Kensington Asset Management, LLC — Inside Their 13F Portfolio

CIK: 0001979884

Momentum followerQuality / disciplined sizing

Total reported value

$1.8B

Reporting period: 2026-03-31 · Number of holdings: 42

Kensington Asset Management, LLC disclosed 42 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $1.8B and a quarterly turnover rate of 46.8%.

Browse other institutions with $1B to $10B AUM Browse other institutions starting with "K"

Personality snowflake

Concentration: 44.15
Portfolio Stability: 46.75
Momentum/Contrarian: 100
Sector conviction: 0
Diversification: 84
Sizing Uniformity: 80.7

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.

Recent moves

Add VUSB
+158.1%　$87.0M
Add PULS
+103.2%　$81.0M
Add VOO
+17.4%　$48.0M
Trim USHY
-42.0%　-$61.6M
Add JPST
+71.7%　$41.9M
Add FLOT
+39.9%　$22.3M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VOO	Vanguard S&p 500 ETF	ETF-Large Cap & Growth	26.35%	+3.82%	+17.36%
2	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	10.91%	-1.10%	-7.44%
3	PULS	Pgim Ultra Short Bond ETF	ETF-Other	8.70%	+4.63%	+103.18%
4	VUSB	Vanguard Ultra Short Bond Et	ETF-Other	7.73%	+4.88%	+158.11%
5	JPST	Jpmorgan Ultra-short Income	ETF-Other	5.50%	+2.45%	+71.66%
6	VNLA	Janus Henderson Short Durati	ETF-Other	5.03%	+1.22%	+25.93%
7	USHY	Ishares Broad Usd High Yield	ETF-High Yield	4.45%	-2.95%	-42.05%
8	FLOT	Ishares Floating Rate Bond E	ETF-Other	4.23%	+1.37%	+39.89%
9	FLTR	Vaneck Ig Floating Rate ETF	ETF-Other	4.15%	+0.74%	+15.44%
10	SPHY	Ss Spdr P High Yield ETF	ETF-High Yield	3.97%	-0.02%	-4.07%
11	PYLD	Pimco Multisector Bond Actv	ETF-Other	2.41%	+0.36%	+14.53%
12	GSST	Goldman Sachs Ultra Short Bo	ETF-Commodities	2.25%	+0.39%	+15.55%
13	HYLB	Xtrackers Usd High Yield Cor	ETF-High Yield	2.21%	-0.31%	-15.12%
14	YEAR	AB Ultra Short Income ETF	ETF-Other	1.98%	+0.63%	+39.60%
15	ANGL	Vaneck Fallen Angel High Yld	ETF-Other	1.95%	-0.17%	-10.76%
16	JAAA	Janus Henderson Aaa Clo ETF	ETF-Other	1.22%	+0.80%	+174.65%
17	VGSH	Vanguard Short-term Treasury	ETF-Gov Bonds	1.08%	+0.81%	+285.67%
18	VGIT	Vanguard Intermediate-term T	ETF-Other	0.88%	+0.88%	NEW
19	JSI	Jh Securitized Income ETF	ETF-Other	0.74%	-0.22%	-25.54%
20	VTI	Vanguard Total Stock Mkt ETF	ETF-Other	0.67%	+0.32%	+89.99%
21	SGOL	Abrdn Physical Gold Shares	ETF-Commodities	0.60%	+0.01%	-11.13%
22	BKUI	Bny Mellon Ultr Shrt INC ETF	ETF-Other	0.38%	+0.02%	—
23	CGUI	Cap Group Ultra Short Income	ETF-Other	0.25%	+0.01%	—
24	JHHY	John Hancock High Yield ETF	ETF-High Yield	0.24%	+0.01%	+0.12%
25	VGLT	Vanguard Long-term Treasury	ETF-Gov Bonds	0.21%	+0.21%	NEW
26	HDV	Ishares Core High Dividend E	ETF-Other	0.18%	+0.04%	+5.74%
27	BKGI	Bny Mellon Glbl Infra INC	ETF-Other	0.17%	+0.03%	+6.17%
28	FLJP	Franklin Ftse Japan ETF	ETF-Other	0.16%	-0.40%	-74.19%
29	PDBC	Invesco Optimum Yield Divers	ETF-Other	0.16%	+0.16%	NEW
30	SPEM	State Street Sp Ptf Em ETF	ETF-Other	0.16%	-0.41%	-73.79%
31	SPSM	Ss Spdr P S&p 600 Small Cap	ETF-Small Cap	0.16%	-0.44%	-75.43%
32	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.16%	+0.16%	NEW
33	IGIB	Ishares 5-10y Inv Grade CORP	ETF-Corp Bonds	0.15%	—	—
34	NUSB	Nuveen Ultra Short Income	ETF-Other	0.14%	+0.01%	—
35	SPYV	Ss Spdr P S&p 500 Value ETF	ETF-Large Cap & Growth	0.13%	+0.01%	—
36	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.12%	+0.01%	+5.93%
37	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.08%	—	—
38	NSCI	Nuveen Securitized Incom ETF	ETF-Other	0.07%	+0.01%	—
39	IDMO	Invesco S&p International De	ETF-Other	0.03%	+0.03%	NEW
40	FRDM	Freedom 100 Emeging Mrkt ETF	ETF-Other	0.02%	+0.02%	NEW
41	XCCC	Bondbloxx-ccc-usd Hy CORP Bd	ETF-Other	0.02%	-0.19%	-91.46%
42	GLD	Spdr Gold Shares	ETF-Commodities	—	—	NEW

