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MFRM
Milliman Financial Risk Management Portfolio holdings
AUM
$6.4B
1-Year Est. Return
12.26%
This Fund
S&P 500
This Quarter
Est. Return
-1.43%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.3B
AUM Growth
-$276M
(-2.6%)
Cap. Flow
-$174M
Cap. Flow
% of AUM
-1.69%
Top 10 Holdings %
Top 10 Hldgs %
97.11%
Holding
12
New
2
Increased
2
Reduced
8
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core US Aggregate Bond ETF
AGG
|
+$783M |
| 2 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$419M |
| 3 |
Schwab US Aggregate Bond ETF
SCHZ
|
+$178M |
| 4 |
Vanguard Total Bond Market
BND
|
+$17.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Stock Market ETF
VTI
|
+$474M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$358M |
| 3 |
iShares Core S&P Total US Stock Market ETF
ITOT
|
+$309M |
| 4 |
Schwab US Broad Market ETF
SCHB
|
+$291M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$89.5M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Vanguard Total Bond Market
BND
$157B
| $2.36B | 22.88% |
29,472,309
+224,188
| +0.8% | +$17.9M |
|
|
2
iShares Core US Aggregate Bond ETF
AGG
$137B
| $1.82B | 17.66% |
16,946,946
+7,292,348
| +76% | +$783M |
|
|
3
Vanguard Total Stock Market ETF
VTI
$654B
| $1.62B | 15.7% |
11,904,407
-3,378,823
| -22% | -$474M |
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $1.23B | 11.93% |
27,749,140
-7,898,252
| -22% | -$358M |
|
|
5
Schwab US Broad Market ETF
SCHB
$42.7B
| $845M | 8.21% |
79,489,956
-26,458,422
| -25% | -$291M |
|
|
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
| $835M | 8.12% |
13,817,825
-4,951,706
| -26% | -$309M |
|
|
7
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
| $419M | 4.07% |
+3,796,834
| New | +$419M |
|
|
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $377M | 3.66% |
7,136,956
-574,818
| -7% | -$31.7M |
|
|
9
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $277M | 2.69% |
5,892,212
-1,865,669
| -24% | -$89.5M |
|
|
DMRI
10
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $226M | 2.2% |
4,348,897
-191,942
| -4% | -$10.4M |
|
|
11
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $178M | 1.73% |
+6,966,264
| New | +$178M |
|
|
DMRM
12
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
| $120M | 1.16% |
2,280,187
-141,489
| -6% | -$7.65M |
|
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AII
Milliman Financial Risk Management's Q1 2018 Portfolio in Review
As of Q1 2018, Milliman Financial Risk Management held 12 positions worth $10.3B, down 2.6% from $10.6B the previous quarter. Its ten largest holdings account for 97% of the portfolio.
Milliman Financial Risk Management's Q1 2018 filing shows 2 new, 2 increased and 8 reduced positions. Its largest new stake was iShares 0-1 Year Treasury Bond ETF: 3,796,834 shares worth $419M. The largest sale was Vanguard Total Stock Market ETF, an estimated $474M.
- Milliman Financial Risk Management's largest Q1 2018 buy was iShares 0-1 Year Treasury Bond ETF: 3,796,834 shares worth $419M.
- Milliman Financial Risk Management added most to iShares Core US Aggregate Bond ETF in Q1 2018, an estimated $783M increase.
- Milliman Financial Risk Management's biggest Q1 2018 reduction was Vanguard Total Stock Market ETF, cutting an estimated $474M.
- Milliman Financial Risk Management's ten largest holdings make up 97% of its $10.3B portfolio in Q1 2018.
- Milliman Financial Risk Management opened 2 new positions and closed 0 in Q1 2018.
- Milliman Financial Risk Management's portfolio value fell 2.6% quarter-over-quarter to $10.3B.
Based on Milliman Financial Risk Management's 13F filing for Q1 2018, filed 17 Apr 2018.