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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
-5.16%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$7.69B
AUM Growth
-$765M
(-9%)
Cap. Flow
-$288M
Cap. Flow
% of AUM
-3.74%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
11
New
1
Increased
3
Reduced
5
Closed
2
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$1.06B |
| 2 |
Vanguard Total Bond Market
BND
|
+$110M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$63.1M |
| 4 |
Schwab US Aggregate Bond ETF
SCHZ
|
+$1.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Stock Market ETF
VTI
|
+$419M |
| 2 |
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
|
+$419M |
| 3 |
iShares Core S&P Total US Stock Market ETF
ITOT
|
+$229M |
| 4 |
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
|
+$176M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$137M |
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
| $1.65B | 21.39% |
15,369,268
+573,609
| +4% | +$63.1M |
|
|
2
Vanguard Total Stock Market ETF
VTI
$654B
| $1.61B | 20.93% |
7,073,364
-1,865,064
| -21% | -$419M |
|
|
3
Vanguard Total Bond Market
BND
$157B
| $1.35B | 17.6% |
17,022,697
+1,343,798
| +9% | +$110M |
|
|
4
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
| $1.06B | 13.75% |
+9,597,047
| New | +$1.06B |
|
|
5
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $835M | 10.85% |
17,376,965
-2,821,242
| -14% | -$137M |
|
|
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
| $591M | 7.68% |
5,852,576
-2,295,583
| -28% | -$229M |
|
7
Schwab US Broad Market ETF
SCHB
$42.7B
| $223M | 2.89% |
12,510,771
-4,791,771
| -28% | -$84.1M |
|
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $205M | 2.66% |
4,443,308
-1,176,620
| -21% | -$56.6M |
|
|
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $172M | 2.24% |
6,816,526
+53,916
| +0.8% | +$1.4M |
|
|
DMRL
10
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| – | – |
-5,191,956
| Closed | -$419M |
|
|
DMRI
11
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| – | – |
-3,328,797
| Closed | -$176M |
|
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Milliman Financial Risk Management's Q1 2022 Portfolio in Review
As of Q1 2022, Milliman Financial Risk Management held 11 positions worth $7.69B, down 9% from $8.46B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Milliman Financial Risk Management withdrew a net $288M in Q1 2022, closing 2 positions and reducing 5 holdings. Its most notable exit was DeltaShares S&P 500 Managed Risk ETF, an estimated $419M position sold in full.
Against the trend, Milliman Financial Risk Management opened a new position in iShares 0-1 Year Treasury Bond ETF worth $1.06B.
- Milliman Financial Risk Management's largest Q1 2022 buy was iShares 0-1 Year Treasury Bond ETF: 9,597,047 shares worth $1.06B.
- Milliman Financial Risk Management added most to Vanguard Total Bond Market in Q1 2022, an estimated $110M increase.
- Milliman Financial Risk Management's biggest Q1 2022 reduction was Vanguard Total Stock Market ETF, cutting an estimated $419M.
- Milliman Financial Risk Management fully exited DeltaShares S&P 500 Managed Risk ETF in Q1 2022, selling an estimated $419M.
- Milliman Financial Risk Management's ten largest holdings make up 100% of its $7.69B portfolio in Q1 2022.
- Milliman Financial Risk Management opened 1 new position and closed 2 in Q1 2022.
- Milliman Financial Risk Management's portfolio value fell 9% quarter-over-quarter to $7.69B.
Based on Milliman Financial Risk Management's 13F filing for Q1 2022, filed 17 May 2022.