55M	1.9%	$35.55	—	USD High Yield Corporate Bond ETF	233051432
HYGV	FlexShares	635,400	$25.97M	1.4%	$40.87	—	High Yield Value-Scored Bond Index Fund	33939L662
SHV	iShares	95,297	$10.5M	0.5%	$110.13	—	Short Treasury Bond ETF	464288679
FIQTX	FIDELITY ADVISOR SERIES I	999,001	$10.49M	0.5%	$10.50	—	Fidelity Advisor High Income Advantage Fund	315806802
VGK	Vanguard	61,255	$3.95M	0.2%	$64.48	—	FTSE Europe ETF	922042874
SPYM	SPDR	70,450	$3.938M	0.2%	$55.90	—	Portfolio S&P 500 ETF	78464A854
HYG	iShares	50,123	$3.879M	0.2%	$77.39	—	iBoxx $ High Yield Corporate Bond ETF	464288513
FLJP	Franklin	138,093	$3.865M	0.2%	$27.99	—	FTSE Japan ETF	35473P744
SGOL	Abrdn	193,458	$3.819M	0.2%	$19.74	—	Physical Gold Shares ETF	00326A104
AGG	iShares	19,100	$1.896M	0.1%	$99.25	—	Core U.S. Aggregate Bond ETF	464287226