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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
-0.5%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$9.87B
AUM Growth
-$119M
Cap. Flow
-$56.2M
Cap. Flow %
-0.57%
Top 10 Hldgs %
91.75%
Holding
16
New
–
Increased
11
Reduced
1
Closed
1

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$69M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
+$47.7M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$44.5M
4
SCHB icon
Schwab US Broad Market ETF
SCHB
+$34.6M
5
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$33.3M

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
+$70.2M

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
$2.54B 25.75%
31,460,271
-857,534
-3% -$70.2M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.86B 18.8%
16,093,400
+424,249
+3% +$47.7M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$967B
$1.27B 12.87%
6,186,515
+344,000
+6% +$69M
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$954M 9.67%
26,110,000
+1,220,000
+5% +$44.5M
AGG icon
5
iShares Core US Aggregate Bond ETF
AGG
$137B
$886M 8.98%
8,203,090
+147,158
+2% +$16.1M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$376M 3.81%
7,329,834
+666,243
+10% +$33.3M
SCHB icon
7
Schwab US Broad Market ETF
SCHB
$42.7B
$340M 3.45%
37,706,592
+3,923,790
+12% +$34.6M
VO icon
8
Vanguard Mid-Cap ETF
VO
$106B
$297M 3.01%
9,031,028
+572,000
+7% +$18.5M
VEU icon
9
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
$267M 2.7%
6,041,427
+346,604
+6% +$15.4M
VXUS icon
10
Vanguard Total International Stock ETF
VXUS
$153B
$267M 2.7%
5,813,544
+371,074
+7% +$17.1M
VWO icon
11
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$209M 2.12%
5,846,509
+240,000
+4% +$8.79M
BSV icon
12
Vanguard Short-Term Bond ETF
BSV
$44.6B
$198M 2.01%
2,495,672
– –
VMBS icon
13
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$155M 1.57%
2,967,911
– –
VB icon
14
Vanguard Small-Cap ETF
VB
$79.3B
$148M 1.5%
1,149,640
+74,000
+7% +$9.18M
BIV icon
15
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$103M 1.05%
1,245,085
– –
SHV icon
16
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
– –
-2,718,000
Closed -$300M

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RC
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W
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APA
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MIAN
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AII
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Milliman Financial Risk Management's Q4 2016 Portfolio in Review

As of Q4 2016, Milliman Financial Risk Management held 16 positions worth $9.87B, down 1.2% from $9.99B the previous quarter. Its ten largest holdings account for 92% of the portfolio.

Milliman Financial Risk Management's Q4 2016 filing shows 11 increased, 1 reduced and 1 closed positions. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $300M.

  • Milliman Financial Risk Management added most to Vanguard S&P 500 ETF in Q4 2016, an estimated $69M increase.
  • Milliman Financial Risk Management's biggest Q4 2016 reduction was Vanguard Total Bond Market, cutting an estimated $70.2M.
  • Milliman Financial Risk Management fully exited iShares 0-1 Year Treasury Bond ETF in Q4 2016, selling an estimated $300M.
  • Milliman Financial Risk Management's ten largest holdings make up 92% of its $9.87B portfolio in Q4 2016.
  • Milliman Financial Risk Management opened 0 new positions and closed 1 in Q4 2016.
  • Milliman Financial Risk Management's portfolio value fell 1.2% quarter-over-quarter to $9.87B.

Based on Milliman Financial Risk Management's 13F filing for Q4 2016, filed 13 Feb 2017.