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RMPT

Raytheon Master Pension Trust Portfolio holdings

AUM $140M
1-Year Est. Return 5.65%
This Fund
S&P 500
This Quarter Est. Return
-9.8%
1 Year Est. Return
+5.65%
3 Year Est. Return
+36.34%
5 Year Est. Return
+38.72%
10 Year Est. Return
–
AUM
$587M
AUM Growth
-$126M
Cap. Flow
-$62.9M
Cap. Flow %
-10.72%
Top 10 Hldgs %
96.31%
Holding
12
New
2
Increased
4
Reduced
6
Closed
–

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$57.1M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
+$47.4M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$25.9M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$18.6M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$12.3M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$112M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$47.7M
3
HEDJ icon
WisdomTree Europe Hedged Equity Fund
HEDJ
+$31.7M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$31.2M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$10.2M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLF icon
1
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$125M 21.25%
6,271,183
-481,872
-7% -$10.2M
IWM icon
2
iShares Russell 2000 ETF
IWM
$80.2B
$96.3M 16.4%
881,569
+481,658
+120% +$57.1M
EFA icon
3
iShares MSCI EAFE ETF
EFA
$78.5B
$94M 16.01%
1,639,219
+302,017
+23% +$18.6M
QQQ icon
4
Invesco QQQ Trust
QQQ
$450B
$53.7M 9.14%
527,312
-444,092
-46% -$47.7M
EWJ icon
5
iShares MSCI Japan ETF
EWJ
$22.1B
$52.7M 8.97%
1,152,096
+960,084
+500% +$47.4M
MDY icon
6
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$52.6M 8.97%
211,463
+97,772
+86% +$25.9M
HEDJ icon
7
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$28.7M 4.9%
1,051,866
-1,053,554
-50% -$31.7M
VWO icon
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$28.3M 4.81%
854,000
-45,583
-5% -$1.66M
DXJ icon
9
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$22.5M 3.83%
462,003
-576,811
-56% -$31.2M
VTI icon
10
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
$12M 2.04%
121,173
-1,069,581
-90% -$112M
SPY icon
11
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$11.7M 1.98%
+60,793
New +$12.3M
EPI icon
12
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$10M 1.71%
+502,764
New +$10.4M

Similar funds

QAM
Quantres Asset Management Cayman, Cayman Islands $138M AUM 11.79% 1-Year Est. Return
EMR
Errol M. Rudman $148M AUM 19.65% 1-Year Est. Return
HAM
Hillswick Asset Management Stamford, Connecticut $150M AUM 7.89% 1-Year Est. Return
TAM
Taylor Asset Management Toronto, Ontario, Canada $154M AUM 10.32% 1-Year Est. Return
RCA
Restructuring Capital Associates Stamford, Connecticut $115M AUM 20.18% 1-Year Est. Return
LS
Lattice Strategies Wayne, Pennsylvania $109M AUM 3.52% 1-Year Est. Return
SCM
Sanoor Capital Management Greenwich, Connecticut $106M AUM 49.82% 1-Year Est. Return
CWM
Catamount Wealth Management Westport, Connecticut $176M AUM 15.01% 1-Year Est. Return

Raytheon Master Pension Trust's Q3 2015 Portfolio in Review

As of Q3 2015, Raytheon Master Pension Trust held 12 positions worth $587M, down 18% from $713M the previous quarter. Its ten largest holdings account for 96% of the portfolio.

Raytheon Master Pension Trust withdrew a net $62.9M in Q3 2015, reducing 6 holdings. Its largest reduction was Vanguard Morningstar Total Stock Market ETF, cutting an estimated $112M.

Against the trend, Raytheon Master Pension Trust opened a new position in State Street SPDR S&P 500 ETF Trust worth $11.7M.

  • Raytheon Master Pension Trust's largest Q3 2015 buy was State Street SPDR S&P 500 ETF Trust: 60,793 shares worth $11.7M.
  • Raytheon Master Pension Trust added most to iShares Russell 2000 ETF in Q3 2015, an estimated $57.1M increase.
  • Raytheon Master Pension Trust's biggest Q3 2015 reduction was Vanguard Morningstar Total Stock Market ETF, cutting an estimated $112M.
  • Raytheon Master Pension Trust's ten largest holdings make up 96% of its $587M portfolio in Q3 2015.
  • Raytheon Master Pension Trust opened 2 new positions and closed 0 in Q3 2015.
  • Raytheon Master Pension Trust's portfolio value fell 18% quarter-over-quarter to $587M.

Based on Raytheon Master Pension Trust's 13F filing for Q3 2015, filed 9 Nov 2015.