Report of Independent Registered Public Accounting Firm
To the Administrator and Plan Participants of the Raytheon Savings and Investment Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of Raytheon Savings and Investment Plan (the "Plan") as of
December 31, 2018
and
December 31, 2017
and the related statement of changes in net assets available for benefits for the year ended
December 31, 2018
, including the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of
December 31, 2018
and
2017
, and the changes in net assets available for benefits for the year ended
December 31, 2018
in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) ("PCAOB") and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental schedule of assets (held at end of year) at
December 31, 2018
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 supplemental schedule is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ PricewaterhouseCoopers LLP
Boston, Massachusetts
June 13, 2019
We have served as the Plan's auditor since at least 2002. We have not been able to determine the specific year we began serving as auditor of the Plan.
Raytheon Savings and Investment Plan
Statements of Net Assets Available for Benefits
December 31, 2018 and 2017
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2018
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|
2017
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|
Assets
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|
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|
Total investments at fair value (Notes 2 and 3)
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|
$
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15,140,986,416
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$
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16,610,845,610
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Fully benefit-responsive investment contracts at contract value (Note 4)
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1,856,576,488
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1,765,191,430
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Receivables
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Notes receivable from participants
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212,750,362
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213,867,927
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|
Receivables for securities sold
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8,022,483
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|
464,738
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|
|
Accrued investment income and other receivables
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42,625,276
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|
|
20,092,500
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Total receivables
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263,398,121
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234,425,165
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Total assets
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17,260,961,025
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18,610,462,205
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Liabilities
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Payable for securities purchased
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14,418,775
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21,793,982
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|
Accrued investment expenses and other payables
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2,862,945
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|
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3,689,073
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Total liabilities
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17,281,720
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25,483,055
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Net assets available for benefits
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$
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17,243,679,305
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$
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18,584,979,150
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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, 2018
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2018
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Additions to net assets attributable to:
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Interest and dividends
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$
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453,817,257
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Interest income on notes receivable from participants (Note 2)
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8,363,257
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Other revenue (Note 5)
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553,816
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Contributions
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Employee contributions
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732,026,392
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Employer contributions
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326,181,258
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1,058,207,650
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Total additions
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1,520,941,980
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Deductions from net assets attributable to:
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Net depreciation of investments (Notes 2 and 3)
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$
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1,447,362,778
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Distributions to participants
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1,404,619,939
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Administrative expenses
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10,259,108
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Total deductions
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2,862,241,825
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Decrease in net assets available for benefits
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(1,341,299,845
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)
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Net assets, beginning of year
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18,584,979,150
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Net assets, end of year
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$
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17,243,679,305
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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, 2018 and 2017
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"). Amounts held in a participant's account are invested at the direction of the participant among the investment options made available under the Plan. The Company's Chief Executive Officer appoints an Investment Committee, which is responsible for appointing the Plan's Coordinating Investment Fiduciary. The Coordinating Investment Fiduciary is responsible for determining the investment options that are available under the Plan, except that the Investment Committee is responsible for making determinations regarding the investment option that invests in common stock of the Company.
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
$275,000
for the
2018
plan year. Employee contributions, including rollovers, are invested based on participant investment elections. For
2018
, the annual employee pretax elective deferral contributions for a participant cannot exceed
$18,500
, 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
$55,000
for the
2018
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
2018
may make pretax catch-up contributions up to
$6,000
. Participants may also make after tax Roth 401(k) contributions, which are aggregated with pretax contributions for purposes of the limits on contributions.
For most employees hired after December 31, 2009, for the first five consecutive years of service, the Company matches 100% of the first 3% of eligible compensation that a participant contributes to the Plan each pay period. After the first five consecutive years of service, the Company matches 100% of the first 4% of eligible compensation. For most employees hired before January 1, 2010, the Company matches 100% of the first 4% of eligible compensation that a participant contributes to the Plan each pay period. Matching Company contributions are made in cash and are invested based on the investment allocation elected by each participant.
Eligible employees hired or rehired on or after January 1, 2007 participate in the Retirement Income Savings Program ("RISP") (subject to the terms of any applicable collective bargaining agreements), in addition to having the right to participate in the other features of the Plan. Most employees hired after December 31, 2009 have a one-year waiting period for participation in RISP. Under RISP, the Company contributes a percentage of each RISP-eligible participant's compensation to the participant's RISP account in the Plan. The percentage contribution varies according to a schedule based on the participant's age at the most recent date of hire, years of service since the most recent date of hire and whether the participant's most recent date of hire was before or 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.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
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's account balance and the elected investment allocation. Administrative expenses payable by the Plan are either directly charged to participant accounts or are paid from the forfeiture account, by the Company, or from credits the Plan receives under the agreement with its record keeper, Fidelity Workplace Services LLC ("FWS"), which is an affiliate of the Plan's Trustee, Fidelity Management Trust Company ("FMTC" or the "Trustee").
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 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,
2018
and
2017
, unallocated Plan forfeitures were
$97,913
and
$143,458
, respectively. For the year ended December 31,
2018
, forfeitures of
$1,146,979
were used to reduce Company contributions and pay administrative expenses.
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 based on the participant's current investment election. At both
December 31, 2018
and
2017
, the interest rates on the outstanding loans ranged from approximately
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 any rollover contributions and related earnings at any time, and all or a portion of participant pretax contributions, employer contributions and related earnings upon attainment of age 59 ½. Participants who have not reached age 59 ½ but who have participated in the Plan for five years or more may take withdrawals of their company matching contributions. 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 contribution rate for the next six months. On termination of employment, a participant with a vested balance less than $1,000 will receive a lump-sum distribution unless the participant elects to defer distribution. If the vested balance is in excess of $1,000, a partial or lump-sum distribution can be requested at any time. If no distribution is requested the terminated participant will receive annual statutory distributions starting in the year in which the participant reaches the age of 70 ½, or the year of termination if later. The participant may elect to defer this initial payment until April 1 of the following year. Any excess over the annual statutory distributions may be deferred 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
$45,644,836
in dividends earned by the Raytheon Stock Fund in
2018
,
$899,223
was received in cash by participants who elected the cash payment option.
2. Summary of Significant Accounting Policies
Basis of Accounting
The accompanying financial statements are prepared on the accrual basis of accounting in accordance with accounting principles generally accepted in the United States of America ("U.S. GAAP").
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
Use of Estimates
The preparation of financial statements in conformity with U.S. 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, 2018
or
2017
. 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, by the Company, or from credits the Plan receives under the agreement with its record keeper, FWS.
Subsequent Events
The Plan has evaluated subsequent events through the time of filing this Form 11-K with the Securities and Exchange Commission.
On June 9, 2019, Raytheon Company and United Technologies Corporation (UTC) entered into an agreement to combine in an all-stock merger of equals. The merger is expected to close in the first half of 2020, following completion by UTC of the previously announced separation of its Otis and Carrier commercial businesses, and subject to customary requirements including shareholder and regulatory approval. Upon the closing of the merger transaction, the combined company will be named Raytheon Technologies Corporation. Any Raytheon Company common stock held by the Plan as of the merger date will be exchanged for 2.3348 shares of UTC common stock, based on the holder's elections determined in accordance with the terms of the transaction.
Accounting Standards
In August 2018, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2018-13,
Fair Value Measurement: Disclosure Framework-Changes to the Disclosure Requirements for Fair Value Measurement ("Topic 820")
, which eliminates the disclosure requirement of the amount of and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy and modifies certain disclosure requirements related to Level 3 recurring and nonrecurring fair value measurements. The new standard is effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2019, with early adoption permitted. The Plan intends to adopt the standard on the effective date of January 1, 2020. The Plan does not expect the standard to have a material impact on its financial statements or disclosures.
Other new pronouncements issued but not effective until after
December 31, 2018
are not expected to have a material impact on the Plan's financial statements or disclosures.
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
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:
|
Quoted prices in active markets for identical assets or liabilities.
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|
Level 2:
|
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.
|
|
Level 3:
|
Unobservable inputs supported by little or no market activity that are significant to the fair value of the assets or liabilities.
|
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 ("NAV"), or its equivalent, practical expedient have not been classified in the fair value hierarchy.
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, 2018
or
2017
.
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 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 of the CCT. The NAV, as provided by the CCT's trustee 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 CCT's trustee 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
December 31, 2018
and
2017
, there were no transfers between levels.
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 12/31/2018
|
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Total
|
Level 1
|
Level 2
|
Level 3
|
Not Subject To Leveling
(1)
|
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|
|
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|
Registered investment companies
|
$
|
6,391,041,646
|
|
$
|
6,391,041,646
|
|
$
|
—
|
|
$
|
—
|
|
$
|
—
|
|
|
Self-directed brokerage account
|
592,321,056
|
|
592,321,056
|
|
—
|
|
—
|
|
—
|
|
|
Raytheon Company common stock
|
1,596,071,707
|
|
1,596,071,707
|
|
—
|
|
—
|
|
—
|
|
|
Common collective trusts
|
6,561,552,007
|
|
—
|
|
—
|
|
—
|
|
6,561,552,007
|
|
|
Total investments at fair value
|
$
|
15,140,986,416
|
|
$
|
8,579,434,409
|
|
$
|
—
|
|
$
|
—
|
|
$
|
6,561,552,007
|
|
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
|
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|
Fair Value of Investment Assets as of 12/31/2017
|
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Total
|
Level 1
|
Level 2
|
Level 3
|
Not Subject To Leveling
(1)
|
|
|
|
|
|
|
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|
Registered investment companies
|
$
|
6,719,268,001
|
|
$
|
6,719,268,001
|
|
$
|
—
|
|
$
|
—
|
|
$
|
—
|
|
|
Self-directed brokerage account
|
621,574,612
|
|
621,574,612
|
|
—
|
|
—
|
|
—
|
|
|
Raytheon Company common stock
|
2,068,984,221
|
|
2,068,984,221
|
|
—
|
|
—
|
|
—
|
|
|
Common collective trusts
|
7,201,018,776
|
|
—
|
|
—
|
|
—
|
|
7,201,018,776
|
|
|
Total investments at fair value
|
$
|
16,610,845,610
|
|
$
|
9,409,826,834
|
|
$
|
—
|
|
$
|
—
|
|
$
|
7,201,018,776
|
|
|
|
|
|
(1)
|
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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4. Fully Benefit-Responsive Investment Contracts ("FBRICs")
For the plan years ended
December 31, 2018
and
2017
, the Plan included the Fixed Income Fund, which held FBRICs issued by American General Life Insurance Company, JP Morgan Chase Bank, Prudential Insurance Company of America, State Street Bank and Trust Company and Transamerica Premier Life Insurance Company. For the plan year ended December 31,
2017
, the Fixed Income Fund also held FBRICs issued by Bank of Tokyo-Mitsubishi. These FBRIC issuers 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 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
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
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 FMTC's investment management authority over the Fixed Income Fund is limited or terminated, as well as if all of the terms of the FBRIC fail to be met. In the event that the market value of the Fixed Income Fund's wrapped assets is below their contract value at the time of such termination, the terminating FBRIC Provider would not be required to make a payment to the Fixed Income Fund.
FBRICs generally impose conditions on both the Plan and the FBRIC Provider. If an event of default occurs and is not cured, the non-defaulting party may terminate the FBRIC. The following may cause the Plan to be in default: a breach of material obligation under the contract; a material misrepresentation; or a material amendment to the Plan agreement. The FBRIC Provider may be in default if it: breaches a material obligation under the FBRIC; makes a material misrepresentation; has a decline in its long-term credit rating below a threshold set forth in the FBRIC; or is acquired or reorganized and the successor issuer does not satisfy the investment or credit guidelines applicable to issuers. The FBRIC Providers' ability to meet their contractual obligations under the respective FBRICs may be affected by future economic and regulatory developments in the insurance and banking industries. If, in the event of default of a FBRIC Provider, the Plan was unable to obtain a replacement FBRIC, withdrawing participants may experience losses if the value of the Fixed Income Fund's assets no longer covered by the FBRIC is below contract value. The Plan may seek to add additional issuers over time to diversify the Plan's exposure to such risk, but there is no assurance that the Plan will be able to do so. The combination of the default of a FBRIC Provider and an inability to obtain a replacement FBRIC could render the Plan unable to achieve its objective of maintaining a stable contract value. The terms of a FBRIC generally provide for settlement of payments only upon termination of the FBRIC or total liquidation of the wrapped investments. Generally, payments will be made pro-rata, based on the percentage of investments covered by each FBRIC Provider. FBRIC termination occurs whenever the contract value or market value of the wrapped investments reaches zero or upon certain events of default. If the FBRIC terminates due to the default of the FBRIC Provider (other than a default occurring because of a decline in its rating), the FBRIC Provider will generally be required to pay to the Plan the excess, if any, of contract value over market value on the date of termination. If a FBRIC terminates due to a decline in the ratings of the FBRIC Provider, the FBRIC Provider may be required to pay to the Plan the cost of acquiring a replacement contract (i.e. replacement cost) within the meaning of the FBRIC. If the FBRIC terminates when the market value equals zero, the FBRIC Provider will pay the excess of contract value over market value to the Plan to the extent necessary for the Plan to satisfy participant-initiated withdrawal requests. FBRIC termination also may occur by either party upon election and notice.
The FBRIC Provider may elect to terminate the FBRIC for no reason by giving certain notice to the Trustee. If, at any time, prior to dates agreed to in each FBRIC for the receipt of such notice, the Trustee objects to such election, the Trustee shall be deemed
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
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 and the record keeper of the Plan are parties-in-interest with respect to the Plan. Certain Plan transactions involve the Trustee, the record keeper or other affiliates. For example, certain Plan investments are shares of registered investment companies managed by affiliates of the Trustee. The Plan also pays fees to the Trustee and the record keeper. In addition, the Plan has an agreement with the record keeper whereby certain credits are paid to the Trust by the record keeper and are held in Trust accounts until they are used to pay administrative expenses of the Plan or are allocated to the accounts of participants. For the year ended
December 31, 2018
,
$553,816
of such credits were earned by the Trust.
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 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
$30,992,649
and sales amounted to
$92,447,093
for the year ended
December 31, 2018
. Dividend income from shares of Raytheon Company common stock amounted to
$44,745,613
for the year ended
December 31, 2018
.
All of these transactions either fall outside the scope of, or are exempt from, ERISA's prohibited transaction rules.
6. Plan Termination
Although it has not expressed any intention to do so, the Company reserves the right under the Plan at any time to discontinue its contributions and to terminate the Plan subject to the provisions of ERISA. Upon termination of the Plan, all participants become fully vested in their accounts. In the event of Plan termination, after payment of all expenses and adjustment of accounts to reflect such expenses, fund losses or profits, and reallocations, each participant shall be entitled to receive all amounts in their 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 Company believes 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, presentation 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, 2018
or
2017
. The Plan is subject to examinations by taxing jurisdictions. The Company believes the Plan is no longer subject to federal tax examination for years prior to 2015.
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
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2018 and 2017
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 managers and FBRIC Providers have credit policies 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)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 Century Fox
|
|
6.9% 3/01/19
|
|
$
|
925,000
|
|
|
$
|
930,307
|
|
|
|
21st Century Fox
|
|
4.5% 02/15/21
|
|
1,000,000
|
|
|
1,026,658
|
|
|
|
Abbott Lab
|
|
2.9% 11/30/21
|
|
2,570,000
|
|
|
2,544,446
|
|
|
|
Abbvie Inc
|
|
2.9% 11/06/22 WI
|
|
800,000
|
|
|
778,382
|
|
|
|
Abbvie Inc
|
|
3.6% 5/14/25
|
|
835,000
|
|
|
801,271
|
|
|
|
Abbvie Inc
|
|
2.5% 5/14/20
|
|
1,000,000
|
|
|
990,366
|
|
|
|
ABN AMRO Bank
|
|
2.65% 01/21 144A
|
|
2,590,000
|
|
|
2,552,720
|
|
|
|
Ace Ina Holding
|
|
2.3% 11/03/20
|
|
255,000
|
|
|
251,354
|
|
|
|
Actavis Funding
|
|
3.45% 3/22
|
|
2,295,000
|
|
|
2,259,788
|
|
|
|
Actavis Funding
|
|
3% 3/12/20
|
|
1,029,000
|
|
|
1,024,902
|
|
|
|
AEP Texas Inc.
|
|
3.95% 6/01/28 144A
|
|
930,000
|
|
|
931,943
|
|
|
|
AerCap Ireland
|
|
5% 10/21
|
|
1,052,000
|
|
|
1,068,496
|
|
|
|
AerCap Ireland
|
|
4.25% 07/01/20
|
|
645,000
|
|
|
646,434
|
|
|
|
AerCap Ireland
|
|
4.625% 10/30/20
|
|
485,000
|
|
|
488,292
|
|
|
|
AerCap Ireland
|
|
3.5% 01/15/25
|
|
750,000
|
|
|
684,565
|
|
|
|
AerCap Ireland
|
|
4.125% 7/3/23
|
|
312,000
|
|
|
303,350
|
|
|
|
Aetna Inc
|
|
4.125% 6/01/21
|
|
250,000
|
|
|
253,427
|
|
|
|
AIG Global Funding
|
|
1.9% 10/06/21 1
|
|
990,000
|
|
|
947,609
|
|
|
|
AIG Global Funding
|
|
2.15% 7/2/20 144A
|
|
747,000
|
|
|
735,809
|
|
|
|
Air Lease Corp
|
|
3% 09/15/23
|
|
413,000
|
|
|
387,790
|
|
|
|
Air Lease Corp
|
|
3.5% 01/15/2022
|
|
2,035,000
|
|
|
2,002,544
|
|
|
|
Air Lease Corp
|
|
2.625% 07/01/22
|
|
600,000
|
|
|
568,714
|
|
|
|
Air Liquid
|
|
1.75% 9/27/21 144A
|
|
1,080,000
|
|
|
1,033,865
|
|
|
|
Aircastle Limited
|
|
4.4% 09/25/23
|
|
945,000
|
|
|
929,370
|
|
|
|
Alabama Economic Settlement Authority
|
|
3.163% 9/15/25
|
|
400,000
|
|
|
396,804
|
|
|
|
Alberta Province
|
|
1.9% 12/6/19
|
|
3,620,000
|
|
|
3,590,569
|
|
|
|
Ally Auto Receivable Trust
|
|
2.92% 11/22
|
|
785,000
|
|
|
783,634
|
|
|
|
Ally Auto Receivable Trust
|
|
1.74% 09/21
|
|
880,000
|
|
|
871,757
|
|
|
|
Ally Auto Receivable Trust
|
|
1.75% 12/21
|
|
1,331,000
|
|
|
1,317,970
|
|
|
|
Ally Wholesale Enterprises LLC
|
|
2.7% 01/17/2023
|
|
800,000
|
|
|
794,041
|
|
|
|
Ally Wholesale Enterprises LLC
|
|
3.29% 05/15/2023
|
|
1,030,000
|
|
|
1,035,902
|
|
|
|
Altria Group Inc
|
|
2.85% 8/09/22
|
|
520,000
|
|
|
499,162
|
|
|
|
Altria Group Inc
|
|
9.25% 8/06/19
|
|
40,000
|
|
|
41,342
|
|
|
|
American Electric Power
|
|
3.2% 11/27
|
|
1,345,000
|
|
|
1,276,505
|
|
|
|
American Electric Power
|
|
2.15% 11/13/20
|
|
522,000
|
|
|
511,488
|
|
|
|
American Express Co
|
|
3.375% 05/21
|
|
6,070,000
|
|
|
6,079,431
|
|
|
|
American Express Co
|
|
3.7% 08/03/23
|
|
1,020,000
|
|
|
1,022,886
|
|
|
|
American Express Credit Account Master
|
|
1.64% 12/21
|
|
1,150,000
|
|
|
1,144,629
|
|
|
|
American Express Credit Account Master
|
|
1.77% 11/22
|
|
860,000
|
|
|
847,696
|
|
|
|
American Express Credit Account Master
|
|
2.04% 05/23
|
|
698,000
|
|
|
687,237
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 Express Credit Account Master
|
|
2.99% 12/23
|
|
815,000
|
|
|
817,139
|
|
|
|
American Express Credit Account Master
|
|
0% 02/24
|
|
826,000
|
|
|
828,961
|
|
|
|
American Express Credit Account Master
|
|
1.93% 09/22
|
|
1,187,000
|
|
|
1,172,961
|
|
|
|
American Express Credit Corporation
|
|
2.125% 3/18/19
|
|
135,000
|
|
|
134,780
|
|
|
|
American Express Credit Corporation
|
|
2.25% 5/05/21
|
|
1,000,000
|
|
|
978,562
|
|
|
|
American Honda
|
|
1.7% 9/9/21
|
|
500,000
|
|
|
480,659
|
|
|
|
American International Group
|
|
4.875% 6/01/22
|
|
600,000
|
|
|
622,485
|
|
|
|
American International Group
|
|
2.3% 7/19
|
|
2,155,000
|
|
|
2,146,001
|
|
|
|
American International Group
|
|
3.3% 3/01/21
|
|
2,000,000
|
|
|
1,993,149
|
|
|
|
American Tower
|
|
3.4% 2/15/19
|
|
1,510,000
|
|
|
1,510,853
|
|
|
|
American Tower
|
|
3.3% 2/15/21
|
|
1,000,000
|
|
|
994,230
|
|
|
|
American Tower
|
|
2.25% 01/15/22
|
|
1,000,000
|
|
|
956,966
|
|
|
|
Amgen Inc
|
|
4.1% 6/15/21
|
|
2,255,000
|
|
|
2,299,320
|
|
|
|
Amphenol Corp
|
|
3.2% 4/1/24
|
|
145,000
|
|
|
140,588
|
|
|
|
Analog Devices, Inc.
