We are live on !
Find out more
Milliman Financial Risk Management Portfolio holdings
AUM
$6.4B
Turnover
0%
1-Year Est. Return
12.26%
This Fund
S&P 500
This Quarter Est. Return
-4.17%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$6.4B
AUM Growth
-$510M
(-7.4%)
Cap. Flow
-$223M
Cap. Flow % of AUM
Cap. Flow %
-3.49%
Top 10 Holdings %
Top 10 Hldgs %
100%
Holding
9
New
–
Increased
6
Reduced
2
Closed
–
Avg Time Held
5.5
years
Top 10 Avg Time Held
5.3
years
Top 20 Avg Time Held
5.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Bond Market
BND
|
+$45.3M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$32.4M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$10.4M |
| 4 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$8.51M |
| 5 |
Schwab US Broad Market ETF
SCHB
|
+$3.81M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$314M |
| 2 |
iShares Core S&P Total US Stock Market ETF
ITOT
|
+$11.3M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $2B | 31.24% |
18,183,727
-2,855,057
| -14% | -$314M |
2022 Q1
2 quarters
|
|
|
2
iShares Core US Aggregate Bond ETF
AGG
$139B
| $1.16B | 18.15% |
12,060,440
+102,403
| +0.9% | +$10.4M |
2015 Q4
27 quarters
|
|
|
3
Vanguard Total Bond Market
BND
$164B
| $1.01B | 15.78% |
14,164,976
+605,778
| +4% | +$45.3M |
2015 Q4
27 quarters
|
|
|
4
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
| $984M | 15.37% |
5,481,942
+42,688
| +0.8% | +$8.51M |
2015 Q4
27 quarters
|
|
|
5
Vanguard FTSE Developed Markets ETF
VEA
$227B
| $530M | 8.28% |
14,587,039
+795,563
| +6% | +$32.4M |
2016 Q1
26 quarters
|
|
|
6
iShares Core S&P Total US Stock Market ETF
ITOT
$96B
| $335M | 5.23% |
4,209,995
-127,677
| -3% | -$11.3M |
2016 Q1
26 quarters
|
|
|
7
Schwab US Broad Market ETF
SCHB
$44.4B
| $138M | 2.16% |
9,884,859
+244,851
| +3% | +$3.81M |
2015 Q4
27 quarters
|
|
8
Vanguard FTSE Emerging Markets ETF
VWO
$120B
| $133M | 2.08% |
3,656,397
+38,915
| +1% | +$1.58M |
2015 Q4
27 quarters
|
|
9
Schwab US Aggregate Bond ETF
SCHZ
$10.7B
| $110M | 1.71% |
4,840,588
| – | – |
2020 Q2
9 quarters
|
|
Similar funds
APA
Milliman Financial Risk Management's Q3 2022 Portfolio in Review
As of Q3 2022, Milliman Financial Risk Management held 9 positions worth $6.4B, down 7.4% from $6.91B the previous quarter. Its ten largest holdings account for 100% of the portfolio.
Milliman Financial Risk Management withdrew a net $223M in Q3 2022, reducing 2 holdings. Its largest reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $314M.
Against the trend, Milliman Financial Risk Management added an estimated $45.3M to Vanguard Total Bond Market.
- Milliman Financial Risk Management added most to Vanguard Total Bond Market in Q3 2022, an estimated $45.3M increase.
- Milliman Financial Risk Management's biggest Q3 2022 reduction was iShares 0-1 Year Treasury Bond ETF, cutting an estimated $314M.
- Milliman Financial Risk Management's ten largest holdings make up 100% of its $6.4B portfolio in Q3 2022.
- Milliman Financial Risk Management opened 0 new positions and closed 0 in Q3 2022.
- Milliman Financial Risk Management's portfolio value fell 7.4% quarter-over-quarter to $6.4B.
Based on Milliman Financial Risk Management's 13F filing for Q3 2022, filed 4 Nov 2022.