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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
+2.45%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.99B
AUM Growth
+$977M
Cap. Flow
+$780M
Cap. Flow %
7.81%
Top 10 Hldgs %
89.28%
Holding
16
New
1
Increased
10
Reduced
3
Closed
–

Top Buys

Rank Stock Value
1
VXUS icon
Vanguard Total International Stock ETF
VXUS
+$253M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
+$224M
3
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$177M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$137M
5
VOO icon
Vanguard S&P 500 ETF
VOO
+$125M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$300M
2
BND icon
Vanguard Total Bond Market
BND
+$48.2M
3
BIV icon
Vanguard Intermediate-Term Bond ETF
BIV
+$9.42M

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
$2.72B 27.22%
32,317,805
-572,711
-2% -$48.2M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.74B 17.46%
15,669,151
+2,016,740
+15% +$224M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$967B
$1.16B 11.62%
5,842,515
+632,665
+12% +$125M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$931M 9.32%
24,890,000
+3,720,737
+18% +$137M
AGG icon
5
iShares Core US Aggregate Bond ETF
AGG
$137B
$906M 9.07%
8,055,932
+1,572,615
+24% +$177M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$330M 3.3%
6,663,591
+1,145,639
+21% +$56.5M
SHV icon
7
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$300M 3%
2,718,000
-2,714,000
-50% -$300M
SCHB icon
8
Schwab US Broad Market ETF
SCHB
$42.7B
$295M 2.95%
33,782,802
+5,517,858
+20% +$47.9M
VO icon
9
Vanguard Mid-Cap ETF
VO
$106B
$274M 2.74%
8,459,028
+1,224,324
+17% +$39.3M
VEU icon
10
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
$259M 2.59%
5,694,823
+602,586
+12% +$26.9M
VXUS icon
11
Vanguard Total International Stock ETF
VXUS
$153B
$257M 2.57%
+5,442,470
New +$253M
VWO icon
12
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$211M 2.11%
5,606,509
+854,357
+18% +$31.8M
BSV icon
13
Vanguard Short-Term Bond ETF
BSV
$44.6B
$202M 2.02%
2,495,672
– –
VMBS icon
14
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$160M 1.6%
2,967,911
– –
VB icon
15
Vanguard Small-Cap ETF
VB
$79.3B
$131M 1.32%
1,075,640
+157,579
+17% +$19.1M
BIV icon
16
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$109M 1.09%
1,245,085
-107,385
-8% -$9.42M

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 2016 Portfolio in Review

As of Q3 2016, Milliman Financial Risk Management held 16 positions worth $9.99B, up 11% from $9.01B the previous quarter. Its ten largest holdings account for 89% of the portfolio.

Milliman Financial Risk Management deployed $780M of net new capital in Q3 2016, opening 1 new position and adding to 10 existing holdings. Its largest new stake was Vanguard Total International Stock ETF: 5,442,470 shares worth $257M.

On the sell side, the largest reduction was iShares 0-1 Year Treasury Bond ETF, an estimated $300M trimmed.

  • Milliman Financial Risk Management's largest Q3 2016 buy was Vanguard Total International Stock ETF: 5,442,470 shares worth $257M.
  • Milliman Financial Risk Management added most to Vanguard Total Stock Market ETF in Q3 2016, an estimated $224M increase.
  • Milliman Financial Risk Management's biggest Q3 2016 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $300M.
  • Milliman Financial Risk Management's ten largest holdings make up 89% of its $9.99B portfolio in Q3 2016.
  • Milliman Financial Risk Management opened 1 new position and closed 0 in Q3 2016.
  • Milliman Financial Risk Management's portfolio value rose 11% quarter-over-quarter to $9.99B.

Based on Milliman Financial Risk Management's 13F filing for Q3 2016, filed 14 Nov 2016.