UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FOR ANNUAL REPORTS OF EMPLOYEE STOCK
REPURCHASE SAVINGS AND SIMILAR PLANS
PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
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ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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For the fiscal year ended
December 31, 2015
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TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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For the transition period from______ to ______
Commission File Number 1-13699
RAYTHEON SAVINGS AND INVESTMENT PLAN
(Full title of the plan)
RAYTHEON COMPANY
(Name of issuer of the securities held pursuant to the plan)
870 WINTER STREET, WALTHAM, MASSACHUSETTS 02451
(Address of issuer’s principal executive offices)
Raytheon Savings and Investment Plan
Financial Statements and Supplemental Schedule
To Accompany
2015
Form 5500
Annual Report of Employee Benefit Plan
Under Employee Retirement Income Security Act of 1974
December 31,
2015
and
2014
Raytheon Savings and Investment Plan
Table of Contents to Financial Statements and Supplemental Schedule
December 31, 2015 and 2014
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Page(s)
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Financial Statements
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Supplemental Schedule*
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*
Other supplemental schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.
Report of Independent Registered Public Accounting Firm
To the Administrator of the Raytheon Savings and Investment Plan:
In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of the Raytheon Savings and Investment Plan (the “Plan”) at
December 31, 2015
and
December 31, 2014
, and the changes in net assets available for benefits for the year ended
December 31, 2015
in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
The supplemental schedule of assets (held at end of year) at
December 31, 2015
has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedule
is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including its form and content, is presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974.
In our opinion, the schedule of assets (held at end of year) is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ PricewaterhouseCoopers LLP
Boston, Massachusetts
June 14, 2016
Raytheon Savings and Investment Plan
Statements of Net Assets Available for Benefits
December 31, 2015
and
2014
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2015
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2014
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Assets
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Total investments at fair value (Notes 2 and 3)
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$
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12,961,239,315
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$
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13,178,883,752
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Fully benefit-responsive investment contracts at contract value (Note 4)
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1,666,208,119
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1,720,067,185
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Receivables
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Notes receivable from participants
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220,276,490
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229,201,216
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Receivables for securities sold
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99,143
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5,018,590
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Accrued investment income and other receivables
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22,324,941
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13,223,688
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Total receivables
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242,700,574
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247,443,494
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Total assets
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14,870,148,008
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15,146,394,431
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Liabilities
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Payable for securities purchased
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5,655,844
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10,035,167
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Accrued investment expenses and other payables
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2,019,569
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2,942,451
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Total liabilities
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7,675,413
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12,977,618
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Net assets available for benefits
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$
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14,862,472,595
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$
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15,133,416,813
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The accompanying notes are an integral part of these financial statements.
Raytheon Savings and Investment Plan
Statement of Changes in Net Assets Available for Benefits
Year Ended December 31, 2015
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2015
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Additions to net assets attributable to:
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Interest and dividends
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$
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298,900,242
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Interest income on notes receivable from participants (Note 2)
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7,564,961
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Other revenue (Note 5)
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168,761
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Contributions
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Employee contributions
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608,916,051
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Employer contributions
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274,687,794
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883,603,845
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Total additions
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1,190,237,809
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Deductions from net assets attributable to:
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Distributions to participants
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$
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1,319,193,843
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Net depreciation of investments (Notes 2 and 3)
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131,935,912
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Administrative expenses
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10,052,272
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Total deductions
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1,461,182,027
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Decrease in net assets available for benefits
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(270,944,218
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Net assets, beginning of year
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15,133,416,813
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Net assets, end of year
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$
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14,862,472,595
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The accompanying notes are an integral part of these financial statements.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
1. Description of Plan
The following description of the Raytheon Savings and Investment Plan (the “Plan”) provides only general information. Participants should refer to the Plan document for a complete description of the Plan's provisions.
General
The Plan is a defined contribution plan covering the majority of employees of Raytheon Company (the “Company” or the “Plan Sponsor”). Most employees are immediately eligible to enroll in the Plan on the first day of service. The purpose of the Plan is to provide participants with a tax-effective means of meeting both short-term and long-term investment objectives. The portion of the Plan that is invested in Raytheon Company common stock is an employee stock ownership plan (“ESOP”) that is intended to constitute a stock bonus plan as defined in the Internal Revenue Code of 1986 (the “Code”) and that includes a cash or deferred arrangement. The remaining portion of the Plan is a profit-sharing plan that includes a cash or deferred arrangement. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”).
The Plan's investments are held in the Raytheon Savings and Investment Plan Trust (the “Trust”).
Contributions and Deferrals
Eligible employees may contribute to the Plan up to 50% of their compensation, as defined in the Plan document. The Code limits eligible compensation the Plan may take into account to
$265,000
for the
2015
plan year. Employee contributions, including rollovers, are invested based on participant investment elections. For
2015
, the annual employee pretax elective deferral contributions for a participant cannot exceed
$18,000
, except for catch-up contributions. Participants also may make after tax contributions, but total employee (pretax and after tax) contributions and employer contributions may not exceed
$53,000
for the
2015
plan year, except for catch-up contributions. A participant who is eligible to make elective pretax contributions and is at least age 50 by the end of
2015
may make pretax catch-up contributions up to
$6,000
. Participants may also make after tax Roth 401(k) contributions, which are aggregated with pretax contributions for purposes of the limits on contributions.
For most employees hired after December 31, 2009, for the first five consecutive years of service, the Company matches 100% of the first 3% of eligible compensation that a participant contributes to the Plan each pay period. After the first five consecutive years of service, the Company matches 100% of the first 4% of eligible compensation. For most employees hired before January 1, 2010, the Company matches 100% of the first 4% of eligible compensation that a participant contributes to the Plan each pay period. Matching Company contributions are made in cash and are invested based on the investment allocation elected by each participant.
Eligible employees hired or rehired on or after January 1, 2007 participate in the Retirement Income Savings Program (“RISP”) (subject to the terms of any applicable collective bargaining agreements), in addition to having the right to participate in the other features of the Plan. Most employees hired after December 31, 2009 have a one-year waiting period for participation in RISP. Under RISP, the Company contributes a percentage of each RISP-eligible participant's compensation to the participant's RISP account in the Plan. The percentage contribution varies according to a schedule based on the participant's age at the most recent date of hire, years of service since the most recent date of hire and whether the participant was hired after December 31, 2009.
Participants may invest contributions in increments of 1% in any combination of investment options available, subject to percentage limitations applicable to some funds. The investment options range from investments with an emphasis on preservation of capital to equity investments with an emphasis on capital gains. The underlying investments include investment contracts, registered investment companies, common collective trusts, Raytheon Company common stock, fixed income securities and other investments including a self-directed brokerage account.
Participant Accounts
Each participant account is credited with the participant's contributions, the Company's contributions and an allocation of Plan earnings (losses). The allocation of Plan earnings (losses) is based on the participant account's balance and investment option allocation. Expenses payable by the Plan are charged to participant accounts or paid from the forfeiture account.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
Participants are not permitted to make a direct exchange from the Raytheon Fixed Income Fund (the “Fixed Income Fund”), a stable value fund specifically managed for the Plan, into a "competing" fund (such as a money market fund). Investors who wish to move money from the Fixed Income Fund to a "competing" fund must first make an exchange from the Fixed Income Fund to a non-competing fund for 90 days. After 90 days, participants may exchange from a non-competing fund into a competing fund.
Vesting
With the exception of RISP participants and certain union groups, all employee and most employer contributions including ESOP contributions and earnings (losses) thereon are immediately
100%
vested for each participant who performs an hour of service on or after January 1, 1999. Most RISP participants become
100%
vested in the employer RISP contributions after three years of service. Forfeitures of the non-vested portions of terminated participants' accounts are available to reduce Company contributions and pay administrative expenses. At December 31,
2015
and
2014
, unallocated Plan forfeitures were
$65,997
and
$148,362
, respectively. During
2015
, the total amount of forfeitures were
$2,725,845
.
Notes Receivable from Participants
A participant may borrow a portion of the balance in the participant's account, other than the RISP account, subject to certain restrictions. The maximum amount of a loan is the lesser of one-half of the participant's vested account balance or
$50,000
, minus the participant's highest outstanding loan balance over the previous 12 months. The minimum loan is
$500
. Loans are secured by the balance in the participant's account and bear interest equal to the prime rate published in
The Wall Street Journal
on the last business day of the calendar quarter preceding the calendar quarter in which the loan is made. Loans must be repaid over a period of up to five years, except that if the loan is used to acquire the participant's principal residence, the repayment period may extend up to 15 years. Loan payments and interest payments are credited to the participant's account in the investment options according to the participant's current investment election. As of
December 31, 2015
and
2014
, the interest rates on the outstanding loans ranged from
3.25%
to
9.50%
and 3.25% to 10.00%, respectively.
Payment of Benefits
A participant may make certain in-service withdrawals including all or a portion of participant after tax contributions and related earnings at any time and all or a portion of participant contributions, employer contributions and related earnings upon attainment of age 59 1/2. For reasons of financial hardship, a participant may withdraw all or a portion of participant pretax contributions and related earnings subject to a reduction in the maximum participant pretax contribution rate for the next six months. Participants who have participated in the Plan for five years or more may take withdrawals of their company matching contributions. On termination of employment, a participant will receive a lump-sum distribution unless the vested account is valued in excess of
$1,000
and the participant elects to defer distribution. Otherwise, a terminated participant will receive statutory distributions on April 1 of the year following the year in which the participant reaches the age of 70 1/2 and may defer any remaining distributions until the participant's death.
Participants who have investments in the Raytheon Stock Fund which is primarily comprised of Raytheon Company common stock may elect to reinvest dividends within the Plan or, if vested, receive dividends in cash. Any dividends received in cash by participants will be subject to taxes in the year of receipt. Of the
$32,634,662
in dividends earned by the Plan in 2015,
$902,247
was received in cash by participants who elected the cash payment option.
2. Summary of Significant Accounting Policies
Basis of Accounting
The accompanying financial statements are prepared on the accrual basis of accounting in accordance with accounting principles generally accepted in the United States of America (US GAAP).
Use of Estimates
The preparation of financial statements in conformity with US GAAP requires management to make estimates and assumptions that affect the reported amounts of net assets and liabilities and changes therein, and disclosure of contingent assets and liabilities. Actual results could differ from the estimates included in the financial statements.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
Investment Valuation and Income Recognition
Fully benefit-responsive investment contracts (FBRICs) are reported at contract value, which is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. The Plan invests in FBRICs through the Fixed Income Fund.
Plan investments, other than FBRICs, are stated at fair value. See Note 3 for discussion of fair value measurements.
Security transactions are recorded on the trade date. Payables and receivables for outstanding purchases and sales represent trades which have occurred but have not yet settled and are recorded on the statements of net assets available for benefits.
Dividend income is recorded on the ex-dividend date. Income from other investments is recorded as earned on an accrual basis.
The Plan presents in the statement of changes in net assets available for benefits the net appreciation (depreciation) in the fair value of its investments, excluding FBRICs, which consists of the realized gains (losses) and the unrealized appreciation (depreciation) on those investments.
Notes Receivable from Participants
Notes receivable from participants are measured at their unpaid principal balance plus any accrued interest. No allowance for credit losses have been recorded as of
December 31, 2015
or
2014
. Delinquent participant loans are classified as distributions based upon the terms of the plan document.
Payment of Benefits
Benefits are recorded when paid.
Administrative Expenses
Expenses of administering the Plan such as loan processing, legal fees and other administrative fees are charged directly or indirectly to participant accounts. Those expenses of administering the Plan that are not charged to participant accounts are paid by the forfeiture account or by the Company.
Subsequent Events
The Plan has evaluated subsequent events through the time of filing this Form 11-K with the Securities and Exchange Commission.
Accounting Standards
In May 2015, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") No. 2015-07 "Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent)." For all investments for which fair value is measured using the net asset value per share practical expedient, ASU 2015-07 removes the requirement to make certain disclosures and to categorize them within the fair value hierarchy. These disclosure changes are required for annual reporting periods beginning after December 15, 2015, and interim periods within those annual periods. Management is currently evaluating the impact ASU 2015-07 will have on the Plan's financial statements and disclosures.
In July 2015, FASB issued ASU No. 2015-12 "I.Fully Benefit-Responsive Investment Contracts, II. Plan Investment Disclosures, III. Measurement Date Practical Expedient." Under Part I of the update, fully benefit-responsive investment contracts are measured, presented and disclosed at contract value for defined contribution and health and welfare benefit plans. Part II of the update eliminates the requirement to disclose individual investments that represent five percent or more of net assets available for benefits and the net appreciation or depreciation for investment by general type. Additionally, Part II requires that investments of employee benefit plans be grouped only by general type, eliminating the need to disaggregate the investment in multiple ways. Part III of the update provides a practical expedient to permit plans to measure investment and investment-related accounting as of a month-end date that is closest to the plan's fiscal year-end, when the fiscal period does not coincide with a month-end.
The update is effective for fiscal years beginning after December 15, 2015. The Plan's financial statements reflect the early adoption, including retrospective application, as allowed by the accounting standard. The adoption of the standard did not result in a material change to the presentation of the financial statements as a whole.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
3. Fair Value Measurements
The accounting standard for fair value measurements provides a framework for measuring fair value and requires expanded disclosures regarding fair value measurements. Fair value is defined as the price that would be received for an asset or the exit price that would be paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants on the measurement date. This accounting standard established a fair value hierarchy, which requires an entity to maximize the use of observable inputs, where available. The following summarizes the three levels of inputs required:
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Level 1:
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Quoted prices in active markets for identical assets or liabilities.
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Level 2:
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Observable inputs, other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or that we corroborate with observable market data for substantially the full term of the related assets or liabilities.
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Level 3:
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Unobservable inputs supported by little or no market activity that are significant to the fair value of the assets or liabilities.
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A financial instrument's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.
Following is a description of valuation methodologies used for assets measured at fair value. There have been no changes in the methodologies used at
December 31, 2015
and
2014
.
Investments in registered investment companies are valued at the closing net asset value reported on the last business day of the year. Investments in securities (common stocks) traded on a national securities exchange are valued at the exchange traded close.
The Plan invests in common collective trusts ("CCT") which are valued at the net asset value ("NAV") of the CCT. The NAV, as provided by the investment manager or custodian, is net of fees and is based on the fair value of the underlying investments held by the CCT less its liabilities. Participant transactions (purchases and sales) may occur daily. If the Plan were to initiate a full redemption of the CCT, the investment adviser reserves the right to temporarily delay withdrawal from the trust in order to ensure that securities liquidations will be carried out in an orderly business manner.
The following tables set forth the investment assets of the Plan that were measured at fair value on a recurring basis by level within the fair value hierarchy. We classify assets measured at fair value in their entirety based on the lowest level of input that is significant to their fair value measurement.
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Fair Value of Investment Assets as of 12/31/2015
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Total
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Level 1
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Level 2
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Level 3
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Registered investment companies
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$
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5,613,215,935
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$
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5,613,215,935
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$
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—
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$
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—
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BrokerageLink
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495,413,917
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495,413,917
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—
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—
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Raytheon Company common stock
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1,475,053,616
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1,475,053,616
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—
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—
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Common collective trusts
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5,377,555,847
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—
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5,377,555,847
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—
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Total investments at fair value
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$
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12,961,239,315
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$
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7,583,683,468
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$
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5,377,555,847
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$
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—
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During
December 31, 2015
, there were no transfers between levels.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
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Fair Value of Investment Assets as of 12/31/2014
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Total
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Level 1
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Level 2
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Level 3
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Registered investment companies
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$
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5,769,462,841
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$
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5,769,462,841
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$
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—
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$
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—
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BrokerageLink
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474,451,635
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474,451,635
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—
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—
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Raytheon Company common stock
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1,396,017,465
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1,396,017,465
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—
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—
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Common collective trusts
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5,538,951,811
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—
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5,538,951,811
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—
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Total investments at fair value
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$
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13,178,883,752
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$
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7,639,931,941
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$
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5,538,951,811
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$
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—
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During
December 31, 2014
, there were no transfers between levels.
4. Fully Benefit-Responsive Investment Contracts (FBRICs)
For the plan year ended
December 31, 2015
and
2014
, the Plan included the Fixed Income Fund, which holds four FBRICs issued by American General Life Insurance Company, JP Morgan Chase Bank, Prudential Insurance Company of America and State Street Bank and Trust Company (collectively the “FBRIC Providers”).
The FBRICs make up the Synthetic Guaranteed Investment Contracts ("Synthetic GICs") and are designed to decrease volatility by providing the Fixed Income Fund with the ability to execute certain participant transactions at contract value through the use of FBRICs. Under the FBRICs, there is no immediate recognition of gains and losses on the Fixed Income Fund's investments. Instead gains and losses are recognized over time by periodically adjusting the interest rates credited to the Fixed Income Fund. This allows the Fixed Income Fund to credit a fixed interest rate for stated periods of time on investments which are subject to FBRICs.
Income from the FBRICs is reported net of administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value with certain restrictions related to the transfer of funds into a competing investment option. The Plan considers such factors as the benefit responsiveness of the investment contracts, the ability of the parties to the contracts to perform in accordance with the terms of the contracts and the likelihood of default by an issuer of an investment security in evaluating the components of the FBRICs.
The FBRICs accrue interest using a formula embedded in the contract called the “crediting rate.” The FBRICs use the crediting rate formula to convert market value changes in the FBRICs assets into income distributions in order to minimize the difference between the market and contract value of the FBRICs assets over time. Using the crediting rate formula, an estimated future market value is calculated by compounding the Fixed Income Fund's current market value at the Fixed Income Fund's current yield to maturity for a period equal to the Fixed Income Fund's duration. The crediting rate is the discount rate that equates estimated future market value with the Fixed Income Fund's current contract value. The crediting rate is most impacted by the change in the annual effective yield to maturity of the underlying securities, but is also affected by the differential between the contract value and the market value of the wrapped investments. The difference is amortized over the duration of the investments. The magnitude of the impact of the contract value and the market value differential to the crediting rate is affected by the length of time between the reset period and the duration of the investments. Crediting rates are reset monthly. The FBRICs provide a guarantee that the crediting rate will not fall below 0%. Events disqualifying an underlying investment from being wrapped include, but are not limited to, bankruptcy, default or restricted liquidity of the security issuer.
The crediting rate, and hence the Fixed Income Fund's return, may be affected by many factors, including purchases and redemptions by participants. The precise impact on the Fixed Income Fund depends on whether the market value of the wrapped assets is higher or lower than the contract value of those assets. If the Fixed Income Fund experiences significant redemptions when the market value is below the contract value, the Fixed Income Fund's yield may be reduced significantly, to a level that is not competitive with other investment options. This may result in additional redemptions, which would tend to lower the crediting rate further. If redemptions continued, the Fixed Income Fund's yield could be reduced to zero. If redemptions continued thereafter, the Fixed Income Fund might have insufficient assets to meet redemption requests, at which point the Fixed Income Fund would require payments from the FBRICs Providers to pay further participant redemptions.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
The Fixed Income Fund and the FBRICs purchased by the Fixed Income Fund are designed to pay all participant-initiated transactions at contract value. Participant-initiated transactions are those transactions allowed by the Plan (typically this would include withdrawals for benefits, loans or transfers to non-competing investment options within the Plan). However, the FBRICs limit the ability of the Fixed Income Fund to transact at contract value upon the occurrence of certain events. At this time, management believes the occurrence of any of these events is not probable. These events include:
1. The Plan's failure to qualify under Section 401(a) or Section 401(k) of the Code.
2. The establishment of a defined contribution plan that competes with the Plan for employee contributions.
3. Any substantive modification of the Plan or the administration of the Plan that is not consented to by the
FBRIC Provider.
4. Complete or partial termination of the Plan.
5. Any known change in law, regulation or administrative ruling applicable to the Plan that could have a material
adverse effect on the Fixed Income Fund's cash flow.
6. Any communication given to participants by the Plan Sponsor or any other plan fiduciary that is designed to
induce or influence participants not to invest in the Fixed Income Fund or to transfer assets out of the Fixed
Income Fund.
7. Exclusion of a material group of previously eligible employees from eligibility in the Plan.
8. Any material early retirement program, group termination, group layoff, facility closing or similar program.
9. Any transfer of assets from the Fixed Income Fund directly to a competing option.
10. Bankruptcy of the Plan Sponsor or other Plan Sponsor events which cause a significant withdrawal from the
Plan.
A FBRIC Provider may terminate a FBRIC at any time. In the event that the market value of the Fixed Income Fund's wrapped assets is below their contract value at the time of such termination, the Trustee may elect to keep the FBRIC in place until such time as the market value of the Fixed Income Fund's wrapped assets is equal to their contract value. A FBRIC Provider may also terminate a FBRIC if Fidelity Management Trust Company's (FMTC) investment management authority over the Fixed Income Fund is limited or terminated as well as if all of the terms of the FBRIC fail to be met. In the event that the market value of the Fixed Income Fund's wrapped assets is below their contract value at the time of such termination, the terminating FBRIC Provider would not be required to make a payment to the Fixed Income Fund.
