Coordinating Investment Fiduciary of Raytheon Master Pension Trust Activity Q4 2010-Q1 2019

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Q1 2019

			Value		Shares		↓ Weighting
SPY	Sell	SPDR S&P 500 ETF TRUSTetf	$52,768,000	-71.9%	186,804	-75.1%	37.79%	-42.9%
IWM	Exit	ISHARES RUSSELL 2000etf	$0	–	-132,213	–	-6.25%	–

Q2 2018

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRUSTetf	$203,492,000	–	750,117	–	65.98%	–
XLF	New	FINANCIAL SELECT SECTOR SPDR FUNDetf	$34,728,000	–	1,306,069	–	11.26%	–
XLRE	New	REAL ESTATE SELECT SECTOR SPDRetf	$24,434,000	–	746,995	–	7.92%	–
XLP	New	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$24,092,000	–	467,526	–	7.81%	–
IWM	New	ISHARES RUSSELL 2000etf	$21,653,000	–	132,213	–	7.02%	–

Q4 2017

			Value		Shares		↓ Weighting
XLRE	Exit	REAL ESTATE SECTOR SPDRetf	$0	–	-746,995	–	-28.98%	–
XLP	Exit	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$0	–	-467,526	–	-30.37%	–
XLF	Exit	FINANCIAL SELECT SECTOR SPDR FUNDetf	$0	–	-1,306,069	–	-40.65%	–

Q3 2017

			Value		Shares		↓ Weighting
XLP	Sell	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$25,237,000	-29.4%	467,526	-28.1%	30.37%	+35.3%
EPI	Exit	WISDOMTREE INDIA EARNINGS FUNDetf	$0	–	-966,801	–	-14.88%	–
DXJ	Exit	WISDOM TREE JAPAN HEDGED EQ.etf	$0	–	-837,380	–	-27.34%	–

Q2 2017

			Value		Shares		↓ Weighting
DXJ	New	WISDOM TREE JAPAN HEDGED EQ.etf	$43,544,000	–	837,380	–	27.34%	–
XLP	New	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$35,748,000	–	650,676	–	22.45%	–
XLF	New	FINANCIAL SELECT SECTOR SPDR FUNDetf	$32,221,000	–	1,306,069	–	20.23%	–
XLRE	New	REAL ESTATE SECTOR SPDRetf	$24,053,000	–	746,995	–	15.10%	–
EPI	New	WISDOMTREE INDIA EARNINGS FUNDetf	$23,696,000	–	966,801	–	14.88%	–

Q4 2016

			Value		Shares		↓ Weighting
XLRE	Exit	REAL ESTATE SECTOR SPDRetf	$0	–	-115,164	–	-1.41%	–
XLU	Exit	UTILITIES SELECT SECTOR SPDR FUNDetf	$0	–	-198,688	–	-3.64%	–
EPI	Exit	WISDOMTREE INDIA EARNINGS FUNDetf	$0	–	-502,764	–	-4.07%	–
XLF	Exit	FINANCIAL SELECT SECTOR SPDR FUNDetf	$0	–	-827,654	–	-5.98%	–
HEDJ	Exit	WISDOMTREE EUROPE HEDGED EQUITY FUNDetf	$0	–	-525,933	–	-10.57%	–
XLP	Exit	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$0	–	-1,029,548	–	-20.49%	–
EWJ	Exit	ISHARES MSCI JAPAN ETFetf	$0	–	-11,478,886	–	-53.84%	–

Q3 2016

			Value		Shares		↓ Weighting
XLRE	New	REAL ESTATE SECTOR SPDRetf	$3,774,000	–	115,164	–	1.41%	–
SPY	Exit	SPDR S&P 500 ETF TRUSTetf	$0	–	-147,732	–	-10.83%	–

Q2 2016

			Value		Shares		↓ Weighting
EWJ	New	ISHARES MSCI JAPAN ETFetf	$132,007,000	–	11,478,886	–	46.19%	–
XLP	New	CONSUMER STAPLES SELECT SECTOR SPDR FUNDetf	$56,780,000	–	1,029,548	–	19.87%	–
SPY	New	SPDR S&P 500 ETF TRUSTetf	$30,954,000	–	147,732	–	10.83%	–
HEDJ	New	WISDOMTREE EUROPE HEDGED EQUITY FUNDetf	$26,575,000	–	525,933	–	9.30%	–
XLF	New	FINANCIAL SELECT SECTOR SPDR FUNDetf	$18,895,000	–	827,654	–	6.61%	–
XLU	New	UTILITIES SELECT SECTOR SPDR FUNDetf	$10,425,000	–	198,688	–	3.65%	–
EPI	New	WISDOMTREE INDIA EARNINGS FUNDetf	$10,151,000	–	502,764	–	3.55%	–

