MFRM
Milliman Financial Risk Management Portfolio holdings
AUM
$6.4B
This Quarter Return
-5.38%
1 Year Return
-12.26%
3 Year Return
+8.57%
5 Year Return
+20.16%
10 Year Return
–
AUM
$9.03B
AUM Growth
+$9.03B
(-11%)
Cap. Flow
-$331M
Cap. Flow
% of AUM
-3.66%
Top 10 Holdings %
Top 10 Hldgs %
98.11%
Holding
12
New
1
Increased
2
Reduced
8
Closed
1
Top Buys
| 1 |
iShares Short Treasury Bond ETF
SHV
|
$1.86B |
| 2 |
Schwab US Aggregate Bond ETF
SCHZ
|
$21.1M |
| 3 |
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
|
$2.25M |
Top Sells
| 1 |
Vanguard Total Stock Market ETF
VTI
|
$514M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
$372M |
| 3 |
Vanguard Total Bond Market
BND
|
$331M |
| 4 |
iShares Core US Aggregate Bond ETF
AGG
|
$298M |
| 5 |
Schwab US Broad Market ETF
SCHB
|
$245M |
Sector Composition
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares Short Treasury Bond ETF
SHV
$20.8B
| $1.86B | 20.59% | +16,863,844 | New | +$1.86B |
|
|
2
Vanguard Total Bond Market
BND
$134B
| $1.81B | 20.08% | 22,898,347 -4,174,436 | -15% | -$331M |
|
|
3
iShares Core US Aggregate Bond ETF
AGG
$131B
| $1.48B | 16.44% | 13,944,593 -2,801,748 | -17% | -$298M |
|
|
4
Vanguard Total Stock Market ETF
VTI
$526B
| $1.07B | 11.89% | 8,414,807 -4,026,969 | -32% | -$514M |
|
|
5
Vanguard FTSE Developed Markets ETF
VEA
$171B
| $794M | 8.79% | 21,406,735 -10,034,814 | -32% | -$372M |
|
6
iShares Core S&P Total US Stock Market ETF
ITOT
$75.2B
| $550M | 6.09% | 9,694,119 -4,287,575 | -31% | -$243M |
|
|
7
Schwab US Broad Market ETF
SCHB
$36.2B
| $549M | 6.08% | 9,160,589 -4,088,421 | -31% | -$245M |
|
|
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $363M | 4.02% | 7,086,956 -150,000 | -2% | -$7.68M |
|
|
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $199M | 2.2% | 4,408,797 +49,900 | +1% | +$2.25M |
|
10
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
| $176M | 1.94% | 4,609,887 -2,488,557 | -35% | -$94.8M |
|
|
11
Schwab US Aggregate Bond ETF
SCHZ
$8.85B
| $170M | 1.89% | 3,369,867 +416,265 | +14% | +$21.1M |
|
|
DMRM
12
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
| – | – | -1,930,187 | Closed | -$108M |
|