Kensington Asset Management, LLC Quant / Systematic

Location: Austin, TX

CIK: 0001979884 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 13, 2024

Total Value: $927M (100.0% shares, 0.0% debt)

Holdings (20)

JAAA Janus Henderson 16.4%

Value $152M Shares 2,990,348 Est. Cost $50.88 Unrealized —

USHY iShares 15.2%

Value $141M Shares 3,874,790 Est. Cost $36.35 Unrealized —

Value $129M Shares 1,363,800 Est. Cost $94.73 Unrealized —

BKLN Invesco 9.5%

Value $88.06M Shares 4,185,450 Est. Cost $21.11 Unrealized —

Value $87.79M Shares 3,779,100 Est. Cost $23.33 Unrealized —

Value $85.75M Shares 2,051,500 Est. Cost $41.86 Unrealized —

ANGL VanEck 6.8%

Value $63.45M Shares 2,242,100 Est. Cost $28.72 Unrealized —

HYLB Xtrackers 4.6%

Value $42.9M Shares 1,209,900 Est. Cost $35.55 Unrealized —

Value $42.76M Shares 1,712,500 Est. Cost $25.14 Unrealized —

HYGV FlexShares 2.3%

Value $21.36M Shares 528,700 Est. Cost $40.87 Unrealized —

JBBB Janus Henderson 2.1%

Value $19.07M Shares 387,790 Est. Cost $49.18 Unrealized —

QQQ Invesco 0.9%

Value $7.924M Shares 16,539 Est. Cost $328.07 Unrealized —

Value $7.67M Shares 119,849 Est. Cost $58.51 Unrealized —

SGOL ABRDN 0.8%

Value $7.263M Shares 326,867 Est. Cost $22.22 Unrealized —

VGK Vanguard 0.8%

Value $7.123M Shares 106,684 Est. Cost $65.89 Unrealized —

Value $7.1M Shares 170,965 Est. Cost $43.04 Unrealized —

FLJP Franklin 0.8%

Value $7.076M Shares 246,022 Est. Cost $29.41 Unrealized —

IEF iShares 0.5%

Value $5.037M Shares 53,784 Est. Cost $94.66 Unrealized —

VOO Vanguard 0.4%

Value $4.001M Shares 8,000 Est. Cost $390.25 Unrealized —

HDV iShares 0.1%

Value $1.011M Shares 9,300 Est. Cost $108.70 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
JAAA	Janus Henderson	2,990,348	$152M	16.4%	$50.88	—	AAA CLO ETF	47103U845
USHY	iShares	3,874,790	$141M	15.2%	$36.35	—	Broad USD High Yield C	46435U853
JNK	SPDR	1,363,800	$129M	13.9%	$94.73	—	Bloomberg High Yield Bond	78468R622
BKLN	Invesco	4,185,450	$88.06M	9.5%	$21.11	—	Senior Loan ETF	46138G508
SPHY	SPDR	3,779,100	$87.79M	9.5%	$23.33	—	Portfolio High Yield Bond	78468R606
SRLN	SPDR	2,051,500	$85.75M	9.3%	$41.86	—	Blackstone Senior Loan ET	78467V608
ANGL	VanEck	2,242,100	$63.45M	6.8%	$28.72	—	Fallen Angel High Yield	92189F437
HYLB	Xtrackers	1,209,900	$42.9M	4.6%	$35.55	—	USD High Yield Corpo	233051432
SJNK	SPDR	1,712,500	$42.76M	4.6%	$25.14	—	Bloomberg Short Term High	78468R408
HYGV	FlexShares	528,700	$21.36M	2.3%	$40.87	—	High Yield Value-Sc	33939L662
JBBB	Janus Henderson	387,790	$19.07M	2.1%	$49.18	—	B-BBB CLO ETF	47103U753
QQQ	Invesco	16,539	$7.924M	0.9%	$328.07	—	QQQ Trust Series 1	46090E103
SPYM	SPDR	119,849	$7.67M	0.8%	$58.51	—	Portfolio S&P 500 ETF	78464A854
SGOL	ABRDN	326,867	$7.263M	0.8%	$22.22	—	ETFS GOLD TR PHYSICAL GOLD SHS	00326A104
VGK	Vanguard	106,684	$7.123M	0.8%	$65.89	—	FTSE Europe ETF	922042874
SPSM	SPDR	170,965	$7.1M	0.8%	$43.04	—	Portfolio S&P 600 Small C	78468R853
FLJP	Franklin	246,022	$7.076M	0.8%	$29.41	—	FTSE Japan ETF	35473P744
IEF	iShares	53,784	$5.037M	0.5%	$94.66	—	7-10 Year Treasury Bon	464287440
VOO	Vanguard	8,000	$4.001M	0.4%	$390.25	—	S&P 500 ETF	922908363
HDV	iShares	9,300	$1.011M	0.1%	$108.70	—	Core High Dividend ETF	46429B663