Kensington Asset Management, LLC Quant / Systematic

Location: Austin, TX

CIK: 0001979884 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 13, 2024

Total Value: $1.823B (100.0% shares, 0.0% debt)

Holdings (30)

VOO Vanguard 27.8%

Value $506M Shares 968,982 Est. Cost $521.58 Unrealized —

QQQ Invesco 18.2%

Value $331M Shares 684,154 Est. Cost $480.08 Unrealized —

USHY iShares 9.6%

Value $176M Shares 4,734,160 Est. Cost $36.49 Unrealized —

Value $121M Shares 1,256,980 Est. Cost $94.73 Unrealized —

Value $98.96M Shares 4,179,100 Est. Cost $23.36 Unrealized —

JAAA Janus Henderson 4.1%

Value $74.82M Shares 1,469,882 Est. Cost $50.88 Unrealized —

ANGL VanEck 3.8%

Value $68.41M Shares 2,369,726 Est. Cost $28.73 Unrealized —

Value $52.08M Shares 1,244,811 Est. Cost $41.86 Unrealized —

VUG Vanguard 2.7%

Value $48.98M Shares 127,900 Est. Cost $382.92 Unrealized —

IWF iShares 2.7%

Value $48.95M Shares 130,900 Est. Cost $373.96 Unrealized —

MGK Vanguard 2.6%

Value $47.09M Shares 147,200 Est. Cost $319.91 Unrealized —

HYLB Xtrackers 2.4%

Value $43.98M Shares 1,209,900 Est. Cost $35.55 Unrealized —

Value $43.63M Shares 1,712,500 Est. Cost $25.14 Unrealized —

BKLN Invesco 1.7%

Value $31.57M Shares 1,503,940 Est. Cost $21.11 Unrealized —

JBBB Janus Henderson 1.2%

Value $22.24M Shares 450,448 Est. Cost $49.21 Unrealized —

HYGV FlexShares 1.2%

Value $21.28M Shares 518,700 Est. Cost $40.87 Unrealized —

PYLD PIMCO 1.1%

Value $19.94M Shares 762,781 Est. Cost $26.14 Unrealized —

FLHY Franklin 0.5%

Value $9.647M Shares 400,450 Est. Cost $24.09 Unrealized —

IEF iShares 0.5%

Value $9.349M Shares 98,908 Est. Cost $94.60 Unrealized —

SGOL abrdn 0.5%

Value $8.259M Shares 315,113 Est. Cost $22.22 Unrealized —

Value $8.021M Shares 119,924 Est. Cost $58.51 Unrealized —

Value $7.927M Shares 178,825 Est. Cost $43.10 Unrealized —

Value $7.798M Shares 193,934 Est. Cost $40.21 Unrealized —

XLRE Select Sector SPDR TR 0.4%

Value $7.793M Shares 180,400 Est. Cost $43.20 Unrealized —

AOHY Angel Oak 0.1%

Value $2.214M Shares 200,000 Est. Cost $11.07 Unrealized —

LONZ Pimco 0.1%

Value $1.719M Shares 33,476 Est. Cost $51.36 Unrealized —

HDV iShares 0.1%

Value $1.472M Shares 12,500 Est. Cost $111.01 Unrealized —

SPLV Invesco 0.1%

Value $1.278M Shares 18,000 Est. Cost $70.98 Unrealized —

JHHY John Hancock 0.0%

Value $645K Shares 25,000 Est. Cost $25.81 Unrealized —

LQD iShares 0.0%

Value $501K Shares 4,600 Est. Cost $108.99 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VOO	Vanguard	968,982	$506M	27.8%	$521.58	—	S&P 500 ETF	922908363
QQQ	Invesco	684,154	$331M	18.2%	$480.08	—	QQQ Trust Series 1	46090E103
USHY	iShares	4,734,160	$176M	9.6%	$36.49	—	Broad USD High Yield Corporate Bond ETF	46435U853
JNK	SPDR	1,256,980	$121M	6.6%	$94.73	—	Bloomberg High Yield Bond ETF	78468R622
SPHY	SPDR	4,179,100	$98.96M	5.4%	$23.36	—	Portfolio High Yield Bond ETF	78468R606
JAAA	Janus Henderson	1,469,882	$74.82M	4.1%	$50.88	—	AAA CLO ETF	47103U845
ANGL	VanEck	2,369,726	$68.41M	3.8%	$28.73	—	Fallen Angel High Yield Bond ETF	92189F437
SRLN	SPDR	1,244,811	$52.08M	2.9%	$41.86	—	Blackstone Senior Loan ETF	78467V608
VUG	Vanguard	127,900	$48.98M	2.7%	$382.92	—	Growth ETF	922908736
IWF	iShares	130,900	$48.95M	2.7%	$373.96	—	Russell 1000 Growth ETF	464287614
MGK	Vanguard	147,200	$47.09M	2.6%	$319.91	—	Mega Cap Growth ETF	921910816
HYLB	Xtrackers	1,209,900	$43.98M	2.4%	$35.55	—	USD High Yield Corporate Bond ETF	233051432
SJNK	SPDR	1,712,500	$43.63M	2.4%	$25.14	—	Bloomberg Short Term High Yield Bond ETF	78468R408
BKLN	Invesco	1,503,940	$31.57M	1.7%	$21.11	—	Senior Loan ETF	46138G508
JBBB	Janus Henderson	450,448	$22.24M	1.2%	$49.21	—	B-BBB CLO ETF	47103U753
HYGV	FlexShares	518,700	$21.28M	1.2%	$40.87	—	High Yield Value-Scored Bond Index Fund	33939L662
PYLD	PIMCO	762,781	$19.94M	1.1%	$26.14	—	Multi Sector Bond Active ETF	72201R585
FLHY	Franklin	400,450	$9.647M	0.5%	$24.09	—	High Yield Corporate ETF	35473P629
IEF	iShares	98,908	$9.349M	0.5%	$94.60	—	7-10 Year Treasury Bond ETF	464287440
SGOL	abrdn	315,113	$8.259M	0.5%	$22.22	—	Physical Gold Shares ETF	00326A104
SPYM	SPDR	119,924	$8.021M	0.4%	$58.51	—	Portfolio S&P 500 ETF	78464A854
SPSM	SPDR	178,825	$7.927M	0.4%	$43.10	—	Portfolio S&P 600 Small Cap ETF	78468R853
SPEM	SPDR	193,934	$7.798M	0.4%	$40.21	—	Portfolio Emerging Markets ETF	78463X509
XLRE	Select Sector SPDR TR	180,400	$7.793M	0.4%	$43.20	—	Real Estate Fund	81369Y860
AOHY	Angel Oak	200,000	$2.214M	0.1%	$11.07	—	High Yield Opportunities ETF	03463K745
LONZ	Pimco	33,476	$1.719M	0.1%	$51.36	—	Senior Loan Active Exchange-Traded Fund	72201R627
HDV	iShares	12,500	$1.472M	0.1%	$111.01	—	Core High Dividend ETF	46429B663
SPLV	Invesco	18,000	$1.278M	0.1%	$70.98	—	S&P 500 Low Volatility ETF	46138E354
JHHY	John Hancock	25,000	$645K	0.0%	$25.81	—	High Yield ETF	47804J719
LQD	iShares	4,600	$501K	0.0%	$108.99	—	iBoxx $ Investment Grade Corporate Bond ETF	464287242