11-K 2011
Table of Contents

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
FOR ANNUAL REPORTS OF EMPLOYEE STOCK
REPURCHASE SAVINGS AND SIMILAR PLANS
PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
S
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2011.
 
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the transition period from______ to ______
Commission File Number 1-13699
RAYTHEON SAVINGS AND INVESTMENT PLAN
(Full title of the plan)
RAYTHEON COMPANY
(Name of issuer of the securities held pursuant to the plan)
870 WINTER STREET, WALTHAM, MASSACHUSETTS 02451
(Address of issuer’s principal executive offices)

Table of Contents



Raytheon Savings and Investment Plan
Financial Statements and Supplemental Schedule
To Accompany 2011 Form 5500
Annual Report of Employee Benefit Plan
Under Employee Retirement Income Security Act of 1974
December 31, 2011 and 2010


Table of Contents


Raytheon Savings and Investment Plan
Table of Contents to Financial Statements and Supplemental Schedule
December 31, 2011 and 2010

 
Page(s)
 
 
Financial Statements
 
 
 
 
 
 
 
 
 
Supplemental Schedule*
 
 
 
 
 
 
 
 
 
* Other supplemental schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.




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Table of Contents


Report of Independent Registered Public Accounting Firm

To the Participants and Administrator of
The Raytheon Savings and Investment Plan:

In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of Raytheon Savings and Investment Plan (the “Plan”) at December 31, 2011 and 2010, and the changes in net assets available for benefits for the year ended December 31, 2011 in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets (held at end of year) is presented for the purpose of additional analysis and is not a required part of the basic financial statements but is supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. This supplemental schedule is the responsibility of the Plan’s management. The supplemental schedule has been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.


/s/ PricewaterhouseCoopers LLP
Boston, Massachusetts
June 25, 2012

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Raytheon Savings and Investment Plan
Statements of Net Assets Available for Benefits
December 31, 2011 and 2010
 
 
2011
 
2010
Assets
 
 
 
 
Investments
 
 
 
 
At fair value (Notes 2, 3, and 4)
 
 
 
 
Investment contracts
 
$
2,058,759,571

 
$
2,051,325,852

Registered investment companies
 
5,471,584,867

 
6,668,509,953

Common collective trusts
 
2,450,655,030

 
997,865,117

Raytheon Company common stock
 
1,048,648,885

 
1,131,572,011

Common stock
 
—

 
156,959,828

Convertible securities
 
—

 
1,963,545

Investment in the DB/DC Master Trust
 
—

 
255,731,760

Total investments
 
11,029,648,353

 
11,263,928,066

Receivables
 
 
 
 
Receivables for securities sold
 
31,634,619

 
272,253,257

Notes receivable from participants
 
242,084,204

 
241,046,009

Accrued investment income and other receivables
 
29,738,745

 
12,301,119

Total receivables
 
303,457,568

 
525,600,385

 
 
 
 
 
Total assets
 
11,333,105,921

 
11,789,528,451

Liabilities
 
 
 
 
Payable for securities purchased
 
40,411,410

 
263,597,554

Payable for securities purchased on a delayed delivery basis (Note 7)
 
—

 
11,290,469

Accrued investment expenses and other payables
 
3,855,472

 
6,272,265

Total liabilities
 
44,266,882

 
281,160,288

 
 
 
 
 
Net Assets available for benefits at fair value
 
11,288,839,039

 
11,508,368,163

 
 
 
 
 
Adjustment from fair value to contract value for interest in fully
   benefit-responsive investment contracts
 
(64,066,806
)
 
(47,270,213
)
Net assets available for benefits
 
$
11,224,772,233

 
$
11,461,097,950


The accompanying notes are an integral part of these financial statements.


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Table of Contents


Raytheon Savings and Investment Plan
Statement of Changes in Net Assets Available for Benefits
Year Ended December 31, 2011
 
 
2011
Additions to net assets attributable to:
 
 
 
 
 
Interest and dividends
 
$
222,056,615

Interest income on notes receivable from participants (Note 2)
 
9,591,696

 
 
 
Contributions and deferrals
 
 
Employee deferrals
 
619,346,960

Employer contributions
 
269,890,647

 
 
889,237,607

Total additions
 
1,120,885,918

 
 
 
Deductions from net assets attributable to:
 
 
 
 
 
Net depreciation of investments (Notes 2 and 3)
 
320,293,909

Distributions to participants
 
1,157,113,667

Administrative expenses
 
1,393,398

Total deductions
 
1,478,800,974

 
 
 
Decrease in net assets prior to plan mergers
 
(357,915,056
)
Transfers in from affiliate benefit plans (Note 1)
 
121,589,339

Decrease in net assets available for benefits
 
(236,325,717
)
Net assets, beginning of year
 
11,461,097,950

Net assets, end of year
 
$
11,224,772,233


The accompanying notes are an integral part of these financial statements.


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Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010
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 principally held in the Raytheon Savings and Investment Plan Trust (the “Trust”).

Raytheon BBN Technologies Corporation is an indirect subsidiary of the Plan Sponsor. The net assets of BBN Technologies Savings Plan, amounting to $120,554,886, were merged into the Plan on January 5, 2011. Raytheon BBN Technologies Corporation's employees began participating in the Plan on that date.

Raytheon Digital Force Technologies, LLC is a wholly-owned subsidiary of Raytheon BBN Technologies Corporation. The net assets of the Digital Force Technologies 401(K) Savings Plan, amounting to $1,034,453, were merged into the Plan on January 5, 2011. Raytheon Digital Force Technologies, LLC's employees began participating in the Plan on that date.
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 the compensation the Plan may take into account to $245,000 for the 2011 plan year. Employee contributions, including rollovers, are invested based on participant investment elections. For 2011, the annual employee pretax elective deferral contributions for a participant cannot exceed $16,500, 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 $49,000 for the 2011 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 2011 may make pretax catch-up contributions up to $5,500. Effective September 1, 2011, 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 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%. For most employees hired before January 1, 2010, the Company matches 100% of the first 4% of 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.

Effective January 1, 2007, eligible employees hired or rehired on or after January 1, 2007 participate in the Retirement Income Savings Program (“RISP”) (subject to the terms of any applicable collective bargaining agreements), in addition to having the right to participate in the other features of the Plan. Most employees hired after December 31, 2009 have a one-year waiting period for participation in RISP. Under RISP, the Company contributes a percentage of each RISP-eligible participant's compensation to the participant's RISP account in the Plan. The percentage contribution varies according to a schedule based on the participant's age at the most recent date of hire, years of service since the most recent date of hire and whether the participant was hired after December 31, 2009.

Participants may invest contributions in increments of 1% in any combination of investment options available, subject to percentage limitations applicable to some funds. The investment options range from investments with an emphasis on preservation of capital to equity investments with an emphasis on capital gains. The underlying investments include investment contracts, registered investment companies, common collective trusts, common stock (including stock of Raytheon Company), fixed income securities and other investments.

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Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


Participant Accounts
Each participant account is credited with the participant's contributions, the Company's contributions and an allocation of Plan earnings (losses). Plan earnings (losses) are allocated based on account balances by investment option. Expenses payable by the Plan are charged to participant accounts or paid from the forfeiture account.

Participants are not permitted to make a direct exchange from the Raytheon Fixed Income Fund (the “Fixed Income Fund”), a stable value fund specifically managed for the Plan, into a "competing" fund (such as a money market fund). Investors who wish to move money from the Fixed Income Fund to a "competing" fund must first make an exchange from the Fixed Income Fund to a non-competing fund for 90 days. After 90 days, participants may exchange from a non-competing fund into a competing fund.
Vesting
With the exception of RISP participants and certain union groups, all employee and most employer contributions including ESOP contributions and earnings (losses) thereon are immediately 100% vested for each participant who performs an hour of service on or after January 1, 1999. Most RISP participants become 100% vested in the employer RISP contributions after three years of service. Forfeitures of the non-vested portions of terminated participants' accounts are available to reduce Company contributions and pay administrative expenses. At December 31, 2011 and 2010, unallocated Plan forfeitures were $603,608 and $2,225,040, respectively. During 2011, the total amount of forfeitures created was $4,393,372. The Company uses the excess forfeitures available to offset Company contributions.
 
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 by means of payroll deductions, 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 borrower's account in the investment options according to the participant's current investment election. As of December 31, 2011 and 2010, the interest rates on the outstanding loans ranged from 3.25% to 10% and 3.25% to 10.25%, respectively.

Payment of Benefits
A participant may make certain in-service withdrawals of at least $250, including all or a portion of participant after tax contributions and related earnings at any time and all or a portion of participant contributions, employer contributions and related earnings upon attainment of age 59 1/2. For reasons of financial hardship, a participant may withdraw all or a portion of participant pretax contributions and related earnings subject to a reduction in the maximum participant pretax contribution rate for the next six months. Participants who have participated in the Plan for five years or more may take withdrawals of their company matching contributions. On termination of employment, a participant will receive a lump-sum distribution unless the vested account is valued in excess of $1,000, and the participant elects to defer distribution. Otherwise, a terminated participant may defer the distribution until April 1 of the year following the year in which the participant reaches age 70 1/2.

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 $46,969,240 in dividends earned by the Plan, $1,243,791 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.

Investment contracts held by a defined-contribution plan are required to be reported at fair value. However, contract value is the relevant measurement attribute for that portion of the net assets available for benefits of a defined contribution plan attributable

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Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


to fully benefit-responsive investment contracts or wrap contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. The Plan invests in benefit-responsive investment contracts through the Fixed Income Fund. As required, the statements of net assets available for benefits presents the fair value of the fully benefit-responsive investment contracts in the Fixed Income Fund and the adjustment from fair value to contract value relating to the investment contracts. The statement of changes in net assets available for benefits is prepared on a contract value basis.

Certain reclassifications have been made to the presentation of prior year financial statements to conform to the current year presentation.

Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America 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
Plan investments are stated at fair value including the Plan's benefit-responsive investment contracts. See Note 4 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 fully benefit-responsive investment contracts, 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 but unpaid interest. Delinquent participant loans are reclassified as distributions based upon the terms of the plan document.

Payment of Benefits
Benefits are recorded when paid.

Administrative Expenses
Expenses of administering the Plan such as loan processing, legal fees and other administrative fees are charged directly or indirectly to participant accounts. Those expenses of administering the Plan that are not charged to participant accounts are paid by the forfeiture account or by the Company.

Subsequent Events
The Plan has evaluated subsequent events through the time of filing this Form 11-K with the Securities and Exchange Commission.

Raytheon Trusted Computer Solution, Inc is a wholly-owned subsidiary of Raytheon Company. The net assets of the Trusted Computer Solutions, Inc. 401(K) Plan, amounting to approximately $11,000,000, were merged into the Plan in May 2012 and the employees began participating in the Plan at that time.

Accounting Standards
In January 2010, the Financial Accounting Standard Board (“FASB”) issued ASU No. 2010-6, Fair Value Measurements and Disclosures (Topic 820): Improving Disclosures about Fair Value Measurement. The standard requires entities to disclose

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Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


additional information regarding assets and liabilities that are transferred between levels of the fair value hierarchy and to present purchases, sales, issuances and settlements on a gross basis in the reconciliations of fair value measurements using significant unobservable inputs. Additionally, the standard clarified existing guidance regarding the level of disaggregation of fair value measurements and disclosures regarding the valuation techniques and inputs utilized in estimating Level 2 and Level 3 fair value measurements. The Plan's financial statements reflect the adoption of this accounting standard.

In May 2011, FASB issued ASU No. 2011-4, Fair Value Measurement (Topic 820): Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs. The amendments in this update result in common fair value measurements and disclosure requirements in U.S. Generally Accepted Accounting Principles (“GAAP”) and International Financial Reporting Standards. Consequently, the amendments change the wording used to describe many of the requirements in U.S. GAAP for measuring fair value and for disclosing information about fair value measurements. Some of the amendments clarify FASB's intent about the application of existing fair value measurements, while other amendments change a particular principle or requirement for measuring fair value or for disclosing information about fair value measurements. The update is effective for annual periods beginning after December 15, 2011. Management is currently evaluating the impact ASU No. 2011-4 will have on the Plan's financial statement disclosures.
3. Investments
The following presents investments that represent 5% or more of the Plan's net assets:
 
 
2011
 
2010
Hartford Capital Appreciation HLS IA (a)
 
$
1,605,631,538

 
$
319,117,753

Fidelity Institutional Money Market Fund - Money Market Portfolio (a)
 
1,243,780,114

 
—

Janus Balanced I Fund (a)
 
1,247,686,825

 
—

Northern Trust Collective S&P 500 Index Fund - DC - Non-Lending (a)
 
1,169,143,471

 
—

Raytheon Common Stock
 
1,048,648,885

 
1,131,572,011

Pimco Total Return Institutional Fund (a)
 
575,686,571

 
504,339,830

Fidelity Institutional Money Market Portfolio (b)
 
95,672,668

 
1,117,037,914

Fidelity Equity Income Fund (b)
 
—

 
627,594,916

NTGI - QM Collective Daily S&P 500 Equity Index Fund - Non-Lending (b)
 
—

 
732,937,031

 
 
 
 
 
(a) Investment did not represent more than 5% of the Plan's net assets in 2010.
 
 
 
 
(b) Investment did not represent more than 5% of the Plan's net assets in 2011.
 
 
 
 

During the year ended December 31, 2011 the Plan's investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value as follows:
Registered investment companies
 
$
(339,258,973
)
Common collective trusts
 
(10,267,971
)
Other investments
 
(17,017,072
)
Raytheon Company common stock
 
46,250,107

 
 
$
(320,293,909
)
4. 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. The 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 as well as the assets and liabilities that we value using those levels of inputs.


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Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


Level 1:
Quoted prices in active markets for identical assets or liabilities.
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.

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, 2011 and 2010.

A Synthetic Guaranteed Investment Contract (“GIC”) represents individual assets, usually a portfolio of high quality fixed income securities placed in a trust, with ownership by the Plan. Individual assets of the synthetic investment contract are valued at fair value. The Plan purchases a third party issued benefit-responsive wrapper contract that guarantees that participant transactions are executed at contract value subject to certain provisions. The fair value of the wrap contract for the GIC is determined using a discounted cash flow model which considers recent rebids as determined by recognized dealers, discount rate and the duration of the underlying portfolio.

Investments in registered investment companies and common collective trusts are valued at the closing net asset value reported on the last business day of the year. Investments in securities (common stocks) traded on a national securities exchange are valued at the last reported sales price on the last business day of the year. Investments in fixed income securities (U.S. government, domestic and foreign bonds) and convertible securities are valued by a pricing service which determines valuations for normal institutional-size trading units of such securities using methods based upon market transactions for comparable securities and various relationships between securities which are generally recognized by institutional traders. Future contracts are valued at the last settlement price at the end of each day on the exchange upon which they are traded. Repurchase agreements are valued at cost, which approximates fair value. Investments denominated in foreign currencies are translated into U.S. dollars at the prevailing rates of exchange on each valuation date.

The Plan invests in common collective trusts which use net asset values to determine the fair value of all the underlying investments that do not have a readily determinable fair value and either have the attributes of an investment company or prepare their financial statements consistent with the measurement principles of an investment company.

Generally, under ordinary market conditions, all common collective trust positions provide daily market liquidity to Plan participants and the Plan. Were the Plan to initiate a full redemption of the collective trust, the 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.

The Plan's interest in the Raytheon Company Combined DB/DC Master Trust primarily consisted of domestic and international equities at December 31, 2010. The Raytheon Company Combined DB/DC Master Trust was terminated in March 2011.

The following tables set forth the investment assets of the Plan that were measured at fair value on a recurring basis by level within the fair value hierarchy. We classify assets measured at fair value in their entirety based on the lowest level of input that is significant to their fair value measurement.


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Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


 
Fair Value of Investment Assets as of 12/31/2011
 
Level 1
 
Level 2
 
Level 3
 
Total
Investment contracts
 
 
 
 
 
 

Fixed income
 
 
 
 
 
 
 
US government and agencies
$
737,135,933

 
$
127,736,843

 
$
—

 
$
864,872,776

Corporate debt
—

 
591,163,754

 
—

 
591,163,754

Mortgage backed securities
—

 
462,340,569

 
—

 
462,340,569

Asset backed securities
—

 
100,435,232

 
—

 
100,435,232

Common collective trust
—

 
33,658,069

 
—

 
33,658,069

Other fixed income investments
—

 
2,825,550

 
—

 
2,825,550

Futures contracts
88,281

 
—

 
—

 
88,281

Wrap contracts
—

 
—

 
3,375,340

 
3,375,340

Total investment contracts
737,224,214

 
1,318,160,017

 
3,375,340

 
2,058,759,571

 
 
 
 
 
 
 

Registered investment companies
 
 
 
 
 
 

Target date mutual funds
4,932,325

 
—

 
—

 
4,932,325

Fixed income based mutual funds
727,739,342

 
—

 
—

 
727,739,342

Equity based mutual funds
3,365,942,578

 
—

 
—

 
3,365,942,578

Money market funds
1,372,970,622

 
—

 
—

 
1,372,970,622

Total registered investment companies
5,471,584,867

 
—

 
—

 
5,471,584,867

 
 
 
 
 
 
 

Common collective trusts
 
 
 
 
 
 

Fixed income based funds
—

 
229,947,688

 
—

 
229,947,688

Equity based funds
—

 
2,220,707,342

 
—

 
2,220,707,342

Total common collective trusts
—

 
2,450,655,030

 
—

 
2,450,655,030

 
 
 
 
 
 
 
 
Raytheon Company common stock
1,048,648,885

 
—

 
—

 
1,048,648,885

Total Investments
$
7,257,457,966

 
$
3,768,815,047

 
$
3,375,340

 
$
11,029,648,353


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Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


 
Fair Value of Investment Assets as of 12/31/2010
 
Level 1
 
Level 2
 
Level 3
 
Total
Investment contracts
 
 
 
 
 
 

Interest bearing cash
$
26,237,136

 
$
—

 
$
—

 
$
26,237,136

Fixed income
 
 
 
 
 
 
 
US government and agencies
465,708,409

 
889,948,237

 
—

 
1,355,656,646

Corporate debt
—

 
599,068,950

 
—

 
599,068,950

Other fixed income investments
—

 
109,250

 
—

 
109,250

Futures contracts
85,475

 
—

 
—

 
85,475

Repurchase agreements
—

 
66,500,000

 
—

 
66,500,000

Wrap contracts
—

 
—

 
3,668,395

 
3,668,395

Total investment contracts
492,031,020

 
1,555,626,437

 
3,668,395

 
2,051,325,852

 
 
 
 
 
 
 

Registered investment companies
 
 
 
 
 
 

Target date mutual funds
505,717,846

 
—

 
—

 
505,717,846

Fixed income based mutual funds
643,877,926

 
—

 
—

 
643,877,926

Equity based mutual funds
4,392,696,734

 
—

 
—

 
4,392,696,734

Money market funds
1,126,217,447

 
—

 
—

 
1,126,217,447

Total registered investment companies
6,668,509,953

 
—

 
—

 
6,668,509,953

 
 
 
 
 
 
 

Common collective trusts
 
 
 
 
 
 

Fixed income based funds
—

 
56,152,128

 
—

 
56,152,128

Equity based funds
—

 
940,410,814

 
—

 
940,410,814

Money market funds
—

 
1,302,175

 
—

 
1,302,175

Total common collective trusts
—

 
997,865,117

 
—

 
997,865,117

 
 
 
 
 
 
 
 
Raytheon Company common stock
1,131,572,011

 
—

 
—

 
1,131,572,011

Common stock
156,959,828

 
—

 
—

 
156,959,828

Convertible securities
397,560

 
1,565,985

 
—

 
1,963,545

Investment in the DB/DC Mater Trust
255,547,413

 
25,573

 
158,774

 
255,731,760

Total Investments
$
8,705,017,785

 
$
2,555,083,112

 
$
3,827,169

 
$
11,263,928,066


Level 3 Gains and Losses

The tables below summarize changes in the fair value of the Plan's Level 3 investment assets.

 
Level 3 investment Assets - 12/31/2011
 
Balance, beginning of year
 
Realized gains (losses)
 
Unrealized appreciation (depreciation)
 
Purchases
Sales
 
Transfers in (out) of level 3
 
Balance, end of year
Investment contracts
 
 
 
 
 
 
 
 
 
 
 
 
Wrap contracts
$
3,668,395

 
$
—

 
$
(293,055
)
 
$
—

$
—

 
$
—

 
$
3,375,340

Investment in the DB/DC Master Trust
158,774

 
(248,991
)
 
249,035

 
—

(158,818
)
 
—

 
—

Total
$
3,827,169

 
$
(248,991
)
 
$
(44,020
)
 
$
—

$
(158,818
)
 
$
—

 
$
3,375,340


11
Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010




 
Level 3 investment Assets - 12/31/2010
 
Balance, beginning of year
 
Realized gains (losses)
 
Unrealized appreciation (depreciation)
 
Purchases, issuances, settlements
 
Transfers in (out) of level 3
 
Balance, end of year
Investment contracts
 
 
 
 
 
 
 
 
 
 
 
Fixed income
 
 
 
 
 
 
 
 
 
 
 
Corporate debt
$
549,915

 
$
(2,406,720
)
 
$
2,433,090

 
$
(576,285
)
 
$
—

 
$
—

Wrap contracts
1,869,230

 
—

 
1,799,165

 
—

 
—

 
3,668,395

Investment in the DB/DC Master
  Trust
163,186

 
—

 
(4,412
)
 
—

 
—

 
158,774

Total
$
2,582,331

 
$
(2,406,720
)
 
$
4,227,843

 
$
(576,285
)
 
$
—

 
$
3,827,169


Unrealized depreciation of $293,055 relates to investment assets held by the Plan at December 31, 2011.
5. Investment Contracts
For the plan year ended December 31, 2011 and 2010, the Plan included the Fixed Income Fund, which holds four Synthetic GICs issued by AIG Financial Products, Inc., JP Morgan Chase Bank, Prudential Insurance Company of America and State Street Bank and Trust Company (collectively the “Wrap contract providers”).

A Synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution comprised of a portfolio of high quality fixed income securities placed in a trust with ownership by the Plan. Synthetic GICs are designed to decrease volatility by providing the Fixed Income Fund with the ability to execute certain participant transactions at contract value. Under the Synthetic GIC, 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 that are subject to the Synthetic GIC. Individual assets of the Synthetic GICs are valued based on the policy discussed in Notes 2 and 4.

Income from Synthetic GICs 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 limited 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 Synthetic GICs.

Synthetic GICs accrue interest using a formula called the “crediting rate.” Synthetic GICs use the crediting rate formula to convert market value changes in the covered assets into income distributions in order to minimize the difference between the market and contract value of the covered 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 covered 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 Synthetic GICs 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 of the security issuer or the 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 covered assets is higher or lower than the contract value of those assets. If the market value of the covered assets is higher than their

12
Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


contract value, the crediting rate will ordinarily be higher than the yield of the covered assets. Under these circumstances, cash from new investors will tend to lower the crediting rate and the Fixed Income Fund's return, and redemptions by existing participants will tend to increase the crediting rate and the Fixed Income Fund's return.

If the Fixed Income Fund experiences significant redemptions when the market value is below the contract value, the Fixed Income Fund's yield may be reduced significantly, to a level that is not competitive with other investment options. This may result in additional redemptions, which would tend to lower the crediting rate further. If redemptions continued, the Fixed Income Fund's yield could be reduced to zero. If redemptions continued thereafter, the Fixed Income Fund might have insufficient assets to meet redemption requests, at which point the Fixed Income Fund would require payments from the Wrap contract providers to pay further participant redemptions.

The Fixed Income Fund and the Synthetic GICs 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 Synthetic GICs 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
Wrap contract provider.
4.    Complete or partial termination of the Plan.
 
5.    Any 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.    Merger or consolidation of the Plan with another plan; the transfer of Plan assets to another plan; or the sale,     
spin-off, or merger of a subsidiary or division of the Plan Sponsor.
7.    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.
8.    Exclusion of a group of previously eligible employees from eligibility in the Plan.
9.    Any early retirement program, group termination, group layoff, facility closing, or similar program.
10.    Any transfer of assets from the Fixed Income Fund directly to a competing option.
11.    Bankruptcy of the Plan Sponsor or other Plan Sponsor events which cause a significant withdrawal from the
Plan.
A Wrap contract provider may terminate a Synthetic GIC at any time. In the event that the market value of the Fixed Income Fund's covered assets is below their contract value at the time of such termination, Fidelity Management Trust Company (“FMTC”), the Trustee, may elect to keep the Wrap contract in place until such time as the market value of the Fixed Income Fund's covered assets is equal to their contract value. A Wrap contract provider may also terminate a Synthetic GIC 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 Synthetic GICs fail to be met. In the event that the market value of the Fixed Income Fund's covered assets is below their contract value at the time of such termination, the terminating Wrap contract provider would not be required to make a payment to the Fixed Income Fund.
Synthetic GICs generally impose conditions on both the Plan and the Wrap contract provider. If an event of default occurs and is not cured, the non-defaulting party may terminate the contract. 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 issuer may be in default if it breaches a material obligation under the investment contract; makes a material misrepresentation; has a decline in its long term credit rating below a threshold set forth in the contract; is acquired or reorganized and the successor issuer does not satisfy the investment or credit guidelines applicable to issuers. The issuing institutions' ability to meet their contractual obligations under the respective contracts may be affected by future economic and regulatory developments in the

13
Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


insurance and banking industries. If, in the event of default of an issuer, the Plan was unable to obtain a replacement investment contract, withdrawing plans may experience losses if the value of the Plan's assets no longer covered by the contract 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 an issuer and an inability to obtain a replacement agreement could render the Plan unable to achieve its objective of maintaining a stable contract value. The terms of an investment contract generally provide for settlement of payments only upon termination of the contract or total liquidation of the covered investments. Generally, payments will be made pro-rata, based on the percentage of investments covered by each issuer. Contract termination occurs whenever the contract value or market value of the covered investments reaches zero or upon certain events of default. If the contract terminates due to issuer default (other than a default occurring because of a decline in its rating), the issuer 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 Synthetic GIC terminates due to a decline in the ratings of the issuer, the issuer may be required to pay to the Plan the cost of acquiring a replacement contract (i.e. replacement cost) within the meaning of the contract. If the contract terminates when the market value equals zero, the issuer 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. Contract termination also may occur by either party upon election and notice.
The issuer may elect to terminate the contract for no reason by giving certain notice to the Trustee. If, at any time, prior to dates agreed to in each contract for the receipt of such notice, the Trustee objects to such election, the Trustee shall be deemed to have made an immunization election and the immunization provisions of the contract apply. The immunization provision results in the wrapped portion of the Plan being managed according to more conservative immunization investment guidelines provided for in the contract and the contract can terminate in segments over a period of time. In the event a wrap issuer sought to terminate its contract or immunize its portion of the portfolio, the fund can seek to replace that Wrap contract provider with another financial institution.
Plans investing in Wrap contracts 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 Wrap contracts, risk associated with interest rate fluctuations, and risk of losses caused by liquidation of contracts or investments to meet withdrawal demands.

The fair value of the Fixed Income Fund's Synthetic GICs exceeded the contract value by $64,066,806 and $47,270,213, at December 31, 2011 and December 31, 2010 respectively. The crediting rates are adjusted monthly to reflect the experience and anticipated yields to be earned on such investments, based on their book value. The average yield and crediting interest rates were as follows:
 
December 31, 2011
 
December 31, 2010
Average annual yield
2.70%
 
2.37%
Crediting interest rate
2.58%
 
2.62%
6. Future Contracts
A future contract is a contractual agreement to make or take delivery of a standardized quantity of a specified grade or type of commodity or financial instrument at a specified future date in accordance with terms specified by a regulated future exchange.

As described in Note 5, the Synthetic GICs represent individual assets placed in a trust, with ownership by the Plan. As of December 31, 2011 and 2010, the Synthetic GICs contained future contracts. The Plan uses fixed income future contracts to manage exposure to the market. Buying future contracts tends to increase the Plan's exposure to the underlying instrument. Selling futures tends to decrease the Plan's exposure to the underlying instrument held, or hedge the fair value of other fund investments.

Upon entering into a future contract, the Plan is required to deposit either in cash or securities an amount equal to a certain percentage of the nominal value of the contract (“initial margin”) with the broker. The Plan does not employ leverage in its use of futures, thus cash balances are maintained at a level at least equal to the contract value of the futures. Pursuant to the future contract, the Plan agrees to receive from, or pay to, the broker an amount of cash equal to the daily fluctuation in the value of the future contract. Such receipts or payments are known as “variation margin” which are settled daily and are included in net appreciation (depreciation) of investments. In addition, the Plan pledges collateral, generally U.S. government bonds, for open fixed income future positions.


14
Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


Future contracts involve, to varying degrees, credit and market risks. The Fund enters into future contracts on exchanges where the exchange acts as the counterparty to the transaction. Thus, credit risk on such transactions is limited to the failure of the exchange. The daily settlement on the future contracts serves to greatly reduce credit risk. Losses in value may arise from changes in the value of the underlying instrument or if there is an illiquid secondary market for the contracts. In addition, there is the risk that there may not be an exact correlation between a future contract and the underlying index or security.

A summary of open fixed income futures is presented below as of December 31, 2011 and 2010, which is indicative of the average balances throughout the year.

 
Long Contracts
 
Short Contracts
 
2011
 
2011
 
Number of Contracts
 
Aggregate Face Value
 
Number of Contracts
 
Aggregate Face Value
 
 
 
 
 
 
 
 
US 2 Year Treasury Note
144

 
$
31,758,750

 
—

 
$
—

US 5 Year Treasury Note
548

 
67,545,281

 
—

 
—

US 10 Year Treasury Note
19

 
2,491,375

 
—

 
—

US Ultra Bond (CBT)
—

 
—

 
20

 
3,203,750

US Long Bond (CBT)
—

 
—

 
36

 
5,213,250

 
711

 
$
101,795,406

 
56

 
$
8,417,000


 
Long Contracts
 
Short Contracts
 
2010
 
2010
 
Number of Contracts
 
Aggregate Face Value
 
Number of Contracts
 
Aggregate Face Value
 
 
 
 
 
 
 
 
90-Day Eurodollar Future Exp Sept 2011
206

 
$
51,128,700

 
—

 
$
—

 
206

 
$
51,128,700

 
—

 
$
—



7. Securities on a Delayed Delivery
The Plan may purchase securities on a delayed delivery when issued, or forward commitment basis. Payment and delivery may take place one month or more after the date of the transaction. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. The underlying securities are valued at current market value with daily fluctuations in the market value included in net appreciation (depreciation) of investments. Losses may arise due to changes in the market value of the underlying securities or if the counterparty does not perform under the contract, or if the issuer does not issue the securities due to political, economic, or other factors.
8. Repurchase Agreements
The Plan may lend extra cash through the use of repurchase agreements whereby the Plan agrees to purchase and automatically agrees to sell certain securities at a mutually agreed-upon date and price. At the same time, the counterparty to this agreement agrees to pledge some of its securities. The repurchase agreements are fully collateralized by U.S. Treasuries and mortgage backed securities. The Plan values the underlying collateral securities daily on a mark-to-market basis to determine that the value, including accrued interest, is at least equal to the repurchase price. If the seller defaults as a result of its bankruptcy or otherwise, and the value of the collateral declines, realization of the collateral by the Plan may be delayed or limited. There were no repurchase agreements at December 31, 2011. At December 31, 2010, the Plan had $66,500,000 of repurchase agreements.


