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
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934. For the fiscal year ended: December 31, 2011
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934. For the transition period from ____________________ to _______________________________
Commission file number: 1-4850
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
3170 Fairview Park Drive
Falls Church, Virginia 22042
Computer Sciences Corporation Matched Asset Plan
TABLE OF CONTENTS Page
| |
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | |
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2011 AND 2010 AND FOR THE YEAR ENDED December 31, 2011:
Statements of Net Assets Available for Benefits 3 Statement of Changes in Net Assets Available for Benefits 4 Notes to Financial Statements 5 - 19 SUPPLEMENTAL SCHEDULE AS OF DECEMBER 31, 2011:
Form 5500, Schedule H, Part IV, Line 4i -- Schedule of Assets (Held at End of Year) S-1 Exhibit 23 -- Consent of Independent Registered Public Accounting Firm E-1
NOTE: 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.
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Trustees and Participants of
Computer Sciences Corporation Matched Asset Plan
Falls Church, Virginia
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, 2011 and 2010, and the related statement of changes in net assets available for benefits for the year ended December 31, 2011. 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, 2011 and 2010, and the changes in net assets available for benefits for the year ended December 31, 2011 in conformity with accounting principles generally accepted in the United States of America.
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, 2011, 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 2011 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.
/s/ DELOITTE & TOUCHE LLP
McLean, Virginia
June 27, 2012
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS AS OF DECEMBER 31, 2011 AND 2010
|
| | | | | | | |
| 2011 | | 2010 |
ASSETS: | | | |
Total participant-directed investments - at fair value | $ | 2,999,299,291 |
| | $ | 3,176,944,977 |
|
| | | |
Receivables: | | | |
Notes receivable from participants | 47,025,013 |
| | 46,681,313 |
|
Accrued investment income | 3,968,897 |
| | 3,472,300 |
|
Unsettled trade receivables | 52,151,787 |
| | 14,636,675 |
|
Other | 341,127 |
| | 708,600 |
|
Total receivables | 103,486,824 |
| | 65,498,888 |
|
Total assets | 3,102,786,115 |
| | 3,242,443,865 |
|
| | | |
LIABILITIES: | | | |
Accrued expenses | 1,313,215 |
| | 1,208,805 |
|
Unsettled trade payables | 88,491,139 |
| | 60,763,992 |
|
Other | — |
| | 2,139 |
|
Total liabilities | 89,804,354 |
| | 61,974,936 |
|
| | | |
NET ASSETS AVAILABLE FOR BENEFITS - at fair value | 3,012,981,761 |
| | 3,180,468,929 |
|
| | | |
Adjustment from fair value to contract value for fully benefit-responsive stable value fund | (282,671 | ) | | (346,168 | ) |
| | | |
NET ASSETS AVAILABLE FOR BENEFITS | $ | 3,012,699,090 |
| | $ | 3,180,122,761 |
|
See notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS FOR THE YEAR ENDED DECEMBER 31, 2011 |
| | | |
| 2011 |
INVESTMENT INCOME (LOSS): | |
Net depreciation in fair value of investments | $ | (213,908,899 | ) |
Dividends | 15,118,049 |
|
Interest | 8,194,803 |
|
| |
Net investment loss | (190,596,047 | ) |
| |
ADDITIONS: | |
Participant contributions | 248,799,280 |
|
Employer contributions | 71,492,159 |
|
Participant rollovers | 7,121,353 |
|
Interest income on notes receivable from participants | 2,136,791 |
|
| |
Total additions | 329,549,583 |
|
| |
DEDUCTIONS: | |
Distributions to participants | 310,743,669 |
|
Administrative expenses | 3,954,504 |
|
| |
Total deductions | 314,698,173 |
|
| |
DECREASE IN NET ASSETS AVAILABLE FOR | |
BENEFITS BEFORE PLAN TRANSFERS | (175,744,637 | ) |
| |
NET TRANSFERS FROM OTHER PLANS | 8,320,966 |
|
| |
NET ASSETS AVAILABLE FOR BENEFITS: | |
Beginning of year | 3,180,122,761 |
|
| |
End of year | $ | 3,012,699,090 |
|
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2011 AND 2010 AND FOR THE YEAR ENDED DECEMBER 31, 2011
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. Computer Sciences Corporation, its subsidiaries, and those joint ventures and partnerships, over which Computer Sciences Corporation exercises control, and that participate in the Plan are hereafter collectively referred to as “CSC” or “the Company.”
The Plan is a defined contribution plan adopted by the action of the Board of Directors of CSC taken on November 3, 1986, and constituted 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, as amended (the "Code"), 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).
Effective October 18, 2011, the Company revised the governance structure of its broad-based employee benefits plans by dissolving the CSC Retirement and Employee Benefits Plans Committee. Effective on this same date, the Company established the CSC Employee Benefits Fiduciary Committee (the "Committee"), which consists of five members appointed by the Compensation Committee of the Board of Directors of the Company who serve without additional compensation and are reimbursed by the Company for all reasonable expenses incurred in the discharge of their duties as members of the Committee to the extent such expenses are not paid by the plans. The Committee serves as the named fiduciary and administrator of the Plan and has the power to interpret, construe and administer the Plan, and to decide any dispute which may arise under the Plan. Effective June 4, 2011, the Plan changed record keepers from ING to Aon Hewitt.
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 fully vest immediately.
Interest in the CSC Sponsored Trust - The Plan's investments are in a trust sponsored by the Company ("CSC Trust"). Currently, certain participating plans are not part of the same control group as the Company, accordingly, the CSC 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, 2011 and 2010, the Plan's interest in the assets of the CSC Trust was approximately 56.7% and 58.0%, 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.
Eligibility and Participation - Any eligible employee (as defined in the Plan) who has satisfied the Plan's age requirement, and is employed by a participating employer, and who receives a stated compensation in respect of employment on the United States of America (U.S.) 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 decide 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.
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%, subject to certain additional limitations for highly compensated employees) 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 $5,500, on a pre-tax basis in 2011.
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 6% of the participant's compensation deferral, except for 17 groups of employees for whom, under the terms of their contract agreements, the Company will contribute amounts based on the following rates:
Group 1 - 100% of the first 5% of the participant's compensation deferral;
Group 2 - 50% of the first 3% of the participant's compensation deferral;
Group 3 - 75% of the first 4% of the participant's compensation deferral;
Group 4 - $1 for every $1 contributed up to 10%;
Group 5 - 60% of the first 4% of the participant's compensation deferral and 40% of the next 4% up to 8%;
Group 6 - discretionary employer contribution of $67.20 biweekly;
Group 7 - discretionary employer contribution of 4%;
Group 8 - discretionary employer contribution of 6.1%;
Group 9 - discretionary employer contribution of 5%;
Group 10 - 50% of the first 2% of the participant's compensation deferral and discretionary employer contribution of 3%;
Group 11 - 66 2/3 cents for each $1 up to the first 6% of the participant's compensation deferral;
Group 12 - 100% of the first 8% of the participant's compensation deferral;
Group 13 - no match, no discretionary employer contribution;
Group 14 - discretionary employer contribution of $83.20 biweekly;
Group 15 - discretionary employer contribution of $51.20 weekly;
Group 16 - discretionary employer contribution of $90.40 biweekly; and
Group 17 - discretionary employer contribution of $102.40 weekly.
Participants should refer to the Plan document for more information about the aforementioned groups.
