SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT
PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended: December 31, 2008
For the transition period from __________________ to ____________________
Commission file number: 1-4850
A. Full title of plan and the address of the plan, if different from that of the issuer named below: Computer Sciences Corporation Matched Asset Plan
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: Computer Sciences Corporation
| Falls Church, Virginia 22042 |
TABLE OF CONTENTS
Description | Page |
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(a) Financial Statements: | |
| |
Report of Independent Registered Public Accounting Firm…......................… | 1 |
| |
Statements of Net Assets Available for Benefits | |
As of December 31, 2008 and 2007 .................................................................. | 2 |
| |
Statements of Changes in Net Assets Available for Benefits | |
For the Years Ended December 31, 2008 and 2007 ........................................... | 3 |
| |
Notes to Financial Statements ........................................................................... | 4 |
| |
(b) Supplemental Schedule: | |
| |
Form 5500, Schedule H, Part IV, Line 4i – Schedule of Assets (Held at End of Year) as of December 31, 2008……………………………………………… | S-1 |
| |
All other schedules required by Section 29 CFR 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. | |
| |
(c) Exhibit: | |
| |
Exhibit 23: Consent of Independent Registered Public Accounting Firm……… | E-1 |
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Trustees and Participants of
Computer Sciences Corporation Matched Asset Plan
El Segundo, California
We have audited the accompanying statements of net assets available for benefits of Computer Sciences Corporation Matched Asset Plan (the "Plan") as of December 31, 2008 and 2007, and the related statements of changes in net assets available for benefits for the years then ended. 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 in accordance with 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. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan's internal control over financial reporting. Accordingly, we express no such opinion. An audit also 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, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2008 and 2007, and the changes in net assets available for benefits for the years then ended in conformity with accounting principles generally accepted in the United States of America.
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) as of December 31, 2008, 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 schedule is the responsibility of the Plan's management. Such schedule has been subjected to the auditing procedures applied in our audit of the basic 2008 financial statements and, in our opinion, is fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.
DELOITTE & TOUCHE LLP
Los Angeles, California
June 25, 2009
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
| | December 31, | |
| | 2008 | | | 2007 | |
ASSETS: | | | | | | |
Total investments at fair value | | $ | 2,171,088,311 | | | $ | 2,781,764,992 | |
| | | | | | | | |
Receivables: | | | | | | | | |
Accrued investment income | | | 1,561,365 | | | | 1,696,672 | |
Unsettled trade receivables | | | 65,945,687 | | | | 65,608,389 | |
Other | | | 144,196 | | | | 588,908 | |
Total Receivables | | | 67,651,248 | | | | 67,893,969 | |
Total Assets | | | 2,238,739,559 | | | | 2,849,658,961 | |
| | | | | | | | |
LIABILITIES: | | | | | | | | |
Accrued expenses | | | 890,470 | | | | 1,577,064 | |
Unsettled trade payables | | | 81,726,003 | | | | 92,040,419 | |
Other | | | 480,174 | | | | 70,737 | |
Total Liabilities | | | 83,096,647 | | | | 93,688,220 | |
NET ASSETS AVAILABLE FOR BENEFITS AT FAIR VALUE | | | 2,155,642,912 | | | | 2,755,970,741 | |
| | | | | | | | |
Adjustment from fair value to contract value for fully benefit-responsive investment contracts | | | 101,431 | | | | (71,392 | ) |
| | | | | | | | |
NET ASSETS AVAILABLE FOR BENEFITS | | $ | 2,155,744,343 | | | $ | 2,755,899,349 | |
See Notes to Financial Statements
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
STATEMENTS OF CHANGES IN NET ASSETS
AVAILABLE FOR BENEFITS
| | Years Ended December 31, | |
| | 2008 | | | 2007 | |
INVESTMENT (LOSSES) GAINS: | | | | | | |
Net (depreciation) appreciation in fair value of investments | | | (797,995,860 | ) | | $ | 79,930,683 | |
Interest | | | 23,113,587 | | | | 29,546,653 | |
Dividends | | | 7,870,581 | | | | 7,283,744 | |
Net Investment (Losses) Gains | | | (767,011,692 | ) | | | 116,761,080 | |
| | | | | | | | |
ADDITIONS: | | | | | | | | |
Participant contributions | | | 229,582,142 | | | | 206,513,110 | |
Employer contributions | | | 43,392,092 | | | | 27,517,717 | |
Participant rollovers | | | 10,165,721 | | | | 6,689,334 | |
Total Additions | | | 283,139,955 | | | | 240,720,161 | |
| | | | | | | | |
DEDUCTIONS: | | | | | | | | |
Distributions to participants | | | 217,525,103 | | | | 249,064,444 | |
Administrative expenses | | | 2,942,235 | | | | 2,999,680 | |
Total Deductions | | | 220,467,338 | | | | 252,064,124 | |
(DECREASE) INCREASE IN NET ASSETS AVAILABLE FOR BENEFITS BEFORE PLAN TRANSFERS | | | (704,339,075 | ) | | | 105,417,117 | |
| | | | | | | | |
NET TRANSFERS FROM OTHER PLANS | | | 104,184,069 | | | | 16,176,868 | |
| | | | | | | | |
NET ASSETS AVAILABLE FOR BENEFITS: | | | | | | | | |
Beginning of year | | | 2,755,899,349 | | | | 2,634,305,364 | |
End of year | | $ | 2,155,744,343 | | | $ | 2,755,899,349 | |
See Notes to Financial Statements
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 1 Description of the Plan
The following brief description of the Computer Sciences Corporation Matched Asset Plan (the "Plan") is provided for general information purposes only. Participants should refer to the plan document for more complete information.
The Plan is a defined contribution plan adopted by the action of the Board of Directors of Computer Sciences Corporation (the "Company") taken on November 3, 1986, and constitutes an amendment and restatement of the Employee Stock Purchase Plan ("the Prior Plan").
The Plan is a continuation of the Prior Plan and is qualified under the Internal Revenue Code (the "Code"), as amended, Section 401(a) and, effective as of January 1, 1987, with respect to the portion thereof that qualifies as a qualified cash or deferred arrangement, to satisfy the requirement of Code Section 401(k). It is also subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”).
The Plan is administered by the CSC Retirement and Employee Benefits Plans Committee (the “Committee”), which consists of four members who are appointed by the Board of Directors of the Company and serve without compensation and are reimbursed by the Company for all expenditures incurred in the discharge of their duties as members of the Committee. The Committee has the power to interpret, construe and administer the Plan and to decide any dispute which may arise under the Plan.
Plan Termination
Although it has not expressed any intent to do so, the Company reserves the right, under the Plan, to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, the participants' rights to the Company's contributions vest immediately.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Interest in the CSC Sponsored Trust (“CSC Trust”)
The Plan's investments are in a trust sponsored by the Company. Currently, certain participating plans are not part of the same control group as the Company, and the trust is not considered a master trust. The assets of the CSC Trust are held by The Bank of New York Mellon (the "Trustee"). At December 31, 2008 and 2007, the Plan’s interest in the assets of the CSC Trust was approximately 58.5% and 56.5%, respectively. Investment income and administrative expenses relating to each discretionary or directed fund within the CSC Trust are allocated to the individual plans based upon average monthly balances invested by each plan in each discretionary or directed fund.
The Plan has a divided interest in the CSC Trust. The following participating retirement plans have an undivided interest in the CSC Trust in 2008 and 2007: Computer Sciences Corporation Employee Pension Plan, CSC Outsourcing Inc. Hourly Pension Plan, CSC Outsourcing Inc. CUTW Hourly Pension Plan, Eagle Alliance Employee Pension Plan, and the DynCorp Information Systems LLC Union Pension Plan. For a portion of 2008 and as of December 31, 2007, the CSC/Hughes Retirement Plan, CSC Cash Balance Plan, and CSC Pension Equity Plan, had an undivided interest in the CSC Trust. The CSR’s Range Employees Pension Plan had an undivided interest in the CSC Trust as of December 31, 2008 and a divided interest as of December 31, 2007. The following plans are not in the same control group as the Company: CSR’s Range Employees Pension Plan and Eagle Alliance Employee Pension Plan.
Eligibility and Participation
Any eligible employee who has satisfied the Plan's age requirement, and is employed by the Company, and who receives a stated compensation in respect of employment on the payroll of the Company, is eligible to become a participant, with the exception of a person who is represented by a collective bargaining unit and whose benefits have been the subject of good faith bargaining under a contract that does not specify that such person is eligible to participate in the Plan. In addition, the Company may determine to exempt all employees of any division, unit, facility or class from coverage under the Plan. Any person who leaves the Company and, at a later time becomes re-employed, must reapply to participate in the Plan, provided he or she otherwise meets the eligibility requirements.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Employee and Company Contributions
An eligible employee who elects to become a participant may authorize any whole percentage (at least 1% but not more than 50%) of their compensation (as defined in the Plan) to be deferred and contributed to the trust fund on his or her behalf, subject to certain Code limitations. Any compensation deferral in excess of applicable Code limitations, together with income allocable to that excess, will be returned to a participant. Any matching Company contribution attributable to any excess contribution, and income allocable thereto, will either be returned to the Company or applied to reduce future matching Company contributions. Effective October 1, 2002, under the Economic Growth and Tax Relief Reconciliation Act of 2001 (“EGTRRA”), the Plan permits participants age 50 and over to make additional “catch-up” contributions in excess of the statutory limit. The catch-up provision provided these participants the opportunity to contribute up to an additional $5,000, on a pre-tax basis in both 2008 and 2007.
A participant is not permitted to make voluntary after-tax contributions to the Plan, unless the participant is part of a collective bargaining unit for which after-tax contributions have been negotiated.
The Company will contribute an amount equal to 50% of the first 3% of the participant's compensation deferral, except for eighteen groups of employees for whom, under the terms of their contract agreements, the Company will contribute amounts based on the following rates:
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Group 1 | - | 100% of the first 5% of the participant’s compensation deferral; |
Group 2 | - | 50% of the first 6% of the participant’s compensation deferral; |
Group 3 | - | 75% of the first 4% of the participant’s compensation deferral; |
Group 4 | - | 50% of the first 8% of the participant’s compensation deferral and discretionary employer contribution of 1% of participant compensation; |
Group 5 | - | 25% of the first 8% of the participant’s compensation deferral and discretionary employer contribution of 2% of participant compensation; |
Group 6 | - | 66 cents for every $1 contributed; |
Group 7 | - | 60% of the first 4% of the participant’s compensation deferral and 40% of the next 4% up to 8%; |
Group 8 | - | discretionary employer contribution of $68.80 biweekly; |
Group 9 | - | discretionary employer contribution of 4%; |
Group 10 | - | discretionary employer contribution of 6.1%; |
Group 11 | - | discretionary employer contribution of 5%; |
Group 12 | - | 50% of the first 2% of the participant’s compensation deferral and discretionary employer contribution of 3%; |
Group 13 | - | 2/3 of the first 6% of the participant’s compensation deferral; |
Group 14 | - | 100% of the first 8% of the participant’s compensation deferral; |
Group 15 | - | no match, no discretionary employer contribution; |
Group 16 | - | Discretionary employer contribution of $1.20 per hour effective October 6, 2007; change to $1.30 per hour effective October 5, 2008; |
Group 17 | - | discretionary employer contribution of $80.80 biweekly; |
Group 18 | - | discretionary employer contribution of $53.60 biweekly; |
Group 19 | - | discretionary employer contribution of $87.20 biweekly; |
Effective June 30, 2007, participants were immediately eligible to receive company-matching contributions, unless otherwise stipulated in their collective bargaining agreements. Prior to June 30, 2007, participants were eligible to receive company-matching contributions on the first anniversary of the participant's hire date, unless otherwise stipulated in their collective bargaining agreements.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Participant Accounts
Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the participant’s contribution, the Company’s matching and discretionary contributions and allocations of Plan investment returns, net of an allocation of investment management fees, and is charged with distributions. Allocations are based on participant earnings or account balances, as defined by the plan document. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account.
Investments
Participants direct the investment of their contributions and account balance into various investment options offered by the Plan. The Plan currently offers the following twenty-one investment options: Money Market Fund, Short Duration Bond Fund, Core Bond Fund, Government TIPS Bond Fund, Active Allocation Fund, S&P 500 Index Fund, S&P 500 Select Fund, Active U.S. Equity Fund, U.S. Equity Completion Fund, International Equity Fund, CSC Stock Fund, Target Series Retirement Fund, Target Series Retirement 2010 Fund, Target Series Retirement 2015 Fund, Target Series Retirement 2020 Fund, Target Series Retirement 2025 Fund, Target Series Retirement 2030 Fund, Target Series Retirement 2035 Fund, Target Series Retirement 2040 Fund, Target Series Retirement 2045 Fund, and Target Series Retirement 2050 Fund. The T. Rowe Price Stable Value Fund is frozen to new participants and to new contributions. These investment options are made up of various investments as determined by the investment manager. The High Yield Bond Fund, Balanced 40/60 Fund, Balanced 60/40 Fund, and Balanced 80/20 Fund were discontinued. Effective October 1, 2007 participants with contributions invested in the discontinued funds were re-invested as follows: contributions invested in the High Yield Bond Fund were liquidated and re-invested in the Core Bond Fund; and contributions invested in the Balanced Funds (40/60, 60/40, and 80/20) were liquidated and re-invested in the closest Target Series Fund determined by the participant’s year of birth assuming a normal retirement age of 65.
The investment return in the respective funds is allocated to a participant based on his or her account balance.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Vesting of Participants' Interests/Forfeitures
Participants are vested immediately in his or her contributions plus actual earnings thereon.
With the exception of a few selected groups, vesting in his or her Matching Contribution Account is equal to twenty-five percent (25%) after completing two full years of service and increasing by twenty-five percent (25%) for each additional full year of service. Vesting accelerates to 100% in the event of reaching age 65 while employed by the Company or upon severance by reason of death or total and permanent disability.
Any nonvested portion of the Matching Contributions Account will be forfeited at the earlier of five one-year consecutive Breaks in Service or upon withdrawal from the Plan. Forfeitures may be applied to reduce future matching contributions by the Company. Such forfeitures during 2008 and 2007 amounted to $2,686,536 and $7,052,818, respectively. The Plan had a forfeiture balance of $208,452 and $2,336,554 at December 31, 2008 and 2007, respectively. During the years ended December 31, 2008 and 2007, employer contributions were reduced by $4,814,638 and $9,965,736, respectively.
Distributable Amounts, Withdrawals and Refunds
A participant may become entitled to his or her distributable benefit by reason of retirement, death, total and permanent disability, voluntary termination of employment or dismissal. The rules of payment of a participant's distributable benefit depend upon age of the participant, the number of years of service completed by the participant and the type of severance.
While still an employee, a participant may, upon at least a 30 day written notice to the Committee, make a withdrawal of his or her compensation deferral contributions if the Committee finds, after considering the participant's request, that an adequate financial hardship and resulting need for such amount has been demonstrated by the participant.
Administrative Expenses
Administrative expenses are paid by the Plan as provided in the plan document.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 2 Summary of Significant Accounting Policies
Basis of Accounting
The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires Plan management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein and disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties
The Plan utilizes various investment instruments, including mutual funds, separate and commingled funds, Company stock, investment contracts, and certain derivative instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the value of investment securities will occur in the near term and that such changes could materially affect participants’ account balances and the amounts reported in the financial statements.
The Plan invests in securities of foreign companies, which involves special risks and considerations not typically associated with investing in U.S. companies. These risks include devaluation of currencies, less reliable information about issuers, different securities transaction clearance and settlement practices, and possible adverse political and economic developments. Moreover, securities of many foreign companies and their markets may be less liquid and their prices more volatile than those securities of comparable U.S. companies.
Security Transactions
Security transactions are accounted for on a trade-date basis. Dividend income is recorded on the ex-dividend date. Interest income is accounted for on the accrual basis. Net appreciation in fair value of investments includes realized and unrealized gains and losses on investments sold or held during the year.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Valuation of Investment Securities
Investments in common stocks, corporate and government fixed income securities and registered investment companies are stated at fair value based upon closing sales prices reported on recognized securities exchanges on the last business day of the plan year or, for the listed securities having no sales reported and for unlisted securities, upon last reported bid prices on that date. Investments in commingled funds are stated at estimated fair values, which have been determined based on the unit values of the funds. Unit values are determined by the financial institution sponsoring such funds by dividing the fund’s net assets at fair value by its units outstanding at the valuation dates. Investments in money market funds and certificate of deposits are stated at cost which approximates fair value. Derivatives are stated at fair value (see Note 10). Participant loans are stated at outstanding loan balances, which approximate fair value.
Commingled funds with underlying investments in investment contracts are stated at fair market value of the underlying investments and then adjusted by the issuer to contract value. The T. Rowe Price Stable Value Common Trust Fund is a stable value fund. The fund invests principally in guaranteed investment contracts issued by insurance companies, investment contracts issued by banks, synthetic investment contracts (“SICs”) issued by banks, insurance companies and other issuers, and securities supporting such SICs, and other similar instruments which are intended to maintain a constant net asset value. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. Contract value represents contributions made to the fund, plus earnings, less participant withdrawals.
