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, 2016
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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
2016
Form 5500
Annual Report of Employee Benefit Plan
Under Employee Retirement Income Security Act of 1974
December 31,
2016
and
2015
Raytheon Savings and Investment Plan
Table of Contents to Financial Statements and Supplemental Schedule
December 31, 2016 and 2015
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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 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 Raytheon Savings and Investment Plan (the “Plan”) at December 31, 2016 and December 31, 2015, and the changes in net assets available for benefits for the year ended December 31, 2016 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 financial 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, 2016 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, 2017
Raytheon Savings and Investment Plan
Statements of Net Assets Available for Benefits
December 31, 2016
and
2015
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2016
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2015
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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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14,073,012,671
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$
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12,961,239,315
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Fully benefit-responsive investment contracts at contract value (Note 4)
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1,844,304,082
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1,666,208,119
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Receivables
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Notes receivable from participants
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216,286,658
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220,276,490
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Receivables for securities sold
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14,721,892
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99,143
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Accrued investment income and other receivables
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22,106,089
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22,324,941
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Total receivables
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253,114,639
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242,700,574
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Total assets
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16,170,431,392
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14,870,148,008
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Liabilities
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Payable for securities purchased
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26,140,345
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5,655,844
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Accrued investment expenses and other payables
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1,536,261
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2,019,569
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Total liabilities
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27,676,606
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7,675,413
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Net assets available for benefits
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$
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16,142,754,786
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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
Statement of Changes in Net Assets Available for Benefits
Year Ended December 31, 2016
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2016
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Additions to net assets attributable to:
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Net appreciation of investments (Notes 2 and 3)
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$
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1,019,482,690
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Interest and dividends
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236,176,486
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Interest income on notes receivable from participants (Note 2)
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7,378,368
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Other revenue (Note 5)
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12,746
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Contributions
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Employee contributions
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726,545,106
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Employer contributions
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285,761,674
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1,012,306,780
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Total additions
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2,275,357,070
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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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1,031,130,594
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Administrative expenses
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9,843,050
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Total deductions
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1,040,973,644
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Increase in net assets prior to plan mergers
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1,234,383,426
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Transfers in from affiliate benefit plans (Note 1)
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45,898,765
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Increase in net assets available for benefits
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1,280,282,191
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Net assets, beginning of year
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14,862,472,595
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Net assets, end of year
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$
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16,142,754,786
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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, 2016 and 2015
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”).
Raytheon Blackbird Technologies, Inc. is a wholly-owned subsidiary of the Plan Sponsor. Raytheon Blackbird Technologies, Inc.'s employees became eligible to participate in the Plan on January 1, 2016. The Blackbird Technologies, Inc. 401(k) Plan (“Blackbird Plan”) was merged into the Plan on December 20, 2016, resulting in the transfer of $45,898,765 into the Plan.
In 2016, Thales-Raytheon Systems Company LLC (“TRS”) - a joint venture in which the Company held an interest (but which was not part of the Company controlled group of businesses) - terminated the Section 401(k) plan that it sponsored, the Thales-Raytheon Savings and Investment Plan (“TRS Plan”). Subsequently in 2016, the Company acquired the remaining interests in TRS, which was then renamed Raytheon Command and Control Solutions LLC (“RCCS”). In connection with the liquidation of, and distribution of assets from, the terminated TRS Plan, participants in the terminated TRS Plan who became employees of RCCS were eligible to elect to roll over the distribution of their accounts in the TRS Plan to the Plan as a rollover contribution. Those rollover contributions from the terminated TRS Plan to the Plan (a total of $74,789,618 of rollover contributions), occurred in 2016 and are reflected as part of Employee Contributions in the Statement of Changes in Net Assets Available for Benefits.
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
2016
plan year. Employee contributions, including rollovers, are invested based on participant investment elections. For
2016
, 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
2016
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
2016
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
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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.
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,
2016
and
2015
, unallocated Plan forfeitures were
$1,098,591
and
$65,997
, respectively. During
2016
, the total amount of forfeitures were
$2,987,795
.
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, 2016
and
2015
, the interest rates on the outstanding loans ranged from
3.25%
to
9.50%
.
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
$41,940,855
in dividends earned by the Plan in 2016,
$913,406
was received in cash by participants who elected the cash payment option.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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.
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, 2016
or
2015
. 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.
Prior to January 1, 2016, Raytheon Sensintel, Inc. was a wholly-owned subsidiary of the Plan Sponsor. Raytheon Sensintel, Inc. was merged into the Plan Sponsor on January 1, 2016, and on that date Raytheon Sensintel, Inc.'s employees became employees of the Plan Sponsor and became eligible to participate in the Plan. The Sensintel, Inc. 401(k) Plan was merged into the Plan on May 12, 2017, resulting in the transfer of $832,082 into the Plan.
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
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
requirement to make certain disclosures and to categorize them within the fair value hierarchy. The new standard is preferable for disclosure as it removes inconsistency of the leveling of certain investments.
These disclosure changes are required for annual reporting periods beginning after December 15, 2015, and interim periods within those annual periods. The Plan's financial statements reflect the adoption, including the retrospective application, as allowed by the accounting standard. The adoption of this standard did not result in a material change to the presentation of the financial statements as a whole.
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. Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value.
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, 2016
and
2015
.
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 self-directed brokerage account is reported as a single type investment. Investments in the self-directed brokerage account consist of registered investment companies and exchange traded funds. These investments are valued in line with the fair value measurement levels described above.
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.
For the years ended in December 31, 2016 and December 31, 2015, there were no transfers between levels.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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.
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Fair Value of Investment Assets as of 12/31/2016
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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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Not Subject To Leveling
(1)
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Registered investment companies
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$
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5,985,917,538
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$
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5,985,917,538
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$
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—
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$
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—
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$
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—