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 reduced by any 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 20 investment options: Money Market Fund, Short Duration Bond Fund, Core Bond Fund, Government TIPS Bond Fund, Active Allocation Fund, S&P 500 Index 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 investment return, gains and losses, in the respective funds fluctuate on a daily basis within a participant's account due to changes in the net asset values (NAVs).
Vesting of Participants' Interests/Forfeitures - Participants are fully vested immediately in his or her contributions plus actual earnings thereon.
With the exception of a few selected groups of participants, vesting in his or her Matching Contributions 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, upon severance by reason of death or total and permanent disability, or death while performing qualified military service.
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. Such forfeitures during 2011 amounted to $5,529,218. Forfeitures may be applied to reduce future matching contributions by the Company. The Plan had a forfeiture balance of $608,506 at December 31, 2011 and $591,107 at December 31, 2010. During the year ended December 31, 2011, employer contributions were reduced by $5,511,819.
Distributable Amounts, Withdrawals and Refunds - With a few exceptions applicable to a few selected groups, a participant may become entitled to his or her distributable benefit by reason of retirement, death, total and permanent disability, voluntary termination of employment, dismissal, or attainment of age fifty-nine and one-half (59-1/2). 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 take a withdrawal of his or her compensation deferral contributions provided a fully completed application is submitted. The request for withdrawal will be approved if it is deemed that an adequate financial hardship and resulting need for such an amount has been demonstrated by the participant.
Administrative Expenses - Administrative expenses are paid by the Plan as provided in the plan document.
Effective June 30, 2011, a $3.20 monthly administration fee is applied to accounts of terminated participants.
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 U.S. (GAAP).
Use of Estimates - The preparation of financial statements in conformity with GAAP 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 a money market fund, short-term investment fund, fixed income securities, commingled funds, a stable value fund, Company stock, 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 also invests in securities of international 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 international 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 (depreciation) in fair value of investments includes realized and unrealized gains and losses on investments sold or held during the year.
Valuation of Investment Securities - The Plan's investments are stated at fair value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (see Note 5). Investments in a money market fund and short-term investment fund are stated at amortized cost which approximates fair value. Fixed income securities including U.S. government, corporate, mortgage backed, asset backed and other fixed income securities are generally valued using model-based pricing methods that use observable market data as inputs. 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 common stocks are stated at fair value based upon closing sales prices reported on recognized securities exchanges on the last business day of the plan year. Derivatives are stated at fair value (see Note 10).
The Plan invests in the T. Rowe Price Stable Value Common Trust Fund (the "Fund"), which is frozen and not available to new contributions. The Fund is stated at the fair value of the underlying investments and then adjusted to contract value for the purposes of the statements of net assets available for benefits. Contract value represents contributions made to the Fund plus earnings, less participant withdrawals. Fair value of the Fund is generally determined by discounting the scheduled future payments required under the contract using an interpolated market discount rate for contracts with maturities comparable to the average remaining life of the contract being valued. The beneficial interest of each participant is represented by units which are issued and redeemed daily at the Fund's constant NAV of $1 per unit. The Fund invests principally in Guaranteed Investment Contracts (GICs) issued by insurance companies, Bank Investment Contracts (BICs) 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 NAV.
Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. The Fund imposes certain restrictions on the Plan, and the Fund itself may be subject to circumstances that affect its ability to transact at contract value. Plan management believes that the occurrence of events that would cause the Fund to transact at less than contract value is not probable.
Notes Receivable from Participants - Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms of the Plan document.
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 $4,825,661 and $7,230,775 at December 31, 2011 and 2010, respectively.
New Accounting Standards Adopted
ASU No. 2010-06, Fair Value Measurements and Disclosures - In January 2010, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2010-06, Fair Value Measurements and Disclosures, which amends ASC 820, Fair Value Measurements and Disclosures, adding a new disclosure requirement to provide Level 3 activity of purchases, sales, issuances, and settlements on a gross basis. This requirement is effective for fiscal years beginning after December 15, 2010. The adoption in 2011 did not materially affect the Plan's financial statements.
New Accounting Standards Not Yet Effective
ASU No. 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs - In May 2011, the FASB issued ASU No. 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs, which amends ASC 820. ASU 2011-04 also requires the categorization by level for items that are only required to be disclosed at fair value and information about transfers between Level 1 and Level 2. In addition, the ASU provides guidance on measuring the fair value of financial instruments managed within a portfolio and the application of premiums and discounts on fair value measurements. The ASU requires additional disclosure for Level 3 measurements regarding the sensitivity of fair value to changes in unobservable inputs and any interrelationships between those inputs. The new guidance is effective for reporting periods beginning after December 15, 2011. The adoption will not have a material effect on the statement of net assets available for benefits and statement of changes in net assets available for benefits. Plan management has not determined the impact of the disclosures in the financial statements.
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 Plan has been amended since receiving the determination letter. However, the Committee believes that the Plan is currently designed and being operated in compliance with applicable requirements of the Code and the Plan continues to be tax-exempt. As such, no provision for income taxes has been included in the Plan's financial statements.
The Plan is subject to routine audits by taxing jurisdictions.
Note 4 -- Investment Funds
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 account 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 Plan's investments that exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2011 and 2010:
|
| | | | | | | |
Description of Issue | 2011 | | 2010 |
| | | |
SSgA Money Market Fund | $ | 301,609,276 |
| | $ | 285,131,985 |
|
Commingled Funds: | | | |
Mellon Bank Daily Liquidity Stock Index Fund (1) | 389,460,513 |
| | 390,977,604 |
|
Mellon Bank EB Daily Market Completion Fund (1) | 263,641,483 |
| | 291,783,603 |
|
Frank Russell Equity #1 Fund | 174,639,971 |
| | 185,660,778 |
|
CSC common stock (1) | 239,403,962 |
| | 452,312,965 |
|
Balanced Commingled Funds: | | | |
SSgA Target Retirement 2020 | 169,602,289 |
| | * |
SSgA Target Retirement 2025 | 156,585,762 |
| | * |
|
| |
|
(1) Represents a party-in-interest to the Plan.
(*) Fund did not exceed 5% of the Plan's net assets available for benefits in prior year.
The Plan's investments (including gains and losses on investments bought and sold, as well as investments held during the year) depreciated in value during the year ended December 31, 2011 as follows:
|
| | | |
| 2011 |
| |
Interest in commingled funds | $ | 52,972,490 |
|
CSC common stock | (242,551,115 | ) |
International equities | (30,977,606 | ) |
Bonds and debentures | 6,675,295 |
|
Other | (27,963 | ) |
| |
Net depreciation in fair value of investments | $ | (213,908,899 | ) |
Note 5 -- Fair Value Measurements
In accordance with ASC 820, the Plan classifies investments into three levels based on valuation inputs used to determine fair value. Level 1 refers to securities valued using quoted prices from active markets for identical assets; Level 2 refers to securities not traded on an active market but for which observable market inputs are readily available, or securities for which model-derived valuations have inputs that are observable or have significant value drivers that are observable; and Level 3 refers to securities valued based on significant unobservable inputs. Categorization within the hierarchy is based upon the lowest level of input that is
significant to the fair value measurement.
Asset Valuation Techniques - Cash equivalents are primarily a money market fund and a short-term investment fund that are categorized as Level 2 and are stated at amortized cost which approximates fair value.
Fixed income securities are categorized as Level 2. These investments are generally valued using model-based pricing methods that use observable market data as inputs. Broker dealer bids or quotes of securities with similar characteristics may also be used.
