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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
+4.66%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.74B
AUM Growth
+$123M
Cap. Flow
-$252M
Cap. Flow %
-2.88%
Top 10 Hldgs %
100%
Holding
11
New
–
Increased
5
Reduced
2
Closed
1

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$131M
2
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$53.7M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$47.8M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$17.4M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$16.6M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$367M
2
BND icon
Vanguard Total Bond Market
BND
+$83.3M
3
SCHB icon
Schwab US Broad Market ETF
SCHB
+$68.8M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VTI icon
1
Vanguard Total Stock Market ETF
VTI
$654B
$1.99B 22.78%
8,938,428
+603,200
+7% +$131M
AGG icon
2
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.84B 21.04%
15,952,830
+144,973
+0.9% +$16.6M
BND icon
3
Vanguard Total Bond Market
BND
$157B
$1.43B 16.32%
16,610,847
-977,178
-6% -$83.3M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.12B 12.77%
21,670,046
+926,012
+4% +$47.8M
ITOT icon
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$929M 10.63%
9,408,882
+558,412
+6% +$53.7M
SCHB icon
6
Schwab US Broad Market ETF
SCHB
$42.7B
$379M 4.34%
21,816,828
-4,067,268
-16% -$68.8M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$375M 4.29%
5,191,956
– –
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$327M 3.73%
6,013,229
+327,410
+6% +$17.4M
SCHZ icon
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$185M 2.11%
6,762,610
– –
DMRI
10
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$175M 2%
3,328,797
– –
SHV icon
11
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
– –
-3,316,664
Closed -$367M

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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 2021 Portfolio in Review

As of Q2 2021, Milliman Financial Risk Management held 11 positions worth $8.74B, up 1.4% from $8.62B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Milliman Financial Risk Management's Q2 2021 filing shows 5 increased, 2 reduced and 1 closed positions. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $367M.

  • Milliman Financial Risk Management added most to Vanguard Total Stock Market ETF in Q2 2021, an estimated $131M increase.
  • Milliman Financial Risk Management's biggest Q2 2021 reduction was Vanguard Total Bond Market, cutting an estimated $83.3M.
  • Milliman Financial Risk Management fully exited iShares 0-1 Year Treasury Bond ETF in Q2 2021, selling an estimated $367M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $8.74B portfolio in Q2 2021.
  • Milliman Financial Risk Management opened 0 new positions and closed 1 in Q2 2021.
  • Milliman Financial Risk Management's portfolio value rose 1.4% quarter-over-quarter to $8.74B.

Based on Milliman Financial Risk Management's 13F filing for Q2 2021, filed 13 Aug 2021.