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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
-5.71%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.04B
AUM Growth
-$1.37B
Cap. Flow
-$638M
Cap. Flow %
-7.94%
Top 10 Hldgs %
100%
Holding
11
New
1
Increased
–
Reduced
9
Closed
1

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$3.65B

Top Sells

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$938M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$889M
3
VTI icon
Vanguard Total Stock Market ETF
VTI
+$844M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$519M
5
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$394M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHV icon
1
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$3.66B 45.58%
+32,989,960
New +$3.65B
BND icon
2
Vanguard Total Bond Market
BND
$157B
$1.07B 13.27%
12,488,063
-11,045,661
-47% -$938M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$773M 9.61%
6,695,881
-7,804,214
-54% -$889M
VTI icon
4
Vanguard Total Stock Market ETF
VTI
$654B
$761M 9.47%
5,905,039
-5,461,352
-48% -$844M
VEA icon
5
Vanguard FTSE Developed Markets ETF
VEA
$226B
$524M 6.53%
15,727,210
-12,943,582
-45% -$519M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$358M 4.46%
6,260,003
-5,735,418
-48% -$394M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$346M 4.31%
6,321,956
-100,000
-2% -$5.99M
SCHB icon
8
Schwab US Broad Market ETF
SCHB
$42.7B
$270M 3.35%
26,760,888
-30,904,092
-54% -$374M
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$150M 1.87%
3,528,797
-130,000
-4% -$6.3M
VWO icon
10
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$124M 1.55%
3,709,383
-3,282,752
-47% -$134M
SCHZ icon
11
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
– –
-6,879,172
Closed -$184M

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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 2020 Portfolio in Review

As of Q1 2020, Milliman Financial Risk Management held 11 positions worth $8.04B, down 15% from $9.4B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Milliman Financial Risk Management withdrew a net $638M in Q1 2020, closing 1 position and reducing 9 holdings. Its most notable exit was Schwab US Aggregate Bond ETF, an estimated $184M position sold in full.

Against the trend, Milliman Financial Risk Management opened a new position in iShares 0-1 Year Treasury Bond ETF worth $3.66B.

  • Milliman Financial Risk Management's largest Q1 2020 buy was iShares 0-1 Year Treasury Bond ETF: 32,989,960 shares worth $3.66B.
  • Milliman Financial Risk Management's biggest Q1 2020 reduction was Vanguard Total Bond Market, cutting an estimated $938M.
  • Milliman Financial Risk Management fully exited Schwab US Aggregate Bond ETF in Q1 2020, selling an estimated $184M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $8.04B portfolio in Q1 2020.
  • Milliman Financial Risk Management opened 1 new position and closed 1 in Q1 2020.
  • Milliman Financial Risk Management's portfolio value fell 15% quarter-over-quarter to $8.04B.

Based on Milliman Financial Risk Management's 13F filing for Q1 2020, filed 5 Jun 2020.