SEC 13F Intelligence

Managers / Q3 2022

Milliman Financial Risk Management LLC

CIK 0001547927 · 71 S. WACKER DRIVE, 31ST FLOOR, CHICAGO, IL, 60606 · 3127260677

Reported Value
$6.4B
Q3 2022
Positions
9
Filings on Record
16
2019–present window
Filed
Nov 4, 2022
original filing

Summary

Milliman Financial Risk Management Llc reported $6.4B in U.S.-listed holdings across 9 positions for Q3 2022.

The portfolio is heavily concentrated: SHV alone accounts for 31.2% of reported value.

The book was largely unchanged from Q2 2022.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $9.0BQ4 ’18Q1 ’19: $9.4BQ2 ’19: $9.4BQ2 ’19Q3 ’19: $9.2BQ4 ’19: $9.4BQ4 ’19Q2 ’20: $8.5BQ3 ’20: $8.5BQ3 ’20Q4 ’20: $8.8BQ1 ’21: $8.6BQ1 ’21Q2 ’21: $8.7BQ3 ’21: $8.4BQ3 ’21Q4 ’21: $8.5BQ1 ’22: $7.7BQ1 ’22Q2 ’22: $6.9BQ3 ’22: $6.4BQ3 ’22filingsflow.com

Portfolio Composition

By security type
ETP: 100.0%
  • ETP · 100.0% · $6.4B

Quarter-over-Quarter Changes full breakdown →

Holdings — Q3 2022

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#IssuerClass% PortfolioValueShares

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q3 2022$6.4B9Nov 4, 202213F-HRchanges · EDGAR ↗
Q2 2022$6.9B9Aug 12, 202213F-HRchanges · EDGAR ↗
Q1 2022$7.7B9May 17, 202213F-HRchanges · EDGAR ↗
Q4 2021$8.5B10Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$8.4B10Oct 26, 202113F-HRchanges · EDGAR ↗
Q2 2021$8.7B10Aug 13, 202113F-HRchanges · EDGAR ↗
Q1 2021$8.6B11May 14, 202113F-HRchanges · EDGAR ↗
Q4 2020$8.8B11Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$8.5B11Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$8.5B11Aug 14, 202013F-HRchanges · EDGAR ↗
Q4 2019$9.4B10Feb 6, 202013F-HRchanges · EDGAR ↗
Q3 2019$9.2B10Nov 7, 201913F-HRchanges · EDGAR ↗
Q2 2019$9.4B10Aug 7, 201913F-HRchanges · EDGAR ↗
Q1 2019$9.4B10May 13, 201913F-HRchanges · EDGAR ↗
Q4 2018$9.0B11Feb 12, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.