15
Table of Contents
Raytheon Savings and Investment Plan
Notes to Financial Statements
December 31, 2011 and 2010


9. Related Party Transactions
The Trustee of the Plan is FMTC. Certain Plan investments are shares of registered investment companies managed by affiliates of the Trustee and therefore, these transactions in addition to participant loans qualify as party-in-interest transactions. The Plan also pays fees to the Trustee. These transactions qualify as party-in-interest transactions as well. In addition, The Bank of New York Mellon, successor by operation of law to Mellon Trust of New England, N.A. (the “Custodian”) served as custodian for certain assets of the Plan during the year. Certain Plan investments are issued by the Custodian and therefore, these transactions qualify as party-in-interest transactions. In addition, the Plan pays certain fees to the Custodian.

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 $31,239,391 and sales amounted to $160,204,968 for the year ended December 31, 2011. Dividend income from shares of Raytheon Company common stock amounted to $46,969,240 for the year ended December 31, 2011.
10. Plan Termination
Although it has not expressed any intention to do so, the Company reserves the right under the Plan at any time to discontinue its contributions and to terminate the Plan subject to the provisions of ERISA. Upon termination of the Plan, all participants become fully vested in their accounts. In the event of Plan termination, after payment of all expenses and adjustment of accounts to reflect such expenses, fund losses or profits, and reallocations, each participant shall be entitled to receive all amounts then in his or her account.
11. Federal Income Tax Status
The Internal Revenue Service (the “IRS”) has determined and informed the Company by letter dated July 8, 2003, that the design of the Plan meets the requirements for qualification under Code section 401(a), on which the tax exemption of the Trust under Code section 501(a) is based. The Plan has been amended since receiving the determination letter. The Plan administrator and the Company's benefits counsel believe that the current design and operation of the Plan are consistent with preservation of the qualification of the Plan and exemption of the Trust in the context of applicable IRS procedures. The Company, on behalf of the Plan, applied for a new determination letter on January 31, 2011.

The Plan follows the provisions of uncertain tax positions that provide criteria for the recognition, measurement, presentations and disclosure of uncertain tax positions. The Plan may from time to time hold investments that give rise to certain tax liabilities. Based upon management's assessment, the Plan has not recognized any tax liabilities at December 31, 2011 and 2010, respectively. The Plan is subject to examinations by taxing jurisdictions. On March 28, 2011, the IRS began an examination of the Plan for the Plan year ended December 31, 2009.
12. Risks and Uncertainties
The Plan provides for various investment options. These investment options are exposed to various risks, such as interest rate, market and credit risks. Due to the level of risk associated with certain investment options of the Plan, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such change could materially affect participants' account balances and the Plan's financial statements.

Counterparty credit risk is the risk that a counterparty to a financial instrument will fail on a commitment that it has entered into with the Plan. The Plan minimizes concentrations of counterparty credit risk by undertaking transactions with multiple counterparties. The Plan's investment fiduciary has a credit policy in place and the exposure to counterparty credit risk, as well as the creditworthiness of these counterparties, is monitored on an ongoing basis.

16
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)






Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
Investment Contracts
 
 
 
 
 
 
 
