$557 Million is the total value of Coordinating Investment Fiduciary of Raytheon Master Pension Trust's 11 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 25.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLF | Buy | FINANCIAL SELECT SECTOR SPDR FUNDetf | $140,627,000 | +12.7% | 5,913,658 | +7.4% | 25.22% | +18.7% |
| QQQ | Buy | POWERSHARES QQQ TRUST SERIES 1etf | $78,609,000 | +46.5% | 702,741 | +33.3% | 14.10% | +54.3% |
| EFA | Sell | ISHARES MSCI EAFE ETFetf | $71,714,000 | -23.7% | 1,220,669 | -25.5% | 12.86% | -19.6% |
| EWJ | ISHARES MSCI JAPAN ETFetf | $55,854,000 | +6.0% | 4,608,383 | 0.0% | 10.02% | +11.7% | |
| IWM | Sell | ISHARES RUSSELL 2000 ETFetf | $49,593,000 | -48.5% | 440,785 | -50.0% | 8.90% | -45.8% |
| SPY | Buy | SPDR S&P 500 ETF TRUSTetf | $46,900,000 | +302.6% | 230,027 | +278.4% | 8.41% | +323.8% |
| MDY | Sell | SPDR S&P MIDCAP 400 ETF TRUSTetf | $43,817,000 | -16.7% | 172,445 | -18.5% | 7.86% | -12.3% |
| HEDJ | WISDOMTREE EUROPE HEDGED EQUITY FUNDetf | $28,300,000 | -1.5% | 525,933 | 0.0% | 5.08% | +3.7% | |
| DXJ | WISDOMTREE JAPAN HEDGED EQUITY FUNDetf | $23,137,000 | +2.9% | 462,003 | 0.0% | 4.15% | +8.4% | |
| EPI | WISDOMTREE INDIA EARNINGS FUNDetf | $9,985,000 | -0.3% | 502,764 | 0.0% | 1.79% | +5.0% | |
| XLE | New | ENERGY SELECT SECTOR SPDR FUNDetf | $8,958,000 | – | 147,950 | +100.0% | 1.61% | – |
| VTI | Exit | VANGUARD TOTAL STOCK MARKET ETFetf | $0 | – | -121,173 | -100.0% | -2.04% | – |
| VWO | Exit | VANGUARD FTSE EMERGING MARKETS ETFetf | $0 | – | -854,000 | -100.0% | -4.81% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-02-11
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| FINANCIAL SELECT SECTOR SPDR FUND | 23 | Q1 2019 | 40.6% |
| SPDR S&P 500 ETF TRUST | 15 | Q1 2019 | 84.3% |
| CONSUMER STAPLES SELECT SECTOR SPDR FUND | 13 | Q1 2019 | 30.4% |
| REAL ESTATE SELECT SECTOR SPDR | 11 | Q1 2019 | 29.0% |
| ISHARES RUSSELL 2000 ETF | 11 | Q4 2018 | 16.4% |
| ISHARES MSCI EAFE ETF | 10 | Q1 2016 | 49.3% |
| WISDOMTREE EUROPE HEDGED EQUITY FUND | 8 | Q1 2017 | 24.5% |
| WISDOMTREE INDIA EARNINGS FUND | 8 | Q2 2017 | 14.9% |
| POWERSHARES QQQ TRUST SERIES 1 | 7 | Q1 2016 | 14.6% |
| WISDOMTREE JAPAN HEDGED EQUITY FUND | 7 | Q2 2017 | 27.3% |
View Coordinating Investment Fiduciary of Raytheon Master Pension Trust's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2019-05-01 |
| 13F-HR | 2019-02-01 |
| 13F-HR | 2018-11-01 |
| 13F-HR | 2018-08-01 |
| 13F-HR | 2018-05-01 |
| 13F-HR | 2018-02-01 |
| 13F-HR | 2017-10-30 |
| 13F-HR | 2017-08-14 |
| 13F-HR | 2017-05-09 |
| 13F-HR | 2017-02-08 |
View Coordinating Investment Fiduciary of Raytheon Master Pension Trust's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.