The following table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the Plan invests. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
|
| | |
Fixed-income class | | Examples of standard inputs |
| | |
All | | Trade execution data, live trading levels, cash flows, bids, offers, quotes, spreads, indices, Treasury curves, observed market movements, volatility, specific terms and conditions (collectively referred to as “standard inputs”) |
| | |
Corporate bonds | | Standard inputs and events affecting market sectors and individual issuer credit worthiness |
| | |
U.S. Treasuries, U.S. government agencies, state and local obligations, non-US government securities | | Standard inputs and Treasury curves and spreads |
| | |
Mortgage backed securities, asset backed securities | | Prepayment speeds, actual pool, and collateral information |
U.S. and global equity securities are categorized as Level 1 if the securities trade on national or international exchanges and are valued at their last reported closing price.
Derivative instruments are generally valued using model based pricing methods with observable inputs, and are categorized as Level 2. Inputs may include, for example, notional amounts, currency, maturity date, and payment frequency. See Note 10.
The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2011 and December 31, 2010 are as follows:
|
| | | | | | | | | | | | | | | |
| Investment Assets at Fair Value as of December 31, 2011 |
| Quoted Prices in Active Markets for Identical Assets | | Significant Observable Inputs | | Significant Unobservable Inputs | | Total |
| Level 1 | | Level 2 | | Level 3 | | Fair Value |
Equity: | | | | | | | |
International | $ | 70,954,560 |
| | $ | 93,457,593 |
| | $ | — |
| | $ | 164,412,153 |
|
CSC common stock | 239,403,962 |
| | — |
| | — |
| | 239,403,962 |
|
Domestic equity commingled funds | — |
| | 940,386,862 |
| | — |
| | 940,386,862 |
|
| | | | | | | |
Fixed Income: | | | | | | | |
U.S. Treasuries | — |
| | 104,757,145 |
| | — |
| | 104,757,145 |
|
U.S. government agencies | — |
| | 6,839,471 |
| | — |
| | 6,839,471 |
|
State and local obligations | — |
| | 1,773,819 |
| | — |
| | 1,773,819 |
|
Non U.S. government | — |
| | 2,439,122 |
| | — |
| | 2,439,122 |
|
Mortgage backed securities | — |
| | 71,132,570 |
| | — |
| | 71,132,570 |
|
Asset backed securities | — |
| | 45,411,732 |
| | — |
| | 45,411,732 |
|
Corporate | — |
| | 78,857,947 |
| | — |
| | 78,857,947 |
|
Fixed income commingled fund | — |
| | 138,451,875 |
| | — |
| | 138,451,875 |
|
Stable value fund | — |
| | 8,105,328 |
| | — |
| | 8,105,328 |
|
Balanced commingled funds | — |
| | 845,337,697 |
| | — |
| | 845,337,697 |
|
| | | | | | | |
Derivatives | — |
| | (609,041 | ) | | — |
| | (609,041 | ) |
| | | | | | | |
Cash & cash equivalents | 655 |
| | 352,597,994 |
| | — |
| | 352,598,649 |
|
| | | | | | | |
Total | $ | 310,359,177 |
| | $ | 2,688,940,114 |
| | $ | — |
| | $ | 2,999,299,291 |
|
|
| | | | | | | | | | | | | | | |
| Investment Assets at Fair Value as of December 31, 2010 |
| Quoted Prices in Active Markets for Identical Assets | | Significant Observable Inputs | | Significant Unobservable Inputs | | Total |
| Level 1 | | Level 2 | | Level 3 | | Fair Value |
Equity: | | | | | | | |
International | $ | 84,357,836 |
| | $ | 119,865,313 |
| | $ | — |
| | $ | 204,223,149 |
|
CSC common stock | 452,312,965 |
| | — |
| | — |
| | 452,312,965 |
|
Domestic equity commingled funds | — |
| | 1,075,861,117 |
| | — |
| | 1,075,861,117 |
|
| | | | | | | |
Fixed Income: | | | | | | | |
U.S. Treasuries | — |
| | 79,632,319 |
| | — |
| | 79,632,319 |
|
U.S. government agencies | — |
| | 5,630,574 |
| | — |
| | 5,630,574 |
|
State and local obligations | — |
| | 5,900,340 |
| | — |
| | 5,900,340 |
|
Non U.S. government | — |
| | 1,313,165 |
| | — |
| | 1,313,165 |
|
Mortgage backed securities | — |
| | 68,192,184 |
| | — |
| | 68,192,184 |
|
Asset backed securities | — |
| | 74,745,039 |
| | — |
| | 74,745,039 |
|
Corporate | — |
| | 85,762,342 |
| | — |
| | 85,762,342 |
|
Fixed income commingled fund | — |
| | 101,954,077 |
| | — |
| | 101,954,077 |
|
Stable value fund | — |
| | 9,577,408 |
| | — |
| | 9,577,408 |
|
Balanced commingled funds | — |
| | 687,928,485 |
| | — |
| | 687,928,485 |
|
Other fixed income securities | — |
| | 253,901 |
| | — |
| | 253,901 |
|
| | | | | | | |
Derivatives | — |
| | (1,001,975 | ) | | — |
| | (1,001,975 | ) |
| | | | | | | |
Cash & cash equivalents | 677 |
| | 324,659,210 |
| | — |
| | 324,659,887 |
|
| | | | | | | |
Total | $ | 536,671,478 |
| | $ | 2,640,273,499 |
| | $ | — |
| | $ | 3,176,944,977 |
|
Commingled Funds - The commingled funds held by the Plan have a daily redemption frequency and have no unfunded commitments or notice period requirement for participants. The investment strategy for each commingled fund category as presented above is as follows:
| |
• | Domestic equity commingled funds |
The Mellon Daily Liquidity Stock Index Fund holds each stock in the S&P 500 Index. Each stock in the Fund is held near its S&P 500 Index proportion weights. The Index is structured to approximate the general distribution of the industries in the U.S. economy.
The State Street Global Advisor (“SSgA”) Index Plus Secs Lending Fund seeks characteristics similar to those of the underlying benchmark using stocks that are highly ranked by multifactor and industry selection models. Because the portfolio seeks to remain well diversified across all industries, the portfolio characteristics are similar to those of the S&P 500 Index. Effective March 28, 2011, this fund was liquidated.
In the Frank Russell Equity #1 Fund, to moderate volatility, the fund manager manages the Fund using a multi-style, multimanager structure, using three primary styles of equity investment management: value, growth and market-oriented managers.
The Mellon EB Daily Market Completion Fund seeks to match the performance of the Dow Jones 4500
Completion Index, which is made up of the universe of mid- and small-size companies. The Fund samples from the smaller company stocks and optimizes the investment universe to reflect the characteristics of the entire Index.
| |
• | Fixed income commingled fund |
The SSgA Government TIPS Bond Fund seeks to match the return of the Barclays Capital Inflation Notes Index by investing in a portfolio of U.S. Treasury inflation protected securities. The manager seeks to remain duration neutral to the Index at all times and seeks to match overall sector and security weightings to the Index. The strategy is one of full replication, owning a market-value weight of each security in the benchmark.