AB InBev
 
3% MED 10/15/12
 
$
900,000

 
$
914,143

 
Abnanv
 
3% 01/14 SNR
 
1,680,000

 
1,668,063

 
ACE INA Holding
 
5.875% 6/15/14
 
400,000

 
441,311

 
Aegon Nv Glbl
 
4.75% 6/01/13
 
855,000

 
874,949

 
Aetna Inc
 
4.125% 6/01/21
 
250,000

 
260,836

 
Aetna Inc
 
6.5% 9/15/18
 
1,850,000

 
2,256,679

 
AIG Intl
 
4.875% 9/15/16
 
1,310,000

 
1,239,920

 
AIG Intl Mtn
 
8.25% 8/15/18
 
830,000

 
878,332

 
Air Prods & Chm
 
4.15% 2/1/13
 
150,000

 
155,708

 
Allegheny Enrgy
 
8.25% 4/12 144A
 
1,200,000

 
1,221,694

 
Allied Wrld As
 
7.5% 8/01/16
 
1,350,000

 
1,523,859

 
Allstate Lf Mtn
 
5.375% 4/30/13
 
275,000

 
290,411

 
Allya
 
10-4 A3 ABS 0.91% 11/17/14
 
920,000

 
919,520

 
Allya
 
2010-1 A3 1.45% 5/14
 
561,068

 
562,737

 
Allya
 
2010-5 A3 1.11% 1/15
 
530,000

 
530,781

 
Allya
 
2011-1 A3 1.45% 1/15
 
510,000

 
512,415

 
Allya
 
2011-2 A3 1.18% 4/15
 
440,000

 
440,800

 
Allya
 
2011-4 A2 0.65% 3/14
 
170,000

 
169,832

 
Allya
 
2011-5 A3 0.99% 11/15
 
1,000,000

 
998,184

 
Altria Group
 
4.125% 9/11/15
 
650,000

 
705,760

 
Altria Group Inc
 
8.5% 11/13
 
565,000

 
637,944

 
Altria Group Inc
 
9.25% 8/6/19
 
1,800,000

 
2,416,258

 
Altria Group Inc
 
9.7% 11/10/18
 
1,350,000

 
1,815,824

 
Amcar
 
2010-1 A3 1.66% 3/14
 
163,341

 
163,680

 
Amer Honda
 
2.5% 9/21/15 144A
 
640,000

 
651,320

 
Amer Honda Mtn
 
3.5% 3/16/15 144A
 
1,450,000

 
1,521,070

 
Amer Intl Group
 
3ML+10 3/20/12
 
2,000,000

 
1,982,467

 
Amer Intl Grp Glb
 
5.6% 10/18/16
 
700,000

 
674,825

 
American Ex Cc
 
2.75% 9/15/15
 
1,330,000

 
1,337,288

 
American Exp Mtn
 
5.875% 5/13
 
525,000

 
551,912

 
American Express Frn
 
6/12/2012
 
1,350,000

 
1,347,560

 
American Express Mtn
 
2.8% 9/19/16
 
139,000

 
139,711

 
American Honda
 
2.375% 3/13 144A
 
300,000

 
304,229

 
American Intl
 
4.25% 5/15/13
 
500,000

 
499,367

 
American Intl
 
5.85% 1/16/18
 
500,000

 
488,885

 
American Water
 
6.085% 10/17
 
150,000

 
174,530

 
Amex Credit Co Frn
 
2/24/2012
 
900,000

 
899,398


17
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Amex Mtn
 
8.125% 5/20/19
 
1,750,000

 
2,261,866

 
Amgen Inc
 
4.1% 6/15/21
 
2,255,000

 
2,312,200

 
Amxca
 
2009-2 A 1ML+125 3/17
 
8,475,000

 
8,717,200

 
Amxca
 
2005-4 A 1ML+7 1/15
 
535,000

 
535,019

 
Anadarko Pete
 
6.95% 6/15/19
 
995,000

 
1,187,495

 
Anglo Ameri
 
9.375% 4/8/14 144A
 
1,205,000

 
1,375,698

 
Anheuser Bush
 
2.5% 3/26/13
 
2,000,000

 
2,037,168

 
Anheuser-Busch Mtn
 
4.375% 2/21
 
2,525,000

 
2,813,203

 
Anz Natl Intl
 
6.2% 7/19/13 144A
 
2,500,000

 
2,652,972

 
Aon Corp
 
3.125% 5/27/16
 
1,800,000

 
1,820,809

 
Aquila Inc
 
11.875% 7/1/12
 
245,000

 
257,287

 
Arcelormittal
 
9.85% 6/1/19
 
1,100,000

 
1,223,110

 
Archer Dan Mid
 
4.479% 3/01/21
 
680,000

 
770,003

 
Aristotle Hldg
 
2.75% 11/14 144
 
1,885,000

 
1,908,115

 
Astrazeneca Plc
 
5.4% 9/15/12
 
75,000

 
77,593

 
Astrazeneca Plc Glb
 
5.4% 6/1/14
 
220,000

 
243,492

 
AT&T Broadband
 
8.375% 3/15/13
 
1,194,000

 
1,298,613

 
AT&T Inc
 
2.5% 8/15/15
 
1,320,000

 
1,367,057

 
AT&T Inc
 
2.95% 5/15/16
 
1,000,000

 
1,042,351

 
AT&T Inc
 
5.8% 2/15/19
 
300,000

 
353,903

 
AT&T Inc
 
3.875% 8/15/21
 
2,935,000

 
3,103,249

 
Atmos Energy
 
5.125% 1/15/13
 
145,000

 
150,365

 
Atmos Energy
 
6.35% 6/15/17
 
200,000

 
237,046

 
Axis Specialty
 
5.875% 6/1/20
 
2,150,000

 
2,209,688

 
BAAT
 
2010-2 A3 2.4% 7/14
 
823,180

 
825,641

 
BACCT
 
2007-A10 A10 1ML+7 12/16
 
2,000,000

 
1,994,900

 
BACCT
 
2007-A3 A3 1ML+2 11/16
 
1,300,000

 
1,295,868

 
BACCT
 
2007-A6 A6 1ML+6 9/16
 
3,710,000

 
3,700,745

 
BACCT
 
2006-A7 A7 1ML+4 12/16
 
1,885,000

 
1,879,468

 
BACM
 
2003-2 A3 4.873% 3/41
 
3,036,394

 
3,089,740

 
Bank Amer
 
4.5% 4/1/15
 
3,795,000

 
3,662,668

 
Bank Amer
 
4.9% 5/01/13
 
415,000

 
415,378

 
Bank Amer Fdg
 
3.7% 9/1/15
 
2,745,000

 
2,554,434

 
Bank America Med
 
3.625% 3/17/16
 
980,000

 
903,516

 
Bank Nova Scotia
 
2.05% 10/07/15
 
2,070,000

 
2,078,713

 
Bank Nova Scotia
 
2.25% 1/22/13
 
1,070,000

 
1,084,711

 
Bank Nova Scotia
 
3.4% 1/22/15
 
2,720,000

 
2,857,435

 
Bank Of Amer Crp
 
7.23% 8/15/12
 
125,000

 
125,241

 
Bank Of America
 
3.75% 7/12/16
 
1,395,000

 
1,291,918

 
Bank Of America
 
6% 9/01/17
 
850,000

 
830,330


18
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Bank Of NY
 
2.3% 7/28/16
 
1,110,000

 
1,113,684

 
Bank Of NY
 
4.3% 5/15/14
 
510,000

 
547,266

 
Bank Of NY
 
5.45% 5/15/19
 
480,000

 
547,025

 
Bank Of NY Mtn
 
2.4% 1/17/17
 
589,000

 
587,807

 
Bank Tokyo
 
2.6% 1/22/13 144A
 
870,000

 
880,540

 
Bankamer
 
4.875% 1/15/13
 
695,000

 
697,842

 
Bankamer
 
5.125% 11/15/14
 
250,000

 
248,920

 
Bankamer Glbl
 
4.875% 9/15/12
 
670,000

 
674,318

 
Barclays Bank
 
2.375% 1/13/14
 
1,500,000

 
1,468,307

 
Barclays Bank
 
5.45% 9/12/12
 
700,000

 
715,147

 
Barclays Bank Mtn
 
5.2% 7/10/14
 
2,660,000

 
2,742,303

 
Barclays Bk
 
6.05% 12/4/17 144A
 
250,000

 
226,119

 
Barclays Glb Mtn
 
5% 9/22/16
 
5,500,000

 
5,697,345

 
Barrick Gold
 
2.9% 5/30/16
 
2,000,000

 
2,053,110

 
Baxter Intl
 
4% 3/1/14
 
115,000

 
122,457

 
Baxter Intl
 
4.625% 3/15/15
 
100,000

 
110,600

 
BB&T Corporation
 
6.85% 4/19
 
50,000

 
60,994

 
BB&T Sr Mtn B
 
3.375% 9/25/13
 
400,000

 
413,808

 
Bear
 
7.25% 2/01/18
 
1,350,000

 
1,582,277

 
Bear Stearns
 
6.95% 8/10/12
 
320,000

 
331,865

 
Bear Stearns Co
 
5.3% 10/30/15
 
675,000

 
726,014

 
Becton Dickinson
 
1.75% 11/8/16
 
1,170,000

 
1,179,069

 
Bellsouth Corp
 
5.2% 9/15/14
 
150,000

 
165,845

 
Berkley Wr Corp
 
5.375% 9/15/20
 
1,300,000

 
1,311,302

 
Berkley Wr Corpmtn
 
7.375% 9/19
 
700,000

 
808,552

 
Berkshire Hathaway
 
2.2% 8/15/16
 
133,000

 
136,936

 
Berkshire Hathaway
 
4.6% 5/15/13
 
350,000

 
368,184

 
Berkshire Hathaway
 
5% 8/15/13
 
70,000

 
74,549

 
Bk Of Amer
 
5.625% 10/16 MTN
 
250,000

 
239,894

 
Blackrock Inc
 
3.5% 12/10/14
 
1,725,000

 
1,842,259

 
Blackrock Inc
 
4.25% 5/24/21
 
1,425,000

 
1,489,173

 
BMWLT
 
2010-1 A3 1.18% 4/13
 
880,000

 
879,844

 
BMWLT
 
2011-1 A3 1.06% 2/14
 
640,000

 
640,607

 
BMWOT
 
2011-A A3 0.76% 8/15
 
4,060,000

 
4,053,572

 
BNP Paribas
 
2.125% 12/21/12
 
380,000

 
370,203

 
BNP Paribas Mtn
 
3.25% 3/11/15
 
1,500,000

 
1,418,066

 
Boit
 
2003-A8 A8 1ML+25 5/16
 
400,000

 
400,978

 
Boit
 
2004-A3 A3 1ML+17 2/17
 
2,500,000

 
2,501,891

 
Boit
 
2003-A4 A4 1ML+25 1/16
 
1,000,000

 
1,002,356

 
BP Cap Markets
 
3.125% 10/1/15
 
1,500,000

 
1,571,414


19
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
BP Cap Markets
 
5.25% 11/07/13
 
200,000

 
214,543

 
BP Cap Markt Plc Mtn
 
4.5% 10/20
 
750,000

 
825,728

 
BP Cap Mkts
 
3.561% 11/01/2021
 
665,000

 
692,034

 
BP Capital Markets
 
2.248% 11/16
 
440,000

 
442,907

 
BPCE
 
2.375% 10/4/13 144A
 
2,695,000

 
2,610,245

 
Branch Bank Mtn
 
4.875% 1/15/13
 
150,000

 
152,856

 
British Telecom
 
5.15% 1/15/13
 
935,000

 
968,088

 
BSCMS
 
06-PW11 AAB CSTR 3/39
 
332,312

 
349,111

 
BSCMS
 
2004-PWR4 A3 CSTR 6/41
 
250,000

 
269,003

 
BSCMS
 
2007-PW17 A2 5.574% 6/50
 
107,461

 
108,398

 
BSCMS
 
2007-PW15 AAB 5.315% 2/44
 
1,100,000

 
1,154,742

 
BSCMS
 
2007-PW16 AAB CSTR 6/40
 
3,000,000

 
3,223,755

 
Bunge Ltd Glb
 
5.875% 5/15/13
 
125,000

 
130,116

 
Burlington North San
 
4.1% 6/21
 
2,000,000

 
2,157,338

 
Cameron Intl Crp
 
4.5% 6/01/21
 
1,490,000

 
1,598,882

 
Can Natural Res
 
3.45% 11/15/21
 
645,000

 
671,962

 
Canada Natural
 
1.45% 11/14/14
 
450,000

 
452,684

 
Capital One Fin
 
3.15% 7/15/16
 
640,000

 
642,874

 
Capital One Fin
 
6.25% 11/15/13
 
325,000

 
346,784

 
Capital One Fin
 
6.75% 9/15/17
 
100,000

 
112,079

 
Capital One Fin
 
7.375% 5/23/14
 
1,105,000

 
1,214,210

 
Capital One Finl
 
4.8% 2/21/12
 
930,000

 
933,245

 
Capital One USA Mtn
 
8.8% 7/19
 
2,050,000

 
2,344,521

 
Carolina P & L
 
5.125% 9/15/13
 
160,000

 
171,519

 
Caterp Fin Serv
 
5.5% 3/15/16
 
75,000

 
86,289

 
Caterpillar Inc
 
3.9% 5/27/21
 
1,485,000

 
1,629,673

 
Caterpilr Fi Inc Mtn
 
1.55% 12/13
 
650,000

 
658,919

 
Caterpilr Fin
 
2.75% 6/24/15
 
344,000

 
357,273

 
Caterpilr Fin Mtn
 
4.9% 8/15/13
 
370,000

 
394,317

 
CBS Corp
 
8.875% 5/15/19
 
900,000

 
1,155,624

 
CCCIT
 
2008-A5 A5 4.85% 4/15
 
1,030,000

 
1,084,470

 
CCCIT
 
2009-A5 A5 2.25% 12/14
 
500,000

 
507,388

 
CCCIT
 
2008-A6 A6 1ML+120 5/17
 
1,500,000

 
1,549,584

 
CCCIT
 
04-A8 A8 4.9% 12/16
 
5,700,000

 
6,341,442

 
CD
 
06-CD2 A4 CSTR 1/46
 
2,000,000

 
2,162,404

 
CD
 
2005-CD1 A4 CSTR 7/44
 
526,000

 
581,327

 
CDP Finl Inc
 
3% 11/25/14 144A
 
3,660,000

 
3,806,619

 
Centerpoint Ener
 
6.125% 11/1/17
 
50,000

 
57,333

 
Centerpoint LLC
 
5.75% 1/15/14
 
250,000

 
272,977

 
CFAST
 
2009-A A3 2.82% 1/16
 
185,083

 
186,243


20
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
CFAST
 
2010-A A3 0.91% 8/13
 
670,000

 
670,183

 
CHAIT
 
2007-A17 A 5.12% 10/14
 
1,310,000

 
1,355,977

 
CHAIT
 
2008-A4 A4 4.65% 3/15
 
1,430,000

 
1,497,605

 
CHAIT
 
2011-A2 A2 1ML+9 5/15
 
1,670,000

 
1,669,289

 
CHAIT
 
07-A13 A13 @ LIBUS1+4 7/14
 
700,000

 
699,762

 
CHAIT
 
2008-A6 A6 1ML+120 5/15
 
1,350,000

 
1,370,636

 
CHAIT
 
2005-A6 A6 1ML+7 7/14
 
425,000

 
424,926

 
CIBC
 
1.45% 9/13/13
 
575,000

 
575,063

 
Cigna
 
4% 2/15/22
 
1,670,000

 
1,653,846

 
Cigna Mtn
 
5.125% 6/15/20
 
1,350,000

 
1,455,119

 
Cisco Systems
 
5.5% 2/22/16
 
80,000

 
93,116

 
Citigroup
 
3.953% 6/15/16
 
1,635,000

 
1,629,693

 
Citigroup
 
4.75% 5/19/15
 
1,810,000

 
1,833,376

 
Citigroup
 
5% 9/15/14
 
2,078,000

 
2,056,870

 
Citigroup
 
5.125% 5/5/14
 
469,000

 
480,030

 
Citigroup
 
5.25% 2/27/12
 
800,000

 
803,665

 
Citigroup
 
5.5% 4/11/13
 
800,000

 
816,819

 
Citigroup
 
5.625% 8/27/12
 
200,000

 
203,026

 
Citigroup
 
6.375% 8/12/14
 
35,000

 
36,738

 
Citigroup Fdg FDIC
 
1.875% 11/15/12
 
1,600,000

 
1,623,088

 
Citigroup Frn
 
3ML+12.5 3/16/12
 
198,000

 
197,541

 
Citigroup Frn
 
3ML+28 11/05/14
 
1,000,000

 
911,800

 
Citigroup Frn
 
8/13/2013
 
1,300,000

 
1,275,983

 
Citigroup Inc
 
4.5% 1/14/22
 
755,000

 
726,039

 
Citigroup Inc
 
5.5% 8/27/12
 
1,575,000

 
1,600,358

 
Citigroup Inc
 
6.5% 08/13 SNR
 
9,865,000

 
10,270,372

 
Citigroup Inc Glb
 
4.7% 5/29/15
 
100,000

 
101,671

 
Citigroup Inc Mtn
 
8.5% 5/22/19
 
2,500,000

 
2,941,888

 
Cleveland Elec
 
7.88% 11/01/17
 
80,000

 
100,557

 
Cme Group Inc
 
5.75% 2/14
 
75,000

 
81,759

 
CNH
 
2009-C A3 1.85% 12/13
 
5,443

 
5,446

 
Coca-Coal Ent
 
1.125% 11/12/13
 
698,000

 
700,329

 
Coca-Cola Co
 
1.8% 9/01/16 WI
 
1,735,000

 
1,765,153

 
COELT
 
05-B A2 @LIBUS3+10 12/21
 
1,979,577

 
1,957,876

 
Colgate-Palm Mtn
 
1.375% 11/15
 
4,300,000

 
4,346,904

 
Comcast Corp
 
5.3% 1/15/14
 
100,000

 
107,766

 
Comcast Corp
 
5.9% 3/15/16
 
2,100,000

 
2,404,097

 
Comcast Corp Glb
 
5.875% 2/15/18
 
1,972,000

 
2,279,563

 
Comerica Inc
 
3% 9/16/15
 
74,000

 
75,606

 
Comet
 
2008-A3 A3 5.05% 2/16
 
1,900,000

 
2,000,433


21
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Comm
 
2004-LB2A A4 4.715% 3/39
 
1,579,319

 
1,660,522

 
Comm
 
2006-C7 A4 CSTR 6/46
 
2,755,000

 
3,042,203

 
Commonwealth Bank
 
2.125% 3/17/14 144
 
1,430,000

 
1,425,946

 
Commonwealth Bank
 
3ML+55 3/13 144A
 
2,000,000

 
1,995,046

 
Commonwealth Edi
 
3.4% 9/01/21
 
1,615,000

 
1,671,800

 
Conocophillips
 
4.75% 2/1/14
 
200,000

 
216,038

 
Coventry Hlth
 
5.45% 6/15/21
 
300,000

 
333,239

 
Credit Suisse Fb
 
4.875% 1/15/15
 
200,000

 
208,994

 
Credit Suisse Fb USA
 
5.125% 8/15
 
125,000

 
131,691

 
Credit Suisse Ny
 
5% 5/15/13
 
2,556,000

 
2,622,239

 
Cs Ny Br
 
6% 2/15/18
 
300,000

 
295,795

 
CSFB
 
2003-C4 A4 5.137% 8/36
 
410,000

 
426,838

 
CSFB
 
05-C6 A4 5.23% 12/40
 
3,000,000

 
3,296,790

 
CSFB
 
05-C5 AM CSTR 8/38
 
1,200,000

 
1,256,292

 
CSMC
 
2007-C3 A2 CSTR 6/39
 
206,317

 
207,435

 
CSMC
 
2007-C2 A2 CSTR 1/49
 
2,922,083

 
2,950,308

 
CSMC
 
2006-C1 A4 CSTR 2/39
 
1,600,000

 
1,770,702

 
Daimler Chrysler
 
6.5% 11/15/13
 
880,000

 
958,630

 
Daimler Fin
 
1.875% 9/15/14 144A
 
2,185,000

 
2,173,454

 
Daimlerchrys Glbl
 
7.3% 1/15/12
 
1,230,000

 
1,232,291

 
DBUBS
 
2011-LC3A A1 2.238% 8/44
 
154,213

 
156,481

 
DCENT
 
2008-A4 A4 5.65% 12/15
 
150,000

 
160,514

 
DCENT
 
2010-A1 A1 1ML+65 9/15
 
2,000,000

 
2,013,219

 
DCENT
 
2009-A2 A1 ML+130 2/15
 
4,300,000

 
4,332,740

 
DCP Midstream
 
9.75% 3/15/19 144
 
1,475,000

 
1,922,269

 
Dell Inc
 
5.65% 4/15/18
 
40,000

 
46,327

 
Deutsche Bk Ag
 
2.375% 1/11/13
 
1,290,000

 
1,280,490

 
Deutsche Tel Glb
 
5.25% 7/22/13
 
390,000

 
409,901

 
Deutsche Tel Mtn
 
4.875% 7/8/14
 
350,000

 
372,689

 
Diageo Cptl Glb
 
5.2% 1/30/13
 
1,289,000

 
1,349,954

 
Directv Hld Globl
 
4.75% 10/1/14
 
1,300,000

 
1,404,397

 
Directv Hldgs
 
3.5% 3/01/16
 
1,700,000

 
1,752,909

 
Directv Holdgs LLC
 
3.125% 2/16
 
1,400,000

 
1,418,463

 
Dominion Resour
 
2.25% 9/1/15
 
425,000

 
435,033

 
Dominion Resrce
 
6.25% 6/30/12
 
1,107,000

 
1,136,140

 
Dow Glbl
 
6% 10/01/12
 
210,000

 
218,096

 
Dr Pepper Snapp
 
2.9% 1/15/16
 
685,000

 
710,564

 
Duke Cap Corp
 
5.5% 3/01/14
 
380,000

 
405,806

 
Duke Cap Corp
 
6.25% 2/15/13
 
2,600,000

 
2,725,988

 
Duke Energy Car
 
1.75% 12/15/16
 
705,000

 
710,578


22
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Duke Energy Car
 
5.75% 11/15/13
 
395,000

 
429,610

 
Duke Energy Corp
 
2.15% 11/15/16
 
75,000

 
75,231

 
Dupont Ei Glbl
 
4.875% 4/30/14
 
95,000

 
103,780

 
Dupont Mtn
 
4.125% 3/06/13
 
100,000

 
103,831

 
Ecolab Inc
 
3% 12/08/16
 
825,000

 
853,583

 
Ecolab Inc
 
4.35% 12/8/21
 
770,000

 
821,942

 
EDS
 
6% 8/01/13
 
230,000

 
243,847

 
Encana Hldgs
 
5.8% 5/1/14
 
430,000

 
467,060

 
Eog Resources In
 
6.125% 10/1/13
 
75,000

 
81,424

 
Erac USA Fin Mtn
 
2.25% 1/14 144A
 
1,750,000

 
1,742,911

 
Erp Operat Lp
 
4.625% 12/15/21
 
82,000

 
83,587

 
European Invt Bk
 
1.75% 9/14/12
 
2,000,000

 
2,012,396

 
Export Dev Can Glb
 
3.5% 5/16/13
 
1,000,000

 
1,040,552

 
Export Dev Canada
 
1.5% 5/15/14
 
290,000

 
296,337

 
Fed Realty Tr
 
5.4% 12/01/13
 
220,000

 
231,926

 
Fed Realty Tr
 
6% 7/15/12
 
595,000

 
605,357

 
FFCB
 
1.875% 12/07/12
 
4,150,000

 
4,211,960

 
FHLB
 
1.875% 6/21/13
 
8,635,000

 
8,829,244

 
FHLG
 
10.00% 10/30 #G20027
 
800,527

 
942,269

 
FHLG
 
10YR 3.00% 8/21 #J16393
 
495,689

 
517,151

 
FHLG
 
10YR 3.00% 8/21 #J16442
 
541,007

 
564,432

 
FHLG
 
15YR 4.00% 6/18 #E96973
 
322,895

 
339,666

 
FHLG
 
15YR 4.50% 1/19 #G11565
 
200,379

 
213,155

 
FHLG
 
15YR 4.50% 4/19 #B13051
 
108,249

 
115,426

 
FHLG
 
15YR 4.50% 6/19 #B14961
 
267,521

 
285,737

 
FHLG
 
15YR 4.50% 8/18 #E98688
 
866,977

 
921,609

 
FHLG
 
15YR 4.50% 9/18 #E99205
 
582,259

 
618,986

 
FHLG
 
15YR 4.50% 10/18 #B12459
 
119,056

 
126,565

 
FHLG
 
15YR 4.50% 10/18 #E99833
 
840,281

 
893,846

 
FHLG
 
15YR 4.50% 11/18 #B10931
 
492,448

 
524,168

 
FHLG
 
15YR 5.0% 4/20 #G11682
 
1,703,692

 
1,830,076

 
FHLG
 
15YR 5.00% 1/20 #M30030
 
69,174

 
73,354

 
FHLG
 
15YR 5.00% 3/19 #G13052
 
1,100,978

 
1,180,897

 
FHLG
 
15YR 5.00% 5/18 #P10034
 
375,402

 
393,626

 
FHLG
 
15YR 5.00% 6/24 #G13598
 
1,138,298

 
1,222,599

 
FHLG
 
15YR 5.00% 10/18 #E99955
 
116,257

 
124,603

 
FHLG
 
15YR 5.00% 11/17 #M30281
 
175,268

 
185,860

 
FHLG
 
15YR 5.00% 12/17 #E01280
 
137,099

 
146,756

 
FHLG
 
15YR 5.00% 12/17 #E93561
 
203,605

 
217,946

 
FHLG
 
15YR 5.00% 12/18 #G13293
 
341,123

 
365,617


23
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FHLG
 
15YR 5.50% 1/18 #E01279
 
125,580

 
135,558

 
FHLG
 
15YR 5.50% 2/20 #G11728
 
4,289,261

 
4,635,418

 
FHLG
 
15YR 5.50% 3/17 #E01136
 
52,461

 
56,629

 
FHLG
 
15YR 5.50% 11/17 #E01251
 
176,282

 
190,288

 
FHLG
 
15YR 5.50% 11/18 #B10916
 
503,702

 
544,918

 
FHLG
 
15YR 5.50% 11/18 #E01497
 
327,293

 
354,580

 
FHLG
 
15YR 5.50% 12/17 #G11792
 
196,932

 
212,579

 
FHLG
 
15YR 5.50% 12/24 #G14015
 
9,880,817

 
10,693,668

 
FHLG
 
15YR 6.00% 1/18 #M50041
 
102,684

 
108,455

 
FHLG
 
15YR 6.00% 1/24 #G13647
 
1,613,532

 
1,741,669

 
FHLG
 
15YR 6.00% 1/24 #G13982
 
1,401,685

 
1,512,998

 
FHLG
 
15YR 6.00% 4/17 #E89007
 
256,970

 
276,295

 
FHLG
 
15YR 6.00% 4/20 #J02203
 
239,483

 
260,718

 
FHLG
 
15YR 6.00% 7/17 #E90474
 
250,425

 
270,169

 
FHLG
 
15YR 6.00% 10/16 #E01054
 
141,593

 
152,218

 
FHLG
 
15YR 6.00% 11/14 #M50039
 
28,389

 
28,696

 
FHLG
 
15YR 6.00% 11/23 #G13368
 
395,795

 
428,216

 
FHLG
 
15YR 6.50% 1/20 #J02204
 
122,135

 
134,701

 
FHLG
 
15YR 6.50% 4/16 #E83211
 
12,964

 
13,955

 
FHLG
 
15YR 6.50% 4/18 #G11452
 
206,441

 
223,527

 
FHLG
 
15YR 6.50% 6/17 #E90325
 
115,674

 
126,734

 
FHLG
 
15YR 6.50% 7/14 #P60031
 
447,102

 
464,267

 
FHLG
 
15YR 6.50% 7/21 #G12934
 
215,043

 
235,343

 
FHLG
 
15YR 6.50% 10/17 #E01254
 
33,231

 
36,369

 
FHLG
 
15YR 7.00% 3/16 #P60090
 
9,623

 
10,249

 
FHLG
 
15YR 7.00% 12/14 #P60089
 
11,672

 
12,267

 
FHLG
 
20YR 5.50% 9/27 #G30345
 
230,518

 
250,266

 
FHLG
 
20YR 6.00% 7/22 #C90562
 
250,699

 
279,065

 
FHLG
 
20YR 6.00% 2/22 #C90523
 
327,820

 
363,782

 
FHLG
 
20YR 6.00% 9/27 #G30357
 
752,400

 
829,462

 
FHLG
 
4.00% 1/41 #A96478
 
981,696

 
1,029,495

 
FHLG
 
4.00% 4/39 #A85531
 
444,163

 
465,789

 
FHLG
 
4.00% 12/40 #C03565
 
422,527

 
443,100

 
FHLG
 
4.50% 6/23 #A45156
 
1,556,197

 
1,652,333

 
FHLG
 
5.50% 1/24 #G13432
 
1,647,942

 
1,782,996

 
FHLG
 
5.50% 5/27 #O20133
 
158,866

 
172,227

 
FHLG
 
5.50% 7/39 #G05546
 
1,700,754

 
1,841,812

 
FHLG
 
5.50% 9/33 #A13845
 
189,234

 
205,639

 
FHLG
 
5.50% 12/37 #G03696
 
2,025,766

 
2,193,779

 
FHLG
 
5.50% 12/37 #G03865
 
1,021,774

 
1,106,518


24
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FHLG
 
6.00% 1/38 #G03781
 
2,724,153

 
2,986,463

 
FHLG
 
6.00% 8/26 #G00587
 
102,317

 
113,131

 
FHLG
 
6.00% 8/28 #C13910
 
118,706

 
131,983

 
FHLG
 
6.00% 9/37 #G03282
 
1,462,462

 
1,603,283

 
FHLG
 
6.00% 11/21 #D94929
 
205,144

 
227,268

 
FHLG
 
6.50% 4/34 #A21170
 
324,039

 
361,316

 
FHLG
 
6.50% 5/22 #D95395
 
124,570

 
139,669

 
FHLG
 
6.50% 5/24 #Z40034
 
7,838,966

 
8,727,125

 
FHLG
 
6.50% 5/33 #N50075
 
154,793

 
173,009

 
FHLG
 
6.50% 8/21 #C90473
 
844,157

 
940,709

 
FHLG
 
6.50% 8/22 #O20119
 
314,278

 
352,248

 
FHLG
 
6.50% 8/26 #C90985
 
117,672

 
131,218

 
FHLG
 
6.50% 9/23 #Z40030
 
6,905,110

 
7,683,506

 
FHLG
 
6.50% 9/37 #H09069
 
233,429

 
255,395

 
FHLG
 
6.50% 10/26 #C90995
 
467,164

 
520,942

 
FHLG
 
8.50% 7/28 #G00981
 
238,961

 
284,793

 
FHLM ARM
 
2.98% 8/41 #1B8533
 
358,107

 
373,730

 
FHLM ARM
 
2.99% 8/41 #1B8556
 
159,388

 
166,174

 
FHLM ARM
 
3.07% 9/41 #1B8608
 
215,996

 
225,722

 
FHLM ARM
 
3.21% 7/41 #1B8477
 
276,455

 
289,701

 
FHLMC
 
0.625% 12/29/14
 
7,422,000

 
7,416,575

 
FHLMC
 
0.375% 10/30/13
 
7,503,000

 
7,495,017

 
FHLMC
 
0.75% 11/25/14
 
9,441,000

 
9,458,098

 
FHLMC
 
0.75% 3/28/13
 
531,000

 
533,991

 
FHLMC
 
1% 7/30/14
 
16,965,000

 
17,150,546

 
FHLMC
 
1% 8/27/14
 
5,979,000

 
6,038,270

 
FHLMC
 
1.125% 7/27/12
 
1,410,000

 
1,417,183

 
FHLMC
 
1.375% 2/25/14
 
14,640,000

 
14,879,906

 
FHLMC
 
2.5% 1/07/14
 
1,845,000

 
1,921,200

 
FHLMC
 
2.875% 2/09/15
 
2,770,000

 
2,954,083

 
FHLMC
 
5% 7/15/14
 
6,900,000

 
7,664,796

 
FHR
 
2068 B 10% 11/22
 
38,440

 
44,373

 
FHR
 
1577 PK 6.5% 9/23
 
114,815

 
128,454

 
FHR
 
1584 L 6.5% 9/23
 
254,925

 
286,117

 
FHR
 
1617 PM 6.5% 11/23
 
198,256

 
219,686

 
FHR
 
1668 D 6.5% 2/14
 
62,493

 
64,858

 
FHR
 
1835 D 6% 4/26
 
163,872

 
181,448

 
FHR
 
1837 Z 6.5% 4/26
 
157,213

 
176,188

 
FHR
 
192 I 9% 2/22
 
231,888

 
271,641

 
FHR
 
2075 PH 6.5% 8/28
 
135,921

 
155,591


25
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FHR
 
2102 TC 6% 12/13
 
111,131

 
114,758

 
FHR
 
2208 PG 7% 1/30
 
234,873

 
269,626

 
FHR
 
2262 Z 7.5% 10/30
 
95,836

 
113,348

 
FHR
 
2344 ZJ 6.5% 8/31
 
20,586

 
23,362

 
FHR
 
2355 BP 6% 9/16
 
86,064

 
92,626

 
FHR
 
2356 GD 6% 9/16
 
63,096

 
67,671

 
FHR
 
2363 PF 6% 9/16
 
81,462

 
87,350

 
FHR
 
2399 OH 6.5% 1/32
 
165,973

 
187,646

 
FHR
 
2425 OB 6% 3/17
 
98,447

 
106,654

 
FHR
 
2475 FB 1ML+100 2/32
 
1,061,536

 
1,080,302

 
FHR
 
2481 FB 1ML+100 2/32
 
1,068,307

 
1,084,865

 
FHR
 
2513 TG 6% 2/32
 
505

 
505

 
FHR
 
2527 TB 6% 11/32
 
59,021

 
66,200

 
FHR
 
2533 PE 5.5% 12/21
 
33,086

 
33,178

 
FHR
 
2558 BD 5% 1/18
 
4,000,000

 
4,301,525

 
FHR
 
2590 BY 5% 3/18
 
4,000,000

 
4,335,358

 
FHR
 
2619 HR 3.5% 11/31
 
65,219

 
66,528

 
FHR
 
2628 QM 4.5% 11/31
 
6,484,339

 
6,715,283

 
FHR
 
2650 QN 4.5% 1/33
 
233,686

 
250,057

 
FHR
 
2672 NH 0% 9/18
 
750,000

 
783,771

 
FHR
 
2695 DE 4% 1/17
 
194,363

 
196,454

 
FHR
 
2708 DG 5.5% 7/32
 
36,966

 
38,089

 
FHR
 
2770 UD 4.5% 5/17
 
934,247

 
947,095

 
FHR
 
2780 JG 4.5% 4/19
 
66,190

 
68,674

 
FHR
 
2810 PD 6% 6/33
 
268,040

 
280,151

 
FHR
 
2836 PX 4% 5/18
 
1,000,000

 
1,030,013

 
FHR
 
2866 XE 4% 12/18
 
1,886,307

 
1,958,879

 
FHR
 
2872 JG 4.5% 10/19
 
1,100,000

 
1,196,713

 
FHR
 
2931 GA 5% 11/28
 
41,839

 
41,975

 
FHR
 
2941 AJ 4.5% 3/35
 
298,300

 
307,169

 
FHR
 
2971 KT 5.5% 5/33
 
1,600,000

 
1,726,209

 
FHR
 
3013 VJ 5% 1/14
 
327,792

 
340,032

 
FHR
 
3033 UD 5.5% 10/30
 
51,389

 
51,868

 
FHR
 
3047 OB 5.5% 12/33
 
101,830

 
106,639

 
FHR
 
3331 PB 6% 1/31
 
482,000

 
495,041

 
FHR
 
3397 FC 0.8613% 12/37
 
8,430,967

 
8,449,328

 
FHR
 
3540 CD 2% 6/14
 
931,065

 
934,643

 
FHR
 
3560 LA 2% 8/14
 
304,811

 
306,529

 
FHR
 
3564 JA 4% 1/18
 
667,925

 
697,958

 
FHR
 
3573 LC 1.85% 8/14
 
554,047

 
558,078


26
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FHR
 
3728 EA 3.5% 9/20
 
5,246,217

 
5,393,059

 
FHR
 
3943 EF 1ML+25 2/26
 
580,068

 
578,490

 
FHR
 
2474 NR 6.5% 7/32
 
123,661

 
139,749

 
FHR
 
2484 LZ 6.5% 7/32
 
241,952

 
274,451

 
FHR
 
2543 QT 5.5% 4/22
 
57,420

 
59,002

 
Fifth Third Ban
 
3.625% 1/25/16
 
1,150,000

 
1,167,000

 
Fiserv Inc Mtn
 
3.125% 10/01/15
 
1,700,000

 
1,741,789

 
FNBR
 
2007-B1 VA 5.5% 4/17
 
294,990

 
319,637

 
FNMA
 
0.625% 10/30/14
 
5,080,000

 
5,086,248

 
FNMA
 
0.75% 12/18/13
 
4,884,000

 
4,903,599

 
FNMA
 
0.75% 12/19/14
 
1,605,000

 
1,609,976

 
FNMA
 
0.875% 8/28/14
 
6,523,000

 
6,576,332

 
FNMA
 
1% 9/23/13
 
6,025,000

 
6,088,365

 
FNMA
 
1.375% 11/15/16
 
3,430,000

 
3,461,920

 
FNMA
 
10YR 3% 9/21 #AL0576
 
1,156,188

 
1,209,859

 
FNMA
 
10YR 3% 9/21 #AL0579
 
1,357,799

 
1,420,828

 
FNMA
 
10YR 3.00% #MA0833
 
994,889

 
1,041,072

 
FNMA
 
10YR 3.00% #MA0865
 
1,477,055

 
1,541,818

 
FNMA
 
10YR 3.00% #MA3892
 
1,051,727

 
1,100,548

 
FNMA
 
10YR 3.00% 7/21 #MA0803
 
652,458

 
682,745

 
FNMA
 
10YR 3.00% 10/21 #MA0909
 
809,739

 
845,243

 
FNMA
 
10YR 4.50% 11/14 #735023
 
88,769

 
90,447

 
FNMA
 
10YR 6.50% 12/37 #AD0070
 
866,114

 
951,812

 
FNMA
 
15YR 3.50% 4/19 #698023
 
141,551

 
148,808

 
FNMA
 
15YR 4.00% 3/19 #773886
 
317,092

 
334,516

 
FNMA
 
15YR 4.00% 6/18 #708802
 
183,479

 
193,523

 
FNMA
 
15YR 4.00% 6/19 #773153
 
248,289

 
262,520

 
FNMA
 
15YR 4.00% 7/18 #682424
 
89,154

 
94,035

 
FNMA
 
15YR 4.00% 7/18 #726128
 
109,823

 
115,835

 
FNMA
 
15YR 4.00% 7/19 #773445
 
569,633

 
602,241

 
FNMA
 
15YR 4.00% 7/19 #AE0968
 
2,327,868

 
2,455,301

 
FNMA
 
15YR 4.00% 8/18 #728852
 
26,219

 
27,654

 
FNMA
 
15YR 4.00% 9/18 #254919
 
234,851

 
247,707

 
FNMA
 
15YR 4.00% 9/18 #682450
 
46,622

 
49,175

 
FNMA
 
15YR 4.00% 12/18 #735522
 
808,918

 
853,200

 
FNMA
 
15YR 4.50% 1/19 #735057
 
116,767

 
124,550

 
FNMA
 
15YR 4.50% 1/21 #852735
 
6,099

 
6,520

 
FNMA
 
15YR 4.50% 2/20 #809744
 
16,862

 
17,994

 
FNMA
 
15YR 4.50% 3/19 #742078
 
318,155

 
339,407

 
FNMA
 
15YR 4.50% 3/19 #758528
 
268,705

 
286,614


27
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNMA
 
15YR 4.50% 3/19 #773086
 
436,366

 
465,449

 
FNMA
 
15YR 4.50% 3/21 #890081
 
1,376,470

 
1,468,210

 
FNMA
 
15YR 4.50% 4/19 #725352
 
766,516

 
817,603

 
FNMA
 
15YR 4.50% 4/19 #774267
 
111,692

 
119,219

 
FNMA
 
15YR 4.50% 4/19 #775768
 
194,870

 
207,949

 
FNMA
 
15YR 4.50% 5/18 #697602
 
210,697

 
224,740

 
FNMA
 
15YR 4.50% 5/18 #707297
 
576,422

 
614,840

 
FNMA
 
15YR 4.50% 5/18 #710701
 
185,571

 
197,939

 
FNMA
 
15YR 4.50% 5/19 #725445
 
98,877

 
105,485

 
FNMA
 
15YR 4.50% 5/19 #780233
 
782,741

 
834,909

 
FNMA
 
15YR 4.50% 6/18 #710238
 
145,382

 
155,072

 
FNMA
 
15YR 4.50% 6/18 #711665
 
460,348

 
491,030

 
FNMA
 
15YR 4.50% 6/18 #720668
 
108,607

 
115,846

 
FNMA
 
15YR 4.50% 6/18 #720710
 
123,980

 
132,243

 
FNMA
 
15YR 4.50% 6/18 #720711
 
167,601

 
178,771

 
FNMA
 
15YR 4.50% 6/19 #745278
 
388,453

 
414,343

 
FNMA
 
15YR 4.50% 7/18 #720393
 
222,040

 
236,839

 
FNMA
 
15YR 4.50% 7/18 #722347
 
84,768

 
90,418

 
FNMA
 
15YR 4.50% 7/18 #729585
 
208,908

 
222,832

 
FNMA
 
15YR 4.50% 7/19 #788390
 
23,377

 
24,967

 
FNMA
 
15YR 4.50% 7/20 #888653
 
183,802

 
196,191

 
FNMA
 
15YR 4.50% 7/21 #845515
 
20,566

 
21,985

 
FNMA
 
15YR 4.50% 7/21 #932885
 
1,183,449

 
1,263,619

 
FNMA
 
15YR 4.50% 8/18 #727466
 
177,256

 
189,070

 
FNMA
 
15YR 4.50% 8/18 #730721
 
196,653

 
209,760

 
FNMA
 
15YR 4.50% 8/18 #731222
 
42,863

 
45,719

 
FNMA
 
15YR 4.50% 8/18 #731638
 
124,469

 
132,764

 
FNMA
 
15YR 4.50% 8/18 #733772
 
415,615

 
443,315

 
FNMA
 
15YR 4.50% 9/18 #727384
 
113,532

 
121,099

 
FNMA
 
15YR 4.50% 10/18 #713830
 
60,432

 
64,459

 
FNMA
 
15YR 4.50% 10/18 #740508
 
50,830

 
54,218

 
FNMA
 
15YR 4.50% 10/18 #746279
 
27,952

 
29,815

 
FNMA
 
15YR 4.50% 10/18 #746347
 
52,958

 
56,488

 
FNMA
 
15YR 4.50% 10/18 #746360
 
58,411

 
62,304

 
FNMA
 
15YR 4.50% 10/18 #746556
 
90,456

 
96,485

 
FNMA
 
15YR 4.50% 10/19 #796680
 
641,142

 
684,175

 
FNMA
 
15YR 4.50% 10/20 #735926
 
35,570

 
37,979

 
FNMA
 
15YR 4.50% 10/20 #836381
 
82,401

 
88,086

 
FNMA
 
15YR 4.50% 11/18 #254952
 
2,561,279

 
2,731,985

 
FNMA
 
15YR 4.50% 11/18 #725857
 
152,499

 
162,663


28
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNMA
 
15YR 4.50% 11/18 #740568
 
662,366

 
706,513

 
FNMA
 
15YR 4.50% 11/19 #889395
 
12,647

 
13,492

 
FNMA
 
15YR 4.50% 11/20 #813915
 
33,668

 
35,991

 
FNMA
 
15YR 4.50% 12/18 #255031
 
2,589,435

 
2,762,018

 
FNMA
 
15YR 4.50% 12/18 #888889
 
1,183,458

 
1,262,335

 
FNMA
 
15YR 4.50% 12/19 #735290
 
142,613

 
152,231

 
FNMA
 
15YR 4.50% 12/20 #995320
 
3,543,531

 
3,781,365

 
FNMA
 
15YR 4.50% 12/20 #995465
 
573,554

 