|
|
2.95% 01/12/21
|
|
1,055,000
|
|
|
1,045,712
|
|
|
|
Anhueser-Busch
|
|
3.3% 2/01/23
|
|
4,629,000
|
|
|
4,507,086
|
|
|
|
Anhueser-Busch
|
|
2.65% 2/01/21
|
|
731,000
|
|
|
718,504
|
|
|
|
Anthem Inc
|
|
2.95% 12/01/22
|
|
555,000
|
|
|
541,227
|
|
|
|
APT Pipelines
|
|
3.875% 10/22 144A
|
|
1,315,000
|
|
|
1,309,927
|
|
|
|
Arch Capital Finance
|
|
4.011% 12/15/26
|
|
375,000
|
|
|
374,655
|
|
|
|
AT&T Inc
|
|
3% 6/30/22
|
|
580,000
|
|
|
565,618
|
|
|
|
AT&T Inc
|
|
5.2% 3/15/20
|
|
105,000
|
|
|
107,258
|
|
|
|
AT&T Inc
|
|
3.8% 3/15/22
|
|
590,000
|
|
|
592,546
|
|
|
|
AT&T Inc
|
|
2.8% 2/17/21
|
|
4,810,000
|
|
|
4,747,544
|
|
|
|
AT&T Inc
|
|
5% 3/01/21
|
|
1,000,000
|
|
|
1,033,968
|
|
|
|
AT&T Inc
|
|
2.45% 6/30/20
|
|
397,000
|
|
|
391,772
|
|
|
|
Australian and New Zealand Banking Group Limited
|
|
2.7% 11/16/20
|
|
1,690,000
|
|
|
1,671,624
|
|
|
|
Australian and New Zealand Banking Group Limited
|
|
2.25% 6/13/19
|
|
650,000
|
|
|
647,794
|
|
|
|
Autozone, Inc.
|
|
3.125% 7/15/23
|
|
577,000
|
|
|
560,379
|
|
|
|
Avalonbay Communities
|
|
3.625% 10/1/20
|
|
209,000
|
|
|
210,167
|
|
|
|
Aviation Capital Group LLC
|
|
3.875% 05/01/23
|
|
1,010,000
|
|
|
989,465
|
|
|
|
AXA Equitable Holdings, Inc.
|
|
3.9% 04/20/2023 144A
|
|
77,000
|
|
|
76,041
|
|
|
|
Axis Specialty
|
|
5.875% 6/01/20
|
|
2,150,000
|
|
|
2,211,621
|
|
|
|
Banco Santander, S.A.
|
|
3.848% 4/12/23
|
|
800,000
|
|
|
777,286
|
|
|
|
Banco Santander, S.A.
|
|
3ML+112 04/23
|
|
400,000
|
|
|
392,234
|
|
|
|
Bank 2018-BN11 A2
|
|
3.784% 03/61
|
|
4,200,000
|
|
|
4,213,524
|
|
|
|
Bank of America Corp
|
|
3.289% 07/60
|
|
1,000,000
|
|
|
996,760
|
|
|
|
Bank of America Corp
|
|
3.3% 1/11/23
|
|
2,285,000
|
|
|
2,250,277
|
|
|
|
Bank of America Corp
|
|
2.6% 1/15/19
|
|
410,000
|
|
|
409,920
|
|
|
|
Bank of America Corp
|
|
4% 01/22/25
|
|
1,225,000
|
|
|
1,193,825
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 of America Corp
|
|
3.95% 4/21/25
|
|
1,120,000
|
|
|
1,085,675
|
|
|
|
Bank of America Corp
|
|
4.45% 3/03/26
|
|
1,815,000
|
|
|
1,795,797
|
|
|
|
Bank of America Corp
|
|
3.593%/VAR 07/28
|
|
1,560,000
|
|
|
1,480,217
|
|
|
|
Bank of America Corp
|
|
3.004%/VAR 12/20/23
|
|
6,302,000
|
|
|
6,118,337
|
|
|
|
Bank of America Corp
|
|
3ML+63 05/22
|
|
1,335,000
|
|
|
1,335,150
|
|
|
|
Bank of America Corp
|
|
2.881%/VAR 4/24/23
|
|
1,050,000
|
|
|
1,021,175
|
|
|
|
Bank of America Corp
|
|
3.55%/VAR 3/24
|
|
1,500,000
|
|
|
1,481,774
|
|
|
|
Bank of America Corp
|
|
2.625% 4/19/21
|
|
1,500,000
|
|
|
1,479,544
|
|
|
|
Bank of America Corp
|
|
3.864% 07/23/2024
|
|
2,000,000
|
|
|
1,995,112
|
|
|
|
Bank of America Credit Card Trust
|
|
1ML+39 10/21
|
|
4,300,000
|
|
|
4,302,782
|
|
|
|
Bank of America Credit Card Trust
|
|
1.95% 8/22
|
|
1,054,000
|
|
|
1,041,420
|
|
|
|
Bank of America Credit Card Trust
|
|
1.84% 1/23
|
|
958,000
|
|
|
940,850
|
|
|
|
Bank of America Credit Card Trust
|
|
2.7% 7/23
|
|
1,000,000
|
|
|
996,409
|
|
|
|
Bank of America Credit Card Trust
|
|
3% 9/23
|
|
820,000
|
|
|
822,317
|
|
|
|
Bank of Montreal
|
|
3.1% 4/13/21
|
|
2,310,000
|
|
|
2,308,756
|
|
|
|
Bank of Montreal
|
|
3ML+46 04/13/21
|
|
600,000
|
|
|
596,406
|
|
|
|
Bank of New York Mellon
|
|
2.661%/VAR 5/23
|
|
1,310,000
|
|
|
1,274,027
|
|
|
|
Bank of Nova Scotia
|
|
3.125% 04/21
|
|
2,945,000
|
|
|
2,940,248
|
|
|
|
Bank of the West Auto Trust
|
|
3.52% 12/15/22
|
|
430,000
|
|
|
432,698
|
|
|
|
Bank of Tokyo-Mitsubishi
|
|
2.3% 3/20 144A
|
|
380,000
|
|
|
376,351
|
|
|
|
Bank of Tokyo-Mitsubishi
|
|
3.75% 3/10/24 144A
|
|
1,290,000
|
|
|
1,296,293
|
|
|
|
Banque Fédérative du Crédit Mutuel
|
|
2.2% 07/20/20 144A
|
|
1,245,000
|
|
|
1,221,956
|
|
|
|
Barclays plc
|
|
4.337% 01/10/28
|
|
2,045,000
|
|
|
1,893,398
|
|
|
|
Barclays plc
|
|
4.972/VAR 5/16/29
|
|
745,000
|
|
|
718,726
|
|
|
|
Barclays plc
|
|
2.75% 11/08/19
|
|
334,000
|
|
|
331,570
|
|
|
|
Barclays plc
|
|
3.2% 08/10/21
|
|
2,000,000
|
|
|
1,943,692
|
|
|
|
Barclays plc
|
|
4.338/VAR 05/16/2024
|
|
650,000
|
|
|
631,923
|
|
|
|
Barclays plc
|
|
2.65% 01/11/21
|
|
850,000
|
|
|
832,232
|
|
|
|
BAT International Finance
|
|
2.75% 6/20 144A
|
|
2,400,000
|
|
|
2,357,797
|
|
|
|
BAT International Finance
|
|
3.5% 6/22 144A
|
|
500,000
|
|
|
489,170
|
|
|
|
Bayer US Finance
|
|
3% 10/08/21 144A
|
|
1,115,000
|
|
|
1,090,164
|
|
|
|
BB&T Corporation
|
|
2.25% 2/01/19
|
|
140,000
|
|
|
139,914
|
|
|
|
BB&T Corporation
|
|
6.85% 4/19
|
|
9,000
|
|
|
9,111
|
|
|
|
Benchmark 2018-B2 Mortgage Trust A2
|
|
3.6623% 02/51
|
|
856,000
|
|
|
867,641
|
|
|
|
Benchmark 2018-B2 Mortgage Trust A3
|
|
3.5439% 02/51
|
|
5,000,000
|
|
|
5,044,313
|
|
|
|
Benchmark 2018-B7 Mortgage Trust A2
|
|
4.377% 05/53
|
|
513,000
|
|
|
536,750
|
|
|
|
Benchmark 2018-B8 Mortgage Trust A2
|
|
4.2122% 01/52
|
|
593,000
|
|
|
614,925
|
|
|
|
Berkley (WR) Corporation
|
|
7.375% 9/19
|
|
700,000
|
|
|
720,432
|
|
|
|
Berkley (WR) Corporation
|
|
5.375% 9/15/20
|
|
1,300,000
|
|
|
1,338,460
|
|
|
|
Berkshire Hathaway Energy
|
|
2.8% 1/15/23
|
|
1,206,000
|
|
|
1,179,090
|
|
|
|
BMW Floorplan Master Owner Trust
|
|
3.15% 5/15/23 144A
|
|
753,000
|
|
|
754,480
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
BMW US Capital
|
|
2% 4/11/21 144A
|
|
1,825,000
|
|
|
1,770,045
|
|
|
|
BMW US Capital
|
|
3.4% 8/13/21 144A
|
|
1,215,000
|
|
|
1,209,863
|
|
|
|
BMW US Capital
|
|
2.7% 04/06/22 144A
|
|
937,000
|
|
|
910,029
|
|
|
|
BMW Vehicle Lease Trust
|
|
3.06% 07/21
|
|
787,000
|
|
|
790,721
|
|
|
|
BMW Vehicle Lease Trust
|
|
2.07% 10/20
|
|
411,000
|
|
|
407,947
|
|
|
|
BP Capital Markets America
|
|
3.79% 2/24
|
|
1,520,000
|
|
|
1,536,295
|
|
|
|
BP Capital Markets America
|
|
3.245% 05/06/22
|
|
625,000
|
|
|
619,552
|
|
|
|
BP Capital Markets America
|
|
3.796% 09/21/25
|
|
1,995,000
|
|
|
2,005,509
|
|
|
|
BP Capital Markets plc
|
|
2.315% 2/20
|
|
733,000
|
|
|
726,650
|
|
|
|
BPCE SA
|
|
2.5% 7/15/19
|
|
1,300,000
|
|
|
1,295,009
|
|
|
|
BPCE SA
|
|
2.25% 1/27/20
|
|
3,900,000
|
|
|
3,848,735
|
|
|
|
BPCE SA
|
|
4% 09/12/23 144A
|
|
1,025,000
|
|
|
1,006,983
|
|
|
|
Braemar Hotels & Resorts Trust Series
|
|
1ML+82 06/35 144A
|
|
1,440,000
|
|
|
1,427,874
|
|
|
|
Brambles Ltd
|
|
5.35% 4/20 144A
|
|
980,000
|
|
|
1,001,696
|
|
|
|
Braskem Netherlands Finance
|
|
4.5% 01/28 144A
|
|
750,000
|
|
|
693,195
|
|
|
|
British American Tobacco
|
|
2.764% 08/15/22
|
|
5,400,000
|
|
|
5,100,705
|
|
|
|
British American Tobacco
|
|
2.297% 08/14/20
|
|
1,000,000
|
|
|
976,171
|
|
|
|
British Telecom plc
|
|
2.35% 2/19
|
|
556,000
|
|
|
555,256
|
|
|
|
Broadcom Cayman Finance
|
|
3.625% 1/15/24
|
|
2,200,000
|
|
|
2,081,280
|
|
|
|
Burlington North Santa Fe
|
|
4.1% 6/21
|
|
2,000,000
|
|
|
2,052,280
|
|
|
|
Cameron International Corporation
|
|
4.5% 6/01/21
|
|
1,490,000
|
|
|
1,507,842
|
|
|
|
Campbell Soup Company
|
|
3.65% 3/15/23
|
|
1,600,000
|
|
|
1,560,237
|
|
|
|
Canadian Imperial Bank
|
|
2.55% 6/22
|
|
500,000
|
|
|
486,850
|
|
|
|
Canadian Natural Resources
|
|
3.45% 11/15/21
|
|
525,000
|
|
|
521,196
|
|
|
|
Canadian Natural Resources
|
|
2.95% 1/15/23
|
|
3,020,000
|
|
|
2,886,486
|
|
|
|
Canadian Pacer Auto Receivable Trust 2017-1A A3
|
|
2.05% 03/21
|
|
488,000
|
|
|
484,623
|
|
|
|
Canadian Pacer Auto Receivable Trust 2018-1A A3
|
|
3.088% 11/21 144A
|
|
685,000
|
|
|
685,028
|
|
|
|
Canadian Pacer Auto Receivable Trust 2018-2A A3
|
|
3.27% 12/22
|
|
648,000
|
|
|
652,920
|
|
|
|
Capital One Bank
|
|
2.95% 7/23/21
|
|
965,000
|
|
|
949,551
|
|
|
|
Capital One Bank
|
|
2.25% 9/13/21
|
|
1,445,000
|
|
|
1,393,843
|
|
|
|
Capital One Bank
|
|
2.35% 1/31/20
|
|
2,435,000
|
|
|
2,403,854
|
|
|
|
Capital One Bank
|
|
2.65% 08/08/22
|
|
520,000
|
|
|
499,333
|
|
|
|
Capital One Bank
|
|
2.25% 2/13/19
|
|
910,000
|
|
|
909,757
|
|
|
|
Capital One Financial
|
|
2.45% 4/24/19
|
|
140,000
|
|
|
139,775
|
|
|
|
Capital One Financial
|
|
3.45% 4/21
|
|
3,660,000
|
|
|
3,652,357
|
|
|
|
Capital One Financial
|
|
2.5% 05/12/20
|
|
500,000
|
|
|
493,459
|
|
|
|
Capital One Financial
|
|
3.2% 01/30/2023
|
|
1,000,000
|
|
|
973,066
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
1.99% 07/23
|
|
2,331,000
|
|
|
2,294,811
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
2.08% 03/23
|
|
240,000
|
|
|
237,117
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
2.05% 08/23
|
|
581,000
|
|
|
572,440
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
1.34% 4/22
|
|
459,000
|
|
|
455,466
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
1.33% 6/15/22
|
|
868,000
|
|
|
859,228
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
2% 1/23
|
|
858,000
|
|
|
848,567
|
|
|
|
Capital One Multi-Asset Execution Trust
|
|
3.01% 02/24
|
|
542,000
|
|
|
544,863
|
|
|
|
CarMax
|
|
3.35% 06/23
|
|
1,278,000
|
|
|
1,282,886
|
|
|
|
CarMax
|
|
1.52% 2/21
|
|
727,950
|
|
|
723,524
|
|
|
|
CarMax
|
|
1.93% 03/22
|
|
1,285,000
|
|
|
1,271,889
|
|
|
|
CarMax
|
|
1.97% 04/22
|
|
1,127,000
|
|
|
1,114,696
|
|
|
|
CarMax
|
|
2.98% 01/23
|
|
1,607,000
|
|
|
1,616,367
|
|
|
|
CarMax
|
|
1.4% 8/21
|
|
571,817
|
|
|
565,177
|
|
|
|
CarMax
|
|
1.63% 6/20
|
|
34,263
|
|
|
34,221
|
|
|
|
CarMax
|
|
2.15% 10/22
|
|
348,000
|
|
|
344,434
|
|
|
|
CarMax
|
|
3.36% 09/23
|
|
524,000
|
|
|
527,589
|
|
|
|
Caterpillar Financial
|
|
2.1% 01/10/20
|
|
597,000
|
|
|
591,106
|
|
|
|
CBS Corporation
|
|
4.3% 2/15/21
|
|
770,000
|
|
|
780,588
|
|
|
|
CDP Financial Inc
|
|
4.4% 11/25/19 144A
|
|
1,300,000
|
|
|
1,318,639
|
|
|
|
CDP Financial Inc
|
|
3.15% 7/24 144A
|
|
1,765,000
|
|
|
1,778,206
|
|
|
|
CenterPoint Energy
|
|
2.50% 09/01/22
|
|
189,000
|
|
|
180,752
|
|
|
|
CFCRE 2016-C4 Mortgage Trust A3
|
|
3.014% 05/58
|
|
2,500,000
|
|
|
2,405,047
|
|
|
|
CGDBB Commercial Mortgage Trust
|
|
1ML+79 7/28
|
|
2,080,000
|
|
|
2,060,556
|
|
|
|
Charter Communications Operating
|
|
4.908% 7/23/25
|
|
885,000
|
|
|
879,607
|
|
|
|
Charter Communications Operating
|
|
4.464% 7/23/22
|
|
3,445,000
|
|
|
3,477,928
|
|
|
|
Chase Issuance Trust
|
|
1ML+0 05/21
|
|
3,900,000
|
|
|
3,903,209
|
|
|
|
Chase Issuance Trust
|
|
1ML+100 1/22
|
|
4,300,000
|
|
|
4,302,086
|
|
|
|
Chase Issuance Trust
|
|
1.37% 6/21
|
|
1,048,000
|
|
|
1,040,119
|
|
|
|
Chase Issuance Trust
|
|
1.27% 7/21
|
|
1,090,000
|
|
|
1,080,446
|
|
|
|
Chevron Phillips Chemical
|
|
2.45% 5/01/20 144A
|
|
347,000
|
|
|
343,783
|
|
|
|
Chevron Phillips Chemical
|
|
3.3% 5/23 144A
|
|
480,000
|
|
|
474,772
|
|
|
|
Cigna Corp
|
|
5.125% 6/15/20
|
|
1,350,000
|
|
|
1,384,332
|
|
|
|
Cigna Corp
|
|
4% 2/15/22
|
|
1,670,000
|
|
|
1,687,025
|
|
|
|
Cisco Systems
|
|
1.85% 9/20/21
|
|
1,000,000
|
|
|
972,316
|
|
|
|
Citibank Credit Card Issuance Trust
|
|
1.88% 8/8/22
|
|
3,781,000
|
|
|
3,719,386
|
|
|
|
Citibank Credit Card Issuance Trust
|
|
0% 11/21
|
|
1,073,000
|
|
|
1,061,614
|
|
|
|
Citibank Credit Card Issuance Trust
|
|
1.92% 04/22
|
|
949,000
|
|
|
936,896
|
|
|
|
Citibank Credit Card Issuance Trust
|
|
1.8% 09/21
|
|
841,000
|
|
|
834,218
|
|
|
|
Citibank Credit Card Issuance Trust
|
|
2.539% 1/23
|
|
1,020,000
|
|
|
1,011,775
|
|
|
|
Citibank N.A.
|
|
3.05% 05/01/20
|
|
4,430,000
|
|
|
4,423,753
|
|
|
|
Citibank N.A.
