MILLIMAN FINANCIAL RISK MANAGEMENT LLC

https://us.milliman.com/en/risk/financial-risk-management CHICAGO, IL Investment Advisor How do I update this listing?

Milliman Financial Risk Management is based out of Chicago. Milliman Financial Risk Management is a large advisory firm with 64 clients and discretionary assets under management (AUM) of $24,773,407,940 (Form ADV from 2020-03-31). Their last reported 13F filing for Q2 2020 included $8,483,404,000 in managed 13F securities and a top 10 holdings concentration of 98.14%. Milliman Financial Risk Management's largest holding is iShares Short Treasury Bond ETF with shares held of 16,206,843. Milliman Financial Risk Management has met the qualifications for inclusion in our WhaleScore system. Whalewisdom has at least 20 13F filings

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06/30/2020

13F Activity

  • Market Value $8.483 Billion
  • Prior Market Value $8.035 Billion
  • New Purchases1 stock
  • Additional Purchases8 stocks
  • Sold out of0 stocks
  • Reduced holdings in2 stocks
  • Top 10 Holdings % 98.14 %
  • Turnover % [1]:9.09%
  • Turnover Alt % [2]: 22.19 %
  • Time Held Top20:13.36 quarters
  • Time Held Top10:12.80 quarters
  • Time Held All:14.18 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

06/30/2020

13F Sector Allocation Over Time

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2020-08-14

Performance for Q2 2020: 9.49%
Performance Last 4 Quarters: 9.6%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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*Shares are split adjusted

View Last Form Adv Compilation Report on Record

MILLIMAN FINANCIAL RISK MANAGEMENT LLC
71 S. WACKER DR. 31ST FLOOR
CHICAGO IL    60606
Country: United States

Business Phone: 312-726-0677
Fax: 312-499-5700
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm,Investment advisor to an investment company,Related Advisor
Form of Organization: Limited Liability Company
Organized in: DE
Number of employees: 182
Other Business Activities: commodity pool operator or commodity trading advisor
Advisor Fees/Compensation: Percentage of assets under management,Hourly charges,Fixed fees
Amount of client funds and securities:
Total Number of Clients: 64
Amount of client funds and securities by related persons:
Total Number of clients from related persons:
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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Insider Transactions in the past year

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MILLIMAN FINANCIAL RISK MANAGEMENT LLC

ownership team - last updated 2020-03-31
Name Title Start Date Direct/Indirect % Ownership

MILLIMAN FINANCIAL RISK MANAGEMENT LLC

ownership team - last updated 2019-03-29
Name Title Start Date Direct/Indirect % Ownership
MILLIMAN, INC. MANAGING MEMBER 10/01/2011 Direct 75% or more
Fund Name Position direct/indirect start date end date
MILLIMAN FINANCIAL RISK MANAGEMENT LLC SOLE SHAREHOLDER direct 2011-10-01
MILLIMAN FINANCIAL RISK MANAGEMENT LLC MANAGING MEMBER direct 2011-10-01
PUZ, SUSAN, HELEN CHIEF COMPLIANCE OFFICER 09/01/2014 Direct less than 5%
Fund Name Position direct/indirect start date end date
MILLIMAN, INC. CHIEF COMPLIANCE OFFICER direct 2014-09-01
MILLIMAN FINANCIAL RISK MANAGEMENT LLC CHIEF COMPLIANCE OFFICER direct 2014-09-01

MILLIMAN FINANCIAL RISK MANAGEMENT LLC

ownership team - last updated 2017-03-29
Name Title Start Date Direct/Indirect % Ownership
MILLIMAN, INC. MANAGING MEMBER 10/01/2011 Direct 75% or more
Fund Name Position direct/indirect start date end date
MILLIMAN FINANCIAL RISK MANAGEMENT LLC SOLE SHAREHOLDER direct 2011-10-01
MILLIMAN FINANCIAL RISK MANAGEMENT LLC MANAGING MEMBER direct 2011-10-01
PUZ, SUSAN, HELEN CHIEF COMPLIANCE OFFICER 09/01/2014 Direct less than 5%
Fund Name Position direct/indirect start date end date
MILLIMAN, INC. CHIEF COMPLIANCE OFFICER direct 2014-09-01
MILLIMAN FINANCIAL RISK MANAGEMENT LLC CHIEF COMPLIANCE OFFICER direct 2014-09-01

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