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Milliman Financial Risk Management LLC

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13F filer, CIK 1547927, CHICAGO, IL

Milliman Financial Risk Management LLC reported $6,403,033,000 across 9 holdings for the quarter ended 2022-09-30, in a 13F-HR filed 2022-11-04.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001547927-22-000005

Period
2022-09-30
Reported value
$6.4B
Holdings
9
Top 10 weight
100%
New
0
Sold out
0

Largest buys vs the previous quarter

SecurityShares changeApprox. value
BNDadded+605,778$43.2M
VEAadded+795,563$28.9M
AGGadded+102,403$9.87M
VTIadded+42,688$7.66M
SCHBadded+81,617$3.43M

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
SHVreduced-2,855,057-$314M
ITOTreduced-127,677-$10.2M

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, Q3 2022

Share positions as resolved from 13F-HR 0001547927-22-000005, largest first. % of portfolio is the value over $6,403,028,000, 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; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 9,597,047 shares; 2022Q2: 21,038,784 shares; 2022Q3: 18,183,727 shares 18,183,727$2B31.24%-2,855,057Timeline
AGGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 15,369,268 shares; 2022Q2: 11,958,037 shares; 2022Q3: 12,060,440 shares 12,060,440$1.16B18.15%+102,403Timeline
BNDVANGUARD BD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,022,697 shares; 2022Q2: 13,559,198 shares; 2022Q3: 14,164,976 shares 14,164,976$1.01B15.78%+605,778Timeline
VTIVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 7,073,364 shares; 2022Q2: 5,439,254 shares; 2022Q3: 5,481,942 shares 5,481,942$984M15.37%+42,688Timeline
VEAVANGUARD TAX-MANAGED FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 17,376,965 shares; 2022Q2: 13,791,476 shares; 2022Q3: 14,587,039 shares 14,587,039$530M8.28%+795,563Timeline
ITOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 5,852,576 shares; 2022Q2: 4,337,672 shares; 2022Q3: 4,209,995 shares 4,209,995$335M5.23%-127,677Timeline
SCHBSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,170,257 shares; 2022Q2: 3,213,336 shares; 2022Q3: 3,294,953 shares 3,294,953$138M2.16%+81,617Timeline
VWOVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 4,443,308 shares; 2022Q2: 3,617,482 shares; 2022Q3: 3,656,397 shares 3,656,397$133M2.08%+38,915Timeline
SCHZSCHWAB STRATEGIC TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2020Q4: restricted; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 3,408,263 shares; 2022Q2: 2,420,294 shares; 2022Q3: 2,420,294 shares 2,420,294$110M1.71%0Timeline

How Q3 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 0001547927-22-000005 base2022-11-04acceptance time not in the bulk data set