Q4 2015

			Value		Shares		↓ Weighting
EPI	Exit	WISDOMTREE INDIA EARNINGS FUNDetf	$0	–	-502,764	–	-1.71%	–
SPY	Exit	SPDR S&P 500 ETF TRUSTetf	$0	–	-60,793	–	-1.98%	–
VTI	Exit	VANGUARD TOTAL STOCK MARKET ETFetf	$0	–	-121,173	–	-2.04%	–
DXJ	Exit	WISDOMTREE JAPAN HEDGED EQUITY FUNDetf	$0	–	-462,003	–	-3.83%	–
VWO	Exit	VANGUARD FTSE EMERGING MARKETS ETFetf	$0	–	-854,000	–	-4.81%	–
HEDJ	Exit	WISDOMTREE EUROPE HEDGED EQUITY FUNDetf	$0	–	-525,933	–	-4.90%	–
MDY	Exit	SPDR S&P MIDCAP 400 ETF TRUSTetf	$0	–	-211,463	–	-8.96%	–
EWJ	Exit	ISHARES MSCI JAPAN ETFetf	$0	–	-4,608,383	–	-8.97%	–
QQQ	Exit	POWERSHARES QQQ TRUST SERIES 1etf	$0	–	-527,312	–	-9.14%	–
EFA	Exit	ISHARES MSCI EAFE ETFetf	$0	–	-1,639,219	–	-16.01%	–
IWM	Exit	ISHARES RUSSELL 2000 ETFetf	$0	–	-881,569	–	-16.40%	–
XLF	Exit	FINANCIAL SELECT SECTOR SPDR FUNDetf	$0	–	-5,505,162	–	-21.25%	–

Q3 2015

			Value		Shares		↓ Weighting
XLF	Sell	FINANCIAL SELECT SECTOR SPDR FUNDetf	$124,747,000	-13.7%	5,505,162	-7.1%	21.25%	+4.8%
IWM	Buy	ISHARES RUSSELL 2000 ETFetf	$96,267,000	+92.8%	881,569	+120.4%	16.40%	+134.1%
EFA	Buy	ISHARES MSCI EAFE ETFetf	$93,960,000	+10.7%	1,639,219	+22.6%	16.01%	+34.4%
QQQ	Sell	POWERSHARES QQQ TRUST SERIES 1etf	$53,659,000	-48.4%	527,312	-45.7%	9.14%	-37.4%
EWJ	Buy	ISHARES MSCI JAPAN ETFetf	$52,674,000	+435.4%	4,608,383	+500.0%	8.97%	+550.2%
MDY	Buy	SPDR S&P MIDCAP 400 ETF TRUSTetf	$52,631,000	+69.4%	211,463	+86.0%	8.96%	+105.7%
HEDJ	Sell	WISDOMTREE EUROPE HEDGED EQUITY FUNDetf	$28,742,000	-55.7%	525,933	-50.0%	4.90%	-46.2%
VWO	Sell	VANGUARD FTSE EMERGING MARKETS ETFetf	$28,259,000	-23.2%	854,000	-5.1%	4.81%	-6.7%
DXJ	Sell	WISDOMTREE JAPAN HEDGED EQUITY FUNDetf	$22,481,000	-62.2%	462,003	-55.5%	3.83%	-54.1%
VTI	Sell	VANGUARD TOTAL STOCK MARKET ETFetf	$11,962,000	-90.6%	121,173	-89.8%	2.04%	-88.6%
SPY	New	SPDR S&P 500 ETF TRUSTetf	$11,650,000	–	60,793	–	1.98%	–
EPI	New	WISDOMTREE INDIA EARNINGS FUNDetf	$10,015,000	–	502,764	–	1.71%	–