Portfolio Performance

Performance for Q3 2026

+2.6%

Performance Last 4 Quarters

+13.3%

Based on 86% of reported portfolio value with available pricing

Stdev: +10%
Beta: +0.74
Alpha: +0.4%
Max Drawdown: -5.6%
Annualized Perf: +14.4%
Batting Avg vs S&P: +44.4%
Sortino: +3.09
Stutzer: +0.42
Treynor: +0.19
Sterling: +0.97
Calmar: +2.57
Information Ratio: -1.01
Tracking Error: +4.4%
Stdev Down: +4.5%
Winning Months %: +63.9%
Losing Months %: +36.1%
Best 12 Months: +33.9%
Worst 12 Months: +5.5%
Efficiency Ratio: +0.58
Sharpe: +1.39
Stdev Sectors: —
Skewness: +0.32
Kurtosis: -0.09
Upside Potential: +4.69

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
2026-03-31	42	$1.8B	47	1VOO 2QQQ 3PULS Top holdings2026-03-31 1.VOO 2.QQQ 3.PULS 4.VUSB 5.JPST 6.VNLA 7.USHY 8.FLOT 9.FLTR 10.SPHY
2025-12-31	41	$1.9B	17	1VOO 2QQQ 3USHY Top holdings2025-12-31 1.VOO 2.QQQ 3.USHY 4.MGK 5.VUG 6.IWF 7.PULS 8.SPHY 9.VNLA 10.FLTR
2025-09-30	37	$1.7B	100	1VOO 2QQQ 3USHY Top holdings2025-09-30 1.VOO 2.QQQ 3.USHY 4.VUG 5.MGK 6.IWF 7.SPHY 8.PULS 9.FLOT 10.FLTR
2025-06-30	29	$1.3B	0	1VOO 2QQQ 3USHY Top holdings2025-06-30 1.VOO 2.QQQ 3.USHY 4.MGK 5.IWF 6.VUG 7.SPHY 8.HYLB 9.PYLD 10.ANGL
2025-03-31	31	$951.5M	0	1USHY 2JNK 3VOO Top holdings2025-03-31 1.USHY 2.JNK 3.VOO 4.SPHY 5.ANGL 6.JAAA 7.SRLN 8.SJNK 9.HYLB 10.VCSH
2024-12-31	26	$1.7B	0	1QQQ 2VOO 3USHY Top holdings2024-12-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.SPHY 6.JAAA 7.ANGL 8.SRLN 9.VUG 10.SJNK
2024-09-30	30	$1.8B	0	1VOO 2QQQ 3USHY Top holdings2024-09-30 1.VOO 2.QQQ 3.USHY 4.JNK 5.SPHY 6.JAAA 7.ANGL 8.SRLN 9.VUG 10.IWF
2024-06-30	20	$25.4B	0	1BKLN 2USHY 3SPHY Top holdings2024-06-30 1.BKLN 2.USHY 3.SPHY 4.JAAA 5.ANGL 6.SRLN 7.SJNK 8.JNK 9.HYLB 10.HYGV
2024-03-31	23	$2.0B	0	1QQQ 2VOO 3USHY Top holdings2024-03-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.MGK 6.VUG 7.VTI 8.ANGL 9.SPHY 10.SJNK
2023-12-31	23	$1.9B	0	1QQQ 2VOO 3USHY Top holdings2023-12-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.VUG 6.MGK 7.VTI 8.FAGIX 9.ANGL 10.SPHY
2023-09-30	6	$960.8M	0	1QQQ 2VOO 3VUG Top holdings2023-09-30 1.QQQ 2.VOO 3.VUG 4.MGK 5.VTV 6.HDV
2023-06-30	14	$1.5B	0	1QQQ 2VOO 3JNK Top holdings2023-06-30 1.QQQ 2.VOO 3.JNK 4.HYG 5.USHY 6.SHYG 7.HYLB 8.VUG 9.MGK 10.IWF
2023-03-31	5	$958.1M	0	1QQQ 2VOO 3VUG Top holdings2023-03-31 1.QQQ 2.VOO 3.VUG 4.MGK 5.IWF
2022-12-31	1	—	0
2022-09-30	1	—	0
2022-06-30	1	$80.6M	0	1SJB Top holdings2022-06-30 1.SJB
2022-03-31	6	$573.3M	0	1VOO 2QQQ 3VUG Top holdings2022-03-31 1.VOO 2.QQQ 3.VUG 4.IJH 5.IEI 6.QQQE
2021-12-31	3	$495.9M	0	1IEF 2TLT 3IEI Top holdings2021-12-31 1.IEF 2.TLT 3.IEI

