Kemper Corp Master Retirement Trust
- SEC CIK
- 0001352900
- Latest filing
- Aug 14, 2023
The latest 13F from Kemper Corp Master Retirement Trust covers Q2 2023 (filed Aug 14, 2023): 2 long positions worth $141.1M. The top 10 holdings make up 100.0% of the portfolio, and the largest is Vanguard Scottsdale FDS at 73.7%. Livermore has 10 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q2 2023
Share counts compared with Q1 2023: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 0
- Added
- 1
- Est. +$21.7M
- Reduced
- 0
- Sold out
- 0
Top 5 holdings
Share of this quarter's portfolio value
- Vanguard Scottsdale FDS92206C81373.7%$104.0M
- iShares Tr46428951126.3%$37.1M
Share of portfolio
Each position's share of portfolio value
- Vanguard Scottsdale FDS73.7%
- iShares Tr26.3%
Biggest buys
New and added positions, by estimated amount bought
- Vanguard Scottsdale FDS92206C813+$21.7MAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- Vanguard Scottsdale FDS92206C813+4.79 pp68.9% → 73.7%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
None this quarter.
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
None this quarter.
Metrics
13F metrics for Q2 2023, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $141.1M
- +$19.8M (+16.3%) vs. prior quarter
- Positions
- 2
- 0 vs. prior quarter
- Top 10 concentration
- 100.0%
- Top 10 as share of value
- Turnover
- 0.0%
- Q2 2023, one quarter
- Average holding period
- 10.0 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.
13F filings by quarter
10 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $201.9M (Q1 2022)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q2 2023 | Aug 14, 2023 | 2 | $141.1M | Vanguard Scottsdale FDSiShares Tr | vs. Q1 2023 | SEC |
| Q1 2023 | May 10, 2023 | 2 | $121.4M | Vanguard Scottsdale FDSiShares Tr | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 14, 2023 | 2 | $111.1M | Vanguard Scottsdale FDSiShares Tr | vs. Q3 2022 | SEC |
| Q3 2022 | Nov 14, 2022 | 2 | $107.5M | Vanguard Scottsdale FDSiShares Tr | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 3, 2022 | 2 | $175.0M | Vanguard Scottsdale FDSiShares Tr | vs. Q1 2022 | SEC |
| Q1 2022 | May 13, 2022 | 2 | $201.9M | Vanguard Scottsdale FDSiShares Tr | vs. Q4 2021 | SEC |
| Q4 2021 | Feb 14, 2022 | 2 | $125.0M | Vanguard Scottsdale FDSiShares Tr | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 5, 2021 | 2 | $124.7M | Vanguard Scottsdale FDSiShares Tr | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 12, 2021 | 2 | $195.7M | Vanguard Scottsdale FDSiShares Tr | vs. Q1 2021 | SEC |
| Q1 2021 | May 11, 2021 | 2 | $185.6M | Vanguard Scottsdale FDSiShares Tr | – | SEC |