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Self-directed brokerage account
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528,817,922
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528,817,922
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—
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—
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—
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Raytheon Company common stock
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1,622,194,652
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1,622,194,652
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—
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—
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—
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Common collective trusts
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5,936,082,559
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—
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—
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—
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5,936,082,559
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Total investments at fair value
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$
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14,073,012,671
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$
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8,136,930,112
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$
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—
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$
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—
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$
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5,936,082,559
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(1)
In accordance with Subtopic 820-10, certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the statements of net assets available for benefits.
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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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Not Subject To Leveling
(1)
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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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$
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—
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Self-directed brokerage account
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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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—
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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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—
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Common collective trusts
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5,377,555,847
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—
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—
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—
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5,377,555,847
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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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—
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$
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—
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$
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5,377,555,847
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(1)
In accordance with Subtopic 820-10, certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the statements of net assets available for benefits.
4. Fully Benefit-Responsive Investment Contracts (FBRICs)
For the plan year ended
December 31, 2016
and
2015
, the Plan included the Fixed Income Fund, which holds FBRICs issued by American General Life Insurance Company, JP Morgan Chase Bank, Prudential Insurance Company of America and State Street Bank and Trust Company in both 2016 and 2015. Bank of Tokyo-Mitsubishi and Transamerica were added in 2016. These FBRICs are collectively referred to as 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
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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.
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.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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 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, 2016
, $
12,746
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
$32,238,186
and sales amounted to
$53,877,485
for the year ended
December 31, 2016
. Dividend income from shares of Raytheon Company common stock amounted to
$41,027,449
for the year ended
December 31, 2016
.
All of these transactions either fall outside the scope of, or are exempt from, ERISA's prohibited transaction rules.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2016 and 2015
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, 2016
and
2015
, respectively. The Plan is subject to examinations by taxing jurisdictions. The Plan administrator believes the Plan is no longer subject to federal tax examination for years prior to 2013.
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% 3/01/19
|
|
$
|
925,000
|
|
|
$
|
1,015,733
|
|
|
|
Abbott Lab
|
|
2.35% 11/30/19
|
|
2,515,000
|
|
|
2,516,720
|
|
|
|
Abbott Lab
|
|
2.9% 11/30/21
|
|
2,240,000
|
|
|
2,234,682
|
|
|
|
Abbvie Inc
|
|
2% 11/6/18 WI
|
|
2,680,000
|
|
|
2,685,615
|
|
|
|
Abbvie Inc
|
|
2.3% 5/14/21
|
|
1,090,000
|
|
|
1,067,027
|
|
|
|
Abbvie Inc
|
|
2.5% 5/14/20
|
|
1,500,000
|
|
|
1,499,535
|
|
|
|
Abbvie Inc
|
|
2.9% 11/06/22 WI
|
|
800,000
|
|
|
789,299
|
|
|
|
Abbvie Inc
|
|
3.2% 11/06/22
|
|
535,000
|
|
|
534,747
|
|
|
|
Abbvie Inc
|
|
3.6% 5/14/25
|
|
835,000
|
|
|
825,978
|
|
|
|
ABN Amro Bk
|
|
2.5% 10/18 144A
|
|
2,645,000
|
|
|
2,665,843
|
|
|
|
Ace Ina Holding
|
|
2.3% 11/03/20
|
|
255,000
|
|
|
254,743
|
|
|
|
Ace Ina Holding
|
|
2.875% 11/22
|
|
2,490,000
|
|
|
2,507,582
|
|
|
|
Actavis Funding
|
|
2.35% 3/12/18
|
|
3,080,000
|
|
|
3,097,408
|
|
|
|
Actavis Funding
|
|
3% 3/12/20
|
|
333,000
|
|
|
337,451
|
|
|
|
Actavis Funding
|
|
3.45% 3/22
|
|
7,055,000
|
|
|
7,153,862
|
|
|
|
Aetna Inc
|
|
1.9% 6/07/19
|
|
775,000
|
|
|
773,023
|
|
|
|
Aetna Inc
|
|
2.4% 6/15/21
|
|
533,000
|
|
|
530,111
|
|
|
|
Aetna Inc
|
|
3.2% 6/15/26
|
|
2,705,000
|
|
|
2,672,026
|
|
|
|
Aetna Inc
|
|
4.125% 6/01/21
|
|
250,000
|
|
|
266,161
|
|
|
|
Agrium Inc
|
|
3.15% 10/01/22
|
|
250,000
|
|
|
248,270
|
|
|
|
Aid Glbl
|
|
5.5 4/26/24
|
|
6,130,000
|
|
|
7,339,633
|
|
|
|
Aid Ukraine
|
|
1.471% 9/29/21
|
|
800,000
|
|
|
780,995
|
|
|
|
AIG Intl Grp
|
|
4.875% 6/01/22
|
|
600,000
|
|
|
654,995
|
|
|
|
Air Liquid
|
|
1.75% 9/27/21 144A
|
|
1,080,000
|
|
|
1,037,003
|
|
|
|
Alabama Econ
|
|
3.163% 9/15/25
|
|
445,000
|
|
|
448,849
|
|
|
|
Alberta Province
|
|
1.9% 12/6/19
|
|
4,420,000
|
|
|
4,426,767
|
|
|
|
Allya
|
|
2015-1 A3 1.39% 9/19
|
|
528,000
|
|
|
528,399
|
|
|
|
Allyl
|
|
2015-SN1 A3 1.21% 3/17
|
|
64,263
|
|
|
64,267
|
|
|
|
Altria Group Inc
|
|
2.85% 8/09/22
|
|
520,000
|
|
|
520,064
|
|
|
|
Altria Group Inc
|
|
9.25% 8/06/19
|
|
40,000
|
|
|
47,179
|
|
|
|
American Ex Crd
|
|
2.125% 3/18/19
|
|
805,000
|
|
|
807,900
|
|
|
|
American Express
|
|
2.25% 5/05/21
|
|
1,000,000
|
|
|
987,259
|
|
|
|
American Honda
|
|
1.65% 7/12/21
|
|
900,000
|
|
|
865,953
|
|
|
|
American Honda
|
|
1.7% 02/22/19
|
|
411,000
|
|
|
409,223
|
|
|
|
American Honda
|
|
1.7% 9/9/21
|
|
500,000
|
|
|
482,071
|
|
|
|
American Intl
|
|
5.85% 1/16/18
|
|
500,000
|
|
|
521,325
|
|
|
|
American Intl Group
|
|
2.3% 7/19
|
|
2,155,000
|
|
|
2,164,258
|
|
|
|
American Intl Group
|
|
3.3% 3/01/21
|
|
2,000,000
|
|
|
2,046,902
|
|
|
|
American Tower
|
|
3.4% 2/15/19
|
|
1,510,000
|
|
|
1,542,583
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
American Tower
|
|
4.5% 1/15/18
|
|
2,315,000
|
|
|
2,375,836
|
|
|
|
Amgen Inc
|
|
1.85% 8/19/21
|
|
745,000
|
|
|
717,110
|
|
|
|
Amgen Inc
|
|
4.1% 6/15/21
|
|
2,255,000
|
|
|
2,375,187
|
|
|
|
Amxca
|
|
2014-4 A 1.43% 6/20
|
|
1,158,000
|
|
|
1,159,919
|
|
|
|
Anheuser Busch
|
|
2.2% 8/18
|
|
450,000
|
|
|
452,964
|
|
|
|
Anheuser Busch
|
|
2.5% 7/15/22
|
|
3,208,000
|
|
|
3,153,875
|
|
|
|
Anheuser Busch
|
|
6.875% 11/19
|
|
1,245,000
|
|
|
1,407,902
|
|
|
|
Anhueser-Busch
|
|
2.65% 2/01/21
|
|
3,530,000
|
|
|
3,546,196
|
|
|
|
Anhueser-Busch
|
|
3.3% 2/01/23
|
|
1,501,000
|
|
|
1,526,050
|
|
|
|
Anhueser-Busch
|
|
1.9% 2/01/19
|
|
900,000
|
|
|
901,091
|
|
|
|
Apple Inc
|
|
1% 5/03/18
|
|
1,713,000
|
|
|
1,706,330
|
|
|
|
Apple Inc
|
|
2.85% 5/06/21
|
|
660,000
|
|
|
674,880
|
|
|
|
Arch Cap Fin
|
|
4.011% 12/15/26
|
|
375,000
|
|
|
379,842
|
|
|
|
AT&T Inc
|
|
1.6% 2/15/17
|
|
1,200,000
|
|
|
1,200,323
|
|
|
|
AT&T Inc
|
|
2.45% 6/30/20
|
|
502,000
|
|
|
498,149
|
|
|
|
AT&T Inc
|
|
2.8% 2/17/21
|
|
6,360,000
|
|
|
6,304,274
|
|
|
|
AT&T Inc
|
|
3% 6/30/22
|
|
580,000
|
|
|
568,724
|
|
|
|
AT&T Inc
|
|
3.4% 5/15/25
|
|
4,725,000
|
|
|
4,548,091
|
|
|
|
AT&T Inc
|
|
3.8% 3/15/22
|
|
590,000
|
|
|
604,225
|
|
|
|
AT&T Inc
|
|
5% 3/01/21
|
|
1,000,000
|
|
|
1,074,646
|
|
|
|
Atmos Energy
|
|
6.35% 6/15/17
|
|
126,000
|
|
|
128,869
|
|
|
|
Aust & Nz Bkg Ny
|
|
2.25% 6/13/19
|
|
650,000
|
|
|
651,829
|
|
|
|
Australia & Nz
|
|
1.45% 5/15/18
|
|
460,000
|
|
|
457,847
|
|
|
|
Australia & Nz
|
|
2.7% 11/16/20
|
|
1,690,000
|
|
|
1,695,766
|
|
|
|
Avalonbay Comm
|
|
3.625% 10/1/20
|
|
209,000
|
|
|
216,870
|
|
|
|
Avmt
|
|
2013 Avm A 3.7427% 12/32
|
|
2,415,000
|
|
|
2,537,844
|
|
|
|
Axis Specialty
|
|
5.875% 6/01/20
|
|
2,150,000
|
|
|
2,355,104
|
|
|
|
Baact
|
|
2016-A1 A 1Ml+39 10/21
|
|
4,300,000
|
|
|
4,312,549
|
|
|
|
BACCT
|
|
2014-A3 A 1ML+29 1/20
|
|
5,000,000
|
|
|
5,003,471
|
|
|
|
BACCT
|
|
2015-A1 A 1Ml+33 6/20
|
|
2,850,000
|
|
|
2,853,828
|
|
|
|
BACM
|
|
2007-4 A4 CSTR 2/51
|
|
3,786,020
|
|
|
3,838,356
|
|
|
|
BACM
|
|
2016-Ub10 A2 2.612% 06/49
|
|
534,000
|
|
|
539,316
|
|
|
|
Bank Amer
|
|
5.65% 5/01/18
|
|
4,525,000
|
|
|
4,740,458
|
|
|
|
Bank Amer Fdg
|
|
2.25% 4/21/20
|
|
2,000,000
|
|
|
1,986,998
|
|
|
|
Bank Amer Fdg C
|
|
3.3% 1/11/23
|
|
1,700,000
|
|
|
1,703,990
|
|
|
|
Bank Amer Fdg C
|
|
3.95% 4/21/25
|
|
1,120,000
|
|
|
1,113,522
|
|
|
|
Bank Amer Fdg C
|
|
4.2% 8/26/24
|
|
1,260,000
|
|
|
1,282,045
|
|
|
|
Bank Amer Fdg Crp
|
|
2.6% 1/15/19
|
|
3,750,000
|
|
|
3,780,728
|
|
|
|
Bank Amer Na
|
|
1.75% 6/05/18
|
|
500,000
|
|
|
499,903
|
|
|
|
Bank America Corp
|
|
2.65% 4/01/19
|
|
1,890,000
|
|
|
1,909,229
|
|
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
|
|
|
Bank Montmtn Be
|
|
1.45% 4/09/18
|
|
1,075,000
|
|
|
1,072,316
|
|
|
|
Bank Nova Scotia
|
|
2.45% 3/22/21
|
|
2,000,000
|
|
|
1,990,100
|
|
|
|
Bank Of America
|
|
2.625% 4/19/21
|
|
1,500,000
|
|
|
1,488,423
|
|
|
|
Bank Of America
|
|
3.5% 4/19/26
|
|
1,275,000
|
|
|
1,256,204
|
|
|
|
Bank Of America
|
|
4.45% 3/03/26
|
|
540,000
|
|
|
555,729
|
|
|
|
Bank Of America
|
|
6% 9/01/17
|
|
1,065,000
|
|
|
1,095,826
|
|
|
|
Bank Of America Cor
|
|
5.7% 1/22
|
|
640,000
|
|
|
718,191
|
|
|
|
Bank Of America Crp Mtn
|
|
2% 1/18
|
|
450,000
|
|
|
451,004
|
|
|
|
Bank Of Montreal
|
|
1.5% 7/18/19
|
|
1,830,000
|
|
|
1,805,235
|
|
|
|
Bank Of New York Co
|
|
2.05% 5/21
|
|
2,070,000
|
|
|
2,029,921
|
|
|
|
Bank T-M Ufj
|
|
2.7% 9/09/18 144A
|
|
1,450,000
|
|
|
1,464,455
|
|
|
|
Bank Tokyo-Msb
|
|
2.3% 3/20 144A
|
|
380,000
|
|
|
375,538
|
|
|
|
Banque Ctr Tunisie
|
|
1.416% 8/21
|
|
600,000
|
|
|
584,640
|
|
|
|
Barclays Plc
|
|
2.875% 6/20
|
|
1,015,000
|
|
|
1,006,426
|
|
|
|
Barclays Plc
|
|
3.2% 08/10/21
|
|
1,000,000
|
|
|
988,391
|
|
|
|
Barclays Plc
|
|
4.375% 1/12/26
|
|
930,000
|
|
|
941,924
|
|
|
|
Barclays Plc
|
|
2.75% 11/08/19
|
|
334,000
|
|
|
333,118
|
|
|
|
Bat Intl Fin
|
|
2.75% 6/20 144A
|
|
2,400,000
|
|
|
2,411,150
|
|
|
|
Bat Intl Fin
|
|
3.5% 6/22 144A
|
|
500,000
|
|
|
511,927
|
|
|
|
Baxalta Inc
|
|
3.6% 6/23/22
|
|
715,000
|
|
|
719,734
|
|
|
|
Bayer Us Fin
|
|
2.375% 10/19 144 A
|
|
1,000,000
|
|
|
1,001,296
|
|
|
|
Bayer Us Fin
|
|
3% 10/08/21 144A
|
|
1,115,000
|
|
|
1,120,065
|
|
|
|