The financial statements include investments in commingled funds whose fair values have been estimated by management in the absence of readily determinable fair values. Management's estimates are based on information provided by the fund managers.
In accordance with Financial Accounting Standards Board (“FASB”) Staff Position, FSP AAG INV-1 and SOP 94-4-1, Reporting of Fully Benefit-Responsive Contracts Held by Certain Investment Companies Subject to the AICPA Investment Company Guide and Defined-Contribution Health and Welfare and Pension Plans (the “FSP”), the statements of net assets available for benefits present an investment contract at fair value, as well as an additional line item showing an adjustment of the fully benefit-responsive contract from fair value to contract value. The statement of changes in net assets available for benefit is presented on a contract value basis and is not affected by the FSP. Fair value of the contract is calculated by discounting the related cash flows based on current yields of similar instruments with comparable durations.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Payment of Benefits
Benefits are recorded when paid. Amounts allocated to accounts of persons who have elected to withdraw from the Plan but have not yet been paid were $4,561,220 and $4,749,665 at December 31, 2008 and 2007, respectively.
New Accounting Guidance
The financial statements reflect the adoption of the FASB Statement of Financial Accounting Standards No. 157, Fair Value Measurements (“SFAS No. 157”), as of the beginning of the year ended December 31, 2008 (see Note 5). SFAS No. 157 is effective for financial statements issued for fiscal years beginning after November 15, 2007. The adoption of SFAS No. 157 had no impact on the statements of net assets available for benefits and the statement of changes in net assets available for benefits.
In March 2008, FASB issued Statement on Financial Accounting Standards No. 161, Disclosures about Derivative Instruments and Hedging Activities—an amendment of FASB Statement No. 133. This statement requires enhanced disclosures about (1) how and why an entity uses derivative instruments; (2) how derivative instruments and related hedged items are accounted for under FASB Statement No. 133, Accounting for Derivative Instruments and Hedging Activities, and its related interpretations; and (3) how derivative instruments and related hedged items affect an entity's financial position, financial performance, and cash flows. To meet these objectives, FASB Statement No. 161 requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of and gains and losses on derivative instruments, and disclosures about credit risk-related contingent features in derivative agreements. FASB Statement No. 161 is effective for fiscal years beginning after November 15, 2008. As required, the Plan will adopt SFAS 161 beginning on January 1, 2009, and the Plan does not expect any material impact from adopting SFAS No. 161 on the Plan's financial statements when such statement is adopted.
On May 28, 2009, the FASB issued Statement on Financial Accounting Standards No. 165, Subsequent Events, (“SFAS No. 165”), and will be effective for interim and annual periods ending after June 15, 2009. The statement’s objective is to establish general standards of accounting for and disclosure of events that occur after the balance sheet date but before financial statements are issued or are available to be issued. Entities are required to disclose the date through which subsequent events were evaluated as well as the rationale for why that date was selected. The Company does not expect the impact of adopting SFAS No. 165 to be material to the Plan’s financial statements.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 3 Tax Status
The Internal Revenue Service has determined and informed the Company by a letter dated May 13, 2003, that the Plan and related trust are designed in accordance with applicable sections of the Code.
The Committee believes that the Plan is designed and operated to qualify under applicable provisions of the Code. As such, no provision for income taxes has been included in the Plan’s financial statements.
Note 4 Investment Funds
Participant contributions - Subject to rules the Committee may from time to time adopt, each participant has the right to designate one or more funds established by the Committee for the investment of his or her compensation deferral contributions, in increments of 1%. After an initial election has been made, a participant may designate a different fund or funds into which future compensation deferral contributions shall be invested as of the next possible pay date once per calendar month. In addition, a participant may elect to redesignate once per month any amounts in his or her accounts as of the current or next business day of any month (depending on when the election is made) to be invested in a different fund. These elections may be made by giving such advance notice as may be required by the Plan administrator.
The following table represents the individual investments that exceeded 5% of the Plan's net assets available for benefits, as of December 31:
| | December 31, | |
Description of Issue | | 2008 | | | 2007 | |
| | | | | | |
SSGA Money Market Fund | | $ | 311,375,475 | | | $ | 218,380,022 | |
Commingled Funds: | | | | | | | | |
Mellon Bank Daily Liquidity Stock Index Fund(1) | | | 266,251,646 | | | | 428,300,580 | |
Frank Russell Equity #1 Fund | | | 129,464,358 | | | | 206,224,785 | |
Mellon Bank EB Daily Liquidity Enhanced Asset Allocation Fund(1)(2) | | | | | | | 151,523,031 | |
Mellon Bank EB Daily Market Completion Fund(1) | | | 145,303,731 | | | | 242,811,787 | |
CSC common stock(1) | | | 304,739,105 | | | | 413,767,773 | |
(1) Represents a party-in-interest to the Plan.
(2) Investment value did not exceed 5 percent of net assets available for benefits at December 31, 2008.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
The Plan’s investments (including gains and losses on investments bought and sold, as well as investments held during the year) (depreciated) appreciated in value as follows:
| | 2008 | | | 2007 | |
Interest in commingled funds | | $ | (547,019,350 | ) | | $ | 92,649,589 | |
CSC common stock | | | (119,226,851 | ) | | | (30,304,855 | ) |
International equity portfolios | | | (114,762,430 | ) | | | 15,701,308 | |
Bonds and debentures | | | (16,982,052 | ) | | | 3,009,518 | |
Investment in registered investment company | | | - | | | | (1,230,059 | ) |
Other | | | (5,177 | ) | | | 105,182 | |
Total (depreciation) appreciation in fair value of investments | | $ | (797,995,860 | ) | | $ | 79,930,683 | |
Note 5 Fair Value Measurements
In accordance with SFAS No. 157, the Plan classifies investments into Level 1, which refers to securities valued using quoted prices from active markets for identical assets; Level 2, which refers to securities not traded on an active market but for which observable market inputs are readily available; and Level 3, which refers to securities valued based on significant unobservable inputs.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
As required by SFAS No. 157, at December 31, 2008, the Plan’s portfolio investments were classified as follows within the fair value hierarchy:
| | Investment Assets at Fair Value as of December 31, 2008 | |
| | Quoted Prices in Active Markets for Identical Assets | | | Significant Observable Inputs | | | Significant Unobservable Inputs | | | Total | |
| | (Level 1) | | | (Level 2) | | | (Level 3) | | | Fair Value | |
Assets: | | | | | | | | | | | | |
Interest in commingled funds | | $ | - | | | $ | 1,097,694,198 | | | $ | - | | | $ | 1,097,694,198 | |
Managed accounts: | | | | | | | | | | | | | | | | |
CSC common stock | | | 304,739,105 | | | | - | | | | - | | | | 304,739,105 | |
Cash | | | 701 | | | | - | | | | - | | | | 701 | |
Short-term investment funds | | | - | | | | 53,557,179 | | | | - | | | | 53,557,179 | |
Money market | | | - | | | | 311,375,475 | | | | - | | | | 311,375,475 | |
Bonds and debentures | | | - | | | | 226,065,816 | | | | - | | | | 226,065,816 | |
International equity portfolios | | | - | | | | 141,004,888 | | | | - | | | | 141,004,888 | |
Derivatives | | | - | | | | (562,721 | ) | | | - | | | | (562,721 | ) |
Participant loans | | | - | | | | 37,213,670 | | | | - | | | | 37,213,670 | |
Total investment assets at fair value | | $ | 304,739,806 | | | $ | 1,866,348,505 | | | $ | - | | | $ | 2,171,088,311 | |
Note 6 Participant Loans
The Plan allows participants to borrow from their vested account balances from a minimum of $1,000 to a maximum of 50% of their vested account balances up to $50,000, subject to certain limitations. The loans are secured by the balance in the participant account and bear interest at the prime rate quoted in the Wall Street Journal plus 1%. Loan terms range from 1-5 years or up to 15 years for purchase of a primary residence. Loans are recorded at outstanding loan balances, which approximate fair value, on the statements of net assets available for benefits.
Loan amounts are taken from the participants' accounts according to a priority specified in the Plan’s loan rules and, within each account, prorated from the funds based on their balances at the time. Loan principal repayments go back into the participants’ accounts in the reverse order of the priority specified in the Plan’s loan rules. Interest payments are prorated to the participants’ accounts based on each account’s outstanding principal. Both loan principal and interest repayments are invested according to the participant’s current investment fund election for contributions (except for employer match). Principal and interest are paid ratably through payroll deductions.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 7 Investments in CSC Trust
The following table presents investments in the CSC Trust at fair value.
| | December 31, | |
| | 2008 | | | 2007 | |
Investments at Fair Value as Determined by | | | | | | |
Quoted Market Price | | | | | | |
Cash | | $ | 30,286 | | | $ | 3,125 | |
Short-term investment funds | | | 88,853,668 | | | | 63,242,084 | |
Money market | | | 311,375,475 | | | | 218,380,022 | |
Bonds and debentures | | | 416,845,538 | | | | 526,346,877 | |
CSC common stock | | | 304,739,105 | | | | 413,767,773 | |
Common stock | | | 18,373,605 | | | | - | |
International equity portfolios | | | 189,999,193 | | | | 511,527,250 | |
Investment in registered investment company | | | 51,804,995 | | | | | |
| | | 1,382,021,865 | | | | 1,733,267,131 | |
Investment at Estimated Fair Value | | | | | | | | |
Interest in commingled funds | | | 2,294,832,150 | | | | 3,156,986,420 | |
Derivatives | | | (562,721 | ) | | | (782,852 | ) |
| | | 2,294,269,429 | | | | 3,156,203,568 | |
Investment at Cost, Which Approximates Fair Value | | | | | | | | |
Participant loans | | | 37,213,670 | | | | 36,174,723 | |
Total CSC Trust at fair value | | $ | 3,713,504,964 | | | $ | 4,925,645,422 | |
Plan's Interest in CSC Trust at fair value | | $ | 2,171,088,311 | | | $ | 2,781,764,992 | |
As of December 31, 2008 and 2007, the adjustment from fair value to contract value of the fully benefit-responsive contract was $101,431 and $(71,392), respectively.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
The investment (loss) income of the CSC Trust is summarized as follows:
| | Year Ended December 31, | |
| | 2008 | | | 2007 | |
(Depreciation) Appreciation: | | | | | | |
Bonds and debentures | | $ | (40,206,511 | ) | | $ | 7,307,274 | |
CSC common stock | | | (119,226,851 | ) | | | (30,304,855 | ) |
International equity portfolios | | | (191,650,971 | ) | | | 29,147,837 | |
Registered investment company | | | (41,934,982 | ) | | | (1,246,548 | ) |
Interest in commingled funds | | | (1,112,726,080 | ) | | | 149,164,262 | |
Other | | | (34,721 | ) | | | 18,851 | |
Net (depreciation) appreciation in fair value of investments | | | (1,505,780,116 | ) | | | 154,086,821 | |
Dividends | | | 21,367,600 | | | | 22,817,152 | |
Interest | | | 37,757,739 | | | | 43,410,636 | |
CSC Trust Investment (Loss) Income | | $ | (1,446,654,777 | ) | | $ | 220,314,609 | |
Plan's Interest in the CSC Trust Investment (Loss) Income | | $ | (767,011,692 | ) | | $ | 116,761,080 | |
Note 8 Exempt Party-In-Interest Transactions
Certain investment funds are managed by The Bank of New York Mellon and by one of its management firms, Mellon Capital Management. The Bank of New York Mellon is the trustee as defined by the Plan and, therefore, these transactions qualify as exempt party-in-interest transactions. The trustee fees associated with short-term investment funds that were managed by the trustee were paid by the Company and amounted to $1,500 a year for the years ended December 31, 2008 and 2007. During the years ended December 31, 2008, and 2007, the Plan expensed $701,140 and $694,985, respectively, to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2008 and 2007, the Plan held 8,672,143 and 8,364,014 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $455,832,921 and $444,032,871, respectively. Computer Science Corporation common stock did not pay dividends for the years ended December 31, 2008 and 2007.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 9 Mergers and Spin-off
The participants of the First Consulting Group, Inc. Associate 401(k) and Stock Ownership Plan (the “FCG Plan”) transferred from First Consulting Group payroll to CSC payroll and thereby, were eligible to participate in the Plan effective April 11, 2008. On April 10, 2008, the FCG Plan was merged into the Plan. The participants’ investment account balances of the FCG Plan were transferred into the Plan. Plan’s management believes that this merger is a tax-exempt transaction under the applicable provisions of the Code, and therefore, not subject to federal income taxes.
The participants of the Datatrac Employee Savings and Retirement Plan (the “Datatrac Plan”) transferred from Datatrac payroll to CSC payroll and, thereby, were eligible to participate in the Plan effective June 30, 2007. On July 10, 2007, the Datatrac Plan was merged into the Plan. The participants’ investment account balances of the Datatrac Plan were transferred into the Plan. Plan management believes that this merger is a tax-exempt transaction under the applicable provisions of the Code, and therefore, not subject to federal income taxes.
Note 10 Derivative Financial Instruments
In the Plan’s investment funds, one fixed income investment manager is permitted to use certain specified types of derivative instruments as part of its strategy. This strategy includes the use of futures, swaps, and options as substitutes for and in conjunction with certain types of fixed income securities. Derivatives are often used to manage market risk and to achieve overall investment portfolio objectives but not for speculation.
Futures Contracts
The Plan enters into futures contracts in the normal course of its investing activities to manage market risk associated with the Plan’s fixed income investments and to achieve overall investment portfolio objectives. The credit risk associated with these contracts is minimal as they are traded on organized exchanges and settled daily.
During 2008 and 2007, the Plan was a party to futures contracts held for trading purposes for U.S. Treasury securities. Upon entering into a futures contract, the Plan is required to deposit either in cash or securities an amount (“initial margin”) equal to a certain percentage of the fair value of the contract. Subsequent payments are then made or received by the Plan, depending on the daily fluctuations in the value of the underlying contracts.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
At December 31, 2008, the Plan had futures contracts to buy and sell U.S. Treasury Notes contracts with notional amounts of $56,800,000 and $3,600,000, respectively; to buy U.S Treasury Bond contracts with notional amounts of $1,200,000; and to buy and sell Eurodollar contracts with notional amounts of $18,000,000 and $24,000,000, respectively. At December 31, 2007, the Plan had futures contracts to buy and sell U.S. Treasury Notes contracts with notional amounts of $110,000,000 and $37,300,000, respectively; to buy U.S Treasury Bond contracts with notional amounts of $100,000; and to sell Eurodollar contracts with notional amount of $18,000,000 and $103,000,000. Notional amounts do not quantify risk or represent assets or liabilities of the Plan, but are used in the calculation of cash settlements under the contracts.
The fair value of futures contracts in the statements of net assets available for benefits is zero at December 31, 2008 and 2007, as settlements are made by cash daily. Realized gains or losses are accounted for as net (depreciation) appreciation in fair value of investments.
Interest Rate Swap
An interest rate swap is an agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps often exchange a fixed payment for a floating payment that is linked to an interest rate (most often the LIBOR). The Plan will typically use interest rate swaps to limit, or manage, its exposure to fluctuations in interest rates, or to obtain a marginally lower interest rate than it would have been able to get without the swap. Counterparties must be rated BBB or better by a nationally recognized rating agency. The Plan had entered into 38 interest rate swap contracts as of December 31, 2008 with a total fair value of $337,453 and a notional value of $46,700,000. As of December 31, 2007, the Plan had entered into 44 interest rate swap contracts with a total fair value of ($88,530) and a notional value of $63,800,000.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Credit Default Swap
A credit default swap is designed to transfer the credit exposure of fixed income products between parties. The buyer of a credit swap receives credit protection, whereas the seller of the swap guarantees the credit worthiness of the product. By doing this, the risk of default is transferred from the holder of the fixed income security to the seller of the swap. The Plan had entered into 2 credit default swaps with a fair value of ($923,931) and notional amount of $3,100,000 as of December 31, 2008. The Plan had entered into 12 credit default swaps with a fair value of $80,081 and notional amount of $4,375,000 as of December 31, 2007. The index involved in those swaps is the Dow Jones North American Investment Grade High Volatility Index. This index is a collection of high volatility names that is priced monthly by Dow Jones.
Swaption
A swaption is an option to enter into an interest rate swap. In exchange for an option premium, the buyer gains the right but not the obligation to enter into a specified swap agreement with the issuer on a specified future date. As of December 31, 2008, the Plan had entered into two interest swaption contracts with a fair value of $23,757 and a notional amount of $6,100,000. As of December 31, 2007, the Plan had entered into four interest swaption contracts with a fair value of $441,198 and a notional amount of $9,000,000.
