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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
+2.76%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.4B
AUM Growth
+$247M
Cap. Flow
+$4.19M
Cap. Flow %
0.04%
Top 10 Hldgs %
100%
Holding
17
New
3
Increased
5
Reduced
1
Closed
7

Top Buys

Rank Stock Value
1
SCHB icon
Schwab US Broad Market ETF
SCHB
+$660M
2
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$612M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$395M
4
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$386M
5
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
+$230M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$1.34B
2
VO icon
Vanguard Mid-Cap ETF
VO
+$312M
3
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$275M
4
VXUS icon
Vanguard Total International Stock ETF
VXUS
+$274M
5
VB icon
Vanguard Small-Cap ETF
VB
+$151M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BND icon
1
Vanguard Total Bond Market
BND
$157B
$2.44B 23.46%
29,711,695
-340,922
-1% -$28M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.98B 19.07%
15,283,230
– –
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.58B 15.18%
36,300,427
+9,301,038
+34% +$395M
ITOT icon
4
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$1.12B 10.83%
19,499,093
+10,856,748
+126% +$612M
SCHB icon
5
Schwab US Broad Market ETF
SCHB
$42.7B
$1.11B 10.69%
109,324,800
+66,465,480
+155% +$660M
AGG icon
6
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.06B 10.23%
9,688,214
+1,340,875
+16% +$147M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$393M 3.79%
+7,711,774
New +$386M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$344M 3.31%
7,893,788
+1,868,652
+31% +$80.9M
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$233M 2.24%
+4,540,839
New +$230M
DMRM
10
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
$123M 1.19%
+2,421,676
New +$120M
BSV icon
11
Vanguard Short-Term Bond ETF
BSV
$44.6B
– –
-1,752,763
Closed -$140M
VB icon
12
Vanguard Small-Cap ETF
VB
$79.3B
– –
-1,115,751
Closed -$151M
VEU icon
13
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
– –
-5,487,126
Closed -$275M
VMBS icon
14
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
– –
-2,084,497
Closed -$110M
VO icon
15
Vanguard Mid-Cap ETF
VO
$106B
– –
-8,755,300
Closed -$312M
VOO icon
16
Vanguard S&P 500 ETF
VOO
$967B
– –
-6,020,846
Closed -$1.34B
VXUS icon
17
Vanguard Total International Stock ETF
VXUS
$153B
– –
-5,278,560
Closed -$274M

Similar funds

MA
MUFG Americas New York $4.04B AUM 12.45% 1-Year Est. Return
5L
55I LLC Boston, Massachusetts $3.58B AUM 17.97% 1-Year Est. Return
RC
RegentAtlantic Capital Morristown, New Jersey $3.34B AUM 14.54% 1-Year Est. Return
W
Wealthsimple Toronto, Ontario, Canada $2.69B AUM 18.39% 1-Year Est. Return
APA
American Portfolios Advisors Holbrook, New York $2.36B AUM 14.59% 1-Year Est. Return
MIAN
Mariner Independent Advisor Network Overland Park, Kansas $2.33B AUM 14.85% 1-Year Est. Return
CCM
Covington Capital Management Los Angeles, California $2.32B AUM 12.18% 1-Year Est. Return
AII
AGF Investments Inc Toronto, Ontario, Canada $10.6B AUM 4.37% 1-Year Est. Return

Milliman Financial Risk Management's Q3 2017 Portfolio in Review

As of Q3 2017, Milliman Financial Risk Management held 17 positions worth $10.4B, up 2.4% from $10.1B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Milliman Financial Risk Management's Q3 2017 filing shows 3 new, 5 increased, 1 reduced and 7 closed positions. Its largest new stake was DeltaShares S&P 500 Managed Risk ETF: 7,711,774 shares worth $393M. The largest sale was Vanguard S&P 500 ETF, an estimated $1.34B.

  • Milliman Financial Risk Management's largest Q3 2017 buy was DeltaShares S&P 500 Managed Risk ETF: 7,711,774 shares worth $393M.
  • Milliman Financial Risk Management added most to Schwab US Broad Market ETF in Q3 2017, an estimated $660M increase.
  • Milliman Financial Risk Management's biggest Q3 2017 reduction was Vanguard Total Bond Market, cutting an estimated $28M.
  • Milliman Financial Risk Management fully exited Vanguard S&P 500 ETF in Q3 2017, selling an estimated $1.34B.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $10.4B portfolio in Q3 2017.
  • Milliman Financial Risk Management opened 3 new positions and closed 7 in Q3 2017.
  • Milliman Financial Risk Management's portfolio value rose 2.4% quarter-over-quarter to $10.4B.

Based on Milliman Financial Risk Management's 13F filing for Q3 2017, filed 17 Oct 2017.