Q2 2015

			Value		Shares		↓ Weighting
XLF	New	FINANCIAL SELECT SECTOR SPDR FUNDetf	$144,529,000	–	5,928,173	–	20.28%	–
VTI	New	VANGUARD TOTAL STOCK MARKET ETFetf	$127,434,000	–	1,190,754	–	17.88%	–
QQQ	New	POWERSHARES QQQ TRUST SERIES 1etf	$104,008,000	–	971,404	–	14.59%	–
EFA	New	ISHARES MSCI EAFE ETFetf	$84,899,000	–	1,337,202	–	11.91%	–
HEDJ	New	WISDOMTREE EUROPE HEDGED EQUITY FUNDetf	$64,836,000	–	1,052,710	–	9.10%	–
DXJ	New	WISDOMTREE JAPAN HEDGED EQUITY FUNDetf	$59,420,000	–	1,038,814	–	8.34%	–
IWM	New	ISHARES RUSSELL 2000 ETFetf	$49,933,000	–	399,911	–	7.01%	–
VWO	New	VANGUARD FTSE EMERGING MARKETS ETFetf	$36,775,000	–	899,583	–	5.16%	–
MDY	New	SPDR S&P MIDCAP 400 ETF TRUSTetf	$31,060,000	–	113,691	–	4.36%	–
EWJ	New	ISHARES MSCI JAPAN ETFetf	$9,839,000	–	768,049	–	1.38%	–

Q4 2014

			Value		Shares		↓ Weighting
IWF	Exit	ISHARES RUSSELL 1000 GROWTH ETFetf	$0	–	-107,411	–	-2.84%	–
XLF	Exit	FINANCIAL SELECT SECTOR SPDR FUNDetf	$0	–	-639,386	–	-4.28%	–
QQQ	Exit	POWERSHARES QQQ TRUST SERIES 1etf	$0	–	-299,760	–	-8.55%	–
SPY	Exit	SPDR S&P 500 ETF TRUSTetf	$0	–	-1,482,658	–	-84.33%	–

Q3 2014

			Value		Shares		↓ Weighting
SPY	New	SPDR S&P 500 ETF TRUSTetf	$292,113,000	–	1,482,658	–	84.33%	–
QQQ	New	POWERSHARES QQQ TRUST SERIES 1etf	$29,613,000	–	299,760	–	8.55%	–
XLF	Sell	FINANCIAL SELECT SECTOR SPDR FUNDetf	$14,815,000	-25.4%	639,386	-26.8%	4.28%	-23.7%
IWF	New	ISHARES RUSSELL 1000 GROWTH ETFetf	$9,842,000	–	107,411	–	2.84%	–
VGK	Exit	VANGUARD FTSE EUROPE ETFetf	$0	–	-496,031	–	-8.39%	–
IWM	Exit	ISHARES RUSSELL 2000 ETFetf	$0	–	-256,629	–	-8.60%	–
IWL	Exit	ISHARES RUSSELL TOP 200 INDEXetf	$0	–	-914,076	–	-11.51%	–
IWX	Exit	ISHARES RUSSELL TOP 200 VALUEetf	$0	–	-1,369,385	–	-16.55%	–
EFA	Exit	ISHARES MSCI EAFE ETFetf	$0	–	-2,558,189	–	-49.34%	–

Q2 2014

			Value		Shares		↓ Weighting
EFA	New	ISHARES MSCI EAFE ETFetf	$174,903,000	–	2,558,189	–	49.34%	–
IWX	New	ISHARES RUSSELL TOP 200 VALUEetf	$58,678,000	–	1,369,385	–	16.55%	–
IWL	New	ISHARES RUSSELL TOP 200 INDEXetf	$40,795,000	–	914,076	–	11.51%	–
IWM	New	ISHARES RUSSELL 2000 ETFetf	$30,490,000	–	256,629	–	8.60%	–
VGK	New	VANGUARD FTSE EUROPE ETFetf	$29,737,000	–	496,031	–	8.39%	–
XLF	New	FINANCIAL SELECT SECTOR SPDR FUNDetf	$19,860,000	–	873,362	–	5.60%	–

Q4 2013

			Value		Shares		↓ Weighting
SCZ	Exit	ISHARES MSCI EAFE SMALL CAPetf	$0	–	-314,450	–	-1.72%	–
IWO	Exit	ISHARES RUSSELL 2000 GROWTH ETetf	$0	–	-125,125	–	-1.78%	–
EEM	Exit	ISHARES MSCI EMERGING MARKETSetf	$0	–	-458,241	–	-2.11%	–
XLV	Exit	HEALTH CARE SELECT SECTOR SPDRetf	$0	–	-481,613	–	-2.75%	–
XLF	Exit	FINANCIAL SELECT SECTOR SPDR Fetf	$0	–	-1,320,325	–	-2.97%	–
VNQ	Exit	VANGUARD REIT ETFetf	$0	–	-425,850	–	-3.18%	–
IWM	Exit	ISHARES RUSSELL 2000 ETFetf	$0	–	-285,904	–	-3.44%	–
IJK	Exit	ISHARES S&P MID-CAP 400 GROWTHetf	$0	–	-258,936	–	-4.07%	–
VIG	Exit	VANGUARD DIVIDENDetf	$0	–	-811,031	–	-6.37%	–
XLI	Exit	INDUSTRIAL SELECT SECTOR SPDRetf	$0	–	-1,428,059	–	-7.48%	–
IWF	Exit	ISHARES RUSSELL 1000 GROWTHetf	$0	–	-1,493,946	–	-13.19%	–
MDY	Exit	SPDR S&P MIDCAP 400 ETF TRUSTetf	$0	–	-535,561	–	-13.69%	–
VGK	Exit	VANGUARD FTSE EUROPE ETFetf	$0	–	-2,823,136	–	-17.38%	–
EFA	Exit	ISHARES MSCI EAFE ETFetf	$0	–	-2,760,519	–	-19.88%	–