At December 31, 2008, the fair value of derivatives was ($562,721). At December 31, 2007, the fair market value of derivatives was $432,749.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 11 Reconciliation of Financial Statements to Form 5500
The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500:
| | December 31, | |
| | 2008 | | | 2007 | |
| | | | | | |
Net assets available for benefits per the financial statements | | $ | 2,155,744,343 | | | $ | 2,755,899,349 | |
Amounts allocated to withdrawing participants | | | (4,561,220 | ) | | | (4,749,665 | ) |
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | | | (101,431 | ) | | | 71,392 | |
Net assets available for benefits per Form 5500 | | $ | 2,151,081,692 | | | $ | 2,751,221,076 | |
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
The following is a reconciliation of net increase in assets before transfers per the financial statements to the Form 5500:
| | Year Ended December 31, | |
| | 2008 | | | 2007 | |
Net (decrease) increase in net assets before transfers per the financial statements | | $ | (704,339,075 | ) | | $ | 105,417,117 | |
Adjustment from contract value to fair value for fully benefit-responsive investment contracts | | | (172,823 | ) | | | 195,767 | |
Net (decrease) increase in net assets before transfers per Form 5500 | | $ | (704,511,898 | ) | | $ | 105,612,884 | |
The following is a reconciliation of distributions to participants per the financial statements to the Form 5500:
| | Year Ended December 31, | |
| | 2008 | | | 2007 | |
Distributions to participants per the financial statements | | $ | 217,525,103 | | | $ | 249,064,444 | |
Amounts allocated to withdrawing participants at end of year | | | 4,561,220 | | | | 4,749,665 | |
Amounts allocated to withdrawing participants at start of year | | | (4,749,665 | ) | | | (6,405,988 | ) |
Distributions to participants per the Form 5500 | | $ | 217,336,658 | | | $ | 247,408,121 | |
Amounts allocated to withdrawing participants are recorded as distributions on the Form 5500 for benefit claims that have been processed and approved for payment prior to year end but not paid as of that date.
COMPUTER SCIENCES CORPORATION
MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
Years Ended December 31, 2008 and 2007
Note 12 Subsequent Event
Commencing with the July 31, 2009 paycheck, CSC will increase its matching contribution to the Plan for most participants to 50% of the first 6% of the participant’s compensation deferral.
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Act of 1934, the Computer Sciences Corporation Retirement and Employee Benefits Plans Committee has duly caused this annual report to be signed on its behalf by the undersigned thereunto duly authorized.
Computer Sciences Corporation
MATCHED ASSET PLAN
Date: June 25, 2009 By: /s/ Donald G. DeBuck
Donald G. DeBuck
Member, CSC Retirement and Employee Benefits Plans Committee
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | |
| | Euro | Cash | | | | $ | 701 | |
| | | | | | | | | |
| | State Street Global Advisor | Money Market Fund | | | | | 311,375,475 | |
| * | | The Bank of New York Mellon | Collective Short Term Invest Fd | | | | | 48,975,985 | |
| | | Wachovia Corp New C/D | Certificate of Deposit | 2/28/49 | | | | 494,392 | |
| | | Bankamaerica Corp Disc | Certificate of Deposit | 2/12/09 | | | | 1,993,154 | |
| | | Liberty Str Fdg Corp C/D | Certificate of Deposit | 2/2/09 | | | | 2,093,648 | |
| | | | | Total Short-Term Investments | | | 364,932,654 | |
| | | | | | | | | | |
| * | | Computer Sciences Corporation | Common Stock (8,672,143 shares) | | | | | 304,739,105 | |
| | | | | | | | | | |
| | | Computer Sciences Corporation | Participant loans | | | | | 37,213,670 | |
| | | | | | | | | | |
| * | | Mellon Capital Management | Commingled Fund – Daily Liquidity Stock Index Fund | | | 266,251,646 | |
| * | | Mellon Capital Management | Commingled Fund – EB Daily Liquidity Enhances Asset Allocation | | | 78,948,635 | |
| | | State Street Global Advisor | Commingled Fund – SSGA Index Plus Secs Lending Ser A Fund | | | 56,487,090 | |
| * | | Mellon Capital Management | Commingled Fund – Mellong EB Daily Market Completion Fund | | | 145,303,731 | |
| | | Frank Russell | Commingled Fund – Frank Russell Equity #1 Fund | | | 129,464,358 | |
| | | State Street Global Advisor | Commingled Fund – SSGA Gov’t TIPS Bond Fund | | | 79,870,019 | |
| | | State Street Global Advisor | SSgA Target Retirement Fund | | | | | 21,325,695 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2010 | | | | | 53,155,707 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2015 | | | | | 61,543,921 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2020 | | | | | 66,791,742 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2025 | | | | | 53,797,024 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2030 | | | | | 37,816,896 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2035 | | | | | 19,380,599 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2040 | | | | | 10,766,455 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2045 | | | | | 3,835,946 | |
| | | State Street Global Advisor | SSgA Target Ser Ret 2050 | | | | | 2,134,352 | |
| | | T. Rowe Price | Frozen Stable Value Fund | | | | | 10,820,382 | |
| | | | | Total Interest in Commingled Funds | | | 1,097,694,198 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Chase Issuance Tr | Corporate Bond | | | 1.346 | % | 10/17/11 | | | | 1,043,647 | |
| Citibank Cr Card Issuance Tr | Corporate Bond | | | 4.850 | % | 2/10/11 | | | | 1,304,364 | |
| Conocophillips Australia Fdg | Corporate Bond | | | | | 4/9/09 | | | | 299,658 | |
| Ford Cr Auto Owner Tr 2006 C | Corporate Bond | | | 1.346 | % | 12/15/09 | | | | 577 | |
| Morgan Stanley Cap I Inc | Corporate Bond | | | 6.530 | % | 3/15/31 | | | | 48,288 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 6.186 | % | 6/11/35 | | | | 1,038,885 | |
| Comm 2000-C1 | Corporate Bond | | | 7.416 | % | 4/15/10 | | | | 670,486 | |
| Dlj Coml Mtg Corp | Corporate Bond | | | 7.340 | % | 10/10/32 | | | | 1,038,670 | |
| Dlj Coml Mtg Corp | Corporate Bond | | | 7.180 | % | 11/10/33 | | | | 732,822 | |
| Florida Pwr Corp | Corporate Bond | | | 6.650 | % | 7/15/11 | | | | 262,405 | |
| Fpl Group Cap Inc | Corporate Bond | | | 5.625 | % | 9/1/11 | | | | 218,034 | |
| Gmac Coml Mtg Sec Inc | Corporate Bond | | | 6.700 | % | 4/15/34 | | | | 980,490 | |
| Gmac Coml Mtg Sec Inc | Corporate Bond | | | | | 3/15/33 | | | | 778,770 | |
| Greenwich Cap Coml Fdg Corp | Corporate Bond | | | 4.112 | % | 1/11/17 | | | | 322,344 | |
| Gs Mtg Secs Corp Ii V/R | Corporate Bond | | | 0.869 | % | 1/10/40 | | | | 103,341 | |
| Ifc Sbap 97-1A V/R | Corporate Bond | | | | | 1/15/24 | | | | 146,361 | |
| Lb-Ubs Coml Mtg Tr | Corporate Bond | | | 6.365 | % | 12/15/28 | | | | 617,818 | |
| Lb-Ubs Coml Mtg Tr | Corporate Bond | | | 1.358 | % | 4/15/37 | | | | 68,032 | |
| Lb-Ubs Coml Mtg Tr | Corporate Bond | | | 4.567 | % | 6/15/29 | | | | 629,575 | |
| Pnc Mtg Accep Corp | Corporate Bond | | | 7.330 | % | 12/10/32 | | | | 708,543 | |
| Structured Asset Secs Corp | Corporate Bond | | | 4.920 | % | 3/25/34 | | | | 295,988 | |
| Txu Electric Delivery Transition Bond | Corporate Bond | | | 4.810 | % | 11/17/14 | | | | 951,128 | |
| Washington Mut Mtg Secs Corp | Corporate Bond | | | 5.515 | % | 11/25/30 | | | | 36,193 | |
| Washington Mut Mtg Secs Corp | Corporate Bond | | | 6.250 | % | 2/25/32 | | | | 41,062 | |
| Chase Manhattan Bk - First Un | Corporate Bond | | | 7.439 | % | 8/15/31 | | | | 2,110,845 | |
| Gs Mtg Secs Corp | Corporate Bond | | | 3.691 | % | 8/25/34 | | | | 221,412 | |
| Bear Stearns Arm Tr | Corporate Bond | | | 4.979 | % | 10/25/34 | | | | 173,736 | |
| Gmac Coml Mtg Secs Inc | Corporate Bond | | | 7.179 | % | 8/15/36 | | | | 461,673 | |
| Structured Adj Rate Mtg Ln Tr | Corporate Bond | | | 1.868 | % | 9/25/34 | | | | 51,251 | |
| Bear Stearns Alt-A Tr | Corporate Bond | | | 1.824 | % | 11/25/34 | | | | 127,769 | |
| Pg&E Energy Recovery Fdg Llc | Corporate Bond | | | 4.370 | % | 6/25/14 | | | | 963,985 | |
| Cwalt Inc | Corporate Bond | | | 5.500 | % | 7/25/35 | | | | 353,506 | |
| Adjustable Rate Mtg Tr | Corporate Bond | | | 1.720 | % | 11/25/35 | | | | 185,832 | |
| American Home Mtg Assets Tr | Corporate Bond | | | 1.721 | % | 11/25/35 | | | | 131,650 | |
| Luminent Mtg Tr | Corporate Bond | | | 1.710 | % | 11/25/35 | | | | 363,371 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 1.700 | % | 3/25/36 | | | | 314,445 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 3.878 | % | 9/11/36 | | | | 595,438 | |
| Ford Cr Auto Owner Tr | Corporate Bond | | | 5.070 | % | 12/15/10 | | | | 1,045,737 | |
| Deutsche Alt-A Secs Inc | Corporate Bond | | | 1.524 | % | 4/25/36 | | | | 41,120 | |
| Opteum Mtg Accep Corp | Corporate Bond | | | 1.534 | % | 4/25/36 | | | | 229,612 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Wachovia Corp New | Corporate Bond | | | | 3/15/11 | | | | 191,834 | |
| Gs Mtg Secs Corp *Pp* | Corporate Bond | | | 4.586 | % | 9/25/35 | | | | 503,759 | |
| J P Morgan Mtg Tr *Pp* | Corporate Bond | | | 3.883 | % | 8/25/34 | | | | 697,581 | |
| Citibank Cr Card Issuance Tr | Corporate Bond | | | 5.300 | % | 5/20/11 | | | | 1,116,007 | |
| Daimlerchrysler Auto Tr 2006-B | Corporate Bond | | | 5.330 | % | 8/8/10 | | | | 239,217 | |
| Deutsche Alt-A Secs Mtg Ln Tr | Corporate Bond | | | 1.535 | % | 8/25/36 | | | | 413,552 | |
| Slm Student Ln Tr 2006 6 | Corporate Bond | | | 2.851 | % | 10/25/18 | | | | 343,697 | |
| Cwmbs Inc V/R | Corporate Bond | | | 5.110 | % | 9/25/33 | | | | 353,703 | |
| Ford Cr Auto Owner Tr 2006-B | Corporate Bond | | | 5.280 | % | 10/15/10 | | | | 675,668 | |
| Merrill Lynch Mtg Invs Inc | Corporate Bond | | | 4.229 | % | 8/25/34 | | | | 636,172 | |
| Teachers Ins & Annuity Assn Restr | Corporate Bond | | | 6.680 | % | 6/19/31 | | | | 646,578 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 5.954 | % | 5/15/43 | | | | 557,323 | |
| Ace Secs Corp Home Equity Ln | Corporate Bond | | | 0.524 | % | 8/25/36 | | | | 493,122 | |
| Harborview Mtg Ln Tr 2006-9 | Corporate Bond | | | 0.791 | % | 11/19/36 | | | | 474,628 | |
| Permanent Master Issuer Plc | Corporate Bond | | | 2.831 | % | 10/17/15 | | | | 1,163,956 | |
| Banc Amer Fdg 2006-I Tr | Corporate Bond | | | 4.603 | % | 12/20/46 | | | | 572,848 | |
| J P Morgan Mtg Tr 2007-A1 | Corporate Bond | | | 4.071 | % | 7/25/35 | | | | 786,462 | |
| Vodafone Group Plc New | Corporate Bond | | | | | 2/27/12 | | | | 323,188 | |
| Morgan Stanley Abs Cap I Inc | Corporate Bond | | | 0.511 | % | 1/25/37 | | | | 375,649 | |
| Soundview Home Ln Tr 2007-Ns1 | Corporate Bond | | | 0.591 | % | 1/25/37 | | | | 406,792 | |
| Wamu Asset-Backed Ctfs Wamu | Corporate Bond | | | 0.521 | % | 1/1/47 | | | | 450,398 | |
| Wamu Mtg Pass Thru Ctfs | Corporate Bond | | | 5.347 | % | 3/25/37 | | | | 715,156 | |
| Cwabs Asset-Backed Ctfs Tr | Corporate Bond | | | 1.545 | % | 9/25/37 | | | | 885,724 | |
| Comm 2005-C6 | Corporate Bond | | | 4.999 | % | 6/10/44 | | | | 1,215,114 | |
| J P Morgan Mtg Tr 2007-A1 | Corporate Bond | | | 4.740 | % | 7/25/35 | | | | 949,168 | |
| General Elec Cap Corp Medium | Corporate Bond | | | 5.000 | % | 12/1/10 | | | | 533,563 | |
| Morgan Stanley Abs Cap I Inc | Corporate Bond | | | 1.552 | % | 2/25/37 | | | | 587,904 | |
| Washington Mut Mtg Pass Thru | Corporate Bond | | | 1.635 | % | 1/25/47 | | | | 408,284 | |
| Starm Mtg Ln Tr 2007-2 | Corporate Bond | | | 5.711 | % | 4/25/37 | | | | 684,219 | |
| Tiaa Seasoned Coml Mtg Tr | Corporate Bond | | | 5.701 | % | 8/1/39 | | | | 944,891 | |
| Wamu Mtg Pass Thru Ctfs Ser | Corporate Bond | | | 6.076 | % | 10/25/36 | | | | 708,885 | |
| Wells Fargo Mtg Backed Secs | Corporate Bond | | | 6.000 | % | 7/25/37 | | | | 1,053,611 | |
| Wells Fargo Mtg Backed Secs | Corporate Bond | | | 5.627 | % | 7/25/36 | | | | 563,590 | |
| Cwabs Asset Backed Ctfs Tr | Corporate Bond | | | 1.803 | % | 5/25/29 | | | | 249,084 | |
| Citigroup Mtg Ln Tr 2006-Ar5 | Corporate Bond | | | 5.808 | % | 7/25/36 | | | | 703,600 | |
| Chase Issuance Tr | Corporate Bond | | | 1.561 | % | 9/15/11 | | | | 1,129,715 | |
| Option One Mtg Ln Tr 2007-3 | Corporate Bond | | | 1.555 | % | 4/25/37 | | | | 612,386 | |
