Kensington Asset Management, LLC Quant / Systematic

Location: Austin, TX

CIK: 0001979884 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: Apr 29, 2024

Total Value: $2B (100.0% shares, 0.0% debt)

Holdings (23)

QQQ Invesco 23.0%

Value $459M Shares 1,033,915 Est. Cost $328.07 Unrealized —

VOO Vanguard 21.9%

Value $438M Shares 912,170 Est. Cost $390.25 Unrealized —

USHY iShares 9.4%

Value $189M Shares 5,164,550 Est. Cost $36.35 Unrealized —

Value $157M Shares 1,651,300 Est. Cost $94.73 Unrealized —

MGK Vanguard 6.6%

Value $132M Shares 461,700 Est. Cost $220.14 Unrealized —

VUG Vanguard 6.4%

Value $127M Shares 370,300 Est. Cost $262.82 Unrealized —

VTI Vanguard 6.0%

Value $121M Shares 464,975 Est. Cost $237.22 Unrealized —

ANGL VanEck 2.8%

Value $55.97M Shares 1,928,500 Est. Cost $28.79 Unrealized —

Value $55.28M Shares 2,356,400 Est. Cost $23.38 Unrealized —

Value $51.67M Shares 2,048,700 Est. Cost $25.14 Unrealized —

BKLN Invesco 2.2%

Value $44.48M Shares 2,103,300 Est. Cost $21.18 Unrealized —

Value $40.44M Shares 960,400 Est. Cost $41.93 Unrealized —

HYLB Xtrackers 1.9%

Value $38.67M Shares 1,083,000 Est. Cost $35.56 Unrealized —

HYGV FlexShares 1.3%

Value $26.12M Shares 635,400 Est. Cost $40.87 Unrealized —

JPIE JPMorgan 0.4%

Value $8.577M Shares 188,250 Est. Cost $45.56 Unrealized —

VGK Vanguard 0.4%

Value $8.108M Shares 120,411 Est. Cost $65.89 Unrealized —

Value $8.1M Shares 188,201 Est. Cost $43.04 Unrealized —

Value $8.072M Shares 131,186 Est. Cost $58.51 Unrealized —

FLJP Franklin 0.4%

Value $8.054M Shares 259,560 Est. Cost $29.41 Unrealized —

HYG iShares 0.4%

Value $7.946M Shares 102,226 Est. Cost $77.56 Unrealized —

IEF iShares 0.4%

Value $7.913M Shares 83,589 Est. Cost $94.66 Unrealized —

JAAA Janus Henderson 0.2%

Value $4.191M Shares 82,603 Est. Cost $50.74 Unrealized —

AOHY Angel Oak 0.1%

Value $2.02M Shares 184,331 Est. Cost $10.96 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	Invesco	1,033,915	$459M	23.0%	$328.07	—	QQQ Trust Series 1	46090E103
VOO	Vanguard	912,170	$438M	21.9%	$390.25	—	S&P 500 ETF	922908363
USHY	iShares	5,164,550	$189M	9.4%	$36.35	—	Broad USD High Yield C	46435U853
JNK	SPDR	1,651,300	$157M	7.9%	$94.73	—	Bloomberg High Yield Bond	78468R622
MGK	Vanguard	461,700	$132M	6.6%	$220.14	—	Mega Cap Growth ETF	921910816
VUG	Vanguard	370,300	$127M	6.4%	$262.82	—	Growth ETF	922908736
VTI	Vanguard	464,975	$121M	6.0%	$237.22	—	Total Stock Market ETF	922908769
ANGL	VanEck	1,928,500	$55.97M	2.8%	$28.79	—	Fallen Angel High Yield	92189F437
SPHY	SPDR	2,356,400	$55.28M	2.8%	$23.38	—	Portfolio High Yield Bond	78468R606
SJNK	SPDR	2,048,700	$51.67M	2.6%	$25.14	—	Bloomberg Short Term High	78468R408
BKLN	Invesco	2,103,300	$44.48M	2.2%	$21.18	—	Senior Loan ETF	46138G508
SRLN	SPDR	960,400	$40.44M	2.0%	$41.93	—	Blackstone Senior Loan ET	78467V608
HYLB	Xtrackers	1,083,000	$38.67M	1.9%	$35.56	—	USD High Yield Corperate	233051432
HYGV	FlexShares	635,400	$26.12M	1.3%	$40.87	—	High Yield Value-Scored Bond Index Fund	33939L662
JPIE	JPMorgan	188,250	$8.577M	0.4%	$45.56	—	Income ETF	46641Q159
VGK	Vanguard	120,411	$8.108M	0.4%	$65.89	—	FTSE Europe ETF	922042874
SPSM	SPDR	188,201	$8.1M	0.4%	$43.04	—	Portfolio S&P 600 Small C	78468R853
SPYM	SPDR	131,186	$8.072M	0.4%	$58.51	—	Portfolio S&P 500 ETF	78464A854
FLJP	Franklin	259,560	$8.054M	0.4%	$29.41	—	FTSE Japan ETF	35473P744
HYG	iShares	102,226	$7.946M	0.4%	$77.56	—	iBoxx $ High Yield Cor	464288513
IEF	iShares	83,589	$7.913M	0.4%	$94.66	—	7-10 Year Treasury Bon	464287440
JAAA	Janus Henderson	82,603	$4.191M	0.2%	$50.74	—	AAA CLO ETF	47103U845
AOHY	Angel Oak	184,331	$2.02M	0.1%	$10.96	—	High Yield Opportunies ETF	03463K745