612,408

 
FNMA
 
15YR 5.00% 1/18 #681270
 
384,845

 
413,800

 
FNMA
 
15YR 5.00% 3/18 #667792
 
164,708

 
177,100

 
FNMA
 
15YR 5.00% 4/19 #761326
 
245,684

 
264,595

 
FNMA
 
15YR 5.00% 5/18 #707298
 
1,126,143

 
1,186,682

 
FNMA
 
15YR 5.00% 6/18 #709848
 
215,048

 
231,227

 
FNMA
 
15YR 5.00% 6/18 #709877
 
151,803

 
163,225

 
FNMA
 
15YR 5.00% 11/18 #740462
 
107,005

 
115,055

 
FNMA
 
15YR 5.00% 11/18 #749596
 
324,416

 
348,975

 
FNMA
 
15YR 5.00% 12/18 #888681
 
982,551

 
1,056,475

 
FNMA
 
15YR 5.00% 12/19 #803919
 
389,696

 
420,476

 
FNMA
 
15YR 5.00% 12/20 #995324
 
2,152,280

 
2,322,281

 
FNMA
 
15YR 5.00% 12/21 #888436
 
1,306,469

 
1,409,663

 
FNMA
 
15YR 5.50% 1/18 #680143
 
29,295

 
31,817

 
FNMA
 
15YR 5.50% 2/17 #634197
 
411,656

 
441,220

 
FNMA
 
15YR 5.50% 2/18 #681383
 
283,462

 
307,866

 
FNMA
 
15YR 5.50% 3/17 #638411
 
32,773

 
35,178

 
FNMA
 
15YR 5.50% 3/20 #735521
 
83,275

 
90,444

 
FNMA
 
15YR 5.50% 4/18 #254686
 
349,284

 
379,355

 
FNMA
 
15YR 5.50% 4/19 #725528
 
215,045

 
233,559

 
FNMA
 
15YR 5.50% 5/21 #AL0230
 
1,711,485

 
1,858,833

 
FNMA
 
15YR 5.50% 9/17 #665775
 
60,378

 
64,991

 
FNMA
 
15YR 5.50% 9/19 #725793
 
43,228

 
46,950

 
FNMA
 
15YR 5.50% 9/19 #725796
 
55,209

 
60,031

 
FNMA
 
15YR 5.50% 9/23 #AL0229
 
1,574,830

 
1,714,350

 
FNMA
 
15YR 5.50% 10/16 #612660
 
113,258

 
123,009

 
FNMA
 
15YR 5.50% 10/19 #795064
 
55,696

 
60,560

 
FNMA
 
15YR 5.50% 11/17 #670452
 
223,770

 
243,035

 
FNMA
 
15YR 5.50% 12/16 #611007
 
31,023

 
33,694

 
FNMA
 
15YR 5.50% 3/24 #AE0467
 
432,342

 
470,645

 
FNMA
 
15YR 6.00% 1/13 #416704
 
98,756

 
106,525

 
FNMA
 
15YR 6.00% 1/24 #995425
 
997,079

 
1,079,260

 
FNMA
 
15YR 6.00% 2/23 #889634
 
1,788,334

 
1,936,849


29
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNMA
 
15YR 6.00% 3/18 #555390
 
70,281

 
75,810

 
FNMA
 
15YR 6.00% 3/24 #AE0745
 
732,952

 
793,822

 
FNMA
 
15YR 6.00% 5/17 #644987
 
91,228

 
98,405

 
FNMA
 
15YR 6.00% 6/16 #583745
 
22,084

 
23,821

 
FNMA
 
15YR 6.00% 11/13 #252165
 
91,032

 
98,193

 
FNMA
 
15YR 6.00% 11/13 #445344
 
149,498

 
161,259

 
FNMA
 
15YR 6.00% 11/13 #449782
 
129,427

 
139,609

 
FNMA
 
15YR 6.00% 11/17 #668811
 
30,295

 
32,679

 
FNMA
 
15YR 6.50% 1/14 #100283
 
49,400

 
51,120

 
FNMA
 
15YR 6.50% 1/23 #889111
 
686,674

 
758,713

 
FNMA
 
15YR 6.50% 3/17 #627139
 
35,911

 
38,973

 
FNMA
 
15YR 6.50% 5/13 #420033
 
24,734

 
25,451

 
FNMA
 
15YR 6.50% 6/14 #323794
 
50,444

 
52,414

 
FNMA
 
15YR 6.50% 6/15 #555720
 
16,808

 
17,396

 
FNMA
 
15YR 6.50% 8/14 #506702
 
362,320

 
378,702

 
FNMA
 
15YR 6.50% 12/14 #535063
 
135,883

 
142,360

 
FNMA
 
15YR 7.00% 3/17 #636917
 
51,003

 
55,974

 
FNMA
 
15YR 7.00% 5/17 #254353
 
27,207

 
29,830

 
FNMA
 
15YR 7.00% 5/17 #638774
 
109,462

 
120,396

 
FNMA
 
15YR 7.00% 7/17 #667070
 
159,383

 
175,578

 
FNMA
 
15YR 7.00% 9/19 #842257
 
355,140

 
409,930

 
FNMA
 
15YR 8.00% 9/15 #535460
 
47,596

 
51,120

 
FNMA
 
15YR 8.50% 11/12 #756138
 
2,078

 
2,109

 
FNMA
 
2.625% 11/20/14
 
2,895,000

 
3,063,165

 
FNMA
 
20YR 5.00% 1/25 #995884
 
5,456,323

 
5,913,358

 
FNMA
 
20YR 5.50% 1/24 #925847
 
1,135,371

 
1,242,659

 
FNMA
 
20YR 5.00% 8/26 #AD0787
 
16,801,385

 
18,208,709

 
FNMA
 
20YR 4.50% 5/26 #AH0473
 
419,186

 
447,853

 
FNMA
 
20YR 6.00% 9/21 #253999
 
99,874

 
110,509

 
FNMA
 
20YR 6.00% 11/22 #254544
 
132,153

 
147,445

 
FNMA
 
20YR 6.00% 12/18 #456110
 
354,280

 
389,847

 
FNMA
 
20YR 6.50% 3/19 #252348
 
109,551

 
119,912

 
FNMA
 
20YR 6.50% 7/18 #251825
 
146,675

 
159,610

 
FNMA
 
20YR 5.00% 5/23 #254762
 
6,672,196

 
7,235,246

 
FNMA
 
20YR 5.50% 4/29 #AD0912
 
1,029,341

 
1,122,106

 
FNMA
 
20YR 5.50% 7/27 #986156
 
1,039,155

 
1,134,753

 
FNMA
 
20YR 5.50% 9/23 #254916
 
6,555,728

 
7,158,828

 
FNMA
 
20YR 5.50% 1/23 #254589
 
499,037

 
545,882

 
FNMA
 
20YR 5.50% 6/23 #254764
 
504,778

 
552,162

 
FNMA
 
20YR 6.00% 4/24 #745407
 
274,439

 
306,318


30
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNMA
 
20YR 6.00% 10/27 #256928
 
823,978

 
910,817

 
FNMA
 
20YR 6.50% 5/22 #254305
 
133,038

 
148,925

 
FNMA
 
20YR 6.50% 11/18 #252104
 
167,904

 
183,263

 
FNMA
 
20YR 6.50% 12/21 #545419
 
5,702

 
6,363

 
FNMA
 
20YR 6.00% 4/27 #888281
 
6,273,660

 
6,934,845

 
FNMA
 
4.50% 6/37 #888485
 
882,062

 
938,344

 
FNMA
 
4.50% 7/39 #935300
 
8,295,479

 
8,911,636

 
FNMA
 
4.50% 8/20 #923799
 
397,219

 
415,363

 
FNMA
 
4.625% 10/15/13
 
4,740,000

 
5,098,254

 
FNMA
 
5.00% 8/25 #255810
 
2,554,101

 
2,763,250

 
FNMA
 
5.50% 2/37 #904918
 
765,513

 
827,090

 
FNMA
 
5.50% 6/33 #254767
 
3,728,031

 
4,061,109

 
FNMA
 
6.00% 2/28 #257076
 
553,202

 
611,504

 
FNMA
 
6.00% 3/33 #695584
 
31,108

 
34,680

 
FNMA
 
6.00% 4/25 #660719
 
204,009

 
222,339

 
FNMA
 
6.00% 7/27 #256803
 
1,059,519

 
1,171,182

 
FNMA
 
6.00% 9/19 #660716
 
200,207

 
213,237

 
FNMA
 
6.00% 9/33 #752786
 
40,219

 
45,083

 
FNMA
 
6.00% 9/37 #256890
 
591,473

 
646,093

 
FNMA
 
6.00% 12/32 #AL0045
 
776,180

 
862,468

 
FNMA
 
6.50% 2/20 #535834
 
197,505

 
216,949

 
FNMA
 
6.50% 5/36 #884018
 
414,182

 
462,412

 
FNMA
 
6.50% 9/28 #AD0329
 
515,830

 
577,750

 
FNMA
 
6.50% 10/21 #254044
 
15,199

 
16,969

 
FNMA
 
6.50% 11/22 #735137
 
399,198

 
439,376

 
FNMA
 
7.00% 4/37 #888366
 
442,512

 
495,268

 
FNMA
 
7.00% 11/32 #725502
 
74,727

 
84,358

 
FNMA
 
7.00% 12/36 #907742
 
89,358

 
98,113

 
FNMA
 
7.50% 11/37 #888892
 
775,012

 
906,644

 
FNMA
 
7.50% 11/38 #995504
 
566,542

 
662,905

 
FNMA
 
8.00% 6/27 #695533
 
19,456

 
23,034

 
FNMA
 
8.00% 11/37 #995783
 
182,212

 
204,986

 
FNMA ARM
 
2.69% 9/41 #AH5260
 
471,341

 
489,894

 
FNMA ARM
 
3.01% 8/41 #AI4358
 
172,073

 
179,624

 
FNMA ARM
 
3.37% 9/41 #AI8935
 
170,029

 
178,815

 
FNR
 
2003-32 UN 4% 1/33
 
6,897,170

 
7,176,734

 
FNR
 
2004-2 QL 4% 2/19
 
2,255,000

 
2,410,411

 
FNR
 
2004-23 VB 4.5% 5/27
 
10,738,048

 
11,203,676

 
FNR
 
2004-82 HJ 5.5% 9/32
 
2,360,388

 
2,509,024

 
FNR
 
2004-89 DF 1ML+25 4/23
 
1,654,312

 
1,653,952


31
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNR
 
2004-97 GJ 4.5% 10/30
 
842,164

 
850,012

 
FNR
 
2005-21 BK 4.75% 7/23
 
1,849,392

 
1,894,554

 
FNR
 
2006-109 HA 4.5% 5/24
 
2,540,795

 
2,589,786

 
FNR
 
2006-78 BC 6.5% 1/34
 
18,808

 
18,849

 
FNR
 
2007-114 A6 1ML+20 10/37
 
1,200,000

 
1,192,725

 
FNR
 
2008-29 CA 4.5% 9/35
 
8,128,269

 
8,596,949

 
FNR
 
2009-10 AB 3/24
 
313,019

 
337,290

 
FNR
 
2011-40 DK 4% 11/25/37
 
7,761,467

 
8,067,314

 
FNR
 
02-58 HC 5.5% 9/17
 
183,060

 
194,546

 
FNR
 
04-33 MW 4.5% 1/30
 
171,003

 
180,509

 
FNR
 
1992-205 Z 7% 11/22
 
240,069

 
267,493

 
FNR
 
1993-250 Z 7% 12/23
 
352,119

 
369,702

 
FNR
 
1994-40 Z 6.5% 3/24
 
523,891

 
582,792

 
FNR
 
1997-46 PL 6% 7/27
 
642,414

 
718,179

 
FNR
 
1998-46 E 6% 8/28
 
178,465

 
184,321

 
FNR
 
2001-44 PD 7% 9/31
 
37,413

 
42,907

 
FNR
 
2001-7 PF 7% 3/31
 
14,214

 
16,287

 
FNR
 
2001-71 MB 6% 12/16
 
190,200

 
205,431

 
FNR
 
2002-56 MC 5.5% 9/17
 
61,567

 
66,099

 
FNR
 
2003-35 MD 5% 11/16
 
19,837

 
19,786

 
FNR
 
2003-57 NK 5% 6/18
 
71,046

 
76,008

 
FNR
 
2003-68 QP 3% 7/22
 
39,352

 
39,886

 
FNR
 
2003-80 VC 5% 4/16
 
302,583

 
312,987

 
FNR
 
2004-70 JA 4.5% 10/19
 
89,577

 
91,626

 
FNR
 
2004-95 AN 5.5% 1/25
 
277,505

 
294,587

 
FNR
 
2005-110 GJ 5.5% 11/30
 
378,670

 
394,136

 
FNR
 
2006-113 NC 5.5% 3/33
 
1,000,000

 
1,058,314

 
FNR
 
2006-41 MC 5.5% 7/35
 
500,000

 
550,216

 
FNR
 
2006-46 PE 5.5% 11/32
 
1,500,000

 
1,546,248

 
FNR
 
2006-75 CM 6.5% 12/33
 
8,592

 
8,587

 
FNR
 
2006-90 BE 6% 4/35
 
1,000,000

 
1,114,037

 
FNR
 
2007-109 VA 5% 11/18
 
688,481

 
755,668

 
FNR
 
2007-68 PA 5.5% 6/36
 
82,894

 
84,733

 
FNR
 
2007-77 MH 6% 12/36
 
1,201,636

 
1,291,027

 
FNR
 
2007-79 PB 5% 4/29
 
147,380

 
147,733

 
FNR
 
2010-123 DL 3.5% 11/25
 
448,969

 
466,477

 
FNR
 
2010-135 DE 2.25% 4/24
 
624,648

 
632,816

 
FNR
 
2010-143 B 3.5% 12/25
 
698,340

 
729,151

 
FNR
 
2011-5 PA 4% 10/25
 
402,140

 
409,259

 
FNR
 
99-8 QD 6% 3/14
 
92,850

 
96,246


32
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
FNR
 
G93-3 K 7% 2/23
 
84,625

 
96,000

 
FNW
 
2003-W4 2A 6.5% 10/42
 
29,983

 
33,360

 
FNW
 
2004-W1 1A6 5.04% 11/43
 
953,902

 
1,005,697

 
Ford
 
2011-B ABS 1.05% 10/15/14
 
700,000

 
700,630

 
Fordo
 
2009-B A3 2.79% 8/13TALF
 
401,173

 
403,159

 
Fordo
 
2009-D A3 2.17% 10/13
 
146,805

 
147,555

 
Fordo
 
2009-E A3 1.51% 1/14
 
350,972

 
352,208

 
Fordo
 
2010-B A3 0.98% 10/14
 
557,769

 
558,719

 
Fordo
 
2011-A A3 1% 7/14
 
790,000

 
789,701

 
Fordo
 
2011-B A3 0.84% 6/15
 
2,060,000

 
2,058,842

 
Fpl Group
 
7.875% 12/15
 
80,000

 
95,457

 
Fpl Group Captl
 
5.35% 6/15/13
 
100,000

 
105,501

 
France Telecom
 
2.125% 9/16/15
 
214,000

 
212,052

 
FSPC
 
T-5 A5 CSTR 6/28
 
742,214

 
756,831

 
FSPC
 
T-54 2A 6% 2/43
 
140,770

 
156,699

 
FSPC
 
T-54 3A 7% 2/43
 
64,625

 
76,378

 
FSPC
 
T-9 A5 7.05% 3/29
 
344,577

 
382,447

 
GCCFC
 
03-C2 A4 4.915% 01/36
 
2,500,000

 
2,615,170

 
GCCFC
 
04-GG1 A7 CSTR 6/36
 
2,650,000

 
2,824,079

 
GCCFC
 
2005-GG3 A2 CSTR 8/42
 
991,418

 
990,789

 
GCCFC
 
2005-GG3 A3 4.569% 8/42
 
2,000,000

 
2,022,094

 
GCCFC
 
2005-GG3 A4 CSTR 8/42
 
2,995,000

 
3,216,762

 
GE Cap
 
3ML+0 9/20/13
 
5,500,000

 
5,333,740

 
GE Cap
 
5.25% 10/19/12
 
720,000

 
745,204

 
GE Cap
 
5.3% 2/11/21
 
1,640,000

 
1,752,447

 
GE Cap Corp
 
2.25% 11/9/15
 
5,340,000

 
5,364,858

 
GE Cap Fdic Gmtn
 
2% 9/28/12
 
900,000

 
912,271

 
GE Cap Mtn
 
2.8% 1/08/13
 
485,000

 
494,235

 
GE Cap Mtn
 
3.5% 6/29/15
 
1,183,000

 
1,240,632

 
GE Elec Cap Corp
 
2.1% 1/07/14
 
849,000

 
861,794

 
Gecap Corp
 
5.625% 5/01/18
 
1,000,000

 
1,119,701

 
Gecap Med
 
4.75% 9/15/14
 
520,000

 
560,812

 
Gecap Mtn
 
5.65% 6/09/14
 
650,000

 
704,480

 
GECMC
 
2002-1A A3 6.269% 12/35
 
1,264,232

 
1,269,266

 
GECMC
 
2002-3A A2 4.996% 12/37
 
1,751,917

 
1,786,983

 
GECMC
 
2006-C1 A4 CSTR 3/44
 
3,000,000

 
3,293,745

 
Gen Elec Cap Crp
 
5.5% 6/4/14
 
4,900,000

 
5,327,152

 
Gen Elec Cap Mtn
 
5.4% 9/20/13
 
1,808,000

 
1,928,766

 
General Elec
 
2.95% 5/09/16
 
902,000

 
927,880

 
General Elec Cap
 
4.625% 1/7/21
 
390,000

 
404,458


33
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
General Elec Cap
 
4.65% 10/17/21
 
1,290,000

 
1,345,802

 
General Elec Mtn
 
3.35% 10/17/16
 
859,000

 
894,760

 
General Elec Mtn
 
1.875% 9/13
 
1,302,000

 
1,318,213

 
General Electric Glb
 
5% 2/1/13
 
1,795,000

 
1,870,718

 
General Mills
 
6% 2/15/12 GLBL
 
211,000

 
212,224

 
General Mills In Glb
 
5.65% 9/12
 
53,000

 
54,627

 
Gilead Sciences
 
2.4% 12/01/14
 
1,040,000

 
1,058,877

 
Gilead Sciences
 
3.05% 12/01/16
 
1,000,000

 
1,023,717

 
GMAC
 
2002-C3 A2 4.93% 7/39
 
872,918

 
888,237

 
GMAC
 
2003-C1 A2 4.079% 5/36
 
2,750,000

 
2,809,414

 
GMAC
 
2003-C2 A2 CSTR 5/40
 
2,495,000

 
2,630,433

 
GMACC
 
2004-C2 A4 5.301% 8/38
 
420,000

 
447,191

 
GNII II
 
5.50% 7/38 #004187
 
563,227

 
613,351

 
GNII II
 
6.00% 11/38 #004285
 
482,244

 
528,209

 
GNII II
 
6.50% 9/29 #002808
 
487,935

 
553,868

 
GNMA
 
15YR 4.50% 12/18 #781681
 
719,533

 
775,432

 
GNMA
 
15YR 6.50% 5/17 #569432
 
176,835

 
190,615

 
GNMA
 
15YR 6.50% 6/20 #641437
 
128,722

 
141,607

 
GNMA
 
15YR 7.00% 2/15 #515099
 
26,094

 
27,661

 
GNMA
 
15YR 8.00% 1/16 #781570
 
14,902

 
15,970

 
GNMA
 
20YR 6.50% 4/23 #593677
 
24,853

 
28,411

 
GNMA
 
4.50% 3/41 #738108
 
4,906,382

 
5,381,203

 
GNMA
 
6.50% 1/23 #530795
 
293,618

 
335,653

 
GNMA
 
7.00% 2/28 #462548
 
5,362

 
6,137

 
GNMA
 
7.00% 5/32 #552576
 
28,844

 
33,088

 
GNMA
 
7.00% 7/28 #462643
 
167,232

 
191,732

 
GNMA
 
7.00% 8/28 #416611
 
33,139

 
37,953

 
GNMA
 
7.00% 8/28 #458917
 
8,202

 
9,389

 
GNMA
 
7.00% 10/28 #481353
 
125,252

 
143,684

 
GNMA
 
8.00% 11/29 #186997
 
8,823

 
10,380

 
GNR
 
2000-14 PD 7% 2/30
 
110,944

 
128,129

 
GNR
 
2000-27 Z 7.5% 9/30
 
38,374

 
44,142

 
GNR
 
2000-6 Z 7.5% 2/30
 
40,143

 
47,442

 
GNR
 
2000-9 ZJ 8.5% 2/30
 
175,570

 
210,917

 
GNR
 
2002-40 UK 6.5% 6/32
 
216,910

 
245,307

 
GNR
 
2002-54 GB 6.5% 8/32
 
107,702

 
121,949

 
GNR
 
2004-109 WE 5% 5/33
 
802,000

 
854,245

 
GNR
 
2009-127 PL 4.25% 10/38
 
2,387,728

 
2,552,632

 
GNR
 
2009-45 PB 4.5% 7/33
 
500,000

 
533,605

 
GNR
 
2009-93 PB 3% 12/38
 
800,688

 
824,849


34
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
GNR
 
2010-47 CN 4.5% 8/38
 
2,045,382

 
2,198,998

 
Gold West Finl
 
4.75% 10/01/12
 
550,000

 
564,837

 
Goldman Sac Grp
 
3.625% 2/07/16
 
2,500,000

 
2,416,010

 
Goldman Sach Glb
 
5.25% 10/15/13
 
2,427,000

 
2,476,686

 
Goldman Sachs
 
3.7% 8/1/15
 
1,926,000

 
1,887,222

 
Goldman Sachs
 
4.75% 7/15/13
 
559,000

 
566,460

 
Goldman Sachs
 
5.35% 1/15/16
 
1,320,000

 
1,353,437

 
Goldman Sachs
 
5.5% GLB 11/15/14
 
700,000

 
721,284

 
Goldman Sachs
 
5.625% 1/15/17
 
1,200,000

 
1,176,965

 
Goldman Sachs
 
5.75% 10/01/16
 
1,665,000

 
1,726,730

 
Goldman Sachs
 
7.5% 2/15/19
 
200,000

 
220,820

 
Goldman Sachs Glb
 
5.15% 1/15/14
 
400,000

 
407,653

 
GSINC
 
5.25% 7/27/21
 
2,420,000

 
2,359,933

 
GSMS
 
04-GG2 A6 CSTR 8/38
 
770,000

 
824,493

 
GSMS
 
2003-C1 A3 4.608% 1/40
 
1,640,000

 
1,678,424

 
GSMS
 
2006-GG6 A2 5.506% 4/38
 
430,062

 
432,905

 
GSMS
 
2006-GG8 A2 5.479% 11/39
 
267,630

 
268,342

 
GSMS
 
2011-GC5 A1 CSTR 8/44
 
386,749

 
385,262

 
Halliburton Co
 
3.25% 11/15/21
 
1,950,000

 
2,013,859

 
Harot
 
2009-3A3 2.31% 5/13
 
202,215

 
203,012

 
Harot
 
2010-1 A4 1.98% 5/23/16
 
260,000

 
263,234

 
Harot
 
2010-2 A3 1.34% 3/14
 
557,165

 
559,443

 
Harot
 
2010-3 A3 0.7% 4/14
 
1,350,000

 
1,349,787

 
Harot
 
2011-1 A4 1.8% 4/17
 
230,000

 
233,707

 
Harot
 
2011-2 A3 0.94% 3/15
 
570,000

 
570,785

 
Harot
 
2011-3 A3 0.88% 9/15
 
3,950,000

 
3,950,469

 
Hart
 
09-A A4 3.15% 3/16
 
80,000

 
82,262

 
Hart
 
2009-A A3 2.03% 8/13
 
143,836

 
144,403

 
Hart
 
2011-A A3 1.44% 4/15
 
300,000

 
300,961

 
Hart
 
2011-C A3 0.83% 12/15
 
3,320,000

 
3,310,926

 
Hcp Inc Mtn
 
2.7% 2/1/14
 
1,460,000

 
1,458,023

 
Hess Corp
 
8.125% 2/15/19
 
900,000

 
1,154,970

 
Hewlett Packard
 
2.625% 12/9/14
 
440,000

 
443,939

 
Hewlett Packard
 
4.75% 6/02/14
 
100,000

 
105,625

 
Hewlett Packard
 
6.125% 3/01/14
 
325,000

 
350,468

 
Hewlett-Packard Co
 
3% 9/16
 
2,730,000

 
2,749,855

 
Home Depot Inc
 
5.25% 12/16/13
 
350,000

 
380,124

 
Home Depot Inc
 
5.4% 3/01/16
 
350,000

 
404,315

 
Household
 
6.375% 11/27/12
 
1,985,000

 
2,041,724

 
Household
 
7% 5/15/12
 
500,000

 
509,323


35
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Household Glbl
 
4.75% 7/15/13
 
400,000

 
408,505

 
Hrpt Ppptys
 
6.65% 1/15/18
 
225,000

 
240,524

 
Hrpt Properties
 
5.75% 11/1/15
 
105,000

 
109,621

 
HSBC Bank
 
3.1% 5/24/16 144A
 
3,580,000

 
3,580,941

 
HSBC Finance Corp
 
5% 6/30/15
 
400,000

 
406,221

 
HSBC Finance Corp FRN
 
4/24/2012
 
1,900,000

 
1,877,761

 
HSBC Finance Corp FRN
 
1/15/2014
 
4,900,000

 
4,513,851

 
HSBC Finance Corp Glb
 
5.25% 1/15/14
 
350,000

 
357,439

 
HSBC Holdings Plc
 
4.875% 1/22
 
675,000

 
713,119

 
HSBC Holdings Plc
 
5.1% 4/05/21
 
360,000

 
382,392

 
Hyundai
 
2 11-C ABS 0.57% 7/15/1
 
530,000

 
529,218

 
Illtool
 
3.375% 9/15/21 144A
 
145,000

 
151,534

 
Ing Bank Mtn
 
2.65% 1/13 144A
 
1,290,000

 
1,286,189

 
Ing Bank Nv
 
2% 10/18/13 144A
 
1,970,000

 
1,924,387

 
Ing Bank Nv
 
4% 3/15/16 144A
 
2,135,000

 
2,063,322

 
Inter Amern Dev Mtn
 
1.75% 10/12
 
2,005,000

 
2,022,784

 
Intl Paper Co
 
4.75% 2/15/22
 
2,250,000

 
2,390,697

 
JDOT
 
2009-AA3 2.59% 10/13
 
19,516

 
19,539

 
JDOT
 
2009-BA-3 1.57% 10/3
 
245,569

 
245,905

 
John Deere Ca Co
 
5.25% 10/01/12
 
100,000

 
103,484

 
John Deere Cap
 
2.25% 6/07/16
 
2,850,000

 
2,928,449

 
John Deere Cap
 
3.9% 7/12/21
 
500,000

 
544,033

 
John Deere Cap Mtn
 
3.15% 10/21
 
850,000

 
865,921

 
John Deere Cap Mtn
 
4.5% 4/3/13
 
80,000

 
83,826

 
JPMC Co
 
4.25% 10/15/20
 
2,050,000

 
2,063,645

 
JPMC Co
 
4.625% 5/10/21
 
1,400,000

 
1,447,958

 
JPMC Co Mtn
 
3.7% 1/20/15
 
750,000

 
777,716

 
JPMC Co Mtn
 
4.65% 6/14
 
2,395,000

 
2,529,141

 
JPMCC
 
03-CB7 A4 CSTR 1/38
 
172,418

 
180,833

 
JPMCC
 
03-PM1A A4 CSTR 8/40
 
250,000

 
261,362

 
JPMCC
 
05-LDP5 A4 5.1792% 12/44
 
3,500,000

 
3,871,700

 
JPMCC
 
06-CB14 A4 CSTR 12/44
 
3,000,000

 
3,262,446

 
JPMCC
 
2003-C1 A2 4.985% 1/37
 
350,000

 
359,337

 
JPMCC
 
2003-CB6 A2 5.255% 7/37
 
1,500,000

 
1,569,432

 
JPMCC
 
2005-LDP4 ASB CSTR 10/42
 
1,992,328

 
2,076,486

 
JPMCC
 
2005-LDP5 A2 5.198% 12/44
 
400,000

 
402,525

 
JPMCC
 
2007-LD11 A2 CSTR 6/49
 
398,220

 
402,643

 
JPMCC
 
2007-LDPX A2S 5.305% 1/49
 
154,884

 
153,526

 
JPMorgan Chase
 
3.15% 7/05/16
 
575,000

 
577,811

 
JPMorgan Chase
 
4.95% 3/25/20
 
650,000

 
690,631


36
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
JPMorgan Chase Co
 
3.4% 6/24/15
 
862,000

 
878,839

 
JPMorgan FDIC
 
2.125% 12/12
 
1,450,000

 
1,477,193

 
Kellogg
 
5.125% 12/03/12
 
60,000

 
62,362

 
Kellogg Mtn
 
4.25% 3/06/13
 
200,000

 
207,690

 
Key Bank Oh Mtn
 
5.5% 9/17/12
 
250,000

 
256,721

 
Keycorp Mtn
 
5.1% 3/24/21
 
435,000

 
451,564

 
Keycorp Mtn
 
6.5% 5/14/13
 
245,000

 
259,236

 
KFW
 
2.375% 8/25/21
 
565,000

 
564,040

 
KFW Glb
 
4.75% 5/15/12
 
2,305,000

 
2,339,234

 
Kraft Foods Inc
 
2.625% 5/8/13
 
1,158,000

 
1,183,169

 
Kraft Foods Inc
 
5.375% 2/10/20
 
1,000,000

 
1,153,466

 
Kraft Foods Inc
 
6.75% 2/19/14
 
95,000

 
105,588

 
La Ca Usd Taxm
 
5.75% 7/01/34
 
1,300,000

 
1,435,122

 
LBUBS
 
03-C5 A4 4.685% 7/32
 
2,205,000

 
2,291,189

 
LBUBS
 
03-C8 A4 CSTR 11/33
 
1,800,000

 
1,892,162

 
LBUBS
 
04-C2A4 4.367% 3/36
 
213,000

 
222,538

 
LBUBS
 
2003-C3 A4 4.166% 5/32
 
140,000

 
143,968

 
LBUBS
 
2004-C8 4.799% 12/29
 
3,145,000

 
3,337,779

 
LBUBS
 
2005-C5 A4 4.954% 9/30
 
3,000,000

 
3,274,929

 
LBUBS
 
2005-C7 A4 5.197% 11/30
 
2,000,000

 
2,196,448

 
LBUBS
 
2007-C6 A2 5.845% 7/40
 
249,424

 
252,404

 
Liberty Mutual
 
5% 6/1/21 144A
 
390,000

 
382,022

 
Liberty Mutual
 
5.75% 3/15/14 144A
 
750,000

 
782,227

 
Liberty Prop Lp
 
5.65% 8/15/14
 
1,000,000

 
1,065,927

 
Lincoln National
 
6.25% 2/15/20
 
1,350,000

 
1,454,061

 
Lloyds Tsb
 
6.375% 1/21/21
 
1,800,000

 
1,803,229

 
Lloyds Tsb Global
 
4.875% 1/16
 
2,090,000

 
2,036,881

 
Lockheed Martin
 
2.125% 9/15/16
 
485,000

 
485,900

 
Lorillard Tobc Co
 
3.5% 8/04/16
 
355,000

 
359,152

 
Mack-Cali Realty
 
4.6% 6/15/13
 
1,000,000

 
1,021,866

 
Macquarie Group
 
7.3% 8/14 144A
 
1,205,000

 
1,254,675

 
Manuf & Traders
 
6.625% 12/4/17
 
130,000

 
149,789

 
Markel Corp
 
7.125% 9/30/19
 
1,300,000

 
1,509,011

 
Massmutual Glb
 
3.125% 4/16 144A
 
1,090,000

 
1,127,179

 
MBART
 
2011-1 A3 0.85% 3/15
 
2,575,000

 
2,577,006

 
Mcdonnell Dougl
 
9.75% 4/1/12
 
245,000

 
250,405

 
Mckesson Corp
 
4.75% 3/1/21
 
425,000

 
481,320

 
Merrill Lynch
 
5% 1/15/15
 
295,000

 
284,224

 
Merrill Lynch
 
5% 2/3/14
 
500,000

 
497,477

 
Merrill Lynch
 
5.45% 2/05/13
 
1,760,000

 
1,772,943


37
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Merrill Lynch
 
5.45% 7/15/14
 
960,000

 
952,020

 
Merrill Lynch
 
6.05% 8/15/12
 
140,000

 
142,025

 
Merrill Lynch
 
6.15% 4/25/13
 
605,000

 
610,729

 
Merrill Lynch
 
6.4% 8/28/17
 
267,000

 
258,597

 
Merrill Lynch
 
6.875% 4/25/18
 
6,300,000

 
6,209,853

 
Met Life Fndg
 
5.2% 9/18/13 144A
 
1,700,000

 
1,802,729

 
Met Life Glb Fn
 
7.717% 2/15/19
 
2,500,000

 
3,133,975

 
Met Life Glbl
 
2.5% 9/29/15 144A
 
1,500,000

 
1,508,886

 
Metlife Inc
 
6.75% 6/1/16
 
260,000

 
299,588

 
Metropolitan Mtn
 
2.5% 1/13 144A
 
3,550,000

 
3,593,153

 
Mexico Gov Glb
 
6.375% 1/16/13
 
100,000

 
104,500

 
Midamerican Enr
 
5.875% 10/1/12
 
860,000

 
890,302

 
Miller Brewing
 
5.5% 8/13 144A
 
610,000

 
650,341

 
MLCFC
 
2006-2 A4 CSTR 6/46
 
3,000,000

 
3,348,507

 
MLCFC
 
2007-7 ASB 5.745% 6/50
 
1,775,000

 
1,827,597

 
MLMT
 
05-CIP1 A4 5.047% 7/38
 
3,100,000

 
3,396,199

 
MLMT
 
05-LC1 AM CSTR 1/44
 
1,000,000

 
1,053,232

 
MLMT
 
2005-CKI1 A6 CSTR 11/37
 
2,490,000

 
2,757,284

 
Morgan Stanley
 
2.875% 1/25/14
 
870,000

 
833,360

 
Morgan Stanley
 
3.8% 4/29/16
 
1,000,000

 
921,493

 
Morgan Stanley
 
4.1% 1/26/15
 
1,761,000

 
1,671,786

 
Morgan Stanley
 
5.3% 3/01/13
 
1,050,000

 
1,062,947

 
Morgan Stanley
 
5.375% 10/15/15
 
300,000

 
293,188

 
Morgan Stanley
 
5.5% 7/28/21
 
965,000

 
891,950

 
Morgan Stanley
 
5.75% 1/25/21
 
3,070,000

 
2,862,729

 
Morgan Stanley
 
6% 5/13/14
 
6,060,000

 
6,119,940

 
Morgan Stanley Frn
 
5/14/2013
 
1,500,000

 
1,440,333

 
Morgan Stanley Glb
 
6% 4/28/15
 
2,100,000

 
2,103,967

 
Morgan Stly Mtn
 
5.625% 1/09/12
 
200,000

 
200,031

 
MSC
 
03-IQ4 A2 4.07% 5/40
 
149,564

 
153,057

 
MSC
 
03-T11 A4 5.15% 6/41
 
180,000

 
187,509

 
MSC
 
2005-HQ7 A4 CSTR 11/42
 
3,000,000

 
3,298,473

 
MSC
 
2006-HQ8 A4 CSTR 3/44
 
1,290,000

 
1,412,814

 
MSC
 
2006-HQ9 A2 5.618% 7/44
 
1,940,180

 
1,939,462

 
MSC
 
2006-IQ12 A4 12/43
 
1,520,000

 
1,698,982

 
MSC
 
2007-HQ11 A31 CSTR 2/44
 
2,250,000

 
2,344,271

 
MSC
 
2011-C3 A3 4.054% 7/49
 
107,000

 
114,026

 
MSTDW
 
6.6% 4/01/12
 
160,000

 
161,331

 
MSTDW Mtn
 
5.75% 8/31/12
 
100,000

 
101,286

 
Nalt
 
2 11-A ABS 1.04% 8/15/14
 
400,000

 
400,128


38
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Nalt
 
2010-B A3 1% 12/15/13
 
830,000

 
831,950

 
Nalt
 
2010-B A4 1.27% 10/16
 
200,000

 
200,916

 
Nalt
 
2011-B A3 0.92% 2/15
 
330,000

 
328,145

 
Napa Valley
 
6.507% 8/1/43
 
1,200,000

 
1,390,428

 
Narot
 
2011-A A3 1.18% 2/15
 
370,000

 
371,622

 
Narot
 
2011-B A3 0.87% 2/16
 
2,120,000

 
2,116,955

 
Nationwide Mtn
 
4.65% 2/15 144A
 
2,745,000

 
2,722,488

 
Natl Aust Bk
 
2.5% 1/08/13 144A
 
400,000

 
402,059

 
Natl Aust Bk
 
3.75% 3/02/15 144A
 
2,595,000

 
2,678,313

 
Natl Rural
 
4.75% 3/1/14
 
300,000

 
323,710

 
NBCUniversal Med
 
3.65% 4/30/15
 
2,870,000

 
3,029,670

 
NCUA Gtd Nts Ma
 
1.4% 6/12/15
 
620,000

 
628,054

 
News Amer Inc
 
6.9% 3/1/19
 
925,000

 
1,086,834

 
Noble Enrgy Inc
 
4.15% 12/15/21
 
580,000

 
599,767

 
Nordea Bk Ag
 
1.75% 10/4/13 144A
 
7,230,000

 
7,065,706

 
Nordstrom
 
4% 10/15/21
 
200,000

 
208,404

 
Norfolks South
 
3.25% 12/01/21
 
110,000

 
111,569

 
Novartis Cap Co
 
2.9% 4/24/15
 
3,170,000

 
3,355,442

 
NSLC
 
04-2A A4 @LIBUS3+14 8/19
 
2,544,721

 
2,521,979

 
NSLT
 
2005-3 A3 3ML+5 6/17
 
7,092

 
7,091

 
NY Life
 
5.375% 9/15/3 144A
 
250,000

 
266,722

 
NY Life Gbl
 
2.45% 7/14/16 144A
 
2,000,000

 
2,049,866

 
NY Life Gbl
 
4.65% 5/9/13 144A
 
1,800,000

 
1,887,356

 
Oncor Elec Dlv
 
6.375% 5/01/12
 
700,000

 
711,480

 
Oneok Partners Lp
 
3.25% 2/1/16
 
1,610,000

 
1,657,558

 
Ontario Mtn
 
2.95% 2/5/15
 
450,000

 
473,968

 
Ontario Prov
 
1.875% 9/15/15
 
2,600,000

 
2,649,330

 
Oracle Corp
 
5.25% 1/15/16
 
250,000

 
288,728

 
Pacific Gas & Elec
 
6.25% 12/13
 
460,000

 
502,838

 
PNC Bk Na
 
6.875% 4/01/18
 
250,000

 
283,458

 
PNC Fund Corp
 
4.375% 8/11/20
 
1,200,000

 
1,297,018

 
PNC Fund Corp Mtn
 
3% 5/19/14
 
940,000

 
977,402

 
PNC Fund Mtn
 
3.625% 2/8/15
 
728,000

 
764,817

 
PNC Funding Corp
 
5.25% 11/15/15
 
110,000

 
119,662

 
PNC Funding Corp
 
5.625% 2/1/17
 
110,000

 
119,803

 
PPG Industries
 
5.75% 3/15/13
 
260,000

 
274,069

 
Praxair Inc Mtn
 
4.375% 3/31/14
 
290,000

 
311,110

 
Pricoa Glb 1 Mtn
 
5.45% 6/14 144A
 
2,185,000

 
2,361,957

 
Pricoa Global
 
5.3% 9/27/13 144A
 
1,000,000

 
1,057,705

 
Principal Life
 
6.25% 2/15/12
 
100,000

 
100,634


39
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Principal Life Mtn
 
5.3% 12/14/12
 
150,000

 
156,125

 
Principal Life Mtn
 
5.3% 4/24/13
 
520,000

 
545,628

 
Procter & Gamble
 
1.8% 11/15/15
 
670,000

 
691,992

 
Progress Energy
 
6.05% 3/15/14
 
2,550,000

 
2,813,999

 
Prudential Fin
 
3.625% 9/17/12
 
1,015,000

 
1,030,763

 
Prudential Fin
 
3.875% 1/14/15
 
1,360,000

 
1,408,840

 
PSEG Pwr LLC
 
2.75% 9/15/16
 
315,000

 
316,612

 
Pt Holdings Co Inc
 
Pt Holdings Co Inc
 
525

 
—

 
Pub Svc El & Gas
 
6.33% 11/1/13
 
380,000

 
415,491

 
Pub Svc Oklahoma
 
5.15% 12/1/19
 
150,000

 
167,206

 
Public Svc Elec
 
2.7% 5/01/15
 
525,000

 
547,388

 
Rabobank Nl Utrec Mtn
 
1.85% 1/14
 
3,102,000

 
3,086,335

 
Rabobnk Nedrld Mtn
 
2.125% 10/15
 
3,930,000

 
3,851,698

 
RBS
 
4.875% 3/16/15
 
3,610,000

 
3,452,319

 
RBS Snr
 
3.4% 08/13 SNR
 
300,000

 
291,895

 
RCI Banque Sa
 
3.4% 4/14 144A
 
745,000

 
726,735

 
Rentenbank
 
1.875% 9/24/12
 
1,000,000

 
1,008,345

 
Rentenbank Glb
 
3.25% 3/15/13
 
2,000,000

 
2,055,654

 
Reynolds Amern
 
6.75% 6/15/17
 
1,000,000

 
1,136,890

 
Rio Tinto Fin
 
2.25% 9/20/16
 
870,000

 
886,292

 
Rio Tinto Fin USA Ltd
 
2.5% 5/16
 
2,115,000

 
2,157,930

 
Royal Bk Canada
 
1.45% 10/30/14
 
7,120,000

 
7,157,949

 
Royal Bk Canada
 
2.3% 7/20/16
 
100,000

 
101,676

 
Royal Bk Cda Gmtn
 
2.625% 12/15
 
1,000,000

 
1,028,093

 
Royal Bk Emtn
 
2.65% 4/23/12
 
3,400,000

 
3,416,962

 
Royal Bk Of Sctld
 
3ML+90 4/12
 
800,000

 
801,165

 
Royal Bk Sct
 
1.5% 3/30/12 144A
 
1,610,000

 
1,612,869

 
Sanofi
 
1.2% 9/30/14
 
890,000

 
897,029

 
SBM
 
2002-KEY2 A3 4.865% 3/36
 
1,100,000

 
1,110,104

 
Schlumberger
 
1.95% 9/16 144A
 
1,050,000

 
1,052,023

 
Sempra Energy
 
8.9% 11/15/13
 
400,000

 
451,076

 
Shell Intl Fin
 
3.1% 6/28/15
 
4,135,000

 
4,434,035

 
Shell Intl Fin
 
4% 3/21/14
 
465,000

 
499,854

 
Shell Intl Mtn
 
1.875% 3/25/13
 
1,300,000

 
1,324,323

 
Siemens Fin
 
5.75% 10/17/16 144
 
200,000

 
231,000

 
Simon Property
 
2.8% 1/30/17
 
416,000

 
425,016

 
Simon Property
 
5.625% 8/15/14
 
100,000

 
109,113

 
Simon Property
 
6.1% 5/01/16
 
50,000

 
56,843

 
Simon Property
 
6.75% 5/15/14
 
1,725,000

 
1,899,853

 
SLCLT
 
08-2 A2 @LIBUS3+45 6/17
 
889,835

 
888,529


40
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
SLM Corp
 
6.25% 1/25/16
 
980,000

 
950,600

 
SLMA
 
04-6 A5 0.4731% 4/20
 
153,283

 
151,768

 
SLMA
 
08-1 A2 @LIBUS3+35 10/16
 
481,952

 
480,044

 
SLMA
 
08-6 A2 @LIBUS3+55 10/17
 
985,049

 
983,084

 
SLMA
 
2005-7 A2 3ML+9 4/22
 
20,521

 
20,512

 
SLMA
 
2006-5 A3 @LIBUS3+3 10/19
 
216,541

 
216,306

 
SLMA
 
2006-8 A3 @LIBUS3+2 1/18
 
472,111

 
471,656

 
SLMA
 
2007-6 A1 3ML+17 4/15
 
135,986

 
135,962

 
SLMA
 
2007-6 A2 3ML+25 1/19
 
1,500,000

 
1,494,704

 
Smucker (J.M.)
 