| Deutsche Bk Ag Global Medium | Corporate Bond | | | 5.000 | % | 10/12/10 | | | | 237,578 | |
| Home Equity Asset Tr 2007-2 | Corporate Bond | | | 1.555 | % | 7/25/37 | | | | 543,724 | |
| J P Morgan Mtg Acquisition Tr | Corporate Bond | | | 0.521 | % | 11/1/29 | | | | 843,686 | |
| Morgan Stanley Abs Cap I Inc | Corporate Bond | | | 1.503 | % | 5/25/37 | | | | 678,350 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Securitized Asset Backed | Corporate Bond | | | 0.511 | % | 1/25/37 | | | | 382,370 | |
| Soundview Home Ln Tr 2007-Opt3 | Corporate Bond | | | 1.504 | % | 7/25/37 | | | | 469,964 | |
| Ford Cr Auto Owner Tr 2008-A | Corporate Bond | | | 3.960 | % | 4/15/12 | | | | 1,372,239 | |
| Chase Issuance Tr | Corporate Bond | | | 1.748 | % | 1/15/12 | | | | 858,541 | |
| Slm Student Ln Tr 2008-5 | Corporate Bond | | | 4.189 | % | 1/25/18 | | | | 1,458,561 | |
| Slm Student Ln Tr 2008-5 | Corporate Bond | | | 3.985 | % | 10/25/16 | | | | 1,553,279 | |
| U S Bancorp Medium Term Nts- | Corporate Bond | | | | | 5/6/10 | | | | 960,498 | |
| Lb-Ubs Westfield Tr Restr | Corporate Bond | | | 6.155 | % | 7/14/16 | | | | 770,540 | |
| American Express Issuance Tr | Corporate Bond | | | 4.020 | % | 1/18/11 | | | | 1,037,995 | |
| Lehman Brothers Hldgs Inc Dflt | Corporate Bond | | | 0.000 | % | 5/25/10 | | | | 28,800 | |
| Ford Cr Auto Owner Tr 2006 C | Corporate Bond | | | 1.365 | % | 2/15/12 | | | | 969,816 | |
| Lb-Ubs Coml Mtg Tr 2006-C6 | Corporate Bond | | | 5.230 | % | 9/15/39 | | | | 999,094 | |
| Conocophillips Australia Fdg | Corporate Bond | | | | | 4/9/09 | | | | 517,409 | |
| Gmac Comm Mtg Sec Inc | Corporate Bond | | | 6.945 | % | 9/15/33 | | | | 243,494 | |
| Heller Finl Coml Mtg Asset Corp | Corporate Bond | | | 6.847 | % | 5/15/31 | | | | 117,876 | |
| Ramp Ser 2006-Rs4 Tr | Corporate Bond | | | 1.524 | % | 11/25/28 | | | | 18,270 | |
| Usaa Auto Owner Tr 2007-1 | Corporate Bond | | | 5.400 | % | 4/15/10 | | | | 130,415 | |
| Wells Fargo Mtg Backed Secs | Corporate Bond | | | 3.741 | % | 9/25/34 | | | | 950,910 | |
| Ameriquest Mtg Secs Inc | Corporate Bond | | | 0.774 | % | 11/25/34 | | | | 150,676 | |
| Aol Time Warner Inc | Corporate Bond | | | 7.625 | % | 4/15/31 | | | | 9,828 | |
| AT&T Broadband Corp | Corporate Bond | | | 8.375 | % | 3/15/13 | | | | 925,895 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 6.503 | % | 4/15/36 | | | | 1,136,430 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 6.186 | % | 6/11/35 | | | | 426,086 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 4.050 | % | 11/10/38 | | | | 939,375 | |
| Bristol-Meyer Squibb | Corporate Bond | | | 6.875 | % | 8/1/97 | | | | 22,096 | |
| Centerpoint Energy Res Corp | Corporate Bond | | | 7.875 | % | 4/1/13 | | | | 60,209 | |
| Chase Coml Mtg Secs Corp | Corporate Bond | | | 7.198 | % | 1/15/32 | | | | 230,708 | |
| Citigroup Inc | Corporate Bond | | | 3.625 | % | 2/9/09 | | | | 398,724 | |
| Comcast Corp New | Corporate Bond | | | 7.050 | % | 3/15/33 | | | | 36,508 | |
| Consolidated Nat Gas Co | Corporate Bond | | | 5.000 | % | 3/1/14 | | | | 23,247 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 3.936 | % | 5/15/38 | | | | 425,317 | |
| Devon Fing Corp U L C | Corporate Bond | | | 7.875 | % | 9/30/31 | | | | 55,055 | |
| Dlj Coml Mtg Corp | Corporate Bond | | | 7.180 | % | 11/10/33 | | | | 448,315 | |
| Dominion Res Inc Del | Corporate Bond | | | 5.125 | % | 12/15/09 | | | | 49,890 | |
| Gmac Coml Mtg Sec Inc | Corporate Bond | | | | | 3/15/33 | | | | 477,460 | |
| Goldman Sachs Grp Inc | Corporate Bond | | | 5.250 | % | 10/15/13 | | | | 395,020 | |
| Gte Corp | Corporate Bond | | | 6.940 | % | 4/15/28 | | | | 23,134 | |
| Halliburton Co | Corporate Bond | | | 5.500 | % | 10/15/10 | | | | 153,207 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 6.429 | % | 4/15/35 | | | | 335,528 | |
| Lb-Ubs Coml Mtg Tr | Corporate Bond | | | 7.370 | % | 8/15/26 | | | | 264,968 | |
| Mastr Alternative Ln Tr | Corporate Bond | | | 5.500 | % | 5/25/34 | | | | 124,817 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Morgan J P Coml Mtg Fin Corp | Corporate Bond | | | 7.371 | % | 8/15/32 | | | | 281,986 | |
| Morgan Stanley Co | Corporate Bond | | | 6.750 | % | 4/15/11 | | | | 98,393 | |
| National Westminster Bk Plc | Corporate Bond | | | 7.375 | % | 10/1/09 | | | | 73,537 | |
| News Amer Hldgs Inc Sr Deb | Corporate Bond | | | 7.750 | % | 1/20/24 | | | | 40,111 | |
| Prudential Secs Secd Fing Corp | Corporate Bond | | | 7.193 | % | 6/16/31 | | | | 308,315 | |
| Prudential Secs Secd Fing Corp | Corporate Bond | | | 7.727 | % | 2/15/10 | | | | 726,409 | |
| Salomon Bros Mtg Secs Vii Inc | Corporate Bond | | | 6.499 | % | 10/13/11 | | | | 399,267 | |
| Salomon Bros Coml Mtg Tr | Corporate Bond | | | 6.592 | % | 12/18/33 | | | | 339,638 | |
| Slm Corp Medium Term Nts Book | Corporate Bond | | | 4.000 | % | 1/15/09 | | | | 587,304 | |
| Slm Corp M/T/N | Corporate Bond | | | | | 1/26/09 | | | | 424,941 | |
| Structured Asset Secs Corp *Pp* | Corporate Bond | | | 3.357 | % | 1/25/31 | | | | 153,351 | |
| Tci Communications Inc Deb | Corporate Bond | | | 7.125 | % | 2/15/28 | | | | 108,756 | |
| Time Warner Companies Inc | Corporate Bond | | | 7.570 | % | 2/1/24 | | | | 212,023 | |
| United Mexican Sts M/T/N | Corporate Bond | | | 7.500 | % | 4/8/33 | | | | 51,413 | |
| Vodafone Airtouch Plc | Corporate Bond | | | 7.750 | % | 2/15/10 | | | | 76,652 | |
| Verizon Md Inc | Corporate Bond | | | 5.125 | % | 6/15/33 | | | | 65,522 | |
| Wachovia Bk Coml Mtg Tr | Corporate Bond | | | 5.125 | % | 8/15/35 | | | | 435,181 | |
| Suntrust Banks Inc C/D | Corporate Bond | | | 4.415 | % | 6/15/09 | | | | 111,436 | |
| Wells Fargo Mtg Backed Secs V/R | Corporate Bond | | | 4.474 | % | 7/25/34 | | | | 420,760 | |
| Banc Amer Alternative Ln Tr | Corporate Bond | | | 5.000 | % | 7/25/19 | | | | 127,404 | |
| Banc Amer Alternative Ln Tr | Corporate Bond | | | 5.000 | % | 6/25/19 | | | | 108,024 | |
| Gmac Coml Mtg Secs Inc | Corporate Bond | | | 7.179 | % | 8/15/36 | | | | 266,992 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 4.512 | % | 12/10/42 | | | | 399,733 | |
| Gs Mtg Secs Corp | Corporate Bond | | | 4.039 | % | 8/25/34 | | | | 345,995 | |
| Citigroup Inc | Corporate Bond | | | 4.125 | % | 2/22/10 | | | | 142,886 | |
| Fort Irwin Ld Llc | Corporate Bond | | | 5.300 | % | 12/15/35 | | | | 91,374 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 5.857 | % | 10/12/35 | | | | 439,082 | |
| Scottish Pwr Plc | Corporate Bond | | | 4.910 | % | 3/15/10 | | | | 220,277 | |
| News Amer Inc | Corporate Bond | | | 6.200 | % | 12/15/34 | | | | 13,688 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 4.832 | % | 4/15/37 | | | | 326,068 | |
| First Un Natl Bk Coml Mtg Tr | Corporate Bond | | | 6.663 | % | 1/12/43 | | | | 1,326,371 | |
| Florida Pwr & Lt Co | Corporate Bond | | | 4.950 | % | 6/1/35 | | | | 48,655 | |
| Gs Mtg Secs Corp Ii | Corporate Bond | | | 4.751 | % | 7/10/39 | | | | 120,992 | |
| Citigroup Inc | Corporate Bond | | | 4.625 | % | 8/3/10 | | | | 49,176 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 4.895 | % | 9/12/37 | | | | 335,931 | |
| Slm Corp Medium Term Nts Book | Corporate Bond | | | 4.500 | % | 7/26/10 | | | | 190,931 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 5.183 | % | 11/15/36 | | | | 489,009 | |
| Homebanc Mtg Tr | Corporate Bond | | | 1.721 | % | 10/25/35 | | | | 121,601 | |
| Structured Adj Rate Mtg Ln Tr | Corporate Bond | | | 1.772 | % | 10/25/35 | | | | 73,618 | |
| Wells Fargo & Co New | Corporate Bond | | | 4.625 | % | 8/9/10 | | | | 236,081 | |
| Fort Irwin Ld Llc | Corporate Bond | | | 5.030 | % | 12/15/25 | | | | 37,342 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| General Elec Cap Corp Medium | Corporate Bond | | | 5.000 | % | 11/15/11 | | | | 658,717 | |
| News Amer Hldgs Inc | Corporate Bond | | | 8.500 | % | 2/23/25 | | | | 49,207 | |
| Banc Amer Coml Mtg Inc | Corporate Bond | | | 6.085 | % | 6/11/35 | | | | 245,205 | |
| First Un Natl Bk Coml Mtg Tr | Corporate Bond | | | 6.141 | % | 2/12/34 | | | | 455,570 | |
| Wells Fargo & Co New | Corporate Bond | | | 4.875 | % | 1/12/11 | | | | 95,004 | |
| Citigroup Mtg Ln Tr | Corporate Bond | | | 4.900 | % | 2/25/36 | | | | 455,627 | |
| Comcast Corp New | Corporate Bond | | | 5.900 | % | 3/15/16 | | | | 95,482 | |
| Unitedhealth Group Inc | Corporate Bond | | | 5.250 | % | 3/15/11 | | | | 568,857 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 5.603 | % | 7/15/35 | | | | 455,314 | |
| United Mexican Sts Medium Term | Corporate Bond | | | 5.625 | % | 1/15/17 | | | | 70,000 | |
| American Home Mtg Invt Tr *Pp* | Corporate Bond | | | 5.294 | % | 6/25/45 | | | | 103,422 | |
| Asset Backed Ctfs Tr 2006-8 | Corporate Bond | | | 1.473 | % | 6/28/36 | | | | 16,923 | |
| Opteum Mtg Accep Corp 2006-2 | Corporate Bond | | | 1.503 | % | 7/25/36 | | | | 160,752 | |
| Wachovia Auto Owner Tr 2006-A | Corporate Bond | | | 5.380 | % | 6/20/13 | | | | 519,148 | |
| Zuni Mtg Ln Tr 2006-1 | Corporate Bond | | | 1.576 | % | 8/25/36 | | | | 613,415 | |
| First Franklin Mtg Ln Tr Ser | Corporate Bond | | | 1.493 | % | 7/25/36 | | | | 40,958 | |
| Residential Asset Securities C | Corporate Bond | | | 1.503 | % | 7/28/36 | | | | 56,674 | |
| Canadian Nat Res Ltd | Corporate Bond | | | 6.500 | % | 2/15/37 | | | | 122,454 | |
| Morgan Stanley | Corporate Bond | | | | | 1/9/12 | | | | 568,087 | |
| Anadarko Pete Corp | Corporate Bond | | | 6.450 | % | 9/15/36 | | | | 55,218 | |
| Anadarko Pete Corp | Corporate Bond | | | 5.950 | % | 9/15/16 | | | | 264,993 | |
| Ahmat Amern Home Mtg Corp Ser | Corporate Bond | | | 1.638 | % | 10/25/37 | | | | 52,188 | |
| Gs Mtg Secs Tr 2006-Gg8 | Corporate Bond | | | 5.560 | % | 11/10/39 | | | | 154,673 | |
| Harborview Mtg Ln Tr 2006-9 | Corporate Bond | | | 0.791 | % | 11/19/36 | | | | 111,241 | |
| Lb-Ubs Coml Mtg Tr 2006-C7 | Corporate Bond | | | 5.347 | % | 11/15/38 | | | | 408,925 | |
| Usaa Auto Owner Trust | Corporate Bond | | | 5.010 | % | 6/15/11 | | | | 685,028 | |
| Metlife Inc | Corporate Bond | | | 6.400 | % | 12/15/36 | | | | 156,000 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 5.308 | % | 11/15/48 | | | | 355,961 | |
| Wamu Mtg Pass Thru Ctfs Ser | Corporate Bond | | | 5.372 | % | 1/25/37 | | | | 287,789 | |
| Cd 2007-Cd4 Coml Mtg Tr | Corporate Bond | | | 5.322 | % | 12/11/49 | | | | 39,268 | |
| Travelers Cos Inc | Corporate Bond | | | 6.250 | % | 3/15/67 | | | | 114,632 | |
| Chubb Corp | Corporate Bond | | | | | 3/29/37 | | | | 93,029 | |
| Lincoln Natl Corp Ind | Corporate Bond | | | 6.050 | % | 4/20/67 | | | | 40,000 | |
| Bear Stearns Coml Mtg Secs Tr | Corporate Bond | | | 5.471 | % | 1/12/45 | | | | 451,091 | |
| Ge Coml Mtg Corp Ser 2007-C1 | Corporate Bond | | | 5.543 | % | 12/10/49 | | | | 83,852 | |
| General Elec Cap Corp Medium | Corporate Bond | | | 5.000 | % | 4/10/12 | | | | 89,209 | |
| Slm Corp Medium Term Nts Book | Corporate Bond | | | | | 1/27/14 | | | | 107,978 | |
| Wamu Mtg Pass Thru Ctfs Ser | Corporate Bond | | | 3.248 | % | 5/25/47 | | | | 78,520 | |
| Credit Suisse Guernsey Brh | Corporate Bond | | | 5.860 | % | 5/15/49 | | | | 140,019 | |
| Goldman Sachs Cap Ii | Corporate Bond | | | | | 12/29/49 | | | | 74,962 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 5.040 | % | 10/15/42 | | | | 76,565 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Wamu Mtg Pass-Through Ctfs Ser | Corporate Bond | | | 3.228 | % | 6/25/47 | | | | 137,337 | |
| Allstate Corp | Corporate Bond | | | 6.125 | % | 5/15/37 | | | | 46,464 | |
| Jpmorgan Chase Bk N A New York | Corporate Bond | | | 6.000 | % | 7/5/17 | | | | 302,580 | |
| Bank Amer N A Charlotte N C | Corporate Bond | | | 6.100 | % | 6/15/17 | | | | 123,253 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 5.992 | % | 6/15/49 | | | | 152,885 | |
| Midamerican Energy Hldgs Co | Corporate Bond | | | 5.950 | % | 5/15/37 | | | | 158,681 | |
| Xto Energy Inc | Corporate Bond | | | 6.750 | % | 8/1/37 | | | | 126,436 | |
| Xto Energy Inc | Corporate Bond | | | 6.250 | % | 8/1/17 | | | | 72,021 | |
| Wells Fargo Mtg Backed Secs | Corporate Bond | | | 6.119 | % | 9/25/36 | | | | 170,937 | |
| Citigroup Mtg Ln Tr | Corporate Bond | | | 5.343 | % | 8/25/35 | | | | 325,495 | |
| Comm 2007-C9 Mtg Tr | Corporate Bond | | | 6.010 | % | 12/10/49 | | | | 201,414 | |