BB&T Corp
|
|
2.25% 2/01/19
|
|
140,000
|
|
|
141,042
|
|
|
|
BB&T Corporation
|
|
6.85% 4/19
|
|
9,000
|
|
|
9,971
|
|
|
|
Bear
|
|
7.25% 2/01/18
|
|
1,350,000
|
|
|
1,428,458
|
|
|
|
Becton Dickinso
|
|
2.675% 12/19
|
|
105,000
|
|
|
106,481
|
|
|
|
Belgium Govt
|
|
1.125% 8/19 Rgs
|
|
1,000,000
|
|
|
984,388
|
|
|
|
Berkley Wr Corp
|
|
5.375% 9/15/20
|
|
1,300,000
|
|
|
1,392,086
|
|
|
|
Berkley Wr Corpmtn
|
|
7.375% 9/19
|
|
700,000
|
|
|
784,788
|
|
|
|
Berkshire Eng
|
|
2.4% 2/20
|
|
2,000,000
|
|
|
2,004,216
|
|
|
|
Bhp Billiton Fn Ltd
|
|
3.85% 9/23
|
|
1,390,000
|
|
|
1,469,497
|
|
|
|
Bk Tk-Mtltd
|
|
3.75% 3/10/24 144A
|
|
1,290,000
|
|
|
1,333,223
|
|
|
|
Bmw Us Cap
|
|
1.85% 9/15/21 144A
|
|
1,075,000
|
|
|
1,037,061
|
|
|
|
Bmw Us Capital
|
|
2% 4/11/21 144A
|
|
1,825,000
|
|
|
1,789,493
|
|
|
|
Bmwlt
|
|
2015-1 A3 1.24% 12/17
|
|
429,147
|
|
|
429,258
|
|
|
|
Bmwot
|
|
2016-A A3 1.41% 7/20
|
|
1,439,000
|
|
|
1,425,014
|
|
|
|
Bnp Pariba
|
|
2.45% 3/17/19
|
|
1,351,000
|
|
|
1,361,196
|
|
|
|
Bp Cap Mkts
|
|
1.674% 2/18
|
|
1,330,000
|
|
|
1,331,184
|
|
|
|
Bp Cap Mkts
|
|
1.676% 5/03/19
|
|
203,000
|
|
|
201,513
|
|
|
|
Bp Cap Mkts
|
|
2.241% 9/26/18
|
|
1,065,000
|
|
|
1,072,768
|
|
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
|
|
|
Bp Cap Mkts
|
|
3.017% 1/16/27
|
|
1,095,000
|
|
|
1,056,158
|
|
|
|
Bp Cap Mkts
|
|
3.245% 5/06/22
|
|
625,000
|
|
|
637,542
|
|
|
|
Bpce Sa
|
|
2.5% 12/10/18
|
|
1,000,000
|
|
|
1,008,566
|
|
|
|
Bpce Sa
|
|
2.5% 7/15/19
|
|
1,300,000
|
|
|
1,306,780
|
|
|
|
Bpce Sa Mtn
|
|
2.25% 1/27/20
|
|
1,500,000
|
|
|
1,488,231
|
|
|
|
Bpcm
|
|
1.375% 5/10/18
|
|
609,000
|
|
|
607,032
|
|
|
|
British Telecom Plc
|
|
2.35% 2/19
|
|
1,356,000
|
|
|
1,363,411
|
|
|
|
BSCMS
|
|
2007-T26 A4 CSTR 1/45
|
|
1,404,796
|
|
|
1,406,269
|
|
|
|
BSCMS
|
|
2007-T28 A1A 5.71% 9/42
|
|
1,743,995
|
|
|
1,785,531
|
|
|
|
Burlington North San
|
|
4.1% 6/21
|
|
2,000,000
|
|
|
2,129,978
|
|
|
|
BWSTA
|
|
2015-1 A3 1.31% 10/19
|
|
4,300,000
|
|
|
4,302,714
|
|
|
|
Caf
|
|
2% 05/10/19
|
|
1,000,000
|
|
|
993,483
|
|
|
|
Cameron Intl Crp
|
|
4.5% 6/01/21
|
|
1,490,000
|
|
|
1,539,149
|
|
|
|
Can Natural Res
|
|
3.45% 11/15/21
|
|
525,000
|
|
|
536,185
|
|
|
|
Capital One
|
|
2.25% 2/13/19
|
|
910,000
|
|
|
913,742
|
|
|
|
Capital One
|
|
2.25% 9/13/21
|
|
1,445,000
|
|
|
1,408,570
|
|
|
|
Capital One
|
|
2.45% 4/24/19
|
|
1,054,000
|
|
|
1,060,268
|
|
|
|
Capital One
|
|
2.95% 7/23/21
|
|
965,000
|
|
|
967,716
|
|
|
|
Capital One
|
|
3.375% 2/15/23
|
|
2,710,000
|
|
|
2,681,876
|
|
|
|
Capital One
|
|
3.75% 4/24/24
|
|
860,000
|
|
|
870,197
|
|
|
|
Capital One
|
|
6.75% 9/15/17
|
|
18,000
|
|
|
18,642
|
|
|
|
Cardinal Health
|
|
2.4% 11/15/19
|
|
1,500,000
|
|
|
1,510,193
|
|
|
|
Carmx
|
|
16-4 A3 1.4% 8/21
|
|
740,000
|
|
|
732,071
|
|
|
|
Carmx
|
|
2015-2 A3 1.37% 3/20
|
|
2,030,000
|
|
|
2,030,554
|
|
|
|
Carmx
|
|
15-3 A2B 1ML+45 11/18
|
|
604,315
|
|
|
604,589
|
|
|
|
Carmx
|
|
16-1 A2B 1Ml+65 4/19
|
|
1,366,644
|
|
|
1,368,791
|
|
|
|
Carmx
|
|
16-2 A2B 1Ml+.47 6/17/19
|
|
1,794,587
|
|
|
1,797,105
|
|
|
|
Carmx
|
|
2014-4 A3 1.25% 11/19
|
|
2,474,962
|
|
|
2,474,123
|
|
|
|
Carmx
|
|
2015-1 A3 1.38% 11/19
|
|
1,364,425
|
|
|
1,364,906
|
|
|
|
Carmx
|
|
2015-3 A3 1.63% 6/20
|
|
363,000
|
|
|
363,943
|
|
|
|
Carmx
|
|
2016-2 A3 1.52% 2/21
|
|
1,615,000
|
|
|
1,607,824
|
|
|
|
CBS Corp
|
|
4.3% 2/15/21
|
|
770,000
|
|
|
815,697
|
|
|
|
CCART
|
|
16-Aa A2 1.47% 4/19 144A
|
|
1,612,396
|
|
|
1,613,964
|
|
|
|
CCART
|
|
2015-BA A2 1.48% 12/18
|
|
1,226,613
|
|
|
1,227,254
|
|
|
|
CCCIT
|
|
13-A2 A2 1193476+0.28% 05
|
|
1,600,000
|
|
|
1,601,591
|
|
|
|
CCCIT
|
|
2014 A2 1.02% 2/19
|
|
5,700,000
|
|
|
5,699,779
|
|
|
|
CCCIT
|
|
2014-A6 A6 2.15% 7/21
|
|
751,000
|
|
|
756,887
|
|
|
|
CCCIT
|
|
2016-A1 A1 0% 11/21
|
|
1,073,000
|
|
|
1,068,273
|
|
|
|
Cco Llc/Capital
|
|
4.464% 7/23/22
|
|
3,445,000
|
|
|
3,596,456
|
|
|
|
CD
|
|
2007-CD5 A1A 5.8% 11/44
|
|
3,672,781
|
|
|
3,745,218
|
|
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
|
|
|
Cdp Finl Inc
|
|
3.15% 7/24 144A
|
|
1,765,000
|
|
|
1,787,481
|
|
|
|
Cdp Finl Inc
|
|
4.4% 11/25/19 144A
|
|
1,300,000
|
|
|
1,386,184
|
|
|
|
Celgene Corp
|
|
1.9% 8/15/17
|
|
720,000
|
|
|
722,272
|
|
|
|
Celgene Corp
|
|
2.125% 8/15/18
|
|
343,000
|
|
|
344,318
|
|
|
|
CGCMT
|
|
13-GC11 A1 0.672% 12/17
|
|
70,269
|
|
|
70,112
|
|
|
|
CGCMT
|
|
2015-GC29 A2 2.674% 4/48
|
|
366,000
|
|
|
371,142
|
|
|
|
CGCMT
|
|
2016-P4 A2 2.446% 7/49
|
|
197,000
|
|
|
197,472
|
|
|
|
CHAIT
|
|
07-A2 A2 1193476+0.05% 04
|
|
1,000,000
|
|
|
1,000,000
|
|
|
|
CHAIT
|
|
13-A6 A6 1193476+0.42% 07
|
|
3,797,000
|
|
|
3,809,788
|
|
|
|
CHAIT
|
|
15-A7 A7 1.62% 7/20
|
|
993,000
|
|
|
994,986
|
|
|
|
CHAIT
|
|
16-A1 A1 1Ml+0 05/21
|
|
3,900,000
|
|
|
3,912,186
|
|
|
|
CHAIT
|
|
2014-A7 A 1.38% 11/19
|
|
993,000
|
|
|
993,863
|
|
|
|
CHAIT
|
|
2015-A2 A 1.59% 2/20
|
|
850,000
|
|
|
852,420
|
|
|
|
CHAIT
|
|
2015-A5 A 1.35% 4/20
|
|
750,000
|
|
|
749,559
|
|
|
|
CHAIT
|
|
2016-A2 A 1.37% 6/15/21
|
|
1,048,000
|
|
|
1,037,893
|
|
|
|
CHAIT
|
|
2016-A5 A5 1.27% 7/21
|
|
1,090,000
|
|
|
1,075,465
|
|
|
|
Chevron Corp Ne
|
|
1.104% 12/5/17
|
|
41,000
|
|
|
40,905
|
|
|
|
Chevron Corp New
|
|
1.961% 3/20
|
|
375,000
|
|
|
373,772
|
|
|
|
Chevron Phil
|
|
2.45% 5/01/20 144A
|
|
347,000
|
|
|
344,405
|
|
|
|
CIBC
|
|
1.6% 9/06/19
|
|
995,000
|
|
|
984,623
|
|
|
|
Cigna
|
|
4% 2/15/22
|
|
1,670,000
|
|
|
1,743,042
|
|
|
|
Cigna Mtn
|
|
5.125% 6/15/20
|
|
1,350,000
|
|
|
1,461,605
|
|
|
|
Cisco Systems
|
|
1.85% 9/20/21
|
|
1,000,000
|
|
|
975,312
|
|
|
|
Citigroup
|
|
2.15% 7/18
|
|
300,000
|
|
|
300,942
|
|
|
|
Citigroup Inc
|
|
1.7% 4/27/18
|
|
2,000,000
|
|
|
1,995,308
|
|
|
|
Citigroup Inc
|
|
1.75% 5/01/18
|
|
1,000,000
|
|
|
997,727
|
|
|
|
Citigroup Inc
|
|
2.35% 8/02/21
|
|
1,000,000
|
|
|
977,299
|
|
|
|
Citigroup Inc
|
|
2.7% 3/30/21
|
|
2,500,000
|
|
|
2,492,158
|
|
|
|
Citigroup Inc
|
|
3.3% 4/27/25
|
|
780,000
|
|
|
763,180
|
|
|
|
Citigroup Inc
|
|
3.7% 1/12/26
|
|
3,670,000
|
|
|
3,646,039
|
|
|
|
Citigroup Inc
|
|
4.4% 6/10/25
|
|
1,080,000
|
|
|
1,103,480
|
|
|
|
Citigroup Inc
|
|
4.45% 9/29/27
|
|
965,000
|
|
|
981,089
|
|
|
|
Citigroup Inc
|
|
4.5% 1/14/22
|
|
755,000
|
|
|
804,188
|
|
|
|
Citigroup Inc
|
|
2.55% 4/08/19
|
|
1,100,000
|
|
|
1,108,524
|
|
|
|
Citizens Bank Na
|
|
2.55% 5/13/21
|
|
3,925,000
|
|
|
3,897,490
|
|
|
|
Citizens Bk Mtn
|
|
2.45% 12/04/19
|
|
590,000
|
|
|
591,697
|
|
|
|
Citizens Bk Mtn
|
|
2014-GC21 A3 3.493% 5/47
|
|
2,620,000
|
|
|
2,708,824
|
|
|
|
Citizens Fincl
|
|
2.375% 7/28/21
|
|
76,000
|
|
|
74,460
|
|
|
|
Cleveland Elec
|
|
7.88% 11/01/17
|
|
14,000
|
|
|
14,724
|
|
|
|
Clmt
|
|
2016-Clne A Cstr 12/31
|
|
3,100,000
|
|
|
3,063,949
|
|
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
|
|
|
Colgate-Palmolive
|
|
0.9% 5/01/18
|
|
596,000
|
|
|
592,848
|
|
|
|
Comcast Corp
|
|
1.625% 1/15/22
|
|
1,604,000
|
|
|
1,534,722
|
|
|
|
Comcast Corp Glb
|
|
5.875% 2/15/18
|
|
1,834,000
|
|
|
1,922,727
|
|
|
|
Comerica Inc
|
|
2.125% 5/23/19
|
|
267,000
|
|
|
266,500
|
|
|
|
Comet
|
|
2014-A5 A 1.48% 7/20
|
|
1,650,000
|
|
|
1,653,409
|
|
|
|
Comet
|
|
2015-A1 A 1.39% 1/21
|
|
770,000
|
|
|
769,640
|
|
|
|
Comet
|
|
2015-A5 A5 1.59% 5/21
|
|
1,100,000
|
|
|
1,103,032
|
|
|
|
Comet
|
|
2015-A7 A7 1.45% 8/21
|
|
271,000
|
|
|
270,434
|
|
|
|
Comet
|
|
2016-A3 A3 1.34% 4/22
|
|
1,060,000
|
|
|
1,048,269
|
|
|
|
Comet
|
|
2016-A4 A4 1.33% 6/15/22
|
|
868,000
|
|
|
856,357
|
|
|
|
Comet
|
|
2014-A2 A2 1.26% 1/20
|
|
890,000
|
|
|
890,494
|
|
|
|
Comm
|
|
13-Cr12 A4 4.046% 10/46
|
|
3,600,000
|
|
|
3,845,186
|
|
|
|
Comm
|
|
15-Ccre24 A4 3.432% 8/55
|
|
4,300,000
|
|
|
4,387,650
|
|
|
|
Comm
|
|
2007-C9 A4 Cstr 12/49
|
|
345,924
|
|
|
348,720
|
|
|
|
Comm
|
|
2010-C1 A3 4.205 7/46
|
|
1,480,000
|
|
|
1,569,309
|
|
|
|
Comm
|
|
2012-CR1 A2 2.35% 5/45
|
|
175,880
|
|
|
175,893
|
|
|
|
Comm
|
|
2012-Cr3 Asb 2.372% 11/45
|
|
353,000
|
|
|
354,813
|
|
|
|
Comm
|
|
2012-Lc4 A4 3.288% 12/44
|
|
282,000
|
|
|
292,894
|
|
|
|
Comm
|
|
2013-Cr8 A2 2.367% 6/46
|
|
2,630,000
|
|
|
2,655,938
|
|
|
|
Comm
|
|
2013-LC6 A1 0.7240% 1/46
|
|
29,308
|
|
|
29,272
|
|
|
|
Comm
|
|
2014-CR17 A2 3.012% 5/47
|
|
630,000
|
|
|
643,131
|
|
|
|
Comm
|
|
2014-UBS4 A2 2.963% 8/47
|
|
2,080,000
|
|
|
2,119,976
|
|
|
|
Comm
|
|
2015-Cr22 A2 2.856% 3/48
|
|
262,000
|
|
|
266,853
|
|
|
|
Comm
|
|
2015-Cr25 A3 3.505% 8/48
|
|
4,000,000
|
|
|
4,105,121
|
|
|
|
Comm
|
|
2015-Dc1 A4 3.078% 2/48
|
|
3,000,000
|
|
|
2,978,419
|
|
|
|
Comm
|
|
2015-Pc1 A3 3.725% 7/50
|
|
4,000,000
|
|
|
4,139,974
|
|
|
|
Commonwealth Edi
|
|
3.4% 9/01/21
|
|
1,615,000
|
|
|
1,674,417
|
|
|
|
Commonwealth NY
|
|
2.25% 3/13/19
|
|
2,004,000
|
|
|
2,010,952
|
|
|
|
Commonwealth NY
|
|
2.4% 11/02/20
|
|
940,000
|
|
|
933,303
|
|
|
|
Commonwealth NY
|
|
2.5% 9/20/18
|
|
1,985,000
|
|
|
2,007,131
|
|
|
|
Commwlth Bk Astl Nyb
|
|
2.3% 3/20
|
|
770,000
|
|
|
765,603
|
|
|
|
Comwlth Edison
|
|
2.15% 1/15/19
|
|
177,000
|
|
|
177,600
|
|
|
|
ConocoPhillip Co
|
|
2.2% 5/15/20
|
|
438,000
|
|
|
434,358
|
|
|
|
Consolidated Edison
|
|
2% 5/15/21
|
|
311,000
|
|
|
303,679
|
|
|
|
Corp Andina
|
|
2.125% 9/27/21
|
|
830,000
|
|
|
803,581
|
|
|
|
Coventry Health
|
|
5.95% 3/15/17
|
|
1,000,000
|
|
|
1,009,846
|
|
|
|
Coventry Hlth
|
|
5.45% 6/15/21
|
|
300,000
|
|
|
332,870
|
|
|
|
Credit Suisse
|
|
3.125% 12/20
|
|
1,250,000
|
|
|
1,245,114
|
|
|
|
Credit Suisse GG
|
|
3.45% 4/16/21
|
|
3,000,000
|
|
|
3,016,383
|
|
|
|
Credit Suisse NY
|
|
1.7% 4/27/18
|
|
2,175,000
|
|
|
2,169,897
|
|
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
|
|
|
Credit Suisse NY
|
|
1.75% 1/29/18
|
|
1,275,000
|
|
|
1,272,321
|
|
|
|
Credit Suisse NY
|
|
3% 10/29/21
|
|
2,280,000
|
|
|
2,299,590
|
|
|
|
CVS Caremark
|
|
2.25% 12/05/18
|
|
784,000
|
|
|
790,717
|
|
|
|
CVS Health
|
|
1.9% 7/20/18
|
|
2,065,000
|
|
|
2,072,591
|
|
|
|
CVS Health
|
|
2.125% 6/01/21
|
|
1,000,000
|
|
|
982,500
|
|
|
|
CVS Health
|
|
2.8% 7/20/20
|
|
1,338,000
|
|
|
1,357,349
|
|
|
|
CVS Health
|
|
3.5% 7/20/22
|
|
7,295,000
|
|
|
7,487,741
|
|
|
|
CWCI
|
|
2007-C2 A3 5.484% 4/47
|
|
236,396
|
|
|
237,011
|
|
|
|
Daimler Fin
|
|
1.5% 7/05/19 144A
|
|
1,000,000
|
|
|
983,447
|
|
|
|
Daimler Fin
|
|
1.875% 1/18 144A
|
|
950,000
|
|
|
951,192
|
|
|
|
Daimler Fin
|
|
2.25% 3/20 144A
|
|
387,000
|
|
|
384,971
|
|
|
|
Daimler Fin
|
|
2.45% 5/20 144A
|
|
3,250,000
|
|
|
3,241,228
|
|
|
|
Danaher Corp
|
|
2.4% 9/15/20
|
|
135,000
|
|
|
135,185
|
|
|
|
Dbubs
|
|
2011-Lc2A A4 4.537% 7/44
|
|
735,000
|
|
|
791,987
|
|
|
|
DCENT
|
|
16-A2 A2 1Ml+55 9/21
|
|
1,500,000
|
|
|
1,508,831
|
|
|
|
DCENT
|
|
2012-A6 A6 1.67% 1/22
|
|
1,409,000
|
|
|
1,403,640
|
|
|
|
DCENT
|
|
2014-A5 A 1.39% 4/20
|
|
2,630,000
|
|
|
2,633,901
|
|
|
|
DCENT
|
|
2015-A2 A 1.90% 10/22
|
|
1,000,000
|
|
|
995,760
|
|
|
|
DCENT
|
|
2015-A4 A4 2.19% 4/23
|
|
550,000
|
|
|
550,677
|
|
|
|
DCENT
|
|
2016-A1 A1 1.64% 7/21
|
|
760,000
|
|
|
759,823
|
|
|
|
DCENT
|
|
2016-A4 A4 1.39% 3/15/22
|
|
873,000
|
|
|
863,035
|
|
|
|
Deutsche Bank Ag
|
|
2.85% 5/10/19
|
|
1,060,000
|
|
|
1,055,075
|
|
|
|
Deutsche Bank Ag
|
|
2.5% 2/13/19
|
|
913,000
|
|
|
905,355
|
|
|
|
Deutsche Bk Ag
|
|
3.375% 5/12/21
|
|
1,760,000
|
|
|
1,740,709
|
|
|
|
Deutsche Tel Fi
|
|
1.95% 9/19/21
|
|
1,340,000
|
|
|
1,289,968
|
|
|
|
Devon Energy Co
|
|
3.25% 5/15/22
|
|
1,000,000
|
|
|
992,618
|
|
|
|
Dexia Crdt
|
|
1.875% 9/15/21 144A
|
|
750,000
|
|
|
723,071
|
|
|
|
Diamond
|
|
1 Fi 3.48% 6/01/19 144A
|
|
1,785,000
|
|
|
1,821,678
|
|
|
|
Diamond
|
|
1/2 Fin 4.42% 6/15/21
|
|
670,000
|
|
|
692,694
|
|
|
|
Discover
|
|
2% 2/21/18
|
|
4,675,000
|
|
|
4,673,579
|
|
|
|
Discover
|
|
2.6% 11/13/18
|
|
500,000
|
|
|
504,241
|
|
|
|
Discover
|
|
3.1% 6/20
|
|
1,247,000
|
|
|
1,261,096
|
|
|
|
Discover
|
|
3.45% 7/27/26
|
|
250,000
|
|
|
241,049
|
|
|
|
Discover
|
|
3.75% 3/04/25
|
|
1,190,000
|
|
|
1,161,941
|
|
|
|
Dominion Gas Hldgs
|
|
2.5% 12/19
|
|
1,200,000
|
|
|
1,212,500
|
|
|
|
Dominion Res Inc
|
|
1.6% 8/15/19
|
|
262,000
|
|
|
257,889
|
|
|
|
Dominion Resource
|
|
1.9% 6/15/18
|
|
400,000
|
|
|
400,146
|
|
|
|
Dominion Resource
|
|
2% 8/15/21
|
|
429,000
|
|
|
415,645
|
|
|
|
Dominion Resource
|
|
6.4% 6/15/18
|
|
1,199,000
|
|
|
1,271,441
|
|
|
|
Dow Chemical
|
|
3% 11/15/22
|
|
1,425,000
|
|
|
1,424,021
|
|