3.5% 10/15/21
 
375,000

 
383,485

 
Southern Cal Ed
 
4.15% 9/15/14
 
135,000

 
146,073

 
Southern Co
 
2.375% 9/15/15
 
510,000

 
522,593

 
Southern Co
 
4.15% 5/14
 
105,000

 
112,179

 
Southwstrn Bell
 
7% 7/01/15
 
255,000

 
297,953

 
SSBK Stif Fund
 
SSBK Stif Fund
 
33,658,069

 
33,658,069

 
Stadshypotek
 
1.45% 9/30/13 144A
 
250,000

 
249,595

 
Stryker Corp
 
2% 9/30/16
 
1,085,000

 
1,110,566

 
Suncor Enrgy Inc
 
6.1% 6/1/18
 
1,000,000

 
1,183,444

 
Suntrust Bank
 
5.25% 11/5/12
 
325,000

 
333,094

 
Suntrust Bk
 
7.25% 3/15/18
 
100,000

 
113,978

 
Svenska Ha Ab P
 
3.125% 7/12/16
 
1,080,000

 
1,086,438

 
Svenska Mtn
 
2.875% 9/14/12 144A
 
3,000,000

 
3,028,452

 
Svenska Mtn
 
4.875% 6/10/14 144A
 
3,260,000

 
3,392,454

 
Taot
 
2010-A A3 1.27% 12/13
 
222,496

 
223,064

 
Taot
 
2010-B A3 1.04% 2/14
 
347,121

 
347,752

 
Taot
 
2011-B A3 0.68% 6/15/15
 
5,275,000

 
5,250,637

 
Telecom Italia
 
4.95% 9/30/14
 
1,903,000

 
1,766,593

 
Telecom Italia
 
5.25% 11/15/13
 
1,410,000

 
1,354,611

 
Telecom Italia Mtn
 
6.175% 6/14
 
800,000

 
769,578

 
Thomson Corp
 
5.95% 7/15/13
 
270,000

 
287,716

 
Time Warner Cab
 
5.85% 5/1/17W/I
 
300,000

 
341,728

 
Time Warner Cab
 
6.2% 7/01/13
 
2,000,000

 
2,146,378

 
Time Warner Cab
 
8.75% 2/14/19
 
1,600,000

 
2,042,520

 
Time Warner Ent
 
10.15% 5/01/12
 
291,000

 
299,429

 
Time Warner Inc
 
3.15% 7/15/15
 
1,448,000

 
1,506,345

 
Time Warner Inc
 
4.75% 3/29/21
 
490,000

 
531,193

 
Time Warner Inc
 
4% 1/15/22
 
715,000

 
737,198

 
Toronto Dom Bk
 
2.5% 7/14/16
 
3,055,000

 
3,116,406

 
Toronto Domini
 
2.375% 10/19/16
 
895,000

 
910,949

 
Total Cap
 
2.3% 3/15/16
 
100,000

 
102,653


41
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Total Cap
 
3% 6/24/15
 
6,755,000

 
7,140,548

 
Total Cap Cda
 
1.625% 1/28/14
 
450,000

 
457,620

 
Total Capital
 
4.125% 1/28/21
 
1,150,000

 
1,268,535

 
Transcanada Pip
 
4% 6/15/13
 
175,000

 
182,140

 
Transocean Inc
 
6.375% 12/15/21
 
1,355,000

 
1,439,674

 
Travelers Cos Inc
 
5.8% 5/15/18
 
55,000

 
64,632

 
Tyco Intl Grp
 
6% 11/15/13
 
600,000

 
650,092

 
UAL Pass Thru Etc
 
9.75% 1/17
 
533,605

 
587,606

 
UDR Inc Mtn
 
5.5% 4/1/14
 
460,000

 
485,826

 
Union Bk Na
 
2.125% 12/16/13
 
660,000

 
667,603

 
Union Pac Corp
 
5.65% 5/1/17
 
100,000

 
116,734

 
Union Pacific
 
4.875% 1/15/15
 
185,000

 
202,893

 
Unitedhealth Grp
 
1.875% 11/16
 
339,000

 
339,028

 
Unitedhealth Inc Mtn
 
4.7% 2/21
 
2,150,000

 
2,416,151

 
US Bancorp
 
3.15% 3/4/15
 
312,000

 
326,151

 
US Bancorp Mtn
 
4.2% 5/15/14
 
990,000

 
1,060,038

 
US Bank Na Frn
 
10/26/2012
 
1,300,000

 
1,302,348

 
US Cntrl Fed Cu
 
1.9% 10/19/12
 
5,000,000

 
5,069,915

 
US Trsy Strip
 
5/15/2018
 
15,505,000

 
14,283,470

 
USAA Capital
 
1.05% 9/14 144A
 
507,000

 
505,539

 
USAOT
 
2009-1 A4 4.77% 9/14
 
450,000

 
459,093

 
USAOT
 
2009-2 A3 1.54% 02/14
 
270,695

 
271,380

 
USAOT
 
2009-2 A4 0% 6/13
 
585,000

 
595,488

 
UST Futures
 
10YR FUT MAR12 TYH2
 
19

 
5,344

 
UST Futures
 
2YR FUT MAR12 TUH2
 
144

 
11,250

 
UST Futures
 
5YR FUT MAR12 FVH2
 
548

 
94,188

 
UST Futures
 
US LONG BOND(CBT) FUT MAR2 USH2
 
(36
)
 
(11,250
)
 
UST Futures
 
US ULTRA BOND(CBT) MAR12 WNH2
 
(20
)
 
(11,250
)
 
USTB
 
11.25% 2/15/15
 
3,000,000

 
4,004,064

 
USTB
 
3.75% 8/15/41
 
75,000

 
87,996

 
USTB
 
7.625% 2/15/25
 
2,745,000

 
4,436,178

 
USTB
 
8.875% 2/15/19
 
4,600,000

 
6,976,185

 
USTB
 
8.875% 8/15/17
 
1,095,000

 
1,567,647

 
USTCOUP
 
11/15/2012
 
5,245,000

 
5,240,537

 
USTCOUP
 
11/15/2013
 
200,000

 
198,942

 
USTCOUP
 
11/15/2014
 
550,000

 
543,792

 
USTCOUP
 
11/15/2017
 
150,000

 
140,065

 
USTCOUP
 
11/15/2020
 
1,200,000

 
1,016,579

 
USTCOUP
 
2/15/2012
 
5,000,000

 
4,999,885

 
USTCOUP
 
2/15/2014
 
14,800,000

 
14,712,029


42
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
USTCOUP
 
2/15/2017
 
14,200,000

 
13,504,398

 
USTCOUP
 
2/15/2022
 
8,811,000

 
7,117,790

 
USTCOUP
 
5/15/2014
 
9,550,000

 
9,481,737

 
USTCOUP
 
5/15/2015
 
16,378,000

 
16,082,819

 
USTCOUP
 
5/15/2016
 
5,105,000

 
4,937,066

 
USTCOUP
 
5/15/2019
 
7,190,000

 
6,425,861

 
USTCOUP
 
5/15/2020
 
4,000,000

 
3,480,540

 
USTCOUP
 
8/15/2012
 
3,600,000

 
3,597,836

 
USTCOUP
 
8/15/2013
 
3,520,000

 
3,505,561

 
USTCOUP
 
8/15/2014
 
300,000

 
297,296

 
USTCOUP
 
8/15/2016
 
27,900,000

 
26,828,583

 
USTCOUP
 
8/15/2020
 
4,140,000

 
3,540,222

 
USTN
 
0.25% 11/30/13
 
4,139,000

 
4,139,969

 
USTN
 
0.25% 9/15/14
 
2,401,000

 
2,395,559

 
USTN
 
0.375% 11/15/14
 
25,461,000

 
25,480,885

 
USTN
 
0.375% 6/30/13
 
1,676,000

 
1,680,190

 
USTN
 
0.5% 10/15/13
 
2,700,000

 
2,712,023

 
USTN
 
0.5% 5/31/13
 
40,805,000

 
40,981,930

 
USTN
 
0.5% 8/15/14
 
7,310,000

 
7,344,269

 
USTN
 
0.625% 7/15/14
 
22,331,000

 
22,505,450

 
USTN
 
0.75% 3/31/13
 
14,300,000

 
14,401,659

 
USTN
 
0.875% 11/30/16
 
47,497,000

 
47,649,133

 
USTN
 
0.875% 12/31/16
 
7,830,000

 
7,845,903

 
USTN
 
0.25% 12/15/14
 
32,455,000

 
32,353,578

 
USTN
 
1% 8/31/16
 
16,680,000

 
16,865,048

 
USTN
 
1% 9/30/16
 
48,279,000

 
48,791,964

 
USTN
 
1.25% 3/15/14
 
21,070,000

 
21,519,381

 
USTN
 
1.25% 4/15/14
 
18,625,000

 
19,032,422

 
USTN
 
1.25% 8/31/15
 
19,010,000

 
19,516,445

 
USTN
 
1.25% 9/30/15
 
25,350,000

 
26,015,438

 
USTN
 
1.5% 7/31/16
 
1,375,000

 
1,421,835

 
USTN
 
1.75% 1/31/14
 
4,000,000

 
4,122,500

 
USTN
 
1.75% 7/31/15
 
13,161,000

 
13,739,873

 
USTN
 
1.875% 6/30/15
 
38,831,000

 
40,699,742

 
USTN
 
1.875% 9/30/17
 
5,170,000

 
5,406,285

 
USTN
 
2% 11/15/21
 
3,385,000

 
3,422,025

 
USTN
 
2.125% 12/31/15
 
1,300,000

 
1,379,117

 
USTN
 
2.125% 5/31/15
 
2,662,000

 
2,810,907

 
USTN
 
2.375% 10/31/14
 
7,979,000

 
8,430,308

 
USTN
 
2.375% 3/31/16
 
11,000,000

 
11,781,176


43
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
USTN
 
2.375% 9/30/14
 
5,038,000

 
5,316,269

 
USTN
 
2.5% 3/31/13
 
31,900,000

 
32,810,905

 
USTN
 
2.5% 3/31/15
 
3,181,000

 
3,392,486

 
USTN
 
2.75% 2/15/19
 
1,540,000

 
1,686,660

 
USTN
 
3% 9/30/16
 
5,015,000

 
5,529,429

 
USTN
 
3.125% 10/31/16
 
27,550,000

 
30,554,658

 
USTN
 
3.25% 3/31/17
 
6,855,000

 
7,677,600

 
USTN
 
3.5% 2/15/18
 
2,635,000

 
3,004,722

 
USTN
 
4.125% 5/15/15
 
7,000,000

 
7,853,671

 
USTN
 
4.25% 11/15/17
 
2,350,000

 
2,775,938

 
USTN
 
4.25% 8/15/15
 
8,360,000

 
9,475,542

 
USTN
 
4.625% 11/15/16
 
8,705,000

 
10,282,781

 
USTN
 
4.75% 1/31/12
 
3,000,000

 
3,010,782

 
USTN
 
4.75% 8/15/17
 
1,920,000

 
2,312,400

 
USTN TII
 
2% 4/15/12
 
1,000,000

 
1,121,211

 
USTN TII
 
3% 7/15/12
 
100,100

 
128,852

 
Valet
 
2011-1 A3 1.22% 6/15
 
950,000

 
954,594

 
Vende
 
1994-1 2ZB 6.5% 2/24
 
584,879

 
655,732

 
Vende
 
1998-1 2E 7% 3/28
 
162,676

 
189,788

 
Verizon Com
 
2% 11/1/16
 
2,920,000

 
2,928,941

 
Verizon Com
 
3.5% 11/01/21
 
4,425,000

 
4,605,053

 
Verizon Com Inc
 
5.25% 4/15/13
 
2,000,000

 
2,110,678

 
Verizon New Eng
 
4.75% 10/1/13
 
100,000

 
105,046

 
VF Corp
 
3.5% 9/01/21
 
240,000

 
249,212

 
Viacom Inc New
 
2.5% 12/15/16
 
1,970,000

 
1,969,708

 
Viacom Inc New
 
3.875% 12/15/21
 
84,000

 
85,718

 
Vodafone Glbl
 
5% 12/16/13
 
1,465,000

 
1,572,176

 
Vodafone Grp Plc
 
4.15% 6/10/14
 
3,600,000

 
3,817,577

 
VWALT
 
2010-A A3 0.99% 11/13
 
1,340,000

 
1,341,926

 
VWALT
 
2010-A A4 1.18% 10/15
 
100,000

 
100,244

 
VWALT
 
2011-A A2 1% 2/14
 
320,000

 
320,003

 
VWIF
 
1.625% 8/12/13 144A
 
534,000

 
535,534

 
Wachovia Bank Na
 
5.6% 3/15/16
 
100,000

 
107,105

 
Wachovia Bank Na
 
BN 6% 11/15/17
 
300,000

 
331,349

 
Wachovia Corp
 
4.875% 2/15/14
 
235,000

 
245,146

 
Wachovia Corp Mtn
 
5.75% 2/1/18
 
2,000,000

 
2,271,456

 
Walmart
 
0.75% 10/25/13
 
5,000,000

 
5,024,000

 
Walmart
 
2.8% 4/15/16
 
2,920,000

 
3,121,535

 
Walmart
 
2.875% 4/01/15
 
4,367,000

 
4,629,365

 
Walmart Stores Mtn
 
3.2% 5/14
 
834,000

 
880,884


44
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Walt Disney Co
 
0.875% 12/01/14
 
145,000

 
145,700

 
WBCMT
 
03-C8 A4 4.964% 11/35
 
2,000,000

 
2,105,844

 
WBCMT
 
05-C21 A4 5.274% 10/44
 
2,430,000

 
2,663,501

 
WBCMT
 
06-C24 A3 CSTR 3/45
 
3,000,000

 
3,309,441

 
WBCMT
 
2002-C2 A4 4.98% 11/34
 
1,639,454

 
1,672,104

 
WBCMT
 
2003-C7 A2 CSTR 10/35
 
2,500,000

 
2,631,400

 
WBCMT
 
2003-C9 A4 5.012% 12/35
 
530,000

 
558,379

 
WBCMT
 
2004-C11 A5 5.215% 1/41
 
233,000

 
249,547

 
WBCMT
 
2007-C31A A2 5.421% 4/47
 
450,646

 
462,159

 
WBCMT
 
2007-C33 A3 CSTR 2/51
 
1,820,000

 
1,929,098

 
WBCMT
 
2007-C33 APB CSTR 2/51
 
1,341,000

 
1,424,004

 
Weatherford Int Mtn
 
5.125% 9/20
 
2,300,000

 
2,389,272

 
Wellpoint Inc
 
6% 2/15/14
 
245,000

 
267,083

 
Wells Fargo
 
3.676% 6/15/16
 
5,315,000

 
5,555,302

 
Wells Fargo
 
5.25% 10/23/12
 
2,370,000

 
2,453,211

 
Wells Fargo Bk Glb
 
4.75% 2/9/15
 
315,000

 
328,683

 
Wells Fargo Mtn
 
3.625% 4/15/15
 
1,016,000

 
1,063,759

 
Westfield
 
5.125% 11/15/14 144A
 
1,600,000

 
1,676,563

 
Westpac Bank Corp
 
2.1% 8/2/13
 
643,000

 
649,363

 
Westpac Banking
 
4.2% 2/27/15
 
4,660,000

 
4,857,523

 
Westpac Bk Corp
 
1.85% 12/09/13
 
1,530,000

 
1,531,640

 
WFRBS
 
2011-C5 A1 1.456% 11/44
 
147,556

 
147,105

 
Williams Partnr
 
5.25% 3/15/20
 
1,450,000

 
1,604,563

 
WOART
 
2010-A A3 1.34% 12/13
 
262,273

 
262,690

 
WOART
 
2011-A A3 1.49% 10/14
 
370,000

 
372,141

 
Woolworths Ltd Mtn
 
2.55% 9/15
 
1,290,000

 
1,318,130

 
Wrap Contracts
 
Wrap Contracts
 
—

 
3,375,340

 
Wyeth
 
5.5% 2/01/14
 
350,000

 
383,729

 
Xerox Corp
 
3ML+82 5/16/14
 
775,000

 
763,619

 
Xstrata Can Crp
 
2.85% 11/14 144
 
965,000

 
970,060

 
Xstrata Can Fin
 
3.6% 1/17 144A
 
2,000,000

 
2,016,942

 
Xylem Inc
 
4.875% 10/21 144A
 
1,000,000

 
1,072,280

Total Investment Contracts
 
 
 
 
 
2,058,759,571

 
 
 
 
 
 
 
 
Registered Investment Companies
 
 
 
 
 
 
 
Aberdeen Asia Pacific Income Fd
 
Equity Based Mutual Fund
 
3,565

 
26,133

 
Aberdeen Internatl Equity Fund Instl Cl
 
Equity Based Mutual Fund
 
6,094

 
78,551

 
Abn Amro River Road Dynamic Equity Cl N
 
Equity Based Mutual Fund
 
1,496

 
16,277

 
Abn Amro Talon Mid Cap Cl N
 
Equity Based Mutual Fund
 
1,966

 
58,163

 
Acadian Emerging Markets Port Instl
 
Equity Based Mutual Fund
 
204

 
3,241


45
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Advent Claymore Conv Secs & Income
 
Equity Based Mutual Fund
 
310

 
4,566

 
Advisorshares Tr Active Bear Etf
 
Equity Based Mutual Fund
 
473

 
11,834

 
Advisorshares Tr Cambria Global
 
Equity Based Mutual Fund
 
849

 
19,943

 
Advisorshares Tr Wcm Bny Mellon Focused
 
Equity Based Mutual Fund
 
70

 
1,981

 
Aim Diversified Dividend Investor Cl
 
Equity Based Mutual Fund
 
18,480

 
219,539

 
Akre Focus Fund Retail
 
Equity Based Mutual Fund
 
5,639

 
75,847

 
Alliancebernstein Income Fd Inc
 
Equity Based Mutual Fund
 
2,483

 
20,038

 
Allianz Global Invts Solution 2015 Cl D
 
Target Date Mutual Fund
 
587

 
10,458

 
Allianz Global Invts Solutions 2020 Cl D
 
Target Date Mutual Fund
 
875

 
15,256

 
Allianz Nacm Income & Growth Cl D
 
Equity Based Mutual Fund
 
395

 
4,538

 
Allianz Rcm Global Water Fund Cl D
 
Equity Based Mutual Fund
 
4,303

 
37,263

 
Alpha Hedged Strategies Fund
 
Equity Based Mutual Fund
 
3,883

 
40,694

 
Alpine Global Dynamic Divid Fd
 
Equity Based Mutual Fund
 
413

 
2,136

 
Alpine Total Dynamic Divid Fd Com Sh Ben
 
Equity Based Mutual Fund
 
1,012

 
4,435

 
Alps Etf Tr Alerian Mlp Etf
 
Equity Based Mutual Fund
 
7,018

 
116,637

 
Amana Mutual Fund Trust Growth
 
Equity Based Mutual Fund
 
2,008

 
48,669

 
Amana Mutual Fund Trust Income
 
Equity Based Mutual Fund
 
3,673

 
116,611

 
Amer Century Target Maturities Tr 2015
 
Target Date Mutual Fund
 
1,805

 
203,175

 
Amer Century Target Maturities Tr 2020
 
Target Date Mutual Fund
 
302

 
28,467

 
Amer Century Target Maturities Tr 2025
 
Target Date Mutual Fund
 
314

 
26,548

 
American Century Equity Growth
 
Equity Based Mutual Fund
 
5,095

 
109,230

 
American Century Equity Income
 
Equity Based Mutual Fund
 
21,425

 
155,763

 
American Century Fundamental Eq Inv
 
Equity Based Mutual Fund
 
1,148

 
14,920

 
American Century Global Gold
 
Equity Based Mutual Fund
 
690

 
13,607

 
American Century Heritage
 
Equity Based Mutual Fund
 
199

 
3,906

 
American Century Inflation Adj Treas
 
Fixed Income Based Mutual Fund
 
7,568

 
96,413

 
American Century Int L Opp. Fund Inv Cl
 
Equity Based Mutual Fund
 
3,182

 
18,551

 
American Century Internatl Value Inv
 
Equity Based Mutual Fund
 
2,328

 
15,411

 
American Century Livestrong 2025 Inv
 
Target Date Mutual Fund
 
2,550

 
29,580

 
American Century Livestrong 2035 Inv
 
Target Date Mutual Fund
 
602

 
7,142

 
American Century Mid Cap Value Inv Shs
 
Equity Based Mutual Fund
 
21,246

 
248,363

 
American Century Real Estate
 
Equity Based Mutual Fund
 
1,457

 
29,442

 
American Century Sml Cap Val-Instit Cl
 
Equity Based Mutual Fund
 
1,074,421

 
8,358,997

 
American Century Utilities
 
Equity Based Mutual Fund
 
163

 
2,574

 
Aqr Diversified Arbitrage Class I
 
Equity Based Mutual Fund
 
3,017

 
32,860

 
Arrow Managed Futures Trend Cl C
 
Equity Based Mutual Fund
 
1,135

 
10,862

 
Artisan Global Value Fd Invt Shares
 
Equity Based Mutual Fund
 
214

 
2,170

 
Artisan Internat'L
 
Equity Based Mutual Fund
 
610

 
12,098

 
Artisan Opportunistic Value
 
Equity Based Mutual Fund
 
9,816

 
98,062

 
Artisan Small Cap Growth
 
Equity Based Mutual Fund
 
11,774

 
207,217


46
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Ave Maria Growth
 
Equity Based Mutual Fund
 
594

 
12,269

 
Ave Maria Rising Dividend Fund
 
Equity Based Mutual Fund
 
446

 
5,655

 
B2B Internet Holdrs Exchanged
 
Equity Based Mutual Fund
 
8,700

 
8,265

 
B2B Internet Holdrs Tr
 
Equity Based Mutual Fund
 
2,000

 
1,900

 
Barclays Bk Plc Ipath Barclays Cap
 
Equity Based Mutual Fund
 
100

 
5,833

 
Barclays Bk Plc Ipath Dow Jones
 
Equity Based Mutual Fund
 
30

 
1,321

 
Barclays Bk Plc Ipath Dow Jones Aig
 
Equity Based Mutual Fund
 
200

 
9,006

 
Barclays Bk Plc Ipath Index Lkd Secs
 
Equity Based Mutual Fund
 
400

 
10,048

 
Baron Emerginig Markets Fund Retail
 
Equity Based Mutual Fund
 
104

 
859

 
Baron Growth
 
Equity Based Mutual Fund
 
4,168

 
212,587

 
Baron I Opportunity
 
Equity Based Mutual Fund
 
13,104

 
177,692

 
Baron Small Cap Fd
 
Equity Based Mutual Fund
 
9,613

 
220,428

 
Berkshire Focus Fund
 
Equity Based Mutual Fund
 
6,869

 
80,156

 
Berwyn Income Fund
 
Fixed Income Based Mutual Fund
 
15,066

 
193,898

 
Blackrock Build Amer Bd Tr Shs
 
Equity Based Mutual Fund
 
201

 
4,297

 
Blackrock Cap & Income Strategies
 
Equity Based Mutual Fund
 
309

 
3,797

 
Blackrock Corporate High Yield Fd Vi Inc
 
Equity Based Mutual Fund
 
23

 
257

 
Blackrock Global Floating Rate Income
 
Equity Based Mutual Fund
 
350

 
4,715

 
Blackrock Global Opportunities Equity
 
Equity Based Mutual Fund
 
200

 
2,642

 
Blackrock High Yield Bond Serv Shr
 
Fixed Income Based Mutual Fund
 
680

 
5,028

 
Blackrock Intl Growth & Income Tr
 
Equity Based Mutual Fund
 
105

 
750

 
Blackrock Pfd & Corporate Income
 
Equity Based Mutual Fund
 
1,006

 
9,350

 
Blackrock Pfd & Equity Advantage Tr
 
Equity Based Mutual Fund
 
604

 
7,337

 
Bldrs Index Fds Tr Emerging Mkts 50 Adr
 
Equity Based Mutual Fund
 
690

 
26,269

 
Brown Advisory Grwth Equity Fd Instl Cl
 
Equity Based Mutual Fund
 
2,049

 
26,107

 
Brown Capital Mgt Mid Cap Inv
 
Equity Based Mutual Fund
 
2,944

 
53,814

 
Buffalo Balanced Fund
 
Equity Based Mutual Fund
 
6,821

 
80,692

 
Buffalo Large Cap
 
Equity Based Mutual Fund
 
2,476

 
46,325

 
Buffalo Mid Cap Fund
 
Equity Based Mutual Fund
 
1,269

 
19,795

 
Buffalo Science & Technology Fd
 
Equity Based Mutual Fund
 
4,094

 
57,929

 
Calamos Conv Opportu Nities & Income Fd
 
Equity Based Mutual Fund
 
400

 
4,504

 
Cambiar Aggressive Value - Investor
 
Equity Based Mutual Fund
 
1,104

 
11,450

 
Cambiar Conquistador Investor Cl
 
Equity Based Mutual Fund
 
2,047

 
34,270

 
Central Fd Cda Cl A
 
Equity Based Mutual Fund
 
8,480

 
166,296

 
Chase Mid Cap Growth Class A
 
Equity Based Mutual Fund
 
2,516

 
86,135

 
China Fd Inc
 
Equity Based Mutual Fund
 
150

 
3,077

 
Claymore Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
1,688

 
4,170

 
Claymore Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
2,323

 
30,782

 
Claymore Exchange Traded Fd Tr 2
 
Equity Based Mutual Fund
 
39

 
731

 
Claymore Exchange Traded Fd Tr 2
 
Equity Based Mutual Fund
 
1,225

 
20,641


47
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Claymore Exchange Traded Fd Tr 2
 
Equity Based Mutual Fund
 
140

 
2,087

 
Claymore Exchange Traded Fd Tr 2
 
Equity Based Mutual Fund
 
71

 
1,859

 
Claymore Exchange Traded Fd Tr Bny
 
Equity Based Mutual Fund
 
51

 
1,785

 
Claymore Exchange Traded Fd Tr Zacks
 
Equity Based Mutual Fund
 
485

 
9,915

 
Cohen & Steers Realty Shares Inc
 
Equity Based Mutual Fund
 
911

 
55,386

 
Columbia Acorn Select Class C
 
Equity Based Mutual Fund
 
488

 
10,355

 
Columbia Acorn Select Class Z
 
Equity Based Mutual Fund
 
201,196

 
4,752,256

 
Columbia Etf Tr Core Bd Strategy Fd
 
Equity Based Mutual Fund
 
205

 
11,010

 
Conestoga Small Cap
 
Equity Based Mutual Fund
 
1,286

 
29,083

 
Credit Suisse Nassau Brh Etn Term Sheet
 
Equity Based Mutual Fund
 
10,000

 
65,100

 
Credit Suisse Nassau Brh Exchg Traded Nts
 
Equity Based Mutual Fund
 
100

 
3,195

 
Croft Value Fund
 
Equity Based Mutual Fund
 
1,960

 
42,314

 
Currencyshares Australian Dlr Tr
 
Equity Based Mutual Fund
 
598

 
61,349

 
Currencyshares Cdn Dlr Tr
 
Equity Based Mutual Fund
 
296

 
28,910

 
Currencyshares Swedish Krona Tr
 
Equity Based Mutual Fund
 
35

 
5,060

 
Delaware Extended Duration Bond C
 
Fixed Income Based Mutual Fund
 
359

 
2,329

 
Delaware Inflation Protected Fund Instl
 
Fixed Income Based Mutual Fund
 
925

 
9,942

 
Delaware Smid Cap Growth Class I
 
Equity Based Mutual Fund
 
7,168

 
180,925

 
Deutsche Bk Ag Lon Brh Gold Double Long
 
Equity Based Mutual Fund
 
305

 
14,521

 
Deutsche Bk Ag London Brh Db Agric
 
Equity Based Mutual Fund
 
500

 
9,355

 
Deutsche Bk Ag London Elements Lkd
 
Equity Based Mutual Fund
 
2,600

 
32,024

 
Deutsche Bk Ag London Lkd To Dow
 
Equity Based Mutual Fund
 
1,000

 
9,580

 
Direxion 10 Year Note Bull 2.5X Invst
 
Fixed Income Based Mutual Fund
 
1,198

 
40,049

 
Direxion China Bull 2X Fund Investor
 
Equity Based Mutual Fund
 
47

 
1,420

 
Direxion Latin America Bull 2X Inv
 
Equity Based Mutual Fund
 
133

 
5,303

 
Direxion Shs Etf Tr Daily 20+ Yr
 
Equity Based Mutual Fund
 
100

 
6,796

 
Direxion Shs Etf Tr Daily 30 Yr Treasury
 
Equity Based Mutual Fund
 
50

 
3,601

 
Direxion Shs Etf Tr Daily Emerging Mkt
 
Equity Based Mutual Fund
 
360

 
26,860

 
Direxion Shs Etf Tr Daily Energy Bear
 
Equity Based Mutual Fund
 
6,160

 
69,670

 
Direxion Shs Etf Tr Daily Finl Bear 3X
 
Equity Based Mutual Fund
 
10,865

 
405,753

 
Direxion Shs Etf Tr Daily Finl Bull 3X
 
Equity Based Mutual Fund
 
996

 
64,607

 
Direxion Shs Etf Tr Daily Nat Gas
 
Equity Based Mutual Fund
 
50

 
956

 
Direxion Shs Etf Tr Daily Russia Bear 3X
 
Equity Based Mutual Fund
 
3,540

 
136,078

 
Direxion Shs Etf Tr Daily Russia Bull
 
Equity Based Mutual Fund
 
98

 
3,046

 
Direxion Shs Etf Tr Daily Semiconductor
 
Equity Based Mutual Fund
 
4,450

 
115,522

 
Direxion Shs Etf Tr Daily Small Cap
 
Equity Based Mutual Fund
 
11,754

 
311,246

 
Direxion Shs Etf Tr Daily Technology
 
Equity Based Mutual Fund
 
100

 
1,630

 
Direxion Shs Etf Tr Developed Mkts Bear
 
Equity Based Mutual Fund
 
1,000

 
34,750

 
Direxion Shs Etf Tr Direxion Daily
 
Equity Based Mutual Fund
 
2,400

 
47,256

 
Direxion Shs Etf Tr Energy Bull 3X Shs
 
Equity Based Mutual Fund
 
1,000

 
46,850


48
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Direxion Shs Etf Tr Large Cap Bear 3X
 
