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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
+0.51%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.2B
AUM Growth
-$191M
Cap. Flow
-$240M
Cap. Flow %
-2.61%
Top 10 Hldgs %
100%
Holding
10
New
–
Increased
1
Reduced
7
Closed
–

Top Buys

Rank Stock Value
1
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$6.12M

Top Sells

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$68.2M
2
SCHB icon
Schwab US Broad Market ETF
SCHB
+$63.9M
3
VTI icon
Vanguard Total Stock Market ETF
VTI
+$30.4M
4
BND icon
Vanguard Total Bond Market
BND
+$27.7M
5
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$26M

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
$1.93B 20.94%
22,815,431
-329,967
-1% -$27.7M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.77B 19.28%
11,740,377
-201,617
-2% -$30.4M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.63B 17.76%
14,432,750
-607,093
-4% -$68.2M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.23B 13.36%
29,907,953
-637,802
-2% -$26M
ITOT icon
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$833M 9.06%
12,417,756
-308,044
-2% -$20.6M
SCHB icon
6
Schwab US Broad Market ETF
SCHB
$42.7B
$787M 8.55%
66,457,068
-5,409,834
-8% -$63.9M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$380M 4.13%
6,671,956
-165,000
-2% -$9.4M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$272M 2.95%
6,748,271
+148,257
+2% +$6.12M
SCHZ icon
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$185M 2.01%
6,879,172
– –
DMRI
10
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$180M 1.96%
3,758,797
– –

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RC
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W
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APA
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Milliman Financial Risk Management's Q3 2019 Portfolio in Review

As of Q3 2019, Milliman Financial Risk Management held 10 positions worth $9.2B, down 2% from $9.39B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Trading was light in Q3 2019: 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 added most to Vanguard FTSE Emerging Markets ETF in Q3 2019, an estimated $6.12M increase.
  • Milliman Financial Risk Management's biggest Q3 2019 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $68.2M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $9.2B portfolio in Q3 2019.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q3 2019.
  • Milliman Financial Risk Management's portfolio value fell 2% quarter-over-quarter to $9.2B.

Based on Milliman Financial Risk Management's 13F filing for Q3 2019, filed 7 Nov 2019.