The T. Rowe Price Frozen Stable Value Fund invests primarily in a portfolio of GICs, BICs, and SICs, including underlying fixed income securities supporting SICs. Contracts are issued by U.S. insurance companies, U.S. banks, and U.S. branches of foreign insurance companies and foreign banks.
| |
• | Balanced commingled funds |
The SSgA Target Series of Investment Funds (Retirement and the Target Series Retirement Funds, 2010 through 2050) start out with a stock and bond mix based on a pre-determined asset allocation schedule. Professional managers then adjust the index fund mix annually, gradually decreasing the stock allocations while increasing the bond allocations as the retirement date approaches.
In the Mellon EB Daily Liquidity Enhanced Active Allocation Fund, the investment manager decides how much to invest in the various markets or asset classes (stocks, bonds and cash equivalents) based on their assessment of the relative valuations of the asset classes using an asset allocation model. The decision is made relative to the Fund's benchmark.
Note 6 -- Notes Receivable to Participants
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 principal residence.
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 elections. Principal and interest are paid rateably through payroll deductions.
Note 7 -- Investments in CSC Trust
The following table presents investments in the CSC Trust at fair value, at December 31, 2011 and 2010.
|
| | | | | | | |
| 2011 | | 2010 |
| | | |
Investments — at fair value | | | |
Cash | $ | 128,589 |
| | $ | 250,732 |
|
Short-term investment funds | 86,378,664 |
| | 68,649,094 |
|
Money market funds | 301,725,041 |
| | 285,131,985 |
|
Bonds and debentures | 601,236,251 |
| | 657,065,070 |
|
CSC common stock | 239,403,962 |
| | 452,312,965 |
|
Common stock | 53,546,442 |
| | 52,988,370 |
|
International equities | 199,294,806 |
| | 244,056,362 |
|
Investment in registered investment company | 79,499,040 |
| | 92,602,665 |
|
| | | |
| 1,561,212,795 |
| | 1,853,057,243 |
|
| | | |
Investment — at estimated fair value: | | | |
Interest in commingled funds | 3,725,217,490 |
| | 3,626,208,921 |
|
Derivatives | (560,811 | ) | | (1,001,975 | ) |
| | | |
| 3,724,656,679 |
| | 3,625,206,946 |
|
Total CSC trust — at fair value | 5,285,869,474 |
| | 5,478,264,189 |
|
| | | |
Adjustment from fair value to contract value for | | | |
fully benefit-responsive stable value fund | (282,671 | ) | | (346,168 | ) |
| | | |
Total CSC trust, Net | $ | 5,285,586,803 |
| | $ | 5,477,918,021 |
|
| | | |
Plan’s Interest in CSC Trust — at fair value | $ | 2,999,299,291 |
| | $ | 3,176,944,977 |
|
| | | |
Adjustment from fair value to contract value for | | | |
fully benefit-responsive stable value fund | (282,671 | ) | | (346,168 | ) |
| | | |
Plan's Interest in CSC Trust, Net | $ | 2,999,016,620 |
| | $ | 3,176,598,809 |
|
The investment income of the CSC Trust for the year ended December 31, 2011 is summarized as follows:
|
| | | |
| 2011 |
| |
Appreciation (depreciation): | |
Bonds and debentures | $ | 19,996,131 |
|
CSC common stock | (242,551,115 | ) |
International equities | (38,316,184 | ) |
Registered investment company | (10,750,485 | ) |
Interest in commingled funds | 87,550,727 |
|
Other | (27,963 | ) |
| |
Net depreciation in fair value of investments | (184,098,889 | ) |
| |
Dividends | 18,162,965 |
|
Interest | 17,546,915 |
|
| |
CSC Trust investment loss | $ | (148,389,009 | ) |
| |
Plan’s interest in the CSC Trust investment loss | $ | (190,596,047 | ) |
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 the short-term investment fund managed by the trustee were paid by the Company and amounted to $1,500 for the year ended December 31, 2011. During the year ended December 31, 2011, the Plan expensed $608,024 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2011 and 2010, the Plan held 10,101,433 and 9,119,213 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $509,322,417 and $480,876,298, respectively. The Plan received $7,551,028 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2011.
Note 9 -- Mergers and Spin-Off
On February 26, 2011, The Image Solutions, Inc. Thrift Savings Plan was merged into the Plan and on April 2, 2011, Centauri Solutions, LLC 401(k) was merged into the Plan. The participants' investment account balances of both plans were transferred into the Plan. As a result of the mergers, $8,320,966 in assets were transferred into the Plan during the year ended December 31, 2011. Plan's management believes that these mergers are tax exempt transactions under the applicable provisions of the Code, and therefore not subject to federal income tax.
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. Currency contracts are primarily used to diminish foreign exchange risk for investments held in currencies other than the U.S.
dollar. Equity and commodity contracts are used to cost effectively meet investment target allocations. Exchange listed futures are priced using vendor services. Over-the-counter derivatives are priced using broker quotes.
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 2011 and 2010, 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.
At December 31, 2011, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $46,268,680 and $12,072,211, respectively. At December 31, 2010, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $72,000,000 and $13,600,000, respectively; and to buy and sell Eurodollar contracts with notional amounts of $50,000,000 and $73,000,000, respectively. 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 statement of net assets available for benefits is $57,575 at December 31, 2011 as futures are priced nightly with an offset to cash at the broker. The fair value of futures contracts was zero at December 31, 2010, as settlements were made by cash daily. Realized gains or losses are accounted for as net appreciation (depreciation) in fair value of investments.
Interest Rate Swaps - 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 17 interest rate swap contracts as of December 31, 2011, with a total fair value of $(600,903) and a notional value of $52,000,000. The Plan had entered into 13 interest rate swap contracts as of December 31, 2010, with a total fair value of $(1,002,699) and a notional value of $38,790,000.
Credit Default Swaps - 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, as the buyer, with a fair value of $(65,713) and notional amount of $2,450,000 as of December 31, 2011. The Plan had entered into one credit default swap, as the buyer, with a fair value of $724 and notional amount of $1,050,000 as of December 31, 2010.
At December 31, 2011, the fair value of derivatives was $(609,041). At December 31, 2010, the fair value of derivatives was $(1,001,975).