Equity Based Mutual Fund
 
5,957

 
175,910

 
Direxion Shs Etf Tr Large Cap Bull 3X
 
Equity Based Mutual Fund
 
900

 
54,756

 
Direxion Shs Etf Tr Small Cap Bull 3X
 
Equity Based Mutual Fund
 
6,570

 
294,599

 
Direxion Shs Etf Tr Technology Bull 3X
 
Equity Based Mutual Fund
 
500

 
18,225

 
DNP Select Income Fd Inc
 
Equity Based Mutual Fund
 
1,800

 
19,656

 
Dodge & Cox Global Stock Fund
 
Equity Based Mutual Fund
 
9,677

 
74,316

 
Dodge & Cox Income
 
Fixed Income Based Mutual Fund
 
523

 
6,956

 
Dodge & Cox Internatl Stock Fund
 
Equity Based Mutual Fund
 
269,493

 
7,879,988

 
Doubleline Total Return Bond Fd Cl I
 
Fixed Income Based Mutual Fund
 
10,852

 
119,695

 
Doubleline Total Rt Bond Fd Cl N
 
Fixed Income Based Mutual Fund
 
7,095

 
78,183

 
Dreyfus Appreciation Fund
 
Equity Based Mutual Fund
 
10,808

 
438,050

 
Dreyfus Midcap Index Fund
 
Equity Based Mutual Fund
 
1,196

 
31,013

 
Driehaus Emerging Markets
 
Equity Based Mutual Fund
 
28,317

 
728,030

 
Duncan Hurst Can Slim Sel Growth
 
Equity Based Mutual Fund
 
1,561

 
17,347

 
Dynamic Us Growth Fund Class I
 
Equity Based Mutual Fund
 
2,752

 
52,533

 
Eaton Vance Ltd Duration Income Fd
 
Equity Based Mutual Fund
 
340

 
5,178

 
Eaton Vance Tax Managed Buy Write
 
Equity Based Mutual Fund
 
514

 
6,027

 
Eaton Vance Tax Managed Global
 
Equity Based Mutual Fund
 
400

 
3,300

 
Eaton Vance Tax Managed Global Buy
 
Equity Based Mutual Fund
 
412

 
4,234

 
Elements S&P Cti Etn
 
Equity Based Mutual Fund
 
408

 
2,946

 
ETFS Asian Gold Tr Etfs Physical Asian
 
Equity Based Mutual Fund
 
100

 
15,590

 
ETFS Gold Tr Shs
 
Equity Based Mutual Fund
 
878

 
136,029

 
ETFS Platinum Tr Sh Ben Int
 
Equity Based Mutual Fund
 
182

 
25,083

 
ETFS Silver Tr Silver Shs
 
Equity Based Mutual Fund
 
3,336

 
91,807

 
Factorshares S&P Gold Prem Com Units
 
Equity Based Mutual Fund
 
475

 
12,692

 
Fam Equity Income
 
Fixed Income Based Mutual Fund
 
537

 
10,414

 
FBR American Gas Index
 
Equity Based Mutual Fund
 
33,378

 
724,300

 
FBR Balanced Investor Class
 
Equity Based Mutual Fund
 
214

 
2,816

 
FBR Pegasus Fd
 
Equity Based Mutual Fund
 
3,775

 
41,982

 
FBR Small Cap Class A
 
Equity Based Mutual Fund
 
3,018

 
139,501

 
Federated Inst High Yield Bond Fd
 
Fixed Income Based Mutual Fund
 
131

 
1,257

 
Federated Strategic Income Class A
 
Fixed Income Based Mutual Fund
 
2,013

 
18,158

 
Federated Strategic Value Fund Class A
 
Equity Based Mutual Fund
 
3,563

 
17,246

 
*Fid Emerging Euro, Mid East, Africa Fnd
 
Equity Based Mutual Fund
 
5,195

 
40,677

 
*Fid Large Cap Core Enhanced Idx Inv Cl
 
Equity Based Mutual Fund
 
5,096

 
45,510

 
*Fid Large Cap Growth Enhanced Index
 
Equity Based Mutual Fund
 
2,293

 
22,771

 
*Fidelity Aggressive International
 
Equity Based Mutual Fund
 
2,206

 
24,531

 
*Fidelity Asset Manager
 
Equity Based Mutual Fund
 
2,770

 
41,598

 
*Fidelity Asset Manager Growth
 
Equity Based Mutual Fund
 
12,229

 
188,808

 
*Fidelity Asset Manager Income
 
Fixed Income Based Mutual Fund
 
1,950

 
24,819


49
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
*Fidelity Asset Manager:Aggressive
 
Equity Based Mutual Fund
 
3,408

 
42,224

 
*Fidelity Balanced
 
Equity Based Mutual Fund
 
12,906

 
234,755

 
*Fidelity Blue Chip Growth
 
Equity Based Mutual Fund
 
7,310

 
310,162

 
*Fidelity Canada
 
Equity Based Mutual Fund
 
2,362

 
118,413

 
*Fidelity Capital & Income
 
Fixed Income Based Mutual Fund
 
86,981

 
754,124

 
*Fidelity Cash Reserves
 
Money Market Fund
 
33,424,198

 
33,424,198

 
*Fidelity Conservativ Income Bond Fund
 
Fixed Income Based Mutual Fund
 
9,630

 
96,015

 
*Fidelity Contrafund
 
Equity Based Mutual Fund
 
15,700

 
1,059,126

 
*Fidelity Corporate Bond Fund
 
Fixed Income Based Mutual Fund
 
1,408

 
15,177

 
*Fidelity Diversified International
 
Equity Based Mutual Fund
 
5,771

 
147,277

 
*Fidelity Dividend Growth
 
Equity Based Mutual Fund
 
390

 
10,097

 
*Fidelity Emerging Markets
 
Equity Based Mutual Fund
 
4,119

 
84,515

 
*Fidelity Equity Income
 
Equity Based Mutual Fund
 
8,468

 
349,807

 
*Fidelity Floating Rate High Income
 
Fixed Income Based Mutual Fund
 
9,011

 
86,863

 
*Fidelity Focused High Income Fund
 
Equity Based Mutual Fund
 
8,201

 
73,401

 
*Fidelity Four-In-One Index
 
Equity Based Mutual Fund
 
199

 
5,177

 
*Fidelity Freedom 2005
 
Target Date Mutual Fund
 
41,083

 
432,190

 
*Fidelity Freedom 2015
 
Target Date Mutual Fund
 
122,214

 
1,335,798

 
*Fidelity Freedom 2020
 
Target Date Mutual Fund
 
83,559

 
1,096,297

 
*Fidelity Freedom 2025
 
Target Date Mutual Fund
 
82,543

 
892,293

 
*Fidelity Freedom 2030
 
Target Date Mutual Fund
 
22,302

 
286,362

 
*Fidelity Freedom 2035
 
Target Date Mutual Fund
 
17,811

 
187,902

 
*Fidelity Freedom 2040
 
Target Date Mutual Fund
 
22,883

 
168,419

 
*Fidelity Freedom 2045
 
Target Date Mutual Fund
 
1,146

 
9,956

 
*Fidelity Freedom 2050
 
Target Date Mutual Fund
 
13,239

 
113,064

 
*Fidelity Fund
 
Equity Based Mutual Fund
 
456

 
14,190

 
*Fidelity Ginnie Mae
 
Fixed Income Based Mutual Fund
 
108,826

 
1,288,500

 
*Fidelity Global Balanced
 
Equity Based Mutual Fund
 
2,505

 
53,657

 
*Fidelity Global High Income Fund
 
Equity Based Mutual Fund
 
8,573

 
79,296

 
*Fidelity Government Income
 
Fixed Income Based Mutual Fund
 
140

 
1,513

 
*Fidelity Government Money Market
 
Money Market Fund
 
14,041

 
14,041

 
*Fidelity Growth & Income Ii
 
Equity Based Mutual Fund
 
15,308

 
154,615

 
*Fidelity Growth Company
 
Equity Based Mutual Fund
 
128

 
10,343

 
*Fidelity High Income
 
Fixed Income Based Mutual Fund
 
27,147

 
234,553

 
*Fidelity Inflation Protected Bond
 
Fixed Income Based Mutual Fund
 
4,063

 
51,923

 
*Fidelity Institutional Money Market Fund - Money Market Portfolio
 
Money Market Fund
 
1,243,780,114

 
1,243,780,114

 
*Fidelity Institutional Money Market Portfolio
 
Money Market Fund
 
95,672,668

 
95,672,668

 
*Fidelity Inter Bond
 
Fixed Income Based Mutual Fund
 
8,141

 
88,571

 
*Fidelity Intern'Tl Small Cap
 
Equity Based Mutual Fund
 
1,715

 
30,050

 
*Fidelity Int'L Enhanced Index Fund
 
Equity Based Mutual Fund
 
1,605

 
10,032


50
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
*Fidelity Int'L Growth & Income
 
Equity Based Mutual Fund
 
86

 
2,370

 
*Fidelity Int'L Growth Fund
 
Equity Based Mutual Fund
 
1,907

 
14,897

 
*Fidelity Intl Small Cap Opp Fund
 
Equity Based Mutual Fund
 
268

 
2,475

 
*Fidelity Investment Grade
 
Fixed Income Based Mutual Fund
 
8,873

 
68,500

 
*Fidelity Japan Smaller Companies
 
Equity Based Mutual Fund
 
1,156

 
9,883

 
*Fidelity Large Cap Stock
 
Equity Based Mutual Fund
 
1,648

 
28,256

 
*Fidelity Latin America
 
Equity Based Mutual Fund
 
73

 
3,555

 
*Fidelity Low Priced Stock
 
Equity Based Mutual Fund
 
35,994

 
1,286,066

 
*Fidelity Mid Cap Enhanced Index Fund
 
Equity Based Mutual Fund
 
2,756

 
24,477

 
*Fidelity Mid Cap Stock
 
Equity Based Mutual Fund
 
3,739

 
99,671

 
*Fidelity Nasdaq Composite Index
 
Equity Based Mutual Fund
 
311

 
32,050

 
*Fidelity New Markets Income
 
Equity Based Mutual Fund
 
12,312

 
194,895

 
*Fidelity New Millennium
 
Equity Based Mutual Fund
 
1,333

 
38,561

 
*Fidelity Otc Port
 
Equity Based Mutual Fund
 
9,429

 
515,793

 
*Fidelity Overseas
 
Equity Based Mutual Fund
 
972

 
25,739

 
*Fidelity Pacific Basin
 
Equity Based Mutual Fund
 
613

 
13,142

 
*Fidelity Puritan
 
Equity Based Mutual Fund
 
5,142

 
90,970

 
*Fidelity Real Estate Income
 
Equity Based Mutual Fund
 
22,572

 
231,367

 
*Fidelity Real Estate Investment
 
Equity Based Mutual Fund
 
2,370

 
65,456

 
*Fidelity Select Automotive
 
Equity Based Mutual Fund
 
65

 
2,012

 
*Fidelity Select Banking Portfolio
 
Equity Based Mutual Fund
 
637

 
10,180

 
*Fidelity Select Biotechnology
 
Equity Based Mutual Fund
 
2,087

 
179,708

 
*Fidelity Select Bus Svc& Outsourcing
 
Equity Based Mutual Fund
 
312

 
6,637

 
*Fidelity Select Computers
 
Equity Based Mutual Fund
 
217

 
11,718

 
*Fidelity Select Defense & Aerospace
 
Equity Based Mutual Fund
 
223

 
17,402

 
*Fidelity Select Energy
 
Equity Based Mutual Fund
 
908

 
44,809

 
*Fidelity Select Energy Service
 
Equity Based Mutual Fund
 
2,638

 
171,542

 
*Fidelity Select Financial Svcs
 
Equity Based Mutual Fund
 
67

 
3,278

 
*Fidelity Select Food & Agriculture
 
Equity Based Mutual Fund
 
1,540

 
110,070

 
*Fidelity Select Gold
 
Equity Based Mutual Fund
 
2,364

 
99,821

 
*Fidelity Select Health Care
 
Equity Based Mutual Fund
 
698

 
85,378

 
*Fidelity Select Industrial Equipment
 
Equity Based Mutual Fund
 
146

 
4,517

 
*Fidelity Select Industrial Materials
 
Equity Based Mutual Fund
 
975

 
59,887

 
*Fidelity Select Leisure
 
Equity Based Mutual Fund
 
981

 
94,576

 
*Fidelity Select Medical Delivery
 
Equity Based Mutual Fund
 
3,324

 
182,004

 
*Fidelity Select Medical Equip&System
 
Equity Based Mutual Fund
 
1,080

 
27,219

 
*Fidelity Select Multimedia
 
Equity Based Mutual Fund
 
60

 
2,594

 
*Fidelity Select Natural Resources
 
Equity Based Mutual Fund
 
863

 
27,004

 
*Fidelity Select Pharmaceutical
 
Equity Based Mutual Fund
 
26,002

 
353,112

 
*Fidelity Select Retailing
 
Equity Based Mutual Fund
 
5,817

 
297,949


51
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
*Fidelity Select Software & Computer
 
Equity Based Mutual Fund
 
2,522

 
195,707

 
*Fidelity Select Technology
 
Equity Based Mutual Fund
 
3,145

 
271,917

 
*Fidelity Select Transport
 
Equity Based Mutual Fund
 
302

 
14,902

 
*Fidelity Select Utilities Growth
 
Equity Based Mutual Fund
 
1,401

 
74,987

 
*Fidelity Short Term Bond
 
Fixed Income Based Mutual Fund
 
24,237

 
205,772

 
*Fidelity Small Cap Enhanced Index Fund
 
Equity Based Mutual Fund
 
680

 
6,034

 
*Fidelity Small Cap Growth
 
Equity Based Mutual Fund
 
8,521

 
127,041

 
*Fidelity Small Cap Independence
 
Equity Based Mutual Fund
 
1,524

 
27,476

 
*Fidelity Small Cap Retirement
 
Equity Based Mutual Fund
 
47,014

 
941,688

 
*Fidelity Small Cap Value
 
Equity Based Mutual Fund
 
8,105

 
113,311

 
*Fidelity Southeast Asia
 
Equity Based Mutual Fund
 
379

 
9,533

 
*Fidelity Spartan Intermediate Treasury Bond Index Fund
 
Fixed Income Based Mutual Fund
 
11,356,153

 
131,504,255

 
*Fidelity Strategic Dividend & Income
 
Equity Based Mutual Fund
 
44,917

 
494,982

 
*Fidelity Strategic Income
 
Fixed Income Based Mutual Fund
 
48,875

 
528,337

 
*Fidelity Strategic Real Return
 
Fixed Income Based Mutual Fund
 
1,784

 
16,432

 
*Fidelity Structured Mid Cap Growth
 
Equity Based Mutual Fund
 
166

 
1,895

 
*Fidelity Technoquant Growth
 
Equity Based Mutual Fund
 
194

 
2,665

 
*Fidelity Total Bond
 
Fixed Income Based Mutual Fund
 
68,394

 
746,867

 
*Fidelity Trend
 
Equity Based Mutual Fund
 
2,397

 
160,277

 
*Fidelity Us Bond Index
 
Fixed Income Based Mutual Fund
 
5,165

 
60,849

 
*Fidelity US Government Reserves
 
Money Market Fund
 
79,601

 
79,601

 
*Fidelity Utilities
 
Equity Based Mutual Fund
 
824

 
14,281

 
*Fidelity Value Strategies
 
Equity Based Mutual Fund
 
819

 
20,530

 
*Fidelity Worldwide
 
Equity Based Mutual Fund
 
3,175

 
55,049

 
First Eagle Sogen Global Class A
 
Equity Based Mutual Fund
 
89

 
4,036

 
First Eagle Sogen Overseas Class A
 
Equity Based Mutual Fund
 
16,468

 
335,287

 
First Eagle Sogen Overseas Class C
 
Equity Based Mutual Fund
 
3,389

 
67,473

 
First Eagle Sogen Overseas Class I
 
Equity Based Mutual Fund
 
788,450

 
16,281,496

 
First Eagle Us Value Class A
 
Equity Based Mutual Fund
 
570

 
9,494

 
First Tr / Aberdeen Global Opportunity
 
Equity Based Mutual Fund
 
1,000

 
15,760

 
First Tr Active Divid Income Fd
 
Equity Based Mutual Fund
 
600

 
5,028

 
First Tr Exchange Traded Fd Ii
 
Equity Based Mutual Fund
 
300

 
5,952

 
First Tr Exchange Traded Fd Ii
 
Equity Based Mutual Fund
 
503

 
11,886

 
First Tr Exchange Traded Fd Ii Energy
 
Equity Based Mutual Fund
 
3,300

 
63,723

 
First Tr Exchange Traded Fd Ii Ise
 
Equity Based Mutual Fund
 
8,350

 
143,620

 
First Tr Ftse Epra Nareit Developed
 
Equity Based Mutual Fund
 
142

 
4,542

 
First Tr Ise Revere Nat Gas
 
Equity Based Mutual Fund
 
3,047

 
55,426

 
First Tr Morningstar Divid Leaders Index
 
Equity Based Mutual Fund
 
487

 
8,558

 
First Tr Nasdaq 100 Technology Index Fd
 
Equity Based Mutual Fund
 
430

 
10,372

 
First Tr Value Line Divid Index Fd Shs
 
Equity Based Mutual Fund
 
250

 
4,003


52
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Firsthand E-Commerce
 
Equity Based Mutual Fund
 
10,675

 
57,643

 
FMI Common Stock
 
Equity Based Mutual Fund
 
433

 
10,424

 
FMI Large Cap Fund
 
Equity Based Mutual Fund
 
11,430

 
174,310

 
Focusshares Tr Morningstar Large
 
Equity Based Mutual Fund
 
252

 
6,090

 
Focusshares Tr Morningstar Techno
 
Equity Based Mutual Fund
 
3,238

 
77,680

 
Focusshares Tr Morningstr Finl Svcs
 
Equity Based Mutual Fund
 
15

 
307

 
Formula Investing Us Value Select Cl A
 
Equity Based Mutual Fund
 
1,431

 
15,940

 
Forward Commodity Lg /Shrt Strategy Invst
 
Equity Based Mutual Fund
 
946

 
25,562

 
FPA Crescent Instl
 
Equity Based Mutual Fund
 
2,228

 
59,676

 
Franklin Income Class A
 
Fixed Income Based Mutual Fund
 
24,967

 
52,432

 
Gabelli Asset Shares
 
Equity Based Mutual Fund
 
1,823

 
86,774

 
Gabelli Equity Income Fund
 
Fixed Income Based Mutual Fund
 
21,703

 
444,033

 
Gabelli Equity Tr Inc
 
Equity Based Mutual Fund
 
2,286

 
11,409

 
Gabelli Small Cap Growth
 
Equity Based Mutual Fund
 
1,604

 
50,499

 
Gabelli Sri Fund Aaa
 
Equity Based Mutual Fund
 
1,985

 
18,878

 
Gabelli Util Tr
 
Equity Based Mutual Fund
 
2,000

 
15,600

 
Gabelli Utilities
 
Equity Based Mutual Fund
 
44,542

 
268,587

 
Gamco Global Gold Nat Res & Income
 
Equity Based Mutual Fund
 
3,197

 
45,113

 
Gamco Gold Fund
 
Equity Based Mutual Fund
 
336

 
7,906

 
Gamco International Growth Fund
 
Equity Based Mutual Fund
 
4,436

 
88,947

 
Gamco Westwood Mighty Mites Fd Aaa
 
Equity Based Mutual Fund
 
1,324

 
21,143

 
Geneva Advisors All Cap Growth Class R
 
Equity Based Mutual Fund
 
168

 
3,383

 
Glenmede Small Cap Equity - Advisor Cl
 
Equity Based Mutual Fund
 
2,277

 
37,065

 
Global X Fds Global X Aluminum Etf
 
Equity Based Mutual Fund
 
2,000

 
18,060

 
Global X Fds Global X Copper Mines Etf
 
Equity Based Mutual Fund
 
1,700

 
21,828

 
Global X Fds Global X Farming Etf
 
Equity Based Mutual Fund
 
1,000

 
13,040

 
Global X Fds Global X Ftse Norway 30 Et
 
Equity Based Mutual Fund
 
1,692

 
21,218

 
Global X Fds Global X Silver Miners Etf
 
Equity Based Mutual Fund
 
3,000

 
63,345

 
Global X Fds Global X Uranium Etf
 
Equity Based Mutual Fund
 
550

 
4,483

 
Global X Fds Pure Gold Miners Etf
 
Equity Based Mutual Fund
 
1,800

 
22,068

 
Grandeur Peak Global Opportunities Inv
 
Equity Based Mutual Fund
 
2,000

 
3,980

 
Grandeur Peak Intl Opportunities Inv
 
Equity Based Mutual Fund
 
2,031

 
3,919

 
Greenhaven Continuous Commodity
 
Equity Based Mutual Fund
 
500

 
14,960

 
Harbor Capital Appreciation Inv Cl
 
Equity Based Mutual Fund
 
722

 
26,285

 
Harbor Commodity Ret Strategy Fd Instl Cl
 
Equity Based Mutual Fund
 
5,513

 
37,982

 
Harbor International Investor Shares
 
Equity Based Mutual Fund
 
953

 
49,549

 
Harding Loevner Internatl Eq Inv Cl
 
Equity Based Mutual Fund
 
1,498

 
20,017

 
Hartford Capital Appreciation HLS IA
 
Equity Based Mutual Fund
 
43,162,138

 
1,605,631,538

 
Heartland Interntl Small Cap
 
Equity Based Mutual Fund
 
269

 
2,203

 
Heartland Select Value
 
Equity Based Mutual Fund
 
7,045

 
188,885


53
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Heartland Value Plus
 
Equity Based Mutual Fund
 
230

 
6,372

 
Hennessy Select Sparx Japan Original
 
Equity Based Mutual Fund
 
1,992

 
27,791

 
Hennessy Select Sparx Japan Sm Co
 
Equity Based Mutual Fund
 
391

 
3,994

 
Hodges Small Cap Fund
 
Equity Based Mutual Fund
 
138

 
1,553

 
Hussman Strategic Growth
 
Equity Based Mutual Fund
 
784

 
9,741

 
Hussman Strategic Total Return
 
Fixed Income Based Mutual Fund
 
7,176

 
88,264

 
Icon Energy
 
Equity Based Mutual Fund
 
5,653

 
103,740

 
Icon Telecomm And Utilities
 
Equity Based Mutual Fund
 
4,373

 
29,388

 
Indexiq Etf Tr Iq Hedge Multi-Strategy
 
Equity Based Mutual Fund
 
500

 
13,540

 
Ing Asia Pac High Divid Equity Income
 
Equity Based Mutual Fund
 
300

 
4,257

 
Ing Corporate Leader Trust
 
Equity Based Mutual Fund
 
1,809

 
40,501

 
Ing Global Advantage & Prem Opportunity
 
Equity Based Mutual Fund
 
500

 
5,355

 
Ing Global Equity Divid & Prem Oppty
 
Equity Based Mutual Fund
 
500

 
4,320

 
Ing Infrastructure Industrials & Matls
 
Equity Based Mutual Fund
 
500

 
7,695

 
Internet Infrastructure
 
Equity Based Mutual Fund
 
400

 
1,320

 
Intrepid Capital Fund
 
Equity Based Mutual Fund
 
235

 
2,522

 
Intrepid Small Cap Fund
 
Equity Based Mutual Fund
 
26,800

 
394,769

 
Invesco Balanced - Risk Allocation Cl A
 
Equity Based Mutual Fund
 
11,626

 
137,655

 
Invesco Energy
 
Equity Based Mutual Fund
 
792

 
29,978

 
Invesco Gold
 
Equity Based Mutual Fund
 
3,820

 
31,397

 
Invesco Utilities
 
Equity Based Mutual Fund
 
627

 
10,722

 
Invesco Van Kampen American Franchise Y
 
Equity Based Mutual Fund
 
4,445

 
49,917

 
Ishares Comex Gold Trust Ishares Etf
 
Equity Based Mutual Fund
 
22,343

 
340,284

 
Ishares Gsci Commodity Indexed Tr
 
Equity Based Mutual Fund
 
6,348

 
209,357

 
Ishares Inc Mcsi Chile Index Fd
 
Equity Based Mutual Fund
 
100

 
5,771

 
Ishares Inc Msci Australia Index Fund
 
Equity Based Mutual Fund
 
3,015

 
64,645

 
Ishares Inc Msci Brazil Free Index Fu
 
Equity Based Mutual Fund
 
1,042

 
59,772

 
Ishares Inc Msci Canada Index Fd
 
Equity Based Mutual Fund
 
1,200

 
31,920

 
Ishares Inc Msci Germany Index Fd
 
Equity Based Mutual Fund
 
300

 
5,766

 
Ishares Inc Msci Hong Kong Index Fd
 
Equity Based Mutual Fund
 
751

 
11,615

 
Ishares Inc Msci Italy Index Fd
 
Equity Based Mutual Fund
 
152

 
1,823

 
Ishares Inc Msci Netherlands Index Fd
 
Equity Based Mutual Fund
 
443

 
7,641

 
Ishares Inc Msci Pacific Ex Japan
 
Equity Based Mutual Fund
 
284

 
11,073

 
Ishares Inc Msci Singapore Index Fd
 
Equity Based Mutual Fund
 
200

 
2,166

 
Ishares Inc Msci Sweden Index Fd
 
Equity Based Mutual Fund
 
307

 
7,718

 
Ishares Inc Msci Switzerland Index Fd
 
Equity Based Mutual Fund
 
382

 
8,648

 
Ishares Inc Msci Taiwan Index Fd
 
Equity Based Mutual Fund
 
2,600

 
30,446

 
Ishares Inc Msci Turkey Index Fd
 
Equity Based Mutual Fund
 
2,509

 
103,212

 
Ishares Silver Tr Ishares
 
Equity Based Mutual Fund
 
12,294

 
331,200

 
Ishares Tr 1-3 Yr Treas Index Fd
 
Equity Based Mutual Fund
 
1,953

 
165,049


54
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Ishares Tr 20+ Treas Index Fd
 