FBRICs generally impose conditions on both the Plan and the FBRIC Provider. If an event of default occurs and is not cured, the non-defaulting party may terminate the FBRIC. The following may cause the Plan to be in default: a breach of material obligation under the contract; a material misrepresentation; or a material amendment to the Plan agreement. The FBRIC Provider may be in default if it breaches a material obligation under the FBRIC; makes a material misrepresentation; has a decline in its long-term credit rating below a threshold set forth in the FBRIC; or is acquired or reorganized and the successor issuer does not satisfy the investment or credit guidelines applicable to issuers. The FBRIC Providers' ability to meet their contractual obligations under the respective FBRICs may be affected by future economic and regulatory developments in the insurance and banking industries. If, in the event of default of a FBRIC Provider, the Plan was unable to obtain a replacement FBRIC, withdrawing participants may experience losses if the value of the Fixed Income Fund's assets no longer covered by the FBRIC is below contract value. The Plan may seek to add additional issuers over time to diversify the Plan's exposure to such risk, but there is no assurance that the Plan will be able to do so. The combination of the default of a FBRIC Provider and an inability to obtain a replacement FBRIC could render the Plan unable to achieve its objective of maintaining a stable contract value. The terms of a FBRIC generally provide for settlement of payments only upon termination of the FBRIC or total liquidation of the wrapped investments. Generally, payments will be made pro-rata, based on the percentage of investments covered by each FBRIC Provider. FBRIC termination occurs whenever the contract value or market value of the wrapped investments reaches zero or upon certain events of default. If the FBRIC terminates due to the default of the FBRIC Provider (other than a default occurring because of a decline in its rating), the FBRIC Provider will generally be required to pay to the Plan the excess, if any, of contract value over market value on the date of termination. If a FBRIC terminates due to a decline in the ratings of the FBRIC Provider, the FBRIC Provider may be required to pay to the Plan the cost of acquiring a replacement contract (i.e. replacement cost) within the meaning of the FBRIC. If the FBRIC terminates when the market value equals zero, the FBRIC Provider will pay the excess of contract value over market value to the Plan to the extent necessary for the Plan to satisfy participant initiated withdrawal requests. FBRIC termination also may occur by either party upon election and notice.
The FBRIC Provider may elect to terminate the FBRIC for no reason by giving certain notice to the Trustee. If, at any time, prior to dates agreed to in each FBRIC for the receipt of such notice, the Trustee objects to such election, the Trustee shall be
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
deemed to have made an immunization election and the immunization provisions of the FBRIC apply. The immunization provision results in the wrapped portion of the Fixed Income Fund being managed according to more conservative immunization investment guidelines provided for in the FBRIC and the contract can terminate in segments over a period of time. In the event a FBRIC Provider sought to terminate its FBRIC or immunize its portion of the Fixed Income Fund, the Fund can seek to replace that FBRIC Provider with another financial institution.
Plans investing in FBRICs and fixed income securities are subject to a number of risks, including credit risk of underlying investments, risk associated with prepayment of collateralized mortgage obligations, risk that third parties will not perform under the FBRICs, risk associated with interest rate fluctuations and risk of losses caused by liquidation of contracts or investments to meet withdrawal demands.
5. Certain Transactions Involving Related Parties and Parties-In-Interest
The Trustee of the Plan, FMTC, is a party-in-interest with respect to the Plan. Certain Plan transactions involve FMTC or its affiliates. For example, certain Plan investments are shares of registered investment companies managed by affiliates of FMTC. The Plan also pays fees to the Trustee. In addition, the Plan has a revenue sharing agreement with the Trustee whereby certain revenue received by the Trustee from sponsors of some Plan investment options is paid to the Trust. For the year ended
December 31, 2015
, $
168,761
in such revenue sharing was allocated to participant accounts.
Subject to the terms of the Plan document, the Plan makes certain loans to participants who are employees of the Company, and who are therefore parties-in-interest with respect to the Plan.
The Plan Sponsor, Raytheon Company, is a party-in-interest with respect to the Plan. In accordance with the provisions of the Plan, the Trustee acts as the Plan's agent for purchases and sales of shares of Raytheon Company common stock. Purchases amounted to
$27,208,705
and sales amounted to
$106,711,791
for the year ended
December 31, 2015
. Dividend income from shares of Raytheon Company common stock amounted to
$31,732,415
for the year ended
December 31, 2015
.
All of these transactions either fall outside the scope of, or are exempt from, ERISA's prohibited transaction rules.
6. Plan Termination
Although it has not expressed any intention to do so, the Company reserves the right under the Plan at any time to discontinue its contributions and to terminate the Plan subject to the provisions of ERISA. Upon termination of the Plan, all participants become fully vested in their accounts. In the event of Plan termination, after payment of all expenses and adjustment of accounts to reflect such expenses, fund losses or profits, and reallocations, each participant shall be entitled to receive all amounts then in his or her account.
7. Federal Income Tax Status
The Internal Revenue Service (“IRS”) has determined and informed the Company by letter dated June 25, 2012, that the design of the Plan meets the requirements for qualification under Code section 401(a), on which the tax exemption of the Trust under Code section 501(a) is based. The Plan has been amended since receiving the determination letter. The Plan administrator and the Company's benefits counsel believe that the current design and operation of the Plan are consistent with preservation of the qualification of the Plan and exemption of the Trust in the context of applicable IRS procedures.
The Plan follows the provisions of uncertain tax positions that provide criteria for the recognition, measurement, presentations and disclosure of uncertain tax positions. The Plan may, from time to time, hold investments that give rise to certain tax liabilities. Based upon management's assessment, the Plan has not recognized any tax liabilities at
December 31, 2015
and
2014
, respectively. The Plan is subject to examinations by taxing jurisdictions. On March 21, 2014, the IRS informed the Company that it completed its examinations of the Plan for 2009, 2010 and 2011 and accepted the Plan's Form 5500s as filed. The Plan administrator believes the Plan is no longer subject to federal tax examination for years prior to 2012.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2015 and 2014
8. Risks and Uncertainties
The Plan provides for various investment options. These investment options are exposed to various risks, such as interest rate, market and credit risks. Due to the level of risk associated with certain investment options of the Plan, it is reasonably possible that changes in the values of investment securities will occur and such change could materially affect participants' account balances and the Plan's financial statements.
Counterparty credit risk is the risk that a counterparty to a financial instrument will fail on a commitment that it has entered into with the Plan. The Plan minimizes concentrations of counterparty credit risk by undertaking transactions with multiple counterparties. The Plan's investment fiduciary has a credit policy in place and the exposure to counterparty credit risk, as well as the creditworthiness of these counterparties, is monitored on an ongoing basis.
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
Investment Contracts
|
|
|
|
|
|
|
|
|
21St Centy Fox
|
|
6.9% 3/1/19
|
|
$
|
925,000
|
|
|
$
|
1,050,913
|
|
|
|
Abbvie Inc
|
|
2% 11/6/18 WI
|
|
2,680,000
|
|
|
2,668,744
|
|
|
|
Abbvie Inc
|
|
3.2% 11/06/22
|
|
1,335,000
|
|
|
1,314,637
|
|
|
|
Abbvie Inc
|
|
3.6% 5/14/25
|
|
835,000
|
|
|
824,197
|
|
|
|
Abbvie Inc
|
|
2.5% 5/14/20
|
|
500,000
|
|
|
495,057
|
|
|
|
ABN Amro Bk
|
|
2.5% 10/18 144A
|
|
2,645,000
|
|
|
2,661,841
|
|
|
|
Ace Ina Holding
|
|
2.3% 11/03/20
|
|
255,000
|
|
|
253,281
|
|
|
|
Ace Ina Holding
|
|
2.875% 11/22
|
|
3,090,000
|
|
|
3,068,435
|
|
|
|
Actavis Funding
|
|
2.35% 3/12/18
|
|
780,000
|
|
|
780,935
|
|
|
|
Actavis Funding
|
|
3% 3/12/20
|
|
333,000
|
|
|
332,735
|
|
|
|
Actavis Funding
|
|
3.45% 3/22
|
|
7,785,000
|
|
|
7,797,433
|
|
|
|
Aetna Inc
|
|
4.125% 6/01/21
|
|
250,000
|
|
|
261,737
|
|
|
|
Agrium Inc
|
|
3.15% 10/01/22
|
|
250,000
|
|
|
239,187
|
|
|
|
AIG Intl Grp
|
|
4.875% 6/01/22
|
|
600,000
|
|
|
648,386
|
|
|
|
Allied Wrld As
|
|
7.5% 8/01/16
|
|
1,350,000
|
|
|
1,394,762
|
|
|
|
Allya
|
|
2013-2 A3 0.79% 01/18
|
|
1,656,855
|
|
|
1,655,287
|
|
|
|
Allya
|
|
2015-1 A3 1.39% 09/19
|
|
528,000
|
|
|
525,850
|
|
|
|
Allyl
|
|
2015-SN1 A3 1.21% 03/17
|
|
182,000
|
|
|
181,214
|
|
|
|
Allyl
|
|
2014-SN1 A3 0.75% 02/17
|
|
446,954
|
|
|
446,509
|
|
|
|
Altria Group Inc
|
|
9.25% 8/6/19
|
|
40,000
|
|
|
48,974
|
|
|
|
Altria Group Inc
|
|
2.85% 8/09/22
|
|
520,000
|
|
|
507,017
|
|
|
|
Amer Intl Grp Glb
|
|
5.6% 10/18/16
|
|
300,000
|
|
|
309,616
|
|
|
|
American Ex Crd
|
|
2.125% 3/18/19
|
|
1,790,000
|
|
|
1,790,084
|
|
|
|
American Intl
|
|
5.85% 1/16/18
|
|
500,000
|
|
|
538,648
|
|
|
|
American Intl Group
|
|
2.3% 7/19
|
|
2,155,000
|
|
|
2,136,989
|
|
|
|
Amgen Inc
|
|
4.1% 6/15/21
|
|
2,255,000
|
|
|
2,375,805
|
|
|
|
Amxca
|
|
2013-3 A 0.98% 05/19
|
|
6,342,000
|
|
|
6,336,361
|
|
|
|
Amxca
|
|
2014-2 A 1.26% 1/20
|
|
2,500,000
|
|
|
2,494,929
|
|
|
|
Amxca
|
|
2014-4 A 1.43% 06/20
|
|
990,000
|
|
|
988,275
|
|
|
|
Anadarko Pete
|
|
6.95% 6/15/19
|
|
995,000
|
|
|
1,086,881
|
|
|
|
Anadarko Petro
|
|
6.375% 9/15/17
|
|
500,000
|
|
|
524,301
|
|
|
|
Anglo Amer cap
|
|
4.125% 4/21 144A
|
|
250,000
|
|
|
171,250
|
|
|
|
Anheuser Busch
|
|
2.5% 7/15/22
|
|
3,208,000
|
|
|
3,087,899
|
|
|
|
Anz Ny Bran
|
|
1.25% 1/10/17
|
|
680,000
|
|
|
680,857
|
|
|
|
Aon Corp
|
|
3.125% 5/27/16
|
|
1,800,000
|
|
|
1,813,975
|
|
|
|
Apple Inc
|
|
1% 5/3/18
|
|
1,713,000
|
|
|
1,699,550
|
|
|
|
Apple Inc
|
|
2.85% 5/6/21
|
|
660,000
|
|
|
676,211
|
|
|
|
Apple Inc
|
|
2.15% 2/09/2022
|
|
1,750,000
|
|
|
1,699,201
|
|
|
|
AT&T Inc
|
|
3.875% 8/15/21
|
|
635,000
|
|
|
657,022
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
AT&T Inc
|
|
1.6% 2/15/17
|
|
1,200,000
|
|
|
1,203,332
|
|
|
|
AT&T Inc
|
|
2.45% 6/30/20
|
|
502,000
|
|
|
494,572
|
|
|
|
AT&T Inc
|
|
3.4% 5/15/25
|
|
4,725,000
|
|
|
4,541,741
|
|
|
|
Atmos Energy
|
|
6.35% 6/15/17
|
|
126,000
|
|
|
134,231
|
|
|
|
Aust & Nz Bkg Ny
|
|
2.25% 6/13/19
|
|
650,000
|
|
|
648,871
|
|
|
|
Australia & Nz
|
|
1.875% 10/06/17
|
|
430,000
|
|
|
431,034
|
|
|
|
Australia & Nz
|
|
1.45% 5/15/18
|
|
460,000
|
|
|
455,690
|
|
|
|
Australia & Nz
|
|
2.7% 11/16/20
|
|
1,690,000
|
|
|
1,695,711
|
|
|
|
Avalonbay Comm
|
|
3.625% 10/1/20
|
|
209,000
|
|
|
216,973
|
|
|
|
Axis Specialty
|
|
5.875% 6/1/20
|
|
2,150,000
|
|
|
2,375,286
|
|
|
|
BACCT
|
|
2014-A3 A 1ML+29 01/20
|
|
9,000,000
|
|
|
8,990,163
|
|
|
|
BACCT
|
|
2015-A1 A 1Ml+33 6/20
|
|
2,850,000
