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Disclosery

Milliman Financial Risk Management LLC

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13F filer, CIK 1547927, CHICAGO, IL

Milliman Financial Risk Management LLC reported $7,693,852,000 across 9 holdings for the quarter ended 2022-03-31, in a 13F-HR filed 2022-05-17.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001547927-22-000003

Period
2022-03-31
Reported value
$7.69B
Holdings
9
Top 10 weight
100%
New
1
Sold out
2

Largest buys vs the previous quarter

SecurityShares changeApprox. value
SHVnew+9,597,047$1.06B
BNDadded+1,343,798$107M
SCHBadded+1,286,500$68.7M
AGGadded+573,609$61.4M
SCHZadded+26,958$1.36M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
VTIreduced-1,865,064-$425M
TRANSAMERICA ETF TRexited-5,191,956-$419M
ITOTreduced-2,295,583-$232M
TRANSAMERICA ETF TRexited-3,328,797-$176M
VEAreduced-2,821,242-$136M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q1 2022

Share positions as resolved from 13F-HR 0001547927-22-000003, largest first. % of portfolio is the value over $7,693,852,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
AGGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 15,369,268 shares 15,369,268$1.65B21.39%+573,609Timeline
VTIVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 7,073,364 shares 7,073,364$1.61B20.93%-1,865,064Timeline
BNDVANGUARD BD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,022,697 shares 17,022,697$1.35B17.6%+1,343,798Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 9,597,047 shares 9,597,047$1.06B13.75%newTimeline
VEAVANGUARD TAX-MANAGED FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,376,965 shares 17,376,965$835M10.85%-2,821,242Timeline
ITOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 5,852,576 shares 5,852,576$591M7.68%-2,295,583Timeline
SCHBSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,170,257 shares 4,170,257$223M2.89%+1,286,500Timeline
VWOVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,443,308 shares 4,443,308$205M2.66%-1,176,620Timeline
SCHZSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q2: restricted; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 3,408,263 shares 3,408,263$172M2.24%+26,958Timeline

Sold out in Q1 2022

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
TRANSAMERICA ETF TRTRANSAMERICA ETF TR5,191,956$419Mshares
TRANSAMERICA ETF TRTRANSAMERICA ETF TR3,328,797$176Mshares

How Q1 2022 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001547927-22-000003 base2022-05-17acceptance time not in the bulk data set