Equity Based Mutual Fund
 
1,655

 
200,693

 
Ishares Tr 7-10 Yr Treas Index Fd
 
Equity Based Mutual Fund
 
642

 
67,789

 
Ishares Tr Cohen & Steers Realty Majors
 
Equity Based Mutual Fund
 
111

 
7,794

 
Ishares Tr Dow Jones Epac Select
 
Equity Based Mutual Fund
 
1,796

 
53,311

 
Ishares Tr Dow Jones Select Divid Index
 
Equity Based Mutual Fund
 
2,659

 
142,979

 
Ishares Tr Dow Jones U S
 
Equity Based Mutual Fund
 
25

 
535

 
Ishares Tr Dow Jones U S Consumer Non
 
Equity Based Mutual Fund
 
826

 
56,548

 
Ishares Tr Dow Jones U S Consumers
 
Equity Based Mutual Fund
 
260

 
18,567

 
Ishares Tr Dow Jones U S Energy Sector
 
Equity Based Mutual Fund
 
400

 
15,932

 
Ishares Tr Dow Jones U S Finl Svcs
 
Equity Based Mutual Fund
 
45

 
2,045

 
Ishares Tr Dow Jones U S Healthcare
 
Equity Based Mutual Fund
 
200

 
14,314

 
Ishares Tr Dow Jones U S Real Estate
 
Equity Based Mutual Fund
 
2,629

 
149,377

 
Ishares Tr Dow Jones U S Utils
 
Equity Based Mutual Fund
 
990

 
87,406

 
Ishares Tr Dow Jones Us Health Care Prov
 
Equity Based Mutual Fund
 
539

 
31,738

 
Ishares Tr Dow Jones Us Home Constn Index
 
Equity Based Mutual Fund
 
500

 
5,940

 
Ishares Tr Dow Jones Us Medical Devices
 
Equity Based Mutual Fund
 
50

 
2,942

 
Ishares Tr Dow Jones Us Oil & Gas Expl
 
Equity Based Mutual Fund
 
276

 
16,934

 
Ishares Tr Dow Jones Us Oil Equip & Svcs
 
Equity Based Mutual Fund
 
800

 
41,555

 
Ishares Tr Dow Jones Us Pharmaceuticals
 
Equity Based Mutual Fund
 
181

 
13,837

 
Ishares Tr Dow Jones Us Regional Bks
 
Equity Based Mutual Fund
 
121

 
2,556

 
Ishares Tr Ftse Nareit Mtg Reits
 
Equity Based Mutual Fund
 
8,450

 
106,977

 
Ishares Tr Ftse Nareit Real Estate
 
Equity Based Mutual Fund
 
482

 
17,030

 
Ishares Tr Ftse Nareit Residential
 
Equity Based Mutual Fund
 
390

 
17,252

 
Ishares Tr Ftse Xinhau Hk China 25
 
Equity Based Mutual Fund
 
733

 
25,570

 
Ishares Tr Goldman Sachs Corp Bd Fd
 
Equity Based Mutual Fund
 
1,373

 
156,175

 
Ishares Tr Goldman Sachs Nat
 
Equity Based Mutual Fund
 
624

 
23,731

 
Ishares Tr Goldman Sachs Software Index
 
Equity Based Mutual Fund
 
300

 
16,242

 
Ishares Tr Goldman Sachs Technology
 
Equity Based Mutual Fund
 
170

 
10,100

 
Ishares Tr Iboxx $ High Yield Corp
 
Equity Based Mutual Fund
 
1,267

 
113,316

 
Ishares Tr Jpmorgan Usd Emerging Mkts Bd
 
Equity Based Mutual Fund
 
555

 
60,914

 
Ishares Tr Large Value Index Fd
 
Equity Based Mutual Fund
 
67

 
3,946

 
Ishares Tr Lehman 3-7 Yr Treas Bd Fd
 
Equity Based Mutual Fund
 
572

 
69,809

 
Ishares Tr Lehman Agency Bond Fd
 
Equity Based Mutual Fund
 
145

 
16,378

 
Ishares Tr Lehman Mbs Fixed Rate
 
Equity Based Mutual Fund
 
301

 
32,529

 
Ishares Tr Lehman U S Aggregate Bd Fd
 
Equity Based Mutual Fund
 
1,853

 
204,316

 
Ishares Tr Msci Acwi Ex Us Consumer
 
Equity Based Mutual Fund
 
11

 
684

 
Ishares Tr Msci Acwi Ex Us Energy Index
 
Equity Based Mutual Fund
 
6

 
333

 
Ishares Tr Msci Acwi Ex Us Index Fd
 
Equity Based Mutual Fund
 
2,039

 
75,064

 
Ishares Tr Msci Acwi Index Fd
 
Equity Based Mutual Fund
 
51

 
2,131

 
Ishares Tr Msci All Country Asia Ex
 
Equity Based Mutual Fund
 
181

 
9,052


55
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Ishares Tr Msci Eafe Growth Index Fd
 
Equity Based Mutual Fund
 
194

 
10,080

 
Ishares Tr Msci Eafe Index Fd
 
Equity Based Mutual Fund
 
2,784

 
137,890

 
Ishares Tr Msci Eafe Small Cap Index Fd
 
Equity Based Mutual Fund
 
759

 
26,366

 
Ishares Tr Msci Eafe Value Index Fd
 
Equity Based Mutual Fund
 
2,504

 
106,920

 
Ishares Tr Msci Emerging Mkts
 
Equity Based Mutual Fund
 
4,617

 
175,172

 
Ishares Tr Russell 1000 Growth Index Fd
 
Equity Based Mutual Fund
 
639

 
36,917

 
Ishares Tr Russell 1000 Index Fd
 
Equity Based Mutual Fund
 
392

 
27,215

 
Ishares Tr Russell 1000 Value Index Fd
 
Equity Based Mutual Fund
 
647

 
41,058

 
Ishares Tr Russell 2000 Growth Index Fd
 
Equity Based Mutual Fund
 
3,941

 
331,961

 
Ishares Tr Russell 2000 Index Fd
 
Equity Based Mutual Fund
 
3,202

 
236,182

 
Ishares Tr Russell 3000 Index Fd
 
Equity Based Mutual Fund
 
1,584

 
117,529

 
Ishares Tr Russell Microcap
 
Equity Based Mutual Fund
 
151

 
6,742

 
Ishares Tr Russell Midcap Index Fd
 
Equity Based Mutual Fund
 
2,052

 
201,926

 
Ishares Tr Russell Midcap Value Index
 
Equity Based Mutual Fund
 
382

 
16,578

 
Ishares Tr S&P 500 Index Fd
 
Equity Based Mutual Fund
 
925

 
116,471

 
Ishares Tr S&P 500/ Barra Growth Index
 
Equity Based Mutual Fund
 
2,947

 
198,740

 
Ishares Tr S&P 500/ Barra Value Index Fd
 
Equity Based Mutual Fund
 
1,208

 
69,868

 
Ishares Tr S&P Euro Plus 350 Index
 
Equity Based Mutual Fund
 
101

 
3,406

 
Ishares Tr S&P Global
 
Equity Based Mutual Fund
 
30

 
1,674

 
Ishares Tr S&P Global Energy Sector
 
Equity Based Mutual Fund
 
126

 
4,829

 
Ishares Tr S&P Latin Amer 40
 
Equity Based Mutual Fund
 
362

 
15,409

 
Ishares Tr S&P Micap 400/Barra
 
Equity Based Mutual Fund
 
990

 
97,754

 
Ishares Tr S&P Midcap 400 Index Fd
 
Equity Based Mutual Fund
 
988

 
86,534

 
Ishares Tr S&P Midcap 400/Barra
 
Equity Based Mutual Fund
 
904

 
68,683

 
Ishares Tr S&P Smallcap 600/Barra
 
Equity Based Mutual Fund
 
298

 
20,816

 
Ishares Tr S&P Smallcap 600/Barra
 
Equity Based Mutual Fund
 
355

 
26,473

 
Ishares Tr S&P Target Date 2020
 
Equity Based Mutual Fund
 
331

 
10,664

 
Ishares Tr S&P U S Pfd Stk Index Fd
 
Equity Based Mutual Fund
 
1,525

 
54,322

 
Ishares Tr S&P/Citigroup Intl
 
Equity Based Mutual Fund
 
138

 
13,786

 
Ishares Tr Transportation Ave
 
Equity Based Mutual Fund
 
56

 
5,027

 
Ishares Tr U S Treas Inflation
 
Equity Based Mutual Fund
 
3,188

 
371,997

 
Ishares Trust 10+ Year
 
Equity Based Mutual Fund
 
156

 
9,456

 
Ishares Trust High Divid Equity Fd
 
Equity Based Mutual Fund
 
1,640

 
91,026

 
Ishares Trust Msci Europe Finl Sector
 
Equity Based Mutual Fund
 
175

 
2,652

 
Ishares Trust S&P Global Consumer
 
Equity Based Mutual Fund
 
676

 
44,987

 
Ishares Trust S&P Smallcap 600 Index
 
Equity Based Mutual Fund
 
1,201

 
82,009

 
James Advantage Small Cap
 
Equity Based Mutual Fund
 
5,775

 
135,422

 
James Balanced: Golden Rainbow Fund
 
Equity Based Mutual Fund
 
15,302

 
313,385

 
Janus Balanced
 
Equity Based Mutual Fund
 
1,344

 
32,896

 
Janus Balanced I Fund
 
Equity Based Mutual Fund
 
50,967,599

 
1,247,686,825


56
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Janus Enterprise
 
Equity Based Mutual Fund
 
75

 
4,378

 
Janus Flexible Income
 
Fixed Income Based Mutual Fund
 
7,100

 
74,833

 
Janus Global Value Fund
 
Equity Based Mutual Fund
 
326

 
3,811

 
Janus High Yield Bond
 
Fixed Income Based Mutual Fund
 
6,516

 
56,884

 
Janus Overseas
 
Equity Based Mutual Fund
 
4,529

 
142,316

 
Janus Research Fund
 
Equity Based Mutual Fund
 
315

 
4,255

 
Janus Short Term Bond
 
Fixed Income Based Mutual Fund
 
26,955

 
82,214

 
Janus Triton Fund
 
Equity Based Mutual Fund
 
48,170

 
782,282

 
Janus Venture
 
Equity Based Mutual Fund
 
2,162

 
112,723

 
Jensen Portfolio, Inc.
 
Equity Based Mutual Fund
 
1,765

 
46,788

 
JPMorgan Chase & Co Alerian Mlp Index
 
Equity Based Mutual Fund
 
1,000

 
38,970

 
Kayne Anderson Mlp Invt Co
 
Equity Based Mutual Fund
 
1,071

 
32,526

 
Lazard Developing Mrkts Eq Cl Shares
 
Equity Based Mutual Fund
 
3,475

 
37,114

 
Leuthold Assett Allocation Fd
 
Equity Based Mutual Fund
 
1,550

 
15,346

 
Litman Gergory Mast International
 
Equity Based Mutual Fund
 
1,418

 
17,837

 
Live Oak Health Sciences Fund
 
Equity Based Mutual Fund
 
2,155

 
28,708

 
Longleaf Partners
 
Equity Based Mutual Fund
 
387

 
10,321

 
Loomis Sayles Bond Instl
 
Fixed Income Based Mutual Fund
 
8,757

 
121,990

 
Loomis Sayles Bond Retail Shares
 
Fixed Income Based Mutual Fund
 
15,804

 
219,354

 
Loomis Sayles Global Bond Retail
 
Fixed Income Based Mutual Fund
 
10,036

 
163,795

 
Loomis Sayles Small Cap Grwth Retail
 
Equity Based Mutual Fund
 
6,231

 
102,570

 
Macquarie/First Tr Global Infras/Utils
 
Equity Based Mutual Fund
 
410

 
5,828

 
Managers Special Equity
 
Equity Based Mutual Fund
 
82

 
4,485

 
Manning & Napier Equity Series
 
Equity Based Mutual Fund
 
654

 
11,379

 
Manning & Napier International Series
 
Equity Based Mutual Fund
 
34,065

 
258,893

 
Manning & Napier Pro Blend Extd Term Ser
 
Equity Based Mutual Fund
 
198

 
2,896

 
Manning & Napier Pro Blend Mod Term Ser
 
Equity Based Mutual Fund
 
1,047

 
12,845

 
Manning & Napier World Oppt Ser Cl A
 
Equity Based Mutual Fund
 
22,020

 
145,993

 
Market Vectors Etf Oil Svcs Etf
 
Equity Based Mutual Fund
 
100

 
11,488

 
Market Vectors Etf Pharmaceutical Etf
 
Equity Based Mutual Fund
 
100

 
7,271

 
Market Vectors Etf Tr Agribusiness Etf
 
Equity Based Mutual Fund
 
2,121

 
100,006

 
Market Vectors Etf Tr Brazil Sm Cap Etf
 
Equity Based Mutual Fund
 
34

 
1,239

 
Market Vectors Etf Tr Coal Etf
 
Equity Based Mutual Fund
 
4,060

 
130,941

 
Market Vectors Etf Tr Emerging Mkts
 
Equity Based Mutual Fund
 
127

 
3,103

 
Market Vectors Etf Tr Environmental
 
Equity Based Mutual Fund
 
100

 
4,659

 
Market Vectors Etf Tr Global
 
Equity Based Mutual Fund
 
206

 
2,252

 
Market Vectors Etf Tr Gold Miners Etf
 
Equity Based Mutual Fund
 
4,953

 
254,713

 
Market Vectors Etf Tr Indonesia Etf
 
Equity Based Mutual Fund
 
400

 
11,388

 
Market Vectors Etf Tr Jr Gold Mines Etf
 
Equity Based Mutual Fund
 
7,207

 
178,015

 
Market Vectors Etf Tr Minor Metals Etf
 
Equity Based Mutual Fund
 
905

 
13,507


57
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Market Vectors Etf Tr Nuclear Energy
 
Equity Based Mutual Fund
 
320

 
4,749

 
Market Vectors Etf Tr Rve Hard Assets
 
Equity Based Mutual Fund
 
447

 
15,065

 
Market Vectors Etf Tr Steel Etf
 
Equity Based Mutual Fund
 
95

 
4,529

 
Market Vectors Etf Tr Vietnam Etf
 
Equity Based Mutual Fund
 
202

 
2,943

 
Market Vectors Etf Trust Mtg Reit Etf
 
Equity Based Mutual Fund
 
200

 
4,566

 
Market Vectors Tr Russia Etf
 
Equity Based Mutual Fund
 
20,000

 
533,000

 
Marketfield Fund
 
Equity Based Mutual Fund
 
7,416

 
103,967

 
Marsico Flexible Capital Fund
 
Equity Based Mutual Fund
 
18,582

 
241,004

 
Marsico Focus
 
Equity Based Mutual Fund
 
152,993

 
2,694,203

 
Matthews Asia Pacif Equity Income Fd
 
Equity Based Mutual Fund
 
7,539

 
94,087

 
Matthews Asian Growth & Income Fund
 
Equity Based Mutual Fund
 
676

 
10,188

 
Matthews China Div Fund Investor Class
 
Equity Based Mutual Fund
 
3,959

 
39,823

 
Matthews China Fund
 
Equity Based Mutual Fund
 
2,514

 
54,086

 
Matthews Japan Fund
 
Equity Based Mutual Fund
 
3,914

 
44,387

 
Matthews Pacific Tiger Fund
 
Equity Based Mutual Fund
 
8,932

 
181,598

 
Merger Fund
 
Equity Based Mutual Fund
 
4,200

 
65,478

 
Meridian Fund
 
Equity Based Mutual Fund
 
5,157

 
214,674

 
Meridian Value Fund
 
Equity Based Mutual Fund
 
358

 
10,061

 
Merk Asian Currency Fund - Investor
 
Equity Based Mutual Fund
 
1,278

 
12,040

 
Merk Hard Currency Fund Investor Cl
 
Equity Based Mutual Fund
 
1,194

 
14,067

 
Metropolitan West High Yield Bond Cl M
 
Fixed Income Based Mutual Fund
 
6,423

 
63,077

 
Metropolitan West Intermed Bond Fund M
 
Fixed Income Based Mutual Fund
 
972

 
10,030

 
Metropolitan West Low Duration
 
Fixed Income Based Mutual Fund
 
8,896

 
74,995

 
Metropolitan West Total Return Bond
 
Fixed Income Based Mutual Fund
 
15,328

 
158,952

 
Monteagle Informed Investor Grwth Instl
 
Equity Based Mutual Fund
 
4,595

 
46,549

 
Morgan Stanley Cushing High Income
 
Equity Based Mutual Fund
 
1,450

 
23,634

 
Motley Fool Epic Voyage Fund
 
Equity Based Mutual Fund
 
1,627

 
15,358

 
Motley Fool Great American Fund
 
Equity Based Mutual Fund
 
1,656

 
18,444

 
Motley Fool Independence Fd
 
Equity Based Mutual Fund
 
734

 
10,265

 
Munder Midcap Select Cl Ii
 
Equity Based Mutual Fund
 
410

 
10,467

 
Needham Growth Fund
 
Equity Based Mutual Fund
 
302

 
9,907

 
Needham Small Cap Growth
 
Equity Based Mutual Fund
 
455

 
5,126

 
Neuberger Berman Disp Estate Trust Cl
 
Equity Based Mutual Fund
 
8,437

 
101,410

 
Neuberger Berman Genesis Trust Class
 
Equity Based Mutual Fund
 
6,056

 
291,906

 
Nicholas Limited Edition Inc Class N
 
Equity Based Mutual Fund
 
17,829

 
364,968

 
Northern Small Cap Value
 
Equity Based Mutual Fund
 
5,161

 
77,361

 
Nuveen Build Amer Bd Fd Com
 
Equity Based Mutual Fund
 
235

 
4,825

 
Nuveen Eqty Prem Advantage Closed End
 
Equity Based Mutual Fund
 
615

 
7,046

 
Nuveen Equity Premium Income Fund
 
Equity Based Mutual Fund
 
512

 
5,725

 
Nuveen Mtg Opportunity Term Fd
 
Equity Based Mutual Fund
 
202

 
4,104


58
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Nuveen Quality Pfd Income Fd
 
Equity Based Mutual Fund
 
304

 
2,301

 
Oakmark Fund
 
Equity Based Mutual Fund
 
644

 
26,867

 
Oakmark Global Fund I
 
Equity Based Mutual Fund
 
8,266

 
164,156

 
Oakmark Global Select Fd Cl I
 
Equity Based Mutual Fund
 
16,116

 
167,927

 
Oakmark Internat'L
 
Equity Based Mutual Fund
 
47,343

 
783,531

 
Oakmark Internat'L Small Cap
 
Equity Based Mutual Fund
 
5,421

 
65,001

 
Oakmark Select
 
Equity Based Mutual Fund
 
328

 
9,164

 
Oil Svc Holdrs Tr Oil Svc Holders
 
Equity Based Mutual Fund
 
100

 
11,450

 
Oppenheimer Developing Markets Fund
 
Equity Based Mutual Fund
 
2,060,689

 
59,698,167

 
Oppenheimer Developing Mkts Cl A
 
Equity Based Mutual Fund
 
1,959

 
57,440

 
Oppenheimer Developing Mkts Cl B
 
Equity Based Mutual Fund
 
33

 
953

 
Oppenheimer Gold & Spec Minerals Cl B
 
Equity Based Mutual Fund
 
36

 
1,184

 
Oppenheimer International Small Company Fund
 
Equity Based Mutual Fund
 
326,644

 
6,049,454

 
Paradigm Value Fund
 
Equity Based Mutual Fund
 
629

 
33,042

 
Parnassus Equity Income Portfolio
 
Equity Based Mutual Fund
 
8,179

 
215,519

 
Parnassus Small Cap
 
Equity Based Mutual Fund
 
1,533

 
30,792

 
Payden & Rygel Emerg Markets Class R
 
Equity Based Mutual Fund
 
268

 
3,736

 
Pear Tree Polaris Frgn Value Ordinary
 
Equity Based Mutual Fund
 
7,695

 
90,488

 
Permanent Portfolio Fd Inc
 
Equity Based Mutual Fund
 
29,611

 
1,364,783

 
Petroleum & Res Corp
 
Equity Based Mutual Fund
 
347

 
8,490

 
PFG Core Equity Fund - Investor
 
Equity Based Mutual Fund
 
17,529

 
130,943

 
PFG Explorer Fund Investor Class
 
Equity Based Mutual Fund
 
9,198

 
66,041

 
PFG International Fund - Investor Cl
 
Equity Based Mutual Fund
 
7,430

 
33,285

 
PFG Strategic Conservative Invst
 
Equity Based Mutual Fund
 
4,019

 
38,063

 
Pharmaceutical Exc Into Underlying
 
Equity Based Mutual Fund
 
300

 
—

 
Pimco All Asset All Authority Fd Cl A
 
Equity Based Mutual Fund
 
4,116

 
41,036

 
Pimco All Assets All Authority Cl D
 
Equity Based Mutual Fund
 
2,136

 
21,231

 
Pimco Commodity Real Return Cl D
 
Equity Based Mutual Fund
 
8,324

 
53,525

 
Pimco Diversified Income Fund Cl D
 
Fixed Income Based Mutual Fund
 
4,281

 
48,241

 
Pimco Emerging Local Bond Fund Cl D
 
Fixed Income Based Mutual Fund
 
3,331

 
33,479

 
Pimco Emerging Mkts Bond Class D
 
Fixed Income Based Mutual Fund
 
3,534

 
39,755

 
Pimco Etf Trust 25+ Yr Zero Cpn Us Treas
 
Equity Based Mutual Fund
 
1,350

 
150,525

 
Pimco Foreign Bond Fund Cl D (Unhedged)
 
Fixed Income Based Mutual Fund
 
14,788

 
161,037

 
Pimco Fundamental Indexplus Tr Fd Cl D
 
Equity Based Mutual Fund
 
12,390

 
64,552

 
Pimco Global Bond Fund (Unhedged) Cl D
 
Fixed Income Based Mutual Fund
 
2,665

 
26,810

 
Pimco Gnma Fund Class D
 
Equity Based Mutual Fund
 
7,891

 
92,793

 
Pimco High Income Fd Com Shs
 
Equity Based Mutual Fund
 
1,213

 
14,576

 
Pimco Income Fd Cl D
 
Fixed Income Based Mutual Fund
 
17,614

 
191,114

 
Pimco International Stock Plus Tr Cl D
 
Equity Based Mutual Fund
 
6,764

 
40,382

 
Pimco Investment Grade Corp Bond Cl D
 
Fixed Income Based Mutual Fund
 
17,359

 
179,669


59
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Pimco Low Duration Class D
 
Fixed Income Based Mutual Fund
 
3,391

 
34,889

 
Pimco Real Estate Real Return Cl D
 
Equity Based Mutual Fund
 
37,079

 
170,192

 
Pimco Real Return Class D
 
Fixed Income Based Mutual Fund
 
8,030

 
94,673

 
Pimco Small Cap Stock Plus Tr Cl D
 
Equity Based Mutual Fund
 
2,894

 
19,362

 
Pimco Strategic Global Govt Fd Inc
 
Equity Based Mutual Fund
 
302

 
3,370

 
Pimco Total Return Administrative Shs
 
Fixed Income Based Mutual Fund
 
2,441

 
26,536

 
Pimco Total Return Class D
 
Fixed Income Based Mutual Fund
 
11,151

 
121,208

 
Pimco Total Return Institutional Fund
 
Fixed Income Based Mutual Fund
 
52,961,046

 
575,686,571

 
Pioneer Strategic Income Class A
 
Fixed Income Based Mutual Fund
 
90

 
958

 
Powershares Db Commodity Index
 
Equity Based Mutual Fund
 
1,052

 
28,236

 
Powershares Db Multi Sector Commodity Tr
 
Equity Based Mutual Fund
 
365

 
10,081

 
Powershares Db Multi Sector Commodity Tr
 
Equity Based Mutual Fund
 
50

 
2,694

 
Powershares Db Multi Sector Commodity Tr
 
Equity Based Mutual Fund
 
2,080

 
60,070

 
Powershares Db Multi Sector Commodity Tr
 
Equity Based Mutual Fund
 
524

 
28,532

 
Powershares Db U S Dlr Index Tr
 
Equity Based Mutual Fund
 
6,750

 
151,673

 
Powershares Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
100

 
2,253

 
Powershares Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
1,210

 
24,396

 
Powershares Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
2,500

 
45,500

 
Powershares Exchange Traded Fd Tr
 
Equity Based Mutual Fund
 
500

 
11,726

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
1,201

 
31,851

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
100

 
1,183

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
939

 
35,823

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
602

 
13,220

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
200

 
2,397

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
141

 
2,718

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
1,181

 
33,267

 
Powershares Exchange Traded Fd Tr Dynamic
 
Equity Based Mutual Fund
 
250

 
6,073

 
Powershares Exchange Traded Fd Tr Finl
 
Equity Based Mutual Fund
 
2,739

 
44,154

 
Powershares Exchange Traded Fd Tr Ii
 
Equity Based Mutual Fund
 
1,388

 
30,198

 
Powershares Exchange Traded Fd Tr Ii
 
Equity Based Mutual Fund
 
602

 
23,975

 
Powershares Exchange Traded Fd Tr Ii
 
Equity Based Mutual Fund
 
300

 
8,610

 
Powershares Exchange Traded Fd Tr Ii Cef
 
Equity Based Mutual Fund
 
300

 
7,053

 
Powershares Exchange Traded Fd Tr Ii S&P
 
Equity Based Mutual Fund
 
1,000

 
28,032

 
Powershares Exchange Traded Fd Tr Ii S&P
 
Equity Based Mutual Fund
 
200

 
6,306

 
Powershares Exchange Traded Fd Tr Intl
 
Equity Based Mutual Fund
 
3,038

 
44,260

 
Powershares Exchange Traded Fd Tr Listed
 
Equity Based Mutual Fund
 
6,400

 
51,136

 
Powershares Exchange Traded Fd Tr Nasdaq
 
Equity Based Mutual Fund
 
600

 
20,721

 
Powershares Exchange Traded Fd Tr Wilder
 
Equity Based Mutual Fund
 
4,400

 
22,308

 
Powershares Exchange Traded Fd Tst Large
 
Equity Based Mutual Fund
 
201

 
3,947

 
Powershares Ftse Rafi Us 1000
 
Equity Based Mutual Fund
 
1,480

 
80,778


60
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Powershares Global Water Port
 
Equity Based Mutual Fund
 
400

 
6,747

 
Powershares Qqq Tr Unit Ser 1
 
Equity Based Mutual Fund
 
8,566

 
478,243

 
Powershares Xtf S&P 500 Low Volatility
 
Equity Based Mutual Fund
 
502

 
13,007

 
Precious Metals Bullion Tr Unit
 
Equity Based Mutual Fund
 
150

 
2,336

 
Primecap Odyssey Agg Ressive Growth Fund
 
Equity Based Mutual Fund
 
9,852

 
158,321

 
Primecap Odyssey Growth Fund
 
Equity Based Mutual Fund
 
1,353

 
20,219

 
Proshares Tr Ii Proshares Ultra
 
Equity Based Mutual Fund
 
5,569

 
231,954

 
Proshares Tr Ii Proshares Ultra Dj
 
Equity Based Mutual Fund
 
45

 
1,842

 
Proshares Tr Ii Proshares Ultra Gold
 
Equity Based Mutual Fund
 
1,350

 
106,664

 
Proshares Tr Ii Proshares Ultrashort
 
Equity Based Mutual Fund
 
5,000

 
79,350

 
Proshares Tr Ii Proshares Ultrashort
 
Equity Based Mutual Fund
 
500

 
19,345

 
Proshares Tr Ii Proshares Ultrashort
 
Equity Based Mutual Fund
 
2,300

 
45,563

 
Proshares Tr Ii Proshares Ultrashort
 
Equity Based Mutual Fund
 
6,700

 
136,345

 
Proshares Tr Ii Vix Short-Term
 
Equity Based Mutual Fund
 
30

 
2,272

 
Proshares Tr Proshares Ultrapro
 
Equity Based Mutual Fund
 
8,000

 
105,040

 
Proshares Tr Proshares Ultrapro
 
Equity Based Mutual Fund
 
1,287

 
77,413

 
Proshares Tr Short High Yield
 
Equity Based Mutual Fund
 
100

 
3,712

 
Proshares Tr Short Msci Eafe Fd
 
Equity Based Mutual Fund
 
750

 
38,625

 
Proshares Tr Short Qqq Proshares
 
Equity Based Mutual Fund
 
164

 
5,132

 
Proshares Tr Short Real Estate Fd
 
Equity Based Mutual Fund
 
300

 
10,287

 
Proshares Tr Short Russell 2000
 
Equity Based Mutual Fund
 
200

 
5,936

 
Proshares Tr Short S&P 500 Proshares
 
Equity Based Mutual Fund
 
1,846

 
74,597

 
Proshares Tr Ultra Basic Materials
 
Equity Based Mutual Fund
 
1,120

 
35,974

 
Proshares Tr Ultra Consumer
 
Equity Based Mutual Fund
 
200

 
10,586

 
Proshares Tr Ultra Financials New
 
Equity Based Mutual Fund
 
300

 
13,311

 
Proshares Tr Ultra Gas Proshares
 
Equity Based Mutual Fund
 
500

 
21,955

 
Proshares Tr Ultra Midcap 400 Proshares
 
Equity Based Mutual Fund
 
300

 
16,608

 
Proshares Tr Ultra Qqq Proshares
 
Equity Based Mutual Fund
 
1,200

 
97,752

 
Proshares Tr Ultra Real Estate New
 
Equity Based Mutual Fund
 
700

 
35,700

 
Proshares Tr Ultra S&P 500 Proshares
 
Equity Based Mutual Fund
 
500

 
23,195

 
Proshares Tr Ultra Short 30 Fd
 
Equity Based Mutual Fund
 
1,350

 
20,669

 
Proshares Tr Ultra Short 500 Fd
 
Equity Based Mutual Fund
 
11,040

 
212,951

 
Proshares Tr Ultra Utilities
 
Equity Based Mutual Fund
 
916

 
50,922

 
Proshares Tr Ultrapro Qqq
 
Equity Based Mutual Fund
 
430

 
29,236

 
Proshares Tr Ultrapro Short
 
Equity Based Mutual Fund
 
7,590

 
99,581

 
Proshares Tr Ultrapro Short Dow30
 
Equity Based Mutual Fund
 
590

 
14,872

 
Proshares Tr Ultrashort
 
Equity Based Mutual Fund
 
13

 
771

 
Proshares Tr Ultrashort
 
Equity Based Mutual Fund
 
1,300

 
50,193

 
Proshares Tr Ultrashort Basic
 
Equity Based Mutual Fund
 
200

 
3,726

 
Proshares Tr Ultrashort Lehman
 
Equity Based Mutual Fund
 
2,065

 
37,315


61
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Proshares Tr Ultrashort Msci
 
