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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
+4.58%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.4B
AUM Growth
+$205M
Cap. Flow
-$190M
Cap. Flow %
-2.02%
Top 10 Hldgs %
100%
Holding
10
New
–
Increased
3
Reduced
6
Closed
–

Top Buys

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$60.4M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$10.3M
3
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$7.59M

Top Sells

Rank Stock Value
1
SCHB icon
Schwab US Broad Market ETF
SCHB
+$108M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
+$58.6M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$52.8M
4
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$29.4M
5
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$14.7M

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
$1.97B 20.99%
23,533,724
+718,293
+3% +$60.4M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.86B 19.78%
11,366,391
-373,986
-3% -$58.6M
AGG icon
3
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.63B 17.33%
14,500,095
+67,345
+0.5% +$7.59M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.26B 13.44%
28,670,792
-1,237,161
-4% -$52.8M
ITOT icon
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$872M 9.27%
11,995,421
-422,335
-3% -$29.4M
SCHB icon
6
Schwab US Broad Market ETF
SCHB
$42.7B
$739M 7.86%
57,664,980
-8,792,088
-13% -$108M
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$396M 4.21%
6,421,956
-250,000
-4% -$14.7M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$311M 3.31%
6,992,135
+243,864
+4% +$10.3M
SCHZ icon
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$184M 1.95%
6,879,172
– –
DMRI
10
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$175M 1.86%
3,658,797
-100,000
-3% -$5.01M

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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 Q4 2019 Portfolio in Review

As of Q4 2019, Milliman Financial Risk Management held 10 positions worth $9.4B, up 2.2% from $9.2B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Trading was light in Q4 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 Total Bond Market in Q4 2019, an estimated $60.4M increase.
  • Milliman Financial Risk Management's biggest Q4 2019 reduction was Schwab US Broad Market ETF, cutting an estimated $108M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $9.4B portfolio in Q4 2019.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q4 2019.
  • Milliman Financial Risk Management's portfolio value rose 2.2% quarter-over-quarter to $9.4B.

Based on Milliman Financial Risk Management's 13F filing for Q4 2019, filed 6 Feb 2020.