Holding changes this quarter

Kensington Asset Management, LLC's most significant position changes for 2026-03-31: Sold out: Vanguard Mega Cap Growth ETF (MGK); Sold out: Vanguard Growth ETF (VUG); Sold out: Ishares Russell 1000 Growth (IWF); New buy: Vanguard Intermediate-term T (VGIT); Sold out: Vanguard S/t CORP Bond ETF (VCSH).

Position changes disclosed by Kensington Asset Management, LLC for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VUSB	Vanguard Ultra Short Bond Et	+4.9%	+158.11%	Add
2	PULS	Pgim Ultra Short Bond ETF	+4.6%	+103.18%	Add
3	VOO	Vanguard S&p 500 ETF	+3.8%	+17.36%	Add
4	JPST	Jpmorgan Ultra-short Income	+2.5%	+71.66%	Add
5	FLOT	Ishares Floating Rate Bond E	+1.4%	+39.89%	Add
6	VNLA	Janus Henderson Short Durati	+1.2%	+25.93%	Add
7	VGSH	Vanguard Short-term Treasury	+0.8%	+285.67%	Add
8	JAAA	Janus Henderson Aaa Clo ETF	+0.8%	+174.65%	Add
9	FLTR	Vaneck Ig Floating Rate ETF	+0.7%	+15.44%	Add
10	YEAR	AB Ultra Short Income ETF	+0.6%	+39.60%	Add
11	GSST	Goldman Sachs Ultra Short Bo	+0.4%	+15.55%	Add
12	PYLD	Pimco Multisector Bond Actv	+0.4%	+14.53%	Add
13	VTI	Vanguard Total Stock Mkt ETF	+0.3%	+89.99%	Add
14	HDV	Ishares Core High Dividend E	0%	+5.74%	Add
15	BKGI	Bny Mellon Glbl Infra INC	0%	+6.17%	Add
16	BKUI	Bny Mellon Ultr Shrt INC ETF	0%	—	Unchanged
17	SGOL	Abrdn Physical Gold Shares	0%	-11.13%	Trim
18	JHHY	John Hancock High Yield ETF	0%	+0.12%	Add
19	EMHY	Ishares J.p. Morgan Em High	0%	+5.93%	Add
20	SPYV	Ss Spdr P S&p 500 Value ETF	0%	—	Unchanged
21	NUSB	Nuveen Ultra Short Income	0%	—	Unchanged
22	CGUI	Cap Group Ultra Short Income	0%	—	Unchanged
23	NSCI	Nuveen Securitized Incom ETF	0%	—	Unchanged
24	IGIB	Ishares 5-10y Inv Grade CORP	—	—	Unchanged
25	EMB	Ishares Jp Morgan Usd Emergi	—	—	Unchanged
26	SPHY	Ss Spdr P High Yield ETF	0%	-4.07%	Trim
27	ANGL	Vaneck Fallen Angel High Yld	-0.2%	-10.76%	Trim
28	XCCC	Bondbloxx-ccc-usd Hy CORP Bd	-0.2%	-91.46%	Trim
29	JSI	Jh Securitized Income ETF	-0.2%	-25.54%	Trim
30	HYLB	Xtrackers Usd High Yield Cor	-0.3%	-15.12%	Trim
31	FLJP	Franklin Ftse Japan ETF	-0.4%	-74.19%	Trim
32	SPEM	State Street Sp Ptf Em ETF	-0.4%	-73.79%	Trim
33	SPSM	Ss Spdr P S&p 600 Small Cap	-0.4%	-75.43%	Trim
34	QQQ	Invesco Qqq Trust Series 1	-1.1%	-7.44%	Trim