|
|
2.1% 06/12/20
|
|
750,000
|
|
|
737,472
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
3.024% 9/45
|
|
424,000
|
|
|
422,151
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
3.093% 04/46
|
|
111,000
|
|
|
110,201
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
4.371% 9/46
|
|
294,000
|
|
|
307,010
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
4.131% 11/46
|
|
383,000
|
|
|
396,408
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
3.356% 7/47
|
|
769,000
|
|
|
769,114
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
2.674% 4/48
|
|
664,869
|
|
|
661,486
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
3.368% 02/49
|
|
457,000
|
|
|
458,412
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
3.199% 04/50
|
|
388,000
|
|
|
389,334
|
|
|
|
Citigroup Inc
|
|
4.4% 6/10/25
|
|
1,080,000
|
|
|
1,057,394
|
|
|
|
Citigroup Inc
|
|
4.45% 9/29/27
|
|
965,000
|
|
|
930,495
|
|
|
|
Citigroup Inc
|
|
3.7% 1/12/26
|
|
4,390,000
|
|
|
4,222,843
|
|
|
|
Citigroup Inc
|
|
2.75% 04/25/2022
|
|
1,400,000
|
|
|
1,357,374
|
|
|
|
Citigroup Inc
|
|
2.876/VAR 07/24/23
|
|
1,555,000
|
|
|
1,504,359
|
|
|
|
Citigroup Inc
|
|
3.124%/VAR 1/24/23
|
|
2,116,000
|
|
|
2,078,353
|
|
|
|
Citigroup Inc
|
|
4.044/VAR 06/24
|
|
830,000
|
|
|
833,175
|
|
|
|
Citigroup Inc
|
|
2.35% 8/02/21
|
|
1,000,000
|
|
|
971,422
|
|
|
|
Citigroup Inc
|
|
2.45% 1/10/20
|
|
500,000
|
|
|
495,931
|
|
|
|
Citigroup Inc
|
|
2.7% 10/27/2022
|
|
300,000
|
|
|
289,170
|
|
|
|
Citizens Bank
|
|
2.55% 5/13/21
|
|
3,925,000
|
|
|
3,838,816
|
|
|
|
Citizens Bank
|
|
2.2% 05/26/20
|
|
1,120,000
|
|
|
1,103,789
|
|
|
|
Citizens Bank
|
|
2.45% 12/04/19
|
|
590,000
|
|
|
585,826
|
|
|
|
Citizens Bank
|
|
2.65% 5/26/22
|
|
450,000
|
|
|
437,170
|
|
|
|
Citizens Bank
|
|
2.375% 7/28/21
|
|
76,000
|
|
|
74,029
|
|
|
|
CNH Equipment Trust
|
|
3.23% 07/17/2023
|
|
745,000
|
|
|
747,174
|
|
|
|
Comcast Corporation
|
|
1.625% 1/15/22
|
|
1,604,000
|
|
|
1,535,013
|
|
|
|
Comcast Corporation
|
|
3.7% 04/15/2024
|
|
1,000,000
|
|
|
1,006,034
|
|
|
|
Comcast Corporation
|
|
3.375% 08/15/25
|
|
565,000
|
|
|
550,800
|
|
|
|
Comcast Corporation
|
|
4% 10/15/25
|
|
2,076,000
|
|
|
2,101,526
|
|
|
|
COMM 13-CR12 A4
|
|
4.046% 10/46
|
|
3,600,000
|
|
|
3,718,210
|
|
|
|
COMM 14-UBS6 ASB
|
|
3.387% 12/47
|
|
195,000
|
|
|
196,520
|
|
|
|
COMM 15-CCRE24 A4
|
|
3.432% 8/55
|
|
4,300,000
|
|
|
4,288,467
|
|
|
|
COMM 15-CR23 ASB
|
|
3.257% 05/48
|
|
338,000
|
|
|
339,251
|
|
|
|
COMM 15-CR26 ASB
|
|
3.373% 10/48
|
|
222,000
|
|
|
223,778
|
|
|
|
COMM 2010-C1 A3
|
|
4.205% 7/46
|
|
1,342,217
|
|
|
1,358,763
|
|
|
|
COMM 2012-CR3 A3
|
|
2.822% 10/45
|
|
424,431
|
|
|
417,465
|
|
|
|
COMM 2012-CR3 ASB
|
|
2.372% 11/45
|
|
403,419
|
|
|
398,715
|
|
|
|
COMM 2012-LC4 A4
|
|
3.288% 12/44
|
|
921,356
|
|
|
921,307
|
|
|
|
COMM 2013-CR12 A2
|
|
2.904% 10/46
|
|
295,719
|
|
|
295,379
|
|
|
|
COMM 2013-CR6 A4
|
|
3.101% 03/46
|
|
496,000
|
|
|
493,216
|
|
|
|
COMM 2013-CR7 A4
|
|
3.213% 03/46
|
|
650,100
|
|
|
649,394
|
|
|
|
COMM 2013-CR7 ASB
|
|
2.739% 03/46
|
|
3,302,611
|
|
|
3,283,348
|
|
|
|
COMM 2013-CR8 A5
|
|
3.612% 06/46
|
|
301,000
|
|
|
304,871
|
|
|
|
COMM 2015-CR22 A2
|
|
2.856% 3/48
|
|
262,000
|
|
|
261,235
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
COMM 2015-CR22 ASB
|
|
3.144% 3/48
|
|
318,000
|
|
|
317,892
|
|
|
|
COMM 2015-CR23 A2
|
|
2.852% 05/48
|
|
750,000
|
|
|
746,456
|
|
|
|
COMM 2015-CR25 A3
|
|
3.505% 8/48
|
|
4,000,000
|
|
|
4,000,542
|
|
|
|
COMM 2015-DC1 A4
|
|
3.078% 2/48
|
|
3,000,000
|
|
|
2,939,670
|
|
|
|
COMM 2015-PC1 A3
|
|
3.725% 7/50
|
|
4,000,000
|
|
|
4,075,986
|
|
|
|
Commonwealth Bank of Australia NY
|
|
2.3% 3/20
|
|
770,000
|
|
|
761,855
|
|
|
|
Commonwealth Bank of Australia NY
|
|
2.4% 11/20
|
|
940,000
|
|
|
925,319
|
|
|
|
Commonwealth Edison
|
|
3.4% 9/01/21
|
|
1,615,000
|
|
|
1,623,649
|
|
|
|
Commonwealth Edison
|
|
2.95% 08/15/27
|
|
1,040,000
|
|
|
1,000,514
|
|
|
|
Compass Bank
|
|
2.875% 6/29/22
|
|
1,337,000
|
|
|
1,281,080
|
|
|
|
Compass Bank
|
|
3.5% 6/11/21
|
|
610,000
|
|
|
608,276
|
|
|
|
Conagra Brands, Inc.
|
|
4.6% 11/25
|
|
800,000
|
|
|
802,892
|
|
|
|
Conagra Brands, Inc.
|
|
3.8% 10/22/21
|
|
850,000
|
|
|
850,262
|
|
|
|
Concho Resources Inc
|
|
3.75% 10/01/27
|
|
660,000
|
|
|
621,656
|
|
|
|
Consolidated Edison
|
|
2% 5/15/21
|
|
311,000
|
|
|
301,704
|
|
|
|
Constellation Brands, FRN
|
|
3ML+95 11/15/21
|
|
1,860,000
|
|
|
1,837,721
|
|
|
|
CORE 15-CALW
|
|
3.04% 2/34 144A
|
|
1,166,866
|
|
|
1,163,072
|
|
|
|
Corporacion Andina De Formento
|
|
2% 05/10/19
|
|
455,000
|
|
|
453,356
|
|
|
|
Corporacion Andina De Formento
|
|
2.125% 9/27/21
|
|
1,220,000
|
|
|
1,184,217
|
|
|
|
Corporacion Andina De Formento
|
|
2.75% 1/23
|
|
400,000
|
|
|
390,464
|
|
|
|
Coventry Health
|
|
5.45% 6/15/21
|
|
300,000
|
|
|
310,606
|
|
|
|
CPPIB Capital Inc
|
|
2.75% 11/02/27
|
|
750,000
|
|
|
728,760
|
|
|
|
Credit Agricole S.A.
|
|
2.75% 6/10/20 144A
|
|
1,000,000
|
|
|
988,688
|
|
|
|
Credit Agricole S.A.
|
|
3.375% 1/22
|
|
1,500,000
|
|
|
1,475,386
|
|
|
|
Credit Suisse
|
|
3% 10/29/21
|
|
2,280,000
|
|
|
2,250,988
|
|
|
|
Credit Suisse
|
|
3.574% 1/23 144A
|
|
1,000,000
|
|
|
975,477
|
|
|
|
Credit Suisse
|
|
3.45% 4/16/21
|
|
4,000,000
|
|
|
3,985,482
|
|
|
|
CSAIL 2015-C2 A-SB Commercial Mortgage Trust
|
|
3.2241% 6/57
|
|
227,000
|
|
|
226,271
|
|
|
|
CSAIL 2017-CX9 A2 Commercial Mortgage Trust
|
|
2.884% 09/50
|
|
641,000
|
|
|
636,413
|
|
|
|
CSAIL 2018-CX11 A-SB Commercial Mortgage Trust
|
|
4.0339% 4/51
|
|
2,400,000
|
|
|
2,470,051
|
|
|
|
CVS Health Corporation
|
|
3.5% 7/20/22
|
|
7,295,000
|
|
|
7,244,585
|
|
|
|
CVS Health Corporation
|
|
3.7% 03/09/23
|
|
1,979,000
|
|
|
1,957,702
|
|
|
|
CVS Health Corporation
|
|
4.1% 03/25/25
|
|
1,000,000
|
|
|
991,224
|
|
|
|
CVS Health Corporation
|
|
2.8% 7/20/20
|
|
338,000
|
|
|
334,896
|
|
|
|
CVS Health Corporation
|
|
2.125% 6/01/21
|
|
1,000,000
|
|
|
967,380
|
|
|
|
CVS Health Corporation
|
|
3.35% 03/09/21
|
|
1,421,000
|
|
|
1,416,253
|
|
|
|
Daimler Financial
|
|
3.1% 05/20 144A
|
|
740,000
|
|
|
735,855
|
|
|
|
Daimler Financial
|
|
3.35% 5/21 144A
|
|
1,230,000
|
|
|
1,226,149
|
|
|
|
Daimler Financial
|
|
2.45% 5/20 144A
|
|
3,250,000
|
|
|
3,210,894
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Daimler Financial
|
|
2.25% 3/20 144A
|
|
387,000
|
|
|
381,767
|
|
|
|
Daimler Financial
|
|
1.5% 7/05/19 144A
|
|
1,000,000
|
|
|
990,162
|
|
|
|
Daimler Financial
|
|
2.3% 1/06/20 144A
|
|
1,000,000
|
|
|
989,025
|
|
|
|
Daimler Financial
|
|
2.85% 1/6/22 144A
|
|
504,000
|
|
|
492,270
|
|
|
|
Daimler Financial
|
|
2.3% 2/12/21 144A
|
|
500,000
|
|
|
487,807
|
|
|
|
Danaher Corporation
|
|
2.4% 9/15/20
|
|
135,000
|
|
|
133,739
|
|
|
|
DBGS BIOD Mortgage Trust
|
|
1ML+80.3 05/35
|
|
1,647,447
|
|
|
1,638,275
|
|
|
|
DBUBS Mortgage Trust
|
|
4.537% 7/44
|
|
734,944
|
|
|
755,613
|
|
|
|
Dell Equipment Finance Trust
|
|
3.39% 06/22
|
|
256,000
|
|
|
256,083
|
|
|
|
Delta Air Lines
|
|
3.625% 3/15/22
|
|
2,570,000
|
|
|
2,514,864
|
|
|
|
Deutsche Bank Ag
|
|
2.85% 5/10/19
|
|
1,060,000
|
|
|
1,053,632
|
|
|
|
Deutsche Bank Ag
|
|
3.375% 5/12/21
|
|
1,760,000
|
|
|
1,698,418
|
|
|
|
Deutsche Bank Ag
|
|
2.5% 2/13/19
|
|
913,000
|
|
|
911,266
|
|
|
|
Deutsche Telecom
|
|
1.95% 9/21 144A
|
|
1,340,000
|
|
|
1,285,635
|
|
|
|
Devon Energy Co
|
|
3.25% 5/15/22
|
|
1,900,000
|
|
|
1,851,368
|
|
|
|
Dexia Credit
|
|
1.875% 9/15/21 144A
|
|
750,000
|
|
|
730,463
|
|
|
|
Dexia Credit
|
|
2.25% 2/18/20 144A
|
|
2,250,000
|
|
|
2,236,481
|
|
|
|
Diamond Finance
|
|
3.48% 6/19 144A
|
|
1,785,000
|
|
|
1,779,731
|
|
|
|
Diamond Finance
|
|
5.45% 6/23 144A
|
|
939,000
|
|
|
955,510
|
|
|
|
Digital Realty
|
|
3.4% 10/01/20
|
|
613,000
|
|
|
610,931
|
|
|
|
Digital Realty
|
|
2.75% 2/1/23
|
|
312,000
|
|
|
298,067
|
|
|
|
Discover Bank
|
|
3.45% 7/27/26
|
|
250,000
|
|
|
229,366
|
|
|
|
Discover Bank
|
|
3.1% 6/20
|
|
1,247,000
|
|
|
1,238,275
|
|
|
|
Discover Bank
|
|
3.35% 2/06/23
|
|
250,000
|
|
|
243,326
|
|
|
|
Discover Card Execution Note Trust
|
|
1ML+55 9/21
|
|
1,500,000
|
|
|
1,501,010
|
|
|
|
Discover Card Execution Note Trust
|
|
1ML+60 12/26
|
|
1,660,000
|
|
|
1,657,467
|
|
|
|
Discover Card Execution Note Trust
|
|
1.88% 2/15/23
|
|
2,357,000
|
|
|
2,318,858
|
|
|
|
Discover Card Execution Note Trust
|
|
1.90% 10/22
|
|
1,268,000
|
|
|
1,250,524
|
|
|
|
Discover Card Execution Note Trust
|
|
2.19% 4/23
|
|
550,000
|
|
|
543,992
|
|
|
|
Discover Card Execution Note Trust
|
|
1.85% 10/23
|
|
599,000
|
|
|
586,878
|
|
|
|
Discover Card Execution Note Trust
|
|
1.39% 3/22
|
|
873,000
|
|
|
863,369
|
|
|
|
Discover Card Execution Note Trust
|
|
3.32% 3/24
|
|
1,038,000
|
|
|
1,050,640
|
|
|
|
Discover Financial
|
|
3.75% 3/04/25
|
|
1,190,000
|
|
|
1,138,467
|
|
|
|
Discovery Communication
|
|
3.95% 3/20/28
|
|
1,260,000
|
|
|
1,169,012
|
|
|
|
Dominion Resources Inc
|
|
2.5% 12/19
|
|
1,200,000
|
|
|
1,191,085
|
|
|
|
Dominion Resources Inc
|
|
1.6% 8/15/19
|
|
262,000
|
|
|
259,087
|
|
|
|
Dominion Resources Inc
|
|
2% 8/15/21
|
|
251,000
|
|
|
241,167
|
|
|
|
Dow Chemical
|
|
3% 11/15/22
|
|
1,425,000
|
|
|
1,382,164
|
|
|
|
DowDuPont Inc.
|
|
3.766% 11/15/20
|
|
380,000
|
|
|
383,566
|
|
|
|
DowDuPont Inc.
|
|
4.205% 11/15/23
|
|
1,030,000
|
|
|
1,053,163
|
|
|
|
Dr Horton Inc
|
|
2.55% 12/01/20
|
|
560,000
|
|
|
546,413
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
234,493
|
|
|
|
Duke Energy
|
|
3.05% 3/15/23
|
|
675,000
|
|
|
669,056
|
|
|
|
Duke Energy
|
|
3.95% 11/15/28
|
|
1,075,000
|
|
|
1,101,830
|
|
|
|
Ecolab Inc
|
|
4.35% 12/08/21
|
|
628,000
|
|
|
645,174
|
|
|
|
Ecopetrol S.A.
|
|
5.875% 09/18/2023
|
|
1,500,000
|
|
|
1,563,750
|
|
|
|
Electronic Arts
|
|
3.7% 3/01/21
|
|
1,080,000
|
|
|
1,087,592
|
|
|
|
Emera US Finance
|
|
2.7% 6/15/21
|
|
1,200,000
|
|
|
1,168,990
|
|
|
|
Enbridge Inc
|
|
2.9% 07/15/22
|
|
1,100,000
|
|
|
1,064,486
|
|
|
|
ENEL Finance International N.V.
