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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
+7.24%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.8B
AUM Growth
+$288M
Cap. Flow
-$236M
Cap. Flow %
-2.68%
Top 10 Hldgs %
98.04%
Holding
11
New
–
Increased
6
Reduced
4
Closed
–

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$220M
2
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$108M
3
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$90.8M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$39.3M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$27.8M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$689M
2
BND icon
Vanguard Total Bond Market
BND
+$42.7M
3
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$9.83M
4
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
+$2.33M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGG icon
1
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.75B 19.9%
14,815,688
+235,888
+2% +$27.8M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.59B 18.02%
8,147,004
+1,206,225
+17% +$220M
BND icon
3
Vanguard Total Bond Market
BND
$157B
$1.57B 17.83%
17,789,146
-485,508
-3% -$42.7M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$982M 11.16%
20,797,387
+2,450,241
+13% +$108M
ITOT icon
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$730M 8.3%
8,467,288
+1,121,375
+15% +$90.8M
SHV icon
6
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$722M 8.2%
6,529,089
-6,227,226
-49% -$689M
SCHB icon
7
Schwab US Broad Market ETF
SCHB
$42.7B
$464M 5.27%
30,588,618
+1,533,216
+5% +$21.8M
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$352M 4%
5,501,956
-160,000
-3% -$9.83M
VWO icon
9
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$283M 3.22%
5,653,477
+836,687
+17% +$39.3M
SCHZ icon
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$189M 2.15%
6,762,610
– –
DMRI
11
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$173M 1.96%
3,528,797
-50,000
-1% -$2.33M

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RC
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W
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APA
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Milliman Financial Risk Management's Q4 2020 Portfolio in Review

As of Q4 2020, Milliman Financial Risk Management held 11 positions worth $8.8B, up 3.4% from $8.51B the previous quarter. Its ten largest holdings account for 98% of the portfolio.

Trading was light in Q4 2020: portfolio turnover was 0%. Milliman Financial Risk Management opened no new positions and made no exits, leaving the 11-position portfolio largely intact.

  • Milliman Financial Risk Management added most to Vanguard Total Stock Market ETF in Q4 2020, an estimated $220M increase.
  • Milliman Financial Risk Management's biggest Q4 2020 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $689M.
  • Milliman Financial Risk Management's ten largest holdings make up 98% of its $8.8B portfolio in Q4 2020.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q4 2020.
  • Milliman Financial Risk Management's portfolio value rose 3.4% quarter-over-quarter to $8.8B.

Based on Milliman Financial Risk Management's 13F filing for Q4 2020, filed 12 Feb 2021.