| General Elec Cap Corp M/T/N | Corporate Bond | | | 6.150 | % | 8/7/37 | | | | 185,485 | |
| Kraft Foods Inc | Corporate Bond | | | 6.500 | % | 8/11/17 | | | | 251,285 | |
| Wal-Mart Stores Inc | Corporate Bond | | | 5.800 | % | 2/15/18 | | | | 221,310 | |
| Cwabs Asset Backed Ctfs Tr | Corporate Bond | | | 1.803 | % | 5/25/29 | | | | 363,122 | |
| Gs Mtg Secs Corp | Corporate Bond | | | 5.250 | % | 7/25/35 | | | | 312,825 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 6.100 | % | 2/15/51 | | | | 448,059 | |
| Morgan Stanley Cap I Tr | Corporate Bond | | | 6.078 | % | 6/11/49 | | | | 139,353 | |
| International Business Machs | Corporate Bond | | | 5.700 | % | 9/14/17 | | | | 267,278 | |
| Jpmorgan Chase Cap Xxv | Corporate Bond | | | 6.800 | % | 10/1/37 | | | | 852,286 | |
| J P Morgan Chase Coml Mtg Secs | Corporate Bond | | | 5.827 | % | 2/15/51 | | | | 128,647 | |
| Morgan Stanley Cap Tr I | Corporate Bond | | | 5.812 | % | 4/12/49 | | | | 56,427 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 6.055 | % | 2/15/51 | | | | 700,295 | |
| Citigroup Inc | Corporate Bond | | | 5.300 | % | 10/17/12 | | | | 554,145 | |
| Chase Issuance Tr | Corporate Bond | | | 5.120 | % | 10/15/14 | | | | 742,152 | |
| Coca Cola Co | Corporate Bond | | | 5.350 | % | 11/15/17 | | | | 458,535 | |
| Diageo Cap Plc | Corporate Bond | | | 5.200 | % | 1/30/13 | | | | 639,613 | |
| Ford Cr Auto Owner Tr 2007-B | Corporate Bond | | | 5.150 | % | 11/15/11 | | | | 1,248,557 | |
| New York Life Global Fdg Restr | Corporate Bond | | | 5.250 | % | 10/16/12 | | | | 245,238 | |
| Citigroup Mtg Ln Tr 2007-Ar4 | Corporate Bond | | | 5.767 | % | 3/25/37 | | | | 455,470 | |
| Midamerican Energy Hldgs Co | Corporate Bond | | | 6.500 | % | 9/15/37 | | | | 73,211 | |
| Bank Amer Corp | Corporate Bond | | | 5.750 | % | 12/1/17 | | | | 449,297 | |
| General Elec Cap Corp Medium | Corporate Bond | | | 6.375 | % | 11/15/67 | | | | 188,571 | |
| Wachovia Bk Natl Assn Medium | Corporate Bond | | | 6.600 | % | 1/15/38 | | | | 650,946 | |
| Citigroup Mtg Ln Tr 2007-Amc3 | Corporate Bond | | | 1.555 | % | 3/25/37 | | | | 181,686 | |
| Cd 2007-Cd5 Mtg Tr | Corporate Bond | | | 5.886 | % | 11/15/44 | | | | 226,227 | |
| AT&T Inc | Corporate Bond | | | 6.300 | % | 1/15/38 | | | | 528,555 | |
| Citigroup Cap Xxi | Corporate Bond | | | 8.300 | % | 12/21/57 | | | | 173,529 | |
| Kraft Foods Inc | Corporate Bond | | | 6.125 | % | 2/1/18 | | | | 416,458 | |
| Transocean Inc | Corporate Bond | | | 6.800 | % | 3/15/38 | | | | 62,437 | |
| Ubs Ag Stamford Brh Medium | Corporate Bond | | | | | 12/20/17 | | | | 569,563 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Transocean Inc | Corporate Bond | | | 6.000 | % | 3/15/18 | | | | 40,986 | |
| J P Morgan Mtg Acquisition Tr | Corporate Bond | | | 0.521 | % | 11/1/29 | | | | 580,626 | |
| Bank Amer Corp | Corporate Bond | | | 8.000 | % | 12/29/49 | | | | 352,452 | |
| United Parcel Svc Inc | Corporate Bond | | | 6.200 | % | 1/15/38 | | | | 270,100 | |
| Florida Power & Light Co 1St M | Corporate Bond | | | 5.950 | % | 2/1/38 | | | | 222,770 | |
| Ford Cr Auto Owner Tr 2008-A | Corporate Bond | | | 3.960 | % | 4/15/12 | | | | 840,146 | |
| Usaa Auto Owner Tr 2008-1 | Corporate Bond | | | 4.160 | % | 4/16/12 | | | | 1,142,028 | |
| Nissan Auto Receivables 2008-A | Corporate Bond | | | 3.890 | % | 7/15/10 | | | | 785,491 | |
| Cwmbs Inc | Corporate Bond | | | 1.648 | % | 4/25/46 | | | | 64,968 | |
| Alternative Ln Tr 2006-Oa10 | Corporate Bond | | | 2.833 | % | 8/25/46 | | | | 60,250 | |
| Cwalt Alternative Ln Tr Ser | Corporate Bond | | | 1.751 | % | 3/20/47 | | | | 152,373 | |
| Csmc Mortgage-Backed Tr Ser | Corporate Bond | | | 6.000 | % | 10/25/21 | | | | 125,482 | |
| Deutsche Alt-A Secs Mtg Ln Tr | Corporate Bond | | | 1.648 | % | 2/25/47 | | | | 43,426 | |
| J P Morgan Mtg Tr 2007-S1 | Corporate Bond | | | 5.500 | % | 3/25/22 | | | | 50,500 | |
| J P Morgan Mtg Tr 2006-S2 | Corporate Bond | | | 5.875 | % | 7/25/36 | | | | 52,088 | |
| Structured Asset Secs Corp | Corporate Bond | | | 1.814 | % | 11/25/35 | | | | 111,948 | |
| Bank Amer Corp | Corporate Bond | | | | | 12/29/49 | | | | 89,760 | |
| Jpmorgan Chase & Co | Corporate Bond | | | | | 4/29/49 | | | | 66,546 | |
| Oracle Corp | Corporate Bond | | | 4.950 | % | 4/15/13 | | | | 211,351 | |
| Slm Student Ln Tr 2008-5 | Corporate Bond | | | 4.189 | % | 1/25/18 | | | | 278,651 | |
| Slm Student Ln Tr 2008-5 | Corporate Bond | | | 3.985 | % | 10/25/16 | | | | 1,166,125 | |
| Slm Student Ln Tr 2008-5 | Corporate Bond | | | 4.598 | % | 7/25/23 | | | | 684,375 | |
| Ubs Ag Stamford Brh Medium | Corporate Bond | | | 5.750 | % | 4/25/18 | | | | 453,800 | |
| Credit Suisse First Boston N Y | Corporate Bond | | | 5.000 | % | 5/15/13 | | | | 433,094 | |
| Philip Morris Intl Inc | Corporate Bond | | | 5.650 | % | 5/16/18 | | | | 123,916 | |
| Chase Issuance Tr | Corporate Bond | | | 4.260 | % | 5/15/13 | | | | 921,145 | |
| Glaxosmithkline Cap Inc | Corporate Bond | | | 4.850 | % | 5/15/13 | | | | 300,918 | |
| Morgan Stanley Cap I Tr | Corporate Bond | | | 5.357 | % | 12/15/44 | | | | 974,228 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 5.368 | % | 11/15/48 | | | | 25,283 | |
| Wachovia Bk Coml Mtg Tr Coml | Corporate Bond | | | 5.632 | % | 10/15/48 | | | | 26,430 | |
| Florida Power Corp 1St Mtg F/R | Corporate Bond | | | 6.400 | % | 6/15/38 | | | | 111,674 | |
| Time Warner Cable Inc | Corporate Bond | | | 6.200 | % | 7/1/13 | | | | 709,418 | |
| Nissan Auto Receivables 2008-B | Corporate Bond | | | 3.800 | % | 10/15/10 | | | | 1,008,786 | |
| Honda Auto Receivables 2008-1 | Corporate Bond | | | 3.481 | % | 9/20/10 | | | | 1,044,449 | |
| Lehman Brothers Hldgs Inc Dflt | Corporate Bond | | | 6.750 | % | 12/28/17 | | | | 38 | |
| Lehman Brothers Hldgs Inc Dflt | Corporate Bond | | | 6.200 | % | 9/26/14 | | | | 22,325 | |
| Lehman Brothers Hldgs Inc Dflt | Corporate Bond | | | 0.000 | % | 9/15/22 | | | | 11,250 | |
| Lehman Brothers Hldgs Inc M/T/N Dflt | Corporate Bond | | | 5.750 | % | 7/18/11 | | | | 14,250 | |
| Cwabs Asset-Backed Ctfs Tr Ser | Corporate Bond | | | 1.596 | % | 1/25/37 | | | | 496,421 | |
| International Business Machs | Corporate Bond | | | 7.625 | % | 10/15/18 | | | | 239,838 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Verizon Communications Inc | Corporate Bond | | | 8.950 | % | 3/1/39 | | | | 290,630 | |
| Philip Morris Intl Inc | Corporate Bond | | | 6.875 | % | 3/17/14 | | | | 210,178 | |
| Credit Suisse First Boston Mtg | Corporate Bond | | | 4.429 | % | 12/15/36 | | | | 489,292 | |
| | | | | | | Total Corporate Bonds | | | 113,937,845 | |
| | | | | | | | | | | | |
| Federal Natl Mtg Assn Gtd Remic | Gov’t Fixed Income | | | 3.310 | % | 2/25/32 | | | | 158,559 | |
| Gov’t Nat'l Mtge Assn Pool # 781284 | Gov’t Fixed Income | | | 6.000 | % | 2/15/11 | | | | 7,172 | |
| Federal Nat'l Mtge Assn Pool # 780993 | Gov’t Fixed Income | | | 3.911 | % | 5/1/34 | | | | 1,318,743 | |
| Gov’t Nat'l Mtge Assn Pool # 80947 | Gov’t Fixed Income | | | 3.750 | % | 6/20/34 | | | | 1,232,416 | |
| Fnma Tba 30Yr Sfm 05.50% Jan | Gov’t Fixed Income | | | | | 1/1/35 | | | | 512,500 | |
| Fnma Tba 30Yr Sfm 05.00% Jan | Gov’t Fixed Income | | | | | 1/1/37 | | | | 714,656 | |
| Fnma Tba 15Yr Sfm 05.50% Jan | Gov’t Fixed Income | | | | | 1/1/20 | | | | 4,324,688 | |
| Fnma Tba 30Yr Sfm 06.50% Jan | Gov’t Fixed Income | | | | | 1/1/35 | | | | 103,844 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 6.000 | % | 2/25/27 | | | | 783,515 | |
| Federal Home Ln Mtg Corp | Gov’t Fixed Income | | | 5.000 | % | 6/15/31 | | | | 1,304,476 | |
| Federal Nat'l Mtge Assn Pool # 828056 | Gov’t Fixed Income | | | 4.865 | % | 6/1/35 | | | | 570,416 | |
| Fed’l Home Loan Mtge Corp Grp # 1B2139 | Gov’t Fixed Income | | | 4.769 | % | 3/1/35 | | | | 532,412 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 5.750 | % | 7/25/35 | | | | 493,725 | |
| Federal Nat'l Mtge Assn Pool # 255572 | Gov’t Fixed Income | | | 5.500 | % | 12/1/14 | | | | 180,956 | |
| Federal Nat'l Mtge Assn Pool # 255676 | Gov’t Fixed Income | | | 5.500 | % | 3/1/15 | | | | 178,109 | |
| Fed’l Home Loan Mtge Corp Grp # E01216 | Gov’t Fixed Income | | | 5.500 | % | 10/1/17 | | | | 259,981 | |
| Fed’l Home Loan Mtge Corp Grp # 847473 | Gov’t Fixed Income | | | 5.043 | % | 12/1/35 | | | | 1,768,950 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.375 | % | 9/15/11 | | | | 1,137,637 | |
| Federal Nat'l Mtge Assn Pool # 745930 | Gov’t Fixed Income | | | 7.500 | % | 9/1/35 | | | | 522,580 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.500 | % | 6/15/26 | | | | 1,900,782 | |
| Federal Natl Mtg Assn Stripped | Gov’t Fixed Income | | | 5.000 | % | 10/1/36 | | | | 126,806 | |
| Federal Natl Mtge Assn Remic Tr V/R | Gov’t Fixed Income | | | 5.005 | % | 3/25/37 | | | | 236,965 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Federal Natl Mtge Assn Remic Tr V/R | Gov’t Fixed Income | | | 5.755 | % | 7/25/37 | | | | 144,948 | |
| Federal Nat'l Mtge Assn Pool # 889881 | Gov’t Fixed Income | | | 6.000 | % | 9/1/36 | | | | (2,411,494 | ) |
| Federal Nat'l Mtge Assn Pool # 888250 | Gov’t Fixed Income | | | 5.500 | % | 1/1/21 | | | | 500,888 | |
| Federal Nat'l Mtge Assn Pool # 975383 | Gov’t Fixed Income | | | 5.500 | % | 6/1/38 | | | | (609,990 | ) |
| Federal Nat'l Mtge Assn Pool # 888601 | Gov’t Fixed Income | | | 5.500 | % | 6/1/20 | | | | 1,020,343 | |
| Federal Nat'l Mtge Assn Pool # 994448 | Gov’t Fixed Income | | | 6.000 | % | 11/1/38 | | | | (307,036 | ) |
| Gov’t Nat'l Mtg Assn Pool# 781590 | Gov’t Fixed Income | | | 5.500 | % | 4/15/33 | | | | 66,709 | |
| Gov’t Nat'l Mtge Assn Pool # 589206 | Gov’t Fixed Income | | | 6.000 | % | 10/15/32 | | | | 8,939 | |
| Gov’t Nat'l Mtge Assn Pool # 599742 | Gov’t Fixed Income | | | 6.000 | % | 10/15/32 | | | | 2,577 | |
| Gov’t Nat'l Mtge Assn Pool # 80916 | Gov’t Fixed Income | | | 3.750 | % | 5/20/34 | | | | 485,144 | |
| Small Business Admin Gtd Partn | Gov’t Fixed Income | | | 4.524 | % | 2/10/13 | | | | 122,985 | |
| Gov’t Nat'l Mtge Assn Pool # 590089 | Gov’t Fixed Income | | | 5.500 | % | 7/15/33 | | | | 37,842 | |
| Gov’t Nat'l Mtge Assn Pool # 572394 | Gov’t Fixed Income | | | 7.000 | % | 11/15/31 | | | | 4,428 | |
| Gov’t Nat'l Mtge Assn Pool # 499416 | Gov’t Fixed Income | | | 6.000 | % | 2/15/29 | | | | 2,327 | |
| Gov’t Nat'l Mtge Assn Pool # 372062 | Gov’t Fixed Income | | | 6.500 | % | 3/15/24 | | | | 51,880 | |
| Gov’t Nat'l Mtge Assn Pool # 781548 | Gov’t Fixed Income | | | 7.000 | % | 11/15/32 | | | | 8,023 | |
| Gov’t Nat'l Mtge Assn Pool # 781328 | Gov’t Fixed Income | | | 7.000 | % | 9/15/31 | | | | 42,101 | |
| Fed’l Home Loan Mtge Corp Grp # G01391 | Gov’t Fixed Income | | | 7.000 | % | 4/1/32 | | | | 48,836 | |
| Fed’l Home Loan Mtge Corp Grp # E00627 | Gov’t Fixed Income | | | 5.500 | % | 2/1/14 | | | | 81,558 | |
| Fed’l Home Loan Mtge Corp Grp # E91860 | Gov’t Fixed Income | | | 5.500 | % | 10/1/17 | | | | 54,179 | |
| Fed’l Home Loan Mtge Corp Grp # E88978 | Gov’t Fixed Income | | | 5.500 | % | 4/1/17 | | | | 73,058 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Fed’l Home Loan Mtge Corp Grp # C90213 | Gov’t Fixed Income | | | 7.000 | % | 4/1/18 | | | | 16,456 | |
| Fed’l Home Loan Mtge Corp Grp # C67271 | Gov’t Fixed Income | | | 6.000 | % | 5/1/32 | | | | 110,970 | |
| Fed’l Home Loan Mtge Corp Grp # C49499 | Gov’t Fixed Income | | | 6.500 | % | 4/1/31 | | | | 2,551 | |
| Federal Nat'l Mtge Assn Pool # 545762 | Gov’t Fixed Income | | | 6.500 | % | 7/1/32 | | | | 36,012 | |
| Federal Nat'l Mtge Assn Pool # 555114 | Gov’t Fixed Income | | | 5.500 | % | 12/1/17 | | | | 6,033 | |
| Federal Nat'l Mtge Assn Pool # 254548 | Gov’t Fixed Income | | | 5.500 | % | 12/1/32 | | | | 709,952 | |
| Federal Nat'l Mtge Assn Pool # 562319 | Gov’t Fixed Income | | | 7.000 | % | 1/1/31 | | | | 235 | |
| Federal Nat'l Mtge Assn Pool # 545556 | Gov’t Fixed Income | | | 7.000 | % | 4/1/32 | | | | 12,577 | |
| Federal Nat'l Mtge Assn Pool # 555384 | Gov’t Fixed Income | | | 5.500 | % | 4/1/18 | | | | 1,218,889 | |
| Federal Nat'l Mtge Assn Pool # 254407 | Gov’t Fixed Income | | | 7.000 | % | 8/1/32 | | | | 61,676 | |
| Federal Nat'l Mtge Assn Pool # 545900 | Gov’t Fixed Income | | | 5.500 | % | 7/1/17 | | | | 16,167 | |