Q3 2013

			Value		Shares		↓ Weighting
EFA	New	ISHARES MSCI EAFE ETFetf	$176,094,000	–	2,760,519	–	19.88%	–
VGK	Buy	VANGUARD FTSE EUROPE ETFetf	$153,889,000	+320.8%	2,823,136	+276.1%	17.38%	+228.5%
MDY	Buy	SPDR S&P MIDCAP 400 ETF TRUSTetf	$121,214,000	+50.1%	535,561	+41.3%	13.69%	+17.1%
IWF	New	ISHARES RUSSELL 1000 GROWTHetf	$116,827,000	–	1,493,946	–	13.19%	–
XLI	Sell	INDUSTRIAL SELECT SECTOR SPDRetf	$66,219,000	+3.6%	1,428,059	-3.8%	7.48%	-19.1%
IJK	New	ISHARES S&P MID-CAP 400 GROWTHetf	$36,021,000	–	258,936	–	4.07%	–
IWM	New	ISHARES RUSSELL 2000 ETFetf	$30,483,000	–	285,904	–	3.44%	–
VNQ	Sell	VANGUARD REIT ETFetf	$28,174,000	-39.2%	425,850	-37.0%	3.18%	-52.6%
XLF	Sell	FINANCIAL SELECT SECTOR SPDR Fetf	$26,301,000	-37.4%	1,320,325	-38.7%	2.97%	-51.1%
XLV	New	HEALTH CARE SELECT SECTOR SPDRetf	$24,355,000	–	481,613	–	2.75%	–
EEM	New	ISHARES MSCI EMERGING MARKETSetf	$18,682,000	–	458,241	–	2.11%	–
IWO	New	ISHARES RUSSELL 2000 GROWTH ETetf	$15,746,000	–	125,125	–	1.78%	–
SCZ	New	ISHARES MSCI EAFE SMALL CAPetf	$15,245,000	–	314,450	–	1.72%	–
IYR	Exit	ISHARES DOW JONES US REAL ESTAetf	$0	–	-276,078	–	-2.64%	–
AMJ	Exit	JPMORGAN ALERIAN MLP INDEX ETNetn	$0	–	-1,403,968	–	-9.73%	–
IWD	Exit	ISHARES RUSSELL 1000 VALUE INDetf	$0	–	-1,266,042	–	-15.42%	–
DIA	Exit	SPDR DOW JONES INDUSTRIAL AVERetf	$0	–	-1,174,924	–	-25.39%	–

Q2 2013

			Value		Shares		↓ Weighting
DIA	New	SPDR DOW JONES INDUSTRIAL AVERetf	$175,557,000	–	1,174,924	–	25.39%	–
IWD	New	ISHARES RUSSELL 1000 VALUE INDetf	$106,601,000	–	1,266,042	–	15.42%	–
MDY	New	SPDR S&P MIDCAP 400 ETF TRUSTetf	$80,779,000	–	378,924	–	11.68%	–
AMJ	New	JPMORGAN ALERIAN MLP INDEX ETNetn	$67,306,000	–	1,403,968	–	9.73%	–
XLI	New	INDUSTRIAL SELECT SECTOR SPDRetf	$63,914,000	–	1,483,955	–	9.24%	–
VIG	New	VANGUARD DIVIDENDetf	$54,080,000	–	811,031	–	7.82%	–
VNQ	New	VANGUARD REIT ETFetf	$46,376,000	–	676,329	–	6.71%	–
XLF	New	FINANCIAL SELECT SECTOR SPDR Fetf	$42,011,000	–	2,153,289	–	6.08%	–
VGK	New	VANGUARD FTSE EUROPE ETFetf	$36,567,000	–	750,562	–	5.29%	–
IYR	New	ISHARES DOW JONES US REAL ESTAetf	$18,243,000	–	276,078	–	2.64%	–

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