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2011 and 2010 are as follows:
|
| | | | | | | | | | | |
| As of December 31, 2011 |
| Asset Derivatives | | Liability Derivatives |
Derivatives not qualifying as hedging instruments under Subtopic 815-20 | Statement of Net Assets Available for Benefits Location | | Fair Value | | Statement of Net Assets Available for Benefits Location | | Fair Value |
Interest rate swaps | Investments at fair value | | $ | 164,590 |
| | Investments at fair value | | $ | (765,493 | ) |
Futures | Investments at fair value | | 162,151 |
| | Investments at fair value | | (104,576 | ) |
Credit default swaps | Investments at fair value | | — |
| | Investments at fair value | | (65,713 | ) |
| | | | | | | |
| | | | | | | |
Total derivatives | | | $ | 326,741 |
| | | | $ | (935,782 | ) |
|
| | | | | | | | | | | |
| As of December 31, 2010 |
| Asset Derivatives | | Liability Derivatives |
Derivatives not qualifying as hedging instruments under Subtopic 815-20 | Statement of Net Assets Available for Benefits Location | | Fair Value | | Statement of Net Assets Available for Benefits Location | | Fair Value |
Interest rate swaps | Investments at fair value | | $ | 89,169 |
| | Investments at fair value | | $ | (1,091,868 | ) |
Credit default swaps | Investments at fair value | | 724 |
| | | | |
| | | | | | | |
Total derivatives | | | $ | 89,893 |
| | | | $ | (1,091,868 | ) |
The effect of derivative instruments on the statement of changes in net assets available for benefits is as follows:
|
| | | | | | |
| | For the Year Ended December 31, 2011 |
Derivatives not qualifying as hedging instruments under Subtopic 815-20 | | Location of Gain or (Loss) in the Statement of Changes in Net Assets Available for Benefits | | Amount of Gain (Loss) Recognized in Income on Derivatives |
Interest rate swaps | | Net depreciation in fair value of investments | | $ | (1,927,634 | ) |
Futures contracts | | Net appreciation in fair value of investments | | 1,155,259 |
|
Credit default swap | | Net depreciation in fair value of investments | | (14,725 | ) |
Net derivative loss | | | | $ | (787,100 | ) |
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, at December 31, 2011 and 2010:
|
| | | | | | | |
| 2011 | | 2010 |
| | | |
Net assets available for benefits per the financial statements | $ | 3,012,699,090 |
| | $ | 3,180,122,761 |
|
Amounts allocated to withdrawing participants | (4,825,661 | ) | | (7,230,775 | ) |
Adjustment from contract value to fair value for fully benefit-responsive stable value fund | 282,671 |
| | 346,168 |
|
Net assets available for benefits per Form 5500 | $ | 3,008,156,100 |
| | $ | 3,173,238,154 |
|
The following is a reconciliation of the net decrease in assets before transfers per the financial statements to the Form 5500 for the year ended December 31, 2011:
|
| | | |
| 2011 |
| |
Net decrease in net assets before transfers per the financial statements | $ | (175,744,637 | ) |
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year | 282,671 |
|
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year | (346,168 | ) |
Distributions allocated to withdrawing participants at end of year | (4,825,661 | ) |
Distributions allocated to withdrawing participants at start of year | 7,230,775 |
|
Net decrease in net assets before transfers per Form 5500 | $ | (173,403,020 | ) |
The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2011:
|
| | | |
| 2011 |
| |
Distributions to participants per the financial statements | $ | 310,743,669 |
|
Amounts allocated to withdrawing participants at end of year | 4,825,661 |
|
Amounts allocated to withdrawing participants at start of year | (7,230,775 | ) |
Distributions to participants per the Form 5500 | $ | 308,338,555 |
|
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.
SUPPLEMENTAL SCHEDULE
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | US Dollar | | Cash & cash equivalents | | | | | | 655 |
|
| | | | | | | | Total Cash & Cash Equivalents | | 655 |
|
| | | | | | | | | | |
| | State Street Global Advisor | | Money Market Fund | | | | | | 301,609,276 |
|
* | | The Bank of New York Mellon | | Collective Short Term Invest Fd | | | | | | 50,988,718 |
|
| | | | | | | | Total Short-Term Investments | | 352,597,994 |
|
| | | | | | | | | | |
* | | Computer Sciences Corporation | | Common Stock (10,101,433 shares) | | | | $ | 509,322,417.00 |
| | 239,403,962 |
|
| | | | | | | | | | |
| | Computer Sciences Corporation | | Participant loans - Interest rates range from 3.25% to 9.75%; Maturities range from 20081 to 2026 | | | | | | 47,025,013 |
|
| | | | | | | | | | |
| | State Street Global Advisor | | SSGA TARGET RETIREMENT INCOME | | | | | | 37,032,143 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2010 SL | | | | | | 65,353,517 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2015 SL | | | | | | 140,958,350 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2020 SL | | | | | | 169,602,289 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2025 SL | | | | | | 156,585,762 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2030 SL | | | | | | 116,531,983 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2035 SL | | | | | | 76,257,164 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2040 SL | | | | | | 47,738,928 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2045 SL | | | | | | 19,390,139 |
|
| | State Street Global Advisor | | SSGA TARGET RETIREMENT 2050 SL | | | | | | 15,887,422 |
|
* | | Mellon Bank,N.A. | | EB DL ENHANCED AA FUND | | | | | | 112,644,895 |
|
| | Frank Russell | | RUSSELL EQUITY I FUND | | | | | | 174,639,971 |
|
* | | Mellon Bank,N.A. | | EB DL SIF UC1 | | | | | | 389,460,513 |
|