|
|
2.875% 5/25/22 144A
|
|
2,175,000
|
|
|
2,049,201
|
|
|
|
Energy Transfer Operating, LP
|
|
4.95% 06/15/28
|
|
570,000
|
|
|
558,816
|
|
|
|
Enterprise Products
|
|
3.9% 2/15/24
|
|
2,035,000
|
|
|
2,047,039
|
|
|
|
Enterprise Products
|
|
2.85% 4/15/21
|
|
323,000
|
|
|
319,766
|
|
|
|
Enterprise Products
|
|
2.8% 02/15/2021
|
|
305,000
|
|
|
301,643
|
|
|
|
ERAC USA Finance
|
|
3.3% 10/22 144A
|
|
745,000
|
|
|
729,221
|
|
|
|
ERAC USA Finance
|
|
3.85% 11/24 144A
|
|
225,000
|
|
|
223,902
|
|
|
|
Erp Operating Lp
|
|
4.625% 12/15/21
|
|
15,000
|
|
|
15,519
|
|
|
|
Erp Operating Lp
|
|
2.375% 7/19
|
|
286,000
|
|
|
285,119
|
|
|
|
Eversource Energy
|
|
2.5% 3/15/21
|
|
520,000
|
|
|
511,051
|
|
|
|
Eversource Energy
|
|
2.8% 3/15/22
|
|
574,000
|
|
|
561,548
|
|
|
|
Exelon Corporation
|
|
4.25% 6/15/22
|
|
1,290,000
|
|
|
1,307,679
|
|
|
|
Exelon Corporation
|
|
2.85% 6/15/20
|
|
1,111,000
|
|
|
1,102,027
|
|
|
|
Exelon Corporation
|
|
VAR 6/1/22
|
|
376,000
|
|
|
367,408
|
|
|
|
Express Scripts
|
|
2.25% 6/15/19
|
|
1,360,000
|
|
|
1,354,216
|
|
|
|
Express Scripts
|
|
4.75% 11/21
|
|
320,000
|
|
|
329,146
|
|
|
|
Express Scripts
|
|
2.6% 11/20
|
|
180,000
|
|
|
177,150
|
|
|
|
Exxon Mobil Corp
|
|
2.726% 3/01/23
|
|
632,000
|
|
|
621,461
|
|
|
|
Exxon Mobil Corp
|
|
2.222% 3/01/21
|
|
810,000
|
|
|
798,310
|
|
|
|
Fannie Mae
|
|
2.375% 01/19/23
|
|
1,370,000
|
|
|
1,359,669
|
|
|
|
Fannie Mae
|
|
G93-3 K 7% 2/23
|
|
14,797
|
|
|
15,500
|
|
|
|
Fannie Mae
|
|
6.625% 11/15/30
|
|
1,935,000
|
|
|
2,594,373
|
|
|
|
Fannie Mae
|
|
2001-7 PF 7% 3/31
|
|
2,379
|
|
|
2,700
|
|
|
|
Fannie Mae
|
|
2013-72 KE 3.5% 2/43
|
|
981,812
|
|
|
995,354
|
|
|
|
Fannie Mae
|
|
2015-M8 Ab2 2.829% 01/25
|
|
2,539,180
|
|
|
2,525,751
|
|
|
|
Fannie Mae
|
|
2016-M3 Ab2 2.606% 2/26
|
|
2,534,545
|
|
|
2,468,770
|
|
|
|
Fannie Mae
|
|
2016-M5 Ab2 2.375% 4/26
|
|
2,682,389
|
|
|
2,575,974
|
|
|
|
Fannie Mae
|
|
2016-M11 Ab2 2.254% 7/26
|
|
3,800,000
|
|
|
3,581,517
|
|
|
|
Fannie Mae
|
|
2016-M12 Ab2 2.362% 9/26
|
|
5,800,000
|
|
|
5,499,938
|
|
|
|
Fannie Mae
|
|
2018-M4 A1 VAR 11/27
|
|
2,569,249
|
|
|
2,595,957
|
|
|
|
Fannie Mae
|
|
2018-M7 A1 VAR 03/28
|
|
3,269,253
|
|
|
3,300,336
|
|
|
|
Fannie Mae
|
|
2018-M8 A1 VAR 09/27
|
|
3,735,890
|
|
|
3,813,879
|
|
|
|
Fannie Mae
|
|
2018-M14 A1 3.5778% 8/25/28
|
|
3,644,145
|
|
|
3,768,590
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Fannie Mae
|
|
2018-M14 A2 VAR 08/28
|
|
3,100,000
|
|
|
3,160,305
|
|
|
|
Fannie Mae
|
|
2018-M13 A1 VAR 03/30
|
|
2,397,422
|
|
|
2,524,858
|
|
|
|
Fannie Mae
|
|
15YR 5.50% 9/23 #AL0229
|
|
88,663
|
|
|
91,078
|
|
|
|
Fannie Mae
|
|
2001-44 PD 7% 9/31
|
|
6,408
|
|
|
7,288
|
|
|
|
Fannie Mae
|
|
2010-31 AP 4.5% 2/40
|
|
37,290
|
|
|
37,310
|
|
|
|
Fannie Mae
|
|
15YR 5.00% 12/21 #888436
|
|
37,198
|
|
|
37,483
|
|
|
|
Fannie Mae
|
|
7.50% 11/37 #888892
|
|
81,339
|
|
|
94,664
|
|
|
|
Fannie Mae
|
|
15YR 6.50% 1/23 #889111
|
|
111,887
|
|
|
116,778
|
|
|
|
Fannie Mae
|
|
15YR 6.00% 2/23 #889634
|
|
141,016
|
|
|
145,808
|
|
|
|
Fannie Mae
|
|
15YR 5.00% 12/20 #995324
|
|
72,897
|
|
|
73,605
|
|
|
|
Fannie Mae
|
|
7.50% 11/38 #995504
|
|
75,737
|
|
|
88,134
|
|
|
|
Fannie Mae
|
|
1992-205 Z 7% 11/22
|
|
32,257
|
|
|
34,143
|
|
|
|
Fannie Mae
|
|
1994-40 Z 6.5% 3/24
|
|
91,472
|
|
|
97,091
|
|
|
|
Fannie Mae
|
|
1997-46 PL 6% 7/27
|
|
148,150
|
|
|
159,064
|
|
|
|
Fannie Mae
|
|
2013-18 Md 1.75% 2/33
|
|
1,742,143
|
|
|
1,690,207
|
|
|
|
Fannie Mae
|
|
2013-73 Tk 3.5% 9/42
|
|
787,122
|
|
|
798,783
|
|
|
|
Fannie Mae
|
|
2013-130 Cg 4% 6/43
|
|
784,821
|
|
|
807,044
|
|
|
|
Fannie Mae
|
|
2014-21 Ga 3% 4/39
|
|
1,708,613
|
|
|
1,698,508
|
|
|
|
Fannie Mae
|
|
2014-64 Nk 3% 12/37
|
|
1,999,546
|
|
|
1,991,032
|
|
|
|
Fannie Mae
|
|
2015-7 Ga 3% 9/39
|
|
1,786,682
|
|
|
1,781,432
|
|
|
|
Fannie Mae
|
|
2016-25 Ha 3% 2/38
|
|
1,194,226
|
|
|
1,189,142
|
|
|
|
Fannie Mae
|
|
2016-42 DA 3% 07/45
|
|
3,560,191
|
|
|
3,531,647
|
|
|
|
Fannie Mae
|
|
2017-4 BA 3.5% 05/41
|
|
2,025,357
|
|
|
2,045,650
|
|
|
|
Fannie Mae
|
|
2011-87 Ja 3% 6/25/40
|
|
995,701
|
|
|
991,893
|
|
|
|
Fannie Mae
|
|
2011-123 Jg 2.5% 3/41
|
|
1,692,255
|
|
|
1,655,054
|
|
|
|
Fannie Mae
|
|
2017-96 KA 3% 01/55
|
|
4,300,233
|
|
|
4,283,703
|
|
|
|
Fannie Mae
|
|
20YR 6.50% 3/19 #252348
|
|
243
|
|
|
243
|
|
|
|
Fannie Mae
|
|
20YR 6.00% 9/21 #253999
|
|
6,466
|
|
|
6,952
|
|
|
|
Fannie Mae
|
|
20YR 6.00% 11/22 #254544
|
|
15,257
|
|
|
16,403
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 12/18 #255031
|
|
—
|
|
|
—
|
|
|
|
Fannie Mae
|
|
20YR 6.00% 10/27 #256928
|
|
83,689
|
|
|
90,080
|
|
|
|
Fannie Mae
|
|
20YR 6.00% 1/28 #257048
|
|
74,983
|
|
|
80,710
|
|
|
|
Fannie Mae
|
|
6.00% 2/28 #257076
|
|
68,890
|
|
|
74,151
|
|
|
|
Fannie Mae
|
|
20YR 4.50% 5/26 #AH0473
|
|
10,196
|
|
|
10,556
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 12/29#As4198
|
|
609,331
|
|
|
619,025
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 3/29#Av9229
|
|
492,170
|
|
|
499,999
|
|
|
|
Fannie Mae
|
|
03-66 PA 3.5% 2/33
|
|
11,710
|
|
|
11,710
|
|
|
|
Fannie Mae
|
|
2009-10 AB 5% 3/24
|
|
9,003
|
|
|
9,247
|
|
|
|
Fannie Mae
|
|
2010-68 Hj 4.5% 6/40
|
|
2,579,474
|
|
|
2,666,221
|
|
|
|
Fannie Mae
|
|
2010-104 Pg 2.5% 11/39
|
|
1,873,632
|
|
|
1,850,576
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 4/19 #725352
|
|
2,907
|
|
|
2,905
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Fannie Mae
|
|
15YR 5.50% 4/19 #725528
|
|
6
|
|
|
6
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 12/19 #735290
|
|
1,577
|
|
|
1,580
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 3/19 #742078
|
|
2,609
|
|
|
2,608
|
|
|
|
Fannie Mae
|
|
15YR 5.00% 4/19 #761326
|
|
1,191
|
|
|
1,190
|
|
|
|
Fannie Mae
|
|
15YR 4.00% 6/19 #773153
|
|
1,966
|
|
|
1,967
|
|
|
|
Fannie Mae
|
|
15YR 4.00% 7/19 #773445
|
|
6,193
|
|
|
6,199
|
|
|
|
Fannie Mae
|
|
15YR 5.00% 12/19 #803919
|
|
15,376
|
|
|
15,473
|
|
|
|
Fannie Mae
|
|
15YR 6.00% 6/22 #944357
|
|
67,098
|
|
|
69,562
|
|
|
|
Fannie Mae
|
|
2012-149 DA 1.75% 01/43
|
|
102,875
|
|
|
98,621
|
|
|
|
Fannie Mae
|
|
2013-16 GP 3% 3/33
|
|
606,906
|
|
|
606,376
|
|
|
|
Fannie Mae
|
|
2014-83 P 3% 6/43
|
|
564,250
|
|
|
562,246
|
|
|
|
Fannie Mae
|
|
2015-28 P 2.5% 5/45
|
|
1,142,217
|
|
|
1,116,322
|
|
|
|
Fannie Mae
|
|
2015-28 Je 3% 5/45
|
|
929,819
|
|
|
923,993
|
|
|
|
Fannie Mae
|
|
2015-42 Le 3% 6/45
|
|
787,959
|
|
|
781,903
|
|
|
|
Fannie Mae
|
|
2015-54 GA 2.5% 07/45
|
|
112,420
|
|
|
110,391
|
|
|
|
Fannie Mae
|
|
2016-19 Ah 3% 4/46
|
|
546,935
|
|
|
545,761
|
|
|
|
Fannie Mae
|
|
2016-26 Cg 3% 5/46
|
|
1,687,138
|
|
|
1,679,057
|
|
|
|
Fannie Mae
|
|
2016-27 Hk 3% 1/41
|
|
831,434
|
|
|
825,544
|
|
|
|
Fannie Mae
|
|
2016-27 Kg 3% 1/40
|
|
350,345
|
|
|
349,091
|
|
|
|
Fannie Mae
|
|
2016-37 Bk 3% 6/46
|
|
1,752,289
|
|
|
1,744,005
|
|
|
|
Fannie Mae
|
|
2016-34 Gh 3% 6/46
|
|
1,656,072
|
|
|
1,645,777
|
|
|
|
Fannie Mae
|
|
2016-105 Pa 3.5% 4/45
|
|
791,011
|
|
|
802,906
|
|
|
|
Fannie Mae
|
|
2016-100 P 3.5% 11/44
|
|
1,377,072
|
|
|
1,393,083
|
|
|
|
Fannie Mae
|
|
2017-11 HA 3.5% 12/45
|
|
1,447,063
|
|
|
1,468,454
|
|
|
|
Fannie Mae
|
|
2017-20 AP 3.5% 03/45
|
|
1,621,162
|
|
|
1,644,983
|
|
|
|
Fannie Mae
|
|
2017-74 PA 3.5% 11/45
|
|
1,263,246
|
|
|
1,282,529
|
|
|
|
Fannie Mae
|
|
2017-97 P 3% 01/47
|
|
851,082
|
|
|
842,926
|
|
|
|
Fannie Mae
|
|
2018-3 LP 3% 02/47
|
|
2,723,265
|
|
|
2,704,872
|
|
|
|
Fannie Mae
|
|
2018-16 NB 3.25% 12/44
|
|
834,753
|
|
|
839,653
|
|
|
|
Fannie Mae
|
|
2018-11 LA 3.5% 7/45
|
|
1,071,330
|
|
|
1,087,164
|
|
|
|
Fannie Mae
|
|
2018-44 PA 3.5% 06/44
|
|
5,381,417
|
|
|
5,422,869
|
|
|
|
Fannie Mae
|
|
2018-88 BA 4% 11/25/43
|
|
1,708,426
|
|
|
1,754,609
|
|
|
|
Fannie Mae
|
|
6.50% 10/21 #254044
|
|
1,658
|
|
|
1,713
|
|
|
|
Fannie Mae
|
|
5.50% 11/34 #310105
|
|
294,920
|
|
|
316,291
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 7/26#Ai7819
|
|
34,925
|
|
|
35,460
|
|
|
|
Fannie Mae
|
|
15YR 3.50% 1/26 #AL1168
|
|
78,100
|
|
|
79,249
|
|
|
|
Fannie Mae
|
|
15YR 3.50% 5/27 #AL1741
|
|
166,351
|
|
|
169,049
|
|
|
|
Fannie Mae
|
|
15YR 3.50% 3/27 #AL1746
|
|
383,330
|
|
|
389,415
|
|
|
|
Fannie Mae
|
|
15YR 3.50% 5/27 #AL1751
|
|
84,197
|
|
|
85,563
|
|
|
|
Fannie Mae
|
|
20YR 2.5% 01/33#AL2974
|
|
221,953
|
|
|
217,372
|
|
|
|
Fannie Mae
|
|
20YR 2.5% 01/33#AL2975
|
|
248,450
|
|
|
243,322
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Fannie Mae
|
|
20YR 2.5% 01/33#AL2976
|
|
149,458
|
|
|
146,373
|
|
|
|
Fannie Mae
|
|
20YR 2.5% 01/33#AL2982
|
|
175,793
|
|
|
172,165
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 10/29#Al5851
|
|
149,508
|
|
|
151,887
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 9/29#Al5878
|
|
398,182
|
|
|
404,516
|
|
|
|
Fannie Mae
|
|
15Yr 4.5% 11/25#Al8242
|
|
235,655
|
|
|
242,896
|
|
|
|
Fannie Mae
|
|
15Yr 3% 9/31#Al8853
|
|
1,857,230
|
|
|
1,863,260
|
|
|
|
Fannie Mae
|
|
15Yr 3.5% 1/27 #Ax1909
|
|
159,973
|
|
|
162,568
|
|
|
|
Fannie Mae
|
|
20YR 6.50% 12/21 #545419
|
|
510
|
|
|
527
|
|
|
|
Fannie Mae
|
|
6.50% 7/32 #545759
|
|
15,508
|
|
|
17,323
|
|
|
|
Fannie Mae
|
|
6.50% 7/32 #545762
|
|
7,672
|
|
|
8,568
|
|
|
|
Fannie Mae
|
|
6.00% 4/25 #660719
|
|
46,185
|
|
|
48,461
|
|
|
|
Fannie Mae
|
|
2011-5 PA 4% 10/25
|
|
11,092
|
|
|
11,126
|
|
|
|
Fannie Mae
|
|
2011-26 PA 4.5% 04/41
|
|
357,467
|
|
|
373,589
|
|
|
|
Fannie Mae
|
|
3.5% 07/32#BM3929
|
|
1,271,940
|
|
|
1,291,576
|
|
|
|
Fannie Mae
|
|
15Yr 4% 08/27#BM4533
|
|
1,086,188
|
|
|
1,111,632
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 5/19 #725445
|
|
427
|
|
|
427
|
|
|
|
Fannie Mae
|
|
6.50% 11/22 #735137
|
|
11,927
|
|
|
12,269
|
|
|
|
Fannie Mae
|
|
6.50% 12/32 #735415
|
|
7,933
|
|
|
8,861
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 10/20 #735926
|
|
1,338
|
|
|
1,348
|
|
|
|
Fannie Mae
|
|
6.50% 7/35 #745092
|
|
8,691
|
|
|
9,753
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 3/19 #758528
|
|
490
|
|
|
489
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 4/19 #774267
|
|
904
|
|
|
904
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 5/19 #780233
|
|
5,799
|
|
|
5,800
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 7/19 #788390
|
|
258
|
|
|
258
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 10/19 #796680
|
|
18,638
|
|
|
18,706
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 2/20 #809744
|
|
607
|
|
|
610
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 11/20 #813915
|
|
1,694
|
|
|
1,722
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 10/20 #836381
|
|
4,680
|
|
|
4,718
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 7/21 #845515
|
|
1,857
|
|
|
1,887
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 1/21 #852735
|
|
231
|
|
|
235
|
|
|
|
Fannie Mae
|
|
6.50% 8/36 #888034
|
|
11,653
|
|
|
13,005
|
|
|
|
Fannie Mae
|
|
6.50% 8/36 #888544
|
|
41,827
|
|
|
46,806
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 11/19 #889395
|
|
75
|
|
|
75
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 3/21 #890081
|
|
9,853
|
|
|
9,884
|
|
|
|
Fannie Mae
|
|
5.50% 2/37 #904918
|
|
17,900
|
|
|
18,712
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 7/21 #932885
|
|
46,656
|
|
|
46,945
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 12/20 #995320
|
|
82,996
|
|
|
83,509
|
|
|
|
Fannie Mae
|
|
15YR 6.00% 1/24 #995425
|
|
94,300
|
|
|
98,273
|
|
|
|
Fannie Mae
|
|
15YR 4.50% 12/20 #995465
|
|
21,094
|
|
|
21,255
|
|
|
|
Fannie Mae
|
|
15YR 6.50% 2/24 #995658
|
|
35,312
|
|
|
37,284
|
|
|
|
Fannie Mae
|
|
8.00% 11/37 #995783
|
|
12,291
|
|
|
13,674
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Fannie Mae
|
|
10YR 2.5% 10/22#AB6544
|
|
58,683
|
|
|
58,362
|
|
|
|
Fannie Mae
|
|
10YR 2.5% 10/22#AB6730
|
|
50,863
|
|
|
50,584
|
|
|
|
Fannie Mae
|
|
10YR 2.5% 5/23 #MA1431
|
|
134,419
|
|
|
133,680
|
|
|
|
Fannie Mae
|
|
10YR 6.50% 12/37 #AD0070
|
|
34,587
|
|
|
37,460
|
|
|
|
Fannie Mae
|
|
6.50% 9/28 #AD0329
|
|
67,809
|
|
|
73,450
|
|
|
|
Fannie Mae
|
|
6.50% 12/35 #AD0723
|
|
48,738
|
|
|
54,441
|
|
|
|
Fannie Mae
|
|
15YR 5.50% 3/24 #AE0467
|
|
30,857
|
|
|
31,875
|
|
|
|
Fannie Mae
|
|
15YR 6.00% 3/24 #AE0745
|
|
60,925
|
|
|
63,108
|
|
|
|
Fannie Mae
|
|
6.50% 8/36 #AE0746
|
|
35,845
|
|
|
40,096
|
|
|
|
Fannie Mae
|
|
2003-W4 2A 6.5% 10/42
|
|
8,119
|
|
|
8,759
|
|
|
|
Fidelity National
|
|
3.625% 10/15/20
|
|
820,000
|
|
|
823,580
|
|
|
|
Fifth Third Bank
|
|
2.03% 02/22
|
|
977,000
|
|
|
966,356
|
|
|
|
Fifth Third Bank
|
|
2.375% 4/25/19
|
|
1,250,000
|
|
|
1,247,423
|
|
|
|
Ford Motor Credit Company
|
|
4.25% 9/22
|
|
1,475,000
|
|
|
1,413,933
|
|
|
|
Ford Motor Credit Company
|
|
4.134% 8/25
|
|
1,875,000
|
|
|
1,689,707
|
|
|
|
Ford Motor Credit Company
|
|
2.03% 12/20
|
|
939,000
|
|
|
931,933
|
|
|
|
Ford Motor Credit Company
|
|
1.69% 11/21
|
|
953,000
|
|
|
941,255
|
|
|
|
Ford Motor Credit Company
|
|
2.93% 06/21
|
|
1,840,000
|
|
|
1,836,327
|
|
|
|
Ford Motor Credit Company
|
|
1.33% 10/20
|
|
615,737
|
|
|
612,912
|
|
|
|
Ford Motor Credit Company
|
|
2.459% 3/20
|
|
2,000,000
|
|
|
1,957,611
|
|
|
|
Ford Motor Credit Company
|
|
2.681% 01/20
|
|
1,736,000
|
|
|
1,707,058
|
|
|
|
Ford Motor Credit Company
|
|
3.03% 11/22
|
|
809,000
|
|
|
809,376
|
|
|
|
Ford Motor Credit Company
|
|
1.55% 7/21
|
|
1,198,000
|
|
|
1,188,721
|
|
|
|
Ford Motor Credit Company
|
|
2.37% 09/22
|
|
838,000
|
|
|
825,581
|
|
|
|
Ford Motor Credit Company
|
|
2.95% 05/15
|
|
800,000
|
|
|
797,850
|
|
|
|
Ford Motor Credit Company
|
|
2.31% 4/26 144A
|
|
473,000
|
|
|
469,681
|
|
|
|
Ford Motor Credit Company
|
|
2.31% 8/27
|
|
324,000
|
|
|
319,584
|
|
|
|
Ford Motor Credit Company
|
|
2.44% 1/27
|
|
450,000
|
|
|
446,219
|
|
|
|
Ford Motor Credit Company
|
|
1.67% 6/21
|
|
704,771
|
|
|
699,400
|
|
|
|
Ford Motor Credit Company
|
|
2.01% 7/20
|
|
142,006
|
|
|
141,620
|
|
|
|
Ford Motor Credit Company
|
|
1.897% 8/19
|
|
1,000,000
|
|
|
990,174
|
|
|
|
Ford Motor Credit Company
|
|
3.339% 3/22
|
|
364,000
|
|
|
343,568
|
|
|
|
Ford Motor Credit Company
|
|
4.14% 2/23
|
|
1,000,000
|
|
|
950,457
|
|
|
|
Fortis Inc.
