MCMORGAN & CO LLC
CIK 0001162695
Annualised vol
4.649432%
Beta
0.173132
HHI
917.309004
Top-10 weight
76.855498%
VaR 95%
0.429415%
VaR 99%
0.790979%
Max drawdown
8.946068%
Matched value
17.059823%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| BLK | ADDED | 2,301,779 | 2,214,891 | 3.92% | 110,217,326 |
| YOU | REDUCED | 10,845 | 10,955 | -1.0% | 604,392 |
| SN | REDUCED | 3,691 | 3,721 | -0.81% | 562,029 |
| CROX | REDUCED | 3,014 | 3,039 | -0.82% | 363,609 |
| PLOW | REDUCED | 6,070 | 6,130 | -0.98% | 327,477 |
| OSW | REDUCED | 10,710 | 10,830 | -1.11% | 302,450 |
| IIIV | REDUCED | 12,151 | 12,271 | -0.98% | 259,545 |
| VVV | NEW | 5,646 | - | - | 223,243 |
| WH | REDUCED | 2,545 | 2,570 | -0.97% | 214,314 |
| FC | NEW | 8,519 | - | - | 208,971 |
| EXLS | CLOSED OUT | 0 | 7,773 | -100.0% | 0 |
| BL | CLOSED OUT | 0 | 6,000 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | VANGUARD BD INDEX FDS | TOTAL BND MRKT | 921937835 | 143,582,481 | 21.62 | 1955898.0 | |
| - | VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 82,783,272 | 12.47 | 120533.0 | |
| - | ISHARES TR | CORE TOTAL USD | 46434V613 | 50,734,687 | 7.64 | 1099343.0 | |
| BLK | ADDED | BLACKROCK ETF TRUST | US EQT FACTOR | 09290C103 | 40,850,489 | 6.15 | 600654.0 |
| - | SPDR SER TR | PORTFOLIO LN TSR | 78464A664 | 39,460,132 | 5.94 | 1504389.0 | |
| BLK | ADDED | BLACKROCK ETF TRUST | ISHARES INTL CTR | 09290C764 | 36,827,103 | 5.55 | 1006205.0 |
| - | J P MORGAN EXCHANGE TRADED | ULTRA SHRT INC | 46641Q837 | 33,799,089 | 5.09 | 668362.0 | |
| - | VANGUARD TAX-MANAGED FDS | VAN FTSE DEV MKT | 921943858 | 32,071,767 | 4.83 | 450130.0 | |
| - | ISHARES TR | S&P 500 GRWT ETF | 464287309 | 25,709,924 | 3.87 | 186940.0 | |
| - | ISHARES TR | MSCI USA QLT FCT | 46432F339 | 24,529,174 | 3.69 | 111785.0 | |
| - | ISHARES TR | FLTG RATE NT ETF | 46429B655 | 22,539,469 | 3.39 | 441517.0 | |
| BLK | ADDED | BLACKROCK ETF TRUST | ISHARES US THEMA | 09290C806 | 18,376,777 | 2.77 | 426276.0 |
| - | BLACKROCK ETF TRUST II | FLEXIBLE INCOME | 092528603 | 17,971,507 | 2.71 | 343360.0 | |
| - | ISHARES TR | S&P 500 VAL ETF | 464287408 | 17,030,992 | 2.56 | 75006.0 | |
| - | ISHARES TR | SYSTEMATIC BD ET | 46435U796 | 16,658,443 | 2.51 | 187772.0 | |
| BLK | ADDED | BLACKROCK ETF TRUST | ISHARES A I INNO | 09290C780 | 14,162,957 | 2.13 | 268644.0 |
| - | ISHARES TR | CONV BD ETF | 46435G102 | 13,409,034 | 2.02 | 110144.0 | |
| - | ISHARES TR | 0-5 YR TIPS ETF | 46429B747 | 13,160,172 | 1.98 | 128819.0 | |
| - | WORLD GOLD TR | SPDR GLD MINIS | 98149E303 | 8,411,293 | 1.27 | 105909.0 | |
| - | GLOBAL X FDS | DEFENSE TECH ETF | 37960A529 | 4,429,270 | 0.67 | 74179.0 | |
| - | ISHARES TR | MSCI USA MIN VOL | 46429B697 | 2,730,250 | 0.41 | 28304.0 | |
| YOU | REDUCED | CLEAR SECURE INC | COM CL A | 18467V109 | 604,392 | 0.09 | 10845.0 |
| SN | REDUCED | SHARKNINJA INC | COM SHS | G8068L108 | 562,029 | 0.08 | 3691.0 |
| - | SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 414,487 | 0.06 | 2175.0 | |
| CROX | REDUCED | CROCS INC | COM | 227046109 | 363,609 | 0.05 | 3014.0 |
| - | WILLSCOT MOBIL MINI HLDNG CO | COM CL A | 971378104 | 333,535 | 0.05 | 11557.0 | |
| PLOW | REDUCED | DOUGLAS DYNAMICS INC | COM | 25960R105 | 327,477 | 0.05 | 6070.0 |
| OSW | REDUCED | ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 302,450 | 0.05 | 10710.0 |
| - | NAPCO SEC TECHNOLOGIES INC | COM | 630402105 | 290,965 | 0.04 | 7661.0 | |
| - | ISHARES TR | S&P 100 ETF | 464287101 | 270,744 | 0.04 | 740.0 | |
| IIIV | REDUCED | I3 VERTICALS INC | COM CL A | 46571Y107 | 259,545 | 0.04 | 12151.0 |
| VVV | NEW | VALVOLINE INC | COM | 92047W101 | 223,243 | 0.03 | 5646.0 |
| WH | REDUCED | WYNDHAM HOTELS & RESORTS INC | COM | 98311A105 | 214,314 | 0.03 | 2545.0 |
| FC | NEW | FRANKLIN COVEY CO | COM | 353469109 | 208,971 | 0.03 | 8519.0 |
| - | BRIGHTVIEW HLDGS INC | COM | 10948C107 | 175,921 | 0.03 | 12415.0 | |
| - | CCC INTELLIGENT SOLUTIONS HL | COM | 12510Q100 | 173,830 | 0.03 | 33688.0 | |
| - | THRYV HLDGS INC | COM NEW | 886029206 | 82,133 | 0.01 | 20846.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 664,035,927 | 37 | 4.649432 | 0.173132 | 8.946068 |
| 2026-03-31 | 2026-05-05 | 618,147,696 | 40 | 4.069633 | 0.151581 | 7.842248 |
| 2025-12-31 | 2026-02-11 | 603,487,594 | 45 | 3.12118 | 0.117026 | 6.031336 |
| 2025-09-30 | 2025-11-12 | 649,476,254 | 59 | 3.356296 | 0.133814 | 6.554219 |
| 2025-03-31 | 2025-05-15 | 624,857,724 | 57 | 2.925426 | 0.116927 | 5.821891 |
| 2024-12-31 | 2025-02-13 | 646,526,224 | 56 | 2.207009 | 0.090212 | 4.517732 |