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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
-0.75%
1 Year Est. Return
+5.65%
3 Year Est. Return
+36.34%
5 Year Est. Return
+38.72%
10 Year Est. Return
–
AUM
$448M
AUM Growth
-$110M
Cap. Flow
-$96.2M
Cap. Flow %
-21.49%
Top 10 Hldgs %
100%
Holding
13
New
2
Increased
2
Reduced
4
Closed
3

Top Buys

Rank Stock Value
1
EWC icon
iShares MSCI Canada ETF
EWC
+$70.9M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
+$40.2M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$24.2M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$3.08M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$85.9M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$49.6M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$43.8M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$20.8M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$15.5M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWJ icon
1
iShares MSCI Japan ETF
EWJ
$21.5B
$93.4M 20.86%
2,045,754
+893,658
+78% +$40.2M
EWC icon
2
iShares MSCI Canada ETF
EWC
$6.08B
$78.4M 17.52%
+3,306,942
New +$70.9M
QQQ icon
3
Invesco QQQ Trust
QQQ
$466B
$54.8M 12.25%
502,194
-200,547
-29% -$20.8M
EFA icon
4
iShares MSCI EAFE ETF
EFA
$76.5B
$53.6M 11.98%
938,821
-281,848
-23% -$15.5M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$50.5M 11.29%
245,816
+15,789
+7% +$3.08M
XLF icon
6
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
$44M 9.83%
2,227,327
-4,509,193
-67% -$85.9M
HEDJ icon
7
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$27.3M 6.1%
1,051,866
– –
XLP icon
8
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$25.3M 5.64%
+476,190
New +$24.2M
DXJ icon
9
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$10.4M 2.32%
237,537
-224,466
-49% -$9.91M
EPI icon
10
WisdomTree India Earnings Fund ETF
EPI
$2.05B
$9.81M 2.19%
502,764
– –
IWM icon
11
iShares Russell 2000 ETF
IWM
$82.2B
– –
-440,785
Closed -$49.6M
MDY icon
12
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
– –
-172,445
Closed -$43.8M
XLE icon
13
State Street Energy Select Sector SPDR ETF
XLE
$38.2B
– –
-295,900
Closed -$8.96M

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 Q1 2016 Portfolio in Review

As of Q1 2016, Raytheon Master Pension Trust held 13 positions worth $448M, down 20% from $557M the previous quarter. Its ten largest holdings account for 100% of the portfolio.

Raytheon Master Pension Trust withdrew a net $96.2M in Q1 2016, closing 3 positions and reducing 4 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $49.6M position sold in full.

Against the trend, Raytheon Master Pension Trust opened a new position in iShares MSCI Canada ETF worth $78.4M.

  • Raytheon Master Pension Trust's largest Q1 2016 buy was iShares MSCI Canada ETF: 3,306,942 shares worth $78.4M.
  • Raytheon Master Pension Trust added most to iShares MSCI Japan ETF in Q1 2016, an estimated $40.2M increase.
  • Raytheon Master Pension Trust's biggest Q1 2016 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $85.9M.
  • Raytheon Master Pension Trust fully exited iShares Russell 2000 ETF in Q1 2016, selling an estimated $49.6M.
  • Raytheon Master Pension Trust's ten largest holdings make up 100% of its $448M portfolio in Q1 2016.
  • Raytheon Master Pension Trust opened 2 new positions and closed 3 in Q1 2016.
  • Raytheon Master Pension Trust's portfolio value fell 20% quarter-over-quarter to $448M.

Based on Raytheon Master Pension Trust's 13F filing for Q1 2016, filed 11 May 2016.