CPO

Cerity Partners OCIO Portfolio holdings

AUM $1.8B
This Quarter Return
+7.92%
1 Year Return
+11.11%
3 Year Return
–
5 Year Return
–
10 Year Return
–
AUM
$3.11B
AUM Growth
+$3.11B
Cap. Flow
+$38.6M
Cap. Flow %
1.24%
Top 10 Hldgs %
40.61%
Holding
447
New
34
Increased
215
Reduced
162
Closed
22

Top Buys

1
QUAL icon
iShares MSCI USA Quality Factor ETF
QUAL
$15.9M
2
VLUE icon
iShares MSCI USA Value Factor ETF
VLUE
$15.1M
3
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
$11.1M
4
RODM icon
Hartford Multifactor Developed Markets ex-US ETF
RODM
$7.89M
5
BIL icon
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$7.84M

Top Sells

1
USVM icon
VictoryShares US Small Mid Cap Value Momentum ETF
USVM
$33.3M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
$19.7M
3
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
$10.6M
4
SPTS icon
SPDR Portfolio Short Term Treasury ETF
SPTS
$9.86M
5
IBTB
iShares iBonds Dec 2022 Term Treasury ETF
IBTB
$7.63M

Sector Composition

1 Healthcare 3.38%
2 Consumer Staples 3%
3 Consumer Discretionary 2.58%
4 Financials 2.33%
5 Technology 2.14%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
QUAL icon
1
iShares MSCI USA Quality Factor ETF
QUAL
$54.2B
$171M 5.47% 1,502,830 +139,816 +10% +$15.9M
MTUM icon
2
iShares MSCI USA Momentum Factor ETF
MTUM
$18.1B
$168M 5.36% 1,149,454 +75,997 +7% +$11.1M
SPAB icon
3
SPDR Portfolio Aggregate Bond ETF
SPAB
$8.58B
$166M 5.29% 6,590,529 +93,547 +1% +$2.35M
RODM icon
4
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.23B
$165M 5.26% 6,651,067 +318,387 +5% +$7.89M
IEI icon
5
iShares 3-7 Year Treasury Bond ETF
IEI
$16.8B
$139M 4.44% 1,210,729 -91,962 -7% -$10.6M
USMV icon
6
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$104M 3.31% 1,438,062 -273,100 -16% -$19.7M
VEA icon
7
Vanguard FTSE Developed Markets ETF
VEA
$171B
$101M 3.22% 2,399,249 -104,300 -4% -$4.38M
VTI icon
8
Vanguard Total Stock Market ETF
VTI
$526B
$84.6M 2.7% 442,401 -3,861 -0.9% -$738K
EMGF icon
9
iShares Emerging Markets Equity Factor ETF
EMGF
$952M
$84.4M 2.7% 2,056,509 +160,860 +8% +$6.6M
USVM icon
10
VictoryShares US Small Mid Cap Value Momentum ETF
USVM
$1.07B
$82.1M 2.62% 1,302,700 -528,645 -29% -$33.3M
SPTS icon
11
SPDR Portfolio Short Term Treasury ETF
SPTS
$5.91B
$80.6M 2.57% 2,789,348 -341,447 -11% -$9.86M
IEF icon
12
iShares 7-10 Year Treasury Bond ETF
IEF
$35.7B
$76.9M 2.45% 802,428 -55,818 -7% -$5.35M
SWAN icon
13
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$259M
$73.7M 2.35% 3,013,438 +46,992 +2% +$1.15M
VLUE icon
14
iShares MSCI USA Value Factor ETF
VLUE
$7.1B
$69.3M 2.21% 759,892 +165,658 +28% +$15.1M
JPME icon
15
JPMorgan Diversified Return US Mid Cap Equity ETF
JPME
$373M
$65.2M 2.08% 774,300 -34,552 -4% -$2.91M
SKOR icon
16
FlexShares Credit-Scored US Corporate Bond Index Fund
SKOR
$562M
$55.3M 1.77% 1,193,201 +20,088 +2% +$932K
ANGL icon
17
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
$49.6M 1.58% 1,836,398 +27,704 +2% +$749K
VOO icon
18
Vanguard S&P 500 ETF
VOO
$726B
$48.1M 1.54% 136,921 +9,488 +7% +$3.33M
SPEM icon
19
SPDR Portfolio Emerging Markets ETF
SPEM
$13.1B
$42.9M 1.37% 1,300,565 +9,573 +0.7% +$316K
STIP icon
20
iShares 0-5 Year TIPS Bond ETF
STIP
$12.7B
$40M 1.28% 412,375 -7,904 -2% -$766K
IVV icon
21
iShares Core S&P 500 ETF
IVV
$662B
$37.3M 1.19% 97,153 +7,677 +9% +$2.95M
IJH icon
22
iShares Core S&P Mid-Cap ETF
IJH
$100B
$33.4M 1.07% 138,199 -1,475 -1% -$357K
SLYV icon
23
SPDR S&P 600 Small Cap Value ETF
SLYV
$4.03B
$33.3M 1.06% 449,018 +21,028 +5% +$1.56M
VSS icon
24
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$9.72B
$32.9M 1.05% 320,193 +5,241 +2% +$539K
PCY icon
25
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.22B
$32.8M 1.05% 1,758,684 +247,270 +16% +$4.62M
1
2 3 4 5