35	USHY	Ishares Broad Usd High Yield	-3%	-42.05%	Trim
36	MGK	Vanguard Mega Cap Growth ETF	—	EXIT	Sold out
37	VUG	Vanguard Growth ETF	—	EXIT	Sold out
38	IWF	Ishares Russell 1000 Growth	—	EXIT	Sold out
39	VGIT	Vanguard Intermediate-term T	—	NEW	New buy
40	VCSH	Vanguard S/t CORP Bond ETF	—	EXIT	Sold out
41	USIG	Ishares Broad Usd Investment	—	EXIT	Sold out
42	CDX	Simplify High Yield ETF	—	EXIT	Sold out
43	VGLT	Vanguard Long-term Treasury	—	NEW	New buy
44	PDBC	Invesco Optimum Yield Divers	—	NEW	New buy
45	VGK	Vanguard Ftse Europe ETF	—	NEW	New buy
46	IDMO	Invesco S&p International De	—	NEW	New buy
47	FRDM	Freedom 100 Emeging Mrkt ETF	—	NEW	New buy
48	GLD	Spdr Gold Shares	—	NEW	New buy

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-21	Amendment	View on EDGAR
2026-03-31	2026-05-14	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-12	13F-HR	View on EDGAR
2025-06-30	2025-08-12	13F-HR	View on EDGAR
2025-03-31	2025-05-13	13F-HR	View on EDGAR
2024-12-31	2025-02-13	13F-HR	View on EDGAR
2024-09-30	2024-11-13	13F-HR	View on EDGAR
2024-06-30	2024-08-13	Amendment	View on EDGAR
2024-06-30	2024-08-12	13F-HR	View on EDGAR
2024-03-31	2024-04-29	13F-HR	View on EDGAR
2023-12-31	2024-01-26	13F-HR	View on EDGAR
2023-09-30	2023-11-13	13F-HR	View on EDGAR
2023-06-30	2023-07-19	13F-HR	View on EDGAR
2023-03-31	2023-06-16	13F-HR	View on EDGAR
2022-12-31	2023-06-16	13F-HR	View on EDGAR
2022-09-30	2023-06-16	13F-HR	View on EDGAR
2022-06-30	2023-06-16	13F-HR	View on EDGAR
2022-03-31	2023-06-16	13F-HR	View on EDGAR
2021-12-31	2023-06-16	13F-HR	View on EDGAR

FAQ

What is Kensington Asset Management, LLC and what type of investor is it?

Kensington Asset Management, LLC is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-03-31), the firm manages a tracked equity portfolio valued at approximately $1.8B, spread across 42 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) — $483.9M (26.4%) 2. Invesco Qqq Trust Series 1 (QQQ) — $200.5M (10.9%) 3. Pgim Ultra Short Bond ETF (PULS) — $159.7M (8.7%) 4. Vanguard Ultra Short Bond Et (VUSB) — $142.1M (7.7%) 5. Jpmorgan Ultra-short Income (JPST) — $100.9M (5.5%)

What changes did Kensington Asset Management, LLC make in its most recent portfolio filing?

