KA
Kensington Asset Management, LLC 13F Holdings (39 Positions, Q2 2026)
Kensington Asset Management, LLCCIK: 0001979884
Momentum followerQuality / disciplined sizing
Total reported value
$1.8B
Reporting period: 2026-06-30 · Number of holdings: 39
Kensington Asset Management, LLC disclosed 39 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $1.8B and a quarterly turnover rate of 32.1%.
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Personality snowflake
- Concentration
- 40.21
- Portfolio Stability
- 32.07
- Momentum
- 100
- Sector conviction
- 0
- Diversification
- 78
- Sizing Uniformity
- 82.69
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govTrim QQQ
-97.8% -$194.5M
Trim VOO
-11.6% -$65.1M
Add VUSB
+273.2% $63.3M
Add PULS
+177.5% $58.7M
Add JPST
+132.4% $35.6M
Add FLOT
+92.8% $29.6M
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | VOO | Vanguard S&p 500 ETF | ETF-Large Cap & Growth | 22.84% | -3.51% | -11.62% | |
| 2 | PULS | Pgim Ultra Short Bond ETF | ETF-Other | 11.91% | +3.21% | +177.54% | |
| 3 | VUSB | Vanguard Ultra Short Bond Et | ETF-Other | 11.20% | +3.47% | +273.16% | |
| 4 | JPST | Jpmorgan Ultra-short Income | ETF-Other | 7.45% | +1.95% | +132.45% | |
| 5 | FLOT | Ishares Floating Rate Bond E | ETF-Other | 5.85% | +1.62% | +92.78% | |
| 6 | VNLA | Janus Henderson Short Durati | ETF-Other | 5.40% | +0.37% | +35.03% | |
| 7 | FLTR | Vaneck Ig Floating Rate ETF | ETF-Other | 4.63% | +0.48% | +28.02% | |
| 8 | SPHY | Ss Spdr P High Yield ETF | ETF-High Yield | 4.41% | +0.44% | +5.90% | |
| 9 | USHY | Ishares Broad Usd High Yield | ETF-High Yield | 4.32% | -0.13% | -44.07% | |
| 10 | HYLB | Xtrackers Usd High Yield Cor | ETF-High Yield | 2.53% | +0.32% | -3.78% | |
| 11 | PYLD | Pimco Multisector Bond Actv | ETF-Other | 2.52% | +0.11% | +17.92% | |
| 12 | GSST | Goldman Sachs Ultra Short Bo | ETF-Commodities | 2.50% | +0.25% | +27.79% | |
| 13 | YEAR | AB Ultra Short Income ETF | ETF-Other | 2.39% | +0.41% | +68.70% | |
| 14 | ANGL | Vaneck Fallen Angel High Yld | ETF-Other | 1.98% | +0.03% | -10.76% | |
| 15 | JAAA | Janus Henderson Aaa Clo ETF | ETF-Other | 1.72% | +0.50% | +285.71% | |
| 16 | VGSH | Vanguard Short-term Treasury | ETF-Gov Bonds | 1.62% | +0.54% | +481.53% | |
| 17 | VGIT | Vanguard Intermediate-term T | ETF-Other | 1.40% | +0.52% | +61.35% | |
| 18 | VTI | Vanguard Total Stock Mkt ETF | ETF-Other | 0.78% | +0.11% | +89.99% | |
| 19 | BKUI | Bny Mellon Ultr Shrt Inc ETF | ETF-Other | 0.40% | +0.02% | +6.47% | |
| 20 | CGUI | Cap Group Ultra Short Income | ETF-Other | 0.39% | +0.14% | +54.08% | |
| 21 | SPEM | State Street Sp Ptf Em ETF | ETF-Other | 0.35% | +0.19% | -47.90% | |
| 22 | SPSM | Ss Spdr P S&p 600 Small Cap | ETF-Small Cap | 0.35% | +0.19% | -54.73% | |
| 23 | FLJP | Franklin Ftse Japan ETF | ETF-Other | 0.34% | +0.18% | -49.60% | |
| 24 | PDBC | Invesco Optimum Yield Divers | ETF-Other | 0.34% | +0.18% | +132.02% | |
| 25 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 0.33% | -10.58% | -97.84% | |
| 26 | HDV | Ishares Core High Dividend E | ETF-Other | 0.28% | +0.10% | +740.51% | |
| 27 | VGLT | Vanguard Long-term Treasury | ETF-Gov Bonds | 0.25% | +0.04% | +19.77% | |
| 28 | BKGI | Bny Mellon Glbl Infra Inc | ETF-Other | 0.23% | +0.06% | +46.30% | |
| 29 | IALT | Ishrs Sys Alt Act ETF | ETF-Other | 0.18% | +0.18% | NEW | |
| 30 | EMHY | Ishares J.p. Morgan Em High | ETF-Other | 0.18% | +0.06% | +52.72% | |
| 31 | SGOL | Abrdn Physical Gold Shares | ETF-Commodities | 0.18% | -0.42% | -68.96% | |
| 32 | CTAP | Simplify US Eq Plus Mgd Fut | ETF-Other | 0.14% | +0.14% | NEW | |
| 33 | NUSB | Nuveen Ultra Short Income | ETF-Other | 0.14% | — | — | |
| 34 | FRDM | Freedom 100 Emeging Mrkt ETF | ETF-Other | 0.13% | +0.11% | +310.50% | |
| 35 | IDMO | Invesco S&p International De | ETF-Other | 0.11% | +0.08% | +193.36% | |
| 36 | EMB | Ishares Jp Morgan Usd Emergi | ETF-Other | 0.09% | +0.01% | — | |
| 37 | NSCI | Nuveen Securitized Incom ETF | ETF-Other | 0.07% | — | — | |