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
|
|
|
Duke Energy
|
|
1.8% 9/01/21
|
|
245,000
|
|
|
235,786
|
|
|
|
Duke Energy Cor
|
|
1.625% 8/15/17
|
|
855,000
|
|
|
856,344
|
|
|
|
Duke Energy Cor
|
|
2.1% 6/15/18
|
|
364,000
|
|
|
365,495
|
|
|
|
Duke Energy Ind
|
|
3.75% 7/15/20
|
|
1,000,000
|
|
|
1,048,566
|
|
|
|
Ecolab Inc
|
|
4.35% 12/08/21
|
|
770,000
|
|
|
831,314
|
|
|
|
Electronic Arts
|
|
3.7% 3/01/21
|
|
1,080,000
|
|
|
1,115,684
|
|
|
|
Emera Us Fin
|
|
3.55% 6/26 144A
|
|
645,000
|
|
|
633,135
|
|
|
|
Enlink Midstrm Lp
|
|
2.7% 4/01/19
|
|
660,000
|
|
|
660,285
|
|
|
|
Entergy Corp
|
|
4% 7/15/22
|
|
850,000
|
|
|
887,909
|
|
|
|
Enterprise Prod
|
|
2.85% 4/15/21
|
|
323,000
|
|
|
325,183
|
|
|
|
Enterprise Prod
|
|
3.7% 2/26
|
|
275,000
|
|
|
275,619
|
|
|
|
Enterprise Prod
|
|
3.75% 2/15/25
|
|
615,000
|
|
|
624,106
|
|
|
|
Enterprise Prod
|
|
3.9% 2/15/24
|
|
1,335,000
|
|
|
1,375,378
|
|
|
|
Enterprise Prod
|
|
3.95% 2/15/27
|
|
390,000
|
|
|
398,920
|
|
|
|
Erac USA Fin
|
|
2.8% 11/01/18 144A
|
|
220,000
|
|
|
222,715
|
|
|
|
Erac USA Fin
|
|
3.85% 11/24 144A
|
|
225,000
|
|
|
228,385
|
|
|
|
Erac USA Llc
|
|
3.3% 10/22 144A
|
|
745,000
|
|
|
745,704
|
|
|
|
Erp Operat Lp
|
|
4.625% 12/15/21
|
|
15,000
|
|
|
16,278
|
|
|
|
Erp Operating Lp
|
|
2.375% 7/19
|
|
286,000
|
|
|
288,135
|
|
|
|
Eversource Energy
|
|
2.5% 3/15/21
|
|
1,000,000
|
|
|
992,048
|
|
|
|
Exelon Corp
|
|
1.55% 6/09/17
|
|
75,000
|
|
|
74,862
|
|
|
|
Exelon Corp
|
|
2.85% 6/15/20
|
|
1,111,000
|
|
|
1,122,222
|
|
|
|
Exelon Gen Llc
|
|
4.25% 6/15/22
|
|
1,290,000
|
|
|
1,333,901
|
|
|
|
Express Scrip Hd
|
|
2.25% 6/15/19
|
|
2,010,000
|
|
|
2,009,250
|
|
|
|
Exxon Mobil Corp
|
|
2.222% 3/01/21
|
|
810,000
|
|
|
809,798
|
|
|
|
Exxon Mobil Corp
|
|
2.726% 3/01/23
|
|
632,000
|
|
|
633,514
|
|
|
|
FHLB
|
|
0.875% 5/24/17
|
|
565,000
|
|
|
565,285
|
|
|
|
FHLG
|
|
10.00% 10/30 #G20027
|
|
140,032
|
|
|
152,673
|
|
|
|
FHLG
|
|
15YR 2.5% 6/23#G14775
|
|
169,421
|
|
|
171,353
|
|
|
|
FHLG
|
|
15YR 2.5% 9/22#J20415
|
|
85,939
|
|
|
88,128
|
|
|
|
FHLG
|
|
15Yr 3% 5/29#J29409
|
|
1,853,156
|
|
|
1,910,271
|
|
|
|
FHLG
|
|
15Yr 3.5% 2/30#G18542
|
|
2,527,913
|
|
|
2,644,927
|
|
|
|
FHLG
|
|
15Yr 3.5% 8/30#G15273
|
|
723,758
|
|
|
756,695
|
|
|
|
FHLG
|
|
15YR 3.50% 10/26 #G14450
|
|
1,553,126
|
|
|
1,624,776
|
|
|
|
FHLG
|
|
15YR 4.00% 4/26 #E02867
|
|
87,393
|
|
|
92,736
|
|
|
|
FHLG
|
|
15YR 4.00% 6/18 #E96973
|
|
18,578
|
|
|
19,127
|
|
|
|
FHLG
|
|
15YR 4.00% 6/24 #G18312
|
|
178,594
|
|
|
188,260
|
|
|
|
FHLG
|
|
15YR 4.00% 7/24 #G13596
|
|
141,190
|
|
|
148,832
|
|
|
|
FHLG
|
|
15YR 4.00% 9/25 #E02787
|
|
168,803
|
|
|
180,705
|
|
|
|
FHLG
|
|
15YR 4.00% 9/25 #G14376
|
|
121,395
|
|
|
128,042
|
|
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 4.50% 1/19 #G11565
|
|
16,527
|
|
|
16,920
|
|
|
|
FHLG
|
|
15YR 4.50% 10/18 #B12459
|
|
13,409
|
|
|
13,713
|
|
|
|
FHLG
|
|
15YR 4.50% 10/18 #E99833
|
|
73,954
|
|
|
75,631
|
|
|
|
FHLG
|
|
15YR 4.50% 11/18 #B10931
|
|
46,879
|
|
|
48,044
|
|
|
|
FHLG
|
|
15YR 4.50% 4/19 #B13051
|
|
13,532
|
|
|
13,938
|
|
|
|
FHLG
|
|
15YR 4.50% 6/19 #B14961
|
|
41,187
|
|
|
42,463
|
|
|
|
FHLG
|
|
15YR 4.50% 8/18 #E98688
|
|
61,298
|
|
|
62,641
|
|
|
|
FHLG
|
|
15YR 4.50% 9/18 #E99205
|
|
55,084
|
|
|
56,334
|
|
|
|
FHLG
|
|
15YR 4.50% 9/24 #J10826
|
|
276,853
|
|
|
293,245
|
|
|
|
FHLG
|
|
15YR 5.0% 4/20 #G11682
|
|
221,814
|
|
|
230,947
|
|
|
|
FHLG
|
|
15YR 5.00% 10/18 #E99955
|
|
8,266
|
|
|
8,488
|
|
|
|
FHLG
|
|
15YR 5.00% 10/23 #G13276
|
|
178,625
|
|
|
190,154
|
|
|
|
FHLG
|
|
15YR 5.00% 12/17 #E01280
|
|
6,381
|
|
|
6,480
|
|
|
|
FHLG
|
|
15YR 5.00% 12/17 #E93561
|
|
10,868
|
|
|
11,037
|
|
|
|
FHLG
|
|
15YR 5.00% 12/18 #G13293
|
|
25,878
|
|
|
26,537
|
|
|
|
FHLG
|
|
15YR 5.00% 3/19 #G13052
|
|
91,488
|
|
|
93,817
|
|
|
|
FHLG
|
|
15YR 5.00% 4/20 #G13598
|
|
99,286
|
|
|
102,127
|
|
|
|
FHLG
|
|
15YR 5.00% 5/18 #P10034
|
|
21,110
|
|
|
21,399
|
|
|
|
FHLG
|
|
15YR 5.50% 11/18 #B10916
|
|
66,329
|
|
|
68,445
|
|
|
|
FHLG
|
|
15YR 5.50% 11/18 #E01497
|
|
39,721
|
|
|
40,988
|
|
|
|
FHLG
|
|
15YR 5.50% 12/21 #G13481
|
|
160,188
|
|
|
169,672
|
|
|
|
FHLG
|
|
15YR 5.50% 12/24 #G14015
|
|
1,393,050
|
|
|
1,484,752
|
|
|
|
FHLG
|
|
15YR 5.50% 2/20 #G11728
|
|
695,046
|
|
|
724,585
|
|
|
|
FHLG
|
|
15YR 5.50% 3/17 #E01136
|
|
335
|
|
|
336
|
|
|
|
FHLG
|
|
15YR 6.00% 1/24 #G13647
|
|
260,280
|
|
|
282,166
|
|
|
|
FHLG
|
|
15YR 6.00% 1/24 #G13982
|
|
250,005
|
|
|
268,342
|
|
|
|
FHLG
|
|
15YR 6.00% 11/23 #G13368
|
|
57,275
|
|
|
61,314
|
|
|
|
FHLG
|
|
15YR 6.00% 4/20 #J02203
|
|
7,657
|
|
|
7,925
|
|
|
|
FHLG
|
|
15YR 6.00% 7/17 #E90474
|
|
6,663
|
|
|
6,728
|
|
|
|
FHLG
|
|
15YR 6.50% 1/20 #J02204
|
|
10,962
|
|
|
11,417
|
|
|
|
FHLG
|
|
15YR 6.50% 10/17 #E01254
|
|
1,463
|
|
|
1,487
|
|
|
|
FHLG
|
|
15YR 6.50% 4/18 #G11452
|
|
2,316
|
|
|
2,341
|
|
|
|
FHLG
|
|
15YR 6.50% 6/17 #E90325
|
|
2,848
|
|
|
2,866
|
|
|
|
FHLG
|
|
15YR 6.50% 7/21 #G12934
|
|
14,225
|
|
|
15,191
|
|
|
|
FHLG
|
|
20Yr 3.5% 6/32#C91456
|
|
1,019,123
|
|
|
1,063,982
|
|
|
|
FHLG
|
|
20YR 5.50% 7/28 #G30564
|
|
306,533
|
|
|
339,605
|
|
|
|
FHLG
|
|
20YR 6.00% 9/27 #G30357
|
|
153,394
|
|
|
172,719
|
|
|
|
FHLG
|
|
25YR 5.50% 7/35 #G05815
|
|
58,021
|
|
|
65,052
|
|
|
|
FHLG
|
|
4.00% 1/41 #A96478
|
|
567,051
|
|
|
598,571
|
|
|
|
FHLG
|
|
4.00% 12/40 #C03565
|
|
103,842
|
|
|
109,614
|
|
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
|
|
4.00% 4/39 #A85531
|
|
108,961
|
|
|
115,120
|
|
|
|
FHLG
|
|
5.50% 1/24 #G13432
|
|
287,015
|
|
|
307,624
|
|
|
|
FHLG
|
|
5.50% 12/37 #G03696
|
|
242,860
|
|
|
272,174
|
|
|
|
FHLG
|
|
5.50% 12/37 #G03865
|
|
113,958
|
|
|
127,713
|
|
|
|
FHLG
|
|
5.50% 3/34 #G01665
|
|
84,707
|
|
|
95,044
|
|
|
|
FHLG
|
|
5.50% 5/34 #Z40042
|
|
636,248
|
|
|
712,772
|
|
|
|
FHLG
|
|
5.50% 7/39 #G05546
|
|
290,893
|
|
|
325,277
|
|
|
|
FHLG
|
|
6.00% 1/38 #G03781
|
|
279,418
|
|
|
316,062
|
|
|
|
FHLG
|
|
6.00% 8/26 #G00587
|
|
29,997
|
|
|
33,162
|
|
|
|
FHLG
|
|
6.00% 8/28 #C13910
|
|
47,178
|
|
|
53,555
|
|
|
|
FHLG
|
|
6.00% 9/37 #G03282
|
|
134,888
|
|
|
152,489
|
|
|
|
FHLG
|
|
6.50% 10/26 #C90995
|
|
155,436
|
|
|
175,510
|
|
|
|
FHLG
|
|
6.50% 5/22 #D95395
|
|
7,212
|
|
|
8,144
|
|
|
|
FHLG
|
|
6.50% 5/24 #Z40034
|
|
2,100,019
|
|
|
2,318,944
|
|
|
|
FHLG
|
|
6.50% 8/21 #C90473
|
|
180,451
|
|
|
203,756
|
|
|
|
FHLG
|
|
6.50% 8/26 #C90985
|
|
28,389
|
|
|
32,056
|
|
|
|
FHLG
|
|
6.50% 9/23 #Z40030
|
|
1,935,445
|
|
|
2,130,516
|
|
|
|
FHLG
|
|
8.50% 7/28 #G00981
|
|
87,546
|
|
|
102,840
|
|
|
|
FHLM AR
|
|
12M+187.9 10/42#849255
|
|
140,979
|
|
|
149,020
|
|
|
|
FHLM ARM
|
|
2.98% 8/41 #1B8533
|
|
72,765
|
|
|
75,607
|
|
|
|
FHLM ARM
|
|
3.07% 9/41 #1B8608
|
|
44,505
|
|
|
47,162
|
|
|
|
FHLM ARM
|
|
3.224% 4/41#1B8179
|
|
28,007
|
|
|
29,052
|
|
|
|
FHLM ARM
|
|
3.242% 9/1/41#1B8659
|
|
30,509
|
|
|
31,823
|
|
|
|
FHLM ARM
|
|
3.283% 6/1/41
|
|
28,649
|
|
|
30,168
|
|
|
|
FHLM ARM
|
|
3.464% 5/1/41#1B8304
|
|
24,641
|
|
|
25,993
|
|
|
|
FHLM ARM
|
|
3.627% 6/1/41#1B8372
|
|
38,361
|
|
|
40,418
|
|
|
|
FHLM ARM
|
|
3.717% 05/41#1B8124
|
|
36,832
|
|
|
38,803
|
|
|
|
FHR
|
|
1577 PK 6.5% 9/23
|
|
18,326
|
|
|
20,016
|
|
|
|
FHR
|
|
1584 L 6.5% 9/23
|
|
66,131
|
|
|
72,692
|
|
|
|
FHR
|
|
1617 PM 6.5% 11/23
|
|
51,772
|
|
|
57,035
|
|
|
|
FHR
|
|
1835 D 6% 4/26
|
|
44,284
|
|
|
48,469
|
|
|
|
FHR
|
|
1837 Z 6.5% 4/26
|
|
42,081
|
|
|
46,466
|
|
|
|
FHR
|
|
192 I 9% 2/22
|
|
57,890
|
|
|
62,510
|
|
|
|
FHR
|
|
2009-3534 Mb 4% 5/24
|
|
1,370,000
|
|
|
1,443,381
|
|
|
|
FHR
|
|
2010-3703 Cy 4% 8/25
|
|
3,507,038
|
|
|
3,657,224
|
|
|
|
FHR
|
|
2010-3736 QB 4% 5/37
|
|
487,834
|
|
|
489,643
|
|
|
|
FHR
|
|
2010-3747 HM 3% 7/37
|
|
1,175,396
|
|
|
1,187,764
|
|
|
|
FHR
|
|
2011-3844 PJ 5% 1/40
|
|
586,481
|
|
|
617,710
|
|
|
|
FHR
|
|
2011-3857 Ec 3.5% 8/39
|
|
1,503,116
|
|
|
1,559,452
|
|
|
|
FHR
|
|
2012-4016 Ca 2% 7/41
|
|
1,690,975
|
|
|
1,677,317
|
|
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% 5/27
|
|
1,084,591
|
|
|
1,103,485
|
|
|
|
FHR
|
|
2012-4077 Km 3.5% 11/41
|
|
3,346,033
|
|
|
3,468,498
|
|
|
|
FHR
|
|
2013-4281 Lg 4% 1/43
|
|
942,773
|
|
|
992,812
|
|
|
|
FHR
|
|
2014-4305 Ma 3% 8/38
|
|
3,145,839
|
|
|
3,177,032
|
|
|
|
FHR
|
|
2014-4352 A 3% 4/40
|
|
928,655
|
|
|
949,670
|
|
|
|
FHR
|
|
2014-4358 Da 3% 6/40
|
|
3,251,986
|
|
|
3,325,674
|
|
|
|
FHR
|
|
2015-4441 Ak 3% 9/37
|
|
5,879,761
|
|
|
5,945,470
|
|
|
|
FHR
|
|
2015-4472 Wl 3% 5/45
|
|
699,482
|
|
|
716,703
|
|
|
|
FHR
|
|
2015-4482 Dh 3% 6/42
|
|
3,222,655
|
|
|
3,305,021
|
|
|
|
FHR
|
|
2015-4502 Ga 3.5% 8/41
|
|
3,399,767
|
|
|
3,528,307
|
|
|
|
FHR
|
|
2068 B 10% 11/22
|
|
8,653
|
|
|
9,691
|
|
|
|
FHR
|
|
2075 PH 6.5% 8/28
|
|
40,638
|
|
|
44,659
|
|
|
|
FHR
|
|
2208 PG 7% 1/30
|
|
73,474
|
|
|
85,085
|
|
|
|
FHR
|
|
2262 Z 7.5% 10/30
|
|
38,851
|
|
|
45,698
|
|
|
|
FHR
|
|
2344 ZJ 6.5% 8/31
|
|
5,673
|
|
|
6,485
|
|
|
|
FHR
|
|
2399 OH 6.5% 1/32
|
|
49,837
|
|
|
56,989
|
|
|
|
FHR
|
|
2420 MZ 6.5% 2/32
|
|
493,321
|
|
|
563,348
|
|
|
|
FHR
|
|
2425 OB 6% 3/17
|
|
883
|
|
|
887
|
|
|
|
FHR
|
|
2474 NR 6.5% 7/32
|
|
35,562
|
|
|
40,724
|
|
|
|
FHR
|
|
2484 LZ 6.5% 7/32
|
|
61,860
|
|
|
70,811
|
|
|
|
FHR
|
|
2527 TB 6% 11/32
|
|
20,212
|
|
|
22,857
|
|
|
|
FHR
|
|
2558 BD 5% 1/18
|
|
210,788
|
|
|
213,823
|
|
|
|
FHR
|
|
2590 BY 5% 3/18
|
|
295,780
|
|
|
300,775
|
|
|
|
FHR
|
|
2650 QN 4.5% 1/33
|
|
14,185
|
|
|
14,365
|
|
|
|
FHR
|
|
2672 NH 0% 9/18
|
|
55,408
|
|
|
56,303
|
|
|
|
FHR
|
|
2872 JG 4.5% 10/19
|
|
229,895
|
|
|
236,054
|
|
|
|
FHR
|
|
3397 FC 0.8613% 12/37
|
|
721,124
|
|
|
725,074
|
|
|
|
FHR
|
|
3564 JA 4% 1/18
|
|
48,779
|
|
|
49,436
|
|
|
|
FHR
|
|
3741 HD 3% 11/15/39
|
|
164,407
|
|
|
166,033
|
|
|
|
FHR
|
|
3803 EN 3.5% 2/24
|
|
1,820,369
|
|
|
1,864,914
|
|
|
|
FHR
|
|
3820 DA 4% 11/35
|
|
139,477
|
|
|
143,159
|
|
|
|
FHR
|
|
4046 LA 3% 11/2026
|
|
857,987
|
|
|
871,953
|
|
|
|
FHR
|
|
4189 Md 3.0% 6/33
|
|
1,102,689
|
|
|
1,113,690
|
|
|
|
FHR
|
|
2010-3747 HK 2.5% 7/37
|
|
1,343,907
|
|
|
1,352,018
|
|
|
|
FHR
|
|
2012-4026 HA 3.5% 12/39
|
|
3,116,229
|
|
|
3,233,020
|
|
|
|
FHR Ser
|
|
4221 CLS GA 1.4% 7/23
|
|
560,795
|
|
|
552,922
|
|
|
|
FICO
|
|
5/11/2018
|
|
220,000
|
|
|
216,093
|
|
|
|
Fidelity Natl
|
|
2.85% 10/15/18
|
|
1,095,000
|
|
|
1,113,834
|
|
|
|
Fidelity Natl
|
|
3.625% 10/15/20
|
|
1,470,000
|
|
|
1,520,721
|
|
|
|
Fifth Third Bk
|
|
1.45% 2/28/18
|
|
2,150,000
|
|
|
2,144,836
|
|
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
|
|
|
Fifth Third Bk
|
|
2.25% 6/14/21
|
|
2,155,000
|
|
|
2,128,588
|
|
|
|
Fifth Third Bk
|
|
2.375% 4/25/19
|
|
1,250,000
|
|
|
1,258,914
|
|
|
|
Fitat Auto
|
|
14-3 A3 0.96% 3/19
|
|
697,070
|
|
|
696,566
|
|
|
|
FNA
|
|
2014-M9 AB2 3.055% 7/24
|
|
3,742,434
|
|
|
3,790,267
|
|
|
|
FNA
|
|
2015-M8 Ab2 2.829% Perp
|
|
3,700,000
|
|
|
3,670,142
|
|
|
|
FNA
|
|
2016-M11 Ab2 2.183% 7/26
|
|
3,800,000
|
|
|
3,548,372
|
|
|
|
FNA
|
|
2016-M12 Ab2 2.362% 9/26
|
|
5,800,000
|
|
|
5,475,336
|
|
|
|
FNA
|
|
2016-M3 Ab2 2.606% 2/26
|
|
3,000,000
|
|
|
2,853,386
|
|
|
|
FNA
|
|
2016-M5 Ab2 2.375% 4/26
|
|
3,400,000
|
|
|
3,235,241
|
|
|
|
FNMA
|
|
0.875% 8/02/19
|
|
674,000
|
|
|
664,337
|
|
|
|
FNMA
|
|
1% 12/31/19
|
|
1,673,000
|
|
|
1,662,194
|
|
|
|
FNMA
|
|
1.125% 12/14/18
|
|
606,000
|
|
|
604,616
|
|
|
|
FNMA
|
|
1.375% 2/26/21
|
|
978,000
|
|
|
958,111
|
|
|
|
FNMA
|
|
1.5% 11/30/20
|
|
638,000
|
|
|
629,487
|
|
|
|
FNMA
|
|
1.875% 9/18/18
|
|
1,321,000
|
|
|
1,336,051
|
|
|
|
FNMA
|
|
10YR 2.5% 10/22#AB6544
|
|
128,712
|
|
|
131,986
|
|
|
|
FNMA
|
|
10YR 2.5% 10/22#AB6730
|
|
99,254
|
|
|
101,782
|
|
|
|
FNMA
|
|
10YR 2.5% 5/23 #MA1431
|
|
282,443
|
|
|
289,637
|
|
|
|
FNMA
|
|
10YR 6.50% 12/37 #AD0070
|
|
112,338
|
|
|
123,655
|
|
|
|
FNMA
|
|
15Yr 3% 9/31#Al8853
|
|
2,915,373
|
|
|
3,009,326
|
|
|
|
FNMA
|
|
15Yr 3.5% 1/27 #Ax1909
|
|
253,832
|
|
|
265,314
|
|
|
|
FNMA
|
|
15Yr 3.5% 10/29#Al5851
|
|
224,763
|
|
|
235,281
|
|
|
|
FNMA
|
|
15Yr 3.5% 12/29#As4198
|
|
907,618
|
|
|
950,376
|
|
|
|
FNMA
|
|
15Yr 3.5% 3/29#Av9229
|
|
809,315
|
|
|
845,797
|
|
|
|
FNMA
|
|
15Yr 3.5% 6/29#Aw3638
|
|
722,663
|
|
|
756,594
|
|
|
|
FNMA
|
|
15Yr 3.5% 7/26#Ai7819
|
|
57,067
|
|
|
59,631
|
|
|
|
FNMA
|
|
15Yr 3.5% 9/29#Al5878
|
|
586,189
|
|
|
613,804
|
|
|
|
FNMA
|
|
15YR 3.50% 1/26 #AL1168
|
|
132,612
|
|
|
138,631
|
|
|
|
FNMA