|
|
2.1% 10/04/21
|
|
1,600,000
|
|
|
1,538,118
|
|
|
|
Fortive Corp
|
|
1.8% 06/15/19
|
|
21,000
|
|
|
20,749
|
|
|
|
Fortive Corp
|
|
2.35% 06/15/21
|
|
302,000
|
|
|
294,458
|
|
|
|
Freddie Mac
|
|
15YR 5.00% 10/23 #G13276
|
|
87,384
|
|
|
90,254
|
|
|
|
Freddie Mac
|
|
5.50% 1/24 #G13432
|
|
136,116
|
|
|
140,717
|
|
|
|
Freddie Mac
|
|
15YR 5.50% 12/21 #G13481
|
|
59,918
|
|
|
61,176
|
|
|
|
Freddie Mac
|
|
15YR 6.00% 1/24 #G13647
|
|
119,809
|
|
|
124,958
|
|
|
|
Freddie Mac
|
|
15YR 6.00% 1/24 #G13982
|
|
100,486
|
|
|
103,644
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Freddie Mac
|
|
15YR 5.50% 12/24 #G14015
|
|
580,956
|
|
|
597,922
|
|
|
|
Freddie Mac
|
|
15YR 5.0% 4/20 #G11682
|
|
43,636
|
|
|
43,977
|
|
|
|
Freddie Mac
|
|
15YR 5.50% 2/20 #G11728
|
|
97,596
|
|
|
98,199
|
|
|
|
Freddie Mac
|
|
192 I 9% 2/22
|
|
14,999
|
|
|
14,999
|
|
|
|
Freddie Mac
|
|
6.50% 9/23 #Z40030
|
|
972,120
|
|
|
1,030,028
|
|
|
|
Freddie Mac
|
|
6.50% 5/24 #Z40034
|
|
1,204,853
|
|
|
1,280,277
|
|
|
|
Freddie Mac
|
|
2068 B 10% 11/22
|
|
3,201
|
|
|
3,449
|
|
|
|
Freddie Mac
|
|
2420 MZ 6.5% 2/32
|
|
358,289
|
|
|
400,707
|
|
|
|
Freddie Mac
|
|
2012-4049 CA 3% 5/27
|
|
663,509
|
|
|
661,223
|
|
|
|
Freddie Mac
|
|
3803 EN 3.5% 2/24
|
|
752,513
|
|
|
753,590
|
|
|
|
Freddie Mac
|
|
2011-3844 PJ 5% 1/40
|
|
302,621
|
|
|
311,994
|
|
|
|
Freddie Mac
|
|
K067 A2 3.194% 07/27
|
|
7,015,000
|
|
|
6,965,702
|
|
|
|
Freddie Mac
|
|
18-K072 A2 3.444% 12/27
|
|
10,000,000
|
|
|
10,086,474
|
|
|
|
Freddie Mac
|
|
2018-K076 A2 3.9% 04/28
|
|
3,500,000
|
|
|
3,651,427
|
|
|
|
Freddie Mac
|
|
2018-K076 AM 3.9% 04/28
|
|
1,575,000
|
|
|
1,633,630
|
|
|
|
Freddie Mac
|
|
2018-K078 AM 3.92% 06/51
|
|
1,975,000
|
|
|
2,052,243
|
|
|
|
Freddie Mac
|
|
K079 AM 3.93% 06/25/28
|
|
2,550,000
|
|
|
2,653,091
|
|
|
|
Freddie Mac
|
|
2018-K077 A2 3.85% 05/28
|
|
3,200,000
|
|
|
3,326,244
|
|
|
|
Freddie Mac
|
|
K077 AM 3.85% 05/28
|
|
660,000
|
|
|
682,518
|
|
|
|
Freddie Mac
|
|
2018-K080 AM 3.986% 07/28
|
|
4,700,000
|
|
|
4,911,766
|
|
|
|
Freddie Mac
|
|
2018-K082 AM 3.92% 09/28
|
|
2,800,000
|
|
|
2,909,798
|
|
|
|
Freddie Mac
|
|
2018-K733 AM 3.75% 09/25
|
|
2,300,000
|
|
|
2,372,900
|
|
|
|
Freddie Mac
|
|
2018-K083 A2 3.97% 09/28
|
|
2,500,000
|
|
|
2,636,652
|
|
|
|
Freddie Mac
|
|
2018-K083 AM 4.03% 10/28
|
|
1,000,000
|
|
|
1,048,212
|
|
|
|
Freddie Mac
|
|
2018-K084 AM 3.88% 10/28
|
|
5,000,000
|
|
|
5,179,751
|
|
|
|
Freddie Mac
|
|
2018-K085 AM 4.06% 10/28
|
|
2,500,000
|
|
|
2,620,447
|
|
|
|
Freddie Mac
|
|
2018- 4% 11/28
|
|
2,300,000
|
|
|
2,389,950
|
|
|
|
Freddie Mac
|
|
2018-K086 AM 3.919% 11/28
|
|
750,000
|
|
|
779,407
|
|
|
|
Freddie Mac
|
|
K074 A2 3.6% 02/51
|
|
6,000,000
|
|
|
6,123,175
|
|
|
|
Freddie Mac
|
|
2527 TB 6% 11/32
|
|
13,697
|
|
|
15,195
|
|
|
|
Freddie Mac
|
|
2872 JG 4.5% 10/19
|
|
12,801
|
|
|
12,838
|
|
|
|
Freddie Mac
|
|
3397 FC 0.8613% 12/37
|
|
256,986
|
|
|
258,948
|
|
|
|
Freddie Mac
|
|
20YR 6.00% 9/27 #G30357
|
|
102,038
|
|
|
109,830
|
|
|
|
Freddie Mac
|
|
6.50% 5/22 #D95395
|
|
2,153
|
|
|
2,195
|
|
|
|
Freddie Mac
|
|
15YR 6.50% 7/21 #G12934
|
|
5,033
|
|
|
5,195
|
|
|
|
Freddie Mac
|
|
15YR 6.00% 11/23 #G13368
|
|
21,103
|
|
|
21,707
|
|
|
|
Freddie Mac
|
|
15YR 6.00% 4/20 #J02203
|
|
134
|
|
|
134
|
|
|
|
Freddie Mac
|
|
8.50% 7/28 #G00981
|
|
53,096
|
|
|
59,715
|
|
|
|
Freddie Mac
|
|
15YR 4.50% 4/19 #B13051
|
|
780
|
|
|
780
|
|
|
|
Freddie Mac
|
|
2075 PH 6.5% 8/28
|
|
26,763
|
|
|
29,390
|
|
|
|
Freddie Mac
|
|
2208 PG 7% 1/30
|
|
45,140
|
|
|
50,984
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Freddie Mac
|
|
2262 Z 7.5% 10/30
|
|
26,412
|
|
|
30,249
|
|
|
|
Freddie Mac
|
|
1584 L 6.5% 9/23
|
|
35,121
|
|
|
37,223
|
|
|
|
Freddie Mac
|
|
1577 PK 6.5% 9/23
|
|
7,873
|
|
|
8,289
|
|
|
|
Freddie Mac
|
|
1617 PM 6.5% 11/23
|
|
28,626
|
|
|
30,406
|
|
|
|
Freddie Mac
|
|
1837 Z 6.5% 4/26
|
|
23,359
|
|
|
24,891
|
|
|
|
Freddie Mac
|
|
1835 D 6% 4/26
|
|
26,995
|
|
|
28,405
|
|
|
|
Freddie Mac
|
|
2399 OH 6.5% 1/32
|
|
37,419
|
|
|
41,873
|
|
|
|
Freddie Mac
|
|
2344 ZJ 6.5% 8/31
|
|
3,867
|
|
|
4,322
|
|
|
|
Freddie Mac
|
|
2011-3857 Ec 3.5% 8/39
|
|
900,435
|
|
|
913,844
|
|
|
|
Freddie Mac
|
|
2012-4026 HA 3.5% 12/39
|
|
2,000,353
|
|
|
2,024,685
|
|
|
|
Freddie Mac
|
|
2012-4016 Ca 2% 7/41
|
|
966,763
|
|
|
934,452
|
|
|
|
Freddie Mac
|
|
2012-4062 BA 3.5% 06/38
|
|
2,156,381
|
|
|
2,175,328
|
|
|
|
Freddie Mac
|
|
2010-3703 Cy 4% 8/25
|
|
2,048,234
|
|
|
2,093,514
|
|
|
|
Freddie Mac
|
|
2014-4352 A 3% 4/40
|
|
652,584
|
|
|
650,859
|
|
|
|
Freddie Mac
|
|
2014-4358 Da 3% 6/40
|
|
2,188,053
|
|
|
2,183,161
|
|
|
|
Freddie Mac
|
|
2015-4441 Ak 3% 9/37
|
|
3,556,907
|
|
|
3,547,001
|
|
|
|
Freddie Mac
|
|
4454 B 3% 10/41
|
|
3,418,796
|
|
|
3,390,086
|
|
|
|
Freddie Mac
|
|
2015-4461 LA 3% 06/38
|
|
4,513,405
|
|
|
4,477,302
|
|
|
|
Freddie Mac
|
|
2015-4482 Dh 3% 6/42
|
|
2,214,213
|
|
|
2,217,224
|
|
|
|
Freddie Mac
|
|
2015-4502 Ga 3.5% 8/41
|
|
2,245,558
|
|
|
2,267,978
|
|
|
|
Freddie Mac
|
|
2016-4546 AB 2% 01/31
|
|
1,730,717
|
|
|
1,673,971
|
|
|
|
Freddie Mac
|
|
2016-4569 DA 3% 08/44
|
|
1,752,649
|
|
|
1,747,557
|
|
|
|
Freddie Mac
|
|
4189 Md 3.0% 6/33
|
|
730,967
|
|
|
728,454
|
|
|
|
Freddie Mac
|
|
2013-4281 Lg 4% 1/43
|
|
617,977
|
|
|
636,615
|
|
|
|
Freddie Mac
|
|
2014-4305 Ma 3% 8/38
|
|
2,028,731
|
|
|
2,023,084
|
|
|
|
Freddie Mac
|
|
4314 KA 3% 12/39
|
|
3,902,654
|
|
|
3,883,630
|
|
|
|
Freddie Mac
|
|
2017-4716 PA 3% 07/44
|
|
4,629,887
|
|
|
4,616,635
|
|
|
|
Freddie Mac
|
|
2474 NR 6.5% 7/32
|
|
24,198
|
|
|
27,051
|
|
|
|
Freddie Mac
|
|
2484 LZ 6.5% 7/32
|
|
40,553
|
|
|
45,384
|
|
|
|
Freddie Mac
|
|
2009-3534 Mb 4% 5/24
|
|
1,176,013
|
|
|
1,210,761
|
|
|
|
Freddie Mac
|
|
15YR 5.00% 4/20 #G13598
|
|
2,741
|
|
|
2,759
|
|
|
|
Freddie Mac
|
|
15YR 3.50% 10/26 #G14450
|
|
917,771
|
|
|
931,651
|
|
|
|
Freddie Mac
|
|
15YR 2.5% 6/23#G14775
|
|
87,639
|
|
|
87,110
|
|
|
|
Freddie Mac
|
|
15Yr 3.5% 8/30#G15273
|
|
445,075
|
|
|
451,807
|
|
|
|
Freddie Mac
|
|
15Yr 2.5% 10/31#G16387
|
|
915,169
|
|
|
901,090
|
|
|
|
Freddie Mac
|
|
25YR 5.50% 7/35 #G05815
|
|
37,396
|
|
|
40,041
|
|
|
|
Freddie Mac
|
|
6.50% 8/26 #C90985
|
|
17,312
|
|
|
18,743
|
|
|
|
Freddie Mac
|
|
6.50% 10/26 #C90995
|
|
101,483
|
|
|
110,013
|
|
|
|
Freddie Mac
|
|
20Yr 3.5% 6/32#C91456
|
|
727,394
|
|
|
738,169
|
|
|
|
Freddie Mac
|
|
6.00% 8/26 #G00587
|
|
20,352
|
|
|
21,804
|
|
|
|
Freddie Mac
|
|
5.50% 3/34 #G01665
|
|
54,780
|
|
|
58,694
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Freddie Mac
|
|
6.00% 8/28 #C13910
|
|
41,028
|
|
|
44,768
|
|
|
|
Freddie Mac
|
|
15YR 4.00% 9/25 #E02787
|
|
96,817
|
|
|
99,069
|
|
|
|
Freddie Mac
|
|
15YR 4.00% 4/26 #E02867
|
|
56,921
|
|
|
58,327
|
|
|
|
Freddie Mac
|
|
15YR 4.50% 6/19 #B14961
|
|
2,531
|
|
|
2,535
|
|
|
|
Freddie Mac
|
|
15YR 2.5% 9/22#J20415
|
|
38,113
|
|
|
37,931
|
|
|
|
Freddie Mac
|
|
15Yr 3% 5/29#J29409
|
|
1,213,988
|
|
|
1,215,937
|
|
|
|
Freddie Mac
|
|
5.50% 5/34 #Z40042
|
|
411,936
|
|
|
440,687
|
|
|
|
Freddie Mac
|
|
20Yr 3% 11/33#G30872
|
|
825,968
|
|
|
827,231
|
|
|
|
Freddie Mac
|
|
20Yr 3.5% 05/38#G31067
|
|
449,936
|
|
|
456,601
|
|
|
|
Freddie Mac
|
|
2012-4135 AB 1.75% 06/42
|
|
78,243
|
|
|
75,034
|
|
|
|
Freddie Mac
|
|
2015-4472 Wl 3% 5/45
|
|
452,858
|
|
|
452,115
|
|
|
|
Freddie Mac
|
|
K724 A1 2.776% 03/23
|
|
279,191
|
|
|
277,797
|
|
|
|
Freddie Mac
|
|
4683 EA 2.5% 05/47
|
|
1,272,735
|
|
|
1,243,572
|
|
|
|
Freddie Mac
|
|
2017-K727 A1 2.632% 10/23
|
|
197,285
|
|
|
195,819
|
|
|
|
Freddie Mac
|
|
2018-4765 QA 3% 02/46
|
|
1,788,295
|
|
|
1,778,598
|
|
|
|
Freddie Mac
|
|
2018-K079 A1 3.729% 02/28
|
|
268,337
|
|
|
276,672
|
|
|
|
Freddie Mac
|
|
4847 CA 3.5% 11/15/45
|
|
1,197,532
|
|
|
1,213,048
|
|
|
|
Freddie Mac
|
|
2018-4766 MA 3.5% 02/46
|
|
1,679,423
|
|
|
1,706,019
|
|
|
|
FSPC T-54 2A
|
|
6% 2/43
|
|
69,476
|
|
|
79,022
|
|
|
|
FSPC T-54 3A
|
|
7% 2/43
|
|
30,057
|
|
|
34,754
|
|
|
|
General Dynamics
|
|
2.875% 5/11/20
|
|
1,330,000
|
|
|
1,330,722
|
|
|
|
General Dynamics
|
|
3% 5/11/21
|
|
1,585,000
|
|
|
1,588,406
|
|
|
|
General Electric Capital
|
|
2.342% 11/15/20
|
|
4,891,000
|
|
|
4,719,916
|
|
|
|
General Electric Capital
|
|
3.1% 1/09/23
|
|
649,000
|
|
|
605,553
|
|
|
|
General Electric Capital
|
|
3.375% 3/11/24
|
|
786,000
|
|
|
734,161
|
|
|
|
General Electric Capital
|
|
2.2% 1/09/20
|
|
224,000
|
|
|
219,946
|
|
|
|
General Mills, Inc.
|
|
3.2% 04/16/2021
|
|
152,000
|
|
|
151,200
|
|
|
|
General Motors Financial
|
|
3.7% 5/09/23
|
|
1,800,000
|
|
|
1,712,467
|
|
|
|
General Motors Financial
|
|
3.5% 11/24
|
|
780,000
|
|
|
709,792
|
|
|
|
General Motors Financial
|
|
4.15% 06/19/23
|
|
1,910,000
|
|
|
1,860,928
|
|
|
|
General Motors Financial
|
|
2.65% 4/13/20
|
|
603,000
|
|
|
593,598
|
|
|
|
General Motors Financial
|
|
3.55% 4/9/21
|
|
508,000
|
|
|
500,948
|
|
|
|
GM Financial Leasing Trust
|
|
2.39% 7/22
|
|
374,000
|
|
|
370,148
|
|
|
|
GM Financial Leasing Trust
|
|
3.1% 06/21
|
|
1,304,000
|
|
|
1,302,041
|
|
|
|
GM Financial Leasing Trust
|
|
2.01% 11/20
|
|
385,000
|
|
|
382,295
|
|
|
|
GM Financial Leasing Trust
|
|
2.02% 09/20
|
|
1,097,000
|
|
|
1,088,618
|
|
|
|
GM Financial Leasing Trust
|
|
2.61% 01/21
|
|
1,500,000
|
|
|
1,492,822
|
|
|
|
GMF Floorplan Owner Revolving Trust
|
|
1.86% 5/21 144A
|
|
630,000
|
|
|
627,110
|
|
|
|
GMF Floorplan Owner Revolving Trust
|
|
2.22% 1/22 144A
|
|
685,000
|
|
|
679,105
|
|
|
|
GMF Floorplan Owner Revolving Trust
|
|
3.25% 03/15/2023
|
|
773,000
|
|
|
773,072
|
|
|
|
GNMA
|
|
6.50% 9/29 #002808
|
|
172,298
|
|
|
191,200
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
5.50% 7/38 #004187
|
|
16,569
|
|
|
16,990
|
|
|
|
GNMA
|
|
6.00% 11/38 #004285
|
|
27,365
|
|
|
29,462
|
|
|
|
GNMA
|
|
20YR 6.50% 4/23 #593677
|
|
11,149
|
|
|
11,744
|
|
|
|
GNMA
|
|
2009-65 GL 4.5% 5/38
|
|
12,703
|
|
|
12,716
|
|
|
|
GNMA
|
|
2002-33 ZD 6% 5/32
|
|
301,103
|
|
|
327,963
|
|
|
|
GNMA
|
|
2008-47 PC 5% 11/16/37
|
|
654,487
|
|
|
674,460
|
|
|
|
GNMA
|
|
2009-127 PL 4.25% 10/38
|
|
144,293
|
|
|
145,056
|
|
|
|
GNMA
|
|
2010-47 CN 4.5% 8/38
|
|
22,534
|
|
|
22,609
|
|
|
|
GNMA
|
|
2010-73 CB 4.40% 8/35
|
|
10,560
|
|
|
10,550
|
|
|
|
GNMA
|
|
2010-73 GA 4.5% 9/36
|
|
311,761
|
|
|
314,818
|
|
|
|
GNMA
|
|
2010-68 LA 4.5% 3/38
|
|
13,898
|
|
|
13,887
|
|
|
|
GNMA
|
|
2010-162 PQ 4.5% 6/39
|
|
91,230
|
|
|
92,306
|
|
|
|
GNMA
|
|
5% 07/48#MA5332
|
|
22,467
|
|
|
23,407
|
|
|
|
GNMA
|
|
5% 11/48#MA5597
|
|
4,771,268
|
|
|
4,970,959
|
|
|
|
GNMA
|
|
6.50% 1/23 #530795
|
|
57,859
|
|
|
60,947
|
|
|
|
GNMA
|
|
15YR 6.50% 6/20 #641437
|
|
4,080
|
|
|
4,154
|
|
|
|
GNMA
|
|
2010-61 HD 3.5% 11/38
|
|
623,293
|
|
|
623,484
|
|
|
|
GNMA
|
|
2010-98 Ch 3% 10/39
|
|
342,152
|
|
|
342,919
|
|
|
|
GNMA
|
|
2013-106 Pa 4% 2/43
|
|
1,606,290
|
|
|
1,658,315
|
|
|
|
GNMA
|
|
7.00% 8/28 #416611
|
|
12,326
|
|
|
13,806
|
|
|
|
GNMA
|
|
7.00% 8/28 #458917
|
|
4,453
|
|
|
4,942
|
|
|
|
GNMA
|
|
7.00% 2/28 #462548
|
|
1,291
|
|
|
1,400
|
|
|
|
GNMA
|
|
7.00% 7/28 #462643
|
|
54,496
|
|
|
60,957
|
|
|
|
GNMA
|
|
7.00% 10/28 #481353
|
|
53,719
|
|
|
60,330
|
|
|
|
GNMA
|
|
7.00% 5/32 #552576
|
|
12,909
|
|
|
14,705
|
|
|
|
GNMA
|
|
8.00% 11/29 #186997
|
|
720
|
|
|
826
|
|
|
|
Goldman Sachs
|
|
7.5% 2/15/19
|
|
145,000
|
|
|
145,698
|
|
|
|
Goldman Sachs
|
|
3.85% 7/08/24
|
|
740,000
|
|
|
723,346
|
|
|
|
Goldman Sachs
|
|
5.75% 1/24/22
|
|
3,650,000
|
|
|
3,821,515
|
|
|
|
Goldman Sachs
|
|
3.85% 01/26/27
|
|
4,715,000
|
|
|
4,437,516
|
|
|
|
Goldman Sachs
|
|
3.75% 2/25/26
|
|
800,000
|
|
|
756,882
|
|
|
|
Goldman Sachs
|
|
2.908%/VAR 6/5/23
|
|
4,125,000
|
|
|
3,959,768
|
|
|
|
Goldman Sachs
|
|
2.876%/VAR 10/22
|
|
2,640,000
|
|
|
2,563,876
|
|
|
|
Goldman Sachs
|
|
5.25% 7/27/21
|
|
318,000
|
|
|
330,100
|
|
|
|
Goldman Sachs
|
|
3.2% 2/23/23
|
|
1,000,000
|
|
|
969,908
|
|
|
|
Goldman Sachs
|
|
3.2% 6/5/20
|
|
392,000
|
|
|
391,232
|
|
|
|
GSMS 14-GC18 AAB
|
|
3.648% 1/47
|
|
116,000
|
|
|
117,224
|
|
|
|
GSMS 14-GC20 AAB
|
|
3.655% 4/47
|
|
134,000
|
|
|
135,865
|
|
|
|
GSMS 14-GC26 AAB
|
|
3.365% 11/47
|
|
528,000
|
|
|
531,457
|
|
|
|
GSMS 15-GC28 AAB
|
|
3.206% 02/48
|
|
362,000
|
|
|
362,485
|
|
|
|
GSMS 15-GC32 A3
|
|
3.498% 7/48
|
|
4,300,000
|
|
|
4,304,317
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 15-GC32 AAB
|
|
3.513% 7/48
|
|
285,000
|
|
|
288,295
|
|
|
|
GSMS 2012-ALOH A
|
|
3.551 4/10/34
|
|
1,780,000
|
|
|
1,794,048
|
|
|
|
GSMS 2012-GC6 A3
|
|
3.482% 01/45
|
|
439,341
|
|
|
444,042
|
|
|
|
GSMS 2012-GCJ7 A4
|
|
3.377% 05/45
|
|
3,630,752
|
|
|
3,646,072
|
|
|
|
GSMS 2012-GCJ9 A3
|
|
2.773% 11/45
|
|
1,075,703
|
|
|
1,060,956
|
|
|
|
GSMS 2012-GCJ9 AAB
|
|
2.368% 10/45
|
|
1,576,108
|
|
|
1,558,402
|
|
|
|
GSMS 2013-GC10 A4
|
|
2.681% 02/46
|
|
158,811
|
|
|
155,514
|
|
|
|
GSMS 2013-GC10 A5
|
|
2.943% 2/46
|
|
868,000
|
|
|
857,111
|
|
|
|
Guardian Life Global
|
|
2% 4/21 144A
|
|
380,000
|
|
|
370,298
|
|
|
|
Halfmoon Parent
|
|
4.375% 10/15/28 144A
|
|
1,295,000
|
|
|
1,303,016
|
|
|
|
Halfmoon Parent
|
|
3.4% 09/17/2021 144A
|
|
730,000
|
|
|
728,308
|
|
|
|
Halfmoon Parent
|
|
3.75% 07/15/2023 144A
|
|
373,000
|
|
|
371,735
|
|
|
|
Harot
|
|
1.68% 08/21
|
|
1,012,000
|
|
|
1,001,536
|
|
|
|
Harot
|
|
1.79% 09/21
|
|
528,000
|
|
|
521,534
|
|
|
|
Harot
|
|
2.64% 02/22
|
|
1,903,000
|
|
|
1,891,684
|
|
|
|
Harot
|
|
1.72% 07/21
|
|
620,285
|
|
|
614,952
|
|
|
|
Hart
|
|
2.79% 07/22
|
|
1,284,000
|
|
|
1,282,973
|
|
|
|
Hart
|
|
1.77% 01/22
|
|
1,415,000
|
|
|
1,396,095
|
|
|
|
Hart
|
|
1.29% 4/21
|
|
680,974
|
|
|
674,371
|
|
|
|
Hart
|
|
1.46% 2/20
|
|
14,142
|
|
|
14,132
|
|
|
|
Hart
|
|
1.56% 9/20
|
|
109,270
|
|
|
108,859
|
|
|
|
Healthcare Trust
|
|
2.95% 07/22
|
|
658,000
|
|
|
639,527
|
|
|
|
HSBC Holdings
|
|
5.1% 4/05/21
|
|
360,000
|
|
|
372,267
|
|
|
|
HSBC Holdings
|
|
4.875% 1/22
|
|
675,000
|
|
|
697,694
|
|
|
|
HSBC Holdings
|
|
3.262/VAR 3/13/23
|
|
3,905,000
|
|
|
3,821,485
|
|
|
|
HSBC Holdings
|
|
3.033/VAR 11/22/23
|
|
900,000
|
|
|
871,074
|
|
|
|
HSBC Holdings
|
|
3.95%/VAR 5/18/2024
|
|
650,000
|
|
|
646,451
|
|
|
|
HSBC USA Inc
|
|
2.25% 6/23/19
|
|
659,000
|
|
|
656,369
|
|
|
|
Hungary Government
|
|
6.375% 3/29/21
|
|
750,000
|
|
|
791,505
|
|
|
|
Huntington Auto Trust
|
|
1.57% 11/20
|
|
176,973
|
|
|
176,220
|
|
|
|
Huntington Bancshares
|
|
2.5% 8/7/22
|
|
1,040,000
|
|
|
1,004,692
|
|
|
|
Huntington Bancshares
|
|
2.3% 1/14/22
|
|
1,000,000
|
|
|
965,468
|
|
|
|
Huntington National Bank
|
|
3.25% 5/21
|
|
850,000
|
|
|
847,854
|
|
|
|
Husky Energy
|
|
4% 4/15/24
|
|
1,000,000
|
|
|
989,569
|
|
|
|
Hyundai Capital
|
|
1.625% 8/19 144A
|
|
1,345,000
|
|
|
1,331,084
|
|
|
|
Hyundai Capital
|
|
2.6% 3/20 144A
|
|
380,000
|
|
|
375,104
|
|
|
|
Hyundai Floorplan Master Owner Trust
|
|
1.81% 3/21
|
|
437,000
|
|
|
435,221
|
|
|
|
Imperial Tobacco
|
|
2.95% 7/20 144A
|
|
2,000,000
|
|
|
1,969,808
|
|
|
|
ING Bank
|
|
2.05% 8/15/21 144A
|
|
1,060,000
|
|
|
1,023,217
|
|
|
|
ING Group N.V.
