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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
+3.49%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.6B
AUM Growth
+$191M
Cap. Flow
-$155M
Cap. Flow %
-1.47%
Top 10 Hldgs %
100%
Holding
10
New
–
Increased
–
Reduced
6
Closed
–

Top Buys

No buys this quarter

Top Sells

Rank Stock Value
1
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$43.5M
2
BND icon
Vanguard Total Bond Market
BND
+$37.9M
3
SCHB icon
Schwab US Broad Market ETF
SCHB
+$35.4M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$28.9M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$6.07M

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
$2.39B 22.57%
29,248,121
-463,574
-2% -$37.9M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$2.1B 19.85%
15,283,230
– –
VEA icon
3
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.6B 15.13%
35,647,392
-653,035
-2% -$28.9M
ITOT icon
4
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$1.15B 10.86%
18,769,531
-729,562
-4% -$43.5M
SCHB icon
5
Schwab US Broad Market ETF
SCHB
$42.7B
$1.14B 10.78%
105,948,378
-3,376,422
-3% -$35.4M
AGG icon
6
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.06B 9.99%
9,654,598
-33,616
-0.3% -$3.68M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$417M 3.95%
7,711,774
– –
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$356M 3.37%
7,757,881
-135,907
-2% -$6.07M
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$241M 2.28%
4,540,839
– –
DMRM
10
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
$130M 1.23%
2,421,676
– –

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RC
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W
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APA
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MIAN
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AII
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Milliman Financial Risk Management's Q4 2017 Portfolio in Review

As of Q4 2017, Milliman Financial Risk Management held 10 positions worth $10.6B, up 1.8% from $10.4B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Trading was light in Q4 2017: portfolio turnover was 0%. Milliman Financial Risk Management opened no new positions and made no exits, leaving the 10-position portfolio largely intact.

  • Milliman Financial Risk Management's biggest Q4 2017 reduction was iShares Core S&P Total US Stock Market ETF, cutting an estimated $43.5M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $10.6B portfolio in Q4 2017.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q4 2017.
  • Milliman Financial Risk Management's portfolio value rose 1.8% quarter-over-quarter to $10.6B.

Based on Milliman Financial Risk Management's 13F filing for Q4 2017, filed 30 Jan 2018.