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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
+4.03%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10B
AUM Growth
+$133M
Cap. Flow
-$245M
Cap. Flow %
-2.45%
Top 10 Hldgs %
93.36%
Holding
15
New
–
Increased
5
Reduced
6
Closed
1

Top Buys

Rank Stock Value
1
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$70M
2
SCHB icon
Schwab US Broad Market ETF
SCHB
+$35.3M
3
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$31.7M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$6.62M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$6.41M

Top Sells

Rank Stock Value
1
BIV icon
Vanguard Intermediate-Term Bond ETF
BIV
+$103M
2
BND icon
Vanguard Total Bond Market
BND
+$91.2M
3
VTI icon
Vanguard Total Stock Market ETF
VTI
+$87.3M
4
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$46.3M
5
VMBS icon
Vanguard Mortgage-Backed Securities ETF
VMBS
+$36.2M

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
$2.46B 24.59%
30,332,685
-1,127,586
-4% -$91.2M
VTI icon
2
Vanguard Total Stock Market ETF
VTI
$654B
$1.86B 18.63%
15,364,823
-728,577
-5% -$87.3M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$967B
$1.34B 13.38%
6,186,515
– –
VEA icon
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
$1.06B 10.58%
26,937,000
+827,000
+3% +$31.7M
AGG icon
5
iShares Core US Aggregate Bond ETF
AGG
$137B
$897M 8.96%
8,264,256
+61,166
+0.7% +$6.62M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$467M 4.67%
8,642,345
+1,312,511
+18% +$70M
SCHB icon
7
Schwab US Broad Market ETF
SCHB
$42.7B
$394M 3.94%
41,464,644
+3,758,052
+10% +$35.3M
VO icon
8
Vanguard Mid-Cap ETF
VO
$106B
$314M 3.14%
9,031,028
– –
VEU icon
9
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
$273M 2.73%
5,715,001
-326,426
-5% -$15.2M
VXUS icon
10
Vanguard Total International Stock ETF
VXUS
$153B
$273M 2.73%
5,495,721
-317,823
-5% -$15.4M
VWO icon
11
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$239M 2.39%
6,012,509
+166,000
+3% +$6.41M
VB icon
12
Vanguard Small-Cap ETF
VB
$79.3B
$153M 1.53%
1,149,640
– –
BSV icon
13
Vanguard Short-Term Bond ETF
BSV
$44.6B
$153M 1.52%
1,913,432
-582,240
-23% -$46.3M
VMBS icon
14
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$120M 1.19%
2,275,497
-692,414
-23% -$36.2M
BIV icon
15
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
– –
-1,245,085
Closed -$103M

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5L
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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 Q1 2017 Portfolio in Review

As of Q1 2017, Milliman Financial Risk Management held 15 positions worth $10B, up 1.4% from $9.87B the previous quarter. Its ten largest holdings account for 93% of the portfolio.

Milliman Financial Risk Management's Q1 2017 filing shows 5 increased, 6 reduced and 1 closed positions. The largest sale was Vanguard Intermediate-Term Bond ETF, an estimated $103M.

  • Milliman Financial Risk Management added most to iShares Core S&P Total US Stock Market ETF in Q1 2017, an estimated $70M increase.
  • Milliman Financial Risk Management's biggest Q1 2017 reduction was Vanguard Total Bond Market, cutting an estimated $91.2M.
  • Milliman Financial Risk Management fully exited Vanguard Intermediate-Term Bond ETF in Q1 2017, selling an estimated $103M.
  • Milliman Financial Risk Management's ten largest holdings make up 93% of its $10B portfolio in Q1 2017.
  • Milliman Financial Risk Management opened 0 new positions and closed 1 in Q1 2017.
  • Milliman Financial Risk Management's portfolio value rose 1.4% quarter-over-quarter to $10B.

Based on Milliman Financial Risk Management's 13F filing for Q1 2017, filed 12 May 2017.