In the latest reported quarter, Kensington Asset Management, LLC made 41 notable position adjustments: 7 new positions were initiated, 17 existing holdings were added to, 11 positions were partially reduced, and 6 were completely exited. The largest of these moves: Sold out: Vanguard Mega Cap Growth ETF (MGK); Sold out: Vanguard Growth ETF (VUG); Sold out: Ishares Russell 1000 Growth (IWF); New buy: Vanguard Intermediate-term T (VGIT); Sold out: Vanguard S/t CORP Bond ETF (VCSH)

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.

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Kensington Asset Management, LLC — Inside Their 13F Portfolio

CIK: 0001979884

Momentum followerQuality / disciplined sizing

Total reported value

$1.8B

Reporting period: 2026-03-31 · Number of holdings: 42

Kensington Asset Management, LLC disclosed 42 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $1.8B and a quarterly turnover rate of 46.8%.

Browse other institutions with $1B to $10B AUM Browse other institutions starting with "K"

Personality snowflake

Concentration: 44.15
Portfolio Stability: 46.75
Momentum/Contrarian: 100
Sector conviction: 0
Diversification: 84
Sizing Uniformity: 80.7

Recent moves

Add VUSB
+158.1%　$87.0M
Add PULS
+103.2%　$81.0M
Add VOO
+17.4%　$48.0M
Trim USHY
-42.0%　-$61.6M
Add JPST
+71.7%　$41.9M
Add FLOT
+39.9%　$22.3M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VOO	Vanguard S&p 500 ETF	ETF-Large Cap & Growth	26.35%	+3.82%	+17.36%
2	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	10.91%	-1.10%	-7.44%
3	PULS	Pgim Ultra Short Bond ETF	ETF-Other	8.70%	+4.63%	+103.18%
4	VUSB	Vanguard Ultra Short Bond Et	ETF-Other	7.73%	+4.88%	+158.11%
5	JPST	Jpmorgan Ultra-short Income	ETF-Other	5.50%	+2.45%	+71.66%
6	VNLA	Janus Henderson Short Durati	ETF-Other	5.03%	+1.22%	+25.93%
7	USHY	Ishares Broad Usd High Yield	ETF-High Yield	4.45%	-2.95%	-42.05%
8	FLOT	Ishares Floating Rate Bond E	ETF-Other	4.23%	+1.37%	+39.89%
9	FLTR	Vaneck Ig Floating Rate ETF	ETF-Other	4.15%	+0.74%	+15.44%
10	SPHY	Ss Spdr P High Yield ETF	ETF-High Yield	3.97%	-0.02%	-4.07%
