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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
+7.91%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.48B
AUM Growth
+$448M
Cap. Flow
-$62.1M
Cap. Flow %
-0.73%
Top 10 Hldgs %
98.14%
Holding
11
New
1
Increased
8
Reduced
2
Closed
–

Top Buys

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$838M
2
BND icon
Vanguard Total Bond Market
BND
+$497M
3
SCHZ icon
Schwab US Aggregate Bond ETF
SCHZ
+$188M
4
VTI icon
Vanguard Total Stock Market ETF
VTI
+$101M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$74.1M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$1.86B
2
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$19.9M

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
$1.79B 21.16%
16,206,843
-16,783,117
-51% -$1.86B
AGG icon
2
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.64B 19.31%
13,854,933
+7,159,052
+107% +$838M
BND icon
3
Vanguard Total Bond Market
BND
$157B
$1.61B 18.93%
18,174,706
+5,686,643
+46% +$497M
VTI icon
4
Vanguard Total Stock Market ETF
VTI
$654B
$1.03B 12.16%
6,589,397
+684,358
+12% +$101M
VEA icon
5
Vanguard FTSE Developed Markets ETF
VEA
$226B
$689M 8.12%
17,757,111
+2,029,901
+13% +$74.1M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$486M 5.72%
6,992,750
+732,747
+12% +$47.9M
SCHB icon
7
Schwab US Broad Market ETF
SCHB
$42.7B
$368M 4.34%
30,055,164
+3,294,276
+12% +$38M
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$343M 4.05%
5,971,956
-350,000
-6% -$19.9M
SCHZ icon
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$190M 2.24%
+6,762,610
New +$188M
VWO icon
10
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$180M 2.12%
4,549,254
+839,871
+23% +$31.1M
DMRI
11
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$158M 1.86%
3,578,797
+50,000
+1% +$2.17M

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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 Q2 2020 Portfolio in Review

As of Q2 2020, Milliman Financial Risk Management held 11 positions worth $8.48B, up 5.6% from $8.04B the previous quarter. Its ten largest holdings account for 98% of the portfolio.

Milliman Financial Risk Management's Q2 2020 filing shows 1 new, 8 increased and 2 reduced positions. Its largest new stake was Schwab US Aggregate Bond ETF: 6,762,610 shares worth $190M. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $1.86B.

  • Milliman Financial Risk Management's largest Q2 2020 buy was Schwab US Aggregate Bond ETF: 6,762,610 shares worth $190M.
  • Milliman Financial Risk Management added most to iShares Core US Aggregate Bond ETF in Q2 2020, an estimated $838M increase.
  • Milliman Financial Risk Management's biggest Q2 2020 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $1.86B.
  • Milliman Financial Risk Management's ten largest holdings make up 98% of its $8.48B portfolio in Q2 2020.
  • Milliman Financial Risk Management opened 1 new position and closed 0 in Q2 2020.
  • Milliman Financial Risk Management's portfolio value rose 5.6% quarter-over-quarter to $8.48B.

Based on Milliman Financial Risk Management's 13F filing for Q2 2020, filed 14 Aug 2020.