* | | Mellon Bank,N.A. | | EB DL MRKT COMPLETION FUND | | | | | | 263,641,483 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | State Street Global Advisor | | SSGA US TIPS INDEX FUND (CMF8) | | | | | | 138,451,875 |
|
| | T. Rowe Price | | T ROWE PRICE STABLE VALUE | | | | | | 8,105,328 |
|
| | | | | | | | Total Interest in Commingled Funds | | 1,932,281,762 |
|
| | | | | | | | | | |
| | ACHMEA HYPOTHEEKBANK NV | | Corporate bonds | 3.2 | % | 11/3/2014 | | | | 332,675 |
|
| | ALABAMA POWER CO | | Corporate bonds | 4.85 | % | 12/15/2012 | | | | 623,750 |
|
| | AMERICA MOVIL SAB DE CV | | Corporate bonds | 5.5 | % | 3/1/2014 | | | | 433,865 |
|
| | AMERICA MOVIL SAB DE CV | | Corporate bonds | 2.375 | % | 9/8/2016 | | | | 373,955 |
|
| | AMERICAN AIRLINES 2011-2 CL A | | Corporate bonds | 8.625 | % | 10/15/2021 | | | | 61,200 |
|
| | AMERICAN GEN CAP 144A | | Corporate bonds | 8.13 | % | 3/15/2046 | | | | 90,500 |
|
| | AMERICAN TRANSMISSION SYSTEMS | | Corporate bonds | 5.25 | % | 1/15/2022 | | | | 338,050 |
|
| | ANADARKO PETROLEUM CORP | | Corporate bonds | 5.95 | % | 9/15/2016 | | | | 918,176 |
|
| | ANADARKO PETROLEUM CORP | | Corporate bonds | 7.63 | % | 3/15/2014 | | | | 111,085 |
|
| | ANADARKO PETROLEUM CORP | | Corporate bonds | 5.75 | % | 6/15/2014 | | | | 80,714 |
|
| | ANADARKO PETROLEUM CORP | | Corporate bonds | 6.375 | % | 9/15/2017 | | | | 436,994 |
|
| | ANGLOGOLD ASHANTI HOLDINGS PLC | | Corporate bonds | 5.375 | % | 4/15/2020 | | | | 99,346 |
|
| | ASHLAND INC | | Corporate bonds | 9.13 | % | 6/1/2017 | | | | 808,375 |
|
| | AT&T INC | | Corporate bonds | 2.4 | % | 8/15/2016 | | | | 433,622 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | AUSTRALIA & NEW ZEALAND BANKIN | | Corporate bonds | 0.84 | % | 6/18/2012 | | | | 789,889 |
|
| | BANK OF AMERICA CORP | | Corporate bonds | 5.625 | % | 10/14/2016 | | | | 177,485 |
|
| | BANK OF AMERICA CORP | | Corporate bonds | 5.00 | % | 5/13/2021 | | | | 245,925 |
|
| | BANK OF AMERICA CORP | | Corporate bonds | 3.75 | % | 7/12/2016 | | | | 499,996 |
|
* | | BANK OF NEW YORK MELLON CORP/T | | Corporate bonds | 0.67 | % | 3/23/2012 | | | | 459,812 |
|
| | BARRICK GOLD CORP | | Corporate bonds | 1.75 | % | 5/30/2014 | | | | 671,556 |
|
| | BARRICK NORTH AMERICA FINANCE | | Corporate bonds | 4.40 | % | 5/30/2021 | | | | 275,081 |
|
| | BERKSHIRE HATHAWAY INC | | Corporate bonds | 2.2 | % | 8/15/2016 | | | | 97,790 |
|
| | BG ENERGY CAPITAL PLC | | Corporate bonds | 2.50 | % | 12/9/2015 | | | | 483,245 |
|
| | BHP BILLITON FIN USA LTD | | Corporate bonds | 1.125 | % | 11/21/2014 | | | | 730,711 |
|
| | BP CAPITAL MARKETS PLC | | Corporate bonds | 5.25 | % | 11/7/2013 | | | | 919,187 |
|
| | BP CAPITAL MARKETS PLC | | Corporate bonds | 3.13 | % | 3/10/2012 | | | | 572,615 |
|
| | BP CAPITAL MARKETS PLC | | Corporate bonds | 3.13 | % | 10/1/2015 | | | | 1,204,536 |
|
| | BROADCOM CORP | | Corporate bonds | 1.5 | % | 11/1/2013 | | | | 1,556,654 |
|
| | CAISSE CENTRALE DESJARDINS DU | | Corporate bonds | 2.65 | % | 9/16/2015 | | | | 648,208 |
|
| | CAMERON INTERNATIONAL CORP | | Corporate bonds | 7.00 | % | 7/15/2038 | | | | 218,167 |
|
| | CAPITAL ONE FINANCIAL CO | | Corporate bonds | 4.75 | % | 7/15/2021 | | | | 437,373 |
|
| | CAPITAL ONE FINANCIAL CORP | | Corporate bonds | 6.25 | % | 11/15/2013 | | | | 501,432 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | CDP FINANCIAL INC | | Corporate bonds | 4.40 | % | 11/25/2019 | | | | 1,383,422 |
|
| | CITIGROUP FUNDING INC | | Corporate bonds | 2.25 | % | 12/10/2012 | | | | 550,028 |
|
| | CITIGROUP INC | | Corporate bonds | 5.5 | % | 4/11/2013 | | | | 632,972 |
|
| | CITIGROUP INC | | Corporate bonds | 6.375 | % | 8/12/2014 | | | | 178,419 |
|
| | CITIGROUP INC | | Corporate bonds | 4.75 | % | 5/19/2015 | | | | 253,190 |
|
| | COCA-COLA ENTERPRISES | | Corporate bonds | 2 | % | 8/19/2016 | | | | 820,004 |
|
| | COLUMBUS SOUTHERN POWER CO | | Corporate bonds | 6.05 | % | 5/1/2018 | | | | 205,831 |
|
| | COMCAST CORP | | Corporate bonds | 7.05 | % | 3/15/2033 | | | | 44,234 |
|
| | COMCAST CORP | | Corporate bonds | 5.90 | % | 3/15/2016 | | | | 114,459 |
|
| | COMCAST CORP | | Corporate bonds | 6.95 | % | 8/15/2037 | | | | 159,039 |
|
| | COMCAST CORP | | Corporate bonds | 6.40 | % | 3/1/2040 | | | | 124,306 |
|
| | CONSOLIDATED NATURAL GAS CO | | Corporate bonds | 5.00 | % | 3/1/2014 | | | | 26,872 |
|
| | CONSTELLATION ENERGY GROUP INC | | Corporate bonds | 7.6 | % | 4/1/2032 | | | | 161,078 |
|
| | CONSTELLATION ENERGY GROUP INC | | Corporate bonds | 5.15 | % | 12/1/2020 | | | | 190,721 |
|
| | COOPERATIEVE CENTRALE RAIFFEIS | | Corporate bonds | 2.65 | % | 8/17/2012 | | | | 1,387,838 |
|
| | CORP NACIONAL DEL COBRE DE CHI | | Corporate bonds | 3.75 | % | 11/4/2020 | | | | 157,410 |
|
| | CORPORACION NACIONAL 144A | | Corporate bonds | 5.5 | % | 10/15/2013 | | | | 760,855 |
|
| | CORPORACION NACIONAL 144A | | Corporate bonds | 4.75 | % | 10/15/2014 | | | | 664,985 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | COVENTRY HEALTH CARE INC | | Corporate bonds | 5.45 | % | 6/15/2021 | | | | 277,803 |
|
| | COX COMMUNICATIONS INC | | Corporate bonds | 8.38 | % | 3/1/2039 | | | | 267,792 |
|
| | CREDIT SUISSE AG | | Corporate bonds | 5.4 | % | 1/14/2020 | | | | 353,687 |
|
| | CREDIT SUISSE AG/GUERNSEY | | Corporate bonds | 5.86 | % | 5/29/2049 | | | | 243,750 |
|
| | CREDIT SUISSE/NEW YORK NY | | Corporate bonds | 5 | % | 5/15/2013 | | | | 435,968 |
|
| | CREDIT SUISSE/NEW YORK NY | | Corporate bonds | 5 | % | 5/15/2013 | | | | 461,613 |
|
| | CROWN CASTLE TOWERS LLC | | Corporate bonds | 4.523 | % | 1/15/2015 | | | | 641,409 |
|
| | CROWN CASTLE TOWERS LLC | | Corporate bonds | 6.113 | % | 1/15/2020 | | | | 684,070 |