| 38 | JHHY | John Hancock High Yield ETF | ETF-High Yield | 0.04% | -0.20% | -85.56% | |
| 39 | LONZ | Pimco Senior Loan Active ETF | ETF-Other | 0.03% | +0.03% | NEW |
Portfolio Performance
Performance for Q3 2026
+0.7%
Performance Last 4 Quarters
+13.3%
- Stdev
- +9.3%
- Beta
- +0.69
- Alpha
- +0.9%
- Max Drawdown
- -4.6%
- Annualized Perf
- +15.2%
- Batting Avg vs S&P
- +38.9%
- Sortino
- +3.56
- Stutzer
- +0.47
- Treynor
- +0.21
- Sterling
- +1.12
- Calmar
- +3.32
- Information Ratio
- -1.1
- Tracking Error
- +4.8%
- Stdev Down
- +4.1%
- Winning Months %
- +66.7%
- Losing Months %
- +33.3%
- Best 12 Months
- +32.9%
- Worst 12 Months
- +5.6%
- Efficiency Ratio
- +0.65
- Sharpe
- +1.57
- Stdev Sectors
- —
- Skewness
- +0.26
- Kurtosis
- -0.01
- Upside Potential
- +5.08
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 39 | $1.8B | 32 | ||
| 2026 Q1 | 42 | $1.8B | 47 | ||
| 2025 Q4 | 41 | $1.9B | 17 | ||
| 2025 Q3 | 37 | $1.7B | 100 | ||
| 2025 Q2 | 29 | $1.3B | 0 | ||
| 2025 Q1 | 31 | $951.5M | 0 | ||
| 2024 Q4 | 26 | $1.7B | 0 | ||
| 2024 Q3 | 30 | $1.8B | 0 | ||
| 2024 Q2 | 20 | $25.4B | 0 | ||
| 2024 Q1 | 23 | $2.0B | 0 | ||
| 2023 Q4 | 23 | $1.9B | 0 | ||
| 2023 Q3 | 6 | $960.8M | 0 | ||
| 2023 Q2 | 14 | $1.5B | 0 | ||
| 2023 Q1 | 5 | $958.1M | 0 | ||
| 2022 Q4 | 1 | — | 0 | ||
| 2022 Q3 | 1 | — | 0 | ||
| 2022 Q2 | 1 | $80.6M | 0 | ||
| 2022 Q1 | 6 | $573.3M | 0 | ||
| 2021 Q4 | 3 | $495.9M | 0 |
Holding changes this quarter
Kensington Asset Management, LLC's most significant position changes for 2026-06-30: Sold out: Jh Securitized Income ETF (JSI); New buy: Ishrs Sys Alt Act ETF (IALT); Sold out: Vanguard Ftse Europe ETF (VGK); Sold out: Ishares 5-10y Inv Grade CORP (IGIB); New buy: Simplify US Eq Plus Mgd Fut (CTAP).
Filing History
FAQ
What is Kensington Asset Management, LLC and what type of investor is it?
Kensington Asset Management, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $1.8B, spread across 39 disclosed positions.
What are Kensington Asset Management, LLC's largest equity positions?
Based on the latest 13F filing, Kensington Asset Management, LLC's top holdings by market value are:
1. Vanguard S&p 500 ETF (VOO) — $418.9M (22.8%)
2. Pgim Ultra Short Bond ETF (PULS) — $218.4M (11.9%)
3. Vanguard Ultra Short Bond Et (VUSB) — $205.4M (11.2%)
4. Jpmorgan Ultra-short Income (JPST) — $136.6M (7.5%)
5. Ishares Floating Rate Bond E (FLOT) — $107.3M (5.8%)
What changes did Kensington Asset Management, LLC make in its most recent portfolio filing?
In the latest reported quarter, Kensington Asset Management, LLC made 40 notable position adjustments: 3 new positions were initiated, 26 existing holdings were added to, 5 positions were partially reduced, and 6 were completely exited. The largest of these moves: Sold out: Jh Securitized Income ETF (JSI); New buy: Ishrs Sys Alt Act ETF (IALT); Sold out: Vanguard Ftse Europe ETF (VGK); Sold out: Ishares 5-10y Inv Grade CORP (IGIB); New buy: Simplify US Eq Plus Mgd Fut (CTAP)
What sectors does Kensington Asset Management, LLC focus on?
Sector breakdown data is not yet available for Kensington Asset Management, LLC. Check back after the next 13F processing cycle.
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Investment Profile
Kensington Asset Management, LLC returned an annualized 15.2% over the trailing 36 months — outperforming the S&P 500 by 0.9 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.69 (less volatile than the market) and a 39% quarterly batting average against the index.
Its portfolio is moderately concentrated and moderately active.
Its turnover score has risen from 0 to 32 over the past 4 quarters — a shift toward more active trading.
It has added to its SPHY position over the past two quarters (+$3.7M, now $81.0M), while trimming EMB over the same stretch (-$495.0, still holding $1.6M).
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Developer Access
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