11	PYLD	Pimco Multisector Bond Actv	ETF-Other	2.41%	+0.36%	+14.53%
12	GSST	Goldman Sachs Ultra Short Bo	ETF-Commodities	2.25%	+0.39%	+15.55%
13	HYLB	Xtrackers Usd High Yield Cor	ETF-High Yield	2.21%	-0.31%	-15.12%
14	YEAR	AB Ultra Short Income ETF	ETF-Other	1.98%	+0.63%	+39.60%
15	ANGL	Vaneck Fallen Angel High Yld	ETF-Other	1.95%	-0.17%	-10.76%
16	JAAA	Janus Henderson Aaa Clo ETF	ETF-Other	1.22%	+0.80%	+174.65%
17	VGSH	Vanguard Short-term Treasury	ETF-Gov Bonds	1.08%	+0.81%	+285.67%
18	VGIT	Vanguard Intermediate-term T	ETF-Other	0.88%	+0.88%	NEW
19	JSI	Jh Securitized Income ETF	ETF-Other	0.74%	-0.22%	-25.54%
20	VTI	Vanguard Total Stock Mkt ETF	ETF-Other	0.67%	+0.32%	+89.99%
21	SGOL	Abrdn Physical Gold Shares	ETF-Commodities	0.60%	+0.01%	-11.13%
22	BKUI	Bny Mellon Ultr Shrt INC ETF	ETF-Other	0.38%	+0.02%	—
23	CGUI	Cap Group Ultra Short Income	ETF-Other	0.25%	+0.01%	—
24	JHHY	John Hancock High Yield ETF	ETF-High Yield	0.24%	+0.01%	+0.12%
25	VGLT	Vanguard Long-term Treasury	ETF-Gov Bonds	0.21%	+0.21%	NEW
26	HDV	Ishares Core High Dividend E	ETF-Other	0.18%	+0.04%	+5.74%
27	BKGI	Bny Mellon Glbl Infra INC	ETF-Other	0.17%	+0.03%	+6.17%
28	FLJP	Franklin Ftse Japan ETF	ETF-Other	0.16%	-0.40%	-74.19%
29	PDBC	Invesco Optimum Yield Divers	ETF-Other	0.16%	+0.16%	NEW
30	SPEM	State Street Sp Ptf Em ETF	ETF-Other	0.16%	-0.41%	-73.79%
31	SPSM	Ss Spdr P S&p 600 Small Cap	ETF-Small Cap	0.16%	-0.44%	-75.43%
32	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.16%	+0.16%	NEW
33	IGIB	Ishares 5-10y Inv Grade CORP	ETF-Corp Bonds	0.15%	—	—
34	NUSB	Nuveen Ultra Short Income	ETF-Other	0.14%	+0.01%	—
35	SPYV	Ss Spdr P S&p 500 Value ETF	ETF-Large Cap & Growth	0.13%	+0.01%	—
36	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.12%	+0.01%	+5.93%
37	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.08%	—	—
38	NSCI	Nuveen Securitized Incom ETF	ETF-Other	0.07%	+0.01%	—
39	IDMO	Invesco S&p International De	ETF-Other	0.03%	+0.03%	NEW
40	FRDM	Freedom 100 Emeging Mrkt ETF	ETF-Other	0.02%	+0.02%	NEW
41	XCCC	Bondbloxx-ccc-usd Hy CORP Bd	ETF-Other	0.02%	-0.19%	-91.46%
42	GLD	Spdr Gold Shares	ETF-Commodities	—	—	NEW