|
|
15YR 3.50% 3/27 #AL1746
|
|
617,894
|
|
|
646,037
|
|
|
|
FNMA
|
|
15YR 3.50% 5/27 #AL1741
|
|
266,986
|
|
|
279,063
|
|
|
|
FNMA
|
|
15YR 3.50% 5/27 #AL1751
|
|
139,930
|
|
|
146,259
|
|
|
|
FNMA
|
|
15YR 4.00% 12/18 #735522
|
|
66,085
|
|
|
68,078
|
|
|
|
FNMA
|
|
15YR 4.00% 6/19 #773153
|
|
24,022
|
|
|
24,747
|
|
|
|
FNMA
|
|
15YR 4.00% 7/18 #726128
|
|
8,722
|
|
|
8,985
|
|
|
|
FNMA
|
|
15YR 4.00% 7/19 #773445
|
|
55,608
|
|
|
57,285
|
|
|
|
FNMA
|
|
15YR 4.00% 9/18 #254919
|
|
17,928
|
|
|
18,469
|
|
|
|
FNMA
|
|
15YR 4.00% 9/18 #682450
|
|
3,193
|
|
|
3,289
|
|
|
|
FNMA
|
|
15Yr 4.5% 11/25#Al8242
|
|
439,772
|
|
|
465,774
|
|
|
|
FNMA
|
|
15YR 4.50% 1/21 #852735
|
|
752
|
|
|
782
|
|
|
|
FNMA
|
|
15YR 4.50% 10/19 #796680
|
|
86,251
|
|
|
89,269
|
|
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% 10/20 #735926
|
|
4,977
|
|
|
5,175
|
|
|
|
FNMA
|
|
15YR 4.50% 10/20 #836381
|
|
13,636
|
|
|
14,192
|
|
|
|
FNMA
|
|
15YR 4.50% 11/18 #254952
|
|
263,106
|
|
|
269,249
|
|
|
|
FNMA
|
|
15YR 4.50% 11/19 #889395
|
|
1,340
|
|
|
1,378
|
|
|
|
FNMA
|
|
15YR 4.50% 11/20 #813915
|
|
4,794
|
|
|
4,990
|
|
|
|
FNMA
|
|
15YR 4.50% 12/18 #255031
|
|
248,127
|
|
|
253,920
|
|
|
|
FNMA
|
|
15YR 4.50% 12/18 #888889
|
|
82,914
|
|
|
84,780
|
|
|
|
FNMA
|
|
15YR 4.50% 12/19 #735290
|
|
20,006
|
|
|
20,615
|
|
|
|
FNMA
|
|
15YR 4.50% 12/20 #995320
|
|
413,563
|
|
|
428,385
|
|
|
|
FNMA
|
|
15YR 4.50% 12/20 #995465
|
|
73,257
|
|
|
76,141
|
|
|
|
FNMA
|
|
15YR 4.50% 2/20 #809744
|
|
2,829
|
|
|
2,933
|
|
|
|
FNMA
|
|
15YR 4.50% 3/19 #742078
|
|
49,008
|
|
|
50,405
|
|
|
|
FNMA
|
|
15YR 4.50% 3/19 #758528
|
|
49,530
|
|
|
50,844
|
|
|
|
FNMA
|
|
15YR 4.50% 3/21 #890081
|
|
140,548
|
|
|
144,556
|
|
|
|
FNMA
|
|
15YR 4.50% 4/19 #725352
|
|
81,885
|
|
|
84,139
|
|
|
|
FNMA
|
|
15YR 4.50% 4/19 #774267
|
|
14,404
|
|
|
14,814
|
|
|
|
FNMA
|
|
15YR 4.50% 5/18 #697602
|
|
16,066
|
|
|
16,428
|
|
|
|
FNMA
|
|
15YR 4.50% 5/19 #725445
|
|
10,069
|
|
|
10,346
|
|
|
|
FNMA
|
|
15YR 4.50% 5/19 #780233
|
|
78,603
|
|
|
80,921
|
|
|
|
FNMA
|
|
15YR 4.50% 6/18 #710238
|
|
9,157
|
|
|
9,363
|
|
|
|
FNMA
|
|
15YR 4.50% 7/18 #720393
|
|
19,852
|
|
|
20,298
|
|
|
|
FNMA
|
|
15YR 4.50% 7/19 #788390
|
|
3,097
|
|
|
3,192
|
|
|
|
FNMA
|
|
15YR 4.50% 7/21 #845515
|
|
3,826
|
|
|
4,004
|
|
|
|
FNMA
|
|
15YR 4.50% 7/21 #932885
|
|
147,394
|
|
|
152,800
|
|
|
|
FNMA
|
|
15YR 4.50% 8/18 #727466
|
|
11,119
|
|
|
11,369
|
|
|
|
FNMA
|
|
15YR 4.50% 8/18 #733772
|
|
39,257
|
|
|
40,140
|
|
|
|
FNMA
|
|
15YR 5.00% 11/18 #740462
|
|
13,092
|
|
|
13,447
|
|
|
|
FNMA
|
|
15YR 5.00% 11/18 #749596
|
|
41,076
|
|
|
42,240
|
|
|
|
FNMA
|
|
15YR 5.00% 12/18 #888681
|
|
74,331
|
|
|
76,093
|
|
|
|
FNMA
|
|
15YR 5.00% 12/19 #803919
|
|
79,850
|
|
|
83,196
|
|
|
|
FNMA
|
|
15YR 5.00% 12/20 #995324
|
|
294,234
|
|
|
307,442
|
|
|
|
FNMA
|
|
15YR 5.00% 12/21 #888436
|
|
190,442
|
|
|
198,249
|
|
|
|
FNMA
|
|
15YR 5.00% 3/18 #667792
|
|
9,699
|
|
|
9,888
|
|
|
|
FNMA
|
|
15YR 5.00% 4/19 #761326
|
|
28,600
|
|
|
29,549
|
|
|
|
FNMA
|
|
15YR 5.00% 5/18 #707298
|
|
148,599
|
|
|
151,921
|
|
|
|
FNMA
|
|
15YR 5.00% 6/18 #709848
|
|
15,138
|
|
|
15,497
|
|
|
|
FNMA
|
|
15YR 5.00% 6/18 #709877
|
|
12,377
|
|
|
12,654
|
|
|
|
FNMA
|
|
15YR 5.50% 1/18 #680143
|
|
1,511
|
|
|
1,537
|
|
|
|
FNMA
|
|
15YR 5.50% 10/19 #795064
|
|
8,018
|
|
|
8,359
|
|
|
|
FNMA
|
|
15YR 5.50% 11/17 #670452
|
|
10,748
|
|
|
10,894
|
|
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 5.50% 2/17 #634197
|
|
2,795
|
|
|
2,798
|
|
|
|
FNMA
|
|
15YR 5.50% 2/18 #681383
|
|
9,534
|
|
|
9,679
|
|
|
|
FNMA
|
|
15YR 5.50% 3/20 #735521
|
|
9,070
|
|
|
9,416
|
|
|
|
FNMA
|
|
15YR 5.50% 3/24 #AE0467
|
|
66,255
|
|
|
70,963
|
|
|
|
FNMA
|
|
15YR 5.50% 4/18 #254686
|
|
26,939
|
|
|
27,478
|
|
|
|
FNMA
|
|
15YR 5.50% 4/19 #725528
|
|
19,982
|
|
|
20,582
|
|
|
|
FNMA
|
|
15YR 5.50% 5/21 #AL0230
|
|
227,922
|
|
|
237,201
|
|
|
|
FNMA
|
|
15YR 5.50% 9/19 #725793
|
|
4,578
|
|
|
4,741
|
|
|
|
FNMA
|
|
15YR 5.50% 9/19 #725796
|
|
7,332
|
|
|
7,640
|
|
|
|
FNMA
|
|
15YR 5.50% 9/23 #AL0229
|
|
257,084
|
|
|
273,181
|
|
|
|
FNMA
|
|
15YR 6.00% 1/24 #995425
|
|
193,132
|
|
|
209,391
|
|
|
|
FNMA
|
|
15YR 6.00% 11/17 #668811
|
|
802
|
|
|
811
|
|
|
|
FNMA
|
|
15YR 6.00% 2/23 #889634
|
|
313,032
|
|
|
337,258
|
|
|
|
FNMA
|
|
15YR 6.00% 3/18 #555390
|
|
1,869
|
|
|
1,894
|
|
|
|
FNMA
|
|
15YR 6.00% 3/24 #AE0745
|
|
140,057
|
|
|
151,030
|
|
|
|
FNMA
|
|
15YR 6.00% 5/17 #644987
|
|
1,900
|
|
|
1,911
|
|
|
|
FNMA
|
|
15YR 6.00% 6/22 #944357
|
|
120,056
|
|
|
129,643
|
|
|
|
FNMA
|
|
15YR 6.50% 1/23 #889111
|
|
224,720
|
|
|
243,687
|
|
|
|
FNMA
|
|
15YR 6.50% 2/24 #995658
|
|
60,355
|
|
|
66,023
|
|
|
|
FNMA
|
|
15YR 6.50% 3/17 #627139
|
|
354
|
|
|
355
|
|
|
|
FNMA
|
|
15YR 7.00% 5/17 #254353
|
|
429
|
|
|
432
|
|
|
|
FNMA
|
|
15YR 7.00% 5/17 #638774
|
|
4,629
|
|
|
4,659
|
|
|
|
FNMA
|
|
20YR 4.50% 5/26 #AH0473
|
|
43,340
|
|
|
46,616
|
|
|
|
FNMA
|
|
20YR 5.5% 12/33 #AL4500
|
|
226,427
|
|
|
251,501
|
|
|
|
FNMA
|
|
20YR 5.50% 4/29 #AD0912
|
|
146,458
|
|
|
162,676
|
|
|
|
FNMA
|
|
20YR 5.50% 7/27 #986156
|
|
252,662
|
|
|
280,641
|
|
|
|
FNMA
|
|
20YR 6.00% 1/28 #257048
|
|
115,309
|
|
|
130,274
|
|
|
|
FNMA
|
|
20YR 6.00% 10/27 #256928
|
|
140,477
|
|
|
158,708
|
|
|
|
FNMA
|
|
20YR 6.00% 11/22 #254544
|
|
30,248
|
|
|
34,174
|
|
|
|
FNMA
|
|
20YR 6.00% 9/21 #253999
|
|
18,676
|
|
|
21,100
|
|
|
|
FNMA
|
|
20YR 6.50% 11/18 #252104
|
|
16,290
|
|
|
18,396
|
|
|
|
FNMA
|
|
20YR 6.50% 12/21 #545419
|
|
1,254
|
|
|
1,416
|
|
|
|
FNMA
|
|
20YR 6.50% 3/19 #252348
|
|
13,571
|
|
|
15,326
|
|
|
|
FNMA
|
|
20YR 6.50% 7/18 #251825
|
|
12,946
|
|
|
13,307
|
|
|
|
FNMA
|
|
5.00% 8/25 #255810
|
|
418,893
|
|
|
456,005
|
|
|
|
FNMA
|
|
5.50% 1/38 #AL0662
|
|
261,132
|
|
|
292,547
|
|
|
|
FNMA
|
|
5.50% 11/34 #310105
|
|
456,097
|
|
|
510,829
|
|
|
|
FNMA
|
|
5.50% 2/37 #904918
|
|
90,266
|
|
|
99,020
|
|
|
|
FNMA
|
|
5.50% 6/33 #254767
|
|
764,882
|
|
|
857,080
|
|
|
|
FNMA
|
|
6.00% 2/28 #257076
|
|
111,435
|
|
|
125,897
|
|
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
|
|
6.00% 3/33 #695584
|
|
10,379
|
|
|
11,689
|
|
|
|
FNMA
|
|
6.00% 4/25 #660719
|
|
71,447
|
|
|
76,321
|
|
|
|
FNMA
|
|
6.00% 9/33 #752786
|
|
23,378
|
|
|
26,285
|
|
|
|
FNMA
|
|
6.50% 10/21 #254044
|
|
3,211
|
|
|
3,626
|
|
|
|
FNMA
|
|
6.50% 11/22 #735137
|
|
60,375
|
|
|
68,182
|
|
|
|
FNMA
|
|
6.50% 12/32 #735415
|
|
11,920
|
|
|
13,605
|
|
|
|
FNMA
|
|
6.50% 12/35 #AD0723
|
|
72,821
|
|
|
84,310
|
|
|
|
FNMA
|
|
6.50% 7/32 #545759
|
|
23,615
|
|
|
26,965
|
|
|
|
FNMA
|
|
6.50% 7/32 #545762
|
|
11,931
|
|
|
13,621
|
|
|
|
FNMA
|
|
6.50% 7/35 #745092
|
|
13,085
|
|
|
14,983
|
|
|
|
FNMA
|
|
6.50% 8/36 #888034
|
|
17,484
|
|
|
19,950
|
|
|
|
FNMA
|
|
6.50% 8/36 #888544
|
|
64,058
|
|
|
73,204
|
|
|
|
FNMA
|
|
6.50% 8/36 #AE0746
|
|
54,677
|
|
|
62,452
|
|
|
|
FNMA
|
|
6.50% 9/28 #AD0329
|
|
116,234
|
|
|
131,263
|
|
|
|
FNMA
|
|
7.00% 12/36 #907742
|
|
26,414
|
|
|
28,960
|
|
|
|
FNMA
|
|
7.50% 11/37 #888892
|
|
144,121
|
|
|
170,921
|
|
|
|
FNMA
|
|
7.50% 11/38 #995504
|
|
110,381
|
|
|
130,939
|
|
|
|
FNMA
|
|
8.00% 11/37 #995783
|
|
16,301
|
|
|
18,275
|
|
|
|
FNMA
|
|
8.00% 6/27 #695533
|
|
8,743
|
|
|
10,312
|
|
|
|
FNMA Arm
|
|
10/41#AJ3399
|
|
16,504
|
|
|
17,179
|
|
|
|
FNMA Arm
|
|
11/40#AE6806
|
|
21,434
|
|
|
22,622
|
|
|
|
FNMA Arm
|
|
2.69% 9/41 #AH5260
|
|
131,787
|
|
|
136,950
|
|
|
|
FNMA Arm
|
|
3.01% 8/41 #AI4358
|
|
13,283
|
|
|
13,992
|
|
|
|
FNMA Arm
|
|
3.228% 7/41#AI3469
|
|
35,680
|
|
|
37,542
|
|
|
|
FNMA Arm
|
|
3.365% 10/41#AI6819
|
|
21,716
|
|
|
22,700
|
|
|
|
FNMA Arm
|
|
3.37% 9/41 #AI8935
|
|
49,878
|
|
|
53,052
|
|
|
|
FNMA Arm
|
|
3.545% 7/41#AI6050
|
|
47,109
|
|
|
49,111
|
|
|
|
FNMA Arm
|
|
6/42#AO2244
|
|
44,120
|
|
|
45,742
|
|
|
|
FNMA Arm
|
|
9/41#AI9813
|
|
25,005
|
|
|
25,990
|
|
|
|
FNR
|
|
02-58 HC 5.5% 9/17
|
|
345
|
|
|
347
|
|
|
|
FNR
|
|
03-66 PA 3.5% 2/33
|
|
183,166
|
|
|
185,813
|
|
|
|
FNR
|
|
1992-205 Z 7% 11/22
|
|
66,622
|
|
|
73,417
|
|
|
|
FNR
|
|
1994-40 Z 6.5% 3/24
|
|
165,016
|
|
|
181,634
|
|
|
|
FNR
|
|
1997-46 PL 6% 7/27
|
|
226,822
|
|
|
245,933
|
|
|
|
FNR
|
|
2001-44 PD 7% 9/31
|
|
9,010
|
|
|
10,475
|
|
|
|
FNR
|
|
2001-7 PF 7% 3/31
|
|
4,614
|
|
|
5,368
|
|
|
|
FNR
|
|
2003-32 UN 4% 1/33
|
|
393,136
|
|
|
395,093
|
|
|
|
FNR
|
|
2003-57 NK 5% 6/18
|
|
4,967
|
|
|
5,060
|
|
|
|
FNR
|
|
2004-2 QL 4% 2/19
|
|
354,384
|
|
|
360,606
|
|
|
|
FNR
|
|
2004-82 HJ 5.5% 9/32
|
|
38,971
|
|
|
39,068
|
|
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
|
|
2004-91 AR 5.50% 4/33
|
|
910,651
|
|
|
929,671
|
|
|
|
FNR
|
|
2006-41 MC 5.5% 7/35
|
|
21,593
|
|
|
21,818
|
|
|
|
FNR
|
|
2007-77 MH 6% 12/36
|
|
43,758
|
|
|
45,586
|
|
|
|
FNR
|
|
2008-29 CA 4.5% 9/35
|
|
353,617
|
|
|
356,668
|
|
|
|
FNR
|
|
2009-10 AB 3/24
|
|
33,595
|
|
|
34,900
|
|
|
|
FNR
|
|
2010-104 Pg 2.5% 11/39
|
|
2,855,940
|
|
|
2,855,328
|
|
|
|
FNR
|
|
2010-31 AP 4.5% 2/40
|
|
460,806
|
|
|
471,761
|
|
|
|
FNR
|
|
2010-68 Hj 4.5% 6/40
|
|
4,379,237
|
|
|
4,637,381
|
|
|
|
FNR
|
|
2011-123 Jg 2.5% 3/41
|
|
2,479,764
|
|
|
2,448,017
|
|
|
|
FNR
|
|
2011-5 PA 4% 10/25
|
|
29,998
|
|
|
30,642
|
|
|
|
FNR
|
|
2011-87 Ja 3% 6/25/40
|
|
2,038,987
|
|
|
2,076,700
|
|
|
|
FNR
|
|
2012-94 E 3% 6/22
|
|
265,118
|
|
|
269,470
|
|
|
|
FNR
|
|
2013-130 Cg 4% 6/43
|
|
1,156,365
|
|
|
1,219,233
|
|
|
|
FNR
|
|
2013-16 GP 3% 3/33
|
|
967,464
|
|
|
993,454
|
|
|
|
FNR
|
|
2013-18 Md 1.75% 2/33
|
|
2,859,485
|
|
|
2,827,118
|
|
|
|
FNR
|
|
2013-72 KE 3.5% 2/43
|
|
1,617,828
|
|
|
1,683,054
|
|
|
|
FNR
|
|
2013-73 Tk 3.5% 9/42
|
|
1,119,387
|
|
|
1,160,846
|
|
|
|
FNR
|
|
2014-21 Ga 3% 4/39
|
|
2,463,744
|
|
|
2,473,631
|
|
|
|
FNR
|
|
2014-64 Nk 3% 12/37
|
|
3,312,691
|
|
|
3,346,307
|
|
|
|
FNR
|
|
2014-83 P 3% 6/43
|
|
771,020
|
|
|
785,739
|
|
|
|
FNR
|
|
2015-28 Je 3% 5/45
|
|
1,211,576
|
|
|
1,241,716
|
|
|
|
FNR
|
|
2015-28 P 2.5% 5/45
|
|
1,751,829
|
|
|
1,758,330
|
|
|
|
FNR
|
|
2015-42 Le 3% 6/45
|
|
1,027,512
|
|
|
1,052,989
|
|
|
|
FNR
|
|
2015-7 Ga 3% 9/39
|
|
2,898,899
|
|
|
2,964,279
|
|
|
|
FNR
|
|
2016-100 P 3.5% 11/44
|
|
1,547,000
|
|
|
1,605,214
|
|
|
|
FNR
|
|
2016-105 Pa 3.5% 4/45
|
|
1,000,000
|
|
|
1,039,106
|
|
|
|
FNR
|
|
2016-19 Ah 3% 4/46
|
|
853,358
|
|
|
873,461
|
|
|
|
FNR
|
|
2016-25 Ha 3% 2/38
|
|
2,041,300
|
|
|
2,061,230
|
|
|
|
FNR
|
|
2016-26 Cg 3% 5/46
|
|
2,166,540
|
|
|
2,215,824
|
|
|
|
FNR
|
|
2016-27 Hk 3% 1/41
|
|
1,092,746
|
|
|
1,118,083
|
|
|
|
FNR
|
|
2016-27 Kg 3% 1/40
|
|
572,235
|
|
|
585,220
|
|
|
|
FNR
|
|
2016-34 Gh 3% 6/46
|
|
2,175,482
|
|
|
2,229,435
|
|
|
|
FNR
|
|
2016-37 Bk 3% 6/46
|
|
2,262,089
|
|
|
2,316,327
|
|
|
|
FNR
|
|
G93-3 K 7% 2/23
|
|
28,311
|
|
|
30,911
|
|
|
|
FNW
|
|
2003-W4 2A 6.5% 10/42
|
|
11,571
|
|
|
12,858
|
|
|
|
Ford Crd
|
|
16-1 A 2.31% 8/27
|
|
324,000
|
|
|
323,371
|
|
|
|
Ford Mtr Cr
|
|
2.875% 10/01/18
|
|
1,500,000
|
|
|
1,517,634
|
|
|
|
Ford Mtr Cr Co
|
|
1.897% 8/12/19
|
|
1,000,000
|
|
|
983,456
|
|
|
|
Ford Mtr Cr Co
|
|
3.336% 3/18/21
|
|
1,730,000
|
|
|
1,740,553
|
|
|
|
Ford Mtr Cr Llc
|
|
2.375% 1/16/18
|
|
1,680,000
|
|
|
1,687,313
|
|
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
|
|
|
Ford Mtr Cr Llc
|
|
2.459% 3/27/20
|
|
2,000,000
|
|
|
1,973,020
|
|
|
|
Ford Mtr Cr Llc
|
|
4.25% 9/20/22
|
|
1,475,000
|
|
|
1,518,033
|
|
|
|
Ford Mtr Cr Llc
|
|
5% 5/15/18
|
|
605,000
|
|
|
628,592
|
|
|
|
Ford Mtr Credit
|
|
4.134% 8/04/25
|
|
1,875,000
|
|
|
1,877,798
|
|
|
|
Fordf
|
|
2016-3 A1 1.55% 7/21
|
|
1,198,000
|
|
|
1,185,650
|
|
|
|
Fordo
|
|
16-B A3 1.33% 10/20
|
|
1,768,000
|
|
|
1,762,186
|
|
|
|
Fordo
|
|
2015-C A3 1.41% 2/20
|
|
553,000
|
|
|
553,190
|
|
|
|
Fordo
|
|
2016-A A3 2.01% 7/20
|
|
753,000
|
|
|
752,674
|
|
|
|
Fordr
|
|
15-2 A 2.44% 1/27
|
|
450,000
|
|
|
453,954
|
|
|
|
Fordr
|
|
2014-2 A 2.31% 4/26
|
|
473,000
|
|
|
476,956
|
|
|
|
Forest Labs
|
|
4.375% 2/19 144A
|
|
1,560,000
|
|
|
1,620,483
|
|
|
|
Fortive Corp
|
|
1.8% 6/19 144A
|
|
178,000
|
|
|
176,847
|
|
|
|
Fortive Corp
|
|
2.35% 6/21 144A
|
|
302,000
|
|
|
297,694
|
|
|
|
FSPC
|
|
T-54 2A 6% 2/43
|
|
83,469
|
|
|
93,688
|
|
|
|
FSPC
|
|
T-54 3A 7% 2/43
|
|
36,967
|
|
|
42,213
|
|
|
|
Futures Cash Collateral
|
|
Futures Cash Collateral
|
|
960,000
|
|
|
960,000
|
|
|
|
Ge Cap Fdg
|
|
3.373% 11/15/25
|
|
1,687,000
|
|
|
1,712,577
|
|
|
|
Ge Cap Intl
|
