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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
+1.12%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.91B
AUM Growth
+$349M
Cap. Flow
+$157M
Cap. Flow %
1.58%
Top 10 Hldgs %
89.57%
Holding
19
New
4
Increased
6
Reduced
4
Closed
3

Top Buys

Rank Stock Value
1
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$830M
2
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$462M
3
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$328M
4
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$283M
5
VO icon
Vanguard Mid-Cap ETF
VO
+$242M

Top Sells

Rank Stock Value
1
VGK icon
Vanguard FTSE Europe ETF
VGK
+$681M
2
BND icon
Vanguard Total Bond Market
BND
+$548M
3
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$426M
4
VTI icon
Vanguard Total Stock Market ETF
VTI
+$386M
5
VXF icon
Vanguard Extended Market ETF
VXF
+$251M

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
$2.87B 28.93%
34,615,284
-6,699,125
-16% -$548M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.69B 17.04%
16,108,599
-3,894,089
-19% -$386M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$967B
$1.15B 11.63%
6,111,081
-616,026
-9% -$110M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$863M 8.71%
+24,039,635
New +$830M
SHV icon
5
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$675M 6.81%
6,114,466
+4,192,952
+218% +$462M
AGG icon
6
iShares Core US Aggregate Bond ETF
AGG
$137B
$567M 5.72%
5,112,390
+2,997,150
+142% +$328M
ITOT icon
7
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$299M 3.02%
+6,406,630
New +$283M
VO icon
8
Vanguard Mid-Cap ETF
VO
$106B
$259M 2.62%
+8,550,680
New +$242M
SCHB icon
9
Schwab US Broad Market ETF
SCHB
$42.7B
$258M 2.6%
31,418,700
+9,433,194
+43% +$73.3M
VXUS icon
10
Vanguard Total International Stock ETF
VXUS
$153B
$248M 2.5%
5,516,114
+3,193,636
+138% +$136M
VEU icon
11
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
$247M 2.5%
5,733,615
+3,328,962
+138% +$136M
BSV icon
12
Vanguard Short-Term Bond ETF
BSV
$44.6B
$201M 2.03%
2,495,672
– –
VWO icon
13
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$186M 1.88%
5,382,512
-1,760,162
-25% -$55.2M
VMBS icon
14
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$159M 1.6%
2,967,911
– –
VB icon
15
Vanguard Small-Cap ETF
VB
$79.3B
$122M 1.23%
+1,089,913
New +$113M
BIV icon
16
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$118M 1.19%
1,368,084
+122,999
+10% +$10.4M
VGK icon
17
Vanguard FTSE Europe ETF
VGK
$29.8B
– –
-13,646,217
Closed -$681M
VPL icon
18
Vanguard FTSE Pacific ETF
VPL
$8.14B
– –
-7,513,207
Closed -$426M
VXF icon
19
Vanguard Extended Market ETF
VXF
$30.4B
– –
-2,997,702
Closed -$251M

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 Q1 2016 Portfolio in Review

As of Q1 2016, Milliman Financial Risk Management held 19 positions worth $9.91B, up 3.6% from $9.56B the previous quarter. Its ten largest holdings account for 90% of the portfolio.

Milliman Financial Risk Management's Q1 2016 filing shows 4 new, 6 increased, 4 reduced and 3 closed positions. Its largest new stake was Vanguard FTSE Developed Markets ETF: 24,039,635 shares worth $863M. The largest sale was Vanguard FTSE Europe ETF, an estimated $681M.

  • Milliman Financial Risk Management's largest Q1 2016 buy was Vanguard FTSE Developed Markets ETF: 24,039,635 shares worth $863M.
  • Milliman Financial Risk Management added most to iShares 0-1 Year Treasury Bond ETF in Q1 2016, an estimated $462M increase.
  • Milliman Financial Risk Management's biggest Q1 2016 reduction was Vanguard Total Bond Market, cutting an estimated $548M.
  • Milliman Financial Risk Management fully exited Vanguard FTSE Europe ETF in Q1 2016, selling an estimated $681M.
  • Milliman Financial Risk Management's ten largest holdings make up 90% of its $9.91B portfolio in Q1 2016.
  • Milliman Financial Risk Management opened 4 new positions and closed 3 in Q1 2016.
  • Milliman Financial Risk Management's portfolio value rose 3.6% quarter-over-quarter to $9.91B.

Based on Milliman Financial Risk Management's 13F filing for Q1 2016, filed 17 May 2016.