|
|
|
2,844,421
|
|
|
|
BACM
|
|
2006-2 A4 CSTR 5/45
|
|
1,071,673
|
|
|
1,073,076
|
|
|
|
BACM
|
|
2006-2 A1A CSTR 5/45
|
|
1,834,299
|
|
|
1,839,722
|
|
|
|
BACM
|
|
2006-4 A4 5.634% 7/46
|
|
352,025
|
|
|
354,884
|
|
|
|
BACM
|
|
2006-4 A1A CSTR 7/46
|
|
1,008,731
|
|
|
1,017,549
|
|
|
|
BACM
|
|
2007-4 A4 CSTR 2/51
|
|
4,328,717
|
|
|
4,503,713
|
|
|
|
Bank Amer
|
|
5.65% 5/01/18
|
|
4,525,000
|
|
|
4,865,683
|
|
|
|
Bank Amer Fdg C
|
|
3.3% 01/11/23
|
|
1,700,000
|
|
|
1,676,142
|
|
|
|
Bank Amer Fdg C
|
|
4.2% 08/26/24
|
|
1,260,000
|
|
|
1,261,830
|
|
|
|
Bank Amer Fdg C
|
|
3.95% 04/21/25
|
|
1,120,000
|
|
|
1,090,722
|
|
|
|
Bank Amer Fdg Crp
|
|
2.6% 1/15/19
|
|
3,750,000
|
|
|
3,762,731
|
|
|
|
Bank Amer Na
|
|
1.75% 6/05/18
|
|
500,000
|
|
|
497,189
|
|
|
|
Bank America Corp
|
|
2.65% 4/1/19
|
|
890,000
|
|
|
891,970
|
|
|
|
Bank Of America
|
|
6% 9/01/17
|
|
1,065,000
|
|
|
1,133,360
|
|
|
|
Bank Of America
|
|
3.75% 7/12/16
|
|
265,000
|
|
|
268,317
|
|
|
|
Bank Of America Cor
|
|
5.7% 1/22
|
|
640,000
|
|
|
722,119
|
|
|
|
Bank Of America Crp Mtn
|
|
2% 1/18
|
|
450,000
|
|
|
449,468
|
|
|
|
Bank T-M Ufj
|
|
2.7% 9/9/18 144A
|
|
450,000
|
|
|
454,899
|
|
|
|
Bank Tokyo-Msb
|
|
2.3% 03/20 144A
|
|
380,000
|
|
|
374,732
|
|
|
|
Barclays Bk
|
|
6.05% 12/4/17 144A
|
|
1,855,000
|
|
|
1,978,842
|
|
|
|
Barclays Bnk Plc
|
|
2.5% 02/20/19
|
|
700,000
|
|
|
701,597
|
|
|
|
Barclays Glb Mtn
|
|
5% 9/22/16
|
|
4,105,000
|
|
|
4,210,215
|
|
|
|
Barclays Plc
|
|
2.875% 6/20
|
|
1,015,000
|
|
|
1,012,871
|
|
|
|
Barclays Plc
|
|
2.75% 11/8/19
|
|
334,000
|
|
|
332,780
|
|
|
|
Bat Intl Fin
|
|
2.75% 6/20 144A
|
|
500,000
|
|
|
500,079
|
|
|
|
Bat Intl Fin
|
|
3.5% 6/22 144A
|
|
1,400,000
|
|
|
1,435,987
|
|
|
|
Baxalta Inc
|
|
3.6% 6/23/22 144A
|
|
715,000
|
|
|
715,192
|
|
|
|
Bayer Us Fin
|
|
3% 10/8/21 144A
|
|
1,115,000
|
|
|
1,125,053
|
|
|
|
BB&T Corp
|
|
2.25% 02/01/19
|
|
1,140,000
|
|
|
1,144,723
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
BB&T Corporation
|
|
6.85% 4/19
|
|
9,000
|
|
|
10,260
|
|
|
|
Bear
|
|
7.25% 2/01/18
|
|
1,350,000
|
|
|
1,489,265
|
|
|
|
Becton Dickinso
|
|
1.75% 11/8/16
|
|
1,170,000
|
|
|
1,175,931
|
|
|
|
Becton Dickinso
|
|
2.675% 12/19
|
|
120,000
|
|
|
120,687
|
|
|
|
Berkley Wr Corp
|
|
5.375% 9/15/20
|
|
1,300,000
|
|
|
1,428,866
|
|
|
|
Berkley Wr Corpmtn
|
|
7.375% 9/19
|
|
700,000
|
|
|
811,977
|
|
|
|
Bhp Billiton Fn Ltd
|
|
3.85% 9/23
|
|
1,390,000
|
|
|
1,316,219
|
|
|
|
Bk Tk-Mtltd
|
|
3.75% 3/10/24 144A
|
|
1,290,000
|
|
|
1,321,832
|
|
|
|
Bmwlt
|
|
2015-1 A3 1.24% 12/17
|
|
590,000
|
|
|
589,094
|
|
|
|
Bmwlt
|
|
2014-1 A3 0.73% 02/17
|
|
611,786
|
|
|
611,180
|
|
|
|
Bnp Pariba
|
|
2.45% 03/17/19
|
|
451,000
|
|
|
453,229
|
|
|
|
Bp Cap Mkts
|
|
3.561% 11/01/2021
|
|
665,000
|
|
|
678,610
|
|
|
|
Bpce Sa
|
|
2.5% 7/15/19
|
|
1,300,000
|
|
|
1,304,359
|
|
|
|
British Sky
|
|
BR 3.75% 9/24 144A
|
|
800,000
|
|
|
781,791
|
|
|
|
British Telecom Plc
|
|
2.35% 2/19
|
|
1,074,000
|
|
|
1,076,952
|
|
|
|
BSCMS
|
|
2006-T22 A1A CSTR 4/38
|
|
402,941
|
|
|
404,026
|
|
|
|
BSCMS
|
|
06-PW12 A1A CSTR 9/38
|
|
456,814
|
|
|
458,547
|
|
|
|
BSCMS
|
|
2006-PW13 A4 5.54%0 9/41
|
|
3,124,052
|
|
|
3,153,631
|
|
|
|
BSCMS
|
|
2006-PW13 A1A 5.533% 9/41
|
|
629,980
|
|
|
638,787
|
|
|
|
BSCMS
|
|
2006-PW14 A4 5.201% 12/38
|
|
3,339,363
|
|
|
3,403,851
|
|
|
|
BSCMS
|
|
2006-PW14 A1A 5.189%
|
|
278,740
|
|
|
284,736
|
|
|
|
BSCMS
|
|
2007-T26 A4 CSTR 1/45
|
|
2,853,805
|
|
|
2,937,278
|
|
|
|
BSCMS
|
|
2007-T28 A1A 5.71% 9/42
|
|
2,207,205
|
|
|
2,317,587
|
|
|
|
Burlington North San
|
|
4.1% 6/21
|
|
2,000,000
|
|
|
2,107,888
|
|
|
|
BWSTA
|
|
2015-1 A3 1.31% 10/19
|
|
4,300,000
|
|
|
4,273,666
|
|
|
|
Cameron Intl Crp
|
|
4.5% 6/01/21
|
|
1,490,000
|
|
|
1,554,076
|
|
|
|
Capital One Bk
|
|
3.375% 2/15/23
|
|
2,710,000
|
|
|
2,653,177
|
|
|
|
Capital One Bk
|
|
2.95% 07/23/21
|
|
965,000
|
|
|
955,415
|
|
|
|
Capital One Bk
|
|
2.25% 2/13/19
|
|
910,000
|
|
|
906,201
|
|
|
|
Capital One Fin
|
|
6.75% 9/15/17
|
|
18,000
|
|
|
19,313
|
|
|
|
Capital One Fin
|
|
2.45% 04/24/19
|
|
500,000
|
|
|
501,028
|
|
|
|
Capital One Fin
|
|
3.75% 04/24/24
|
|
860,000
|
|
|
866,019
|
|
|
|
Carmx
|
|
2015-2 A3 1.37% 03/20
|
|
2,030,000
|
|
|
2,015,441
|
|
|
|
Carmx
|
|
2013-3 A3 0.97% 11/15/16
|
|
1,751,768
|
|
|
1,748,723
|
|
|
|
Carmx
|
|
2014-4 A3 1.25% 11/19
|
|
3,377,000
|
|
|
3,361,880
|
|
|
|
Carmx
|
|
2015-3 A3 1.63% 06/20
|
|
363,000
|
|
|
361,363
|
|
|
|
Carmx
|
|
15-3 A2B 1ML+45 11/18
|
|
1,700,000
|
|
|
1,699,533
|
|
|
|
Carmx
|
|
2015-1 A3 1.38% 11/19
|
|
1,474,000
|
|
|
1,467,577
|
|
|
|
Carnival Corp
|
|
1.2% 2/5/16
|
|
910,000
|
|
|
910,282
|
|
|
|
CBS Corp
|
|
4.3% 2/15/21
|
|
770,000
|
|
|
808,856
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
CCART
|
|
14-BA A2 0.69% 09/17
|
|
502,208
|
|
|
501,987
|
|
|
|
CCART
|
|
2015-BA A2 1.48% 12/18
|
|
3,800,000
|
|
|
3,794,858
|
|
|
|
CCCIT
|
|
2006-A7 A7 3ML+6 12/18
|
|
3,900,000
|
|
|
3,891,900
|
|
|
|
CCCIT
|
|
13-A2 A2 1193476+0.28% 05
|
|
1,600,000
|
|
|
1,595,028
|
|
|
|
CCCIT
|
|
13-A3 A3 1.11% 7/23/18
|
|
145,000
|
|
|
145,087
|
|
|
|
CCCIT
|
|
2014 A2 1.02% 02/19
|
|
6,600,000
|
|
|
6,584,188
|
|
|
|
CCCIT
|
|
2014-A4 A4 1.23% 04/19
|
|
880,000
|
|
|
879,674
|
|
|
|
CCO Safari II
|
|
4.464% 7/22 144A
|
|
3,445,000
|
|
|
3,433,011
|
|
|
|
CD
|
|
2007-CD5 A1A 5.8% 11/44
|
|
4,883,464
|
|
|
5,136,839
|
|
|
|
CDP Finl Inc
|
|
3.15% 07/24 144A
|
|
1,765,000
|
|
|
1,773,137
|
|
|
|
Celgene Corp
|
|
1.9% 8/15/17
|
|
720,000
|
|
|
722,724
|
|
|
|
Celgene Corp
|
|
2.125% 8/15/18
|
|
343,000
|
|
|
343,081
|
|
|
|
CGCMT
|
|
2006-C4 A1A CSTR 03/49
|
|
213,644
|
|
|
214,530
|
|
|
|
CGCMT
|
|
2006-C5 A4 5.431% 10/49
|
|
673,252
|
|
|
682,267
|
|
|
|
CGCMT
|
|
13-GC11 A1 0.672% 12/17
|
|
174,081
|
|
|
172,591
|
|
|
|
CGCMT
|
|
2015-GC29 A2 2.674% 4/48
|
|
366,000
|
|
|
367,985
|
|
|
|
CGCMT
|
|
2006-C5 A1A 5.425% 10/49
|
|
903,694
|
|
|
921,959
|
|
|
|
CHAIT
|
|
2006-A2 A2 5.16% 4/18
|
|
2,000,000
|
|
|
2,009,897
|
|
|
|
CHAIT
|
|
07-A2 A2 1193476+0.05% 04
|
|
1,000,000
|
|
|
996,615
|
|
|
|
CHAIT
|
|
13-A6 A6 1193476+0.42% 07
|
|
3,797,000
|
|
|
3,796,100
|
|
|
|
CHAIT
|
|
2013-A8 A8 1.01% 10/18
|
|
450,000
|
|
|
449,597
|
|
|
|
CHAIT
|
|
2014-A1 A 1.15% 01/19
|
|
1,500,000
|
|
|
1,498,840
|
|
|
|
CHAIT
|
|
2014-A7 A 1.38% 11/19
|
|
993,000
|
|
|
990,161
|
|
|
|
CHAIT
|
|
2015-A2 A 1.59% 02/20
|
|
750,000
|
|
|
749,896
|
|
|
|
CHAIT
|
|
2015-A5 A 1.35% 04/20
|
|
750,000
|
|
|
745,711
|
|
|
|
CHAIT
|
|
15-A7 A7 1.62% 7/20
|
|
993,000
|
|
|
989,624
|
|
|
|
Chevron Corp
|
|
2.419% 11/17/20
|
|
1,865,000
|
|
|
1,855,725
|
|
|
|
Chevron Corp Ne
|
|
1.104% 12/5/17
|
|
854,000
|
|
|
848,174
|
|
|
|
Chevron Corp New
|
|
1.961% 03/20
|
|
375,000
|
|
|
369,686
|
|
|
|
Chevron Phil
|
|
2.45% 5/1/20 144A
|
|
347,000
|
|
|
342,776
|
|
|
|
Cigna
|
|
4% 2/15/22
|
|
1,670,000
|
|
|
1,726,521
|
|
|
|
Cigna Mtn
|
|
5.125% 6/15/20
|
|
1,350,000
|
|
|
1,473,674
|
|
|
|
Cisco Systems
|
|
5.5% 2/22/16
|
|
14,000
|
|
|
14,089
|
|
|
|
Citigroup
|
|
2.15% 07/18
|
|
300,000
|
|
|
299,782
|
|
|
|
Citigroup Inc
|
|
4.5% 1/14/22
|
|
755,000
|
|
|
808,766
|
|
|
|
Citigroup Inc
|
|
3.875% 10/25/23
|
|
1,110,000
|
|
|
1,147,223
|
|
|
|
Citigroup Inc
|
|
3.3% 04/27/25
|
|
780,000
|
|
|
766,106
|
|
|
|
Citigroup Inc
|
|
4.4% 6/10/25
|
|
1,080,000
|
|
|
1,091,318
|
|
|
|
Citigroup Inc
|
|
2.55% 04/08/19
|
|
1,100,000
|
|
|
1,107,176
|
|
|
|
Citizens Bk Mtn
|
|
2014-GC21 A3 3.493% 5/47
|
|
2,620,000
|
|
|
2,701,039
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Citizens Bk Mtn
|
|
2.45% 12/04/19
|
|
590,000
|
|
|
580,633
|
|
|
|
Cleveland Elec
|
|
7.88% 11/01/17
|
|
14,000
|
|
|
15,405
|
|
|
|
Coca-Cola Co
|
|
1.8% 9/01/16 WI
|
|
1,735,000
|
|
|
1,746,088
|
|
|
|
Colgate-Palmolive
|
|
0.9% 5/1/18
|
|
596,000
|
|
|
590,150
|
|
|
|
Comcast Corp Glb
|
|
5.875% 2/15/18
|
|
1,834,000
|
|
|
1,997,725
|
|
|
|
Comerica Inc
|
|
2.125% 05/23/19
|
|
267,000
|
|
|
265,137
|
|
|
|
Comet
|
|
2013-A3 A3 0.96% 9/19
|
|
1,296,000
|
|
|
1,294,132
|
|
|
|
Comet
|
|
2014-A5 A 1.48% 07/20
|
|
1,650,000
|
|
|
1,650,307
|
|
|
|
Comet
|
|
2015-A1 A 1.39% 01/21
|
|
770,000
|
|
|
765,643
|
|
|
|
Comet
|
|
2015-A5 A5 1.59% 5/21
|
|
1,100,000
|
|
|
1,096,283
|
|
|
|
Comet
|
|
2014-A2 A2 1.26% 01/20
|
|
890,000
|
|
|
889,741
|
|
|
|
Comm
|
|
2014-UBS4 A2 2.963% 08/47
|
|
2,080,000
|
|
|
2,120,561
|
|
|
|
Comm
|
|
2015-Cr22 A2 2.856% 03/48
|
|
262,000
|
|
|
265,313
|
|
|
|
Comm
|
|
2015-Pc1 A3 3.725% 07/50
|
|
4,000,000
|
|
|
4,122,083
|
|
|
|
Comm
|
|
15-Ccre24 A4 3.432% 8/55
|
|
4,300,000
|
|
|
4,302,267
|
|
|
|
Comm
|
|
2015-Cr25 A3 3.505% 08/48
|
|
4,000,000
|
|
|
4,027,752
|
|
|
|
Comm
|
|
2012-CR5 A1 0.673% 12/45
|
|
271,105
|
|
|
269,558
|
|
|
|
Comm
|
|
2012-CR1 A2 2.35% 5/45
|
|
284,635
|
|
|
286,429
|
|
|
|
Comm
|
|
2012-CR2 A1 0.824% 08/45
|
|
23,568
|
|
|
23,535
|
|
|
|
Comm
|
|
2012-Cr3 Asb 2.372% 11/45
|
|
353,000
|
|
|
350,046
|
|
|
|
Comm
|
|
2013-CR9 A1 1.3440% 7/45
|
|
89,230
|
|
|
88,927
|
|
|
|
Comm
|
|
2015-Dc1 A4 3.078% 02/48
|
|
3,000,000
|
|
|
2,930,245
|
|
|
|
Comm
|
|
2014-CR17 A2 3.012% 05/47
|
|
630,000
|
|
|
642,585
|
|
|
|
Comm
|
|
2006-C8 A4 5.306% 12/46
|
|
2,433,880
|
|
|
2,477,241
|
|
|
|
Comm
|
|
2006-C7 A4 CSTR 6/46
|
|
2,215,319
|
|
|
2,233,568
|
|
|
|
Comm
|
|
2006-C7 A1A CSTR 6/46
|
|
718,615
|
|
|
723,986
|
|
|
|
Comm
|
|
2013-LC6 A1 0.7240% 1/46
|
|
130,195
|
|
|
129,123
|
|
|
|
Comm
|
|
2006-C8 A1A 5.292% 12/46
|
|
719,374
|
|
|
735,799
|
|
|
|
Commonwealth Edi
|
|
3.4% 9/01/21
|
|
1,615,000
|
|
|
1,676,911
|
|
|
|
Commonwealth NY
|
|
2.5% 09/20/18
|
|
1,985,000
|
|
|
2,012,635
|
|
|
|
Commonwealth NY
|
|
2.25% 03/13/19
|
|
2,004,000
|
|
|
2,008,313
|
|
|
|
Commonwealth NY
|
|
2.4% 11/02/20
|
|
940,000
|
|
|
931,189
|
|
|
|
Commwlth Bk Astl Nyb
|
|
2.3% 3/20
|
|
770,000
|
|
|
762,509
|
|
|
|
Comwlth Edison
|
|
2.15% 01/15/19
|
|
177,000
|
|
|
176,222
|
|
|
|
ConocoPhillip Co
|
|
2.2% 05/15/20
|
|
238,000
|
|
|
230,372
|
|
|
|
Coventry Health
|
|
5.95% 3/15/17
|
|
1,000,000
|
|
|
1,050,103
|
|
|
|
Coventry Hlth
|
|
5.45% 6/15/21
|
|
300,000
|
|
|
331,358
|
|
|
|
Credit Suisse NY
|
|
2.3% 5/19
|
|
2,280,000
|
|
|
2,282,611
|
|
|
|
Credit Suisse NY
|
|
1.75% 1/29/18
|
|
1,275,000
|
|
|
1,271,385
|
|
|
|
Credit Suisse NY
|
|
1.7% 04/27/18
|
|
2,175,000
|
|
|
2,159,523
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
CSMC
|
|
2007-C2 A2 CSTR 1/49
|
|
8,184
|
|
|
8,163
|
|
|
|
CVS Caremark
|
|
2.25% 12/5/18
|
|
355,000
|
|
|
356,785
|
|
|
|
Cvs Health Corp
|
|
2.8% 07/20/20
|
|
338,000
|
|
|
339,659
|
|
|
|
Cvs Health Corp
|
|
3.5% 07/20/22
|
|
7,295,000
|
|
|
7,426,755
|
|
|
|
CWCI
|
|
2007-C2 A3 5.484% 04/47
|
|
392,436
|
|
|
403,334
|
|
|
|
Daimler Fin
|
|
2.25% 3/20 144A
|
|
387,000
|
|
|
378,345
|
|
|
|
Daimler Fin Na
|
|
2.45% 5/20 144A
|
|
750,000
|
|
|
735,749
|
|
|
|
Daimler Fn Na
|
|
1.875% 1/18 144A
|
|
950,000
|
|
|
946,262
|
|
|
|
Danaher Corp
|
|
2.4% 09/15/20
|
|
135,000
|
|
|
135,010
|
|
|
|
Dayton Pow &Lgt
|
|
1.875% 9/16
|
|
1,025,000
|
|
|
1,025,867
|
|
|
|
DCENT
|
|
2013-A5 A5 1.04% 04/19
|
|
910,000
|
|
|
909,542
|
|
|
|
DCENT
|
|
2014-A3 A3 1.22% 10/19
|
|
1,880,000
|
|
|
1,877,921
|
|
|
|
DCENT
|
|
2014-A5 A 1.39% 04/20
|
|
2,630,000
|
|
|
2,623,227
|
|
|
|
Deutsche Bank Ag
|
|
2.5% 2/13/19
|
|
913,000
|
|
|
919,937
|
|
|
|
Devon Energy Co
|
|
3.25% 5/15/22
|
|
1,000,000
|
|
|
850,389
|
|
|
|
Devon Energy Co
|
|
2.25% 12/15/18
|
|
459,000
|
|
|
419,014
|
|
|
|
Directv Hldgs
|
|
3.8% 3/15/22
|
|
590,000
|
|
|
594,089
|
|
|
|
Discover Bank
|
|
3.1% 06/20
|
|
364,000
|
|
|
364,997
|
|
|
|
Discover Bank
|
|
2.6% 11/13/18
|
|
500,000
|
|
|
499,702
|
|
|
|
Discover Bk
|
|
2% 02/21/18
|
|
3,675,000
|
|
|
3,650,712
|
|
|
|
Discover Fin Sv
|
|
3.75% 03/04/25
|
|
1,190,000
|
|
|
1,143,375
|
|
|
|
Dominion Gas Hldgs
|
|
2.5% 12/19
|
|
1,200,000
|
|
|
1,198,853
|
|
|
|
Dominion Resource
|
|
1.9% 6/15/18