|
|
3.15% 3/29/22
|
|
850,000
|
|
|
835,715
|
|
|
|
Intercontinental Exchange
|
|
2.75% 12/01/20
|
|
534,000
|
|
|
530,550
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Intercontinental Exchange
|
|
3.45% 09/21/23
|
|
505,000
|
|
|
506,930
|
|
|
|
International Paper
|
|
4.75% 2/15/22
|
|
852,000
|
|
|
888,783
|
|
|
|
ITC Holdings
|
|
2.7% 11/15/22
|
|
523,000
|
|
|
505,492
|
|
|
|
Jackson National Life Global
|
|
2.25% 4/29/21
|
|
2,845,000
|
|
|
2,777,859
|
|
|
|
Japan Bank International
|
|
2.25% 02/24/20
|
|
600,000
|
|
|
596,956
|
|
|
|
Japan Bank International
|
|
2.125% 6/20
|
|
1,878,000
|
|
|
1,860,244
|
|
|
|
Japan Bank International
|
|
2.125% 7/21/20
|
|
1,000,000
|
|
|
990,230
|
|
|
|
Japan Bank International
|
|
1.5% 7/21/21
|
|
787,000
|
|
|
761,757
|
|
|
|
Japan Finance Organization for Municipalities
|
|
2.125% 10/23 144A
|
|
1,000,000
|
|
|
957,952
|
|
|
|
Japan Finance Organization for Municipalities
|
|
2.625% 4/20/22 144A
|
|
1,200,000
|
|
|
1,184,949
|
|
|
|
Jefferies Group
|
|
6.875% 4/15/21
|
|
985,000
|
|
|
1,048,136
|
|
|
|
John Deere Capital
|
|
3.9% 7/12/21
|
|
500,000
|
|
|
509,477
|
|
|
|
John Deere Capital
|
|
3.65% 10/12/23
|
|
800,000
|
|
|
808,321
|
|
|
|
Jordan Government
|
|
3% 6/30/25
|
|
790,000
|
|
|
789,842
|
|
|
|
JP Morgan Chase & Co.
|
|
4.25% 10/15/20
|
|
2,050,000
|
|
|
2,086,551
|
|
|
|
JP Morgan Chase & Co.
|
|
4.625% 5/10/21
|
|
1,400,000
|
|
|
1,440,723
|
|
|
|
JP Morgan Chase & Co.
|
|
3.2% 1/25/23
|
|
1,000,000
|
|
|
985,375
|
|
|
|
JP Morgan Chase & Co.
|
|
3.625% 5/13/24
|
|
1,340,000
|
|
|
1,330,979
|
|
|
|
JP Morgan Chase & Co.
|
|
2.25%1/23/20
|
|
640,000
|
|
|
633,554
|
|
|
|
JP Morgan Chase & Co.
|
|
2.75% 6/20
|
|
1,785,000
|
|
|
1,774,492
|
|
|
|
JP Morgan Chase & Co.
|
|
3.2% 6/26
|
|
2,060,000
|
|
|
1,941,028
|
|
|
|
JP Morgan Chase & Co.
|
|
2.95% 10/01/26
|
|
1,140,000
|
|
|
1,053,383
|
|
|
|
JP Morgan Chase & Co.
|
|
2.55% 10/29/20
|
|
400,000
|
|
|
395,477
|
|
|
|
JP Morgan Chase & Co.
|
|
2.55% 03/01/21
|
|
1,000,000
|
|
|
985,857
|
|
|
|
JP Morgan Chase & Co.
|
|
3.559%/VAR 04/23/24
|
|
850,000
|
|
|
843,521
|
|
|
|
JP Morgan Chase & Co.
|
|
3.514% 06/18/22
|
|
850,000
|
|
|
851,890
|
|
|
|
JP Morgan Chase & Co.
|
|
4.023/VAR 12/05/24
|
|
1,100,000
|
|
|
1,109,296
|
|
|
|
JPMBB 13-C12 ASB
|
|
3.157% 07/45
|
|
1,538,385
|
|
|
1,532,656
|
|
|
|
JPMBB 14-C22 A3A1
|
|
3.5379% 9/47
|
|
2,000,000
|
|
|
2,008,455
|
|
|
|
JPMBB 14-C22 ASB
|
|
3.5036% 09/47
|
|
356,000
|
|
|
357,808
|
|
|
|
JPMBB 15-C27 A3A1
|
|
2.9202% 2/48
|
|
4,500,000
|
|
|
4,373,653
|
|
|
|
JPMBB 15-C32 A4
|
|
3.3293% 11/48
|
|
3,000,000
|
|
|
2,971,744
|
|
|
|
JPMCC 12-C8 ASB
|
|
2.3791% 10/45
|
|
1,852,086
|
|
|
1,821,930
|
|
|
|
JPMCC 13-C10 A5
|
|
3.1425% 12/47
|
|
1,085,000
|
|
|
1,076,848
|
|
|
|
JPMCC 16-JP4 A2
|
|
2.9343% 12/49
|
|
507,000
|
|
|
502,278
|
|
|
|
JPMCC 17-JP5 A3
|
|
3.3422% 03/50
|
|
2,100,000
|
|
|
2,090,323
|
|
|
|
JPMCC 2012-C6 A3
|
|
3.5074% 5/45
|
|
295,731
|
|
|
297,127
|
|
|
|
JPMCC 2012-C8 A3
|
|
2.8291% 10/45
|
|
419,558
|
|
|
412,228
|
|
|
|
JPMCC 2015-JP1 A2
|
|
3.1438% 1/49
|
|
423,000
|
|
|
421,039
|
|
|
|
JPMorgan Chase Bank
|
|
3.086/VAR 4/21
|
|
3,250,000
|
|
|
3,236,412
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Key Corp
|
|
5.1% 3/24/21
|
|
435,000
|
|
|
451,145
|
|
|
|
Key Corp
|
|
2.9% 9/15/20
|
|
2,000,000
|
|
|
1,986,492
|
|
|
|
KeyBank National
|
|
2.5% 12/15/19
|
|
307,000
|
|
|
305,120
|
|
|
|
KeyBank National
|
|
2.25% 3/16/20
|
|
250,000
|
|
|
247,312
|
|
|
|
KeyBank National
|
|
1.6% 8/22/19
|
|
384,000
|
|
|
380,588
|
|
|
|
Kinder Morgan
|
|
2.65% 2/01/19
|
|
207,000
|
|
|
206,890
|
|
|
|
Kinder Morgan
|
|
3.05% 12/01/19
|
|
392,000
|
|
|
389,746
|
|
|
|
Kraft Foods
|
|
3.5% 6/22 WI
|
|
980,000
|
|
|
971,859
|
|
|
|
Kraft Heinz
|
|
3% 6/01/26
|
|
400,000
|
|
|
357,015
|
|
|
|
Kraft Heinz
|
|
3.95% 7/15/25
|
|
3,180,000
|
|
|
3,078,830
|
|
|
|
Kroger
|
|
2.3% 1/15/19
|
|
350,000
|
|
|
349,879
|
|
|
|
Kroger
|
|
3.3% 1/15/21
|
|
215,000
|
|
|
214,067
|
|
|
|
Kubota Credit Owner Trust
|
|
3.1% 08/15/2022 144A
|
|
1,027,000
|
|
|
1,032,031
|
|
|
|
Laboratory Corp
|
|
3.2% 2/01/22
|
|
150,000
|
|
|
148,858
|
|
|
|
LG&E & Ku Energy Llc
|
|
3.75% 11/20
|
|
1,250,000
|
|
|
1,254,587
|
|
|
|
Liberty Mutual
|
|
5% 6/01/21 144A
|
|
390,000
|
|
|
400,513
|
|
|
|
Liberty Mutual
|
|
4.95% 5/22 144A
|
|
930,000
|
|
|
958,809
|
|
|
|
Lincoln National
|
|
6.25% 2/15/20
|
|
1,350,000
|
|
|
1,393,238
|
|
|
|
Lloyds Bank plc
|
|
3.3% 05/07/21
|
|
2,200,000
|
|
|
2,193,246
|
|
|
|
Lloyds Bank plc
|
|
2.907/VAR 11/07/23
|
|
1,000,000
|
|
|
945,558
|
|
|
|
LyondellBasell Industries
|
|
5% 4/15/19
|
|
974,000
|
|
|
975,060
|
|
|
|
Macquarie
|
|
3.189/VAR 11/23 144A
|
|
2,650,000
|
|
|
2,547,029
|
|
|
|
Macys Retail
|
|
3.875% 1/15/22
|
|
270,000
|
|
|
267,178
|
|
|
|
Manitoba Provence
|
|
2.125% 6/26
|
|
100,000
|
|
|
93,454
|
|
|
|
Manufacturers & Traders Trust Company
|
|
2.1% 2/06/20
|
|
600,000
|
|
|
593,487
|
|
|
|
Manufacturers & Traders Trust Company
|
|
2.5% 5/18/22
|
|
500,000
|
|
|
485,674
|
|
|
|
Maple Escrow Subsidiary
|
|
3.551% 5/25/21 144A
|
|
725,000
|
|
|
723,874
|
|
|
|
Maple Escrow Subsidiary
|
|
4.057% 5/25/23 144A
|
|
2,000,000
|
|
|
1,991,742
|
|
|
|
Markel Corp
|
|
7.125% 9/30/19
|
|
1,300,000
|
|
|
1,333,925
|
|
|
|
Marriott Intl
|
|
3% 3/01/19
|
|
2,440,000
|
|
|
2,436,884
|
|
|
|
Marsh & Mclennan
|
|
2.35% 3/06/20
|
|
550,000
|
|
|
545,056
|
|
|
|
Marsh & Mclennan
|
|
2.75% 1/30/22
|
|
886,000
|
|
|
868,363
|
|
|
|
Massmutual
|
|
2.35% 4/19 144A
|
|
890,000
|
|
|
889,040
|
|
|
|
Massmutual
|
|
2.45% 11/23/20 144A
|
|
750,000
|
|
|
739,786
|
|
|
|
McCormick & Company, Inc.
|
|
2.7% 08/15/22
|
|
1,345,000
|
|
|
1,304,124
|
|
|
|
Mcdonalds
|
|
2.625% 1/15/22
|
|
530,000
|
|
|
518,259
|
|
|
|
Mcdonalds
|
|
2.75% 12/20
|
|
74,000
|
|
|
73,472
|
|
|
|
Medtronic Inc
|
|
3.5% 3/15/25
|
|
3,927,000
|
|
|
3,913,178
|
|
|
|
Mercedes Benz Auto Lease Trust
|
|
2.41% 02/21
|
|
636,000
|
|
|
633,118
|
|
|
|
MetLife
|
|
3.45% 10/21 144A
|
|
1,030,000
|
|
|
1,034,264
|
|
|
|
MetLife
|
|
2% 4/20 144A
|
|
750,000
|
|
|
739,222
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
MetLife
|
|
2.65% 4/22 144A
|
|
750,000
|
|
|
730,885
|
|
|
|
Mid-Atlantic Interstate Transmission
|
|
4.1% 5/28 144A
|
|
860,000
|
|
|
854,389
|
|
|
|
Mitsubishi UFJ Financial Corp
|
|
3.761% 7/26/23
|
|
3,080,000
|
|
|
3,094,008
|
|
|
|
Mitsubishi UFJ Financial Corp
|
|
2.65% 10/20 144A
|
|
1,000,000
|
|
|
987,660
|
|
|
|
Mitsubishi UFJ Financial Corp
|
|
2.19% 9/13/21
|
|
500,000
|
|
|
482,651
|
|
|
|
Mitsubishi UFJ Financial Corp
|
|
2.998% 2/22
|
|
436,000
|
|
|
429,876
|
|
|
|
Mitsubishi UFJ Financial Corp
|
|
3.455% 03/02/2023
|
|
750,000
|
|
|
745,353
|
|
|
|
Mizuho Financial Group
|
|
3.922/VAR 9/24
|
|
3,870,000
|
|
|
3,910,670
|
|
|
|
Mizuho Financial Group
|
|
3.549% 02/28/23
|
|
1,005,000
|
|
|
1,002,814
|
|
|
|
Mizuho Financial Group
|
|
2.632% 04/21 144A
|
|
1,000,000
|
|
|
980,998
|
|
|
|
Mizuho Financial Group
|
|
2.273% 9/13/21
|
|
500,000
|
|
|
484,101
|
|
|
|
Mizuho Financial Group
|
|
2.953% 2/22
|
|
500,000
|
|
|
490,162
|
|
|
|
Moodys Corp
|
|
2.75% 12/15/21
|
|
295,000
|
|
|
289,292
|
|
|
|
Moodys Corp
|
|
3.25% 06/07/2021
|
|
440,000
|
|
|
438,286
|
|
|
|
Morgan Stanley
|
|
3.125% 01/23/23
|
|
1,890,000
|
|
|
1,844,964
|
|
|
|
Morgan Stanley
|
|
3.772%/VAR 01/24/29
|
|
270,000
|
|
|
258,482
|
|
|
|
Morgan Stanley
|
|
4% 07/23/25
|
|
320,000
|
|
|
315,837
|
|
|
|
Morgan Stanley
|
|
3.75% 2/25/23
|
|
465,000
|
|
|
464,154
|
|
|
|
Morgan Stanley
|
|
3.875% 01/27/26
|
|
1,455,000
|
|
|
1,419,843
|
|
|
|
Morgan Stanley
|
|
3.625% 01/20/27
|
|
2,540,000
|
|
|
2,415,309
|
|
|
|
Morgan Stanley
|
|
5.75% 1/25/21
|
|
3,070,000
|
|
|
3,204,903
|
|
|
|
Morgan Stanley
|
|
5.5% 7/28/21
|
|
525,000
|
|
|
549,772
|
|
|
|
Morgan Stanley
|
|
5.5% 1/26/20
|
|
1,360,000
|
|
|
1,390,741
|
|
|
|
Morgan Stanley
|
|
3.737%/VAR 4/24
|
|
4,115,000
|
|
|
4,083,566
|
|
|
|
Morgan Stanley
|
|
2.5% 4/21/21
|
|
2,340,000
|
|
|
2,292,929
|
|
|
|
Morgan Stanley
|
|
2.75% 05/19/22
|
|
850,000
|
|
|
826,909
|
|
|
|
Morgan Stanley
|
|
2.65% 1/27/20
|
|
600,000
|
|
|
595,429
|
|
|
|
Morgan Stanley
|
|
2.5% 1/24/19
|
|
1,330,000
|
|
|
1,329,457
|
|
|
|
Mosaic Co New
|
|
4.25% 11/15/23
|
|
2,275,000
|
|
|
2,286,522
|
|
|
|
MPLX LP
|
|
4.125% 03/01/27
|
|
380,000
|
|
|
361,996
|
|
|
|
MPLX LP
|
|
4% 03/15/2028
|
|
585,000
|
|
|
548,616
|
|
|
|
MPLX LP
|
|
4.8% 02/15/2029
|
|
565,000
|
|
|
563,958
|
|
|
|
MSBAM 13-C13 ASB
|
|
3.557% 11/46
|
|
654,267
|
|
|
660,923
|
|
|
|
MSBAM 15-C22 ASB
|
|
3.04% 4/15/48
|
|
200,000
|
|
|
199,422
|
|
|
|
MSBAM 2012-C6 A4
|
|
2.858% 11/45
|
|
842,990
|
|
|
830,950
|
|
|
|
MSBAM 2013-C11 A4
|
|
CSTR 8/46
|
|
228,000
|
|
|
237,528
|
|
|
|
MSBAM 2013-C7 A4
|
|
2.918% 2/46
|
|
616,000
|
|
|
607,311
|
|
|
|
MSBAM 2013-C8 A4
|
|
3.134% 12/48
|
|
703,000
|
|
|
698,606
|
|
|
|
MSBAM 2014-C16 ASB
|
|
3.477% 6/47
|
|
469,000
|
|
|
471,636
|
|
|
|
MSBAM 2014-C17 ASB
|
|
3.477% 8/47
|
|
591,000
|
|
|
595,907
|
|
|
|
MSBAM 2015-C21 A3
|
|
3.077% 3/48
|
|
5,600,000
|
|
|
5,473,934
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
MSBAM 2015-C21 ASB
|
|
3.15% 03/48
|
|
118,000
|
|
|
117,308
|
|
|
|
MSBAM 2016-C29 A1
|
|
1.597% 5/49
|
|
261,951
|
|
|
258,254
|
|
|
|
MSC 2011-C3 A3
|
|
4.054% 7/49
|
|
42,856
|
|
|
42,967
|
|
|
|
MSC 2015-MS1 A3
|
|
3.51% 5/48
|
|
3,500,000
|
|
|
3,501,972
|
|
|
|
Mylan N.V.
