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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
+1.47%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.62B
AUM Growth
-$180M
(-2%)
Cap. Flow
-$291M
Cap. Flow
% of AUM
-3.37%
Top 10 Holdings %
Top 10 Hldgs %
98.05%
Holding
11
New
–
Increased
4
Reduced
6
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core US Aggregate Bond ETF
AGG
|
+$115M |
| 2 |
Vanguard Total Stock Market ETF
VTI
|
+$38.1M |
| 3 |
iShares Core S&P Total US Stock Market ETF
ITOT
|
+$34.4M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$1.72M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$355M |
| 2 |
Schwab US Broad Market ETF
SCHB
|
+$74.2M |
| 3 |
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
|
+$20.4M |
| 4 |
Vanguard Total Bond Market
BND
|
+$17.3M |
| 5 |
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
|
+$10.1M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares Core US Aggregate Bond ETF
AGG
$137B
| $1.8B | 20.87% |
15,807,857
+992,169
| +7% | +$115M |
|
|
2
Vanguard Total Stock Market ETF
VTI
$654B
| $1.72B | 19.98% |
8,335,228
+188,224
| +2% | +$38.1M |
|
|
3
Vanguard Total Bond Market
BND
$157B
| $1.49B | 17.28% |
17,588,025
-201,121
| -1% | -$17.3M |
|
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $1.02B | 11.82% |
20,744,034
-53,353
| -0.3% | -$2.61M |
|
|
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
| $811M | 9.4% |
8,850,470
+383,182
| +5% | +$34.4M |
|
|
6
Schwab US Broad Market ETF
SCHB
$42.7B
| $417M | 4.84% |
25,884,096
-4,704,522
| -15% | -$74.2M |
|
|
7
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
| $367M | 4.25% |
3,316,664
-3,212,425
| -49% | -$355M |
|
|
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $349M | 4.05% |
5,191,956
-310,000
| -6% | -$20.4M |
|
|
9
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $296M | 3.43% |
5,685,819
+32,342
| +0.6% | +$1.72M |
|
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $182M | 2.12% |
6,762,610
| – | – |
|
|
DMRI
11
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $168M | 1.95% |
3,328,797
-200,000
| -6% | -$10.1M |
|
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Milliman Financial Risk Management's Q1 2021 Portfolio in Review
As of Q1 2021, Milliman Financial Risk Management held 11 positions worth $8.62B, down 2% from $8.8B the previous quarter. Its ten largest holdings account for 98% of the portfolio.
Milliman Financial Risk Management withdrew a net $291M in Q1 2021, reducing 6 holdings. Its largest reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $355M.
Against the trend, Milliman Financial Risk Management added an estimated $115M to iShares Core US Aggregate Bond ETF.
- Milliman Financial Risk Management added most to iShares Core US Aggregate Bond ETF in Q1 2021, an estimated $115M increase.
- Milliman Financial Risk Management's biggest Q1 2021 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $355M.
- Milliman Financial Risk Management's ten largest holdings make up 98% of its $8.62B portfolio in Q1 2021.
- Milliman Financial Risk Management opened 0 new positions and closed 0 in Q1 2021.
- Milliman Financial Risk Management's portfolio value fell 2% quarter-over-quarter to $8.62B.
Based on Milliman Financial Risk Management's 13F filing for Q1 2021, filed 14 May 2021.