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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
-7.05%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$6.91B
AUM Growth
-$781M
Cap. Flow
-$116M
Cap. Flow %
-1.68%
Top 10 Hldgs %
100%
Holding
9
New
–
Increased
1
Reduced
8
Closed
–

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$1.26B

Top Sells

Rank Stock Value
1
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$351M
2
VTI icon
Vanguard Total Stock Market ETF
VTI
+$336M
3
BND icon
Vanguard Total Bond Market
BND
+$264M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$159M
5
ITOT icon
iShares Core S&P Total US Stock Market ETF
ITOT
+$138M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHV icon
1
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
$2.32B 33.51%
21,038,784
+11,441,737
+119% +$1.26B
AGG icon
2
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.22B 17.59%
11,958,037
-3,411,231
-22% -$351M
VTI icon
3
Vanguard Total Stock Market ETF
VTI
$654B
$1.03B 14.84%
5,439,254
-1,634,110
-23% -$336M
BND icon
4
Vanguard Total Bond Market
BND
$157B
$1.02B 14.76%
13,559,198
-3,463,499
-20% -$264M
VEA icon
5
Vanguard FTSE Developed Markets ETF
VEA
$226B
$563M 8.14%
13,791,476
-3,585,489
-21% -$159M
ITOT icon
6
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
$363M 5.26%
4,337,672
-1,514,904
-26% -$138M
VWO icon
7
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$151M 2.18%
3,617,482
-825,826
-19% -$35.7M
SCHB icon
8
Schwab US Broad Market ETF
SCHB
$42.7B
$142M 2.05%
9,640,008
-2,870,763
-23% -$46.1M
SCHZ icon
9
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$116M 1.68%
4,840,588
-1,975,938
-29% -$47.8M

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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 Q2 2022 Portfolio in Review

As of Q2 2022, Milliman Financial Risk Management held 9 positions worth $6.91B, down 10% from $7.69B the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Trading was light in Q2 2022: portfolio turnover was 0%. Milliman Financial Risk Management opened no new positions and made no exits, leaving the 9-position portfolio largely intact.

  • Milliman Financial Risk Management added most to iShares 0-1 Year Treasury Bond ETF in Q2 2022, an estimated $1.26B increase.
  • Milliman Financial Risk Management's biggest Q2 2022 reduction was iShares Core US Aggregate Bond ETF, cutting an estimated $351M.
  • Milliman Financial Risk Management's ten largest holdings make up 100% of its $6.91B portfolio in Q2 2022.
  • Milliman Financial Risk Management opened 0 new positions and closed 0 in Q2 2022.
  • Milliman Financial Risk Management's portfolio value fell 10% quarter-over-quarter to $6.91B.

Based on Milliman Financial Risk Management's 13F filing for Q2 2022, filed 12 Aug 2022.