UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [_]; Amendment Number:
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing This Report:
Name: Coordinating Investment Fiduciary of Raytheon Company Employee
Benefit Plans
Address: 870 Winter Street
Waltham, MA 02451
Form 13F File Number: 028-14386
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Paula J. Sasso
Title: Senior Manager, Pension Operations & Compliance
Phone: 781-522-5168
Signature, Place, and Date of Signing:
/s/ Paula J. Sasso Waltham, MA October 27, 2011
------------------ ------------------------ ----------------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 32
Form 13F Information Table Value Total: $2,220,149
(thousands)
List of Other Included Managers: NONE
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FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------------- --------- ------------- ------------------ ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- -------------- --------- ------------- --------- --- ---- ---------- -------- ---- ------ ----
SPDR BARCLAYS CAPITAL 1-3 MONT ETF 78464A680 $ 15,202 331,567 SH SOLE NONE X
CONSUMER STAPLES SELECT SECTOR ETF 81369Y308 $ 7,519 257,267 SH SOLE NONE X
UTILITIES SELECT SECTOR SPDR F ETF 81369Y886 $ 7,471 227,316 SH SOLE NONE X
DREYFUS CASH MGMT FUND ETF 996085254 $ -- - SH SOLE NONE X
ISHARES BARCLAYS TIPS BOND FUND ETF 464287176 $ 9,918 86,206 SH SOLE NONE X
ISHARES BARCLAYS AGGREGATE BON ETF 464287226 $ 102,875 932,346 SH SOLE NONE X
ISHARES IBOXX $ HIGH YIELD CORE ETF 464288513 $ 8,595 105,721 SH SOLE NONE X
ISHARES IBOXX INVESTMENT GRADE ETF 464287242 $ 67,193 599,410 SH SOLE NONE X
SPDR DOW JONES INDUSTRIAL ETF 78467X109 $ 334,647 3,146,956 SH SOLE NONE X
ISHARES DOW JONES SELECT DIVID ETF 464287168 $ 78,359 1,666,159 SH SOLE NONE X
ISHARES MSCI EAFE INDEX FUND ETF 464287465 $ 43,535 935,849 SH SOLE NONE X
ISHARES MSCI SINGAPORE INDEX F ETF 464286673 $ 11,819 1,107,764 SH SOLE NONE X
ISHARES MSCI UNITED KINGDON IN ETF 464286699 $ 4,598 317,598 SH SOLE NONE X
ISHARES S&P MIDCAP 400 GROWTH ETF 464287606 $ 17,672 206,963 SH SOLE NONE X
ISHARES RUSSELL 1000 INDEX FUN ETF 464287622 $ 92,061 1,518,413 SH SOLE NONE X
ISHARES RUSSELL 1000 GROWTH IN ETF 464287614 $ 54,768 1,073,470 SH SOLE NONE X
ISHARES RUSSELL MIDCAP INDEX FUND ETF 464287499 $ 86,151 1,017,256 SH SOLE NONE X
ISHARES RUSSELL 3000 INDEX FUND ETF 464287689 $ 8,487 131,734 SH SOLE NONE X
ISHARES DOW JONES US REAL ESTA ETF 464287739 $ 52,120 1,081,563 SH SOLE NONE X
ISHARES DOW JONES US TELECOMMU ETF 464287713 $ 13,446 685,000 SH SOLE NONE X
SPDR S&P MIDCAP 400 ETF TRUST ETF 78467Y107 $ 168,811 1,246,850 SH SOLE NONE X
MARKET VECTORS - AGRIBUSINESS ETF 57060U605 $ 20,304 494,029 SH SOLE NONE X
OIL SERVICES HOLDERS TRUST ETF 678002106 $ 7,210 72,500 SH SOLE NONE X
SPDR DOW JONES INTERNATIONAL R ETF 78463X863 $ 11,263 358,255 SH SOLE NONE X
SPDR S&P 500 ETF TRUST ETF 78462F103 $ 779,709 7,092,778 SH SOLE NONE X
VANGUARD MSCI EAFE EFT ETF 921943858 $ 15,465 526,745 SH SOLE NONE X
VANGUARD MSCI EUROPEAN ETF ETF 922042874 $ 12,711 322,391 SH SOLE NONE X
VANGUARD TOTAL STOCK MARKET ET ETF 922908769 $ 17,710 317,450 SH SOLE NONE X
VANGUARD MSCI EMERGING MARKETS ETF 922042858 $ 14,749 419,025 SH SOLE NONE X
ENERGY SELECT SECTOR SPDR FUND ETF 81369Y506 $ 56,324 996,019 SH SOLE NONE X
INDUSTRIAL SELECT SECTOR SPDR ETF 81369Y704 $ 53,664 1,891,604 SH SOLE NONE X
CONSUMER STAPLES SELECT SECTOR ETF 81369Y308 $ 45,793 1,566,667 SH SOLE NONE X
$2,220,149.00
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