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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
+8.11%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.36B
AUM Growth
+$325M
Cap. Flow
-$244M
Cap. Flow %
-2.61%
Top 10 Hldgs %
100%
Holding
11
New
–
Increased
8
Reduced
2
Closed
1

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$492M
2
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$396M
3
SCHB icon
Schwab US Broad Market ETF
SCHB
+$229M
4
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$227M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$127M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$1.86B
2
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
+$30.8M
3
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$13.4M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BND icon
1
Vanguard Total Bond Market
BND
$157B
$1.96B 20.92%
24,116,309
+1,217,962
+5% +$97.3M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.73B 18.46%
11,941,994
+3,527,187
+42% +$492M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.65B 17.63%
15,131,358
+1,186,765
+9% +$127M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.28B 13.68%
31,324,223
+9,917,488
+46% +$396M
SCHB icon
5
Schwab US Broad Market ETF
SCHB
$42.7B
$861M 9.2%
75,930,270
+20,966,736
+38% +$229M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$860M 9.19%
13,352,354
+3,658,235
+38% +$227M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$376M 4.02%
6,836,956
-250,000
-4% -$13.4M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$288M 3.08%
6,782,203
+2,172,316
+47% +$89.5M
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$180M 1.92%
3,758,797
-650,000
-15% -$30.8M
SCHZ icon
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$177M 1.89%
6,826,284
+86,550
+1% +$2.21M
SHV icon
11
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
– –
-16,863,844
Closed -$1.86B

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MA
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5L
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RC
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W
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APA
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MIAN
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CCM
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AII
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Milliman Financial Risk Management's Q1 2019 Portfolio in Review

As of Q1 2019, Milliman Financial Risk Management held 11 positions worth $9.36B, up 3.6% from $9.03B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Milliman Financial Risk Management's Q1 2019 filing shows 8 increased, 2 reduced and 1 closed positions. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $1.86B.

  • Milliman Financial Risk Management added most to Vanguard Total Stock Market ETF in Q1 2019, an estimated $492M increase.
  • Milliman Financial Risk Management's biggest Q1 2019 reduction was DeltaShares S&P International Managed Risk ETF, cutting an estimated $30.8M.
  • Milliman Financial Risk Management fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2019, selling an estimated $1.86B.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $9.36B portfolio in Q1 2019.
  • Milliman Financial Risk Management opened 0 new positions and closed 1 in Q1 2019.
  • Milliman Financial Risk Management's portfolio value rose 3.6% quarter-over-quarter to $9.36B.

Based on Milliman Financial Risk Management's 13F filing for Q1 2019, filed 13 May 2019.