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Disclosery

Coordinating Investment Fiduciary of Raytheon Master Pension Trust

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13F filer, CIK 1512998, Waltham, MA

Coordinating Investment Fiduciary of Raytheon Master Pension Trust reported $159,262,000 across 5 holdings for the quarter ended 2017-06-30, in a 13F-HR filed 2017-08-14.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000950123-17-007670

Period
2017-06-30
Reported value
$159M
Holdings
5
Top 10 weight
100%
New
0
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
XLREadded+317,662$10.2M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
HEDJexited-1,236,787-$77.7M
XLFreduced-1,682,628-$41.5M
SPYexited-142,092-$33.5M
XLUexited-198,688-$10.2M
XLPreduced-179,372-$9.85M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2017

Share positions as resolved from 13F-HR 0000950123-17-007670, largest first. % of portfolio is the value over $159,262,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
DXJWISDOMTREE TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 837,380 shares 837,380$43.5M27.34%0Timeline
XLPSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 650,676 shares 650,676$35.7M22.45%-179,372Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,306,069 shares 1,306,069$32.2M20.23%-1,682,628Timeline
XLRESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 746,995 shares 746,995$24.1M15.1%+317,662Timeline
EPIWISDOMTREE TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 966,801 shares 966,801$23.7M14.88%0Timeline

Sold out in Q2 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
HEDJWISDOMTREE TR1,236,787$77.7Mshares
SPYSTATE STR SPDR S&P 500 ETF T142,092$33.5Mshares
XLUSELECT SECTOR SPDR TR198,688$10.2Mshares

How Q2 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000950123-17-007670 base2017-08-14acceptance time not in the bulk data set