|
|
2.5% 06/07/19
|
|
446,000
|
|
|
443,904
|
|
|
|
Mylan, Inc.
|
|
4.55% 04/15/28 144A
|
|
1,455,000
|
|
|
1,356,884
|
|
|
|
NA Development Bank
|
|
4.375% 2/11/20
|
|
2,900,000
|
|
|
2,945,504
|
|
|
|
NALT 2017-A A3
|
|
1.91% 04/20
|
|
890,000
|
|
|
885,562
|
|
|
|
NALT 2017-B A3
|
|
2.05% 09/20
|
|
504,000
|
|
|
500,393
|
|
|
|
NAROT 2016-B A3
|
|
1.32% 1/15/21
|
|
774,686
|
|
|
768,494
|
|
|
|
NAROT 2017-A A3
|
|
1.74% 08/21
|
|
858,000
|
|
|
850,018
|
|
|
|
NAROT 2017-B A3
|
|
1.75% 10/21
|
|
2,095,000
|
|
|
2,070,659
|
|
|
|
National Australian Bank
|
|
2.625% 1/14/21
|
|
1,635,000
|
|
|
1,616,122
|
|
|
|
National Australian Bank
|
|
3.7% 11/04/21
|
|
1,220,000
|
|
|
1,231,536
|
|
|
|
Nationwide Building Society
|
|
3.766%/VAR 03/08/24 144A
|
|
1,005,000
|
|
|
967,191
|
|
|
|
NAVSL 2016-6A A1
|
|
1ML+48 3/66
|
|
53,074
|
|
|
53,087
|
|
|
|
New York City Transitional Finance Authority (TFA)
|
|
2.05% 08/01/23
|
|
225,000
|
|
|
215,087
|
|
|
|
New York City Transitional Finance Authority (TFA)
|
|
2.85% 02/01/24
|
|
210,000
|
|
|
205,661
|
|
|
|
New York Life
|
|
1.95% 2/20 144A
|
|
1,000,000
|
|
|
988,551
|
|
|
|
New York State Urban Development Corporation
|
|
2.67% 03/15/23
|
|
525,000
|
|
|
518,826
|
|
|
|
New York State Urban Development Corporation
|
|
2.7% 03/15/23
|
|
915,000
|
|
|
905,319
|
|
|
|
Newell Rubbermaid
|
|
4.2% 4/01/26
|
|
535,000
|
|
|
523,118
|
|
|
|
NextEra Energy Capital Holdings, Inc.
|
|
3.342% 9/1/20
|
|
1,225,000
|
|
|
1,227,216
|
|
|
|
Nisource Inc
|
|
2.65% 11/17/22
|
|
2,125,000
|
|
|
2,034,325
|
|
|
|
Nissan
|
|
2.125% 03/03/20 144A
|
|
1,530,000
|
|
|
1,504,865
|
|
|
|
Nissan
|
|
2.25% 1/20 144A
|
|
1,070,000
|
|
|
1,054,579
|
|
|
|
Nissan
|
|
2.15% 09/20 144A
|
|
925,000
|
|
|
898,690
|
|
|
|
NMOTR 2016-A A2
|
|
1.54% 6/21
|
|
452,000
|
|
|
448,976
|
|
|
|
Noble Energy Inc
|
|
4.15% 12/15/21
|
|
1,605,000
|
|
|
1,612,623
|
|
|
|
Noble Energy Inc
|
|
3.9% 11/15/24
|
|
1,500,000
|
|
|
1,452,905
|
|
|
|
Nomura Holdings
|
|
2.75% 3/19/19
|
|
975,000
|
|
|
974,165
|
|
|
|
Norfolks South
|
|
3.25% 12/01/21
|
|
20,000
|
|
|
20,052
|
|
|
|
Nutrien Limited
|
|
3.15% 10/01/22
|
|
250,000
|
|
|
241,310
|
|
|
|
Oneok Inc
|
|
4% 07/13/27
|
|
590,000
|
|
|
563,031
|
|
|
|
Oneok Partners
|
|
3.375% 10/01/22
|
|
1,145,000
|
|
|
1,124,167
|
|
|
|
Ontario Province
|
|
3.4% 10/17/23
|
|
970,000
|
|
|
989,187
|
|
|
|
Ontario Province
|
|
2.25% 05/18/22
|
|
345,000
|
|
|
337,848
|
|
|
|
Ontario Teachers
|
|
3.125% 03/20/22
|
|
565,000
|
|
|
560,878
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Ontario Teachers Finance Trust
|
|
2.75% 04/16/21
|
|
250,000
|
|
|
250,235
|
|
|
|
Oracle Corp
|
|
1.9% 9/15/21
|
|
5,725,000
|
|
|
5,555,727
|
|
|
|
PACCAR Financial Corp
|
|
3.4% 8/9/23
|
|
1,025,000
|
|
|
1,032,588
|
|
|
|
People's United
|
|
3.65% 12/06/22
|
|
995,000
|
|
|
995,913
|
|
|
|
Pepsico Inc
|
|
1.7% 10/06/2021
|
|
1,000,000
|
|
|
967,152
|
|
|
|
Petroleos Mexicanos
|
|
4.625% 09/21/23
|
|
1,500,000
|
|
|
1,407,750
|
|
|
|
Petroleos Mexicanos
|
|
6.5% 03/13/27
|
|
750,000
|
|
|
705,000
|
|
|
|
Philip Morris
|
|
2.625% 2/18/22
|
|
1,000,000
|
|
|
967,914
|
|
|
|
Philip Morris
|
|
2.375% 8/17/22
|
|
745,000
|
|
|
715,934
|
|
|
|
Philip Morris
|
|
1.875% 2/21
|
|
1,294,000
|
|
|
1,257,309
|
|
|
|
Plains All American Pipeline
|
|
2.85% 1/31/23
|
|
800,000
|
|
|
754,060
|
|
|
|
Plains All American Pipeline
|
|
4.5% 12/26
|
|
800,000
|
|
|
770,957
|
|
|
|
PNC Bank
|
|
4.375% 8/11/20
|
|
1,200,000
|
|
|
1,221,843
|
|
|
|
PNC Bank
|
|
2.95% 1/30/23
|
|
1,040,000
|
|
|
1,012,818
|
|
|
|
PNC Bank
|
|
3.8% 7/25/23
|
|
460,000
|
|
|
461,595
|
|
|
|
PNC Bank
|
|
2.95% 02/23/25
|
|
2,250,000
|
|
|
2,165,894
|
|
|
|
PNC Bank
|
|
2.15% 4/29/21
|
|
1,000,000
|
|
|
974,253
|
|
|
|
PNC Bank
|
|
2.55% 12/09/21
|
|
500,000
|
|
|
487,772
|
|
|
|
PPL Capital Funding Inc
|
|
3.5% 12/01/22
|
|
405,000
|
|
|
398,411
|
|
|
|
Pricoa Glbl
|
|
2.45% 9/21/22 144A
|
|
626,000
|
|
|
604,976
|
|
|
|
Principal Financial Group
|
|
3.3% 9/15/22
|
|
460,000
|
|
|
456,892
|
|
|
|
Private Export Funding
|
|
2.45% 7/15/24
|
|
290,000
|
|
|
286,100
|
|
|
|
Private Export Funding
|
|
2.3% 9/15/20
|
|
4,010,000
|
|
|
3,978,886
|
|
|
|
Private Export Funding
|
|
2.65% 2/21 144A
|
|
1,190,000
|
|
|
1,190,909
|
|
|
|
Progress Energy Inc
|
|
4.875% 12/01/19
|
|
1,500,000
|
|
|
1,518,992
|
|
|
|
Protective Life Global
|
|
3.397% 6/21 144A
|
|
1,520,000
|
|
|
1,522,851
|
|
|
|
Protective Life Global
|
|
2.161% 9/20 144A
|
|
500,000
|
|
|
490,990
|
|
|
|
PSEG Power LLC
|
|
3.85% 06/01/23
|
|
1,105,000
|
|
|
1,105,834
|
|
|
|
Pt Holdings Co Inc (Unlist)
|
|
0
|
|
525
|
|
|
—
|
|
|
|
Public Service Company of Oklahoma
|
|
5.15% 12/01/19
|
|
27,000
|
|
|
27,497
|
|
|
|
Public Service Electric and Gas Company
|
|
3.65% 9/01/28
|
|
2,900,000
|
|
|
2,938,005
|
|
|
|
Public Service Electric and Gas Company
|
|
2.65% 11/22
|
|
577,000
|
|
|
555,146
|
|
|
|
Public Service Enterprise
|
|
2% 11/15/21
|
|
293,000
|
|
|
281,357
|
|
|
|
Quebec Province
|
|
2.75% 4/12/27
|
|
480,000
|
|
|
467,022
|
|
|
|
Quebec Province
|
|
7.14% 2/27/26
|
|
630,000
|
|
|
760,152
|
|
|
|
Quebec Province
|
|
2.375% 1/31/22
|
|
800,000
|
|
|
790,200
|
|
|
|
Rabobank
|
|
3.875% 9/26/23 144A
|
|
1,535,000
|
|
|
1,540,212
|
|
|
|
Reckitt Benckiser
|
|
2.375% 6/24/22 144A
|
|
2,075,000
|
|
|
1,992,868
|
|
|
|
Regions Financial Corp
|
|
3.2% 2/08/21
|
|
1,000,000
|
|
|
993,571
|
|
|
|
Regions Financial Corp
|
|
2.75% 8/22
|
|
786,000
|
|
|
758,279
|
|
|
|
Reliance Std Lf
|
|
2.5% 1/15/20
|
|
4,260,000
|
|
|
4,218,812
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Reynolds American
|
|
3.25% 6/20
|
|
504,000
|
|
|
500,829
|
|
|
|
Reynolds American
|
|
4% 6/12/22
|
|
257,000
|
|
|
254,218
|
|
|
|
Rockwell Collins
|
|
2.8% 3/15/22
|
|
2,940,000
|
|
|
2,857,505
|
|
|
|
Roper Technologies
|
|
3% 12/15/20
|
|
750,000
|
|
|
744,976
|
|
|
|
Roper Technologies
|
|
2.8% 12/15/21
|
|
651,000
|
|
|
637,742
|
|
|
|
Roper Technologies
|
|
3.65% 09/15/2023
|
|
547,000
|
|
|
547,361
|
|
|
|
Royal Bank of Canada
|
|
3.2% 04/30/21
|
|
4,595,000
|
|
|
4,594,358
|
|
|
|
Royal Bank of Canada
|
|
3ML+39 4/30/21
|
|
1,520,000
|
|
|
1,507,256
|
|
|
|
Royal Bank of Canada
|
|
3.7% 10/5/23
|
|
2,385,000
|
|
|
2,394,410
|
|
|
|
Royal Bank of Canada
|
|
2.35% 10/30/20
|
|
300,000
|
|
|
296,294
|
|
|
|
Royal Bank of Scotland
|
|
3.498/VAR 5/23
|
|
2,858,000
|
|
|
2,748,173
|
|
|
|
Royal Bank of Scotland
|
|
4.519%/VAR 06/25/20
|
|
1,029,000
|
|
|
1,009,625
|
|
|
|
Ryder System Inc
|
|
2.35% 2/19
|
|
1,480,000
|
|
|
1,478,299
|
|
|
|
Ryder System Inc
|
|
2.5% 09/01/22
|
|
395,000
|
|
|
379,488
|
|
|
|
Ryder System Inc
|
|
3.5% 06/01/21
|
|
490,000
|
|
|
490,615
|
|
|
|
San Diego G&E
|
|
3% 8/15/21
|
|
500,000
|
|
|
497,908
|
|
|
|
Santander UK
|
|
4.45% 12/3/21
|
|
750,000
|
|
|
762,961
|
|
|
|
Santander UK
|
|
3.125% 1/8/21
|
|
1,025,000
|
|
|
1,006,261
|
|
|
|
Santander UK
|
|
2.125% 11/3/20
|
|
1,500,000
|
|
|
1,464,736
|
|
|
|
Santander UK
|
|
2.5% 1/5/21
|
|
715,000
|
|
|
698,298
|
|
|
|
Schlumberger Holdings Corporation
|
|
3% 12/21/20 144A
|
|
934,000
|
|
|
925,714
|
|
|
|
Schlumberger Holdings Corporation
|
|
2.4 8/01/22 144
|
|
1,850,000
|
|
|
1,776,314
|
|
|
|
Sempra Energy
|
|
2.4% 3/15/20
|
|
445,000
|
|
|
438,694
|
|
|
|
Sempra Energy
|
|
1.625% 10/07/19
|
|
707,000
|
|
|
697,235
|
|
|
|
Sempra Energy
|
|
2.9% 02/01/2023
|
|
153,000
|
|
|
148,662
|
|
|
|
Shell International
|
|
2.125% 5/20
|
|
571,000
|
|
|
565,127
|
|
|
|
Shell International
|
|
2.25% 11/10/20
|
|
550,000
|
|
|
543,338
|
|
|
|
Shire Acquisitions Investments Ireland Limited
|
|
2.4% 9/23/21
|
|
3,894,000
|
|
|
3,765,272
|
|
|
|
Siemens
|
|
2.9% 5/27/22 144A
|
|
1,330,000
|
|
|
1,305,744
|
|
|
|
Simon Property
|
|
3.375% 3/15/22
|
|
170,000
|
|
|
170,231
|
|
|
|
Simon Property
|
|
2.35% 1/30/22
|
|
175,000
|
|
|
169,948
|
|
|
|
Simon Property
|
|
2.75% 06/01/23
|
|
690,000
|
|
|
668,599
|
|
|
|
Skandinaviska Enskilda Banken AB
|
|
2.375% 3/25/19 144A
|
|
1,890,000
|
|
|
1,886,515
|
|
|
|
Skandinaviska Enskilda Banken AB
|
|
3.25% 5/21 144A
|
|
1,515,000
|
|
|
1,509,379
|
|
|
|
Societe Generale
|
|
4.25% 9/23 144A
|
|
1,025,000
|
|
|
1,017,900
|
|
|
|
Southern Company
|
|
2.35% 7/01/21
|
|
1,500,000
|
|
|
1,458,299
|
|
|
|
SP Powerassets LTD
|
|
3% 9/26/27 144A
|
|
1,150,000
|
|
|
1,089,286
|
|
|
|
SRT 2017-A A3
|
|
2.58% 01/21
|
|
820,000
|
|
|
813,247
|
|
|
|
SRT 2018-A
|
|
2.93% 05/20/21
|
|
682,000
|
|
|
681,141
|
|
|
|
SSM Health Care Corporation
|
|
3.688% 6/1/23
|
|
470,000
|
|
|
474,284
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
SSTRT 17-1A A3
|
|
1.89% 8/20
|
|
426,427
|
|
|
424,266
|
|
|
|
SSTRT 17-2A A3
|
|
2.04% 4/21 144A
|
|
501,000
|
|
|
495,644
|
|
|
|
SSTRT 2016-1A A3
|
|
1.76% 3/20
|
|
120,145
|
|
|
119,755
|
|
|
|
SSTRT 2018-2A A3
|
|
3.325% 8/22
|
|
1,030,000
|
|
|
1,038,018
|
|
|
|
Standard Chartered Bank
|
|
3ML+1.15 1/20/23
|
|
1,790,000
|
|
|
1,772,023
|
|
|
|
Starbucks Corp
|
|
3.8% 08/15/2025
|
|
420,000
|
|
|
415,534
|
|
|
|
State Street Government Short Term Investments Fund
|
|
0
|
|
12,496,982
|
|
|
12,496,982
|
|
|
|
Stifel Financial Corp
|
|
4.25% 7/18/24
|
|
1,680,000
|
|
|
1,698,822
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.45% 1/10/19
|
|
675,000
|
|
|
674,906
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.25% 7/11/19
|
|
785,000
|
|
|
781,209
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.45% 1/16/20
|
|
1,950,000
|
|
|
1,934,267
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.784% 7/22
|
|
1,295,000
|
|
|
1,261,796
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.778% 10/22
|
|
575,000
|
|
|
557,990
|
|
|
|
Sumitomo Mitsui Banking Corp
|
|
2.846% 01/11/22
|
|
1,000,000
|
|
|
981,582
|
|
|
|
Suntrust Banks Inc
|
|
2.7% 1/27/22
|
|
1,500,000
|
|
|
1,462,869
|
|
|
|
Suntrust Banks Inc
|
|
3.525%/VAR 10/21
|
|
1,361,000
|
|
|
1,362,372
|
|
|
|
Suntrust Banks Inc
|
|
3.502%/VAR 8/2/22
|
|
669,000
|
|
|
666,971
|
|
|
|
Swiss Re Treasury (US) Corp
|
|
2.875% 12/22 144A
|
|
580,000
|
|
|
568,005
|
|
|
|
Synchrony Financial
|
|
2.7% 2/03/20
|
|
575,000
|
|
|
565,167
|
|
|
|
SYNCT 2015-1 A
|
|
2.37% 3/23
|
|
748,000
|
|
|
742,091
|
|
|
|
Takeda Pharmaceutical
|
|
3.8% 11/26/20 144A
|
|
520,000
|
|
|
523,033
|
|
|
|
Takeda Pharmaceutical
|
|
4% 11/26/21 144A
|
|
1,120,000
|
|
|
1,135,226
|
|
|
|
TAOT 2016-A A3
|
|
1.25% 3/20
|
|
516,918
|
|
|
515,298
|
|
|
|
TAOT 2016-B A3
|
|
1.51% 4/20
|
|
268,519
|
|
|
267,071
|
|
|
|
TAOT 2017-B A3
|
|
1.76% 07/21
|
|
2,245,000
|
|
|
2,224,289
|
|
|
|
TAOT 2017-C A3
|
|
1.78% 11/21
|
|
1,040,000
|
|
|
1,025,149
|
|
|
|
TAOT 2018-B A3
|
|
2.96% 9/15/22
|
|
794,000
|
|
|
794,192
|
|
|
|
Tennessee Valley Authority
|
|
7.125% 5/01/30
|
|
130,000
|
|
|
179,164
|
|
|
|
Tennessee Valley Authority
|
|
2.875% 02/01/27
|
|
290,000
|
|
|
287,150
|
|
|
|
Time Warner Cable
|
|
8.75% 2/14/19
|
|
1,600,000
|
|
|
1,608,933
|
|
|
|
Time Warner Inc
|
|
4.75% 3/29/21
|
|
1,149,000
|
|
|
1,177,948
|
|
|
|
Time Warner Inc
|
|
4% 1/15/22
|
|
15,000
|
|
|
15,184
|
|
|
|
Time Warner Inc
|
|
3.8% 2/15/27
|
|
825,000
|
|
|
774,516
|
|
|
|
TJX Companies, Inc
|
|
2.75% 6/15/21
|
|
411,000
|
|
|
407,525
|
|
|
|
Toronto Dominion Bank
|
|
2.125% 4/07/21
|
|
1,000,000
|
|
|
978,506
|
|
|
|
Total Capital International
|
|
2.875% 2/17/22
|
|
13,000
|
|
|
12,845
|
|
|
|
Total Capital International
|
|
2.75% 6/19/21
|
|
430,000
|
|
|
427,525
|
|
|
|
Toyota Motor Corp
|
|
2.6% 1/11/22
|
|
1,000,000
|
|
|
985,498
|
|
|
|
Transcanada
|
|
2.125% 11/15/19
|
|
840,000
|
|
|
832,005
|
|
|
|
Transcanada
|
|
2.5% 8/1/22
|
|
800,000
|
|
|
767,721
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Transcontinental Gas Pipe Line Company
|
|
4% 03/15/28
|
|
1,285,000
|
|
|
1,257,272
|
|
|
|
UBS
|
|
2.375% 8/14/19
|
|
1,885,000
|
|
|
1,877,386
|
|
|
|
UBS
|
|
4.0484% 5/15/51
|
|
4,200,000
|
|
|
4,304,879
|
|
|
|
UBS
|
|
4.125% 09/25 144A
|
|
1,350,000
|
|
|
1,341,365
|
|
|
|
UBS
|
|
2.859/VAR 08/23 144A
|
|
2,315,000
|
|
|
2,226,420
|
|
|
|
UBS
|
|
2.45% 12/01/20 144A
|
|
850,000
|
|
|
834,116
|
|
|
|
UBSBB 2012-C2 A4
|
|
3.525% 5/63
|
|
447,000
|
|
|
451,909
|
|
|
|
United Parcel Services
|
|
5.125% 4/01/19
|
|
2,100,000
|
|
|
2,111,243
|
|
|
|
United Technologies
|
|
2.3% 5/4/22
|
|
1,630,000
|
|
|
1,563,645
|
|
|
|
United Technologies
|
|
3.5% 08/16/2021
|
|
247,000
|
|
|
246,321
|
|
|
|
UnitedHealth Group
|
|
2.7% 7/15/20