|
2.342% 11/15/20
|
|
1,676,000
|
|
|
1,672,154
|
|
|
|
Gecap
|
|
5.3% 2/11/21
|
|
470,000
|
|
|
520,843
|
|
|
|
General Elec Cap
|
|
2.2% 1/09/20
|
|
224,000
|
|
|
224,616
|
|
|
|
General Elec Cap
|
|
3.1% 1/09/23
|
|
649,000
|
|
|
657,091
|
|
|
|
General Elec Cap
|
|
4.65% 10/17/21
|
|
160,000
|
|
|
175,348
|
|
|
|
General Elec Co
|
|
3.375% 3/11/24
|
|
786,000
|
|
|
806,936
|
|
|
|
General Mtr Finl
|
|
3.7% 5/09/23
|
|
1,800,000
|
|
|
1,769,274
|
|
|
|
Gfort
|
|
16-1 A1 1.86% 5/21
|
|
630,000
|
|
|
627,987
|
|
|
|
Gmalt
|
|
2015-1 A3 1.53% 9/18
|
|
659,000
|
|
|
659,890
|
|
|
|
Gmalt
|
|
2015-2 A3 1.68% 12/18
|
|
559,000
|
|
|
560,515
|
|
|
|
GNII II
|
|
5.50% 7/38 #004187
|
|
21,705
|
|
|
23,178
|
|
|
|
GNII II
|
|
6.00% 11/38 #004285
|
|
38,739
|
|
|
42,361
|
|
|
|
GNII II
|
|
6.50% 9/29 #002808
|
|
222,653
|
|
|
255,611
|
|
|
|
GNMA
|
|
15YR 4.50% 12/18 #781681
|
|
74,177
|
|
|
75,888
|
|
|
|
GNMA
|
|
15YR 6.50% 5/17 #569432
|
|
1,504
|
|
|
1,514
|
|
|
|
GNMA
|
|
15YR 6.50% 6/20 #641437
|
|
18,454
|
|
|
19,573
|
|
|
|
GNMA
|
|
20YR 6.50% 4/23 #593677
|
|
15,768
|
|
|
17,314
|
|
|
|
GNMA
|
|
30YR 5.5% 11/35#783799
|
|
201,875
|
|
|
231,162
|
|
|
|
GNMA
|
|
30YR 5.5% 6/35#783800
|
|
96,010
|
|
|
110,022
|
|
|
|
GNMA
|
|
4.50% 3/41 #738108
|
|
1,643,306
|
|
|
1,790,103
|
|
|
|
GNMA
|
|
6.50% 1/23 #530795
|
|
103,236
|
|
|
113,358
|
|
|
|
GNMA
|
|
7.00% 10/28 #481353
|
|
71,403
|
|
|
83,444
|
|
|
|
GNMA
|
|
7.00% 2/28 #462548
|
|
1,639
|
|
|
1,860
|
|
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
|
|
|
GNMA
|
|
7.00% 5/32 #552576
|
|
14,199
|
|
|
16,658
|
|
|
|
GNMA
|
|
7.00% 7/28 #462643
|
|
77,594
|
|
|
90,114
|
|
|
|
GNMA
|
|
7.00% 8/28 #416611
|
|
25,500
|
|
|
29,459
|
|
|
|
GNMA
|
|
7.00% 8/28 #458917
|
|
5,763
|
|
|
6,641
|
|
|
|
GNMA
|
|
8.00% 11/29 #186997
|
|
3,278
|
|
|
3,872
|
|
|
|
GNR
|
|
13-41 PA 2.5% 4/40
|
|
366,090
|
|
|
370,851
|
|
|
|
GNR
|
|
2000-9 ZJ 8.5% 2/30
|
|
72,381
|
|
|
83,968
|
|
|
|
GNR
|
|
2002-33 ZD 6% 5/32
|
|
441,885
|
|
|
495,520
|
|
|
|
GNR
|
|
2008-47 PC 5% 11/16/37
|
|
1,230,891
|
|
|
1,292,633
|
|
|
|
GNR
|
|
2009-127 PL 4.25% 10/38
|
|
431,195
|
|
|
444,187
|
|
|
|
GNR
|
|
2009-65 GL 4.5% 5/38
|
|
320,510
|
|
|
327,614
|
|
|
|
GNR
|
|
2009-79 PC 4.5% 8/36
|
|
416,636
|
|
|
418,949
|
|
|
|
GNR
|
|
2010-162 PQ 4.5% 6/39
|
|
277,012
|
|
|
286,277
|
|
|
|
GNR
|
|
2010-47 CN 4.5% 8/38
|
|
264,986
|
|
|
270,914
|
|
|
|
GNR
|
|
2010-61 HD 3.5% 11/38
|
|
2,459,841
|
|
|
2,504,249
|
|
|
|
GNR
|
|
2010-68 LA 4.5% 3/38
|
|
660,562
|
|
|
675,903
|
|
|
|
GNR
|
|
2010-73 CB 4.40% 8/35
|
|
697,919
|
|
|
716,149
|
|
|
|
GNR
|
|
2010-73 GA 4.5% 9/36
|
|
913,785
|
|
|
947,700
|
|
|
|
GNR
|
|
2010-98 Ch 3% 10/39
|
|
668,613
|
|
|
681,202
|
|
|
|
GNR
|
|
2011-66 NJ 3% 11/38
|
|
216,144
|
|
|
217,718
|
|
|
|
GNR
|
|
2013-106 Pa 4% 2/43
|
|
2,619,341
|
|
|
2,760,615
|
|
|
|
Goldman Sachs
|
|
2.6% 4/23/20
|
|
2,000,000
|
|
|
2,000,780
|
|
|
|
Goldman Sachs
|
|
2.625% 1/19
|
|
1,060,000
|
|
|
1,071,013
|
|
|
|
Goldman Sachs
|
|
2.625% 4/25/21
|
|
420,000
|
|
|
416,590
|
|
|
|
Goldman Sachs
|
|
2.75 9/15/20
|
|
2,000,000
|
|
|
2,007,170
|
|
|
|
Goldman Sachs
|
|
3.75% 2/25/26
|
|
800,000
|
|
|
801,252
|
|
|
|
Goldman Sachs
|
|
3.85% 7/08/24
|
|
740,000
|
|
|
754,517
|
|
|
|
Goldman Sachs
|
|
3ML+110 11/18
|
|
170,000
|
|
|
171,616
|
|
|
|
Goldman Sachs
|
|
5.75% 1/24/22
|
|
1,580,000
|
|
|
1,774,577
|
|
|
|
Goldman Sachs
|
|
5.95% 1/18/18
|
|
665,000
|
|
|
692,709
|
|
|
|
Goldman Sachs
|
|
6.15% 4/01/18
|
|
400,000
|
|
|
420,710
|
|
|
|
Goldman Sachs
|
|
7.5% 2/15/19
|
|
163,000
|
|
|
180,635
|
|
|
|
Gsinc
|
|
2.375% 1/22/18
|
|
495,000
|
|
|
497,886
|
|
|
|
Gsinc
|
|
5.25% 7/27/21
|
|
2,420,000
|
|
|
2,649,982
|
|
|
|
GSMS
|
|
14-Gc18 Aab 3.648% 1/47
|
|
116,000
|
|
|
121,779
|
|
|
|
GSMS
|
|
14-Gc20 Aab 3.655% 4/47
|
|
134,000
|
|
|
140,697
|
|
|
|
GSMS
|
|
15-Gc32 A3 3.498% 7/48
|
|
4,300,000
|
|
|
4,415,368
|
|
|
|
GSMS
|
|
2012-Gcj9 A3 2.773% 11/45
|
|
265,000
|
|
|
267,156
|
|
|
|
GSMS
|
|
2013-GC10 A2 1.84% 2/46
|
|
116,387
|
|
|
116,713
|
|
|
|
GSMS
|
|
2013-Gc10 A5 2.943% 2/46
|
|
344,000
|
|
|
348,826
|
|
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
|
|
|
GSMS
|
|
2013-GC12 A1 VAR 6/46
|
|
96,518
|
|
|
96,280
|
|
|
|
Guardian Life Gbl
|
|
2% 4/21 144A
|
|
380,000
|
|
|
370,283
|
|
|
|
Harley David
|
|
2.7% 3/15/17 144A
|
|
350,000
|
|
|
350,817
|
|
|
|
Harot
|
|
2015-4 A3 1.23% 9/23/19
|
|
503,000
|
|
|
501,772
|
|
|
|
Harot
|
|
2016-2 A3 1.39% 4/20
|
|
352,000
|
|
|
351,454
|
|
|
|
Hart
|
|
2015-B A3 1.12% 11/19
|
|
2,995,000
|
|
|
2,989,520
|
|
|
|
Hart
|
|
2015-C A3 1.46% 2/20
|
|
545,000
|
|
|
545,225
|
|
|
|
Hart
|
|
2016-A A3 1.56% 9/20
|
|
275,000
|
|
|
274,930
|
|
|
|
Hart
|
|
2016-B A3 1.29% 4/21
|
|
872,000
|
|
|
864,974
|
|
|
|
HCP Inc
|
|
4.0% 12/01/22
|
|
1,200,000
|
|
|
1,233,947
|
|
|
|
Hess Corp
|
|
4.3% 4/01/27
|
|
340,000
|
|
|
337,937
|
|
|
|
Hewlett Packar
|
|
Step 10/05/18
|
|
890,000
|
|
|
898,439
|
|
|
|
Hewlett Pkrd Entr
|
|
Var 10/05/17
|
|
2,610,000
|
|
|
2,624,373
|
|
|
|
Hfmot
|
|
2016-1A A2 1.81% 3/21
|
|
437,000
|
|
|
435,981
|
|
|
|
HSBC
|
|
1.5% 5/15/18 144A
|
|
930,000
|
|
|
924,686
|
|
|
|
Hsbc Bnk
|
|
4.125% 8/12/20 144A
|
|
2,000,000
|
|
|
2,097,584
|
|
|
|
HSBC Hldngs Plc
|
|
4.875% 1/22
|
|
675,000
|
|
|
727,991
|
|
|
|
Hsbc Holdings
|
|
2.95% 5/25/21
|
|
2,325,000
|
|
|
2,322,087
|
|
|
|
HSBC Holdings Plc
|
|
5.1% 4/05/21
|
|
360,000
|
|
|
388,735
|
|
|
|
HSBC USA Inc
|
|
2.25% 6/23/19
|
|
659,000
|
|
|
658,591
|
|
|
|
HSBC USA Inc
|
|
2.625% 9/24/18
|
|
1,848,000
|
|
|
1,866,583
|
|
|
|
Hunt Auto
|
|
16-1 A3 1.57% 11/20
|
|
429,000
|
|
|
428,121
|
|
|
|
Huntingtn Bcshrs
|
|
2.3% 1/14/22
|
|
1,000,000
|
|
|
968,910
|
|
|
|
Huntington Banc
|
|
2.6% 8/02/18
|
|
2,450,000
|
|
|
2,473,469
|
|
|
|
Husky Energy In
|
|
4% 4/15/24
|
|
1,000,000
|
|
|
1,017,039
|
|
|
|
Hyundai Cap Am
|
|
2.6% 3/20 144A
|
|
380,000
|
|
|
377,098
|
|
|
|
Hyundai Cap Ame
|
|
2.55% 2/19 144A
|
|
890,000
|
|
|
894,883
|
|
|
|
IL Sales Tax
|
|
1.56% 6/15/17
|
|
2,150,000
|
|
|
2,155,934
|
|
|
|
Ilfc Mtn
|
|
7.125% 9/01/18 144A
|
|
1,941,000
|
|
|
2,091,428
|
|
|
|
Imperial Tbcco
|
|
2.95% 7/20 144A
|
|
2,000,000
|
|
|
2,010,794
|
|
|
|
Ingsll-Rand Glb
|
|
2.875% 1/15/19
|
|
160,000
|
|
|
162,808
|
|
|
|
Intercont Exch
|
|
2.5% 10/15/18
|
|
318,000
|
|
|
322,230
|
|
|
|
Intercont Exch
|
|
2.75% 12/01/20
|
|
534,000
|
|
|
538,898
|
|
|
|
Intl Paper Co
|
|
4.75% 2/15/22
|
|
1,855,000
|
|
|
2,004,721
|
|
|
|
Israel Glbl
|
|
5.5% 12/04/23
|
|
160,000
|
|
|
190,127
|
|
|
|
Jackson Natl Lf
|
|
2.25% 4/29/21
|
|
2,845,000
|
|
|
2,803,250
|
|
|
|
Japan Bank Intl
|
|
1.5% 7/21/21
|
|
787,000
|
|
|
753,856
|
|
|
|
Jefferies Grp
|
|
6.875% 4/15/21
|
|
985,000
|
|
|
1,119,669
|
|
|
|
John Deere Capital
|
|
2.8% 3/21
|
|
2,000,000
|
|
|
2,026,882
|
|
|
|
John Deere Capital
|
|
3.9% 7/12/21
|
|
500,000
|
|
|
527,955
|
|
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
|
|
|
Johnson & Johnson
|
|
2.05% 3/01/23
|
|
1,060,000
|
|
|
1,030,237
|
|
|
|
Jordan Govt
|
|
3% 6/30/25
|
|
790,000
|
|
|
804,734
|
|
|
|
JPM T
|
|
13-C16 A2 3.07% 12/46
|
|
2,509,590
|
|
|
2,560,673
|
|
|
|
JPMBB
|
|
15-C27 A3A1 2.9202% 2/48
|
|
4,500,000
|
|
|
4,439,447
|
|
|
|
JPMBB
|
|
15-C29 A2 2.8596% 5/48
|
|
379,000
|
|
|
387,642
|
|
|
|
JPMBB
|
|
15-C32 A4 3.3293% 11/48
|
|
3,000,000
|
|
|
3,022,301
|
|
|
|
JPMC Co
|
|
2.2% 10/22/19
|
|
870,000
|
|
|
873,074
|
|
|
|
JPMC Co
|
|
2.35% 1/28/19
|
|
820,000
|
|
|
826,492
|
|
|
|
JPMC Co
|
|
2.55% 10/29/20
|
|
400,000
|
|
|
399,396
|
|
|
|
JPMC Co
|
|
3.625% 5/13/24
|
|
1,340,000
|
|
|
1,361,432
|
|
|
|
JPMC Co
|
|
4.25% 10/15/20
|
|
2,050,000
|
|
|
2,167,762
|
|
|
|
JPMC Co
|
|
4.625% 5/10/21
|
|
1,400,000
|
|
|
1,506,149
|
|
|
|
JPMCC
|
|
16-Jp4 A2 2.9343% 12/49
|
|
507,000
|
|
|
519,200
|
|
|
|
JPMCC
|
|
2013-C10 0.7302% 12/15/47
|
|
43,677
|
|
|
43,596
|
|
|
|
JPMCC
|
|
2015-Jp1 A2 3.1438% 1/49
|
|
423,000
|
|
|
435,965
|
|
|
|
JPMorgan Chase
|
|
2.25%1/23/20
|
|
640,000
|
|
|
638,093
|
|
|
|
JPMorgan Chase
|
|
2.75% 6/20
|
|
1,140,000
|
|
|
1,149,519
|
|
|
|
JPMorgan Chase
|
|
2.95% 10/01/26
|
|
1,140,000
|
|
|
1,086,456
|
|
|
|
JPMorgan Chase
|
|
3.2% 1/25/23
|
|
1,000,000
|
|
|
1,010,119
|
|
|
|
JPMorgan Chase
|
|
3.2% 6/26
|
|
2,060,000
|
|
|
2,013,261
|
|
|
|
JPMorgan Chase
|
|
4.95% 3/25/20
|
|
650,000
|
|
|
699,899
|
|
|
|
Jpn Fin Org
|
|
2.125% 10/23 144A
|
|
1,000,000
|
|
|
950,139
|
|
|
|
Key Bank Na
|
|
2.5% 12/15/19
|
|
307,000
|
|
|
310,041
|
|
|
|
Keybank Natl
|
|
1.65% 2/01/18
|
|
1,100,000
|
|
|
1,100,512
|
|
|
|
Keybank Natl
|
|
2.25% 3/16/20
|
|
250,000
|
|
|
248,788
|
|
|
|
Keybank Natl Assn
|
|
1.6% 8/22/19
|
|
384,000
|
|
|
378,569
|
|
|
|
Keycorp Mtn
|
|
2.9% 9/15/20
|
|
2,000,000
|
|
|
2,022,196
|
|
|
|
Keycorp Mtn
|
|
5.1% 3/24/21
|
|
435,000
|
|
|
475,299
|
|
|
|
Kinder Morgan En
|
|
2.65% 2/01/19
|
|
207,000
|
|
|
208,015
|
|
|
|
Kinder Morgan Ic
|
|
3.05% 12/01/19
|
|
392,000
|
|
|
397,437
|
|
|
|
Kinder Mrgn Inc
|
|
2% 12/01/17
|
|
146,000
|
|
|
146,213
|
|
|
|
Kraft Foods
|
|
5.375% 2/20 WI
|
|
523,000
|
|
|
566,117
|
|
|
|
Kraft Foods Grp
|
|
3.5% 6/22 WI
|
|
980,000
|
|
|
996,046
|
|
|
|
Kraft Heinz Co
|
|
3.95% 7/15/25
|
|
3,180,000
|
|
|
3,217,324
|
|
|
|
Kraft Heinz Food
|
|
3% 6/01/26
|
|
400,000
|
|
|
374,982
|
|
|
|
Kroger Co
|
|
2% 1/15/19
|
|
1,000,000
|
|
|
1,002,065
|
|
|
|
Kroger Co
|
|
2.3% 1/15/19
|
|
350,000
|
|
|
352,053
|
|
|
|
Kroger Co
|
|
3.3% 1/15/21
|
|
215,000
|
|
|
220,744
|
|
|
|
Laboratory Corp
|
|
3.2% 2/01/22
|
|
150,000
|
|
|
151,095
|
|
|
|
LBUBS
|
|
2007-C7 A3 5.886% 9/45
|
|
342,284
|
|
|
350,737
|
|
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
|
|
|
LG&E & Ku Energ
|
|
3.75% 11/20
|
|
1,250,000
|
|
|
1,299,141
|
|
|
|
Liberty Mutual
|
|
4.95% 5/22 144A
|
|
930,000
|
|
|
1,013,716
|
|
|
|
Liberty Mutual
|
|
5% 6/01/21 144A
|
|
390,000
|
|
|
423,948
|
|
|
|
Lincoln National
|
|
6.25% 2/15/20
|
|
1,350,000
|
|
|
1,490,054
|
|
|
|
Lloyds Bank Plc
|
|
1.75% 3/16/18
|
|
1,890,000
|
|
|
1,887,059
|
|
|
|
Lloyds Bank Plc
|
|
1.75% 5/14/18
|
|
1,965,000
|
|
|
1,962,094
|
|
|
|
Lockheed Martin
|
|
2.5% 11/23/20
|
|
1,500,000
|
|
|
1,511,507
|
|
|
|
Lyondellbas Inds
|
|
5% 4/15/19
|
|
2,000,000
|
|
|
2,111,460
|
|
|
|
Mack Cali Rlty Lp
|
|
2.5% 12/15/17
|
|
400,000
|
|
|
401,213
|
|
|
|
Macys Retail
|
|
3.875% 1/15/22
|
|
270,000
|
|
|
276,284
|
|
|
|
Manitoba Prov
|
|
2.125% 6/26
|
|
100,000
|
|
|
93,141
|
|
|
|
Manu&Trd Nt Prg
|
|
2.3% 1/30/19
|
|
450,000
|
|
|
453,164
|
|
|
|
Manufctrs & Trdr
|
|
2.1% 2/06/20
|
|
600,000
|
|
|
597,940
|
|
|
|
Marathon Petrol
|
|
2.7% 12/14/18
|
|
515,000
|
|
|
521,748
|
|
|
|
Markel Corp
|
|
7.125% 9/30/19
|
|
1,300,000
|
|
|
1,455,597
|
|
|
|
Marriott Intl
|
|
3% 3/01/19
|
|
2,440,000
|
|
|
2,481,873
|
|
|
|
Marsh & Mclenn
|
|
2.35% 3/06/20
|
|
550,000
|
|
|
550,193
|
|
|
|
Martin Mariet Frn
|
|
3ML+110 6/17
|
|
630,000
|
|
|
631,084
|
|
|
|
Massmutual
|
|
2.45% 11/23/20 144A
|
|
3,550,000
|
|
|
3,546,312
|
|
|
|
Massmutual Glb
|
|
2.35% 4/19 144A
|
|
890,000
|
|
|
898,034
|
|
|
|
Mbalt
|
|
2015-B A3 1.34% 7/18
|
|
380,000
|
|
|
380,287
|
|
|
|
Mbart
|
|
2016-1 A3 1.26% 2/21
|
|
830,000
|
|
|
823,324
|
|
|
|
Mcdonalds Corp
|
|
2.75% 12/20
|
|
74,000
|
|
|
74,613
|
|
|
|
Mckesson Co
|
|
2.284% 3/15/2019
|
|
614,000
|
|
|
616,155
|
|
|
|
Mckesson Corp
|
|
4.75% 3/01/21
|
|
425,000
|
|
|
455,319
|
|
|
|
Medtronic Inc
|
|
2.5% 3/15/20
|
|
790,000
|
|
|
798,406
|
|
|
|
Medtronic Inc
|
|
3.5% 3/15/25
|
|
5,515,000
|
|
|
5,671,510
|
|
|
|
Merrill Lyn
|
|
6.875% 4/25/18
|
|
3,342,000
|
|
|
3,551,754
|
|
|
|
Merrill Lyn Co
|
|
6.4% 8/28/17
|
|
161,000
|
|
|
165,932
|
|
|
|
Met Life Glb
|
|
2.3% 4/10/19 144A
|
|
890,000
|
|
|
894,697
|
|
|
|
Met Life Glb
|
|
2.5% 12/03/20 144A
|
|
1,400,000
|
|
|
1,399,381
|
|
|
|
Met Life Glb Fn
|
|
7.717% 2/15/19
|
|
2,500,000
|
|
|
2,795,620
|
|
|
|
Met Life Glbl
|
|
1.5% 1/18 144A
|
|
1,150,000
|
|
|
1,150,062
|
|
|
|
Met Life Glbl Fdg
|
|
2% 4/20 144A
|
|
1,600,000
|
|
|
1,581,099
|
|
|
|
Mitsubish Ufj
|
|
2.19% 9/13/21
|
|
500,000
|
|
|
485,772
|
|
|
|
Mitsubishi
|
|
2.45% 10/16/19 144A
|
|
1,575,000
|
|
|
1,576,044
|
|
|
|
Mizuho Bk Ltd
|
|
2.45% 4/19 144A
|
|
450,000
|
|
|
451,730
|
|
|
|
Mizuho Finl
|
|
2.273% 9/13/21
|
|
500,000
|
|
|
485,051
|
|
|
|
Mizuho Finl
|
|
2.632% 04/21 144A
|
|
1,000,000
|
|
|
988,690
|
|