| Federal Nat'l Mtge Assn Pool # 725027 | Gov’t Fixed Income | | | 5.000 | % | 11/1/33 | | | | 14,484 | |
| Federal Nat'l Mtge Assn Pool # 190319 | Gov’t Fixed Income | | | 6.500 | % | 2/1/32 | | | | 24,445 | |
| Federal Nat'l Mtge Assn Pool # 687885 | Gov’t Fixed Income | | | 5.500 | % | 3/1/18 | | | | 42,400 | |
| Federal Nat'l Mtge Assn Pool # 555591 | Gov’t Fixed Income | | | 5.500 | % | 7/1/33 | | | | 573,586 | |
| Gov’t Nat'l Mtge Assn Pool # 80947 | Gov’t Fixed Income | | | 3.750 | % | 6/20/34 | | | | 368,754 | |
| Fed’l Home Loan Mtge Corp Grp # M80817 | Gov’t Fixed Income | | | 4.000 | % | 5/1/10 | | | | 116,384 | |
| Fnma Tba 30Yr Sfm 05.50% Jan | Gov’t Fixed Income | | | | | 1/1/35 | | | | (2,152,500 | ) |
| Fnma Tba 15Yr Sfm 05.00% Jan | Gov’t Fixed Income | | | | | 1/1/20 | | | | 1,026,250 | |
| Fnma Tba 30Yr Sfm 05.00% Jan | Gov’t Fixed Income | | | | | 1/1/37 | | | | (1,225,125 | ) |
| Federal Nat'l Mtge Assn Pool # 589084 | Gov’t Fixed Income | | | 6.500 | % | 9/1/31 | | | | 855 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 6.000 | % | 8/25/28 | | | | 123,978 | |
| Gov’t Nat'l Mtg Assn Pool# 781594 | Gov’t Fixed Income | | | 6.500 | % | 1/15/33 | | | | 991,274 | |
| Fnma Tba 15Yr Sfm 04.50% Jan | Gov’t Fixed Income | | | | | 1/1/19 | | | | 1,839,375 | |
| Federal Nat'l Mtge Assn Pool # 617271 | Gov’t Fixed Income | | | 5.500 | % | 1/1/17 | | | | 159,343 | |
| Federal Nat'l Mtge Assn Pool # 545823 | Gov’t Fixed Income | | | 5.500 | % | 8/1/17 | | | | 5,806 | |
| Federal Nat'l Mtge Assn Pool # 773501 | Gov’t Fixed Income | | | 5.500 | % | 8/1/19 | | | | 495,982 | |
| Federal Home Ln Mtg Corp | Gov’t Fixed Income | | | 5.500 | % | 1/15/31 | | | | 250,029 | |
| Fnma Tba 15Yr Sfm 05.50% Jan | Gov’t Fixed Income | | | | | 1/1/20 | | | | (2,471,250 | ) |
| Fnma Tba 30Yr Sfm 06.50% Jan | Gov’t Fixed Income | | | | | 1/1/35 | | | | 3,530,688 | |
| Fnma Tba 30Yr Sfm 06.00% Jan | Gov’t Fixed Income | | | | | 1/1/35 | | | | (1,441,125 | ) |
| Fhlmc Tba 30Yr Gold Sfm 05.50% Jan | Gov’t Fixed Income | | | | | 1/1/36 | | | | 3,275,000 | |
| Fhlmc Tba 30Yr Gold Sfm 05.00% Jan | Gov’t Fixed Income | | | | | 1/15/33 | | | | 3,474,375 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 6.500 | % | 7/25/34 | | | | 118,105 | |
| Fnma Tba 30Yr Sfm 04.50% Jan | Gov’t Fixed Income | | | 4.500 | % | 1/1/35 | | | | 1,418,813 | |
| Fhlmc Tba 30Yr Gold Sfm 06.00% Jan | Gov’t Fixed Income | | | | | 1/1/34 | | | | 1,030,000 | |
| Fhlmc Tba 15Yr Gold Sfm 05.00% Jan | Gov’t Fixed Income | | | | | 1/1/19 | | | | (718,375 | ) |
| Fnma Tba 30Yr Sfm 05.00% Feb | Gov’t Fixed Income | | | | | 2/1/34 | | | | (4,071,250 | ) |
| Fnma Tba 30Yr Sfm 04.50% Feb | Gov’t Fixed Income | | | | | 2/1/35 | | | | 2,623,563 | |
| Federal Nat'l Mtge Assn Pool # 725423 | Gov’t Fixed Income | | | 5.500 | % | 5/1/34 | | | | 4,246,475 | |
| Federal Nat'l Mtge Assn Pool # 190347 | Gov’t Fixed Income | | | 5.000 | % | 1/1/34 | | | | 766,106 | |
| Federal Nat'l Mtge Assn Pool # 357802 | Gov’t Fixed Income | | | 5.500 | % | 6/1/20 | | | | 125,800 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 5.500 | % | 5/25/27 | | | | 244,040 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.000 | % | 12/15/23 | | | | 393,724 | |
| Federal Nat'l Mtge Assn Pool # 844803 | Gov’t Fixed Income | | | 4.500 | % | 10/1/35 | | | | 82,416 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Federal Nat'l Mtge Assn Pool # 809774 | Gov’t Fixed Income | | | 4.719 | % | 2/1/35 | | | | 246,177 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 5.000 | % | 5/25/23 | | | | 757,584 | |
| Federal Nat'l Mtge Assn Pool # 828346 | Gov’t Fixed Income | | | 5.000 | % | 7/1/35 | | | | 391,727 | |
| Federal Nat'l Mtge Assn Pool # 786574 | Gov’t Fixed Income | | | 6.500 | % | 7/1/34 | | | | 753,724 | |
| Federal Nat'l Mtge Assn Pool # 735989 | Gov’t Fixed Income | | | 5.500 | % | 2/1/35 | | | | 57,706 | |
| Federal Nat'l Mtge Assn Pool # 745140 | Gov’t Fixed Income | | | 5.000 | % | 11/1/35 | | | | 218,106 | |
| Fed’l Home Loan Mtge Corp Grp # J00813 | Gov’t Fixed Income | | | 5.000 | % | 12/1/20 | | | | 73,250 | |
| Federal Nat'l Mtge Assn Pool # 845326 | Gov’t Fixed Income | | | 6.000 | % | 12/1/35 | | | | 53,940 | |
| Fed’l Home Loan Mtge Corp Strip | Gov’t Fixed Income | | | 5.500 | % | 8/1/35 | | | | 62,735 | |
| Fed’l Home Loan Mtge Corp Grp # J05930 | Gov’t Fixed Income | | | 5.500 | % | 3/1/21 | | | | 64,262 | |
| Federal Nat'l Mtge Assn Pool # 865807 | Gov’t Fixed Income | | | 5.500 | % | 3/1/21 | | | | 36,476 | |
| Federal Nat'l Mtge Assn Pool # 833522 | Gov’t Fixed Income | | | 5.500 | % | 9/1/20 | | | | 33,586 | |
| Federal Nat'l Mtge Assn Pool # 778519 | Gov’t Fixed Income | | | 5.500 | % | 4/1/19 | | | | 27,862 | |
| Federal Natl Mtg Assn Stripped | Gov’t Fixed Income | | | 5.500 | % | 1/25/36 | | | | 13,509 | |
| Fed’l Home Loan Mtge Corp Grp # 1K1233 | Gov’t Fixed Income | | | 5.453 | % | 5/1/36 | | | | 500,857 | |
| Fed’l Home Loan Mtge Corp Grp # J00252 | Gov’t Fixed Income | | | 5.500 | % | 10/1/20 | | | | 108,417 | |
| Fed’l Home Loan Mtge Corp Grp # J03285 | Gov’t Fixed Income | | | 5.000 | % | 8/1/21 | | | | 79,864 | |
| Fed’l Home Loan Mtge Corp Grp # J03286 | Gov’t Fixed Income | | | 5.000 | % | 9/1/21 | | | | 595,776 | |
| Federal Nat'l Mtge Assn Pool # 880504 | Gov’t Fixed Income | | | 5.500 | % | 8/1/21 | | | | 140,902 | |
| Federal Nat'l Mtge Assn Pool # 900135 | Gov’t Fixed Income | | | 6.500 | % | 9/1/36 | | | | 49,909 | |
| Federal Nat'l Mtge Assn Pool # 745275 | Gov’t Fixed Income | | | 5.000 | % | 2/1/36 | | | | 3,474,387 | |
| Federal Nat'l Mtge Assn Pool # 674612 | Gov’t Fixed Income | | | 5.500 | % | 12/1/17 | | | | 259,393 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Federal Nat'l Mtge Assn Pool # 735500 | Gov’t Fixed Income | | | 5.500 | % | 5/1/35 | | | | 5,523,253 | |
| Federal Nat'l Mtge Assn Pool # 904054 | Gov’t Fixed Income | | | 5.500 | % | 11/1/36 | | | | 50,696 | |
| Federal Nat'l Mtge Assn Pool # 493236 | Gov’t Fixed Income | | | 6.500 | % | 4/1/29 | | | | 1,958 | |
| Federal Natl Mtg Assn Stripped | Gov’t Fixed Income | | | 5.000 | % | 7/1/36 | | | | 91,827 | |
| Federal Nat'l Mtge Assn Pool # 888283 | Gov’t Fixed Income | | | 5.000 | % | 8/1/34 | | | | 2,464,384 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 6.000 | % | 9/25/30 | | | | 806,263 | |
| Federal Nat'l Mtge Assn Pool # 888366 | Gov’t Fixed Income | | | 7.000 | % | 4/1/37 | | | | 411,068 | |
| Federal Nat'l Mtge Assn Pool # 942950 | Gov’t Fixed Income | | | 6.000 | % | 9/1/37 | | | | 532,784 | |
| Federal Nat'l Mtge Assn Pool # 942899 | Gov’t Fixed Income | | | 6.000 | % | 9/1/37 | | | | 555,753 | |
| Federal Nat'l Mtge Assn Pool # 888817 | Gov’t Fixed Income | | | 5.500 | % | 8/1/37 | | | | 1,642,264 | |
| Federal Nat'l Mtge Assn Pool # 888892 | Gov’t Fixed Income | | | 7.500 | % | 11/1/37 | | | | 164,727 | |
| Federal Nat'l Mtge Assn Pool # 946206 | Gov’t Fixed Income | | | 6.000 | % | 9/1/37 | | | | 1,007,386 | |
| Federal Nat'l Mtge Assn Pool # 889116 | Gov’t Fixed Income | | | 6.000 | % | 2/1/38 | | | | 3,684,072 | |
| Federal Nat'l Mtge Assn Pool # 965720 | Gov’t Fixed Income | | | 6.000 | % | 1/1/38 | | | | 487,149 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.678 | % | 8/15/36 | | | | 90,491 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 6.078 | % | 1/15/33 | | | | 26,859 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.778 | % | 8/15/35 | | | | 16,963 | |
| Federal Nat'l Mtge Assn Pool # 974788 | Gov’t Fixed Income | | | 4.000 | % | 5/1/23 | | | | 681,305 | |
| Federal Nat'l Mtge Assn Pool # 889757 | Gov’t Fixed Income | | | 5.000 | % | 2/1/38 | | | | 993,821 | |
| Fed’l Home Loan Mtge Corp Grp # 1J1828 | Gov’t Fixed Income | | | 5.234 | % | 7/1/38 | | | | 732,649 | |
| Fed’l Home Loan Mtge Corp Grp # G04544 | Gov’t Fixed Income | | | 6.000 | % | 8/1/38 | | | | 1,006,338 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Federal Nat'l Mtge Assn Pool # 987325 | Gov’t Fixed Income | | | 5.552 | % | 9/1/38 | | | | 608,081 | |
| Gov’t Nat'l Mtge Assn Pool # 781861 | Gov’t Fixed Income | | | 6.500 | % | 1/15/35 | | | | 686,506 | |
| Gov’t Nat'l Mtge Assn Pool # 781579 | Gov’t Fixed Income | | | 6.500 | % | 2/15/33 | | | | 299,874 | |
| Fed’l Home Loan Mtge Corp Grp # A71746 | Gov’t Fixed Income | | | 5.500 | % | 1/1/38 | | | | 1,382,771 | |
| Federal Home Ln Mtg Corp Remic Tr | Gov’t Fixed Income | | | 5.000 | % | 7/15/19 | | | | 707,726 | |
| Federal Nat'l Mtge Assn Pool # 975059 | Gov’t Fixed Income | | | 4.919 | % | 6/1/38 | | | | 754,015 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 5.500 | % | 1/25/26 | | | | 797,152 | |
| Fed’l Home Loan Mtge Corp Grp # 1L0289 | Gov’t Fixed Income | | | 5.200 | % | 12/1/35 | | | | 710,969 | |
| Federal Natl Mtg Assn Remic Tr | Gov’t Fixed Income | | | 5.500 | % | 3/25/25 | | | | 870,763 | |
| Fed’l Home Loan Mtge Corp Grp # A81740 | Gov’t Fixed Income | | | 5.500 | % | 9/1/38 | | | | 816,230 | |
| Fed’l Home Loan Mtge Corp Grp # A81812 | Gov’t Fixed Income | | | 6.000 | % | 9/1/38 | | | | 1,726,120 | |
| Federal Nat'l Mtge Assn Pool # 889997 | Gov’t Fixed Income | | | 7.000 | % | 12/1/32 | | | | 417,748 | |
| Federal Nat'l Mtge Assn Pool # 990652 | Gov’t Fixed Income | | | 6.500 | % | 9/1/38 | | | | 101,972 | |
| Federal Nat'l Mtge Assn Pool # 915611 | Gov’t Fixed Income | | | 6.500 | % | 5/1/37 | | | | 494,573 | |
| Fnma Tba 30Yr Sfm 4.00 Feb | Gov’t Fixed Income | | | 4.000 | % | 2/25/39 | | | | 803,000 | |
| Federal Nat'l Mtge Assn Pool # 955180 | Gov’t Fixed Income | | | 6.500 | % | 11/1/37 | | | | 453,107 | |
| Federal Nat'l Mtge Assn Pool # 983379 | Gov’t Fixed Income | | | 6.500 | % | 8/1/38 | | | | 2,053,550 | |
| Federal Nat'l Mtge Assn Pool # 885507 | Gov’t Fixed Income | | | 6.500 | % | 7/1/36 | | | | 419,857 | |
| Federal Natl Mtg Assn | Gov’t Fixed Income | | | 2.875 | % | 12/11/13 | | | | 1,690,219 | |
| Federal Natl Mtg Assn | Gov’t Fixed Income | | | 2.875 | % | 10/12/10 | | | | 1,655,658 | |
| Federal Home Ln Mtg Corp V/R | Gov’t Fixed Income | | | 5.875 | % | 3/21/11 | | | | 554,367 | |
| Federal Home Ln Bks Deb | Gov’t Fixed Income | | | 5.250 | % | 9/12/14 | | | | 433,675 | |
| Federal Home Ln Bks Deb | Gov’t Fixed Income | | | 5.375 | % | 6/13/14 | | | | 434,625 | |
| United States Treas Nts | Gov’t Fixed Income | | | 3.500 | % | 5/31/13 | | | | 383,359 | |
| United States Treas Nts | Gov’t Fixed Income | | | 3.375 | % | 7/31/13 | | | | 1,081,347 | |
| United States Treas Nts | Gov’t Fixed Income | | | 3.125 | % | 8/31/13 | | | | 59,301 | |
| Federal Home Ln Bks Deb | Gov’t Fixed Income | | | 5.000 | % | 3/14/14 | | | | 185,006 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| United States Treas Nts | Gov’t Fixed Income | | | 1.750 | % | 11/15/11 | | | | 1,022,813 | |
| Federal Natl Mtg Assn | Gov’t Fixed Income | | | 5.250 | % | 8/1/12 | | | | 685,113 | |
| Resolution Fdg Corp Fed Book | Gov’t Fixed Income | | | | | 10/15/18 | | | | 53,096 | |
| Resolution Fdg Corp Fed Book | Gov’t Fixed Income | | | | | 7/15/18 | | | | 53,774 | |
| U S Treasury Bonds | Gov’t Fixed Income | | | 6.250 | % | 8/15/23 | | | | 1,875,371 | |
| U S Treasury Bonds | Gov’t Fixed Income | | | 8.750 | % | 5/15/17 | | | | 628,357 | |
| Us Treasury Bond Infl Indx | Gov’t Fixed Income | | | 2.375 | % | 1/15/25 | | | | 254,154 | |
| GNMA Ii Tba 30Yr Jumbo 05.50% Feb | Gov’t Fixed Income | | | | | 2/1/34 | | | | 3,271,000 | |
| GNMA I Tba 30Yr Sfm 05.50% Feb | Gov’t Fixed Income | | | | | 2/1/35 | | | | 615,188 | |
| GNMA I Tba 30Yr Sfm 06.00% Feb | Gov’t Fixed Income | | | | | 2/1/35 | | | | 2,570,313 | |
| Federal Home Ln Bks Deb | Gov’t Fixed Income | | | 5.375 | % | 5/15/19 | | | | 1,654,209 | |
| Federal Home Ln Bk Chicago | Gov’t Fixed Income | | | 5.625 | % | 6/13/16 | | | | 288,750 | |
| Federal Home Ln Mtg Corp | Gov’t Fixed Income | | | 5.750 | % | 6/27/16 | | | | 729,599 | |
| GNMA Ii Tba 30Yr Jumbo 06.00% Feb | Gov’t Fixed Income | | | 6.000 | % | 2/1/31 | | | | 1,332,906 | |
| US Treasury Bonds Tsy Indx Ix N/B | Gov’t Fixed Income | | | 1.750 | % | 1/15/28 | | | | 664,024 | |
| United States Treas Nts | Gov’t Fixed Income | | | 4.000 | % | 8/15/18 | | | | 1,345,307 | |
| United States Treas Nts | Gov’t Fixed Income | | | 3.750 | % | 11/15/18 | | | | 594,316 | |
| GNMA Ii Tba 30Yr Jumbo 05.00% Jan | Gov’t Fixed Income | | 1/1/37 | | | | 1,433,250 | |