|
|
400,000
|
|
|
396,167
|
|
|
|
Dow Chemical
|
|
3% 11/15/22
|
|
1,425,000
|
|
|
1,365,131
|
|
|
|
Dr Pepper Snapp
|
|
2.9% 1/15/16
|
|
685,000
|
|
|
685,254
|
|
|
|
Duke Energy Car
|
|
1.75% 12/15/16
|
|
555,000
|
|
|
558,073
|
|
|
|
Duke Energy Cor
|
|
2.15% 11/15/16
|
|
47,000
|
|
|
47,281
|
|
|
|
Duke Energy Cor
|
|
1.625% 8/15/17
|
|
855,000
|
|
|
853,883
|
|
|
|
Duke Energy Cor
|
|
2.1% 06/15/18
|
|
364,000
|
|
|
364,487
|
|
|
|
Ecolab Inc
|
|
4.35% 12/8/21
|
|
770,000
|
|
|
822,215
|
|
|
|
Energy Transfer
|
|
4.15% 10/01/20
|
|
1,400,000
|
|
|
1,292,032
|
|
|
|
Enlink Midstrm Lp
|
|
2.7% 4/1/19
|
|
660,000
|
|
|
602,177
|
|
|
|
Entergy Corp
|
|
4% 07/15/22
|
|
850,000
|
|
|
867,249
|
|
|
|
Enterprise Prd
|
|
3.75% 02/15/25
|
|
615,000
|
|
|
562,860
|
|
|
|
Enterprise Prdcts
|
|
3.9% 2/15/24
|
|
1,335,000
|
|
|
1,246,046
|
|
|
|
Erac USA Fin
|
|
2.8% 11/1/18 144A
|
|
220,000
|
|
|
221,479
|
|
|
|
Erac USA Fin
|
|
3.85% 11/24 144A
|
|
225,000
|
|
|
225,179
|
|
|
|
Erac USA Llc
|
|
3.3% 10/22 144A
|
|
745,000
|
|
|
733,362
|
|
|
|
Erp Operat Lp
|
|
4.625% 12/15/21
|
|
15,000
|
|
|
16,287
|
|
|
|
Erp Operating Lp
|
|
2.375% 7/19
|
|
286,000
|
|
|
286,794
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Euro$ 90 Day Fut
|
|
Mar 16 Edh6
|
|
151
|
|
|
3,775
|
|
|
|
Euro$ 90 Day Fut
|
|
Sep 16 Edu6
|
|
(151
|
)
|
|
(3,775
|
)
|
|
|
Exelon Corp
|
|
1.55% 6/9/17
|
|
75,000
|
|
|
74,687
|
|
|
|
Exelon Corp
|
|
2.85% 6/15/20
|
|
775,000
|
|
|
770,975
|
|
|
|
Express Scrip Hd
|
|
2.25% 6/15/19
|
|
2,010,000
|
|
|
1,998,372
|
|
|
|
FHLB
|
|
0.5% 09/28/16
|
|
6,745,000
|
|
|
6,733,399
|
|
|
|
FHLB
|
|
1.83% 07/29/20
|
|
1,575,000
|
|
|
1,572,494
|
|
|
|
FHLB
|
|
1.0% 12/19/17
|
|
8,395,000
|
|
|
8,374,382
|
|
|
|
FHLB
|
|
0.875% 05/24/17
|
|
565,000
|
|
|
564,233
|
|
|
|
FHLG
|
|
6.00% 8/26 #G00587
|
|
38,212
|
|
|
42,469
|
|
|
|
FHLG
|
|
8.50% 7/28 #G00981
|
|
104,786
|
|
|
124,110
|
|
|
|
FHLG
|
|
5.50% 3/34 #G01665
|
|
108,168
|
|
|
121,063
|
|
|
|
FHLG
|
|
15YR 5.0% 4/20 #G11682
|
|
365,022
|
|
|
383,624
|
|
|
|
FHLG
|
|
15YR 5.50% 2/20 #G11728
|
|
1,180,657
|
|
|
1,248,878
|
|
|
|
FHLG
|
|
15YR 6.50% 4/18 #G11452
|
|
16,695
|
|
|
17,154
|
|
|
|
FHLG
|
|
15YR 4.50% 1/19 #G11565
|
|
33,434
|
|
|
34,653
|
|
|
|
FHLG
|
|
10.00% 10/30 #G20027
|
|
234,040
|
|
|
259,033
|
|
|
|
FHLG
|
|
15YR 5.00% 5/18 #P10034
|
|
51,537
|
|
|
52,243
|
|
|
|
FHLG
|
|
20YR 6.00% 9/27 #G30357
|
|
201,132
|
|
|
226,344
|
|
|
|
FHLG
|
|
20YR 5.50% 7/28 #G30564
|
|
411,220
|
|
|
456,491
|
|
|
|
FHLG
|
|
6.50% 5/22 #D95395
|
|
27,746
|
|
|
31,698
|
|
|
|
FHLG
|
|
15YR 6.50% 4/16 #E83211
|
|
326
|
|
|
328
|
|
|
|
FHLG
|
|
15YR 6.00% 4/17 #E89007
|
|
16,651
|
|
|
17,071
|
|
|
|
FHLG
|
|
15YR 6.50% 6/17 #E90325
|
|
16,913
|
|
|
17,446
|
|
|
|
FHLG
|
|
15YR 6.00% 7/17 #E90474
|
|
29,522
|
|
|
30,377
|
|
|
|
FHLG
|
|
15YR 5.00% 12/17 #E93561
|
|
29,229
|
|
|
30,080
|
|
|
|
FHLG
|
|
15YR 4.00% 6/18 #E96973
|
|
43,283
|
|
|
44,986
|
|
|
|
FHLG
|
|
15YR 4.50% 8/18 #E98688
|
|
128,307
|
|
|
132,855
|
|
|
|
FHLG
|
|
15YR 4.50% 10/18 #E99833
|
|
149,533
|
|
|
154,982
|
|
|
|
FHLG
|
|
15YR 4.50% 9/18 #E99205
|
|
108,100
|
|
|
112,039
|
|
|
|
FHLG
|
|
15YR 5.00% 10/18 #E99955
|
|
17,255
|
|
|
17,926
|
|
|
|
FHLG
|
|
4.50% 6/23 #A45156
|
|
186,368
|
|
|
200,734
|
|
|
|
FHLG
|
|
6.00% 9/37 #G03282
|
|
176,463
|
|
|
198,672
|
|
|
|
FHLG
|
|
5.50% 12/37 #G03696
|
|
326,712
|
|
|
364,853
|
|
|
|
FHLG
|
|
6.00% 1/38 #G03781
|
|
366,781
|
|
|
413,173
|
|
|
|
FHLG
|
|
5.50% 12/37 #G03865
|
|
156,330
|
|
|
174,581
|
|
|
|
FHLG
|
|
5.50% 7/39 #G05546
|
|
368,944
|
|
|
411,900
|
|
|
|
FHLG
|
|
25YR 5.50% 7/35 #G05815
|
|
75,465
|
|
|
84,534
|
|
|
|
FHLG
|
|
15YR 5.00% 10/23 #G13276
|
|
250,216
|
|
|
269,059
|
|
|
|
FHLG
|
|
15YR 5.00% 12/18 #G13293
|
|
52,778
|
|
|
54,770
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FHLG
|
|
15YR 6.00% 11/23 #G13368
|
|
88,507
|
|
|
95,434
|
|
|
|
FHLG
|
|
15YR 6.50% 7/21 #G12934
|
|
30,132
|
|
|
32,197
|
|
|
|
FHLG
|
|
15YR 5.00% 3/19 #G13052
|
|
188,654
|
|
|
195,986
|
|
|
|
FHLG
|
|
5.50% 1/24 #G13432
|
|
395,990
|
|
|
427,162
|
|
|
|
FHLG
|
|
15YR 5.50% 12/21 #G13481
|
|
231,509
|
|
|
247,304
|
|
|
|
FHLG
|
|
15YR 4.00% 7/24 #G13596
|
|
194,258
|
|
|
205,486
|
|
|
|
FHLG
|
|
15YR 5.00% 4/20 #G13598
|
|
196,364
|
|
|
204,171
|
|
|
|
FHLG
|
|
15YR 6.00% 1/24 #G13647
|
|
376,543
|
|
|
409,103
|
|
|
|
FHLG
|
|
15YR 6.00% 1/24 #G13982
|
|
359,322
|
|
|
388,677
|
|
|
|
FHLG
|
|
15YR 5.50% 12/24 #G14015
|
|
2,018,740
|
|
|
2,166,771
|
|
|
|
FHLG
|
|
15YR 4.00% 9/25 #G14376
|
|
163,553
|
|
|
173,006
|
|
|
|
FHLG
|
|
15YR 3.50% 10/26 #G14450
|
|
1,973,538
|
|
|
2,074,686
|
|
|
|
FHLG
|
|
15YR 2.5% 06/23#G14775
|
|
230,699
|
|
|
235,108
|
|
|
|
FHLG
|
|
15Yr 3.5% 08/30#G15273
|
|
915,519
|
|
|
960,439
|
|
|
|
FHLG
|
|
15YR 4.00% 6/24 #G18312
|
|
241,694
|
|
|
255,664
|
|
|
|
FHLG
|
|
6.50% 10/26 #C90995
|
|
195,371
|
|
|
223,196
|
|
|
|
FHLG
|
|
6.50% 8/26 #C90985
|
|
34,825
|
|
|
39,785
|
|
|
|
FHLG
|
|
15YR 6.00% 4/20 #J02203
|
|
13,111
|
|
|
13,783
|
|
|
|
FHLG
|
|
15YR 6.50% 1/20 #J02204
|
|
39,825
|
|
|
42,153
|
|
|
|
FHLG
|
|
15YR 4.50% 9/24 #J10826
|
|
361,941
|
|
|
386,793
|
|
|
|
FHLG
|
|
10YR 3.00% 8/21 #J16393
|
|
147,780
|
|
|
152,641
|
|
|
|
FHLG
|
|
10YR 3.00% 8/21 #J16442
|
|
134,350
|
|
|
138,841
|
|
|
|
FHLG
|
|
4.00% 12/40 #C03565
|
|
108,049
|
|
|
114,531
|
|
|
|
FHLG
|
|
6.00% 8/28 #C13910
|
|
51,964
|
|
|
58,894
|
|
|
|
FHLG
|
|
4.00% 4/39 #A85531
|
|
143,474
|
|
|
151,946
|
|
|
|
FHLG
|
|
4.00% 1/41 #A96478
|
|
625,708
|
|
|
663,049
|
|
|
|
FHLG
|
|
15YR 6.00% 10/16 #E01054
|
|
9,769
|
|
|
9,928
|
|
|
|
FHLG
|
|
15YR 5.50% 3/17 #E01136
|
|
4,305
|
|
|
4,396
|
|
|
|
FHLG
|
|
15YR 5.00% 12/17 #E01280
|
|
17,293
|
|
|
17,819
|
|
|
|
FHLG
|
|
15YR 6.50% 10/17 #E01254
|
|
4,817
|
|
|
4,997
|
|
|
|
FHLG
|
|
15YR 5.50% 11/18 #E01497
|
|
75,301
|
|
|
78,730
|
|
|
|
FHLG
|
|
15YR 4.00% 9/25 #E02787
|
|
215,932
|
|
|
231,044
|
|
|
|
FHLG
|
|
15YR 4.00% 4/26 #E02867
|
|
109,858
|
|
|
117,032
|
|
|
|
FHLG
|
|
15YR 4.50% 11/18 #B10931
|
|
91,154
|
|
|
94,564
|
|
|
|
FHLG
|
|
15YR 5.50% 11/18 #B10916
|
|
132,106
|
|
|
138,122
|
|
|
|
FHLG
|
|
15YR 4.50% 10/18 #B12459
|
|
25,536
|
|
|
26,491
|
|
|
|
FHLG
|
|
15YR 4.50% 4/19 #B13051
|
|
24,438
|
|
|
25,463
|
|
|
|
FHLG
|
|
15YR 4.50% 6/19 #B14961
|
|
65,054
|
|
|
67,892
|
|
|
|
FHLG
|
|
15YR 2.5% 09/22#J20415
|
|
117,991
|
|
|
120,246
|
|
|
|
FHLG
|
|
6.50% 9/23 #Z40030
|
|
2,577,357
|
|
|
2,862,514
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FHLG
|
|
6.50% 5/24 #Z40034
|
|
2,712,628
|
|
|
3,018,822
|
|
|
|
FHLG
|
|
5.50% 5/34 #Z40042
|
|
813,732
|
|
|
910,903
|
|
|
|
FHLG
|
|
6.50% 8/21 #C90473
|
|
256,339
|
|
|
292,848
|
|
|
|
FHLM AR
|
|
12M+187.9 10/42#849255
|
|
285,761
|
|
|
303,023
|
|
|
|
FHLM ARM
|
|
2.98% 8/41 #1B8533
|
|
109,521
|
|
|
116,230
|
|
|
|
FHLM ARM
|
|
3.07% 9/41 #1B8608
|
|
69,476
|
|
|
72,414
|
|
|
|
FHLM ARM
|
|
3.717% 05/41#1B8124
|
|
50,419
|
|
|
53,206
|
|
|
|
FHLM ARM
|
|
3.224% 4/41#1B8179
|
|
40,628
|
|
|
42,359
|
|
|
|
FHLM ARM
|
|
3.464% 5/1/41#1B8304
|
|
33,951
|
|
|
35,270
|
|
|
|
FHLM ARM
|
|
3.627% 6/1/41#1B8372
|
|
60,962
|
|
|
64,208
|
|
|
|
FHLM ARM
|
|
3.283% 6/1/41
|
|
38,523
|
|
|
40,454
|
|
|
|
FHLM ARM
|
|
3.242% 9/1/41#1B8659
|
|
38,583
|
|
|
40,242
|
|
|
|
FHLMC
|
|
2.375% 1/13/22
|
|
3,645,000
|
|
|
3,695,651
|
|
|
|
FHLMC
|
|
0.75% 1/12/18
|
|
3,580,000
|
|
|
3,551,457
|
|
|
|
FHLMC
|
|
0.875% 02/22/17
|
|
876,000
|
|
|
875,386
|
|
|
|
FHLMC
|
|
0.5% 1/27/17
|
|
3,650,000
|
|
|
3,635,305
|
|
|
|
FHLMC
|
|
1.0% 12/15/17
|
|
1,938,000
|
|
|
1,932,955
|
|
|
|
FHR
|
|
192 I 9% 2/22
|
|
85,841
|
|
|
95,703
|
|
|
|
FHR
|
|
2344 ZJ 6.5% 8/31
|
|
6,613
|
|
|
7,655
|
|
|
|
FHR
|
|
2420 MZ 6.5% 2/32
|
|
584,628
|
|
|
675,606
|
|
|
|
FHR
|
|
2399 OH 6.5% 1/32
|
|
60,339
|
|
|
69,844
|
|
|
|
FHR
|
|
2425 OB 6% 3/17
|
|
9,213
|
|
|
9,402
|
|
|
|
FHR
|
|
1584 L 6.5% 9/23
|
|
87,043
|
|
|
96,603
|
|
|
|
FHR
|
|
1577 PK 6.5% 9/23
|
|
26,890
|
|
|
29,223
|
|
|
|
FHR
|
|
1617 PM 6.5% 11/23
|
|
67,266
|
|
|
74,826
|
|
|
|
FHR
|
|
1837 Z 6.5% 4/26
|
|
52,512
|
|
|
58,490
|
|
|
|
FHR
|
|
1835 D 6% 4/26
|
|
54,197
|
|
|
59,431
|
|
|
|
FHR
|
|
2068 B 10% 11/22
|
|
12,338
|
|
|
13,978
|
|
|
|
FHR
|
|
2075 PH 6.5% 8/28
|
|
52,288
|
|
|
57,786
|
|
|
|
FHR
|
|
2208 PG 7% 1/30
|
|
90,850
|
|
|
105,875
|
|
|
|
FHR
|
|
2262 Z 7.5% 10/30
|
|
45,227
|
|
|
53,722
|
|
|
|
FHR
|
|
2363 PF 6% 9/16
|
|
2,755
|
|
|
2,780
|
|
|
|
FHR
|
|
2356 GD 6% 9/16
|
|
3,318
|
|
|
3,366
|
|
|
|
FHR
|
|
2355 BP 6% 9/16
|
|
3,465
|
|
|
3,507
|
|
|
|
FHR
|
|
3728 EA 3.5% 9/20
|
|
294,491
|
|
|
295,215
|
|
|
|
FHR
|
|
3803 EN 3.5% 2/24
|
|
2,040,044
|
|
|
2,115,806
|
|
|
|
FHR
|
|
3820 DA 4% 11/35
|
|
209,855
|
|
|
218,924
|
|
|
|
FHR
|
|
2011-3844 PJ 5% 01/40
|
|
841,467
|
|
|
893,464
|
|
|
|
FHR
|
|
2011-3857 Ec 3.5% 08/39
|
|
1,887,312
|
|
|
1,974,035
|
|
|
|
FHR
|
|
2011-3893 MV 4% 04/33
|
|
609,854
|
|
|
612,717
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FHR
|
|
2012-4049 CA 3% 05/27
|
|
1,427,715
|
|
|
1,464,896
|
|
|
|
FHR
|
|
4046 LA 3% 11/2026
|
|
1,087,677
|
|
|
1,117,368
|
|
|
|
FHR
|
|
2012-4077 Km 3.5% 11/41
|
|
4,353,774
|
|
|
4,565,872
|
|
|
|
FHR
|
|
4189 Md 3.0% 06/33
|
|
1,358,334
|
|
|
1,383,037
|
|
|
|
FHR
|
|
2013-4281 BA 1.25% 11/33
|
|
558,284
|
|
|
558,403
|
|
|
|
FHR
|
|
2013-4281 Lg 4% 01/43
|
|
1,132,668
|
|
|
1,210,389
|
|
|
|
FHR
|
|
2014-4305 Ma 3% 08/38
|
|
3,917,837
|
|
|
3,993,292
|
|
|
|
FHR
|
|
2015-4472 Wl 3% 05/45
|
|
901,599
|
|
|
921,869
|
|
|
|
FHR
|
|
2015-4482 Dh 3% 06/42
|
|
3,770,929
|
|
|
3,888,614
|
|
|
|
FHR
|
|
2015-4502 Ga 3.5% 08/41
|
|
4,381,468
|
|
|
4,579,307
|
|
|
|
FHR
|
|
2010-3736 QB 4% 05/37
|
|
2,414,469
|
|
|
2,464,961
|
|
|
|
FHR
|
|
2474 NR 6.5% 7/32
|
|
46,759
|
|
|
54,201
|
|
|
|
FHR
|
|
2484 LZ 6.5% 7/32
|
|
77,297
|
|
|
89,577
|
|
|
|
FHR
|
|
2527 TB 6% 11/32
|
|
23,803
|
|
|
27,016
|
|
|
|
FHR
|
|
2558 BD 5% 1/18
|
|
548,975
|
|
|
565,323
|
|
|
|
FHR
|
|
2590 BY 5% 3/18
|
|
683,508
|
|
|
704,906
|
|
|
|
FHR
|
|
2650 QN 4.5% 1/33
|
|
36,177
|
|
|
36,952
|
|
|
|
FHR
|
|
2672 NH 0% 9/18
|
|
116,826
|
|
|
120,054
|
|
|
|
FHR
|
|
2780 JG 4.5% 4/19
|
|
2,757
|
|
|
2,823
|
|
|
|
FHR
|
|
2872 JG 4.5% 10/19
|
|
420,485
|
|
|
436,637
|
|
|
|
FHR
|
|
3397 FC 0.8613% 12/37
|
|
932,311
|
|
|
936,051
|
|
|
|
FHR
|
|
3564 JA 4% 1/18
|
|
108,084
|
|
|
110,851
|
|
|
|
FHR
|
|
2010-3747 HM 3% 07/37
|
|
2,296,232
|
|
|
2,338,498
|
|
|
|
FHR
|
|
3741 HD 3% 11/15/39
|
|
198,846
|
|
|
202,923
|
|
|
|
FHR
|
|
2012-4026 HA 3.5% 12/39
|
|
3,775,444
|
|
|
3,953,809
|
|
|
|
FHR
|
|
2010-3747 HK 2.5% 07/37
|
|
2,625,431
|
|
|
2,659,244
|
|
|
|
FHR Ser
|
|
4221 CLS GA 1.4% 7/23
|
|
749,908
|
|
|
740,446
|
|
|
|
FICO
|
|
5/11/18
|
|
440,000
|
|
|
426,306
|
|
|
|
FICO
|
|
9/26/2019
|
|
615,000
|
|
|
570,397
|
|
|
|
FICO
|
|
10/6/2017
|
|
2,035,000
|
|
|
1,994,495
|
|
|
|
FICO Prin
|
|
0% 10/06/17
|
|
332,000
|
|
|
325,392
|
|
|
|
Fidelity Natl
|
|
2.85% 10/15/18
|
|
1,095,000
|
|
|
1,098,885
|
|
|
|
Fidelity Natl
|
|
3.625% 10/15/20
|
|
1,470,000
|
|
|
1,489,788
|
|
|
|
Fifth Third Ban
|
|
2.375% 4/25/19
|
|
250,000
|
|
|
250,853
|
|
|
|
Fifth Thrd Banc
|
|
1.45% 02/28/18
|
|
2,150,000
|
|
|
2,130,637
|
|
|
|
Fitat Auto
|
|
14-3 A3 0.96% 03/19
|
|
1,370,000
|
|
|
1,365,432
|
|
|
|
FNA
|
|
2014-M9 AB2 3.055% 07/24
|
|
3,760,000
|
|
|
3,872,327
|
|
|
|
FNA
|
|
2015-M8 Ab2 2.829% Perp
|
|
3,700,000
|
|
|
3,729,452
|
|
|
|
FNMA
|
|
1.625% 1/21/20
|
|
4,820,000
|
|
|
4,811,228
|
|
|
|
FNMA
|
|
1.5% 06/22/20
|
|
3,356,000
|
|
|
3,315,547
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FNMA
|
|
1.125% 07/20/18
|
|
11,494,000
|
|
|
11,448,449
|
|
|
|
FNMA
|
|
1.125% 10/19/18
|
|
765,000
|
|
|
760,305
|
|
|
|
FNMA
|
|
1.5% 11/30/20
|
|
7,708,000
|
|
|
7,574,397
|
|
|
|
FNMA
|
|
1.125% 12/14/18
|
|
3,831,000
|
|
|
3,802,015
|
|
|
|
FNMA
|
|
1.875% 12/28/20
|
|
766,000
|
|
|
765,954
|
|
|
|
