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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
+2.35%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.1B
AUM Growth
+$129M
(+1.3%)
Cap. Flow
-$103M
Cap. Flow
% of AUM
-1.02%
Top 10 Holdings %
Top 10 Hldgs %
93.61%
Holding
14
New
–
Increased
4
Reduced
9
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab US Broad Market ETF
SCHB
|
+$13.5M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$9.08M |
| 3 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$2.54M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$512K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$36.5M |
| 2 |
Vanguard Total Bond Market
BND
|
+$22.9M |
| 3 |
Vanguard Short-Term Bond ETF
BSV
|
+$12.8M |
| 4 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$11.3M |
| 5 |
Vanguard Total International Stock ETF
VXUS
|
+$11.2M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Vanguard Total Bond Market
BND
$157B
| $2.46B | 24.27% |
30,052,617
-280,068
| -0.9% | -$22.9M |
|
2
Vanguard Total Stock Market ETF
VTI
$654B
| $1.9B | 18.77% |
15,283,230
-81,593
| -0.5% | -$10.1M |
|
|
3
Vanguard S&P 500 ETF
VOO
$967B
| $1.34B | 13.2% |
6,020,846
-165,669
| -3% | -$36.5M |
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $1.12B | 11.01% |
26,999,389
+62,389
| +0.2% | +$2.54M |
|
|
5
iShares Core US Aggregate Bond ETF
AGG
$137B
| $914M | 9.02% |
8,347,339
+83,083
| +1% | +$9.08M |
|
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
| $479M | 4.73% |
8,642,345
| – | – |
|
|
7
Schwab US Broad Market ETF
SCHB
$42.7B
| $418M | 4.12% |
42,859,320
+1,394,676
| +3% | +$13.5M |
|
8
Vanguard Mid-Cap ETF
VO
$106B
| $312M | 3.08% |
8,755,300
-275,728
| -3% | -$9.74M |
|
|
9
Vanguard FTSE All-World ex-US ETF
VEU
$65.8B
| $275M | 2.71% |
5,487,126
-227,875
| -4% | -$11.3M |
|
|
10
Vanguard Total International Stock ETF
VXUS
$153B
| $274M | 2.71% |
5,278,560
-217,161
| -4% | -$11.2M |
|
|
11
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $246M | 2.43% |
6,025,136
+12,627
| +0.2% | +$512K |
|
12
Vanguard Small-Cap ETF
VB
$79.3B
| $151M | 1.49% |
1,115,751
-33,889
| -3% | -$4.54M |
|
|
13
Vanguard Short-Term Bond ETF
BSV
$44.6B
| $140M | 1.38% |
1,752,763
-160,669
| -8% | -$12.8M |
|
14
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $110M | 1.08% |
2,084,497
-191,000
| -8% | -$10.1M |
|
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Milliman Financial Risk Management's Q2 2017 Portfolio in Review
As of Q2 2017, Milliman Financial Risk Management held 14 positions worth $10.1B, up 1.3% from $10B the previous quarter. Its ten largest holdings account for 94% of the portfolio.
Trading was light in Q2 2017: portfolio turnover was 0%. Milliman Financial Risk Management opened no new positions and made no exits, leaving the 14-position portfolio largely intact.
- Milliman Financial Risk Management added most to Schwab US Broad Market ETF in Q2 2017, an estimated $13.5M increase.
- Milliman Financial Risk Management's biggest Q2 2017 reduction was Vanguard S&P 500 ETF, cutting an estimated $36.5M.
- Milliman Financial Risk Management's ten largest holdings make up 94% of its $10.1B portfolio in Q2 2017.
- Milliman Financial Risk Management opened 0 new positions and closed 0 in Q2 2017.
- Milliman Financial Risk Management's portfolio value rose 1.3% quarter-over-quarter to $10.1B.
Based on Milliman Financial Risk Management's 13F filing for Q2 2017, filed 1 Aug 2017.