We are live on ! Find out more
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
+2.97%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$8.51B
AUM Growth
+$29.2M
Cap. Flow
-$197M
Cap. Flow %
-2.32%
Top 10 Hldgs %
98.14%
Holding
11
New
–
Increased
6
Reduced
3
Closed
–

Top Buys

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$86M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
+$59.1M
3
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$26.4M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$24.2M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$11.6M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$382M
2
DMRL
DeltaShares S&P 500 Managed Risk ETF
DMRL
+$18.4M
3
SCHB icon
Schwab US Broad Market ETF
SCHB
+$13.1M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGG icon
1
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.72B 20.22%
14,579,800
+724,867
+5% +$86M
BND icon
2
Vanguard Total Bond Market
BND
$157B
$1.61B 18.94%
18,274,654
+99,948
+0.5% +$8.86M
SHV icon
3
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$1.41B 16.59%
12,756,315
-3,450,528
-21% -$382M
VTI icon
4
Vanguard Total Stock Market ETF
VTI
$654B
$1.18B 13.89%
6,940,779
+351,382
+5% +$59.1M
VEA icon
5
Vanguard FTSE Developed Markets ETF
VEA
$226B
$750M 8.82%
18,347,146
+590,035
+3% +$24.2M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$555M 6.51%
7,345,913
+353,163
+5% +$26.4M
SCHB icon
7
Schwab US Broad Market ETF
SCHB
$42.7B
$386M 4.53%
29,055,402
-999,762
-3% -$13.1M
DMRL
8
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
$338M 3.97%
5,661,956
-310,000
-5% -$18.4M
VWO icon
9
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$208M 2.45%
4,816,790
+267,536
+6% +$11.6M
SCHZ icon
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$190M 2.23%
6,762,610
– –
DMRI
11
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
$159M 1.86%
3,578,797
– –

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 2020 Portfolio in Review

As of Q3 2020, Milliman Financial Risk Management held 11 positions worth $8.51B, up 0.34% from $8.48B the previous quarter. Its ten largest holdings account for 98% of the portfolio.

Trading was light in Q3 2020: 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 iShares Core US Aggregate Bond ETF in Q3 2020, an estimated $86M increase.
  • Milliman Financial Risk Management's biggest Q3 2020 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $382M.
  • Milliman Financial Risk Management's ten largest holdings make up 98% of its $8.51B portfolio in Q3 2020.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q3 2020.
  • Milliman Financial Risk Management's portfolio value rose 0.34% quarter-over-quarter to $8.51B.

Based on Milliman Financial Risk Management's 13F filing for Q3 2020, filed 13 Nov 2020.