FNMA
|
|
0.875% 05/21/18
|
|
1,370,000
|
|
|
1,357,278
|
|
|
|
FNMA
|
|
1.875% 09/18/18
|
|
2,764,000
|
|
|
2,803,252
|
|
|
|
FNMA
|
|
1.625% 11/27/18
|
|
6,670,000
|
|
|
6,719,171
|
|
|
|
FNMA
|
|
1.875% 2/19/19
|
|
745,000
|
|
|
755,105
|
|
|
|
FNMA
|
|
20YR 6.50% 7/18 #251825
|
|
32,382
|
|
|
36,994
|
|
|
|
FNMA
|
|
20YR 6.50% 11/18 #252104
|
|
32,165
|
|
|
36,746
|
|
|
|
FNMA
|
|
20YR 6.50% 3/19 #252348
|
|
25,264
|
|
|
28,862
|
|
|
|
FNMA
|
|
15YR 5.50% 4/18 #254686
|
|
63,313
|
|
|
65,731
|
|
|
|
FNMA
|
|
20YR 5.50% 5/23 #254762
|
|
214,459
|
|
|
235,898
|
|
|
|
FNMA
|
|
5.50% 6/33 #254767
|
|
956,297
|
|
|
1,069,448
|
|
|
|
FNMA
|
|
20YR 6.00% 9/21 #253999
|
|
25,182
|
|
|
28,424
|
|
|
|
FNMA
|
|
6.50% 10/21 #254044
|
|
4,303
|
|
|
4,916
|
|
|
|
FNMA
|
|
15YR 7.00% 5/17 #254353
|
|
2,810
|
|
|
2,894
|
|
|
|
FNMA
|
|
20YR 6.00% 11/22 #254544
|
|
39,708
|
|
|
44,820
|
|
|
|
FNMA
|
|
20YR 5.00% 3/25 #255667
|
|
612,938
|
|
|
674,213
|
|
|
|
FNMA
|
|
15YR 4.00% 9/18 #254919
|
|
39,096
|
|
|
40,739
|
|
|
|
FNMA
|
|
15YR 4.50% 11/18 #254952
|
|
502,404
|
|
|
521,554
|
|
|
|
FNMA
|
|
15YR 4.50% 12/18 #255031
|
|
496,631
|
|
|
515,559
|
|
|
|
FNMA
|
|
5.00% 8/25 #255810
|
|
630,267
|
|
|
693,275
|
|
|
|
FNMA
|
|
6.00% 7/27 #256803
|
|
289,940
|
|
|
327,268
|
|
|
|
FNMA
|
|
20YR 6.00% 10/27 #256928
|
|
181,286
|
|
|
204,626
|
|
|
|
FNMA
|
|
20YR 6.00% 1/28 #257048
|
|
142,156
|
|
|
160,457
|
|
|
|
FNMA
|
|
6.00% 2/28 #257076
|
|
138,859
|
|
|
156,737
|
|
|
|
FNMA
|
|
5.50% 11/34 #310105
|
|
585,078
|
|
|
654,042
|
|
|
|
FNMA
|
|
7-YR 3.18% 12/17 #466897
|
|
984,015
|
|
|
983,503
|
|
|
|
FNMA
|
|
20YR 6.50% 12/21 #545419
|
|
1,588
|
|
|
1,814
|
|
|
|
FNMA
|
|
6.50% 7/32 #545759
|
|
29,000
|
|
|
33,455
|
|
|
|
FNMA
|
|
6.50% 7/32 #545762
|
|
14,520
|
|
|
16,750
|
|
|
|
FNMA
|
|
15YR 6.00% 3/18 #555390
|
|
8,314
|
|
|
8,582
|
|
|
|
FNMA
|
|
15YR 6.00% 6/16 #583745
|
|
654
|
|
|
659
|
|
|
|
FNMA
|
|
15YR 5.50% 12/16 #611007
|
|
2,406
|
|
|
2,452
|
|
|
|
FNMA
|
|
15YR 5.50% 10/16 #612660
|
|
5,445
|
|
|
5,523
|
|
|
|
FNMA
|
|
15YR 6.50% 3/17 #627139
|
|
2,970
|
|
|
3,045
|
|
|
|
FNMA
|
|
15YR 5.50% 2/17 #634197
|
|
37,197
|
|
|
37,971
|
|
|
|
FNMA
|
|
15YR 7.00% 5/17 #638774
|
|
20,991
|
|
|
21,662
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FNMA
|
|
20YR 4.50% 5/26 #AH0473
|
|
49,385
|
|
|
53,470
|
|
|
|
FNMA
|
|
15Yr 3.5% 07/26#Ai7819
|
|
69,237
|
|
|
72,707
|
|
|
|
FNMA
|
|
15YR 5.50% 9/23 #AL0229
|
|
380,677
|
|
|
408,053
|
|
|
|
FNMA
|
|
15YR 5.50% 5/21 #AL0230
|
|
409,695
|
|
|
431,502
|
|
|
|
FNMA
|
|
5.50% 1/38 #AL0662
|
|
343,939
|
|
|
384,518
|
|
|
|
FNMA
|
|
15YR 3.50% 5/27 #AL1741
|
|
331,221
|
|
|
348,132
|
|
|
|
FNMA
|
|
15YR 3.50% 3/27 #AL1746
|
|
764,085
|
|
|
805,723
|
|
|
|
FNMA
|
|
15YR 3.50% 5/27 #AL1751
|
|
176,698
|
|
|
185,692
|
|
|
|
FNMA
|
|
15YR 3.50% 1/26 #AL1168
|
|
171,432
|
|
|
180,507
|
|
|
|
FNMA
|
|
20YR 6.00% #AL1318
|
|
568,859
|
|
|
642,096
|
|
|
|
FNMA
|
|
20YR 5.5% 12/33 #AL4500
|
|
296,526
|
|
|
330,066
|
|
|
|
FNMA
|
|
15Yr 3.5% 09/29#Al5878
|
|
689,792
|
|
|
727,813
|
|
|
|
FNMA
|
|
15Yr 3.5% 10/29#Al5851
|
|
265,253
|
|
|
279,874
|
|
|
|
FNMA
|
|
15Yr 3.5% 01/27 #Ax1909
|
|
313,827
|
|
|
329,801
|
|
|
|
FNMA
|
|
15YR 6.00% 5/17 #644987
|
|
10,697
|
|
|
10,983
|
|
|
|
FNMA
|
|
6.00% 4/25 #660719
|
|
88,108
|
|
|
94,603
|
|
|
|
FNMA
|
|
15YR 5.00% 3/18 #667792
|
|
20,458
|
|
|
21,150
|
|
|
|
FNMA
|
|
15YR 6.00% 11/17 #668811
|
|
5,032
|
|
|
5,194
|
|
|
|
FNMA
|
|
15YR 5.50% 11/17 #670452
|
|
35,111
|
|
|
36,250
|
|
|
|
FNMA
|
|
15YR 5.50% 1/18 #680143
|
|
3,987
|
|
|
4,128
|
|
|
|
FNMA
|
|
15YR 5.50% 2/18 #681383
|
|
28,819
|
|
|
29,711
|
|
|
|
FNMA
|
|
15YR 4.00% 9/18 #682450
|
|
8,064
|
|
|
8,403
|
|
|
|
FNMA
|
|
8.00% 6/27 #695533
|
|
11,296
|
|
|
13,393
|
|
|
|
FNMA
|
|
6.00% 3/33 #695584
|
|
15,252
|
|
|
17,294
|
|
|
|
FNMA
|
|
15YR 4.50% 5/18 #697602
|
|
38,116
|
|
|
39,462
|
|
|
|
FNMA
|
|
15YR 5.00% 5/18 #707298
|
|
295,291
|
|
|
305,974
|
|
|
|
FNMA
|
|
15YR 5.00% 6/18 #709848
|
|
32,650
|
|
|
33,865
|
|
|
|
FNMA
|
|
15YR 5.00% 6/18 #709877
|
|
26,995
|
|
|
27,970
|
|
|
|
FNMA
|
|
15YR 4.50% 6/18 #710238
|
|
19,179
|
|
|
19,856
|
|
|
|
FNMA
|
|
15YR 4.50% 7/18 #720393
|
|
42,522
|
|
|
44,023
|
|
|
|
FNMA
|
|
15YR 4.50% 5/19 #725445
|
|
18,726
|
|
|
19,509
|
|
|
|
FNMA
|
|
15YR 4.50% 4/19 #725352
|
|
151,208
|
|
|
157,532
|
|
|
|
FNMA
|
|
15YR 5.50% 4/19 #725528
|
|
41,820
|
|
|
43,634
|
|
|
|
FNMA
|
|
15YR 5.50% 9/19 #725793
|
|
8,554
|
|
|
8,958
|
|
|
|
FNMA
|
|
15YR 5.50% 9/19 #725796
|
|
12,809
|
|
|
13,492
|
|
|
|
FNMA
|
|
15YR 4.00% 7/18 #726128
|
|
16,792
|
|
|
17,498
|
|
|
|
FNMA
|
|
15YR 4.50% 8/18 #727466
|
|
24,949
|
|
|
25,830
|
|
|
|
FNMA
|
|
15YR 4.50% 8/18 #733772
|
|
77,648
|
|
|
80,531
|
|
|
|
FNMA
|
|
15YR 4.50% 12/19 #735290
|
|
34,984
|
|
|
36,508
|
|
|
|
FNMA
|
|
6.50% 11/22 #735137
|
|
98,336
|
|
|
112,342
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FNMA
|
|
6.50% 12/32 #735415
|
|
14,652
|
|
|
16,895
|
|
|
|
FNMA
|
|
15YR 5.50% 3/20 #735521
|
|
16,764
|
|
|
17,573
|
|
|
|
FNMA
|
|
15YR 4.00% 12/18 #735522
|
|
135,238
|
|
|
140,921
|
|
|
|
FNMA
|
|
15YR 4.50% 10/20 #735926
|
|
7,705
|
|
|
8,110
|
|
|
|
FNMA
|
|
15YR 5.00% 11/18 #740462
|
|
24,163
|
|
|
25,163
|
|
|
|
FNMA
|
|
15YR 4.50% 3/19 #742078
|
|
84,475
|
|
|
88,081
|
|
|
|
FNMA
|
|
6.50% 7/35 #745092
|
|
15,817
|
|
|
18,297
|
|
|
|
FNMA
|
|
15YR 5.00% 11/18 #749596
|
|
77,891
|
|
|
81,196
|
|
|
|
FNMA
|
|
6.00% 9/33 #752786
|
|
24,201
|
|
|
26,697
|
|
|
|
FNMA
|
|
15YR 4.50% 3/19 #758528
|
|
83,749
|
|
|
87,182
|
|
|
|
FNMA
|
|
15YR 5.00% 4/19 #761326
|
|
52,191
|
|
|
54,553
|
|
|
|
FNMA
|
|
15YR 4.00% 6/19 #773153
|
|
44,734
|
|
|
46,613
|
|
|
|
FNMA
|
|
15YR 4.00% 7/19 #773445
|
|
92,491
|
|
|
96,378
|
|
|
|
FNMA
|
|
15YR 4.50% 4/19 #774267
|
|
26,657
|
|
|
27,818
|
|
|
|
FNMA
|
|
15YR 4.50% 5/19 #780233
|
|
144,498
|
|
|
150,666
|
|
|
|
FNMA
|
|
15YR 4.50% 7/19 #788390
|
|
4,836
|
|
|
5,051
|
|
|
|
FNMA
|
|
15YR 5.50% 10/19 #795064
|
|
14,489
|
|
|
15,290
|
|
|
|
FNMA
|
|
15YR 4.50% 10/19 #796680
|
|
141,865
|
|
|
148,735
|
|
|
|
FNMA
|
|
15YR 5.00% 12/19 #803919
|
|
119,035
|
|
|
125,300
|
|
|
|
FNMA
|
|
15YR 4.50% 2/20 #809744
|
|
3,843
|
|
|
4,035
|
|
|
|
FNMA
|
|
15YR 4.50% 11/20 #813915
|
|
6,799
|
|
|
7,166
|
|
|
|
FNMA
|
|
15YR 4.50% 10/20 #836381
|
|
22,841
|
|
|
24,057
|
|
|
|
FNMA
|
|
15YR 4.50% 7/21 #845515
|
|
4,836
|
|
|
5,129
|
|
|
|
FNMA
|
|
15YR 4.50% 1/21 #852735
|
|
1,017
|
|
|
1,073
|
|
|
|
FNMA
|
|
20YRS 6.00% 4/27 #888281
|
|
183,277
|
|
|
206,873
|
|
|
|
FNMA
|
|
6.50% 8/36 #888034
|
|
21,085
|
|
|
24,307
|
|
|
|
FNMA
|
|
15YR 5.00% 12/21 #888436
|
|
314,829
|
|
|
330,670
|
|
|
|
FNMA
|
|
4.50% 6/37 #888485
|
|
198,372
|
|
|
215,400
|
|
|
|
FNMA
|
|
6.50% 8/36 #888544
|
|
79,085
|
|
|
91,304
|
|
|
|
FNMA
|
|
15YR 5.00% 12/18 #888681
|
|
161,937
|
|
|
167,786
|
|
|
|
FNMA
|
|
15YR 4.50% 12/18 #888889
|
|
181,731
|
|
|
188,147
|
|
|
|
FNMA
|
|
7.50% 11/37 #888892
|
|
192,521
|
|
|
226,013
|
|
|
|
FNMA
|
|
15YR 6.50% 1/23 #889111
|
|
304,751
|
|
|
334,993
|
|
|
|
FNMA
|
|
15YR 4.50% 3/21 #890081
|
|
260,842
|
|
|
271,749
|
|
|
|
FNMA
|
|
15YR 4.50% 11/19 #889395
|
|
2,411
|
|
|
2,514
|
|
|
|
FNMA
|
|
15YR 6.00% 2/23 #889634
|
|
436,765
|
|
|
473,295
|
|
|
|
FNMA
|
|
5.50% 2/37 #904918
|
|
136,303
|
|
|
151,124
|
|
|
|
FNMA
|
|
7.00% 12/36 #907742
|
|
31,655
|
|
|
34,946
|
|
|
|
FNMA
|
|
20 YR 5.50% 1/24 #925847
|
|
367,268
|
|
|
408,809
|
|
|
|
FNMA
|
|
20YR 6% 11/27#928866
|
|
285,551
|
|
|
322,314
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FNMA
|
|
15YR 4.50% 7/21 #932885
|
|
196,282
|
|
|
206,075
|
|
|
|
FNMA
|
|
15YR 6.00% 6/22 #944357
|
|
148,080
|
|
|
160,874
|
|
|
|
FNMA
|
|
20YR 5.50% 7/27 #986156
|
|
377,550
|
|
|
420,254
|
|
|
|
FNMA
|
|
7.50% 11/38 #995504
|
|
133,313
|
|
|
156,560
|
|
|
|
FNMA
|
|
15YR 4.50% 12/20 #995320
|
|
669,491
|
|
|
702,391
|
|
|
|
FNMA
|
|
15YR 5.00% 12/20 #995324
|
|
451,250
|
|
|
475,307
|
|
|
|
FNMA
|
|
15YR 6.00% 1/24 #995425
|
|
270,556
|
|
|
294,658
|
|
|
|
FNMA
|
|
15YR 4.50% 12/20 #995465
|
|
112,077
|
|
|
117,971
|
|
|
|
FNMA
|
|
15YR 6.50% 2/24 #995658
|
|
80,035
|
|
|
88,487
|
|
|
|
FNMA
|
|
8.00% 11/37 #995783
|
|
19,460
|
|
|
21,972
|
|
|
|
FNMA
|
|
20 YR 5.00% 1/25 #995884
|
|
182,211
|
|
|
200,426
|
|
|
|
FNMA
|
|
10YR 2.5% 10/22#AB6544
|
|
171,787
|
|
|
174,916
|
|
|
|
FNMA
|
|
10YR 2.5% 10/22#AB6730
|
|
129,774
|
|
|
132,138
|
|
|
|
FNMA
|
|
10YR 2.5% 05/23 #MA1431
|
|
374,973
|
|
|
381,803
|
|
|
|
FNMA
|
|
20YR 5% 8/26 #AD0787
|
|
593,078
|
|
|
652,368
|
|
|
|
FNMA
|
|
10YR 6.50% 12/37 #AD0070
|
|
165,552
|
|
|
187,743
|
|
|
|
FNMA
|
|
6.50% 9/28 #AD0329
|
|
150,655
|
|
|
169,905
|
|
|
|
FNMA
|
|
6.50% 12/35 #AD0723
|
|
88,461
|
|
|
101,991
|
|
|
|
FNMA
|
|
20YR 5.50% 4/29 #AD0912
|
|
185,763
|
|
|
206,774
|
|
|
|
FNMA
|
|
15YR 5.50% 3/24 #AE0467
|
|
93,977
|
|
|
101,436
|
|
|
|
FNMA
|
|
15YR 6.00% 3/24 #AE0745
|
|
194,749
|
|
|
210,901
|
|
|
|
FNMA
|
|
6.50% 8/36 #AE0746
|
|
66,440
|
|
|
76,668
|
|
|
|
FNMA Arm
|
|
2.69% 9/41 #AH5260
|
|
215,295
|
|
|
228,483
|
|
|
|
FNMA Arm
|
|
3.228% 7/41#AI3469
|
|
52,434
|
|
|
55,046
|
|
|
|
FNMA Arm
|
|
3.01% 8/41 #AI4358
|
|
37,545
|
|
|
39,372
|
|
|
|
FNMA Arm
|
|
3.545% 07/41#AI6050
|
|
64,016
|
|
|
67,303
|
|
|
|
FNMA Arm
|
|
3.365% 10/41#AI6819
|
|
29,151
|
|
|
30,377
|
|
|
|
FNMA Arm
|
|
3.37% 9/41 #AI8935
|
|
60,396
|
|
|
64,095
|
|
|
|
FNMA Arm
|
|
09/41#AI9813
|
|
36,792
|
|
|
38,338
|
|
|
|
FNMA Arm
|
|
10/41#AJ3399
|
|
20,022
|
|
|
20,830
|
|
|
|
FNMA Arm
|
|
06/42#AO2244
|
|
53,754
|
|
|
55,060
|
|
|
|
FNMA Arm
|
|
11/40#AE6806
|
|
31,967
|
|
|
33,232
|
|
|
|
FNR
|
|
1992-205 Z 7% 11/22
|
|
83,948
|
|
|
93,218
|
|
|
|
FNR
|
|
G93-3 K 7% 2/23
|
|
36,799
|
|
|
40,675
|
|
|
|
FNR
|
|
1994-40 Z 6.5% 3/24
|
|
201,200
|
|
|
219,120
|
|
|
|
FNR
|
|
1997-46 PL 6% 7/27
|
|
280,682
|
|
|
307,905
|
|
|
|
FNR
|
|
2001-7 PF 7% 3/31
|
|
5,046
|
|
|
5,881
|
|
|
|
FNR
|
|
2012-94 E 3% 6/22
|
|
460,549
|
|
|
470,807
|
|
|
|
FNR
|
|
2013-16 GP 3% 03/33
|
|
1,150,855
|
|
|
1,184,966
|
|
|
|
FNR
|
|
2013-72 KE 3.5% 02/43
|
|
2,008,602
|
|
|
2,106,799
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
FNR
|
|
2013-130 Cg 4% 06/43
|
|
1,485,704
|
|
|
1,589,600
|
|
|
|
FNR
|
|
2014-64 Nk 3% 12/37
|
|
4,302,872
|
|
|
4,378,639
|
|
|
|
FNR
|
|
2014-83 P 3% 06/43
|
|
879,595
|
|
|
906,941
|
|
|
|
FNR
|
|
2015-28 P 2.5% 5/45
|
|
2,073,719
|
|
|
2,085,077
|
|
|
|
FNR
|
|
2015-28 Je 3% 05/45
|
|
1,564,493
|
|
|
1,601,357
|
|
|
|
FNR
|
|
2015-42 Le 3% 06/45
|
|
1,293,733
|
|
|
1,315,576
|
|
|
|
FNR
|
|
2001-44 PD 7% 9/31
|
|
11,169
|
|
|
13,010
|
|
|
|
FNR
|
|
2001-71 MB 6% 12/16
|
|
11,630
|
|
|
11,804
|
|
|
|
FNR
|
|
02-58 HC 5.5% 9/17
|
|
13,524
|
|
|
13,752
|
|
|
|
FNR
|
|
2003-32 UN 4% 1/33
|
|
1,044,494
|
|
|
1,059,464
|
|
|
|
FNR
|
|
03-66 PA 3.5% 2/33
|
|
309,099
|
|
|
315,577
|
|
|
|
FNR
|
|
2003-57 NK 5% 6/18
|
|
11,075
|
|
|
11,450
|
|
|
|
FNR
|
|
2004-2 QL 4% 2/19
|
|
736,422
|
|
|
757,488
|
|
|
|
FNR
|
|
2004-82 HJ 5.5% 9/32
|
|
294,132
|
|
|
297,718
|
|
|
|
FNR
|
|
2004-91 AR 5.50% 4/33
|
|
1,555,994
|
|
|
1,608,914
|
|
|
|
FNR
|
|
2006-41 MC 5.5% 7/35
|
|
69,050
|
|
|
70,739
|
|
|
|
FNR
|
|
2006-90 BE 6% 4/35
|
|
117,907
|
|
|
119,180
|
|
|
|
FNR
|
|
2007-114 A6 1ML+20 10/37
|
|
332,633
|
|
|
330,862
|
|
|
|
FNR
|
|
2007-77 MH 6% 12/36
|
|
79,857
|
|
|
84,561
|
|
|
|
FNR
|
|
2008-29 CA 4.5% 9/35
|
|
876,176
|
|
|
894,883
|
|
|
|
FNR
|
|
2009-10 AB 3/24
|
|
60,329
|
|
|
63,582
|
|
|
|
FNR
|
|
2011-5 PA 4% 10/25
|
|
45,795
|
|
|
46,916
|
|
|
|
FNR
|
|
2010-31 AP 4.5% 02/40
|
|
1,028,362
|
|
|
1,065,899
|
|
|
|
FNR
|
|
2010-104 Pg 2.5% 11/39
|
|
3,434,103
|
|
|
3,452,254
|
|
|
|
FNW
|
|
2003-W4 2A 6.5% 10/42
|
|
13,612
|
|
|
15,204
|
|
|
|
FNW
|
|
2004-W1 1A6 5.04% 11/43
|
|
119,764
|
|
|
120,989
|
|
|
|
Ford Mtr Cr
|
|
2.875% 10/01/18
|
|
1,500,000
|
|
|
1,502,565
|
|
|
|
Ford Mtr Cr Llc
|
|
4.25% 9/20/22
|
|
1,475,000
|