Portfolio Performance

Performance for Q3 2026

+2.6%

Performance Last 4 Quarters

+13.3%

Based on 86% of reported portfolio value with available pricing

Stdev: +10%
Beta: +0.74
Alpha: +0.4%
Max Drawdown: -5.6%
Annualized Perf: +14.4%
Batting Avg vs S&P: +44.4%
Sortino: +3.09
Stutzer: +0.42
Treynor: +0.19
Sterling: +0.97
Calmar: +2.57
Information Ratio: -1.01
Tracking Error: +4.4%
Stdev Down: +4.5%
Winning Months %: +63.9%
Losing Months %: +36.1%
Best 12 Months: +33.9%
Worst 12 Months: +5.5%
Efficiency Ratio: +0.58
Sharpe: +1.39
Stdev Sectors: —
Skewness: +0.32
Kurtosis: -0.09
Upside Potential: +4.69

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
2026-03-31	42	$1.8B	47	1VOO 2QQQ 3PULS Top holdings2026-03-31 1.VOO 2.QQQ 3.PULS 4.VUSB 5.JPST 6.VNLA 7.USHY 8.FLOT 9.FLTR 10.SPHY
2025-12-31	41	$1.9B	17	1VOO 2QQQ 3USHY Top holdings2025-12-31 1.VOO 2.QQQ 3.USHY 4.MGK 5.VUG 6.IWF 7.PULS 8.SPHY 9.VNLA 10.FLTR
2025-09-30	37	$1.7B	100	1VOO 2QQQ 3USHY Top holdings2025-09-30 1.VOO 2.QQQ 3.USHY 4.VUG 5.MGK 6.IWF 7.SPHY 8.PULS 9.FLOT 10.FLTR
2025-06-30	29	$1.3B	0	1VOO 2QQQ 3USHY Top holdings2025-06-30 1.VOO 2.QQQ 3.USHY 4.MGK 5.IWF 6.VUG 7.SPHY 8.HYLB 9.PYLD 10.ANGL
2025-03-31	31	$951.5M	0	1USHY 2JNK 3VOO Top holdings2025-03-31 1.USHY 2.JNK 3.VOO 4.SPHY 5.ANGL 6.JAAA 7.SRLN 8.SJNK 9.HYLB 10.VCSH
2024-12-31	26	$1.7B	0	1QQQ 2VOO 3USHY Top holdings2024-12-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.SPHY 6.JAAA 7.ANGL 8.SRLN 9.VUG 10.SJNK
2024-09-30	30	$1.8B	0	1VOO 2QQQ 3USHY Top holdings2024-09-30 1.VOO 2.QQQ 3.USHY 4.JNK 5.SPHY 6.JAAA 7.ANGL 8.SRLN 9.VUG 10.IWF
2024-06-30	20	$25.4B	0	1BKLN 2USHY 3SPHY Top holdings2024-06-30 1.BKLN 2.USHY 3.SPHY 4.JAAA 5.ANGL 6.SRLN 7.SJNK 8.JNK 9.HYLB 10.HYGV
2024-03-31	23	$2.0B	0	1QQQ 2VOO 3USHY Top holdings2024-03-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.MGK 6.VUG 7.VTI 8.ANGL 9.SPHY 10.SJNK
2023-12-31	23	$1.9B	0	1QQQ 2VOO 3USHY Top holdings2023-12-31 1.QQQ 2.VOO 3.USHY 4.JNK 5.VUG 6.MGK 7.VTI 8.FAGIX 9.ANGL 10.SPHY
2023-09-30	6	$960.8M	0	1QQQ 2VOO 3VUG Top holdings2023-09-30 1.QQQ 2.VOO 3.VUG 4.MGK 5.VTV 6.HDV
2023-06-30	14	$1.5B	0	1QQQ 2VOO 3JNK Top holdings2023-06-30 1.QQQ 2.VOO 3.JNK 4.HYG 5.USHY 6.SHYG 7.HYLB 8.VUG 9.MGK 10.IWF
2023-03-31	5	$958.1M	0	1QQQ 2VOO 3VUG Top holdings2023-03-31 1.QQQ 2.VOO 3.VUG 4.MGK 5.IWF
2022-12-31	1	—	0
2022-09-30	1	—	0
2022-06-30	1	$80.6M	0	1SJB Top holdings2022-06-30 1.SJB
2022-03-31	6	$573.3M	0	1VOO 2QQQ 3VUG Top holdings2022-03-31 1.VOO 2.QQQ 3.VUG 4.IJH 5.IEI 6.QQQE
2021-12-31	3	$495.9M	0	1IEF 2TLT 3IEI Top holdings2021-12-31 1.IEF 2.TLT 3.IEI