| Fnma Mtge Corp Grp # J02895 | Other Bonds | | | 5.500 | % | 6/21/21 | | | | 533,977 | |
| Fnma Pool # 72507 5.000 11/01/2033 | Other Bonds | | | 5.000 | % | 11/1/33 | | | | 1,023,640 | |
| Us Treasury Bonds 8.75000 05/15/2017 | Other Bonds | | | 8.750 | % | 5/15/17 | | | | (628,357 | ) |
| | | | | | | Total Government Bonds | | | 104,826,606 | |
| | | | | | | | | | | | |
| Michigan St Bldg Auth Rev Prerfd | State & Local Obligations | | | 5.250 | % | 10/15/11 | | | | 963,547 | |
| New Jersey St Edl Facs Auth Rev | State & Local Obligations | | | 5.000 | % | 7/1/11 | | | | 430,580 | |
| Saint Louis Mo Arpt Rev | State & Local Obligations | | | 5.250 | % | 7/1/11 | | | | 543,155 | |
| | | | Total State & Local Obligations | | | 1,937,282 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Business Ln Ctr Inc V/R Restr | Other Bonds | | | 6.750 | % | 1/15/25 | | | | 101,195 | |
| Gs Mtg Secs Corp | Other Bonds | | | 1.931 | % | 3/20/23 | | | | 115,542 | |
| Structured Asset Receivables *Pp* | Other Bonds | | | 2.858 | % | 1/21/09 | | | | 98,177 | |
| Amresco Independence Fdg Inc V/R *Pp* | Other Bonds | | | | | 6/15/26 | | | | 111,237 | |
| Centerpoint Energy Transition | Other Bonds | | | 4.970 | % | 8/1/14 | | | | 1,176,912 | |
| Israel St | Other Bonds | | | 5.500 | % | 4/26/24 | | | | 434,746 | |
| Israel St | Other Bonds | | | 5.500 | % | 9/18/33 | | | | 199,326 | |
| Belvoir Ld Llc *Pp* | Other Bonds | | | 5.270 | % | 12/15/47 | | | | 31,956 | |
| Monumental Global Fdg Ii- Restr | Other Bonds | | | | | 6/16/10 | | | | 439,965 | |
| Barclays Bk Plc Restr | Other Bonds | | | | | 12/31/49 | | | | 265,430 | |
| Edp Fin B V Amsterdam Restr | Other Bonds | | | 6.000 | % | 2/2/18 | | | | 207,538 | |
| Royal Bk Scotland Group Plc Restr | Other Bonds | | | 6.990 | % | 4/5/56 | | | | 140,262 | |
| Tiaa Global Mkts Inc Mtn Restr | Other Bonds | | | 5.125 | % | 10/10/12 | | | | 418,901 | |
| Metropolitan Life Global Fdg Irestr | Other Bonds | | | 5.125 | % | 4/10/13 | | | | 512,468 | |
| Bank Amer Corp 6.00000 09/01/17 | Other Bonds | | | 6.000 | % | 9/1/17 | | | | 330,078 | |
| American Intl Group Inc Restr | Other Bonds | | | | | 5/15/58 | | | | 194,510 | |
| Verizon Wireless Cap Llc Restr | Other Bonds | | | 8.500 | % | 11/15/18 | | | | 585,840 | |
| | | | | | | Total Other Bonds | | | 5,364,083 | |
| | | | | | | Total Bonds and Debentures | | | 226,065,816 | |
| | | | | | | | | | | | |
| Aeon Co Ltd | Common Stock | | | | | | | | | 413,280 | |
| Amada Co Ltd ADR | Common Stock | | | | | | | | | 161,279 | |
| Abb Ltd | Common Stock | | | | | | | | | 771,814 | |
| Adidas Ag | Common Stock | | | | | | | | | 143,094 | |
| Aegon N V | Common Stock | | | | | | | | | 214,170 | |
| Advantest Corp | Common Stock | | | | | | | | | 78,144 | |
| Air Liquide ADR | Common Stock | | | | | | | | | 417,707 | |
| Air France-Klm | Common Stock | | | | | | | | | 353,092 | |
| Ajinomoto Inc ADR | Common Stock | | | | | | | | | 385,614 | |
| Aktiebolgt Electrolux ADR | Common Stock | | | | | | | | | 234,660 | |
| Akzo Nobel N V ADR | Common Stock | | | | | | | | | 212,800 | |
| Alcatel-Lucent ADR | Common Stock | | | | | | | | | 123,840 | |
| All Nippon Awys Ltd | Common Stock | | | | | | | | | 550,605 | |
| Allianz Se ADR | Common Stock | | | | | | | | | 1,288,770 | |
| Allied Irish Bks P L C Spon ADR | Common Stock | | | | | | | | | 47,604 | |
| Alpha Bk A E | Common Stock | | | | | | | | | 150,006 | |
| Alps Elec Ltd ADR | Common Stock | | | | | | | | | 191,940 | |
| Alumina Ltd | Common Stock | | | | | | | | | 101,008 | |
| Amcor Ltd ADR New | Common Stock | | | | | | | | | 304,090 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Anglo Amern Plc | Common Stock | | | | 543,351 | |
| Arcelormittal Sa Luxembourg | Common Stock | | | | 417,194 | |
| Asahi Glass ADR | Common Stock | | | | 172,360 | |
| Asahi Kasei Corp ADR | Common Stock | | | | 314,068 | |
| Astrazeneca Plc Spons ADR | Common Stock | | | | 1,226,797 | |
| Atlas Copco Ab | Common Stock | | | | 299,455 | |
| Atlas Copco Ab Sponsored ADR | Common Stock | | | | 357,898 | |
| Australia & New Zealand Bkg | Common Stock | | | | 583,102 | |
| Axa ADR | Common Stock | | | | 892,059 | |
| Bt Group Plc | Common Stock | | | | 316,883 | |
| Bnp Paribas | Common Stock | | | | 925,100 | |
| Bae Sys Plc | Common Stock | | | | 380,798 | |
| Banco Bilbao Vizcaya | Common Stock | | | | 1,035,421 | |
| Banco Santander S A | Common Stock | | | | 1,507,012 | |
| Bank Yokohama Ltd Japan ADR | Common Stock | | | | 425,308 | |
| Barclays Plc ADR | Common Stock | | | | 429,975 | |
| Basf Se | Common Stock | | | | 792,437 | |
| Bayer A G Sponsored ADR | Common Stock | | | | 949,311 | |
| Bhp Billiton Limited | Common Stock | | | | 1,469,325 | |
| Bhp Billiton Plc | Common Stock | | | | 837,186 | |
| Bg Plc | Common Stock | | | | 902,604 | |
| Bunzl Plc | Common Stock | | | | 104,338 | |
| Boral Ltd New | Common Stock | | | | 185,852 | |
| Bp Plc Spons ADR | Common Stock | | | | 2,657,169 | |
| Bridgestone Corp ADR | Common Stock | | | | 336,686 | |
| British Sky Broadcasting Group Spons ADR | Common Stock | | | | 203,060 | |
| British Awys Plc ADR | Common Stock | | | | 240,533 | |
| British American Tobacco | Common Stock | | | | 807,335 | |
| British Ld Co Plc | Common Stock | | | | 227,358 | |
| Bulgari S P A ADR | Common Stock | | | | 148,603 | |
| Cadbury Plc | Common Stock | | | | 298,487 | |
| Canon Inc ADR Repstg 5 Shs | Common Stock | | | | 628,000 | |
| Capitaland Ltd | Common Stock | | | | 246,069 | |
| Carnival Plc | Common Stock | | | | 156,285 | |
| Centrica Plc | Common Stock | | | | 74,884 | |
| Cheung Kong Hldgs Ltd ADR | Common Stock | | | | 349,946 | |
| City Devs Ltd Spons ADR | Common Stock | | | | 274,102 | |
| Clp Holdings Ltd | Common Stock | | | | 373,285 | |
| Coca Cola Amatil Ltd | Common Stock | | | | 463,226 | |
| Coca-Cola Hellenic Bottling Co | Common Stock | | | | 125,802 | |
| Commerzbank A G Sponsored ADR | Common Stock | | | | 182,423 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Commonwealth Bk Australia Spnrd ADR 144A | Common Stock | | | | 719,319 | |
| Compass Group Plc | Common Stock | | | | 294,782 | |
| Computershare Ltd | Common Stock | | | | 221,306 | |
| Credit Agricole S A | Common Stock | | | | 118,984 | |
| Credit Suisse Group Sponsored ADR | Common Stock | | | | 630,198 | |
| Crh Plc ADR | Common Stock | | | | 286,330 | |
| Dai Nippon Prtg Ltd Japan | Common Stock | | | | 259,200 | |
| Daimler Ag | Common Stock | | | | 788,568 | |
| Daiwa House Ind Ltd ADR | Common Stock | | | | 467,567 | |
| Daiwa Group Inc. | Common Stock | | | | 348,150 | |
| Danske Bk A/S ADR | Common Stock | | | | 156,363 | |
| Dassault Sys S A | Common Stock | | | | 323,518 | |
| Denso Corp | Common Stock | | | | 259,460 | |
| Deutsche Bank Npv | Common Stock | | | | 528,970 | |
| Deutsche Lufthansa A G | Common Stock | | | | 395,124 | |
| Deutsche Telekom Ag Sponsored ADR | Common Stock | | | | 841,500 | |
| Diageo Plc Spon ADR New | Common Stock | | | | 733,365 | |
| Dnb Nor Asa 144A Spon ADR | Common Stock | | | | 99,870 | |
| E On Ag | Common Stock | | | | 1,811,129 | |
| Edp-Energias De Portugal Sa ADR | Common Stock | | | | 306,814 | |
| Eisai Ltd Spons ADR | Common Stock | | | | 1,224,480 | |
| Elan Corp Plc ADR | Common Stock | | | | 96,000 | |
| Enel Societa Per Azioni | Common Stock | | | | 255,212 | |
| Eni S P A Sponsored ADR | Common Stock | | | | 1,338,960 | |
| Erste Group Bank Ag | Common Stock | | | | 159,878 | |
| Delhaize Group | Common Stock | | | | 490,932 | |
| Essilor Intl | Common Stock | | | | 401,310 | |
| European Aeronautic Defence & | Common Stock | | | | 565,204 | |
| Experian Plc ADR | Common Stock | | | | 204,690 | |
| Fiat S.P.A ADR New | Common Stock | | | | 106,546 | |
| Fortis Nl | Common Stock | | | | 95,405 | |
| Fosters Group Ltd ADR Ltd Spons | Common Stock | | | | 483,977 | |
| France Telecom Sponsored ADR | Common Stock | | | | 847,714 | |
| Fresenius Med Care Ag & Co. Kgaa ADR | Common Stock | | | | 297,234 | |
| Friends Provident P L C | Common Stock | | | | 288,554 | |
| Fujitsu Ltd ADR Com | Common Stock | | | | 255,550 | |
| Fujifilm Hldgs Corp | Common Stock | | | | 244,420 | |
| Furukawa Elec Ltd ADR | Common Stock | | | | 359,670 | |
| Gdf Suez | Common Stock | | | | 1,162,366 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Gkn Plc | Common Stock | | | | 51,894 | |
| Glaxo Smithkline Plc | Common Stock | | | | 1,936,177 | |
| Groupe Danone Sponsored ADR | Common Stock | | | | 677,818 | |
| Hbos Plc | Common Stock | | | | 113,399 | |
| Hsbc Hldgs Plc | Common Stock | | | | 2,211,565 | |
| Hang Seng Bk Ltd Spons ADR | Common Stock | | | | 301,806 | |
| Heineken N V ADR | Common Stock | | | | 136,989 | |
| Hellenic Telecommun Org Spons ADR | Common Stock | | | | 116,340 | |
| Henkel Ag And Co. Kgaa Spons ADR | Common Stock | | | | 306,384 | |
| Hino Motors Ltd ADR | Common Stock | | | | 84,323 | |
| Hitachi Ltd ADR 10 Com | Common Stock | | | | 332,690 | |
| Honda Motor Co Ltd | Common Stock | | | | 798,116 | |
| Hong Kong & China Gas Ltd Spnsrd ADR | Common Stock | | | | 213,680 | |
| Hongkong Elec Hldgs Ltd | Common Stock | | | | 348,006 | |
| Hoya Corp | Common Stock | | | | 186,989 | |
| Husqvarna Ab | Common Stock | | | | 210,467 | |
| Hutchison Whampoa Ltd ADR | Common Stock | | | | 155,397 | |
| Hysan Dev Ltd Sponsored ADR | Common Stock | | | | 243,941 | |
| Hypo Real Estate Hldg Ag Sponsored ADR | Common Stock | | | | 76,311 | |
| Iberdrola S A | Common Stock | | | | 1,502,742 | |
| Imperial Tob Group Plc Sponsored ADR | Common Stock | | | | 569,208 | |
| Ireland Bk Sponsored ADR | Common Stock | | | | 38,995 | |
| Ing Groep N V Sponsored ADR | Common Stock | | | | 448,440 | |
| Intercontinental Hotels Group | Common Stock | | | | 128,044 | |
| International Pwr Plc | Common Stock | | | | 213,124 | |
| Intesa Sanpaolo S P A | Common Stock | | | | 2,188,318 | |
| Invensys Plc | Common Stock | | | | 126,996 | |
| Italcementi S P A ADR | Common Stock | | | | 177,358 | |
| Itochu Corp ADR | Common Stock | | | | 200,363 | |
| J Sainsbury Plc | Common Stock | | | | 198,838 | |
| James Hardie Inds N V | Common Stock | | | | 269,610 | |
| Japan Airlines Corporation | Common Stock | | | | 572,957 | |
| Johnson Matthey Pub Ltd Co | Common Stock | | | | 127,522 | |
| Kajima Corp ADR | Common Stock | | | | 283,835 | |
| Kao Corp ADR | Common Stock | | | | 478,323 | |
| Kawasaki Heavy Inds Ltd | Common Stock | | | | 229,071 | |
| Keppel Ltd Sponsored ADR | Common Stock | | | | 153,281 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Kingfisher Plc | Common Stock | | | | 228,068 | |
| Kirin Hldgs Co Ltd | Common Stock | | | | 428,109 | |
| Kobe Stl Ltd Sponsored ADR | Common Stock | | | | 287,739 | |
| Komatsu Ltd New | Common Stock | | | | 283,665 | |
| Koninklijke Ahold Nv | Common Stock | | | | 280,543 | |
| Konami Corp | Common Stock | | | | 181,020 | |
| Koninklijke Philips Electrs | Common Stock | | | | 393,426 | |
| Royal Kpn Nv | Common Stock | | | | 513,672 | |
| Kubota Corp ADR | Common Stock | | | | 274,132 | |
| Kyocera Corp ADR | Common Stock | | | | 246,058 | |
| Lloyds Tsb Group Plc ADR | Common Stock | | | | 295,680 | |
| L Oreal Co ADR | Common Stock | | | | 1,229,720 | |
| Ladbrokes Plc | Common Stock | | | | 114,941 | |
| Lafarge S.A. ADR | Common Stock | | | | 204,884 | |
| Legal & General Plc ADR | Common Stock | | | | 276,823 | |
| Lend Lease Ltd | Common Stock | | | | 521,578 | |
| Luxottica Group S P A ADR | Common Stock | | | | 235,560 | |
| Lvmh Moet Hennessy Louis | Common Stock | | | | 164,375 | |
| Mtr Corp Ltd | Common Stock | | | | 236,375 | |
| Makita Corporation ADR | Common Stock | | | | 243,980 | |
| Marks & Spencer Group P L C | Common Stock | | | | 115,781 | |
| Mabubeni Corp ADR | Common Stock | | | | 203,863 | |
| Marui Ltd ADR New | Common Stock | | | | 340,860 | |
| Mediaset S P A | Common Stock | | | | 286,168 | |
| Metso Corp | Common Stock | | | | 145,669 | |
| Minebea Ltd Spon ADR | Common Stock | | | | 211,964 | |
| Mitsui & Co Ltd ADR | Common Stock | | | | 348,517 | |
| Mitsubishi Corp ADR | Common Stock | | | | 450,681 | |
| Mitsubishi Estate Ltd ADR | Common Stock | | | | 542,725 | |
| Mitsubishi Elec Corp ADR | Common Stock | | | | 334,912 | |