|
|
1,509,102
|
|
|
|
Ford Mtr Cr Llc
|
|
2.375% 1/16/18
|
|
1,680,000
|
|
|
1,676,170
|
|
|
|
Ford Mtr Credit
|
|
4.134% 8/04/25
|
|
1,875,000
|
|
|
1,869,302
|
|
|
|
Fordo
|
|
2015-C A3 1.41% 02/20
|
|
553,000
|
|
|
550,498
|
|
|
|
Forest Labs
|
|
4.875% 2/15/21 144A
|
|
840,000
|
|
|
909,554
|
|
|
|
FSPC
|
|
T-54 2A 6% 2/43
|
|
93,290
|
|
|
105,432
|
|
|
|
FSPC
|
|
T-54 3A 7% 2/43
|
|
43,351
|
|
|
49,946
|
|
|
|
Ge Cap Intl
|
|
0.964% 4/16 144A
|
|
1,031,000
|
|
|
1,031,465
|
|
|
|
Ge Cap Intl
|
|
2.342% 11/20 144A
|
|
1,676,000
|
|
|
1,663,720
|
|
|
|
Ge Cap Intl
|
|
3.373% 11/25 144A
|
|
1,687,000
|
|
|
1,717,810
|
|
|
|
Gecap
|
|
5.3% 2/11/21
|
|
470,000
|
|
|
530,200
|
|
|
|
GECMC
|
|
2006-C1 A1A CSTR 3/44
|
|
73,072
|
|
|
73,033
|
|
|
|
General Elec Cap
|
|
4.625% 1/7/21
|
|
112,000
|
|
|
123,022
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
General Elec Cap
|
|
4.65% 10/17/21
|
|
160,000
|
|
|
176,921
|
|
|
|
General Elec Cap
|
|
2.3% 4/27/17
|
|
160,000
|
|
|
161,970
|
|
|
|
General Elec Cap
|
|
3.1% 1/9/23
|
|
649,000
|
|
|
658,741
|
|
|
|
General Elec Cap
|
|
2.2% 01/09/20
|
|
224,000
|
|
|
224,638
|
|
|
|
General Elec Co
|
|
3.375% 3/11/24
|
|
786,000
|
|
|
813,534
|
|
|
|
Gilead Sciences
|
|
3.05% 12/01/16
|
|
2,250,000
|
|
|
2,288,025
|
|
|
|
Glencore Fd
|
|
2.875% 4/20 144A
|
|
1,085,000
|
|
|
846,300
|
|
|
|
Gmalt
|
|
2015-2 A3 1.68% 12/18
|
|
559,000
|
|
|
555,778
|
|
|
|
Gmalt
|
|
2015-1 A3 1.53% 09/18
|
|
659,000
|
|
|
656,482
|
|
|
|
GNII II
|
|
6.50% 9/29 #002808
|
|
253,260
|
|
|
290,989
|
|
|
|
GNII II
|
|
5.50% 7/38 #004187
|
|
27,166
|
|
|
29,098
|
|
|
|
GNII II
|
|
6.00% 11/38 #004285
|
|
59,036
|
|
|
64,787
|
|
|
|
GNMA
|
|
15YR 6.50% 5/17 #569432
|
|
21,552
|
|
|
22,148
|
|
|
|
GNMA
|
|
20YR 6.50% 4/23 #593677
|
|
17,847
|
|
|
19,782
|
|
|
|
GNMA
|
|
7.00% 8/28 #416611
|
|
27,287
|
|
|
31,677
|
|
|
|
GNMA
|
|
7.00% 8/28 #458917
|
|
6,319
|
|
|
7,317
|
|
|
|
GNMA
|
|
7.00% 7/28 #462643
|
|
90,022
|
|
|
104,970
|
|
|
|
GNMA
|
|
7.00% 2/28 #462548
|
|
1,822
|
|
|
2,088
|
|
|
|
GNMA
|
|
7.00% 10/28 #481353
|
|
88,587
|
|
|
103,713
|
|
|
|
GNMA
|
|
4.50% 3/41 #738108
|
|
2,132,024
|
|
|
2,329,019
|
|
|
|
GNMA
|
|
6.50% 1/23 #530795
|
|
116,797
|
|
|
129,456
|
|
|
|
GNMA
|
|
7.00% 5/32 #552576
|
|
14,788
|
|
|
17,359
|
|
|
|
GNMA
|
|
8.00% 11/29 #186997
|
|
3,641
|
|
|
4,300
|
|
|
|
GNMA
|
|
15YR 4.50% 12/18 #781681
|
|
151,244
|
|
|
156,177
|
|
|
|
GNMA
|
|
30YR 5.5% 11/35#783799
|
|
249,119
|
|
|
279,716
|
|
|
|
GNMA
|
|
30YR 5.5% 06/35#783800
|
|
120,590
|
|
|
135,609
|
|
|
|
GNMA
|
|
15YR 6.50% 6/20 #641437
|
|
30,014
|
|
|
32,387
|
|
|
|
GNR
|
|
2009-65 GL 4.5% 05/38
|
|
634,006
|
|
|
658,060
|
|
|
|
GNR
|
|
2002-33 ZD 6% 5/32
|
|
542,385
|
|
|
615,824
|
|
|
|
GNR
|
|
2008-47 PC 5% 11/16/37
|
|
1,659,995
|
|
|
1,760,826
|
|
|
|
GNR
|
|
2009-79 PC 4.5% 08/36
|
|
1,879,915
|
|
|
1,924,282
|
|
|
|
GNR
|
|
2009-127 PL 4.25% 10/38
|
|
704,301
|
|
|
734,760
|
|
|
|
GNR
|
|
2010-47 CN 4.5% 8/38
|
|
487,438
|
|
|
505,462
|
|
|
|
GNR
|
|
2010-61 HD 3.5% 11/38
|
|
4,087,615
|
|
|
4,207,604
|
|
|
|
GNR
|
|
2010-73 CB 4.40% 8/35
|
|
1,348,311
|
|
|
1,405,946
|
|
|
|
GNR
|
|
2010-73 GA 4.5% 9/36
|
|
1,443,886
|
|
|
1,519,328
|
|
|
|
GNR
|
|
2010-68 LA 4.5% 3/38
|
|
1,306,900
|
|
|
1,357,288
|
|
|
|
GNR
|
|
2010-98 Ch 3% 10/39
|
|
987,144
|
|
|
1,010,221
|
|
|
|
GNR
|
|
2010-162 PQ 4.5% 06/39
|
|
478,501
|
|
|
503,554
|
|
|
|
GNR
|
|
2011-66 NJ 3% 11/38
|
|
641,824
|
|
|
652,355
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
GNR
|
|
13-41 PA 2.5% 04/40
|
|
445,556
|
|
|
453,608
|
|
|
|
GNR
|
|
2013-106 Pa 4% 02/43
|
|
3,450,464
|
|
|
3,669,489
|
|
|
|
GNR
|
|
2000-9 ZJ 8.5% 2/30
|
|
88,488
|
|
|
103,839
|
|
|
|
Goldman Sach Frn
|
|
3ML+110 11/18
|
|
170,000
|
|
|
170,690
|
|
|
|
Goldman Sach Grp
|
|
3.85% 07/08/24
|
|
740,000
|
|
|
755,536
|
|
|
|
Goldman Sachs
|
|
5.625% 1/15/17
|
|
1,200,000
|
|
|
1,246,394
|
|
|
|
Goldman Sachs
|
|
5.95% 1/18/18
|
|
665,000
|
|
|
716,172
|
|
|
|
Goldman Sachs Glb
|
|
7.5% 2/15/19
|
|
163,000
|
|
|
186,540
|
|
|
|
Goldman sachs gp
|
|
5.75% 1/24/22
|
|
1,580,000
|
|
|
1,796,962
|
|
|
|
Goldman sachs gp
|
|
2.625% 1/19
|
|
1,060,000
|
|
|
1,067,725
|
|
|
|
Gsinc
|
|
5.25% 7/27/21
|
|
2,420,000
|
|
|
2,676,898
|
|
|
|
Gsinc
|
|
2.375% 1/22/18
|
|
495,000
|
|
|
499,310
|
|
|
|
GSMS
|
|
2013-GC10 A1 0.696% 2/46
|
|
1,818
|
|
|
1,817
|
|
|
|
GSMS
|
|
2013-GC10 A2 1.84% 2/46
|
|
170,000
|
|
|
170,021
|
|
|
|
GSMS
|
|
2013-GC12 A1 VAR 06/46
|
|
184,081
|
|
|
182,174
|
|
|
|
GSMS
|
|
2006-GG8 A4 CSTR 11/39
|
|
6,379,773
|
|
|
6,368,799
|
|
|
|
GSMS
|
|
2006-GG8 A1A 5.547% 11/39
|
|
389,328
|
|
|
395,118
|
|
|
|
GSMS
|
|
15-Gc32 A3 3.498% 7/48
|
|
4,300,000
|
|
|
4,332,104
|
|
|
|
Halliburton Co
|
|
2.7% 11/15/20
|
|
769,000
|
|
|
760,431
|
|
|
|
Harley David
|
|
2.7% 3/15/17 144A
|
|
350,000
|
|
|
354,655
|
|
|
|
Harot
|
|
2013-3 A3 0.77% 05/17
|
|
923,538
|
|
|
923,212
|
|
|
|
Harot
|
|
2015-4 A3 1.23% 09/23/19
|
|
503,000
|
|
|
498,873
|
|
|
|
Hart
|
|
2013-C A3 1.01% 02/18
|
|
2,048,271
|
|
|
2,047,942
|
|
|
|
Hart
|
|
2015-B A3 1.12% 11/19
|
|
2,995,000
|
|
|
2,971,957
|
|
|
|
Hart
|
|
2015-C A3 1.46% 02/20
|
|
545,000
|
|
|
542,826
|
|
|
|
HCP Inc
|
|
6.7% 1/30/18
|
|
250,000
|
|
|
271,889
|
|
|
|
HCP Inc
|
|
4.0% 12/01/22
|
|
1,200,000
|
|
|
1,194,508
|
|
|
|
Heinz(Hj)Co
|
|
3.95% 7/15/25 144A
|
|
3,180,000
|
|
|
3,210,786
|
|
|
|
Hewlett Pack
|
|
2.45%10/5/17 144A
|
|
2,610,000
|
|
|
2,607,915
|
|
|
|
Hewlett Pack
|
|
2.85% 10/5/18 144A
|
|
890,000
|
|
|
889,676
|
|
|
|
HSBC
|
|
1.5% 05/15/18 144A
|
|
930,000
|
|
|
919,841
|
|
|
|
HSBC Bank
|
|
3ML+64 5/18 144A
|
|
2,140,000
|
|
|
2,131,774
|
|
|
|
HSBC Hldngs Plc
|
|
4.875% 1/22
|
|
675,000
|
|
|
740,487
|
|
|
|
HSBC Holdings Plc
|
|
5.1% 4/05/21
|
|
360,000
|
|
|
400,248
|
|
|
|
HSBC USA Inc
|
|
2.625% 09/24/18
|
|
1,848,000
|
|
|
1,874,887
|
|
|
|
HSBC USA Inc
|
|
2.25% 06/23/19
|
|
659,000
|
|
|
656,153
|
|
|
|
Huntington Banc
|
|
2.6% 8/02/18
|
|
1,225,000
|
|
|
1,226,552
|
|
|
|
Hyundai Cap Am
|
|
2.6% 3/20 144A
|
|
380,000
|
|
|
373,383
|
|
|
|
Hyundai Cap Ame
|
|
2.55% 2/19 144A
|
|
890,000
|
|
|
883,214
|
|
|
|
Ibrd
|
|
1% 06/15/18
|
|
605,000
|
|
|
599,724
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
IL Sales Tax
|
|
1.56% 06/15/17
|
|
2,150,000
|
|
|
2,153,053
|
|
|
|
Imperial Tbcco
|
|
3.75% 7/22 144A
|
|
1,400,000
|
|
|
1,405,764
|
|
|
|
Ingsll-Rand Glb
|
|
2.875% 1/15/19
|
|
160,000
|
|
|
161,638
|
|
|
|
Intercont Exch
|
|
2.5% 10/15/18
|
|
318,000
|
|
|
320,826
|
|
|
|
Intercont Exch
|
|
2.75% 12/01/20
|
|
133,000
|
|
|
133,022
|
|
|
|
Intesa Sanpaolo Spa
|
|
3.12% 1/16
|
|
950,000
|
|
|
950,474
|
|
|
|
Intl Paper Co
|
|
4.75% 2/15/22
|
|
1,855,000
|
|
|
1,981,689
|
|
|
|
Jefferies Grp
|
|
6.875% 4/15/21
|
|
985,000
|
|
|
1,102,392
|
|
|
|
John Deere Cap
|
|
2.25% 6/07/16
|
|
2,850,000
|
|
|
2,865,818
|
|
|
|
John Deere Cap
|
|
3.9% 7/12/21
|
|
500,000
|
|
|
529,896
|
|
|
|
JPM T
|
|
13-C16 A2 3.07% 12/46
|
|
3,500,000
|
|
|
3,570,632
|
|
|
|
JPMBB
|
|
15-C32 A4 3.3293% 11/48
|
|
3,000,000
|
|
|
2,968,648
|
|
|
|
JPMBB
|
|
15-C27 A3A1 2.9202% 2/48
|
|
4,500,000
|
|
|
4,363,842
|
|
|
|
JPMBB
|
|
15-C29 A2 2.8596% 05/48
|
|
379,000
|
|
|
384,628
|
|
|
|
JPMC Co
|
|
4.25% 10/15/20
|
|
2,050,000
|
|
|
2,175,671
|
|
|
|
JPMC Co
|
|
4.625% 5/10/21
|
|
1,400,000
|
|
|
1,512,994
|
|
|
|
JPMC Co
|
|
2.35% 01/28/19
|
|
820,000
|
|
|
823,493
|
|
|
|
JPMC Co
|
|
3.625% 05/13/24
|
|
1,340,000
|
|
|
1,360,844
|
|
|
|
JPMC Co
|
|
2.55% 10/29/20
|
|
400,000
|
|
|
396,439
|
|
|
|
JPMC Co
|
|
2.2% 10/22/19
|
|
2,285,000
|
|
|
2,267,451
|
|
|
|
JPMCC
|
|
2015-Jp1 A2 3.1438% 1/49
|
|
423,000
|
|
|
433,860
|
|
|
|
JPMCC
|
|
2006-LDP7 A1A CSTR 4/45
|
|
465,822
|
|
|
467,314
|
|
|
|
JPMCC
|
|
2006-LDP7 A4 CSTR 4/45
|
|
796,877
|
|
|
804,520
|
|
|
|
JPMCC
|
|
2006-Cb16 A4 5.552% 5/45
|
|
100,341
|
|
|
101,518
|
|
|
|
JPMCC
|
|
2006-CB16 A1A 5.546% 5/45
|
|
1,402,219
|
|
|
1,419,023
|
|
|
|
JPMCC
|
|
2013-C10 0.7302% 12/15/47
|
|
116,356
|
|
|
115,462
|
|
|
|
JPMorgan Chase
|
|
4.95% 3/25/20
|
|
650,000
|
|
|
705,058
|
|
|
|
JPMorgan Chase
|
|
3.2% 1/25/23
|
|
1,000,000
|
|
|
997,283
|
|
|
|
Jpmorgan Chase &Co
|
|
2.25%1/23/20
|
|
580,000
|
|
|
570,812
|
|
|
|
Key Bank Na
|
|
2.5% 12/15/19
|
|
307,000
|
|
|
307,541
|
|
|
|
Keybank Natl
|
|
1.65% 2/1/18
|
|
1,100,000
|
|
|
1,096,322
|
|
|
|
Keycorp Mtn
|
|
5.1% 3/24/21
|
|
435,000
|
|
|
475,559
|
|
|
|
Kfw (Ungtd)
|
|
2.75% 10/01/20
|
|
2,755,000
|
|
|
2,849,199
|
|
|
|
Kinder Morgan
|
|
5% 02/15/21 144A
|
|
765,000
|
|
|
727,126
|
|
|
|
Kinder Morgan En
|
|
2.65% 2/1/19
|
|
207,000
|
|
|
191,389
|
|
|
|
Kinder Morgan Ic
|
|
3.05% 12/1/19
|
|
643,000
|
|
|
595,319
|
|
|
|
Kinder Mrgn Inc
|
|
2% 12/01/17
|
|
146,000
|
|
|
140,667
|
|
|
|
Kraft Foods
|
|
5.375% 02/20 WI
|
|
523,000
|
|
|
572,706
|
|
|
|
Kraft Foods Grp
|
|
3.5% 6/22 WI
|
|
980,000
|
|
|
991,047
|
|
|
|
Kroger Co
|
|
2.3% 1/15/19
|
|
350,000
|
|
|
350,965
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Kroger Co
|
|
3.3% 01/15/21
|
|
215,000
|
|
|
218,367
|
|
|
|
Laboratory Corp
|
|
3.2% 2/01/22
|
|
150,000
|
|
|
147,270
|
|
|
|
LBUBS
|
|
2006-C6 A4 5.372% 9/39
|
|
4,192,216
|
|
|
4,252,939
|
|
|
|
LBUBS
|
|
2006-C6 A1A CSTR 9/39
|
|
754,843
|
|
|
767,269
|
|
|
|
LBUBS
|
|
2006-C7 A3 5.347% 11/38
|
|
5,131,000
|
|
|
5,226,691
|
|
|
|
LBUBS
|
|
2007-C7 A3 5.886% 9/45
|
|
355,737
|
|
|
373,331
|
|
|
|
LG&E & Ku Energ
|
|
3.75% 11/20
|
|
1,250,000
|
|
|
1,291,199
|
|
|
|
Liberty Mutual
|
|
5% 6/1/21 144A
|
|
390,000
|
|
|
417,246
|
|
|
|
Liberty Mutual
|
|
4.95% 5/22 144A
|
|
930,000
|
|
|
985,795
|
|
|
|
Lincoln Nationa
|
|
4.2% 3/15/22
|
|
515,000
|
|
|
538,505
|
|
|
|
Lincoln National
|
|
6.25% 2/15/20
|
|
1,350,000
|
|
|
1,516,994
|
|
|
|
Lloyds Bank Plc
|
|
1.75% 03/16/18
|
|
1,890,000
|
|
|
1,885,181
|
|
|
|
Lloyds Bank Plc
|
|
1.75% 05/14/18
|
|
1,965,000
|
|
|
1,961,092
|
|
|
|
Lyondellbas Inds
|
|
5% 4/15/19
|
|
2,000,000
|
|
|
2,127,544
|
|
|
|
Mack Cali Rlty Lp
|
|
2.5% 12/15/17
|
|
400,000
|
|
|
399,865
|
|
|
|
Macys Retail
|
|
3.875% 1/15/22
|
|
270,000
|
|
|
265,972
|
|
|
|
Manitoba (Prov)
|
|
1.125% 6/1/18
|
|
730,000
|
|
|
722,328
|
|
|
|
Manu&Trd Nt Prg 2.3% 1/30/19
|
|
2.3% 1/30/19
|
|
450,000
|
|
|
450,999
|
|
|
|
Manufctrs & Trdr
|
|
2.1% 02/06/20
|
|
600,000
|
|
|
589,598
|
|
|
|
Marathon Oil Corp
|
|
2.7% 6/01/20
|
|
540,000
|
|
|
476,285
|
|
|
|
Markel Corp
|
|
7.125% 9/30/19
|
|
1,300,000
|
|
|
1,492,691
|
|
|
|
Marriott Intl
|
|
3% 3/01/19
|
|
2,440,000
|
|
|
2,473,538
|
|
|
|
Marsh & Mclenn
|
|
2.35% 03/06/20
|
|
550,000
|
|
|
545,250
|
|
|
|
Martin Mariet Frn
|
|
3ML+110 6/17
|
|
630,000
|
|
|
625,617
|
|
|
|
Massmutual
|
|
2.45% 11/23/20 144A
|
|
3,550,000
|
|
|
3,532,697
|
|
|
|
Massmutual Gbl
|
|
2.1% 8/2/18 144A
|
|
750,000
|
|
|
753,520
|
|
|
|
Massmutual Glb
|
|
2.35% 4/19 144A
|
|
890,000
|
|
|
894,613
|
|
|
|
Massmutual Glbl
|
|
2% 4/5/17 144A
|
|
890,000
|
|
|
896,201
|
|
|
|
Mbalt
|
|
2015-A A3 1.10% 08/17
|
|
780,000
|
|
|
779,174
|
|
|
|
Mbalt
|
|
2015-B A3 1.34% 7/18
|
|
380,000
|
|
|
378,237
|
|
|
|
Mcdonalds Corp
|
|
2.75% 12/20
|
|
74,000
|
|
|
73,964
|
|
|
|
Mckesson Co
|
|
2.284% 03/15/2019
|
|
614,000
|
|
|
611,626
|
|
|
|
Mckesson Corp
|
|
4.75% 3/1/21
|
|
425,000
|
|
|
459,281
|
|
|
|
Medtronic Inc
|
|
2.5% 3/15/20
|
|
790,000
|
|
|
795,814
|
|
|
|
Medtronic Inc
|
|
3.5% 03/15/25
|
|
5,515,000
|
|
|
5,580,292
|
|
|
|
Merrill Lyn
|
|
6.875% 4/25/18
|
|
342,000
|
|
|
377,352
|
|
|
|
Merrill Lyn Co
|
|
6.4% 8/28/17
|
|
161,000
|
|
|
172,459
|
|
|
|
Met Life Glb
|
|
2.3% 4/10/19 144A
|
|
2,980,000
|
|
|
2,980,766
|
|
|
|
Met Life Glb
|
|
2.5% 12/3/20 144A
|
|
1,400,000
|
|
|
1,392,616
|
|
|
|
Met Life Glb Fn
|
|
7.717% 2/15/19
|
|
2,500,000
|
|
|
2,905,000
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Met Life Glbl
|
|
1.5% 1/18 144A
|
|
2,190,000
|
|
|
2,178,700
|
|
|
|
Met Life Glbl Fdg
|
|
2% 4/20 144A