Holding changes this quarter

Position changes disclosed by Kensington Asset Management, LLC for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VUSB	Vanguard Ultra Short Bond Et	+4.9%	+158.11%	Add
2	PULS	Pgim Ultra Short Bond ETF	+4.6%	+103.18%	Add
3	VOO	Vanguard S&p 500 ETF	+3.8%	+17.36%	Add
4	JPST	Jpmorgan Ultra-short Income	+2.5%	+71.66%	Add
5	FLOT	Ishares Floating Rate Bond E	+1.4%	+39.89%	Add
6	VNLA	Janus Henderson Short Durati	+1.2%	+25.93%	Add
7	VGSH	Vanguard Short-term Treasury	+0.8%	+285.67%	Add
8	JAAA	Janus Henderson Aaa Clo ETF	+0.8%	+174.65%	Add
9	FLTR	Vaneck Ig Floating Rate ETF	+0.7%	+15.44%	Add
10	YEAR	AB Ultra Short Income ETF	+0.6%	+39.60%	Add
11	GSST	Goldman Sachs Ultra Short Bo	+0.4%	+15.55%	Add
12	PYLD	Pimco Multisector Bond Actv	+0.4%	+14.53%	Add
13	VTI	Vanguard Total Stock Mkt ETF	+0.3%	+89.99%	Add
14	HDV	Ishares Core High Dividend E	0%	+5.74%	Add
15	BKGI	Bny Mellon Glbl Infra INC	0%	+6.17%	Add
16	BKUI	Bny Mellon Ultr Shrt INC ETF	0%	—	Unchanged
17	SGOL	Abrdn Physical Gold Shares	0%	-11.13%	Trim
18	JHHY	John Hancock High Yield ETF	0%	+0.12%	Add
19	EMHY	Ishares J.p. Morgan Em High	0%	+5.93%	Add
20	SPYV	Ss Spdr P S&p 500 Value ETF	0%	—	Unchanged
21	NUSB	Nuveen Ultra Short Income	0%	—	Unchanged
22	CGUI	Cap Group Ultra Short Income	0%	—	Unchanged
23	NSCI	Nuveen Securitized Incom ETF	0%	—	Unchanged
24	IGIB	Ishares 5-10y Inv Grade CORP	—	—	Unchanged
25	EMB	Ishares Jp Morgan Usd Emergi	—	—	Unchanged
26	SPHY	Ss Spdr P High Yield ETF	0%	-4.07%	Trim
27	ANGL	Vaneck Fallen Angel High Yld	-0.2%	-10.76%	Trim
28	XCCC	Bondbloxx-ccc-usd Hy CORP Bd	-0.2%	-91.46%	Trim
29	JSI	Jh Securitized Income ETF	-0.2%	-25.54%	Trim
30	HYLB	Xtrackers Usd High Yield Cor	-0.3%	-15.12%	Trim
31	FLJP	Franklin Ftse Japan ETF	-0.4%	-74.19%	Trim
32	SPEM	State Street Sp Ptf Em ETF	-0.4%	-73.79%	Trim
33	SPSM	Ss Spdr P S&p 600 Small Cap	-0.4%	-75.43%	Trim
34	QQQ	Invesco Qqq Trust Series 1	-1.1%	-7.44%	Trim
35	USHY	Ishares Broad Usd High Yield	-3%	-42.05%	Trim
36	MGK	Vanguard Mega Cap Growth ETF	—	EXIT	Sold out
37	VUG	Vanguard Growth ETF	—	EXIT	Sold out
38	IWF	Ishares Russell 1000 Growth	—	EXIT	Sold out
39	VGIT	Vanguard Intermediate-term T	—	NEW	New buy
40	VCSH	Vanguard S/t CORP Bond ETF	—	EXIT	Sold out
41	USIG	Ishares Broad Usd Investment	—	EXIT	Sold out
42	CDX	Simplify High Yield ETF	—	EXIT	Sold out
43	VGLT	Vanguard Long-term Treasury	—	NEW	New buy
44	PDBC	Invesco Optimum Yield Divers	—	NEW	New buy
45	VGK	Vanguard Ftse Europe ETF	—	NEW	New buy
46	IDMO	Invesco S&p International De	—	NEW	New buy
47	FRDM	Freedom 100 Emeging Mrkt ETF	—	NEW	New buy
48	GLD	Spdr Gold Shares	—	NEW	New buy

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-21	Amendment	View on EDGAR
2026-03-31	2026-05-14	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-12	13F-HR	View on EDGAR
2025-06-30	2025-08-12	13F-HR	View on EDGAR
2025-03-31	2025-05-13	13F-HR	View on EDGAR
2024-12-31	2025-02-13	13F-HR	View on EDGAR
2024-09-30	2024-11-13	13F-HR	View on EDGAR
2024-06-30	2024-08-13	Amendment	View on EDGAR
2024-06-30	2024-08-12	13F-HR	View on EDGAR
2024-03-31	2024-04-29	13F-HR	View on EDGAR
2023-12-31	2024-01-26	13F-HR	View on EDGAR
2023-09-30	2023-11-13	13F-HR	View on EDGAR
2023-06-30	2023-07-19	13F-HR	View on EDGAR
2023-03-31	2023-06-16	13F-HR	View on EDGAR
2022-12-31	2023-06-16	13F-HR	View on EDGAR
2022-09-30	2023-06-16	13F-HR	View on EDGAR
2022-06-30	2023-06-16	13F-HR	View on EDGAR
2022-03-31	2023-06-16	13F-HR	View on EDGAR
2021-12-31	2023-06-16	13F-HR	View on EDGAR