|
| | DIRECTV HOLDINGS LLC / DIRECTV | | Corporate bonds | 5.875 | % | 10/1/2019 | | | | 146,331 |
|
| | DIRECTV HOLDINGS LLC / DIRECTV | | Corporate bonds | 3.5 | % | 3/1/2016 | | | | 206,185 |
|
| | DISCOVERY COMMUNICATIONS LLC | | Corporate bonds | 3.7 | % | 6/1/2015 | | | | 489,060 |
|
| | DNB NOR BOLIGKREDITT | | Corporate bonds | 2.9 | % | 3/29/2016 | | | | 838,692 |
|
| | DOMINION RESOURCES INC/VA | | Corporate bonds | 5.95 | % | 6/15/2035 | | | | 208,278 |
|
| | DOMINION RESOURCES INC/VA | | Corporate bonds | 4.9 | % | 8/1/2041 | | | | 134,975 |
|
| | DOW CHEMICAL CO/THE | | Corporate bonds | 4.13 | % | 11/15/2021 | | | | 364,131 |
|
| | DUKE ENERGY OHIO INC | | Corporate bonds | 5.7 | % | 9/15/2012 | | | | 723,535 |
|
| | EKSPORTFINANS ASA | | Corporate bonds | 1.88 | % | 4/2/2013 | | | | 650,558 |
|
| | EKSPORTFINANS ASA | | Corporate bonds | 5.00 | % | 2/14/2012 | | | | 546,991 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | EKSPORTFINANS ASA | | Corporate bonds | 5.5 | % | 6/26/2017 | | | | 386,700 |
|
| | EL PASO PIPELINE PARTNERS OPER | | Corporate bonds | 6.5 | % | 4/1/2020 | | | | 95,885 |
|
| | EL PASO PIPELINE PARTNERS OPER | | Corporate bonds | 4.10 | % | 11/15/2015 | | | | 588,644 |
|
| | ENTERPRISE PRODUCTS OPERATING | | Corporate bonds | 6.5 | % | 1/31/2019 | | | | 87,336 |
|
| | ENTERPRISE PRODUCTS OPERATING | | Corporate bonds | 5.25 | % | 1/31/2020 | | | | 331,238 |
|
| | ENTERPRISE PRODUCTS OPERATING | | Corporate bonds | 6.65 | % | 4/15/2018 | | | | 147,614 |
|
| | ERP OPERATING LP | | Corporate bonds | 4.625 | % | 12/15/2021 | | | | 147,864 |
|
| | FIH ERHVERVSBANK A/S | | Corporate bonds | 1.75 | % | 12/6/2012 | | | | 851,224 |
|
| | FLORIDA POWER & LIGHT CO | | Corporate bonds | 4.95 | % | 6/1/2035 | | | | 57,473 |
|
| | FLORIDA POWER & LIGHT CO | | Corporate bonds | 5.95 | % | 2/1/2038 | | | | 262,233 |
|
| | FLORIDA POWER CORP | | Corporate bonds | 6.40 | % | 6/15/2038 | | | | 135,640 |
|
| | FREEPORT-MCMORAN COPPER & GOLD | | Corporate bonds | 8.375 | % | 4/1/2017 | | | | 53,125 |
|
| | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 2.10 | % | 1/7/2014 | | | | 537,934 |
|
| | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 2.63 | % | 12/28/2012 | | | | 716,755 |
|
| | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 2.00 | % | 9/28/2012 | | | | 1,074,421 |
|
| | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 6.15 | % | 8/7/2037 | | | | 87,511 |
|
| | GEORGIA POWER CO | | Corporate bonds | 3 | % | 4/15/2016 | | | | 519,561 |
|
| | GEORGIA-PACIFIC LLC | | Corporate bonds | 8.25 | % | 5/1/2016 | | | | 388,836 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | GLENCORE FUNDING LLC | | Corporate bonds | 6 | % | 4/15/2014 | | | | 263,394 |
|
| | GOLDMAN SACHS GROUP INC | | Corporate bonds | 5.25 | % | 7/27/2021 | | | | 229,252 |
|
| | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 5.25 | % | 10/15/2013 | | | | 438,744 |
|
| | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 6.15 | % | 4/1/2018 | | | | 438,638 |
|
| | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 3.625 | % | 2/7/2016 | | | | 724,667 |
|
| | GTE CORP | | Corporate bonds | 6.94 | % | 4/15/2028 | | | | 31,438 |
|
| | HP ENTERPRISE SERVICES LLC | | Corporate bonds | 6.00 | % | 8/1/2013 | | | | 487,634 |
|
| | HSBC BANK PLC | | Corporate bonds | 3.10 | % | 5/24/2016 | | | | 450,027 |
|
| | HSBC HOLDINGS PLC | | Corporate bonds | 6.10 | % | 1/14/2042 | | | | 158,685 |
|
| | INTERNATIONAL PAPER CO | | Corporate bonds | 7.95 | % | 6/15/2018 | | | | 365,169 |
|
| | INTERNATIONAL PAPER CO | | Corporate bonds | 9.38 | % | 5/15/2019 | | | | 12,995 |
|
| | INTERPUBLIC GROUP OF COS INC/T | | Corporate bonds | 6.25 | % | 11/15/2014 | | | | 209,313 |
|
| | INTERPUBLIC GROUP OF COS INC/T | | Corporate bonds | 10.00 | % | 7/15/2017 | | | | 674,075 |
|
| | INTL PAPER CO | | Corporate bonds | 4.75 | % | 2/15/2022 | | | | 26,574 |
|
| | INTL PAPER CO | | Corporate bonds | 6.00 | % | 11/15/2041 | | | | 54,281 |
|
| | JABIL CIRCUIT INC | | Corporate bonds | 8.25 | % | 3/15/2018 | | | | 115,250 |
|
| | JABIL CIRCUIT INC | | Corporate bonds | 5.625 | % | 12/15/2020 | | | | 147,537 |
|
| | JPMORGAN CHASE & CO | | Corporate bonds | 3.45 | % | 3/1/2016 | | | | 294,626 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | JPMORGAN CHASE & CO | | Corporate bonds | 3.15 | % | 7/5/2016 | | | | 355,657 |
|
| | JPMORGAN CHASE & CO | | Corporate bonds | 2.2 | % | 6/15/2012 | | | | 666,249 |
|
| | JPMORGAN CHASE & CO | | Corporate bonds | 3.15 | % | 7/5/2016 | | | | 306,427 |
|
| | JPMORGAN CHASE & CO | | Corporate bonds | 4.35 | % | 8/15/2021 | | | | 540,300 |
|
| | JPMORGAN CHASE BANK NA | | Corporate bonds | 6 | % | 7/5/2017 | | | | 321,901 |
|
| | KRAFT FOODS INC | | Corporate bonds | 6.5 | % | 11/1/2031 | | | | 74,592 |
|
| | KRAFT FOODS INC | | Corporate bonds | 6.5 | % | 8/11/2017 | | | | 524,599 |
|
| | KRAFT FOODS INC | | Corporate bonds | 6.13 | % | 2/1/2018 | | | | 51,575 |
|
| | KRAFT FOODS INC | | Corporate bonds | 5.375 | % | 2/10/2020 | | | | 144,231 |
|
| | KRAFT FOODS INC | | Corporate bonds | 4.125 | % | 2/9/2016 | | | | 389,776 |
|
| | LEASEPLAN CORP NV | | Corporate bonds | 3 | % | 5/7/2012 | | | | 503,819 |
|
| | LEHMAN BROTHERS HOLDINGS INC | | Corporate bonds | 6.75 | % | 12/28/2017 | | | | 37 |
|
| | LIFE TECHNOLOGIES CORP | | Corporate bonds | 6 | % | 3/1/2020 | | | | 58,128 |
|
| | LIFE TECHNOLOGIES CORP | | Corporate bonds | 5.00 | % | 1/15/2021 | | | | 115,099 |
|
| | LINCOLN NATIONAL CORP | | Corporate bonds | 6.05 | % | 4/20/2067 | | | | 83,250 |
|
| | LOWE'S COMPANIES INC | | Corporate bonds | 5.125 | % | 11/15/2041 | | | | 241,544 |
|
