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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
+2.49%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.2B
AUM Growth
+$21M
Cap. Flow
-$222M
Cap. Flow %
-2.18%
Top 10 Hldgs %
98.94%
Holding
11
New
–
Increased
3
Reduced
7
Closed
–

Top Buys

Rank Stock Value
1
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$62.9M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$25.6M
3
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
+$2.55M

Top Sells

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$144M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$36.6M
3
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$35.2M
4
VTI icon
Vanguard Total Stock Market ETF
VTI
+$34.7M
5
SCHZ icon
Schwab US Aggregate Bond ETF
SCHZ
+$27.7M

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
$2.13B 20.95%
27,072,783
-1,826,112
-6% -$144M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.86B 18.31%
12,441,776
-235,961
-2% -$34.7M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.77B 17.37%
16,746,341
-345,370
-2% -$36.6M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.36B 13.38%
31,441,549
+1,459,828
+5% +$62.9M
SCHB icon
5
Schwab US Broad Market ETF
SCHB
$42.7B
$933M 9.17%
79,494,060
-2,012,526
-2% -$23.2M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$932M 9.16%
13,981,694
-537,257
-4% -$35.2M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$418M 4.11%
7,236,956
-200,000
-3% -$11.3M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$291M 2.86%
7,098,444
+608,644
+9% +$25.6M
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$222M 2.18%
4,358,897
+50,000
+1% +$2.55M
SCHZ icon
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$148M 1.46%
5,907,204
-1,095,110
-16% -$27.7M
DMRM
11
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
$108M 1.06%
1,930,187
– –

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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 Q3 2018 Portfolio in Review

As of Q3 2018, Milliman Financial Risk Management held 11 positions worth $10.2B, up 0.21% from $10.2B the previous quarter. Its ten largest holdings account for 99% of the portfolio.

Trading was light in Q3 2018: portfolio turnover was 0%. Milliman Financial Risk Management opened no new positions and made no exits, leaving the 11-position portfolio largely intact.

  • Milliman Financial Risk Management added most to Vanguard FTSE Developed Markets ETF in Q3 2018, an estimated $62.9M increase.
  • Milliman Financial Risk Management's biggest Q3 2018 reduction was Vanguard Total Bond Market, cutting an estimated $144M.
  • Milliman Financial Risk Management's ten largest holdings make up 99% of its $10.2B portfolio in Q3 2018.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q3 2018.
  • Milliman Financial Risk Management's portfolio value rose 0.21% quarter-over-quarter to $10.2B.

Based on Milliman Financial Risk Management's 13F filing for Q3 2018, filed 13 Nov 2018.