|
|
Mlcfc
|
|
2007-9 A4 5.748% 9/49
|
|
819,648
|
|
|
835,994
|
|
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
|
|
|
Mondelez
|
|
1.625% 10/28/19 144A
|
|
2,230,000
|
|
|
2,184,987
|
|
|
|
Morgan Stanle Mtn
|
|
5.5% 1/26/20
|
|
1,360,000
|
|
|
1,473,527
|
|
|
|
Morgan Stanley
|
|
2.125% 4/25/18
|
|
360,000
|
|
|
361,383
|
|
|
|
Morgan Stanley
|
|
2.5% 4/21/21
|
|
2,340,000
|
|
|
2,312,559
|
|
|
|
Morgan Stanley
|
|
2.65% 1/27/20
|
|
2,100,000
|
|
|
2,108,572
|
|
|
|
Morgan Stanley
|
|
2.8% 6/16/20
|
|
4,000,000
|
|
|
4,029,916
|
|
|
|
Morgan Stanley
|
|
3.125% 7/27/26
|
|
1,420,000
|
|
|
1,354,616
|
|
|
|
Morgan Stanley
|
|
3.7% 10/23/24
|
|
350,000
|
|
|
353,733
|
|
|
|
Morgan Stanley
|
|
3.75% 2/25/23
|
|
1,795,000
|
|
|
1,841,884
|
|
|
|
Morgan Stanley
|
|
5.5% 7/28/21
|
|
525,000
|
|
|
581,266
|
|
|
|
Morgan Stanley
|
|
5.75% 1/25/21
|
|
3,070,000
|
|
|
3,403,743
|
|
|
|
Morgan Stanley
|
|
2.5% 1/24/19
|
|
1,330,000
|
|
|
1,343,502
|
|
|
|
Mosaic Co New
|
|
4.25% 11/15/23
|
|
2,275,000
|
|
|
2,291,457
|
|
|
|
Msbam
|
|
15-C22 Asb 3.04% 4/15/48
|
|
200,000
|
|
|
201,955
|
|
|
|
Msbam
|
|
2012-C5 A2 1.972% 8/45
|
|
579,593
|
|
|
580,736
|
|
|
|
Msbam
|
|
2012-C6 A4 2.858% 11/45
|
|
615,000
|
|
|
624,788
|
|
|
|
Msbam
|
|
2015-C21 A3 3.077% 3/48
|
|
2,000,000
|
|
|
1,990,555
|
|
|
|
Msbam
|
|
2016-C29 A1 1.597% 5/49
|
|
471,959
|
|
|
469,588
|
|
|
|
MSBAM
|
|
2014-C14 A2 2.916% 1/47
|
|
750,000
|
|
|
764,228
|
|
|
|
MSC
|
|
2007-IQ13 A1A 5.312% 3/44
|
|
104,870
|
|
|
104,999
|
|
|
|
MSC
|
|
2007-T27 A1A CSTR 6/42
|
|
620,174
|
|
|
627,365
|
|
|
|
MSC
|
|
2007-T27 A4 Cstr 6/42
|
|
2,214,165
|
|
|
2,239,232
|
|
|
|
MSC
|
|
2011-C3 A3 4.054% 7/49
|
|
53,443
|
|
|
55,566
|
|
|
|
MSC
|
|
2015-Ms1 A3 3.51% 5/48
|
|
3,500,000
|
|
|
3,559,456
|
|
|
|
Mufg Americas Hld
|
|
2.25% 2/20
|
|
1,703,000
|
|
|
1,683,788
|
|
|
|
Mylan Nv
|
|
2.5% 6/07/19 144A
|
|
811,000
|
|
|
806,404
|
|
|
|
Na Dev Bank
|
|
4.375% 2/11/20
|
|
2,100,000
|
|
|
2,232,892
|
|
|
|
Nabors Ind Inc
|
|
4.625% 9/15/21
|
|
1,000,000
|
|
|
1,016,520
|
|
|
|
Nabors Ind Mtn
|
|
6.15% 2/15/18
|
|
925,000
|
|
|
959,688
|
|
|
|
Narot
|
|
2015-A A3 1.05% 10/19
|
|
1,802,081
|
|
|
1,799,231
|
|
|
|
Narot
|
|
2015-C A3 1.37% 5/20
|
|
1,415,000
|
|
|
1,412,817
|
|
|
|
Narot
|
|
2016-A A3 1.34% 10/15/20
|
|
448,000
|
|
|
446,654
|
|
|
|
Narot
|
|
2016-B A3 1.32% 1/15/21
|
|
1,474,000
|
|
|
1,465,120
|
|
|
|
Narot
|
|
2016-C A3 1.18% 1/21
|
|
776,000
|
|
|
768,722
|
|
|
|
National Aus Bk
|
|
2.625% 1/14/21
|
|
1,635,000
|
|
|
1,634,158
|
|
|
|
Nationwide
|
|
2.45% 7/27/21 144A
|
|
1,250,000
|
|
|
1,232,255
|
|
|
|
Natl Aust Bk
|
|
2.25% 7/19 144A
|
|
2,025,000
|
|
|
2,030,581
|
|
|
|
Nat-Rural
|
|
2.3% 11/01/20
|
|
2,500,000
|
|
|
2,483,125
|
|
|
|
Navsl
|
|
2016-6A A1 1Ml+48 3/66
|
|
1,900,000
|
|
|
1,900,987
|
|
|
|
New York Life
|
|
1.95% 2/20 144A
|
|
1,000,000
|
|
|
992,246
|
|
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
|
|
|
Newell Rubbermaid
|
|
4.2% 4/01/26
|
|
535,000
|
|
|
557,660
|
|
|
|
Nextera Energy
|
|
1.649% 9/01/18
|
|
167,000
|
|
|
166,446
|
|
|
|
Nippon Teleg&Telep
|
|
1.4%7/18/17
|
|
36,000
|
|
|
35,983
|
|
|
|
Nissan Motor
|
|
1.5% 3/18 144A
|
|
1,265,000
|
|
|
1,261,362
|
|
|
|
Nmotr
|
|
2016-A A2 1.54% 6/21
|
|
452,000
|
|
|
449,139
|
|
|
|
Noble Energy Inc
|
|
3.9% 11/15/24
|
|
1,500,000
|
|
|
1,509,627
|
|
|
|
Noble Enrgy Inc
|
|
4.15% 12/15/21
|
|
1,605,000
|
|
|
1,671,624
|
|
|
|
Nomura Holdings
|
|
2.75% 3/19/19
|
|
975,000
|
|
|
983,854
|
|
|
|
Nordea Bk Ab
|
|
2.375% 4/4/19 144
|
|
660,000
|
|
|
664,161
|
|
|
|
Norfolks South
|
|
3.25% 12/01/21
|
|
20,000
|
|
|
20,521
|
|
|
|
Novartis Cap Crp
|
|
2.4% 9/21/22
|
|
715,000
|
|
|
705,444
|
|
|
|
Nyse Euronext
|
|
2% 10/05/17
|
|
950,000
|
|
|
955,023
|
|
|
|
Occidental Petrol
|
|
3% 2/15/27
|
|
330,000
|
|
|
318,797
|
|
|
|
Oneok Partners
|
|
3.2% 9/15/18
|
|
65,000
|
|
|
66,407
|
|
|
|
Oneok Partners
|
|
3.375% 10/01/22
|
|
1,145,000
|
|
|
1,148,556
|
|
|
|
Oneok Partners Lp
|
|
2% 10/01/17
|
|
160,000
|
|
|
160,435
|
|
|
|
Oracle Corp
|
|
1.9% 9/15/21
|
|
5,725,000
|
|
|
5,589,094
|
|
|
|
Orange Sa
|
|
2.75% 2/06/19
|
|
1,335,000
|
|
|
1,352,180
|
|
|
|
People's United
|
|
3.65% 12/06/22
|
|
995,000
|
|
|
999,506
|
|
|
|
People's United Bk
|
|
4% 7/15/24
|
|
405,000
|
|
|
398,478
|
|
|
|
Pepsico Inc
|
|
1.7% 10/06/2021
|
|
1,000,000
|
|
|
971,499
|
|
|
|
Pg&E Corp
|
|
2.4% 3/01/19
|
|
67,000
|
|
|
67,240
|
|
|
|
Philip Morris Intl
|
|
1.875% 2/21
|
|
1,294,000
|
|
|
1,265,352
|
|
|
|
Philip Mors Int
|
|
1.875% 1/15/19
|
|
450,000
|
|
|
449,955
|
|
|
|
Phillips
|
|
66 2.95% 5/01/17
|
|
375,000
|
|
|
377,083
|
|
|
|
Plains All/Paa Fin
|
|
4.5% 12/26
|
|
800,000
|
|
|
810,400
|
|
|
|
Pnc Bank Na
|
|
2.15% 4/29/21
|
|
1,000,000
|
|
|
985,921
|
|
|
|
Pnc Bank Na
|
|
2.55% 12/09/21
|
|
500,000
|
|
|
499,931
|
|
|
|
Pnc Bank Na
|
|
3.25% 6/01/25
|
|
2,150,000
|
|
|
2,143,361
|
|
|
|
Pnc Bank Na
|
|
2.25% 7/02/19
|
|
2,530,000
|
|
|
2,544,368
|
|
|
|
Pnc Bk Na
|
|
6.875% 4/01/18
|
|
250,000
|
|
|
264,858
|
|
|
|
Pnc Bk Na Pitts
|
|
2.95% 1/30/23
|
|
1,040,000
|
|
|
1,023,935
|
|
|
|
Pnc Bk Pitt Mtn
|
|
2.2% 1/28/19
|
|
450,000
|
|
|
452,214
|
|
|
|
Pnc Financial
|
|
3.8% 7/25/23
|
|
460,000
|
|
|
473,792
|
|
|
|
Pnc Fund Corp
|
|
4.375% 8/11/20
|
|
1,200,000
|
|
|
1,276,922
|
|
|
|
Pnc Funding Corp
|
|
5.625% 2/01/17
|
|
20,000
|
|
|
20,060
|
|
|
|
Ppl Cap Fd Inc
|
|
3.5% 12/01/22
|
|
405,000
|
|
|
413,737
|
|
|
|
Pricoa Gbl
|
|
2.55% 11/24/20 144A
|
|
2,000,000
|
|
|
1,998,822
|
|
|
|
Pricoa Global
|
|
1.9% 9/18 144A
|
|
300,000
|
|
|
300,797
|
|
|
|
Principal
|
|
1.5% 4/18/19 144A
|
|
225,000
|
|
|
222,118
|
|
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
|
|
|
Principal FdgII
|
|
2.2% 4/20 144A
|
|
1,355,000
|
|
|
1,343,957
|
|
|
|
Principal Fin
|
|
3.3% 9/15/22
|
|
460,000
|
|
|
464,999
|
|
|
|
Private Export
|
|
1.875% 7/15/18
|
|
205,000
|
|
|
206,553
|
|
|
|
Private Export Fd
|
|
2.3% 9/15/20
|
|
4,010,000
|
|
|
4,086,210
|
|
|
|
Private Expt Fdg
|
|
2.45 7/15/24
|
|
290,000
|
|
|
282,144
|
|
|
|
Progress Ene
|
|
4.875% 12/01/19
|
|
1,500,000
|
|
|
1,610,039
|
|
|
|
Pt Holdings Co Inc (Unlist)
|
|
0
|
|
525
|
|
|
—
|
|
|
|
Pub Svc Oklahoma
|
|
5.15% 12/01/19
|
|
27,000
|
|
|
29,020
|
|
|
|
Public Svc Ent
|
|
2% 11/15/21
|
|
293,000
|
|
|
283,428
|
|
|
|
Quebec Province
|
|
7.14% 2/27/26
|
|
630,000
|
|
|
806,350
|
|
|
|
Regions Fin Corp
|
|
2.25% 9/14/18
|
|
250,000
|
|
|
250,777
|
|
|
|
Regions Finl Corp
|
|
3.2% 2/08/21
|
|
1,000,000
|
|
|
1,013,338
|
|
|
|
Reliance Std Lf
|
|
2.5% 1/15/20
|
|
2,745,000
|
|
|
2,726,658
|
|
|
|
Reynolds American
|
|
2.3% 6/18
|
|
168,000
|
|
|
169,039
|
|
|
|
Reynolds American
|
|
2.3% 8/21/17
|
|
270,000
|
|
|
271,321
|
|
|
|
Reynolds American
|
|
3.25% 6/20
|
|
504,000
|
|
|
516,132
|
|
|
|
Reynolds American
|
|
4% 6/12/22
|
|
257,000
|
|
|
268,522
|
|
|
|
RFCO Sp
|
|
10/15/2020
|
|
2,180,000
|
|
|
2,035,867
|
|
|
|
Roper Industries
|
|
1.85% 11/15/17
|
|
650,000
|
|
|
651,971
|
|
|
|
Roper Industries
|
|
2.05% 10/01/18
|
|
609,000
|
|
|
610,956
|
|
|
|
Roper Technologies
|
|
2.8% 12/15/21
|
|
651,000
|
|
|
650,028
|
|
|
|
Roper Technologies
|
|
3% 12/15/20
|
|
750,000
|
|
|
759,165
|
|
|
|
Royal Bank Canada
|
|
1.5% 7/29/19
|
|
1,000,000
|
|
|
986,914
|
|
|
|
Royal Bk Can Gl
|
|
1.5% 1/14/18
|
|
860,000
|
|
|
858,695
|
|
|
|
Royal Bk Can Gl
|
|
2.35% 10/30/20
|
|
300,000
|
|
|
299,342
|
|
|
|
Royal Bk Cda
|
|
2.2% 7/27/18
|
|
500,000
|
|
|
503,253
|
|
|
|
Royal Bk Of Cda
|
|
2.15% 3/15/19
|
|
450,000
|
|
|
451,600
|
|
|
|
Ryder System Inc
|
|
2.35% 2/19
|
|
1,480,000
|
|
|
1,488,174
|
|
|
|
San Diego G&E
|
|
3% 8/15/21
|
|
500,000
|
|
|
513,944
|
|
|
|
Schlumberg
|
|
2.35% 12/21/18 144A
|
|
1,134,000
|
|
|
1,143,114
|
|
|
|
Se Banken
|
|
2.375% 3/25/19 144A
|
|
3,075,000
|
|
|
3,082,894
|
|
|
|
Select Income Reit
|
|
2.85% 2/18
|
|
339,000
|
|
|
340,412
|
|
|
|
Sempra Energy
|
|
1.625% 10/07/19
|
|
1,202,000
|
|
|
1,185,935
|
|
|
|
Sempra Energy
|
|
2.4% 3/15/20
|
|
445,000
|
|
|
444,101
|
|
|
|
Ses Gbl Amer
|
|
2.5% 3/19 144A
|
|
675,000
|
|
|
670,842
|
|
|
|
Shell Intl
|
|
2.25% 11/10/20
|
|
550,000
|
|
|
548,804
|
|
|
|
Shell Intl Fin Bv
|
|
2.125% 5/20
|
|
1,766,000
|
|
|
1,763,891
|
|
|
|
Shire Acq Inv Ire
|
|
2.4% 9/23/21
|
|
2,590,000
|
|
|
2,499,544
|
|
|
|
Simon Prop Grp
|
|
2.35% 1/30/22
|
|
175,000
|
|
|
172,474
|
|
|
|
Simon Property
|
|
3.375% 3/15/22
|
|
170,000
|
|
|
175,566
|
|
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
|
|
|
Skandinaviska
|
|
2.375% 11/18 144A
|
|
1,505,000
|
|
|
1,514,757
|
|
|
|
Southern Company
|
|
2.35% 7/01/21
|
|
1,500,000
|
|
|
1,472,855
|
|
|
|
Ssbk Govt Stif Fund
|
|
0
|
|
23,177,496
|
|
|
23,177,496
|
|
|
|
Sstrt
|
|
2016-1A A3 1.76% 3/20
|
|
481,000
|
|
|
478,194
|
|
|
|
Stanley Blk Deckr
|
|
1.622% 11/18
|
|
1,415,000
|
|
|
1,406,003
|
|
|
|
Stat
|
|
15-1A A3 1.42% 9/19
|
|
4,500,000
|
|
|
4,499,422
|
|
|
|
Stifel Fin
|
|
4.25% 7/18/24
|
|
1,680,000
|
|
|
1,666,518
|
|
|
|
Sumitomo Bkg
|
|
2.25% 7/11/19
|
|
785,000
|
|
|
783,746
|
|
|
|
Sumitomo Bkg
|
|
2.45% 1/16/20
|
|
1,950,000
|
|
|
1,944,712
|
|
|
|
Sumitomo Bkg
|
|
2.45% 1/10/19
|
|
1,235,000
|
|
|
1,241,328
|
|
|
|
Suntrust
|
|
2.35% 11/01/18
|
|
1,230,000
|
|
|
1,240,668
|
|
|
|
Suntrust Banks
|
|
2.7% 1/27/22
|
|
1,500,000
|
|
|
1,499,127
|
|
|
|
Svensk Exportkr
|
|
1.75% 3/10/21
|
|
2,085,000
|
|
|
2,036,742
|
|
|
|
Svenska Ha Ab P
|
|
2.875% 4/04/17
|
|
295,000
|
|
|
296,380
|
|
|
|
Swiss Re Tres
|
|
2.875% 12/22 144A
|
|
580,000
|
|
|
571,399
|
|
|
|
Synchrony Fin
|
|
2.7% 2/03/20
|
|
805,000
|
|
|
802,174
|
|
|
|
Synchrony Fin
|
|
3.75% 8/15/21
|
|
640,000
|
|
|
657,229
|
|
|
|
Synchrony Financl
|
|
2.6% 1/15/19
|
|
1,200,000
|
|
|
1,205,664
|
|
|
|
Synct
|
|
2015-1 A 2.37% 3/23
|
|
748,000
|
|
|
754,746
|
|
|
|
Synct
|
|
2015-3 A 1.74% 9/21
|
|
750,000
|
|
|
750,398
|
|
|
|
Taot
|
|
2015-C A3 1.34% 6/19
|
|
4,640,000
|
|
|
4,640,239
|
|
|
|
Taot
|
|
2016-A A3 1.25% 3/20
|
|
2,800,000
|
|
|
2,794,416
|
|
|
|
Taot
|
|
2016-B A3 1.51% 4/20
|
|
1,417,000
|
|
|
1,412,457
|
|
|
|
Taot
|
|
2016-C A3 1.14% 8/20
|
|
493,000
|
|
|
489,762
|
|
|
|
Teva Pharm Ne
|
|
1.4% 7/20/18
|
|
1,085,000
|
|
|
1,075,973
|
|
|
|
Teva Pharm Ne
|
|
1.7% 7/19/19
|
|
939,000
|
|
|
922,188
|
|
|
|
Teva Pharm Ne
|
|
2.2% 7/21/21
|
|
3,167,000
|
|
|
3,027,057
|
|
|
|
Teva Pharm Ne
|
|
2.8% 7/21/23
|
|
227,000
|
|
|
214,633
|
|
|
|
Teva Pharm Ne
|
|
3.15% 10/01/26
|
|
590,000
|
|
|
543,120
|
|
|
|
Thermo Fisher
|
|
2.15% 12/14/18
|
|
189,000
|
|
|
189,828
|
|
|
|
Thermo Fisher
|
|
2.4% 2/01/19
|
|
2,081,000
|
|
|
2,096,069
|
|
|
|
Thermo Fisher Sc
|
|
1.85% 1/15/18
|
|
1,285,000
|
|
|
1,286,696
|
|
|
|
Time Warner Cab
|
|
5.85% 5/01/17W/I
|
|
741,000
|
|
|
751,498
|
|
|
|
Time Warner Cab
|
|
8.75% 2/14/19
|
|
1,600,000
|
|
|
1,802,482
|
|
|
|
Time Warner Inc
|
|
3.8% 2/15/27
|
|
825,000
|
|
|
817,755
|
|
|
|
Time Warner Inc
|
|
4.75% 3/29/21
|
|
1,149,000
|
|
|
1,229,914
|
|
|
|
Time Warnr Inc
|
|
4% 1/15/22
|
|
15,000
|
|
|
15,558
|
|
|
|
Tjx Cos Inc
|
|
2.75% 6/15/21
|
|
411,000
|
|
|
417,767
|
|
|
|
Toronto Dom
|
|
1.4% 4/30/18
|
|
1,160,000
|
|
|
1,157,033
|
|
|
|
Toronto Dom Bank
|
|
2.125% 4/07/21
|
|
1,000,000
|
|
|
983,861
|
|
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
|
|
|
Toronto Domin Bk
|
|
2.5% 12/14/20
|
|
805,000
|
|
|
809,301
|
|
|
|
Toronto Domini
|
|
2.625% 9/10/18
|
|
1,930,000
|
|
|
1,959,222
|
|
|
|
Toronto Dominion
|
|
1.8% 7/13/21
|
|
1,445,000
|
|
|
1,398,003
|
|
|
|
Total Cap Cda L
|
|
1.45% 1/15/18
|
|
451,000
|
|
|
450,905
|
|
|
|
Total Cap Intl
|
|
2.875% 2/17/22
|
|
13,000
|
|
|
13,089
|
|
|
|
Total Cap Intl
|
|
2.125% 1/10/19
|
|
1,400,000
|
|
|
1,410,637
|
|
|
|
Total Cap Intl
|
|
2.75% 6/19/21
|
|
430,000
|
|
|
434,689
|
|
|
|
Transcanada Pipe
|
|
1.625% 11/17
|
|
900,000
|
|
|
899,285
|
|
|
|
Travelers Cos Inc
|
|
5.8% 5/15/18
|
|
35,000
|
|
|
36,917
|
|
|
|
Tva
|
|
7.125% 5/01/30
|
|
240,000
|
|
|
341,299
|
|
|
|
Ual Pass Thru Etc
|
|
9.75% 1/17
|
|
70,157
|
|
|
70,381
|
|
|
|
Ubs Ag Stam
|
|
2.375% 8/14/19
|
|
3,385,000
|
|
|
3,399,877
|
|
|
|
Ubs Grp Fndg
|
|
4.125% 4/26 144A
|
|
1,350,000
|
|
|
1,366,922
|
|
|
|
Ubsbb
|
|
2012-C2 A4 3.525 5/63
|
|
447,000
|
|
|
467,708
|
|
|
|
Ubsbb
|
|
2012-C4 A1 0.6728% 12/45
|
|
16,817
|
|
|
16,804
|
|
|
|
Ubsbb
|
|
2013-C6 A1 0.805% 4/46
|
|
89,274