Equity Based Mutual Fund
 
100

 
4,660

 
Proshares Tr Ultrashort Qqq
 
Equity Based Mutual Fund
 
695

 
31,365

 
Proshares Tr Ultrashort Real
 
Equity Based Mutual Fund
 
200

 
7,352

 
Prospector Capital Appreciation
 
Equity Based Mutual Fund
 
2,217

 
33,035

 
Prudential Jennison Equity Income Cl A
 
Equity Based Mutual Fund
 
4

 
51

 
Queens Road Small Cap Value Fund
 
Equity Based Mutual Fund
 
356

 
6,383

 
Rainier Core Equity
 
Equity Based Mutual Fund
 
678

 
16,143

 
Retail Holdrs Tr Depositary Rcpt
 
Equity Based Mutual Fund
 
100

 
11,248

 
Revenueshares Etf Tr Small Cap Fd
 
Equity Based Mutual Fund
 
300

 
9,621

 
Reynolds Blue Chip Growth
 
Equity Based Mutual Fund
 
69

 
3,535

 
Rice Hall James Sm Mid Cap Port Instl
 
Equity Based Mutual Fund
 
40,981

 
508,986

 
Roosevelt Multi-Cap
 
Equity Based Mutual Fund
 
1,408

 
20,607

 
Royce Discovery Fund Service Class
 
Equity Based Mutual Fund
 
3,035

 
15,542

 
Royce Financial Svcs Fd Service Cl Sh
 
Equity Based Mutual Fund
 
380

 
2,168

 
Royce International Smaller Co Svcs Cl
 
Equity Based Mutual Fund
 
9,350

 
89,577

 
Royce Special Equity
 
Equity Based Mutual Fund
 
1,255

 
24,717

 
Royce Special Equity Svcs Cl Sh
 
Equity Based Mutual Fund
 
434

 
8,531

 
Royce Value Fund
 
Equity Based Mutual Fund
 
2,977

 
32,566

 
Royce Value Tr Inc
 
Equity Based Mutual Fund
 
400

 
4,908

 
Russell Exchange Traded Fds Tr
 
Equity Based Mutual Fund
 
200

 
8,459

 
Rydex Consumer Products Investor Cl
 
Equity Based Mutual Fund
 
584

 
22,111

 
Rydex Energy Investor Class
 
Equity Based Mutual Fund
 
429

 
10,002

 
Rydex Etf Tr Rydex S&P 500 Pure
 
Equity Based Mutual Fund
 
1,005

 
27,942

 
Rydex Etf Tr Rydex S&P 500 Pure
 
Equity Based Mutual Fund
 
500

 
21,622

 
Rydex Etf Tr Rydex S&P Midcap 400
 
Equity Based Mutual Fund
 
116

 
9,104

 
Rydex Etf Tr S&P 500 Equal
 
Equity Based Mutual Fund
 
1,130

 
52,296

 
Rydex Etf Tr S&P Equal Weight
 
Equity Based Mutual Fund
 
200

 
11,106

 
Rydex Etf Tr S&P Equal Weight
 
Equity Based Mutual Fund
 
50

 
3,184

 
Rydex Mid Cap Growth H Class
 
Equity Based Mutual Fund
 
23,171

 
898,800

 
Rydex Otc Investor Class
 
Equity Based Mutual Fund
 
3,289

 
48,748

 
S & P 500 Depository Receipt
 
Equity Based Mutual Fund
 
2,987

 
374,917

 
Schroder Intl Multi Cap Value Adv
 
Equity Based Mutual Fund
 
24,950

 
189,622

 
Schwab Strategic Tr Emerging Mkts Equity
 
Equity Based Mutual Fund
 
2,019

 
46,166

 
Schwab Strategic Tr Intl Equity Etf
 
Equity Based Mutual Fund
 
2,064

 
48,371

 
Schwab Strategic Tr Us Large-Cap Etf
 
Equity Based Mutual Fund
 
2,254

 
67,271

 
Schwab Strategic Tr Us Reit Etf
 
Equity Based Mutual Fund
 
501

 
13,490

 
Schwab Strategic Tr Us Small-Cap Etf
 
Equity Based Mutual Fund
 
2,054

 
67,451

 
Schwab Strategic Tr Us Tips Etf
 
Equity Based Mutual Fund
 
180

 
10,027

 
Scout International
 
Equity Based Mutual Fund
 
8,132

 
227,456

 
Scout Intl Discovery
 
Equity Based Mutual Fund
 
241

 
2,033


62
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Scout Mid Cap
 
Equity Based Mutual Fund
 
63,256

 
804,613

 
Sector Spdr Tr Shs Ben Int Basic
 
Equity Based Mutual Fund
 
1,251

 
41,898

 
Sector Spdr Tr Shs Ben Int Consumer
 
Equity Based Mutual Fund
 
938

 
32,544

 
Sector Spdr Tr Shs Ben Int Consumer
 
Equity Based Mutual Fund
 
4,143

 
134,620

 
Sector Spdr Tr Shs Ben Int Cyclicals /
 
Equity Based Mutual Fund
 
848

 
33,080

 
Sector Spdr Tr Shs Ben Int Energy
 
Equity Based Mutual Fund
 
2,928

 
202,423

 
Sector Spdr Tr Shs Ben Int Financial
 
Equity Based Mutual Fund
 
8,658

 
112,554

 
Sector Spdr Tr Shs Ben Int Industrial
 
Equity Based Mutual Fund
 
1,310

 
44,218

 
Sector Spdr Tr Shs Ben Int Technology
 
Equity Based Mutual Fund
 
5,317

 
135,323

 
Sector Spdr Tr Shs Ben Int Utilities
 
Equity Based Mutual Fund
 
9,917

 
356,797

 
Semiconductor Holdrs Tr Dep Rcpt
 
Equity Based Mutual Fund
 
800

 
24,440

 
Sextant Intrnational Fund
 
Equity Based Mutual Fund
 
9,523

 
135,696

 
Sit Us Gov'T Secs
 
Fixed Income Based Mutual Fund
 
4,715

 
53,138

 
Sound Mind Investing Balanced
 
Equity Based Mutual Fund
 
22,692

 
219,208

 
Sound Mind Investing Fund
 
Equity Based Mutual Fund
 
11,520

 
122,573

 
Southernsun Small-Cap
 
Equity Based Mutual Fund
 
8,582

 
168,977

 
Spartan Extended Market Index
 
Equity Based Mutual Fund
 
4,287

 
152,017

 
Spartan Intl Index Fid Advantage Class
 
Equity Based Mutual Fund
 
3,997

 
118,924

 
Spartan Int'L Index Fund
 
Equity Based Mutual Fund
 
10,732

 
319,274

 
Spartan Total Market Index
 
Equity Based Mutual Fund
 
1,625

 
58,682

 
Spartan Us Eqty Indx Fid Advantage Class
 
Equity Based Mutual Fund
 
5,741

 
255,403

 
Spartan Us Equity Index
 
Equity Based Mutual Fund
 
2,978

 
132,497

 
Spartan Us Treasury Mmkt
 
Fixed Income Based Mutual Fund
 
48,001

 
48,001

 
SPDR Dow Jones Indl Average Etf Tr Unit
 
Equity Based Mutual Fund
 
2,074

 
252,676

 
SPDR Gold Tr Gold Shs
 
Equity Based Mutual Fund
 
10,105

 
1,535,859

 
SPDR Index Shs Fds Dj Wilshire Intl
 
Equity Based Mutual Fund
 
1,288

 
41,011

 
SPDR Index Shs Fds S&P Bric 40 Etf
 
Equity Based Mutual Fund
 
404

 
8,862

 
SPDR Index Shs Fds S&P Emerging Middle
 
Equity Based Mutual Fund
 
111

 
6,975

 
SPDR Index Shs Fds S&P Intl Dividend
 
Equity Based Mutual Fund
 
1,290

 
59,954

 
SPDR Index Shs Fds Spdr S&P Emerging
 
Equity Based Mutual Fund
 
100

 
4,695

 
SPDR Index Shs Fds Spdr S&P Intl
 
Equity Based Mutual Fund
 
500

 
15,655

 
SPDR Index Shs Fds Spdr S&P Intl Health
 
Equity Based Mutual Fund
 
106

 
3,286

 
SPDR S&P Midcap 400 Etf Tr Unit Ser 1
 
Equity Based Mutual Fund
 
115

 
18,341

 
SPDR Ser Tr Barclays Cap Conv Bd Etf
 
Equity Based Mutual Fund
 
617

 
22,317

 
SPDR Ser Tr Dj Wilshire Large
 
Equity Based Mutual Fund
 
301

 
17,627

 
SPDR Ser Tr Dj Wilshire Mid Cap
 
Equity Based Mutual Fund
 
39

 
2,268

 
SPDR Ser Tr Dj Wilshire Small
 
Equity Based Mutual Fund
 
237

 
15,642

 
SPDR Ser Tr Kbw Bk Etf
 
Equity Based Mutual Fund
 
739

 
14,655

 
SPDR Ser Tr Lehman 1-3 Month
 
Equity Based Mutual Fund
 
3,210

 
147,114

 
SPDR Ser Tr Lehman High Yield Bd Etf
 
Equity Based Mutual Fund
 
1,003

 
38,575


63
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
SPDR Ser Tr Lehman Long Term
 
Equity Based Mutual Fund
 
100

 
7,010

 
SPDR Ser Tr Lehman Long Term Cr Bd Etf
 
Equity Based Mutual Fund
 
152

 
5,997

 
SPDR Ser Tr Morgan Stanley
 
Equity Based Mutual Fund
 
100

 
5,877

 
SPDR Ser Tr S&P Divid Etf
 
Equity Based Mutual Fund
 
3,413

 
183,853

 
SPDR Ser Tr S&P Homebuilders Etf
 
Equity Based Mutual Fund
 
2,603

 
44,515

 
SPDR Ser Tr S&P Oil & Gas
 
Equity Based Mutual Fund
 
1,232

 
64,914

 
SPDR Ser Tr S&P Retail Etf
 
Equity Based Mutual Fund
 
803

 
42,198

 
SPDR Ser Tr S&P Semiconductor
 
Equity Based Mutual Fund
 
80

 
3,560

 
Sprott Physical Gold Tr Units
 
Equity Based Mutual Fund
 
5,985

 
82,593

 
Sprott Physical Silver Trust Trust
 
Equity Based Mutual Fund
 
7,102

 
95,380

 
SPTN Inter Treas Bnd Fid Advantage Class
 
Fixed Income Based Mutual Fund
 
13,158

 
152,364

 
SPTN Inter Treas Bnd Investor Class
 
Fixed Income Based Mutual Fund
 
8,825

 
102,199

 
SPTN Ln-Tm Treas Bnd Fid Advantage Class
 
Fixed Income Based Mutual Fund
 
7,804

 
101,220

 
SPTN Ln-Tm Treas Bnd Investor Class
 
Fixed Income Based Mutual Fund
 
16,362

 
212,215

 
Steelpath Mlp Select 40 Fund Class Y
 
Equity Based Mutual Fund
 
1,867

 
20,476

 
Strategic Global Income Fd Inc
 
Equity Based Mutual Fund
 
1,700

 
17,289

 
Swedish Expt Cr Corp Elements Lkd To
 
Equity Based Mutual Fund
 
1,100

 
11,160

 
Swedish Expt Cr Corp Elements Lkd To
 
Equity Based Mutual Fund
 
1,100

 
9,845

 
Symons Value Instl
 
Equity Based Mutual Fund
 
25,438

 
268,371

 
T. Rowe Price Balanced
 
Equity Based Mutual Fund
 
2,663

 
50,441

 
T. Rowe Price Cap Appreciation
 
Equity Based Mutual Fund
 
1,926

 
39,719

 
T. Rowe Price Equity Income
 
Equity Based Mutual Fund
 
233

 
5,379

 
T. Rowe Price Health Sciences
 
Equity Based Mutual Fund
 
195,890

 
6,386,009

 
T. Rowe Price Institutional Small-Cap Stock Fund
 
Equity Based Mutual Fund
 
20,689,789

 
279,105,248

 
T. Rowe Price Media & Telecommunications
 
Equity Based Mutual Fund
 
2,571

 
120,614

 
T. Rowe Price New American Growth
 
Equity Based Mutual Fund
 
2

 
63

 
TCW Emerging Markets Income Cl N
 
Fixed Income Based Mutual Fund
 
43,738

 
461,874

 
TCW Galileo Core Fixed Income Class N
 
Fixed Income Based Mutual Fund
 
128,127

 
1,388,899

 
TCW Galileo Emerging Mkts Income Cl I
 
Fixed Income Based Mutual Fund
 
30,339

 
249,995

 
TCW Galileo Income + Growth Cl N
 
Equity Based Mutual Fund
 
12,605

 
128,949

 
TCW Galileo Select Equities Class N
 
Equity Based Mutual Fund
 
12,069

 
204,206

 
TCW Galileo Total Return Mbs Class N
 
Fixed Income Based Mutual Fund
 
16,847

 
167,965

 
Telecom Holders Tr Depositary Rcpt
 
Equity Based Mutual Fund
 
400

 
11,456

 
Templeton Emerging Markets Inc Fd Inc
 
Equity Based Mutual Fund
 
6,000

 
93,420

 
Templeton Global Bond Class A
 
Fixed Income Based Mutual Fund
 
11,444

 
142,015

 
Templeton Global Bond Class C
 
Fixed Income Based Mutual Fund
 
6,070

 
75,450

 
Templeton Global Income Fd Inc
 
Equity Based Mutual Fund
 
2,685

 
25,371

 
Templeton Russian Fund Inc
 
Equity Based Mutual Fund
 
400

 
5,444

 
Teucrium Commodity Tr Corn Fd Shs
 
Equity Based Mutual Fund
 
300

 
12,594

 
Teucrium Commodity Trust Wheat Fund
 
Equity Based Mutual Fund
 
50

 
1,120


64
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
The Appleseed Fund
 
Equity Based Mutual Fund
 
14,687

 
172,573

 
The Delafield Fund
 
Equity Based Mutual Fund
 
1,793

 
48,270

 
The Internet Fund
 
Equity Based Mutual Fund
 
270

 
9,776

 
Third Avenue Value
 
Equity Based Mutual Fund
 
4,467

 
179,323

 
Tip Turner Micro Cap Growth Instl
 
Equity Based Mutual Fund
 
7,905

 
404,809

 
Tocqueville Gold Fund
 
Equity Based Mutual Fund
 
12,609

 
901,264

 
Tocqueville Intl Value
 
Equity Based Mutual Fund
 
3,417

 
38,163

 
Tortoise Pwr & Energy
 
Equity Based Mutual Fund
 
256

 
6,388

 
Touchstone Large Cap Growth Cl I
 
Equity Based Mutual Fund
 
1,025

 
25,984

 
Touchstone Premium Yield Equity Fd Cl Y
 
Equity Based Mutual Fund
 
2,117

 
16,066

 
Touchstone Sands Cap Sel Grwth Z
 
Equity Based Mutual Fund
 
10,279

 
104,747

 
Transamerica Focus Cl P
 
Equity Based Mutual Fund
 
13,593

 
190,980

 
Tributary Growth Oppt Instl
 
Equity Based Mutual Fund
 
9,835

 
131,889

 
Turner Emerging Growth Fund Instl
 
Equity Based Mutual Fund
 
299,685

 
15,457,735

 
Turner Int'L Growth Investor Cl
 
Equity Based Mutual Fund
 
1,865

 
18,347

 
Tweedy Brown Global Value Fund
 
Equity Based Mutual Fund
 
830

 
18,133

 
UBS Ag Jersey Branch E-Tracs Lkd Alerian
 
Equity Based Mutual Fund
 
2,210

 
89,936

 
UBS Ag Jersey Brh E Tracs Lkd Bloomberg
 
Equity Based Mutual Fund
 
2,400

 
46,728

 
UBS Ag Jersey Brh E Tracs Lkd To UBS
 
Equity Based Mutual Fund
 
250

 
9,755

 
UBS Ag Jersey Brh E Tracs Lkd To UBS
 
Equity Based Mutual Fund
 
150

 
3,164

 
UBS Ag Jersey Brh E Tracs Lkd UBS
 
Equity Based Mutual Fund
 
600

 
16,602

 
UBS Ag London Brh 2X Leveraged Long
 
Equity Based Mutual Fund
 
1,348

 
23,577

 
United Sts Heating Oil Fd Lp Unit
 
Equity Based Mutual Fund
 
2,034

 
66,858

 
United Sts Nat Gas Fd Lp Unit New
 
Equity Based Mutual Fund
 
13,417

 
86,674

 
United Sts Oil Fd Lp Units
 
Equity Based Mutual Fund
 
225

 
8,575

 
US Gold Shares
 
Equity Based Mutual Fund
 
379

 
4,776

 
US World Gold
 
Equity Based Mutual Fund
 
1,671

 
22,026

 
Value Line
 
Equity Based Mutual Fund
 
6,439

 
58,206

 
Value Line Special Situation Inc
 
Equity Based Mutual Fund
 
3,037

 
80,416

 
Vangaurd Target Retirement 2040 Fd
 
Target Date Mutual Fund
 
1,516

 
31,087

 
Vanguard Bd Index Fd Inc Intermediate
 
Equity Based Mutual Fund
 
406

 
35,301

 
Vanguard Bd Index Fd Inc Long Term Bd
 
Equity Based Mutual Fund
 
177

 
16,308

 
Vanguard Bd Index Fd Inc Short Term Bd
 
Equity Based Mutual Fund
 
1,203

 
97,290

 
Vanguard Bd Index Fd Inc Total Bd Market
 
Equity Based Mutual Fund
 
1,795

 
149,985

 
Vanguard Bond Index Short Term
 
Fixed Income Based Mutual Fund
 
28,381

 
301,123

 
Vanguard Bond Index Total Market
 
Fixed Income Based Mutual Fund
 
1,100

 
12,099

 
Vanguard Energy
 
Equity Based Mutual Fund
 
1,393

 
83,548

 
Vanguard Equity Income
 
Equity Based Mutual Fund
 
1,325

 
29,015

 
Vanguard Fixed Inc High Yield Corp
 
Fixed Income Based Mutual Fund
 
4,883

 
27,784

 
Vanguard Ftse All Wo Rld Ex Us Ind Inv Cl
 
Equity Based Mutual Fund
 
2,642

 
41,104


65
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Vanguard Gnma
 
Fixed Income Based Mutual Fund
 
3,629

 
40,176

 
Vanguard High Divid Yld Index Fd Inv Cl
 
Equity Based Mutual Fund
 
2,133

 
38,200

 
Vanguard Index Fds Formerly Vanguard
 
Equity Based Mutual Fund
 
4,193

 
243,172

 
Vanguard Index Fds Mid-Cap Value Index
 
Equity Based Mutual Fund
 
106

 
5,491

 
Vanguard Index Fds S&P 500 Etf Shs
 
Equity Based Mutual Fund
 
291

 
16,739

 
Vanguard Index Fds Vanguard Growth
 
Equity Based Mutual Fund
 
284

 
17,542

 
Vanguard Index Fds Vanguard Mid Cap
 
Equity Based Mutual Fund
 
1,956

 
140,705

 
Vanguard Index Fds Vanguard Small Cap
 
Equity Based Mutual Fund
 
275

 
21,036

 
Vanguard Index Fds Vanguard Small Cap
 
Equity Based Mutual Fund
 
1,206

 
75,559

 
Vanguard Index Fds Vanguard Small Cap
 
Equity Based Mutual Fund
 
796

 
55,452

 
Vanguard Index Fds Vanguard Value
 
Equity Based Mutual Fund
 
4,354

 
228,558

 
Vanguard Index Tr Vanguard Extended
 
Equity Based Mutual Fund
 
800

 
41,472

 
Vanguard Index Tr Vanguard Total Stk
 
Equity Based Mutual Fund
 
2,452

 
157,679

 
Vanguard Index Trust S&P 500 Port
 
Equity Based Mutual Fund
 
142

 
16,496

 
Vanguard Inflation Protected Secs
 
Fixed Income Based Mutual Fund
 
71,760

 
1,012,539

 
Vanguard Internatl Value Portfolio
 
Equity Based Mutual Fund
 
3,308

 
88,101

 
Vanguard Internatnal Explorer Investor
 
Equity Based Mutual Fund
 
1,141

 
14,628

 
Vanguard Intl Equity Index Fd Inc
 
Equity Based Mutual Fund
 
2,901

 
110,845

 
Vanguard Intl Equity Index Fd Inc
 
Equity Based Mutual Fund
 
388

 
18,442

 
Vanguard Intl Equity Index Fd Inc
 
Equity Based Mutual Fund
 
973

 
40,307

 
Vanguard Intl Equity Index Fd Inc Ftse
 
Equity Based Mutual Fund
 
1,565

 
62,063

 
Vanguard Intl Equity Index Fds Global
 
Equity Based Mutual Fund
 
609

 
24,794

 
Vanguard Intl Equity Index Fdsftse All
 
Equity Based Mutual Fund
 
1,361

 
105,534

 
Vanguard Int'L Growth Portfolio
 
Equity Based Mutual Fund
 
1,444

 
23,609

 
Vanguard Long Term Corporate
 
Fixed Income Based Mutual Fund
 
1,494

 
15,374

 
Vanguard Mid Cap Index
 
Equity Based Mutual Fund
 
761

 
14,947

 
Vanguard Morgan Growth Admiral
 
Equity Based Mutual Fund
 
102,868

 
5,571,329

 
Vanguard Primecap Admiral
 
Equity Based Mutual Fund
 
482,676

 
30,910,587

 
Vanguard Reit Index Fund
 
Equity Based Mutual Fund
 
4,906

 
94,450

 
Vanguard Scottsdale Fds Vanguard Long
 
Equity Based Mutual Fund
 
670

 
50,324

 
Vanguard Scottsdale Fds Vanguard Russell
 
Equity Based Mutual Fund
 
168

 
9,833

 
Vanguard Scottsdale Fds Vanguard Short
 
Equity Based Mutual Fund
 
352

 
27,368

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
1,130

 
92,050

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
812

 
81,834

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
285

 
17,419

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
50

 
3,069

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
689

 
53,013

 
Vanguard Sector Index Fds Vanguard
 
Equity Based Mutual Fund
 
27

 
1,669

 
Vanguard Selected Value Fund
 
Equity Based Mutual Fund
 
1,582

 
29,416

 
Vanguard Short Term Corporate
 
Fixed Income Based Mutual Fund
 
6,754

 
71,867


66
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Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Vanguard Small Cap Value Index
 
Equity Based Mutual Fund
 
12,254

 
184,297

 
Vanguard Specialized Portfolios Div
 
Equity Based Mutual Fund
 
7,294

 
398,639

 
Vanguard Star Fd Vanguard Total Intl
 
Equity Based Mutual Fund
 
45

 
1,841

 
Vanguard Target Ret Inc Fd Investor Cl
 
Target Date Mutual Fund
 
2,168

 
25,000

 
Vanguard Tax Managed Fd Europe Pacific
 
Equity Based Mutual Fund
 
10,878

 
333,204

 
Vanguard Total Intl Stock Index Fund
 
Equity Based Mutual Fund
 
3,114

 
40,664

 
Vanguard Total Stock Market
 
Equity Based Mutual Fund
 
7,844

 
245,439

 
Vanguard Utilities Income
 
Equity Based Mutual Fund
 
7,828

 
120,703

 
Vanguard Value Index
 
Equity Based Mutual Fund
 
15,958

 
326,653

 
Vanguard Whitehall Fds High Dividend
 
Equity Based Mutual Fund
 
3,261

 
147,607

 
Vanguard Windsor Admiral
 
Equity Based Mutual Fund
 
100,006

 
4,307,276

 
Vanguard Windsor Ii
 
Equity Based Mutual Fund
 
521

 
13,427

 
Vanguard World Fd Extended Duration
 
Equity Based Mutual Fund
 
1,441

 
175,706

 
Vanguard World Fd Mega Cap 300 Growth
 
Equity Based Mutual Fund
 
60

 
2,886

 
Vanguard World Fd Mega Cap 300 Index
 
Equity Based Mutual Fund
 
587

 
25,237

 
Vanguard/Wellesley Income
 
Fixed Income Based Mutual Fund
 
13,763

 
315,588

 
Vice Fund
 
Equity Based Mutual Fund
 
715

 
13,258

 
Villere Balanced
 
Equity Based Mutual Fund
 
1,086

 
19,458

 
Virtus Small Cap Sustainable Grwth I
 
Equity Based Mutual Fund
 
1,791

 
21,273

 
Walthausen Small Cap Value Fd
 
Equity Based Mutual Fund
 
23,055

 
343,063

 
Wasatch 1St Source Equity Fd
 
Equity Based Mutual Fund
 
5,671

 
74,689

 
Wasatch 1St Source Long/Short Fd
 
Equity Based Mutual Fund
 
1,915

 
24,610

 
Wasatch Core Growth
 
Equity Based Mutual Fund
 
1,789

 
64,696

 
Wasatch Emerging Markets Small Cap Fd
 
Equity Based Mutual Fund
 
211,763

 
467,995

 
Wasatch Global Technology
 
Equity Based Mutual Fund
 
3,128

 
49,077

 
Wasatch Hoisington Us Treasury
 
Fixed Income Based Mutual Fund
 
2,936

 
53,795

 
Wasatch International Growth
 
Equity Based Mutual Fund
 
454

 
8,061

 
Wasatch Internationl Opportunities Fd
 
Equity Based Mutual Fund
 
9,290

 
18,115

 
Wasatch Small Cap Value
 
Equity Based Mutual Fund
 
2,907

 
10,029

 
Wasatch Strategic Income Fd
 
Fixed Income Based Mutual Fund
 
324

 
2,740

 
Washington Mutual Investors Class A
 
Equity Based Mutual Fund
 
171

 
4,866

 
Weitz Fixed Income Fund
 
Fixed Income Based Mutual Fund
 
4,045

 
50,041

 
Weitz Value
 
Equity Based Mutual Fund
 
2,264

 
68,195

 
Wells Fargo Adv Dow Jones Trgt 2045 Inv
 
Target Date Mutual Fund
 
1,830

 
27,270

 
Wells Fargo Advantage Global
 
Equity Based Mutual Fund
 
600

 
4,554

 
Wells Fargo Advtg Dj Target 2020 Invst
 
Target Date Mutual Fund
 
441

 
6,061

 
Wells Fargo Growth Fund-Investor Class
 
Equity Based Mutual Fund
 
61,136

 
2,085,362

 
Wells Fargo Intl Bd Fd Instl Cl
 
Fixed Income Based Mutual Fund
 
708,594

 
8,042,539

 
Wells Fargo Premier Large Co Grwth Inv
 
Equity Based Mutual Fund
 
1,707

 
15,758

 
Wells Fargo Specialized Tech Z
 
Equity Based Mutual Fund
 
4,090

 
28,631


67
Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
 
Wellsfargo Discovery Fund-Investor Cl
 
Equity Based Mutual Fund
 
6,529

 
150,762

 
Westcore Internat'L Frontier
 
Equity Based Mutual Fund
 
4,908

 
71,405

 
Westcore Plus Bond Fund
 
Fixed Income Based Mutual Fund
 
2,453

 
27,082

 
Westcore Select
 
Equity Based Mutual Fund
 
2,121

 
39,689

 
Western Asset Inflat Indexed Plus Bond Fi
 
Fixed Income Based Mutual Fund
 
6

 
75

 
Western Asset Premier Bd Fd Shs
 
Equity Based Mutual Fund
 
1,242

 
19,816

 
Westport Fund Class R
 
Equity Based Mutual Fund
 
4,479

 
104,178

 
William Blair Mid Cap Grwth Fd Cl N
 
Equity Based Mutual Fund
 
7,458

 
86,964

 
Williston Basin/Mid North America Stk Fd
 
Equity Based Mutual Fund
 
842

 
4,562

 
Wintergreen Fund
 
Equity Based Mutual Fund
 
19,512

 
274,922

 
Wisdomtree Tr Diefa High Yielding Equity
 
Equity Based Mutual Fund
 
250

 
9,140

 
Wisdomtree Tr Divid Top 100 Fd
 
Equity Based Mutual Fund
 
587

 
30,546

 
Wisdomtree Tr Emerging Mkts
 
Equity Based Mutual Fund
 
301

 
12,457

 
Wisdomtree Tr Emerging Mkts High
 
Equity Based Mutual Fund
 
2,047

 
104,947

 
Wisdomtree Tr High Yielding Equity Fd
 
Equity Based Mutual Fund
 
500

 
21,460

 
Wisdomtree Tr Intl Divid Top 100 Fd
 
Equity Based Mutual Fund
 
370

 
14,645

 
Wisdomtree Tr Intl Real Estate Sector
 
Equity Based Mutual Fund
 
605

 
14,051

 
Wisdomtree Tr Intl Smallcap Divid Fd
 
Equity Based Mutual Fund
 
1,651

 
72,179

 
Wisdomtree Tr Japan Smallcap Divid Fd
 
Equity Based Mutual Fund
 
115

 
4,790

 
Wisdomtree Tr Japaneseyen Fd
 
Equity Based Mutual Fund
 
701

 
23,807

 
Wisdomtree Tr Largecap Divid Fd
 
Equity Based Mutual Fund
 
932

 
45,685

 
Wisdomtree Tr Largecap Growth Fd
 
Equity Based Mutual Fund
 
2,000

 
72,654

 
Wisdomtree Tr Smallcap Divid Fd
 
Equity Based Mutual Fund
 
368

 
16,532

 
Wisdomtree Tr South African Rand Fd
 
Equity Based Mutual Fund
 
600

 
13,932

 
Wisdomtree Tr Total Divid Fd
 
Equity Based Mutual Fund
 
706

 
34,637

 
Yacktman Focused Fd
 
Equity Based Mutual Fund
 
90,938

 
1,707,824

 
Yacktman Fund
 
Equity Based Mutual Fund
 
26,054

 
456,203

Total Registered Investment Companies
 
 
 
5,471,584,867

 
 
 
 
 
 
 
 
Common Collective Trusts
 
 
 
 
 
 
 
Harris Associates Oakmark Global Collective Fund
 
Equity Based Funds
 
17,832,737

 
156,749,761

 
Northern Trust Collective Aggregate Bond Index Fund - DC – Non-Lending
 
Fixed Income Based Funds
 
2,256,513

 
229,947,688

 
Northern Trust Collective All Country World Index (ACWI) ex-US Fund - DC –Non-Lending
 
Equity Based Funds
 
4,638,226

 
455,594,435

 
Northern Trust Collective Russell 2000 Index Fund - DC - Non-Lending
 
Equity Based Funds
 
4,284,568

 
439,219,675

 
Northern Trust Collective S&P 500 Index Fund - DC – Non-Lending
 
Equity Based Funds
 
11,893,868

 
1,169,143,471

Total Common Collective Trusts
 
 
 
 
 
2,450,655,030

 
 
 
 
 
 
 
 
Raytheon Company Common Stock
 
 
 
 
 
 
 
* Raytheon Company
 
Raytheon Common Stock
 
21,675,256

 
1,048,648,885


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Table of Contents         
Raytheon Savings and Investment Plan
Schedule H Line 4i - Schedule of Assets (Held at End of Year)



Identity of Issue, borrower, lessor, or similar party
 
Description of investment including maturity date, rate of interest, collateral, par, or maturity value
 
Shares/Units/ Principal
 
 Current Value
Total Raytheon Company Common Stock
 
 
 
1,048,648,885

 
 
 
 
 
 
 
 
Total Investments
 
 
 
11,029,648,353

 
 
 
 
 
 
 
 
 
* Participant Loans
 
3.25% - 10%
 
—
 
242,084,204

 
 
 
 
 
 
 
 
Total Investments Including Participant Loans
 
 
 
$
11,271,732,557

 
 
 
 
 
 
 
 
*Party in interest



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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 25, 2012            
RAYTHEON SAVINGS AND INVESTMENT PLAN
 
 
 
By:
/s/ Michael J. Wood
 
Michael J. Wood
 
Vice President, Controller and Chief Accounting Officer
 
Principal Accounting Officer



70
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EXHIBIT INDEX

23.1

 
Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm.
 
 
 

















































71