|
|
1,600,000
|
|
|
1,567,938
|
|
|
|
Microsoft Corp
|
|
0.875% 11/15/17
|
|
138,000
|
|
|
137,499
|
|
|
|
Mitsubishi
|
|
2.45% 10/16/19 144A
|
|
1,575,000
|
|
|
1,569,702
|
|
|
|
Mizuho Bk Ltd
|
|
2.45% 4/19 144A
|
|
1,835,000
|
|
|
1,836,343
|
|
|
|
MLCFC
|
|
2006-2 A4 CSTR 6/46
|
|
1,764,560
|
|
|
1,765,089
|
|
|
|
MLCFC
|
|
2006-3 A4 CSTR 7/46
|
|
3,894,631
|
|
|
3,947,261
|
|
|
|
MLMT
|
|
2006-C2 A1A CSTR 8/43
|
|
611,386
|
|
|
618,079
|
|
|
|
MLMT
|
|
2006-C1 A4 CSTR 5/39
|
|
1,742,939
|
|
|
1,744,762
|
|
|
|
Monsanto Co
|
|
2.75% 7/15/21
|
|
1,780,000
|
|
|
1,743,549
|
|
|
|
Morgan Stanle Mtn
|
|
5.5% 1/26/20
|
|
1,360,000
|
|
|
1,497,238
|
|
|
|
Morgan Stanley
|
|
2.125% 4/25/18
|
|
360,000
|
|
|
360,806
|
|
|
|
Morgan Stanley
|
|
3.75% 2/25/23
|
|
1,795,000
|
|
|
1,839,717
|
|
|
|
Morgan Stanley
|
|
5.75% 1/25/21
|
|
3,070,000
|
|
|
3,448,497
|
|
|
|
Morgan Stanley
|
|
5.5% 7/28/21
|
|
525,000
|
|
|
588,479
|
|
|
|
Morgan Stanley
|
|
2.65% 01/27/20
|
|
600,000
|
|
|
598,578
|
|
|
|
Morgan Stanley
|
|
2.5% 01/24/19
|
|
1,330,000
|
|
|
1,337,550
|
|
|
|
Morgan Stanley
|
|
3.875% 4/29/24
|
|
3,000,000
|
|
|
3,058,395
|
|
|
|
Mosaic Co New
|
|
4.25% 11/15/23
|
|
2,275,000
|
|
|
2,253,397
|
|
|
|
MSBAM
|
|
2012-C5 A1 0.916% 8/45
|
|
87,366
|
|
|
87,210
|
|
|
|
MSBAM
|
|
2012-C5 A2 1.972% 8/45
|
|
710,000
|
|
|
710,912
|
|
|
|
MSBAM
|
|
2015-C21 A3 3.077% 03/48
|
|
2,000,000
|
|
|
1,944,715
|
|
|
|
MSBAM
|
|
2014-C14 A2 2.916% 1/47
|
|
750,000
|
|
|
764,006
|
|
|
|
MSC
|
|
2006-IQ11 A1A CSTR 10/42
|
|
543,609
|
|
|
545,084
|
|
|
|
MSC
|
|
2006-HQ9 A4 CSTR 7/44
|
|
398,721
|
|
|
401,157
|
|
|
|
MSC
|
|
2006-Hq10 A4 5.328% 11/41
|
|
2,136,113
|
|
|
2,152,958
|
|
|
|
MSC
|
|
2007-HQ11 A31 CSTR 2/44
|
|
243,491
|
|
|
243,235
|
|
|
|
MSC
|
|
2007-IQ13 A1A 5.312% 3/44
|
|
247,869
|
|
|
255,224
|
|
|
|
MSC
|
|
2007-T27 A1A CSTR 6/42
|
|
681,153
|
|
|
711,235
|
|
|
|
MSC
|
|
2011-C3 A3 4.054% 7/49
|
|
59,000
|
|
|
61,825
|
|
|
|
MSC
|
|
2015-Ms1 A3 3.51% 05/48
|
|
3,500,000
|
|
|
3,533,170
|
|
|
|
Mufg Americas Hld
|
|
2.25% 02/20
|
|
1,703,000
|
|
|
1,675,151
|
|
|
|
Mylan Inc
|
|
1.8% 6/24/16
|
|
325,000
|
|
|
324,786
|
|
|
|
Nabors Ind Inc
|
|
4.625% 9/15/21
|
|
1,000,000
|
|
|
822,087
|
|
|
|
Nabors Ind Mtn
|
|
6.15% 2/15/18
|
|
925,000
|
|
|
938,668
|
|
|
|
Nalt
|
|
2014-A A3 0.80% 02/17
|
|
481,000
|
|
|
480,567
|
|
|
|
Narot
|
|
2012-A A4 1% 7/18
|
|
685,578
|
|
|
685,737
|
|
|
|
Narot
|
|
2015-A A3 1.05% 10/19
|
|
2,115,000
|
|
|
2,100,434
|
|
|
|
Narot
|
|
2015-C A3 1.37% 5/20
|
|
545,000
|
|
|
541,231
|
|
|
|
Natl Aust Bk
|
|
2.25% 07/19 144A
|
|
2,025,000
|
|
|
2,021,570
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Ndass
|
|
3.125% 03/17 SNR
|
|
1,705,000
|
|
|
1,738,698
|
|
|
|
New York Glb
|
|
1.3% 04/18 144A
|
|
3,305,000
|
|
|
3,278,220
|
|
|
|
New York Life
|
|
1.3% 10/17 144A
|
|
1,070,000
|
|
|
1,065,722
|
|
|
|
New York Life
|
|
1.95% 2/20 144A
|
|
1,000,000
|
|
|
980,701
|
|
|
|
Nippon Teleg&Telep
|
|
1.4%7/18/17
|
|
36,000
|
|
|
35,862
|
|
|
|
Noble Enrgy Inc
|
|
4.15% 12/15/21
|
|
1,605,000
|
|
|
1,555,938
|
|
|
|
Noble Hldg Intl
|
|
2.5% 3/15/17
|
|
325,000
|
|
|
306,623
|
|
|
|
Nomura Hldngs Inc
|
|
2.0% 9/13/16
|
|
650,000
|
|
|
652,595
|
|
|
|
Nomura Holdings
|
|
2.75% 03/19/19
|
|
975,000
|
|
|
980,433
|
|
|
|
Nordea Bk Ab
|
|
2.375% 4/4/19 144
|
|
660,000
|
|
|
662,384
|
|
|
|
Norfolks South
|
|
3.25% 12/01/21
|
|
20,000
|
|
|
19,953
|
|
|
|
Novartis Cap Crp
|
|
2.4% 9/21/22
|
|
715,000
|
|
|
704,269
|
|
|
|
Nyse Euronext
|
|
2% 10/05/17
|
|
950,000
|
|
|
951,519
|
|
|
|
Oneok Partner Lp
|
|
4.9% 03/15/25
|
|
625,000
|
|
|
526,626
|
|
|
|
Oneok Partners
|
|
3.375% 10/01/22
|
|
1,145,000
|
|
|
929,439
|
|
|
|
Oneok Partners
|
|
3.2% 09/15/18
|
|
535,000
|
|
|
510,471
|
|
|
|
Oneok Partners Lp
|
|
2% 10/01/17
|
|
160,000
|
|
|
152,838
|
|
|
|
Oracle Corp
|
|
2.5% 05/15/2022
|
|
700,000
|
|
|
687,483
|
|
|
|
Oracle Corp
|
|
2.8% 7/8/21
|
|
4,725,000
|
|
|
4,786,368
|
|
|
|
Penske Truck
|
|
2.5% 3/15/16 144A
|
|
1,060,000
|
|
|
1,061,839
|
|
|
|
People's United
|
|
3.65% 12/06/22
|
|
995,000
|
|
|
979,836
|
|
|
|
People's United Bk
|
|
4% 7/15/24
|
|
405,000
|
|
|
400,516
|
|
|
|
Pg&E Corp
|
|
2.4% 03/01/19
|
|
67,000
|
|
|
66,872
|
|
|
|
Philip Mors Int
|
|
1.875% 1/15/19
|
|
450,000
|
|
|
448,847
|
|
|
|
Phillips
|
|
66 2.95% 5/1/17
|
|
375,000
|
|
|
380,091
|
|
|
|
Pnc Bank Na
|
|
2.25% 7/2/19
|
|
2,530,000
|
|
|
2,541,995
|
|
|
|
Pnc Bk Mtn
|
|
2.95% 02/23/25
|
|
2,220,000
|
|
|
2,149,693
|
|
|
|
Pnc Bk Na
|
|
6.875% 4/01/18
|
|
250,000
|
|
|
273,969
|
|
|
|
Pnc Bk Na Pitts
|
|
2.95% 01/30/23
|
|
1,040,000
|
|
|
1,008,986
|
|
|
|
Pnc Bk Pitt Mtn
|
|
2.2% 01/28/19
|
|
450,000
|
|
|
451,530
|
|
|
|
Pnc Financial
|
|
3.8% 7/25/23
|
|
460,000
|
|
|
474,503
|
|
|
|
Pnc Fund Corp
|
|
4.375% 8/11/20
|
|
1,200,000
|
|
|
1,295,310
|
|
|
|
Pnc Funding Corp
|
|
5.625% 2/1/17
|
|
20,000
|
|
|
20,794
|
|
|
|
Ppl Cap Fd Inc
|
|
3.5% 12/01/22
|
|
405,000
|
|
|
408,185
|
|
|
|
Pricoa Global
|
|
1.9% 09/18 144A
|
|
300,000
|
|
|
298,948
|
|
|
|
Principal FdgII
|
|
2.2% 4/20 144A
|
|
1,355,000
|
|
|
1,343,617
|
|
|
|
Principal Fin
|
|
3.3% 9/15/22
|
|
460,000
|
|
|
459,167
|
|
|
|
Procter & Gamble
|
|
1.6% 11/15/18
|
|
834,000
|
|
|
839,911
|
|
|
|
Procter Gamble Mtn
|
|
4.7% 2/15/19
|
|
184,000
|
|
|
200,545
|
|
|
|
Pseg Pwr Llc
|
|
2.75% 9/15/16
|
|
315,000
|
|
|
317,543
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Pt Holdings Co Inc (Unlist)
|
|
0
|
|
525
|
|
|
—
|
|
|
|
Pub Svc Oklahoma
|
|
5.15% 12/1/19
|
|
27,000
|
|
|
29,529
|
|
|
|
Refcorp Strip Prin
|
|
0% 10/15/19
|
|
1,125,000
|
|
|
1,047,841
|
|
|
|
Regions Fin Corp
|
|
2.25% 9/14/18
|
|
250,000
|
|
|
249,759
|
|
|
|
Reliance Std Lf
|
|
2.5% 01/15/20
|
|
2,745,000
|
|
|
2,719,356
|
|
|
|
Reynolds American
|
|
6.75% 6/15/17
|
|
1,000,000
|
|
|
1,067,548
|
|
|
|
Reynolds American
|
|
2.3% 6/18
|
|
168,000
|
|
|
169,067
|
|
|
|
Reynolds American
|
|
3.25% 6/20
|
|
509,000
|
|
|
517,350
|
|
|
|
Reynolds American
|
|
4% 6/12/22
|
|
257,000
|
|
|
267,346
|
|
|
|
Reynolds American
|
|
3.5% 08/04/16 Wi
|
|
355,000
|
|
|
358,788
|
|
|
|
Reynolds American
|
|
2.3% 8/21/17
|
|
525,000
|
|
|
529,128
|
|
|
|
RFCO Sp
|
|
7/15/2020
|
|
2,191,000
|
|
|
2,002,158
|
|
|
|
RFCO Sp
|
|
10/15/20
|
|
745,000
|
|
|
674,343
|
|
|
|
Rio Tinto Fin
|
|
1.625% 8/21/17
|
|
430,000
|
|
|
423,849
|
|
|
|
Roper Industries
|
|
1.85% 11/15/17
|
|
650,000
|
|
|
646,640
|
|
|
|
Roper Industries
|
|
2.05% 10/1/18
|
|
609,000
|
|
|
605,129
|
|
|
|
Roper Technologies
|
|
3% 12/15/20
|
|
750,000
|
|
|
746,942
|
|
|
|
Royal Bank Cana
|
|
1.2% 9/19/2017
|
|
126,000
|
|
|
125,411
|
|
|
|
Royal Bk Can Gl
|
|
1.5% 01/14/18
|
|
860,000
|
|
|
855,871
|
|
|
|
Royal Bk Can Gl
|
|
2.35% 10/30/20
|
|
300,000
|
|
|
297,432
|
|
|
|
Royal Bk Canada
|
|
2.3% 7/20/16
|
|
107,000
|
|
|
107,687
|
|
|
|
Royal Bk Cda
|
|
2.2% 7/27/18
|
|
500,000
|
|
|
504,131
|
|
|
|
Royal Bk Of Cda
|
|
2.15% 03/15/19
|
|
450,000
|
|
|
451,295
|
|
|
|
Sabmiller Hldg
|
|
2.2% 8/1/18 144A
|
|
450,000
|
|
|
449,030
|
|
|
|
San Diego G&E
|
|
3% 8/15/21
|
|
500,000
|
|
|
510,674
|
|
|
|
Schlumberger
|
|
1.95% 9/16 144A
|
|
1,050,000
|
|
|
1,055,066
|
|
|
|
Se Banken
|
|
2.375% 3/25/19 144A
|
|
3,075,000
|
|
|
3,089,145
|
|
|
|
Select Income Reit
|
|
2.85% 02/18
|
|
187,000
|
|
|
186,753
|
|
|
|
Sempra Energy
|
|
2.4% 3/15/20
|
|
445,000
|
|
|
435,076
|
|
|
|
Ses Gbl Amer
|
|
2.5% 3/19 144A
|
|
675,000
|
|
|
665,867
|
|
|
|
Shell Intl
|
|
2.25% 11/10/20
|
|
550,000
|
|
|
541,750
|
|
|
|
Shell Intl Fin Bv
|
|
2.125% 05/20
|
|
2,996,000
|
|
|
2,947,657
|
|
|
|
Siemens Fin
|
|
5.75% 10/17/16 144
|
|
200,000
|
|
|
207,127
|
|
|
|
Siemens Nv
|
|
2.9% 5/27/22 144A
|
|
1,250,000
|
|
|
1,250,314
|
|
|
|
Simon Property
|
|
6.1% 5/01/16
|
|
22,000
|
|
|
22,070
|
|
|
|
Simon Property
|
|
2.8% 1/30/17
|
|
135,000
|
|
|
136,771
|
|
|
|
Simon Property
|
|
3.375% 3/15/22
|
|
170,000
|
|
|
175,296
|
|
|
|
Skandinaviska
|
|
2.375% 11/18 144A
|
|
1,505,000
|
|
|
1,513,597
|
|
|
|
Ssbk Govt Stif Fund
|
|
0
|
|
20,749,382
|
|
|
20,749,382
|
|
|
|
Stat
|
|
15-1A A3 1.42% 09/19
|
|
4,500,000
|
|
|
4,454,526
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Stifel Fin 4.25% 07/18/24
|
|
4.25% 07/18/24
|
|
1,680,000
|
|
|
1,669,510
|
|
|
|
Stryker Corp
|
|
2% 9/30/16
|
|
1,085,000
|
|
|
1,093,261
|
|
|
|
Sumitomo Bkg
|
|
2.45% 01/16/20
|
|
1,950,000
|
|
|
1,939,357
|
|
|
|
Sumitomo Bkg
|
|
2.45% 1/10/19
|
|
1,235,000
|
|
|
1,239,525
|
|
|
|
Sumitomo Bkg 2.25% 07/11/19
|
|
2.25% 07/11/19
|
|
785,000
|
|
|
779,918
|
|
|
|
Sunoco Logistics
|
|
4.4% 4/1/21
|
|
2,800,000
|
|
|
2,713,707
|
|
|
|
Suntrust
|
|
2.35% 11/01/18
|
|
1,230,000
|
|
|
1,236,584
|
|
|
|
Svenska Ha Ab P
|
|
2.875% 4/04/17
|
|
2,445,000
|
|
|
2,487,127
|
|
|
|
Swiss Re Tres
|
|
2.875% 12/22 144A
|
|
580,000
|
|
|
560,481
|
|
|
|
Synchrony Fin
|
|
2.7% 02/03/20
|
|
805,000
|
|
|
789,866
|
|
|
|
Synchrony Fin
|
|
3.75% 08/15/21
|
|
640,000
|
|
|
639,593
|
|
|
|
Synchrony Financl
|
|
2.6% 1/15/19
|
|
1,200,000
|
|
|
1,196,012
|
|
|
|
Synct
|
|
2015-1 A 2.37% 03/23
|
|
748,000
|
|
|
744,757
|
|
|
|
Synct
|
|
2015-3 A 1.74% 9/21
|
|
750,000
|
|
|
744,039
|
|
|
|
Taot
|
|
2015-C A3 1.34% 6/19
|
|
4,640,000
|
|
|
4,628,760
|
|
|
|
Taot
|
|
2013-B A3 1.15% 07/17
|
|
1,095,264
|
|
|
1,095,150
|
|
|
|
Thermo Fisher
|
|
2.4% 02/01/19
|
|
81,000
|
|
|
80,986
|
|
|
|
Thermo Fisher
|
|
2.15% 12/14/18
|
|
189,000
|
|
|
188,898
|
|
|
|
Time Warner Cab
|
|
5.85% 5/1/17W/I
|
|
741,000
|
|
|
775,207
|
|
|
|
Time Warner Cab
|
|
8.75% 2/14/19
|
|
1,600,000
|
|
|
1,856,555
|
|
|
|
Time Warner Inc
|
|
4.75% 3/29/21
|
|
490,000
|
|
|
526,941
|
|
|
|
Time Warnr Inc
|
|
4% 1/15/22
|
|
15,000
|
|
|
15,547
|
|
|
|
Tjx Cos Inc
|
|
2.75% 6/15/21
|
|
411,000
|
|
|
417,163
|
|
|
|
Toronto Dom
|
|
1.4% 4/30/18
|
|
1,160,000
|
|
|
1,150,505
|
|
|
|
Toronto Domini
|
|
2.625% 09/10/18
|
|
1,930,000
|
|
|
1,967,394
|
|
|
|
Toronto Dominio
|
|
1.625% 3/13/18
|
|
3,080,000
|
|
|
3,071,570
|
|
|
|
Total Cap
|
|
2.3% 3/15/16
|
|
55,000
|
|
|
55,153
|
|
|
|
Total Cap Cda L
|
|
1.45% 01/15/18
|
|
451,000
|
|
|
448,290
|
|
|
|
Total Cap Intl
|
|
2.875% 2/17/22
|
|
13,000
|
|
|
12,926
|
|
|
|
Total Cap Intl
|
|
1.55% 6/28/17
|
|
1,520,000
|
|
|
1,523,949
|
|
|
|
Total Cap Intl
|
|
2.125% 01/10/19
|
|
1,400,000
|
|
|
1,402,948
|
|
|
|
Total Cap Intl
|
|
2.75% 06/19/21
|
|
430,000
|
|
|
428,395
|
|
|
|
Total Capital Sa
|
|
1.5% 2/17/17
|
|
475,000
|
|
|
475,840
|
|
|
|
Toyota Motor Credit
|
|
2.15% 3/20
|
|
1,855,000
|
|
|
1,855,321
|
|
|
|
Transcanada Pipe
|
|
1.625% 11/17
|
|
500,000
|
|
|
495,921
|
|
|
|
Travelers Cos Inc
|
|
5.8% 5/15/18
|
|
35,000
|
|
|
38,227
|
|
|
|
Ual Pass Thru Etc
|
|
9.75% 1/17
|
|
118,311
|
|
|
124,818
|
|
|
|
Ubs Ag Stam 2.375% 8/14/19
|
|
2.375% 8/14/19
|
|
1,885,000
|
|
|
1,883,441
|
|
|
|
Ubsbb
|
|
2012-C2 A1 1.006% 5/63
|
|
137,525
|
|
|
137,102
|
|
|
|
Ubsbb
|
|
2012-C4 A1 0.6728% 12/45
|
|
115,288
|
|
|
114,538
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Ubsbb
|
|
2013-C6 A1 0.805% 4/46
|
|
156,883
|
|
|
155,455
|
|
|
|
Ubscm
|
|
2012-C1 A2 2.180% 5/45
|
|
255,110
|
|
|
256,200
|
|
|
|
Udr Inc Mtn
|
|
4.25% 6/01/18
|
|
402,000
|
|
|
420,028
|
|
|
|
Union Pac Corp
|
|
5.65% 5/1/17
|
|
18,000
|
|
|
18,943
|
|
|
|
United Health
|
|
2.7% 7/15/20
|
|
303,000
|
|
|
306,293
|
|
|
|
United Parcel S
|
|
5.125% 4/1/19
|
|
2,100,000
|
|
|
2,317,333
|
|
|
|
Unitedhealth Inc Mtn
|
|
4.7% 2/21
|
|
2,150,000
|
|
|
2,353,646
|
|
|
|
Unitedhelth Gr
|
|
2.875% 12/15/21
|
|
400,000
|
|
|
404,700
|
|
|
|
US 10Yr Fut
|
|
Mar16 Tyh6
|
|
(739
|
)
|
|
(219,391
|
)
|
|
|
US 2Yr Note(Cbt)Fut
|
|
Mar16 Tuh6
|
|
654
|
|
|
30,656
|
|
|
|
US 5Yr Note Fut
|
|
Mar16 Fvh6
|
|
357
|
|
|
50,203
|
|
|
|
US Bancorp Med
|
|
2.95% 7/15/22
|
|
775,000
|
|
|
770,545
|
|
|
|
US Long Bond Fut
|
|
Mar16 Ush6
|
|
(81
|
)
|
|
(40,500
|
)
|
|
|
US T Note
|
|
0.625% 4/30/2018
|
|