|
|
303,000
|
|
|
301,868
|
|
|
|
UnitedHealth Group
|
|
2.875% 12/15/21
|
|
400,000
|
|
|
398,689
|
|
|
|
UnitedHealth Group
|
|
2.125% 3/15/21
|
|
600,000
|
|
|
587,448
|
|
|
|
UnitedHealth Group
|
|
4.7% 2/21
|
|
2,150,000
|
|
|
2,212,860
|
|
|
|
Unum Group
|
|
5.625% 9/15/20
|
|
623,000
|
|
|
644,503
|
|
|
|
US 10yr Note Future
|
|
(CBT) MAR19 TYH9
|
|
(609
|
)
|
|
(237,891
|
)
|
|
|
US 10yr Ultra Future
|
|
10YR ULTRA FUT MAR19 UXYH9
|
|
(26
|
)
|
|
(12,188
|
)
|
|
|
US 2yr Note Future
|
|
(CBT) MAR19 TUH9
|
|
196
|
|
|
27,563
|
|
|
|
US 5yr Note Future
|
|
(CBT) MAR19 FVH9
|
|
512
|
|
|
128,000
|
|
|
|
US Long Bond Future
|
|
(CBT) MAR19 USH9
|
|
(161
|
)
|
|
(75,469
|
)
|
|
|
US Treasury Bond
|
|
3% 08/15/48
|
|
1,965,000
|
|
|
1,959,093
|
|
|
|
US Treasury Bond
|
|
2% 11/30/20
|
|
26,905,000
|
|
|
26,650,892
|
|
|
|
US Treasury Bond
|
|
1.5% 12/31/18
|
|
—
|
|
|
—
|
|
|
|
US Treasury Bond
|
|
1.5% 1/31/19
|
|
33,505,000
|
|
|
33,482,737
|
|
|
|
US Treasury Bond
|
|
2.125% 9/30/21
|
|
63,655,000
|
|
|
63,044,641
|
|
|
|
US Treasury Bond
|
|
1.375% 08/31/20
|
|
5,300,000
|
|
|
5,199,378
|
|
|
|
US Treasury Bond
|
|
1.375% 4/30/21
|
|
16,285,000
|
|
|
15,880,180
|
|
|
|
US Treasury Bond
|
|
2.125% 8/15/21
|
|
21,980,000
|
|
|
21,777,250
|
|
|
|
US Treasury Bond
|
|
1.625% 04/30/23
|
|
35,025,000
|
|
|
33,773,574
|
|
|
|
US Treasury Bond
|
|
1.375% 5/31/21
|
|
23,850,000
|
|
|
23,233,212
|
|
|
|
US Treasury Bond
|
|
0.875% 06/15/19
|
|
3,160,000
|
|
|
3,136,917
|
|
|
|
US Treasury Bond
|
|
1.25% 12/31/18
|
|
—
|
|
|
—
|
|
|
|
US Treasury Bond
|
|
1.75% 05/15/23
|
|
520,000
|
|
|
503,876
|
|
|
|
US Treasury Bond
|
|
1.875% 1/31/22
|
|
21,810,000
|
|
|
21,420,821
|
|
|
|
US Treasury Bond
|
|
1.875% 03/31/22
|
|
35,085,000
|
|
|
34,426,441
|
|
|
|
US Treasury Bond
|
|
2.125% 6/30/22
|
|
7,090,000
|
|
|
7,005,801
|
|
|
|
US Treasury Bond
|
|
1.75% 05/31/22
|
|
5,680,000
|
|
|
5,545,057
|
|
|
|
US Treasury Bond
|
|
1.25% 06/30/19
|
|
16,985,000
|
|
|
16,878,844
|
|
|
|
US Treasury Bond
|
|
1.875% 04/30/22
|
|
13,441,000
|
|
|
13,183,540
|
|
|
|
US Treasury Bond
|
|
1.875% 09/30/2022
|
|
25,975,000
|
|
|
25,410,413
|
|
|
|
US Treasury Bond
|
|
1.375% 09/30/19
|
|
565,000
|
|
|
559,769
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
US Treasury Bond
|
|
2.25% 11/15/27
|
|
4,000,000
|
|
|
3,866,864
|
|
|
|
US Treasury Bond
|
|
2.375% 01/31/23
|
|
1,720,100
|
|
|
1,712,237
|
|
|
|
US Treasury Bond
|
|
0.625% 04/15/23
|
|
14,980,000
|
|
|
15,003,475
|
|
|
|
US Treasury Bond
|
|
2.75% 11/30/20
|
|
—
|
|
|
—
|
|
|
|
US Treasury Bond
|
|
2.625% 12/15/21
|
|
15,925,000
|
|
|
15,995,785
|
|
|
|
US Treasury Bond
|
|
2.5% 12/31/20
|
|
5,295,000
|
|
|
5,293,677
|
|
|
|
US Treasury Bond
|
|
COUP 11/15/27
|
|
19,000,000
|
|
|
14,903,116
|
|
|
|
US Treasury Bond
|
|
COUP 2/15/38
|
|
6,300,000
|
|
|
3,586,586
|
|
|
|
US Treasury Bond
|
|
0% 05/09/19
|
|
300,000
|
|
|
297,362
|
|
|
|
US Treasury Bond
|
|
2% 02/28/21
|
|
270,000
|
|
|
267,142
|
|
|
|
US Treasury Bond
|
|
2.125% 12/31/22
|
|
7,196,000
|
|
|
7,094,824
|
|
|
|
US Treasury Bond
|
|
1.125% 7/31/21
|
|
934,200
|
|
|
902,514
|
|
|
|
US Treasury Bond
|
|
1.25% 10/31/21
|
|
670,000
|
|
|
647,598
|
|
|
|
US Treasury Bond
|
|
0.125 1/15/23
|
|
11,335,000
|
|
|
11,996,697
|
|
|
|
US Treasury Bond
|
|
2.625% 07/15/21
|
|
6,247,900
|
|
|
6,269,235
|
|
|
|
US Treasury Bond
|
|
1.625% 10/15/20
|
|
—
|
|
|
—
|
|
|
|
US Treasury Bond
|
|
2.25% 02/15/21
|
|
23,556,000
|
|
|
23,423,433
|
|
|
|
US Treasury Bond
|
|
2.375% 03/15/21
|
|
11,455,000
|
|
|
11,422,397
|
|
|
|
US Treasury Bond
|
|
2.375% 04/15/21
|
|
13,755,000
|
|
|
13,718,151
|
|
|
|
US Treasury Bond
|
|
2.625% 05/15/21
|
|
16,030,000
|
|
|
16,078,655
|
|
|
|
US Treasury Bond
|
|
2.625% 06/15/21
|
|
6,025,000
|
|
|
6,044,076
|
|
|
|
US Treasury Bond
|
|
2.75% 08/15/21
|
|
22,055,000
|
|
|
22,201,310
|
|
|
|
US Treasury Bond
|
|
2.75% 09/15/21
|
|
4,270,000
|
|
|
4,299,236
|
|
|
|
US Treasury Bond
|
|
2.875% 10/15/2021
|
|
5,460,000
|
|
|
5,517,104
|
|
|
|
US Treasury Bond
|
|
2.875% 11/15/21
|
|
11,571,300
|
|
|
11,699,332
|
|
|
|
US Treasury Bond
|
|
2.875% 11/30/23
|
|
12,650,000
|
|
|
12,869,613
|
|
|
|
US Treasury Bond
|
|
2.625% 12/31/23
|
|
9,160,000
|
|
|
9,207,302
|
|
|
|
US Treasury Bond
|
|
1.75% 12/31/20
|
|
24,000,000
|
|
|
23,652,798
|
|
|
|
US Treasury Bond
|
|
1.125% 02/28/21
|
|
16,893,000
|
|
|
16,402,112
|
|
|
|
US Treasury Bond
|
|
1.75% 11/30/21
|
|
30,000,000
|
|
|
29,393,606
|
|
|
|
US Treasury Bond
|
|
2% 12/31/21
|
|
5,000,000
|
|
|
4,931,455
|
|
|
|
US Treasury Bond
|
|
1.625% 7/31/20
|
|
6,000,000
|
|
|
5,914,329
|
|
|
|
US Treasury Bond
|
|
1.5% 05/15/20
|
|
8,868,000
|
|
|
8,741,419
|
|
|
|
US Treasury Bond
|
|
1.875% 07/31/22
|
|
7,662,000
|
|
|
7,503,124
|
|
|
|
US Treasury Bond
|
|
1.625% 08/31/22
|
|
3,411,000
|
|
|
3,308,718
|
|
|
|
US Ultra Bond Future
|
|
(CBT) MAR19 WNH9
|
|
(50
|
)
|
|
(29,688
|
)
|
|
|
USAA Auto Owner Trust 2017-1 A3
|
|
1.79% 05/21
|
|
727,000
|
|
|
721,622
|
|
|
|
USAA Capital
|
|
2% 6/01/21 144A
|
|
1,000,000
|
|
|
971,956
|
|
|
|
Vende
|
|
6.5% 2/24
|
|
128,867
|
|
|
136,356
|
|
|
|
Verizon
|
|
3.5% 11/01/21
|
|
1,592,000
|
|
|
1,608,982
|
|
|
|
Verizon
|
|
3.45% 3/15/21
|
|
325,000
|
|
|
327,131
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Verizon
|
|
3.376% 2/15/25
|
|
687,000
|
|
|
666,525
|
|
|
|
Verizon
|
|
1.75% 8/15/21
|
|
811,000
|
|
|
783,107
|
|
|
|
Verizon
|
|
2.946% 03/15/22
|
|
608,000
|
|
|
600,345
|
|
|
|
Verizon
|
|
3.125% 03/16/2022
|
|
440,000
|
|
|
437,047
|
|
|
|
Virginia Electric & Power Co.
|
|
2.95% 1/15/22
|
|
340,000
|
|
|
336,343
|
|
|
|
Volkswagen
|
|
3.875% 11/20 144A
|
|
710,000
|
|
|
713,325
|
|
|
|
Volkswagen
|
|
4% 11/21 144A
|
|
925,000
|
|
|
926,854
|
|
|
|
Volkswagen
|
|
4.25% 11/023 144A
|
|
2,535,000
|
|
|
2,514,063
|
|
|
|
Volkswagen
|
|
2.4% 5/20 144A
|
|
300,000
|
|
|
295,293
|
|
|
|
Volkswagen Auto Loan Enhanced Trust
|
|
3.32% 11/21/22
|
|
492,000
|
|
|
492,091
|
|
|
|
Walt Disney Company
|
|
2.35% 12/01/22
|
|
318,000
|
|
|
308,828
|
|
|
|
Watson Pharma Inc
|
|
3.25% 10/01/22
|
|
700,000
|
|
|
684,369
|
|
|
|
WEC Energy Group, Inc.
|
|
3.375% 06/15/21
|
|
945,000
|
|
|
944,370
|
|
|
|
Wells Fargo
|
|
3% 1/22/21
|
|
844,000
|
|
|
840,204
|
|
|
|
Wells Fargo
|
|
2.6% 7/20
|
|
500,000
|
|
|
495,072
|
|
|
|
Wells Fargo
|
|
2.918% 10/45
|
|
940,762
|
|
|
930,735
|
|
|
|
Wells Fargo
|
|
3.069% 1/24/23
|
|
600,000
|
|
|
584,371
|
|
|
|
Wells Fargo
|
|
3.325%/VAR 07/23/21
|
|
3,670,000
|
|
|
3,666,331
|
|
|
|
Wells Fargo
|
|
3.625% 10/22/21
|
|
1,995,000
|
|
|
2,006,717
|
|
|
|
Wells Fargo
|
|
3.55% 8/14/23
|
|
850,000
|
|
|
846,878
|
|
|
|
Welltower Inc.
|
|
3.95% 09/01/23
|
|
353,000
|
|
|
353,857
|
|
|
|
Western Gas Partners
|
|
4% 7/01/22
|
|
395,000
|
|
|
391,598
|
|
|
|
Westinghouse Air Brake Technologies
|
|
4.7% 09/15/28
|
|
680,000
|
|
|
638,124
|
|
|
|
Westpac Banking
|
|
2.6% 11/20
|
|
2,580,000
|
|
|
2,548,662
|
|
|
|
Westpac Banking
|
|
1.6% 8/19/19
|
|
1,000,000
|
|
|
991,118
|
|
|
|
Westpac Banking
|
|
2.8% 1/11/22
|
|
1,000,000
|
|
|
981,162
|
|
|
|
WestRock Company
|
|
3.75% 3/15/25 144A
|
|
1,970,000
|
|
|
1,933,881
|
|
|
|
WFCM 15-LC20 A3
|
|
3.086% 4/50
|
|
4,800,000
|
|
|
4,787,474
|
|
|
|
WFCM 2013-LC12 A1
|
|
1.676% 7/46
|
|
48,205
|
|
|
48,143
|
|
|
|
WFCM 2015-C27 ASB
|
|
3.278% 2/48
|
|
486,000
|
|
|
488,489
|
|
|
|
WFCM 2016-C34 A2
|
|
2.741% 5/49
|
|
474,000
|
|
|
466,093
|
|
|
|
WFCM 2016-C37 A2
|
|
3.03% 12/49
|
|
357,000
|
|
|
356,284
|
|
|
|
WFCM 2016-LC25
|
|
1.795% 12/15/59
|
|
110,729
|
|
|
109,558
|
|
|
|
WFRBS 13-C12 ASB
|
|
2.838% 3/48
|
|
78,258
|
|
|
77,706
|
|
|
|
WFRBS 13-C16 ASB
|
|
3.963% 9/46
|
|
182,238
|
|
|
185,307
|
|
|
|
WFRBS 14-C20 ASB
|
|
3.638% 05/47
|
|
230,000
|
|
|
233,243
|
|
|
|
WFRBS 14-C23 ASB
|
|
3.636% 10/57
|
|
272,000
|
|
|
276,812
|
|
|
|
WFRBS 2011-C3 A4
|
|
4.375% 3/44
|
|
569,000
|
|
|
580,093
|
|
|
|
WFRBS 2012-C7 A2
|
|
3.431% 6/45
|
|
363,000
|
|
|
364,872
|
|
|
|
WFRBS 2012-C9 A3
|
|
2.87% 11/45
|
|
579,719
|
|
|
575,083
|
|
|
|
WFRBS 2012-C9 ASB
|
|
2.445% 11/45
|
|
2,139,852
|
|
|
2,119,583
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of Issue, Borrower, Lessor, or Similar Party
|
|
Description of Investment Including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value
|
|
Shares/Units/ Principal
|
|
|
Current Value
|
|
|
|
WFRBS 2013-C11 A5
|
|
3.071% 03/45
|
|
918,000
|
|
|
911,142
|
|
|
|
WFRBS 2013-C12 A4
|
|
3.198% 3/48
|
|
219,000
|
|
|
218,125
|
|
|
|
WFRBS 2013-C14 A5
|
|
3.337% 6/46
|
|
855,000
|
|
|
856,503
|
|
|
|
WFRBS 2013-C16 A5
|
|
4.415% 09/46
|
|
470,000
|
|
|
492,221
|
|
|
|
WFRBS 2014-C22 ASB
|
|
3.464% 9/57
|
|
870,000
|
|
|
879,849
|
|
|
|
Williams Partners
|
|
3.6% 3/15/22
|
|
1,655,000
|
|
|
1,624,850
|
|
|
|
Wisconsin Energy
|
|
2.45% 6/15/20
|
|
218,000
|
|
|
215,396
|
|
|
|
Woolworths Limited
|
|
4% 9/22/20 144A
|
|
1,400,000
|
|
|
1,409,872
|
|
|
|
Xerox Corp
|
|
2.75% 3/15/19
|
|
554,000
|
|
|
551,230
|
|
|
|
Xylem Inc
|
|
4.875% 10/01/21
|
|
400,000
|
|
|
413,007
|
|
|
|
Zimmer Biomet Holdings, Inc.
|
|
3.7% 03/19/23
|
|
985,000
|
|
|
974,430
|
|
|
|
Zoetis Inc
|
|
3.45% 11/13/20
|
|
106,000
|
|
|
106,273
|
|
|
|
|
|
|
|
|
|
|
|
Adjustment to Contract Value
|
|
|
|
|
|
19,978,287
|
|
|
|
|
|
|
|
|
|
|
|
Total Investment Contracts
|
|
|
|
|
|
$
|
1,856,576,488
|
|
|
|
|
|
|
|
|
|
|
|
Registered Investment Companies
|
|
|
|
|
|
|
|
|
* Fidelity Investments Money Market Government Portfolio - Institutional Class Fund
|
|
Money Market Fund
|
|
52,005,263
|
|
|
$
|
52,005,263
|
|
|
|
BlackRock Government Short-Term Investment Fund
|
|
Money Market Fund
|
|
725,722,846
|
|
|
725,722,846
|
|
|
|
Janus Balanced N Fund
|
|
Blended Based Fund
|
|
56,016,934
|
|
|
1,733,724,098
|
|
|
|
Oppenheimer Developing Markets Fund
|
|
Equity Based Fund
|
|
4,728,215
|
|
|
177,686,337
|
|
|
|
Pimco Total Return Institutional Fund
|
|
Fixed Income Based Fund
|
|
46,504,009
|
|
|
461,784,805
|
|
|
|
T. Rowe Price Institutional Small-Cap Stock Fund
|
|
Equity Based Fund
|
|
31,535,850
|
|
|
640,177,751
|
|
|
|
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
|
|
Equity Based Fund
|
|
45,518,090
|
|
|
2,462,073,504
|
|
|
|
Vanguard Real Estate Index Institutional Shares
|
|
Equity Based Fund
|
|
8,427,081
|
|
|
137,867,042
|
|
|
|
|
|
|
|
|
|
|
Total Registered Investment Companies
|
|
|
|
|
|
$
|
6,391,041,646
|
|
|
|
|
|
|
|
|
|
|
|
Self-Directed Brokerage Account
|
|
Various
|
|
|
|
$
|
592,321,056
|
|
|
|
|
|
|
|
|
|
|
|
Common Collective Trust
|
|
|
|
|
|
|
|
|
Harris Associates Oakmark Global Collective Fund
|
|
Equity Based Fund
|
|
15,295,267
|
|
|
$
|
236,923,693
|
|
|
|
Northern Trust Collective Aggregate Bond Index Fund - DC – Non-Lending
|
|
Fixed Income Based Fund
|
|
11,140,843
|
|
|
1,203,990,874
|
|
|
|
Northern Trust ACWI ex-US Fund - DC NonLending(a)
|
|
Equity Based Fund
|
|
13,244,051
|
|
|
1,393,141,771
|
|
|
|
Northern Trust Collective Russell 2000 Index Fund - DC - Non-Lending
|
|
Equity Based Fund
|
|
6,440,764
|
|
|
848,506,223
|
|
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2018
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
|
Northern Trust Collective S&P 500 Index Fund - DC - Non-Lending
|
|
Equity Based Fund
|
|
20,488,112
|
|
|
2,878,989,446
|
|
|
|
|
|
|
|
|
|
|
Total Common Collective Trust
|
|
|
|
|
|
$
|
6,561,552,007
|
|
|
|
|
|
|
|
|
|
|
Raytheon Company Common Stock
|
|
|
|
|
|
|
|
|
Raytheon Company*
|
|
Raytheon Common Stock
|
|
10,408,032
|
|
|
$
|
1,596,071,707
|
|
|
|
|
|
|
|
|
|
|
|
Total Raytheon Company Common Stock
|
|
|
|
$
|
1,596,071,707
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments
|
|
|
|
|
|
$
|
16,997,562,904
|
|
|
|
|
|
|
|
|
|
|
|
Participant Loans*
|
|
Approximately 3.25%-9.50%
|
|
|
|
$
|
212,750,362
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments At Contract Value Including Participant Loans
|
|
|
|
$
|
17,210,313,266
|
|
|
|
|
|
|
|
|
|
|
|
*Party in interest
|
|
|
|
|
|
|
EXHIBIT INDEX
|
|
|
|
|
|
|
|
23.1
|
|
|
Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm.
|
|
|
|
|
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 13, 2019
|
|
|
|
|
|
|
RAYTHEON SAVINGS AND INVESTMENT PLAN
|
|
|
|
|
|
By:
|
/s/ Michael J. Wood
|
|
|
Michael J. Wood
|
|
|
Vice President, Controller and Chief Accounting Officer
|
|
|
Principal Accounting Officer
|
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