Kensington Asset Management, LLC Quant / Systematic

CIK: 0001979884 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: Apr 29, 2024

Total Value ($000): $1,999,974 (100.0% shares, 0.0% debt)

Holdings (23)

QQQ Invesco 23.0%

Value ($000) $459,069 Shares 1,033,915 Est. Cost $328.07 Unrealized —

VOO Vanguard 21.9%

Value ($000) $438,480 Shares 912,170 Est. Cost $390.25 Unrealized —

USHY iShares 9.4%

Value ($000) $188,971 Shares 5,164,550 Est. Cost $36.35 Unrealized —

Value ($000) $157,204 Shares 1,651,300 Est. Cost $94.73 Unrealized —

MGK Vanguard 6.6%

Value ($000) $132,328 Shares 461,700 Est. Cost $220.14 Unrealized —

VUG Vanguard 6.4%

Value ($000) $127,457 Shares 370,300 Est. Cost $262.82 Unrealized —

VTI Vanguard 6.0%

Value ($000) $120,847 Shares 464,975 Est. Cost $237.22 Unrealized —

ANGL VanEck 2.8%

Value ($000) $55,965 Shares 1,928,500 Est. Cost $28.79 Unrealized —

Value ($000) $55,281 Shares 2,356,400 Est. Cost $23.38 Unrealized —

Value ($000) $51,668 Shares 2,048,700 Est. Cost $25.14 Unrealized —

BKLN Invesco 2.2%

Value ($000) $44,485 Shares 2,103,300 Est. Cost $21.18 Unrealized —

Value ($000) $40,442 Shares 960,400 Est. Cost $41.93 Unrealized —

HYLB Xtrackers 1.9%

Value ($000) $38,674 Shares 1,083,000 Est. Cost $35.56 Unrealized —

HYGV FlexShares 1.3%

Value ($000) $26,121 Shares 635,400 Est. Cost $40.87 Unrealized —

JPIE JPMorgan 0.4%

Value ($000) $8,577 Shares 188,250 Est. Cost $45.56 Unrealized —

VGK Vanguard 0.4%

Value ($000) $8,108 Shares 120,411 Est. Cost $65.89 Unrealized —

Value ($000) $8,100 Shares 188,201 Est. Cost $43.04 Unrealized —

Value ($000) $8,072 Shares 131,186 Est. Cost $58.51 Unrealized —

FLJP Franklin 0.4%

Value ($000) $8,054 Shares 259,560 Est. Cost $29.41 Unrealized —

HYG iShares 0.4%

Value ($000) $7,946 Shares 102,226 Est. Cost $77.56 Unrealized —

IEF iShares 0.4%

Value ($000) $7,913 Shares 83,589 Est. Cost $94.66 Unrealized —

JAAA Janus Henderson 0.2%

Value ($000) $4,191 Shares 82,603 Est. Cost $50.74 Unrealized —

AOHY Angel Oak 0.1%

Value ($000) $2,020 Shares 184,331 Est. Cost $10.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	Invesco	1,033,915	$459,069	23.0%	$328.07	—	QQQ Trust Series 1	46090E103
VOO	Vanguard	912,170	$438,480	21.9%	$390.25	—	S&P 500 ETF	922908363
USHY	iShares	5,164,550	$188,971	9.4%	$36.35	—	Broad USD High Yield C	46435U853
JNK	SPDR	1,651,300	$157,204	7.9%	$94.73	—	Bloomberg High Yield Bond	78468R622
MGK	Vanguard	461,700	$132,328	6.6%	$220.14	—	Mega Cap Growth ETF	921910816
VUG	Vanguard	370,300	$127,457	6.4%	$262.82	—	Growth ETF	922908736
VTI	Vanguard	464,975	$120,847	6.0%	$237.22	—	Total Stock Market ETF	922908769
ANGL	VanEck	1,928,500	$55,965	2.8%	$28.79	—	Fallen Angel High Yield	92189F437
SPHY	SPDR	2,356,400	$55,281	2.8%	$23.38	—	Portfolio High Yield Bond	78468R606
SJNK	SPDR	2,048,700	$51,668	2.6%	$25.14	—	Bloomberg Short Term High	78468R408
BKLN	Invesco	2,103,300	$44,485	2.2%	$21.18	—	Senior Loan ETF	46138G508
SRLN	SPDR	960,400	$40,442	2.0%	$41.93	—	Blackstone Senior Loan ET	78467V608
HYLB	Xtrackers	1,083,000	$38,674	1.9%	$35.56	—	USD High Yield Corperate	233051432
HYGV	FlexShares	635,400	$26,121	1.3%	$40.87	—	High Yield Value-Scored Bond Index Fund	33939L662
JPIE	JPMorgan	188,250	$8,577	0.4%	$45.56	—	Income ETF	46641Q159
VGK	Vanguard	120,411	$8,108	0.4%	$65.89	—	FTSE Europe ETF	922042874
SPSM	SPDR	188,201	$8,100	0.4%	$43.04	—	Portfolio S&P 600 Small C	78468R853
SPYM	SPDR	131,186	$8,072	0.4%	$58.51	—	Portfolio S&P 500 ETF	78464A854
FLJP	Franklin	259,560	$8,054	0.4%	$29.41	—	FTSE Japan ETF	35473P744
HYG	iShares	102,226	$7,946	0.4%	$77.56	—	iBoxx $ High Yield Cor	464288513
IEF	iShares	83,589	$7,913	0.4%	$94.66	—	7-10 Year Treasury Bon	464287440
JAAA	Janus Henderson	82,603	$4,191	0.2%	$50.74	—	AAA CLO ETF	47103U845
AOHY	Angel Oak	184,331	$2,020	0.1%	$10.96	—	High Yield Opportunies ETF	03463K745