|
|
|
89,013
|
|
|
|
Udr Inc Mtn
|
|
4.25% 6/01/18
|
|
402,000
|
|
|
415,198
|
|
|
|
Union Pac Corp
|
|
5.65% 5/01/17
|
|
18,000
|
|
|
18,273
|
|
|
|
United Health
|
|
2.7% 7/15/20
|
|
303,000
|
|
|
307,338
|
|
|
|
United Parcel S
|
|
5.125% 4/01/19
|
|
2,100,000
|
|
|
2,254,323
|
|
|
|
Unitedhealth Group
|
|
2.125% 3/15/21
|
|
600,000
|
|
|
592,477
|
|
|
|
Unitedhealth Group
|
|
3.45% 1/27
|
|
1,020,000
|
|
|
1,035,062
|
|
|
|
Unitedhealth Inc Mtn
|
|
4.7% 2/21
|
|
2,150,000
|
|
|
2,325,956
|
|
|
|
Unitedhelth Gr
|
|
2.875% 12/15/21
|
|
400,000
|
|
|
405,061
|
|
|
|
Us 10Yr Note
|
|
(Cbt)Mar17 Tyh7
|
|
(513
|
)
|
|
(176,344
|
)
|
|
|
Us 2Yr Note
|
|
(Cbt)Fut Mar17 Tuh7
|
|
155
|
|
|
9,688
|
|
|
|
Us 5Yr Note
|
|
(Cbt)Fut Mar17 Fvh7
|
|
830
|
|
|
136,172
|
|
|
|
Us Bancorp Med
|
|
2.95% 7/15/22
|
|
775,000
|
|
|
778,760
|
|
|
|
Us Long Bond
|
|
(Cbt) Mar17 Ush7
|
|
(23
|
)
|
|
(17,250
|
)
|
|
|
Us Ultra Bond
|
|
Fut Mar17 Wnh7
|
|
(97
|
)
|
|
(93,969
|
)
|
|
|
Usaa Capital
|
|
2% 6/01/21 144A
|
|
1,000,000
|
|
|
977,974
|
|
|
|
UST BOND
|
|
2.875% 5/15/43
|
|
220,000
|
|
|
212,041
|
|
|
|
UST Notes
|
|
1.375% 9/30/20
|
|
4,595,000
|
|
|
4,539,557
|
|
|
|
USTB
|
|
0% 1/05/17
|
|
235,000
|
|
|
234,995
|
|
|
|
USTB
|
|
0% 6/22/17
|
|
235,000
|
|
|
234,313
|
|
|
|
USTB
|
|
2.25% 8/15/46
|
|
1,030,000
|
|
|
863,831
|
|
|
|
USTB
|
|
2.50% 2/15/45
|
|
290,000
|
|
|
257,706
|
|
|
|
USTB
|
|
2.750% 11/15/42
|
|
655,000
|
|
|
617,326
|
|
|
|
USTB
|
|
2.875% 11/15/46
|
|
665,000
|
|
|
640,458
|
|
|
|
USTB
|
|
4.25% 11/15/40
|
|
6,285,000
|
|
|
7,616,308
|
|
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
|
|
|
USTB
|
|
4.75% 2/15/41
|
|
790,000
|
|
|
1,028,090
|
|
|
|
USTB
|
|
8.125% 8/15/21
|
|
795,000
|
|
|
1,011,611
|
|
|
|
USTN
|
|
0.625% 2/15/17
|
|
17,000,000
|
|
|
17,004,046
|
|
|
|
USTN
|
|
0.625% 4/30/2018
|
|
17,695,000
|
|
|
17,606,897
|
|
|
|
USTN
|
|
0.75% 7/15/19
|
|
64,864,300
|
|
|
63,897,662
|
|
|
|
USTN
|
|
0.75% 8/15/19
|
|
12,350,000
|
|
|
12,155,031
|
|
|
|
USTN
|
|
0.875% 6/15/19
|
|
29,698,000
|
|
|
29,376,816
|
|
|
|
USTN
|
|
0.875% 9/15/19
|
|
13,250,000
|
|
|
13,070,993
|
|
|
|
USTN
|
|
1% 5/31/18
|
|
14,620,000
|
|
|
14,612,690
|
|
|
|
USTN
|
|
1.125% 6/30/21
|
|
3,075,000
|
|
|
2,973,374
|
|
|
|
USTN
|
|
1.125% 7/31/21
|
|
934,200
|
|
|
902,180
|
|
|
|
USTN
|
|
1.25% 11/30/18
|
|
52,670,000
|
|
|
52,735,258
|
|
|
|
USTN
|
|
1.375% 9/30/18
|
|
18,309,000
|
|
|
18,374,619
|
|
|
|
USTN
|
|
1.5% 1/31/19
|
|
8,695,000
|
|
|
8,740,057
|
|
|
|
USTN
|
|
1.5% 10/31/19
|
|
1,385,000
|
|
|
1,387,704
|
|
|
|
USTN
|
|
1.5% 12/31/18
|
|
55,230,000
|
|
|
55,538,901
|
|
|
|
USTN
|
|
1.625% 3/31/19
|
|
6,395,000
|
|
|
6,443,851
|
|
|
|
USTN
|
|
1.625% 4/30/19
|
|
16,360,000
|
|
|
16,482,684
|
|
|
|
USTN
|
|
1.875% 11/30/21
|
|
3,915,000
|
|
|
3,900,550
|
|
|
|
USTN
|
|
2.125% 9/30/21
|
|
26,845,000
|
|
|
27,057,022
|
|
|
|
USTN
|
|
0.75% 1/31/18
|
|
2,765,000
|
|
|
2,758,994
|
|
|
|
USTN
|
|
0.75% 10/31/17
|
|
70,000
|
|
|
69,935
|
|
|
|
USTN
|
|
0.75% 10/31/18
|
|
15,735,000
|
|
|
15,618,954
|
|
|
|
USTN
|
|
0.875% 1/15/18
|
|
22,525,000
|
|
|
22,513,152
|
|
|
|
USTN
|
|
0.875% 1/31/18
|
|
1,465,000
|
|
|
1,463,822
|
|
|
|
USTN
|
|
0.875% 11/30/17
|
|
5,365,000
|
|
|
5,365,204
|
|
|
|
USTN
|
|
0.875% 4/15/19
|
|
21,580,000
|
|
|
21,379,673
|
|
|
|
USTN
|
|
0.875% 5/15/19
|
|
8,875,000
|
|
|
8,787,200
|
|
|
|
USTN
|
|
1% 11/15/19
|
|
2,650,000
|
|
|
2,616,846
|
|
|
|
USTN
|
|
1% 12/15/17
|
|
2,705,000
|
|
|
2,707,729
|
|
|
|
USTN
|
|
1% 12/31/17
|
|
13,330,000
|
|
|
13,339,718
|
|
|
|
USTN
|
|
1% 3/15/19
|
|
3,860,000
|
|
|
3,838,426
|
|
|
|
USTN
|
|
1% 9/15/18
|
|
1,380,000
|
|
|
1,376,865
|
|
|
|
USTN
|
|
1.0% 10/15/19
|
|
7,595,000
|
|
|
7,510,278
|
|
|
|
USTN
|
|
1.0% 8/15/18
|
|
4,040,000
|
|
|
4,034,041
|
|
|
|
USTN
|
|
1.125% 1/15/19
|
|
18,157,000
|
|
|
18,117,962
|
|
|
|
USTN
|
|
1.125% 12/31/19
|
|
24,220,000
|
|
|
23,971,721
|
|
|
|
USTN
|
|
1.25% 10/31/21
|
|
1,075,000
|
|
|
1,041,377
|
|
|
|
USTN
|
|
1.375% 1/31/21
|
|
10,000,000
|
|
|
9,831,940
|
|
|
|
USTN
|
|
1.375% 12/15/19
|
|
36,188,000
|
|
|
36,083,236
|
|
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
|
|
1.375% 2/28/19
|
|
5,484,000
|
|
|
5,497,957
|
|
|
|
USTN
|
|
1.375% 2/29/20
|
|
8,490,000
|
|
|
8,444,697
|
|
|
|
USTN
|
|
1.375% 3/31/20
|
|
10,987,000
|
|
|
10,922,968
|
|
|
|
USTN
|
|
1.375% 4/30/20
|
|
12,455,000
|
|
|
12,367,043
|
|
|
|
USTN
|
|
1.375% 4/30/21
|
|
21,535,000
|
|
|
21,106,475
|
|
|
|
USTN
|
|
1.625% 4/30/23
|
|
10,665,000
|
|
|
10,302,817
|
|
|
|
USTN
|
|
1.625% 6/30/19
|
|
29,844,000
|
|
|
30,055,833
|
|
|
|
USTN
|
|
1.625% 7/31/20
|
|
12,000,000
|
|
|
11,983,716
|
|
|
|
USTN
|
|
1.75% 11/30/21
|
|
10,567,000
|
|
|
10,477,667
|
|
|
|
USTN
|
|
1.75% 2/28/22
|
|
4,585,000
|
|
|
4,525,487
|
|
|
|
USTN
|
|
1.75% 3/31/22
|
|
24,865,000
|
|
|
24,508,013
|
|
|
|
USTN
|
|
1.875% 9/30/17
|
|
900,000
|
|
|
906,908
|
|
|
|
USTN
|
|
2% 11/15/26
|
|
890,000
|
|
|
854,925
|
|
|
|
USTN
|
|
2% 11/30/22
|
|
4,570,000
|
|
|
4,533,998
|
|
|
|
USTN
|
|
2% 12/31/21
|
|
17,380,000
|
|
|
17,426,179
|
|
|
|
USTN
|
|
2.125% 11/30/23
|
|
1,345,000
|
|
|
1,334,430
|
|
|
|
USTN
|
|
2.125% 12/31/21
|
|
1,225,000
|
|
|
1,234,233
|
|
|
|
USTN
|
|
2.125% 5/15/25
|
|
480,000
|
|
|
469,890
|
|
|
|
USTN
|
|
2.125% 6/30/22
|
|
1,105,000
|
|
|
1,107,693
|
|
|
|
USTN
|
|
2.625% 11/15/20
|
|
15,000,000
|
|
|
15,491,955
|
|
|
|
USTN
|
|
3.625% 2/15/21
|
|
5,020,000
|
|
|
5,384,231
|
|
|
|
Ustn Tii
|
|
1.375% 1/15/20
|
|
4,545,000
|
|
|
5,344,866
|
|
|
|
Valet
|
|
2013-2 A3 0.7% 4/18
|
|
119,508
|
|
|
119,393
|
|
|
|
Valet
|
|
2014-1 A3 0.91% 10/22/18
|
|
246,343
|
|
|
246,021
|
|
|
|
Vende
|
|
1994-1 2ZB 6.5% 2/24
|
|
234,947
|
|
|
258,703
|
|
|
|
Ventas Rlty Lp/Cap
|
|
2% 2/15/18
|
|
320,000
|
|
|
320,623
|
|
|
|
Verizon Com
|
|
1.75% 8/15/21
|
|
2,535,000
|
|
|
2,429,544
|
|
|
|
Verizon Com
|
|
3.45% 3/15/21
|
|
325,000
|
|
|
335,251
|
|
|
|
Verizon Com
|
|
3.5% 11/01/21
|
|
995,000
|
|
|
1,026,041
|
|
|
|
Verizon Com
|
|
3.65% 9/14/18
|
|
900,000
|
|
|
929,547
|
|
|
|
Verizon Com
|
|
4.5% 9/15/20
|
|
2,630,000
|
|
|
2,812,343
|
|
|
|
Verizon Com
|
|
4.6% 4/01/21
|
|
1,000,000
|
|
|
1,071,329
|
|
|
|
Verizon Com
|
|
5.15% 9/15/23
|
|
8,360,000
|
|
|
9,234,381
|
|
|
|
Viacom Inc
|
|
2.5% 9/01/18
|
|
350,000
|
|
|
350,987
|
|
|
|
Virginia El&Pwr
|
|
2.95% 1/15/22
|
|
340,000
|
|
|
344,338
|
|
|
|
Volkswagen
|
|
2.125% 11/18 144A
|
|
600,000
|
|
|
599,665
|
|
|
|
Volkswagen Grp
|
|
2.4% 5/20 144A
|
|
300,000
|
|
|
296,677
|
|
|
|
VWALT
|
|
2015-A A3 1.25% 12/17
|
|
429,651
|
|
|
429,686
|
|
|
|
Wachovia Bk Na Bn
|
|
6% 11/15/17
|
|
300,000
|
|
|
311,319
|
|
|
|
Wachovia Corp Mtn
|
|
5.75% 2/01/18
|
|
2,000,000
|
|
|
2,084,950
|
|
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
|
|
|
Walgreens Boots
|
|
1.75% 5/30/18
|
|
593,000
|
|
|
593,502
|
|
|
|
Watson Pharma Inc
|
|
3.25% 10/01/22
|
|
700,000
|
|
|
696,368
|
|
|
|
WBCMT
|
|
2006-C26 A1A CSTR 6/45
|
|
40,021
|
|
|
39,945
|
|
|
|
Wellpoint inc
|
|
2.3% 7/15/18
|
|
327,000
|
|
|
329,084
|
|
|
|
Wells Fargo
|
|
2.5% 3/04/21
|
|
2,500,000
|
|
|
2,479,390
|
|
|
|
Wells Fargo
|
|
2.55% 12/07/20
|
|
1,080,000
|
|
|
1,080,377
|
|
|
|
Wells Fargo
|
|
2.6% 7/20
|
|
500,000
|
|
|
502,527
|
|
|
|
Wells Fargo
|
|
3% 1/22/21
|
|
844,000
|
|
|
858,140
|
|
|
|
Western Gas Part
|
|
4% 7/01/22
|
|
395,000
|
|
|
401,042
|
|
|
|
Western Union Co
|
|
2.875% 12/17
|
|
682,000
|
|
|
688,909
|
|
|
|
Westpac Banking
|
|
1.6% 8/19/19
|
|
1,000,000
|
|
|
987,640
|
|
|
|
Westpac Banking
|
|
2.6% 11/20
|
|
2,580,000
|
|
|
2,588,390
|
|
|
|
WFCM
|
|
15-Lc20 A3 3.086% 4/50
|
|
4,800,000
|
|
|
4,872,987
|
|
|
|
WFCM
|
|
2.528% 10/45
|
|
322,000
|
|
|
325,110
|
|
|
|
WFCM
|
|
2013-LC12 A1 1.676% 7/46
|
|
477,981
|
|
|
478,871
|
|
|
|
WFCM
|
|
2016-C34 A2 2.741% 5/49
|
|
210,000
|
|
|
211,669
|
|
|
|
WFCM
|
|
2016-C35 A2 2.495% 7/48
|
|
158,000
|
|
|
158,452
|
|
|
|
WFCM
|
|
2016-C37 A2 3.03% 12/49
|
|
357,000
|
|
|
367,478
|
|
|
|
WFCM
|
|
2016-Lc25 1.795% 12/15/59
|
|
303,000
|
|
|
301,040
|
|
|
|
WFRBS
|
|
13-C12 Asb 2.838% 3/48
|
|
90,000
|
|
|
91,623
|
|
|
|
WFRBS
|
|
13-C13 A1 0.778% 5/45
|
|
60,721
|
|
|
60,547
|
|
|
|
WFRBS
|
|
13-C14 A1 0.836% 6/15/46
|
|
28,598
|
|
|
28,569
|
|
|
|
WFRBS
|
|
13-C16 Asb 3.963% 9/46
|
|
191,000
|
|
|
202,610
|
|
|
|
WFRBS
|
|
2011-C3 A4 4.375% 3/44
|
|
569,000
|
|
|
610,211
|
|
|
|
WFRBS
|
|
2012-C8 A2 1.881% 8/45
|
|
195,965
|
|
|
196,290
|
|
|
|
WFRBS
|
|
2013-C14 A2 2.133% 6/46
|
|
190,000
|
|
|
191,057
|
|
|
|
Williams Partners
|
|
3.6% 3/15/22
|
|
545,000
|
|
|
547,349
|
|
|
|
Wisconsin Energy
|
|
2.45% 6/15/20
|
|
218,000
|
|
|
218,015
|
|
|
|
WOART
|
|
15-B A2B 1Ml+40 7/19
|
|
1,283,091
|
|
|
1,284,317
|
|
|
|
WOART
|
|
2013-B A3 0.83% 8/18
|
|
364,160
|
|
|
364,085
|
|
|
|
WOART
|
|
2014-B A3 1.14% 1/20
|
|
1,269,561
|
|
|
1,268,417
|
|
|
|
Wols
|
|
2015-A A3 1.54% 10/18
|
|
560,000
|
|
|
560,522
|
|
|
|
WPACBKG
|
|
1.6% 1/12/18
|
|
1,000,000
|
|
|
999,109
|
|
|
|
Wrap Contracts
|
|
Wrap Contracts
|
|
—
|
|
|
184,635
|
|
|
|
Wrigley (Wm.) J
|
|
2% 10/17 144A
|
|
340,000
|
|
|
341,691
|
|
|
|
Wyndham Worldwide
|
|
2.5% 3/18
|
|
390,000
|
|
|
393,237
|
|
|
|
Xerox Corp
|
|
2.75% 3/15/19
|
|
554,000
|
|
|
553,850
|
|
|
|
Xerox Corp
|
|
2.95% 3/15/17
|
|
270,000
|
|
|
270,810
|
|
|
|
Xylem Inc
|
|
4.875% 10/01/21
|
|
400,000
|
|
|
431,437
|
|
|
|
Zimmer Holdings
|
|
3.15% 4/01/22
|
|
2,000,000
|
|
|
1,992,486
|
|
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
|
|
|
Zoetis Inc
|
|
3.45% 11/13/20
|
|
106,000
|
|
|
108,712
|
|
|
|
|
|
|
|
|
|
|
|
|
Adjustment to Contract Value
|
|
|
|
|
|
(15,769,306
|
)
|
|
|
|
|
|
|
|
|
|
|
Total Investment Contracts
|
|
|
|
|
|
$
|
1,844,304,082
|
|
|
|
|
|
|
|
|
|
|
|
Registered Investment Companies
|
|
|
|
|
|
|
|
|
* Fidelity Investments Money Market Government Portfolio Institutional Class Fund
|
|
Money Market Fund
|
|
843,924,693
|
|
|
843,924,693
|
|
|
|
Janus Balanced N Fund
|
|
Blended Based Fund
|
|
48,736,729
|
|
|
1,426,036,701
|
|
|
|
Oppenheimer Developing Markets Fund
|
|
Equity Based Fund
|
|
3,722,631
|
|
|
118,975,274
|
|
|
|
Pimco Total Return Institutional Fund
|
|
Fixed Income Based Fund
|
|
48,259,094
|
|
|
484,038,713
|
|
|
|
Principal Diversified Real Asset Fund
|
|
Blended Based Fund
|
|
1,118,687
|
|
|
12,081,818
|
|
|
|
T. Rowe Price Institutional Small-Cap Stock Fund
|
|
Equity Based Fund
|
|
27,501,732
|
|
|
602,012,920
|
|
|
|
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
|
|
Equity Based Fund
|
|
45,522,620
|
|
|
2,292,063,903
|
|
|
|
Vanguard REIT Index Inst
|
|
Equity Based Fund
|
|
11,430,819
|
|
|
206,783,516
|
|
|
|
|
|
|
|
|
|
|
|
Total Registered Investment Companies
|
|
|
|
|
|
$
|
5,985,917,538
|
|
|
|
|
|
|
|
|
|
|
|
Self-Directed Brokerage Account
|
|
Various
|
|
—
|
|
|
$
|
528,817,922
|
|
|
|
|
|
|
|
|
|
|
|
Common Collective Trust
|
|
|
|
|
|
|
|
|
Harris Associates Oakmark Global Collective Fund
|
|
Equity Based Fund
|
|
15,842,984
|
|
|
237,011,038
|
|
|
|
Northern Trust Collective Aggregate Bond Index Fund - DC – Non-Lending
|
|
Fixed Income Based Fund
|
|
10,424,898
|
|
|
1,088,672,102
|
|
|
|
Northern Trust ACWI ex-US Fund - DC NonLending(a)
|
|
Equity Based Fund
|
|
12,506,552
|
|
|
1,199,753,538
|
|
|
|
Northern Trust Collective Russell 2000 Index Fund - DC - Non-Lending
|
|
Equity Based Fund
|
|
6,509,384
|
|
|
840,491,685
|
|
|
|
Northern Trust Collective S&P 500 Index Fund - DC - Non-Lending
|
|
Equity Based Fund
|
|
21,299,032
|
|
|
2,570,154,196
|
|
|
|
|
|
|
|
|
|
|
|
Total Common Collective Trusts
|
|
|
|
|
|
$
|
5,936,082,559
|
|
|
|
|
|
|
|
|
|
|
|
Raytheon Company Common Stock
|
|
|
|
|
|
|
|
|
* Raytheon Company
|
|
Raytheon Common Stock
|
|
11,423,906
|
|
|
1,622,194,652
|
|
|
Total Raytheon Company Common Stock
|
|
|
|
|
|
$
|
1,622,194,652
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments
|
|
|
|
|
|
$
|
15,917,316,753
|
|
|
|
|
|
|
|
|
|
|
|
|
* Participant Loans
|
|
3.25%-9.50%
|
|
|
|
$
|
216,286,658
|
|
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 Investments At Contract Value Including Participant Loans
|
|
|
|
|
|
$
|
16,133,603,411
|
|
|
|
|
|
|
|
|
|
|
|
*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, 2017
|
|
|
|
|
|
|
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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