| Mitsui Sumitomo Ins Group | Common Stock | | | | 433,180 | |
| Mitsubishi Ufj Finl Group Inc | Common Stock | | | | 1,328,083 | |
| Nsk Ltd ADR | Common Stock | | | | 172,133 | |
| National Aust Bk Ltd ADR New | Common Stock | | | | 816,311 | |
| National Bk Greece S A | Common Stock | | | | 264,262 | |
| National Grid Plc | Common Stock | | | | 668,191 | |
| Nec Electronics Corp ADR | Common Stock | | | | 138,510 | |
| Neptune Orient Lines Ltd | Common Stock | | | | 173,348 | |
| Nestle S A Sponsored ADR | Common Stock | | | | 2,887,600 | |
| Newcrest Mng Ltd Sponsored ADR | Common Stock | | | | 323,704 | |
| Nidec Corp | Common Stock | | | | 160,884 | |
| Nintendo Ltd ADR | Common Stock | | | | 707,393 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Nikon Corp | Common Stock | | | | 93,370 | |
| Nippon Yusen Kabushiki Kaisha | Common Stock | | | | 799,596 | |
| Nippon Stl Corp | Common Stock | | | | 467,069 | |
| Nippon Teleg & Tel Corp Sponsored ADR | Common Stock | | | | 848,328 | |
| Nisshin Steel Ltd ADR | Common Stock | | | | 230,886 | |
| Nissan Mtr Ltd ADR | Common Stock | | | | 254,800 | |
| Nitto Denko Corp ADR | Common Stock | | | | 188,196 | |
| Nokia Corp ADR-A Shs | Common Stock | | | | 1,271,400 | |
| Nomura Hldgs Inc | Common Stock | | | | 417,500 | |
| Norsk Hydro A S Sponsored ADR | Common Stock | | | | 73,048 | |
| Ntt Docomo Inc | Common Stock | | | | 810,306 | |
| Novartis Ag Spnsrd ADR | Common Stock | | | | 2,538,258 | |
| Novo Nordisk A/S ADR | Common Stock | | | | 760,572 | |
| Novozymes A/S | Common Stock | | | | 85,869 | |
| Oji Paper Co Ltd Sponsored ADR | Common Stock | | | | 318,533 | |
| Olympus Corp | Common Stock | | | | 386,320 | |
| Omron Corp | Common Stock | | | | 170,628 | |
| Omv-Ag | Common Stock | | | | 91,077 | |
| Orix Corp | Common Stock | | | | 170,520 | |
| Orkla A S | Common Stock | | | | 107,751 | |
| Osterreichische | Common Stock | | | | 339,450 | |
| Panasonic Elec Wks Co Ltd | Common Stock | | | | 304,248 | |
| Panasonic Corp | Common Stock | | | | 472,720 | |
| Pearson Plc | Common Stock | | | | 248,040 | |
| Peugeot S.A. ADR | Common Stock | | | | 116,534 | |
| Portugal Telecom Sgps S.A. ADR | Common Stock | | | | 196,482 | |
| Promise Co Ltd | Common Stock | | | | 446,760 | |
| Prudential Plc ADR | Common Stock | | | | 451,605 | |
| Publicis S A New | Common Stock | | | | 373,322 | |
| Reed Elsevier P L C | Common Stock | | | | 209,865 | |
| Reed Elsevier N V | Common Stock | | | | 174,846 | |
| Repsol Ypf S.A. ADR | Common Stock | | | | 438,804 | |
| Rexam Plc | Common Stock | | | | 119,604 | |
| Ricoh Ltd ADR New | Common Stock | | | | 198,390 | |
| Rio Tinto Plc Spon ADR | Common Stock | | | | 420,100 | |
| Roche Hldg Ltd Sponsored ADR | Common Stock | | | | 2,320,675 | |
| Rolls-Royce Group Plc | Common Stock | | | | 186,673 | |
| Royal Dutch Shell Plc | Common Stock | | | | 1,417,257 | |
| Royal Dutch Shell Plc Spons ADR | Common Stock | | | | 1,784,078 | |
| Royal Dsm N V | Common Stock | | | | 56,038 | |
| Rwe Ag Spons ADR | Common Stock | | | | 950,746 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Shizuoka Bk Ltd ADR | Common Stock | | | | 510,314 | |
| Sabmiller Plc | Common Stock | | | | 359,502 | |
| Sage Group Plc | Common Stock | | | | 98,992 | |
| Sandvik Ab ADR | Common Stock | | | | 287,494 | |
| Santos Ltd ADR New | Common Stock | | | | 278,864 | |
| Sanofi-Aventis | Common Stock | | | | 1,440,768 | |
| Sanyo Elec Ltd ADR | Common Stock | | | | 181,294 | |
| Sap Aktiengesellschaft ADR | Common Stock | | | | 633,850 | |
| Scottish & Southn Energy Plc | Common Stock | | | | 449,673 | |
| Secom Ltd ADR | Common Stock | | | | 405,956 | |
| Sekisui House Ltd | Common Stock | | | | 205,992 | |
| Sharp Corp | Common Stock | | | | 182,406 | |
| Shinsei Bk Ltd | Common Stock | | | | 196,288 | |
| Shiseido Ltd Sponsored ADR | Common Stock | | | | 301,980 | |
| Siemens A G | Common Stock | | | | 1,408,950 | |
| Singapore Telecommunications | Common Stock | | | | 264,246 | |
| Sino Ld Ltd Sponsored ADR | Common Stock | | | | 149,011 | |
| Skf Ab ADR | Common Stock | | | | 382,945 | |
| Smith & Nephew P L C | Common Stock | | | | 209,304 | |
| Societe Generale France Sponsored ADR | Common Stock | | | | 600,480 | |
| Sodexho Spons ADR | Common Stock | | | | 632,627 | |
| Solvay S A Sponsored ADR | Common Stock | | | | 213,852 | |
| Sony Corp ADR Amern Sh New | Common Stock | | | | 437,400 | |
| Statoilhydro Asa | Common Stock | | | | 452,552 | |
| Stora Enso Oyj | Common Stock | | | | 290,807 | |
| Swiss Reins Co Sponsored ADR | Common Stock | | | | 525,993 | |
| Swisscom | Common Stock | | | | 165,864 | |
| Sumitomo Corp | Common Stock | | | | 206,496 | |
| Sumitomo Elec Inds Ltd ADR | Common Stock | | | | 173,039 | |
| Sumitomo Metal Inds Ltd ADR | Common Stock | | | | 268,100 | |
| Sumitomo Tr & Bkg Ltd Spons ADR | Common Stock | | | | 313,060 | |
| Sumitomo Mitsui Finl Group Inc | Common Stock | | | | 655,384 | |
| Sun Hung Kai Pptys Ltd | Common Stock | | | | 325,065 | |
| Suruga Bk Ltd | Common Stock | | | | 368,053 | |
| Svenska Cellulosa Aktiebolaget ADR | Common Stock | | | | 253,230 | |
| Swire Pac Ltd ADR | Common Stock | | | | 247,824 | |
| Syngenta Ag Spons ADR | Common Stock | | | | 571,444 | |
| Tdk Corp ADR | Common Stock | | | | 201,096 | |
| Tnt N V | Common Stock | | | | 248,651 | |
| Tabcorp Hldgs Ltd | Common Stock | | | | 269,014 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | |
| Taiheiyo Cem Corp | Common Stock | | | | 211,909 | |
| Taisei Constr Ltd ADR | Common Stock | | | | 301,470 | |
| Tate & Lyle Plc Sponsored ADR | Common Stock | | | | 201,660 | |
| Technip Sa | Common Stock | | | | 169,775 | |
| Teijin Ltd ADR | Common Stock | | | | 254,739 | |
| Telecom Corp New Zealand Ltd Spon ADR | Common Stock | | | | 131,434 | |
| Telecom Italia S P A New | Common Stock | | | | 317,038 | |
| Telecom Italia S P A New | Common Stock | | | | 239,047 | |
| Ericsson (Lm) Telephone Co ADR (New) | Common Stock | | | | 389,563 | |
| Telefonica S A Spon ADR | Common Stock | | | | 1,935,710 | |
| Telenor Asa | Common Stock | | | | 111,087 | |
| Television Broadcast Ltd Spon ADR | Common Stock | | | | 140,086 | |
| Telstra Ltd | Common Stock | | | | 348,194 | |
| Tesco Plc Sponsored ADR | Common Stock | | | | 754,661 | |
| Thomson Reuters Plc | Common Stock | | | | 204,530 | |
| Tokio Marine Hldgs Inc | Common Stock | | | | 532,050 | |
| Tokyu Ld Corp ADR | Common Stock | | | | 295,640 | |
| Tomkins Plc Sponsored ADR | Common Stock | | | | 85,893 | |
| Toppan Prtg Ltd ADR | Common Stock | | | | 264,089 | |
| Toray Inds Inc ADR | Common Stock | | | | 373,965 | |
| Total S.A. ADR | Common Stock | | | | 2,294,950 | |
| Toto Ltd ADR | Common Stock | | | | 209,287 | |
| Toyo Suisan Kaisha Ltd ADR | Common Stock | | | | 626,144 | |
| Toyota Mtr Corp ADR 2 Com | Common Stock | | | | 1,766,880 | |
| Trend Micro Inc | Common Stock | | | | 238,609 | |
| Ubs Ag | Common Stock | | | | 928,385 | |
| Unilever Plc Amer Shs ADR New | Common Stock | | | | 595,712 | |
| Unilever Nv Ny Share F New | Common Stock | | | | 824,880 | |
| United Overseas Bk Ltd Sponsored ADR | Common Stock | | | | 376,635 | |
| United Utils Group Plc | Common Stock | | | | 247,778 | |
| Upm Kymmene Corp Sponsored ADR | Common Stock | | | | 230,184 | |
| Vodafone Group Plc New | Common Stock | | | | 2,021,516 | |
| Valeo ADR | Common Stock | | | | 141,658 | |
| Veolia Environnement | Common Stock | | | | 434,427 | |
| Vestas Wind Sys A/S Utd | Common Stock | | | | 271,786 | |
| Volkswagen A G Sponsored A ADR | Common Stock | | | | 1,182,010 | |
| Volvo Aktiebolaget ADR B | Common Stock | | | | 239,785 | |
| Westpac Bkg Corp Sponsored ADR | Common Stock | | | | 685,645 | |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | | | | |
| Wienerberger Baustoffinustrie | Common Stock | | | | | | | | 87,662 | |
| Wolseley Plc | Common Stock | | | | | | | | 141,890 | |
| Wolters Kluwer N V Sponsored ADR | Common Stock | | | | | | | | 169,389 | |
| Woodside Pete Ltd Sponsored ADR | Common Stock | | | | | | | | 340,307 | |
| Wpp Group Plc | Common Stock | | | | | | | | 163,337 | |
| Yamazaki Baking Ltd ADR | Common Stock | | | | | | | | 425,947 | |
| Yara Intl ADR | Common Stock | | | | | | | | 59,483 | |
| Zon Multimedia | Common Stock | | | | | | | | 16,631 | |
| Zurich Finl Svcs | Common Stock | | | | | | | | 765,680 | |
| | | | Total Equity Investments | | | 141,004,888 | |
| | | | | | | | | | | |
| Cds: (Cmbx.Na.3.Aaa) Fixed | Swaps | | | | 12/13/49 | | | | 2,176,069 | |
| Cds: (Cmbx.Na.3.Aaa) Float | Swaps | | | | 12/13/49 | | | | (3,100,000 | ) |
| Swp: Usd 5.630000 7/12/2009 | Swaps | | | | 7/12/09 | | | | 3,528,387 | |
| Swp: Usd 5.160 9/12/2009 | Swaps | | | 5.160 | % | 9/12/09 | | | | (1,100,000 | ) |
| Swp: Usd 5.160 9/12/2009 | Swaps | | | 5.160 | % | 9/12/09 | | | | 1,144,758 | |
| Swp: Usd 4.55 Due 10/3/2010 | Swaps | | | 4.550 | % | 10/3/10 | | | | 949,603 | |
| Swp: Usd 4.55 Due 10/3/2010 | Swaps | | | 4.550 | % | 10/3/10 | | | | (900,000 | ) |
| Swp: Usd 5.1575% 11/7/10 | Swaps | | | 5.158 | % | 11/7/10 | | | | 1,178,002 | |
| Swp: Usd 5.1575% 11/7/10 | Swaps | | | | | 11/7/10 | | | | (1,100,000 | ) |
| Swp Usd 5.411000 04/30/2027 | Swaps | | | | | 4/30/27 | | | | 412,948 | |
| P Swp Usd 5.411000 04/30/2027 | Swaps | | | | | 4/30/27 | | | | (300,000 | ) |
| Swp: Usd 5.000 11/07/10 | Swaps | | | 5.000 | % | 11/7/10 | | | | 1,067,802 | |
| Swp: Usd 5.000 11/07/10 | Swaps | | | | | 11/7/10 | | | | (1,000,000 | ) |
| Swp Usd 5.067500 04/30/09 | Swaps | | | | | 4/30/09 | | | | 2,400,000 | |
| P Swp Usd 5.067500 04/30/09 | Swaps | | | | | 4/30/09 | | | | (2,431,347 | ) |
| Swp:Usd 5.305000 10/15/2017 | Swaps | | | | | 10/15/17 | | | | 3,700,000 | |
| P Swp:Usd 5.305000 10/15/2017 | Swaps | | | | | 10/15/17 | | | | (4,528,234 | ) |
| Swp:Usd 4.295000 11/28/2012 Fix | Swaps | | | | | 11/28/12 | | | | 8,683,152 | |
| Swp :Usd 4.295000 11/28/2012 Float | Swaps | | | | | 11/28/12 | | | | (8,000,000 | ) |
| Swp:Usd 4.545000 12/06/2017 Fix | Swaps | | | | | 12/6/17 | | | | 2,797,094 | |
| Swp:Usd 4.545000 12/06/2017 Float | Swaps | | | | | 12/6/17 | | | | (2,400,000 | ) |
| Swp:Usd 4.670000 01/04/2018 Fix | Swaps | | | | | 1/4/18 | | | | (2,257,921 | ) |
| Swp: Usd 4.670000 01/04/2018 Float | Swaps | | | | | 1/4/18 | | | | 1,900,000 | |
| Swp: Usd 3.521000 04/07/2013 - Fix | Swaps | | | | | 4/7/13 | | | | 5,934,816 | |
| Swp: Usd 3.521000 04/07/2013 - Float | Swaps | | | | | 4/7/13 | | | | (5,600,000 | ) |
| Swp: Usd 3.7825 04/25/2013 - Fix | Swaps | | | | | 4/25/13 | | | | (3,217,089 | ) |
2008
Form 5500, Schedule H, Part IV, Line 4i
Matched Asset Plan
PN 001
Computer Sciences Corporation
EIN 95-2043126
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2008
(a) | (b) Identity of issue; borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost ** | | (e) Current Value | |
| | | | | | | |
| Swp: Usd 3.7825 04/25/2013 - Float | Swaps | 4/25/13 | | | | 3,000,000 | |
| Swp: Usd 5.630000 07/12/09 | Swaps | 7/12/09 | | | | (3,400,000 | ) |
| Swp: Usd 4.645 8/15/2018 - Fix | Swaps | 8/15/18 | | | | (956,063 | ) |
| Swp: Usd 4.645 8/15/2018 - Float | Swaps | 8/15/18 | | | | 800,000 | |
| Swp Usd 2.895 09/17/2010 Float | Swaps | 9/17/10 | | | | (2,300,000 | ) |
| Swp Usd 2.895 09/17/2010 Fixed | Swaps | 9/17/10 | | | | 2,374,198 | |
| Swp Usd 4.205 09/17/2018 Float | Swaps | 9/17/18 | | | | 1,200,000 | |
| Swp Usd 4.205 09/17/2018 Fixed | Swaps | 9/17/18 | | | | (1,385,240 | ) |
| Swp Usd 3.62 09/18/2013 - Float | Swaps | 9/18/13 | | | | 3,200,000 | |
| Swp Usd 3.62 09/18/2013 - Fixed | Swaps | 9/18/13 | | | | (3,450,215 | ) |
| Swp Usd 4.66 10/17/2018 Fixed | Swaps | 10/17/18 | | | | 2,601,648 | |
| Swp Usd 4.66 10/17/2018 Float | Swaps | 10/17/18 | | | | (2,200,000 | ) |
| Swp: Usd 2.45 12/19/2017 Fixed | Swaps | 12/29/17 | | | | 2,191,154 | |
| Swp: Usd 2.45 12/29/2017 Float | Swaps | 12/29/17 | | | | (2,200,000 | ) |
| 10Yr Rtp 5.780000 08/09/2010 | Swaps | 8/9/10 | | | | 16,442 | |
| 30 Yr Rtp 6.5 09/10/09 Swaption | Swaps | 9/10/09 | | | | 7,315 | |
| | | Total Derivatives | | | (562,721 | ) |
| | | | | | | | |
| Assets (Held and End of Year) | | | | | $ | 2,171,088,311 | |
*represents party-in-interest
**Cost information is not required for participant-directed investments and, therefore, is not included.