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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 holdings worth $6,913,306,000 (the sum of its rows) across 9 holdings for the quarter ended 2022-06-30, in a 13F-HR filed 2022-08-12. The total stated on the cover page is $691,336,000.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001547927-22-000004

The cover page states a total of $691,336,000, 90% less than the sum of the rows, $6,913,306,000. This page uses the sum of the rows.

Period
2022-06-30
Value, sum of rows
$6.91B
Stated on the cover page
$691M
Holdings
9
Top 10 weight
100%
New
0
Sold out
0

Largest buys vs the previous quarter

SecurityShares changeApprox. value
SHVadded+11,441,737$1.26B

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
AGGreduced-3,411,231-$347M
VTIreduced-1,634,110-$308M
BNDreduced-3,463,499-$261M
VEAreduced-3,585,489-$146M
ITOTreduced-1,514,904-$127M

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, Q2 2022

Share positions as resolved from 13F-HR 0001547927-22-000004, largest first. % of portfolio is the value over $6,913,306,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 9,597,047 shares; 2022Q2: 21,038,784 shares 21,038,784$2.32B33.51%+11,441,737Timeline
AGGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 15,369,268 shares; 2022Q2: 11,958,037 shares 11,958,037$1.22B17.59%-3,411,231Timeline
VTIVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 7,073,364 shares; 2022Q2: 5,439,254 shares 5,439,254$1.03B14.84%-1,634,110Timeline
BNDVANGUARD BD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,022,697 shares; 2022Q2: 13,559,198 shares 13,559,198$1.02B14.76%-3,463,499Timeline
VEAVANGUARD TAX-MANAGED FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,376,965 shares; 2022Q2: 13,791,476 shares 13,791,476$563M8.14%-3,585,489Timeline
ITOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 5,852,576 shares; 2022Q2: 4,337,672 shares 4,337,672$363M5.26%-1,514,904Timeline
VWOVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,443,308 shares; 2022Q2: 3,617,482 shares 3,617,482$151M2.18%-825,826Timeline
SCHBSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,170,257 shares; 2022Q2: 3,213,336 shares 3,213,336$142M2.05%-956,921Timeline
SCHZSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q3: restricted; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 3,408,263 shares; 2022Q2: 2,420,294 shares 2,420,294$116M1.68%-987,969Timeline

How Q2 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 0001547927-22-000004 base2022-08-12acceptance time not in the bulk data set