Milliman Financial Risk Management’s DeltaShares S&P 500 Managed Risk ETF DMRL Stock Holding History

Quarter	Market Value	Status	Shares	Shares Change %	Trade Value	Portfolio Weight	Portfolio Position
2022 Q1	–	Sell	-5,191,956	Closed	-$419M	–	10
2021 Q4	$419M	Hold	5,191,956	–	–	4.95%	6
2021 Q3	$378M	Hold	5,191,956	–	–	4.49%	6
2021 Q2	$375M	Hold	5,191,956	–	–	4.29%	7
2021 Q1	$349M	Sell	5,191,956 -310,000	-6%	-$20.9M	4.05%	8
2020 Q4	$352M	Sell	5,501,956 -160,000	-3%	-$10.2M	4%	8
2020 Q3	$338M	Sell	5,661,956 -310,000	-5%	-$18.5M	3.97%	8
2020 Q2	$343M	Sell	5,971,956 -350,000	-6%	-$20.1M	4.05%	8
2020 Q1	$346M	Sell	6,321,956 -100,000	-2%	-$5.47M	4.31%	7
2019 Q4	$396M	Sell	6,421,956 -250,000	-4%	-$15.4M	4.21%	7
2019 Q3	$380M	Sell	6,671,956 -165,000	-2%	-$9.39M	4.13%	7
2019 Q2	$389M	Hold	6,836,956	–	–	4.14%	7
2019 Q1	$376M	Sell	6,836,956 -250,000	-4%	-$13.8M	4.02%	7
2018 Q4	$363M	Sell	7,086,956 -150,000	-2%	-$7.68M	4.02%	8
2018 Q3	$418M	Sell	7,236,956 -200,000	-3%	-$11.5M	4.11%	7
2018 Q2	$400M	Buy	7,436,956 +300,000	+4%	+$16.1M	3.94%	7
2018 Q1	$377M	Sell	7,136,956 -574,818	-7%	-$30.4M	3.66%	8
2017 Q4	$417M	Hold	7,711,774	–	–	3.95%	7
2017 Q3	$393M	Buy	+7,711,774	New	+$393M	3.79%	7