32,185,000
|
|
|
31,773,611
|
|
|
|
US T-Note
|
|
0.75% 2/28/2018
|
|
18,460,000
|
|
|
18,304,308
|
|
|
|
US Ultra Bond Fut
|
|
Mar16 Wnh6
|
|
(26
|
)
|
|
(26,000
|
)
|
|
|
UST BOND
|
|
2.875% 5/15/43
|
|
220,000
|
|
|
214,056
|
|
|
|
UST Note
|
|
1.25% 11/15/18
|
|
23,955,000
|
|
|
23,920,816
|
|
|
|
UST Note
|
|
1.625% 11/30/20
|
|
2,460,000
|
|
|
2,446,059
|
|
|
|
UST Notes
|
|
1.375% 09/30/20
|
|
9,410,000
|
|
|
9,249,682
|
|
|
|
UST Notes
|
|
0.875% 1/31/18
|
|
8,520,000
|
|
|
8,478,218
|
|
|
|
UST Notes
|
|
0.75% 03/31/2018
|
|
3,015,000
|
|
|
2,988,284
|
|
|
|
UST Notes
|
|
1.25% 10/31/18
|
|
16,415,000
|
|
|
16,394,137
|
|
|
|
UST Notes
|
|
1.5% 05/31/19
|
|
3,465,000
|
|
|
3,468,850
|
|
|
|
UST Notes
|
|
1.625% 06/30/2019
|
|
34,605,000
|
|
|
34,767,055
|
|
|
|
UST Notes
|
|
1.625% 07/31/20
|
|
39,145,000
|
|
|
38,967,986
|
|
|
|
USTB
|
|
2.750% 11/15/42
|
|
4,305,000
|
|
|
4,096,040
|
|
|
|
USTB
|
|
2.50% 02/15/45
|
|
1,920,000
|
|
|
1,719,156
|
|
|
|
USTB
|
|
3% 05/15/45
|
|
1,380,000
|
|
|
1,371,049
|
|
|
|
USTB
|
|
2.875% 8/15/45
|
|
2,110,000
|
|
|
2,045,299
|
|
|
|
USTBILL
|
|
0% 03/17/16
|
|
235,000
|
|
|
234,952
|
|
|
|
USTCOUP
|
|
8/15/17
|
|
360,000
|
|
|
354,536
|
|
|
|
USTCOUP
|
|
11/15/17
|
|
675,000
|
|
|
661,766
|
|
|
|
USTN
|
|
1.25% 11/30/18
|
|
47,125,000
|
|
|
47,052,239
|
|
|
|
USTN
|
|
1.5% 12/31/18
|
|
67,255,000
|
|
|
67,570,477
|
|
|
|
USTN
|
|
1.5% 01/31/19
|
|
28,030,000
|
|
|
28,133,038
|
|
|
|
USTN
|
|
0.625% 02/15/17
|
|
20,000,000
|
|
|
19,949,340
|
|
|
|
USTN
|
|
1.625% 03/31/19
|
|
3,000,000
|
|
|
3,019,290
|
|
|
|
USTN
|
|
1.625% 04/30/19
|
|
9,797,000
|
|
|
9,855,821
|
|
|
|
USTN
|
|
2.125% 09/30/21
|
|
1,855,000
|
|
|
1,875,017
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
USTN
|
|
0.875% 10/15/17
|
|
3,353,000
|
|
|
3,343,166
|
|
|
|
USTN
|
|
1.5% 10/31/19
|
|
1,680,000
|
|
|
1,675,069
|
|
|
|
USTN
|
|
1.375% 9/30/18
|
|
16,904,000
|
|
|
16,959,394
|
|
|
|
USTN
|
|
0.875% 4/30/17
|
|
13,487,000
|
|
|
13,481,794
|
|
|
|
USTN
|
|
0.5% 7/31/17
|
|
22,200,000
|
|
|
22,032,168
|
|
|
|
USTN
|
|
1% 12/15/17
|
|
2,705,000
|
|
|
2,701,592
|
|
|
|
USTN
|
|
2.125% 12/31/21
|
|
2,285,000
|
|
|
2,305,659
|
|
|
|
USTN
|
|
0.875% 01/15/18
|
|
9,940,000
|
|
|
9,895,926
|
|
|
|
USTN
|
|
1.75% 02/28/22
|
|
8,710,000
|
|
|
8,587,389
|
|
|
|
USTN
|
|
1.375% 02/29/20
|
|
3,410,000
|
|
|
3,371,494
|
|
|
|
USTN
|
|
1.75% 03/31/22
|
|
29,365,000
|
|
|
28,916,743
|
|
|
|
USTN
|
|
1.375% 03/31/20
|
|
10,987,000
|
|
|
10,853,980
|
|
|
|
USTN
|
|
1.375% 04/30/20
|
|
5,320,000
|
|
|
5,252,292
|
|
|
|
USTN
|
|
3.125% 5/15/19
|
|
7,940,000
|
|
|
8,379,161
|
|
|
|
USTN
|
|
1.375% 08/31/20
|
|
5,445,000
|
|
|
5,359,013
|
|
|
|
USTN
|
|
0.875% 10/15/18
|
|
31,000,000
|
|
|
30,661,511
|
|
|
|
USTN
|
|
1.375% 10/31/20
|
|
951,200
|
|
|
934,629
|
|
|
|
USTN
|
|
2% 11/30/22
|
|
2,980,000
|
|
|
2,963,735
|
|
|
|
USTN
|
|
1.25% 12/15/18
|
|
40,192,000
|
|
|
40,112,661
|
|
|
|
USTN
|
|
1% 12/31/17
|
|
9,830,000
|
|
|
9,818,823
|
|
|
|
USTN
|
|
1.875% 9/30/17
|
|
900,000
|
|
|
912,851
|
|
|
|
USTN
|
|
2.625% 11/15/20
|
|
15,000,000
|
|
|
15,590,325
|
|
|
|
USTN
|
|
3.625% 2/15/21
|
|
5,020,000
|
|
|
5,459,059
|
|
|
|
USTN
|
|
1.375% 2/28/19
|
|
5,484,000
|
|
|
5,481,187
|
|
|
|
USTN
|
|
0.75% 10/31/17
|
|
70,000
|
|
|
69,633
|
|
|
|
USTN
|
|
1.125% 12/31/19
|
|
24,220,000
|
|
|
23,764,034
|
|
|
|
USTN
|
|
1% 05/15/18
|
|
16,050,000
|
|
|
15,972,125
|
|
|
|
USTN
|
|
1.5% 05/31/20
|
|
12,460,000
|
|
|
12,355,199
|
|
|
|
USTN
|
|
1.625% 06/30/20
|
|
2,350,000
|
|
|
2,340,924
|
|
|
|
USTN TII
|
|
0.75% 2/15/45
|
|
635,000
|
|
|
558,279
|
|
|
|
USTN TII
|
|
0.125% 04/15/20
|
|
12,365,000
|
|
|
12,398,373
|
|
|
|
Valet
|
|
2013-2 A3 0.7% 04/18
|
|
617,440
|
|
|
614,491
|
|
|
|
Valet
|
|
2014-1 A3 0.91% 10/22/18
|
|
584,000
|
|
|
579,812
|
|
|
|
Valet
|
|
2014-2 A3 0.95% 04/19
|
|
2,385,000
|
|
|
2,353,507
|
|
|
|
Vende
|
|
1994-1 2ZB 6.5% 2/24
|
|
295,273
|
|
|
330,648
|
|
|
|
Ventas Rlty Lp/Cap
|
|
2% 2/15/18
|
|
320,000
|
|
|
318,470
|
|
|
|
Verizon Com
|
|
3.5% 11/01/21
|
|
995,000
|
|
|
1,016,425
|
|
|
|
Verizon Com
|
|
3.65% 09/14/18
|
|
900,000
|
|
|
941,300
|
|
|
|
Verizon Com
|
|
3.45% 03/15/21
|
|
325,000
|
|
|
332,661
|
|
|
|
Verizon Comm
|
|
5.15% 09/15/23
|
|
8,360,000
|
|
|
9,191,335
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
Viacom Inc
|
|
2.5% 09/01/18
|
|
350,000
|
|
|
349,168
|
|
|
|
Viacom Inc New
|
|
2.5% 12/15/16
|
|
1,970,000
|
|
|
1,974,133
|
|
|
|
Viacom Inc New
|
|
3.875% 12/15/21
|
|
15,000
|
|
|
14,753
|
|
|
|
Virginia El&Pwr
|
|
2.95% 1/15/22
|
|
340,000
|
|
|
342,181
|
|
|
|
Volkswagen
|
|
2.125% 11/18 144A
|
|
600,000
|
|
|
576,544
|
|
|
|
Volkswagen Grp
|
|
2.4% 5/20 144A
|
|
300,000
|
|
|
280,936
|
|
|
|
VWALT
|
|
2014-A A3 0.80% 4/20/17
|
|
580,622
|
|
|
579,018
|
|
|
|
VWALT
|
|
2015-A A3 1.25% 12/17
|
|
478,000
|
|
|
473,250
|
|
|
|
Wachovia Bk Na Bn
|
|
6% 11/15/17
|
|
300,000
|
|
|
323,586
|
|
|
|
Wachovia Corp Mtn
|
|
5.75% 2/1/18
|
|
2,000,000
|
|
|
2,160,124
|
|
|
|
Wal Mart Stores
|
|
1.125% 4/18
|
|
1,500,000
|
|
|
1,493,850
|
|
|
|
Wal-Mart Stores
|
|
3.3% 04/22/24
|
|
440,000
|
|
|
454,384
|
|
|
|
Watson Pharma Inc
|
|
3.25% 10/1/22
|
|
700,000
|
|
|
688,548
|
|
|
|
WBCMT
|
|
2004-C11 A5 5.215% 1/41
|
|
26,257
|
|
|
26,247
|
|
|
|
WBCMT
|
|
06-C24 A1A CSTR 3/45
|
|
190,608
|
|
|
190,378
|
|
|
|
WBCMT
|
|
2006-C25 A4 CSTR 5/43
|
|
260,896
|
|
|
260,487
|
|
|
|
WBCMT
|
|
2006-C25 A5 CSTR 5/43
|
|
1,875,000
|
|
|
1,884,757
|
|
|
|
WBCMT
|
|
2006-C25 A1A CSTR 5/43
|
|
2,933,343
|
|
|
2,956,888
|
|
|
|
WBCMT
|
|
2006-C27 A3 CSTR 7/45
|
|
230,404
|
|
|
230,117
|
|
|
|
WBCMT
|
|
2006-C26 A1A CSTR 6/45
|
|
468,933
|
|
|
472,356
|
|
|
|
WBCMT
|
|
2006-C28 A1A CSTR 10/48
|
|
2,330,576
|
|
|
2,376,406
|
|
|
|
WBCMT
|
|
2006-C29 A4 5.308% 11/48
|
|
178,779
|
|
|
181,221
|
|
|
|
WBCMT
|
|
2006-C29 A1A 5.297% 11/48
|
|
923,088
|
|
|
943,525
|
|
|
|
Wellpoint inc
|
|
2.3% 07/15/18
|
|
327,000
|
|
|
326,453
|
|
|
|
Wells Fargo
|
|
3% 01/22/21
|
|
844,000
|
|
|
853,346
|
|
|
|
Wells Fargo & Co
|
|
2.55% 12/7/20
|
|
1,080,000
|
|
|
1,074,584
|
|
|
|
Wells Fargo & Co Mtn
|
|
2.6% 7/20
|
|
500,000
|
|
|
498,931
|
|
|
|
Wells Fargo Co
|
|
4.125% 8/15/23
|
|
2,165,000
|
|
|
2,249,203
|
|
|
|
Wells Fargo&Com
|
|
3.676% 6/15/16
|
|
1,500,000
|
|
|
1,518,729
|
|
|
|
Western Gas Part
|
|
4% 7/01/22
|
|
395,000
|
|
|
349,506
|
|
|
|
Western Union Co
|
|
2.875% 12/17
|
|
682,000
|
|
|
690,143
|
|
|
|
Westpac Bank Corp
|
|
1.2% 5/19/17
|
|
1,280,000
|
|
|
1,276,972
|
|
|
|
Westpac Banking
|
|
3ML+74 7/30/18
|
|
2,620,000
|
|
|
2,615,428
|
|
|
|
Westpac Banking
|
|
2.6% 11/20
|
|
1,080,000
|
|
|
1,079,585
|
|
|
|
Westpac Banking Crp
|
|
2% 8/14/17
|
|
772,000
|
|
|
776,857
|
|
|
|
WFCM
|
|
2.528% 10/45
|
|
322,000
|
|
|
320,754
|
|
|
|
WFCM
|
|
2013-LC12 A1 1.676% 7/46
|
|
586,331
|
|
|
583,900
|
|
|
|
WFCM
|
|
15-Lc20 A3 3.086% 04/50
|
|
4,800,000
|
|
|
4,768,670
|
|
|
|
WFRBS
|
|
13-C14 A1 0.836% 6/15/46
|
|
127,946
|
|
|
126,794
|
|
|
|
WFRBS
|
|
2013-C14 A2 2.133% 6/46
|
|
190,000
|
|
|
189,996
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
|
WFRBS
|
|
2011-C5 A1 1.456% 11/44
|
|
15,242
|
|
|
15,238
|
|
|
|
WFRBS
|
|
2012-C6 A1 1.081% 4/45
|
|
22,277
|
|
|
22,255
|
|
|
|
WFRBS
|
|
2012-C8 A1 0.864% 8/45
|
|
112,227
|
|
|
111,779
|
|
|
|
WFRBS
|
|
2012-C8 A2 1.881% 8/45
|
|
400,000
|
|
|
399,888
|
|
|
|
WFRBS
|
|
2013-C11 A1 0.799% 03/45
|
|
73,359
|
|
|
72,877
|
|
|
|
WFRBS
|
|
13-C13 A1 0.778% 5/45
|
|
110,377
|
|
|
109,441
|
|
|
|
Williams Partners
|
|
3.6% 3/15/22
|
|
2,655,000
|
|
|
2,089,047
|
|
|
|
Wisconsin Energy
|
|
2.45% 6/15/20
|
|
218,000
|
|
|
216,961
|
|
|
|
WOART
|
|
2013-B A3 0.83% 08/18
|
|
2,681,857
|
|
|
2,676,498
|
|
|
|
WOART
|
|
2014-B A3 1.14% 1/20
|
|
1,820,000
|
|
|
1,812,664
|
|
|
|
WOART
|
|
15-B A2B 1Ml+40 07/19
|
|
2,600,000
|
|
|
2,600,539
|
|
|
|
Wols
|
|
2015-A A3 1.54% 10/18
|
|
560,000
|
|
|
556,001
|
|
|
|
WPACBKG
|
|
1.6% 1/12/18
|
|
1,000,000
|
|
|
998,124
|
|
|
|
Wrap Contracts
|
|
Wrap Contracts
|
|
—
|
|
|
156,943
|
|
|
|
Wrigley (Wm.) J
|
|
2% 10/17 144A
|
|
340,000
|
|
|
340,568
|
|
|
|
Wyndham Worldwide
|
|
2.5% 3/18
|
|
390,000
|
|
|
388,416
|
|
|
|
Xerox Corp
|
|
2.95% 3/15/17
|
|
270,000
|
|
|
272,015
|
|
|
|
Xerox Corp
|
|
2.75% 03/15/19
|
|
554,000
|
|
|
544,133
|
|
|
|
Xstrata Can Fin
|
|
3.6% 1/17 144A
|
|
1,755,000
|
|
|
1,695,330
|
|
|
|
Xstrata Fn Cda
|
|
2.45% 10/17 144A
|
|
1,365,000
|
|
|
1,248,975
|
|
|
|
Xylem Inc
|
|
3.55% 9/20/16
|
|
1,175,000
|
|
|
1,191,060
|
|
|
|
Xylem Inc
|
|
4.875% 10/01/21
|
|
400,000
|
|
|
425,373
|
|
|
|
Zimmer Holdings
|
|
3.15% 4/1/22
|
|
2,000,000
|
|
|
1,966,246
|
|
|
|
Zoetis Inc
|
|
3.45% 11/13/20
|
|
106,000
|
|
|
106,123
|
|
|
|
|
|
|
|
|
|
|
|
|
Adjustment to Contract Value
|
|
|
|
|
|
(26,178,801
|
)
|
|
|
|
|
|
|
|
|
|
|
Total Investment Contracts
|
|
|
|
1,666,208,119
|
|
|
|
|
|
|
|
|
|
|
|
Registered Investment Companies
|
|
|
|
|
|
|
|
|
* Fidelity Institutional Money Market – Government Portfolio
|
|
Money Market Fund
|
|
875,679,366
|
|
|
875,679,366
|
|
|
|
Janus Balanced N Fund
|
|
Equity Based Fund
|
|
49,245,486
|
|
|
1,425,164,356
|
|
|
|
Oppenheimer Developing Markets Fund
|
|
Equity Based Fund
|
|
3,557,716
|
|
|
106,660,340
|
|
|
|
Pimco Total Return Institutional Fund
|
|
Fixed Income Based Fund
|
|
47,177,738
|
|
|
475,079,820
|
|
|
|
Principal Diversified Real Asset Fund
|
|
Equity Based Fund
|
|
1,208,264
|
|
|
12,650,526
|
|
|
|
T. Rowe Price Institutional Small-Cap Stock Fund
|
|
Equity Based Fund
|
|
27,817,806
|
|
|
515,742,131
|
|
|
|
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
|
|
Equity Based Fund
|
|
44,876,406
|
|
|
2,062,070,836
|
|
|
|
Vanguard REIT Index Inst
|
|
Equity Based Fund
|
|
8,014,212
|
|
|
140,168,560
|
|
|
|
Brokerage Link
|
|
Various
|
|
—
|
|
|
495,413,917
|
|
|
|
|
|
|
|
|
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, borrower, lessor, or similar party
|
|
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
|
|
Shares/Units/ Principal
|
|
Current Value
|
|
Total Registered Investment Companies
|
|
|
|
6,108,629,852
|
|
|
|
|
|
|
|
|
|
|
|
Common Collective Trusts
|
|
|
|
|
|
|
|
|
Harris Associates Oakmark Global Collective Fund
|
|
Equity Based Funds
|
|
18,606,849
|
|
|
264,403,318
|
|
|
|
Northern Trust Collective Aggregate Bond Index Fund - DC – Non-Lending
|
|
Fixed Income Based Funds
|
|
9,345,873
|
|
|
951,877,178
|
|
|
|
Northern Trust ACWI ex-US Fund - DC NonLending(a)
|
|
Equity Based Funds
|
|
11,938,559
|
|
|
1,093,810,818
|
|
|
|
Northern Trust Collective Russell 2000 Index Fund - DC - Non-Lending
|
|
Equity Based Funds
|
|
6,790,508
|
|
|
722,713,764
|
|
|
|
Northern Trust Collective S&P 500 Index Fund - DC - Non-Lending
|
|
Equity Based Funds
|
|
21,752,953
|
|
|
2,344,750,769
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Collective Trusts
|
|
|
|
|
|
5,377,555,847
|
|
|
|
|
|
|
|
|
|
|
|
Raytheon Company Common Stock
|
|
|
|
|
|
|
|
|
* Raytheon Company
|
|
Raytheon Common Stock
|
|
11,844,966
|
|
|
1,475,053,616
|
|
|
Total Raytheon Company Common Stock
|
|
|
|
1,475,053,616
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments
|
|
|
|
14,627,447,434
|
|
|
|
|
|
|
|
|
|
|
|
|
* Participant Loans
|
|
3.25%-9.50%
|
|
|
|
220,276,490
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments at Contract Value Including Participant Loans
|
|
|
|
$
|
14,847,723,924
|
|
|
|
|
|
|
|
|
|
|
|
*Party in interest
|
SIGNATURES
The Plan.
Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
Date:
June 14, 2016
|
|
|
|
|
|
|
RAYTHEON SAVINGS AND INVESTMENT PLAN
|
|
|
|
|
|
By:
|
/s/ Michael J. Wood
|
|
|
Michael J. Wood
|
|
|
Vice President, Controller and Chief Accounting Officer
|
|
|
Principal Accounting Officer
|
EXHIBIT INDEX
|
|
|
|
|
|
|
|
23.1
|
|
|
Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm.
|
|
|
|
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