| | MACY'S RETAIL HOLDINGS INC | | Corporate bonds | 7.45 | % | 7/15/2017 | | | | 207,831 |
|
| | MACY'S RETAIL HOLDINGS INC | | Corporate bonds | 5.875 | % | 1/15/2013 | | | | 30,886 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | MACY'S RETAIL HOLDINGS INC | | Corporate bonds | 5.75 | % | 7/15/2014 | | | | 543,554 |
|
| | MANULIFE FINANCIAL CORP | | Corporate bonds | 3.4 | % | 9/17/2015 | | | | 553,067 |
|
| | MARATHON PETROLEUM CORP | | Corporate bonds | 6.50 | % | 3/1/2041 | | | | 157,518 |
|
| | METLIFE INC | | Corporate bonds | 6.75 | % | 6/1/2016 | | | | 288,010 |
|
| | METROPOLITAN LIFE GLOBAL FUNDI | | Corporate bonds | 5.125 | % | 4/10/2013 | | | | 402,184 |
|
| | METROPOLITAN LIFE GLOBAL FUNDI | | Corporate bonds | 2.5 | % | 1/11/2013 | | | | 885,601 |
|
| | METROPOLITAN LIFE GLOBAL FUNDI | | Corporate bonds | 5.125 | % | 6/10/2014 | | | | 242,264 |
|
| | METROPOLITAN LIFE GLOBAL FUNDI | | Corporate bonds | 2.50 | % | 1/11/2013 | | | | 516,179 |
|
| | METROPOLITAN LIFE GLOBAL FUNDI | | Corporate bonds | 2.00 | % | 1/10/2014 | | | | 925,430 |
|
| | MIDAMERICAN ENERGY HOLDINGS CO | | Corporate bonds | 5.95 | % | 5/15/2037 | | | | 206,798 |
|
| | MIDAMERICAN ENERGY HOLDINGS CO | | Corporate bonds | 6.5 | % | 9/15/2037 | | | | 94,172 |
|
| | MONSANTO CO | | Corporate bonds | 2.75 | % | 4/15/2016 | | | | 320,124 |
|
| | MORGAN STANLEY | | Corporate bonds | 2.25 | % | 3/13/2012 | | | | 1,009,339 |
|
| | MORGAN STANLEY | | Corporate bonds | 6.60 | % | 4/1/2012 | | | | 120,998 |
|
| | MORGAN STANLEY | | Corporate bonds | 4.2 | % | 11/20/2014 | | | | 607,598 |
|
| | MORGAN STANLEY | | Corporate bonds | 2.02 | % | 1/24/2014 | | | | 455,614 |
|
| | NEWS AMERICA INC | | Corporate bonds | 7.75 | % | 1/20/2024 | | | | 49,438 |
|
| | NEWS AMERICA INC | | Corporate bonds | 8.5 | % | 2/23/2025 | | | | 61,384 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | NEXEN INC | | Corporate bonds | 5.875 | % | 3/10/2035 | | | | 143,883 |
|
| | NEXEN INC | | Corporate bonds | 6.4 | % | 5/15/2037 | | | | 88,978 |
|
| | NEXEN INC | | Corporate bonds | 7.5 | % | 7/30/2039 | | | | 281,716 |
|
| | NIAGARA MOHAWK POWER CORP | | Corporate bonds | 3.553 | % | 10/1/2014 | | | | 288,876 |
|
| | NORDEA BK SWEDEN AB NT 144A | | Corporate bonds | 5.25 | % | 11/30/2012 | | | | 842,531 |
|
| | NORDEA EIENDOMSKREDITT A | | Corporate bonds | 2.13 | % | 9/22/2017 | | | | 1,057,126 |
|
| | PACIFIC LIFE GLOBAL FDG 144A | | Corporate bonds | 5.15 | % | 4/15/2013 | | | | 616,267 |
|
| | PETROBRAS INTERNATIONAL FINANC | | Corporate bonds | 5.88 | % | 3/1/2018 | | | | 32,831 |
|
| | PETROBRAS INTERNATIONAL FINANC | | Corporate bonds | 5.75 | % | 1/20/2020 | | | | 722,331 |
|
| | PETROBRAS INTERNATIONAL FINANC | | Corporate bonds | 3.875 | % | 1/27/2016 | | | | 705,694 |
|
| | PETROHAWK ENERGY CORP | | Corporate bonds | 7.88 | % | 6/1/2015 | | | | 711,420 |
|
| | PETROHAWK ENERGY CORP | | Corporate bonds | 10.50 | % | 8/1/2014 | | | | 606,312 |
|
| | PETROHAWK ENERGY CORP | | Corporate bonds | 7.25 | % | 8/15/2018 | | | | 140,625 |
|
| | PETROLEOS MEXICANOS BD | | Corporate bonds | 6.5 | % | 6/2/2041 | | | | 174,375 |
|
| | PHILIP MORRIS INTERNATIONAL IN | | Corporate bonds | 2.5 | % | 5/16/2016 | | | | 200,603 |
|
| | PRICOLA GLOBAL MTN #TR00017 | | Corporate bonds | 4.63 | % | 6/25/2012 | | | | 406,370 |
|
| | PRIDE INTERNATIONAL INC | | Corporate bonds | 6.875 | % | 8/15/2020 | | | | 205,175 |
|
| | PROGRESS ENERGY INC | | Corporate bonds | 7.00 | % | 10/30/2031 | | | | 166,204 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | PRUDENTIAL FINANCIAL INC | | Corporate bonds | 2.75 | % | 1/14/2013 | | | | 418,576 |
|
| | PRUDENTIAL FINANCIAL INC | | Corporate bonds | 6.2 | % | 11/15/2040 | | | | 78,480 |
|
| | PUB SVC ELEC & GAS | | Corporate bonds | 0.85 | % | 8/15/2014 | | | | 324,899 |
|
| | QWEST COMMUNICATIONS INTERNATI | | Corporate bonds | 8 | % | 10/1/2015 | | | | 164,071 |
|
| | QWEST COMMUNICATIONS INTERNATI | | Corporate bonds | 7.125 | % | 4/1/2018 | | | | 504,400 |
|
| | QWEST CORP | | Corporate bonds | 7.5 | % | 10/1/2014 | | | | 81,505 |
|
| | QWEST CORP | | Corporate bonds | 7.63 | % | 6/15/2015 | | | | 47,649 |
|
| | QWEST CORP | | Corporate bonds | 6.5 | % | 6/1/2017 | | | | 179,170 |
|
| | QWEST CORP | | Corporate bonds | 8.38 | % | 5/1/2016 | | | | 151,189 |
|
| | ROCKIES EXPRESS PIPELINE LLC | | Corporate bonds | 5.63 | % | 4/15/2020 | | | | 285,701 |
|
| | SANOFI | | Corporate bonds | 1.2 | % | 9/30/2014 | | | | 223,723 |
|
| | SANTANDER CONSUMER AC 11-WO A2 | | Corporate bonds | 0.91 | % | 11/15/2013 | | | | 596,348 |
|
| | SANTANDER CONSUMER ACQ 11-WO B | | Corporate bonds | 2.32 | % | 4/15/2015 | | | | 513,343 |
|
| | SANTANDER CONSUMER ACQUS1A B | | Corporate bonds | 1.66 | % | 8/15/2016 | | | | 343,501 |
|
| | SLM CORP | | Corporate bonds | 0.72 | % | 1/27/2014 | | | | 144,638 |
|
| | SOUTHWESTERN ENERGY CO | | Corporate bonds | 7.5 | % | 2/1/2018 | | | | 575,097 |
|
| | SVENSKA HANDELSBANKEN AB | | Corporate bonds | 2.88 | % | 9/14/2012 | | | | 176,655 |
|
| | SVENSKA HANDELSBANKEN AB | | Corporate bonds | 2.875 | % | 9/14/2012 | | | | 777,282 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | SWEDBANK HYPOTEK AB | | Corporate bonds | 2.95 | % | 3/28/2016 | | | | 758,594 |
|
| | TAMPA ELECTRIC CO | | Corporate bonds | 5.4 | % | 5/15/2021 | | | | 175,547 |
|
| | TCI COMMUNICATIONS INC | | Corporate bonds | 7.125 | % | 2/15/2028 | | | | 140,887 |
|
| | TECK RESOURCES LTD | | Corporate bonds | 4.5 | % | 1/15/2021 | | | | 234,964 |
|
| | TELEFONICA EMISIONES SAU | | Corporate bonds | 2.582 | % | 4/26/2013 | | | | 602,067 |
|
| | TEMASEK FINL 144A | | Corporate bonds | 4.5 | % | 9/21/2015 | | | | 256,910 |
|
| | TESCO PLC | | Corporate bonds | 2 | % | 12/5/2014 | | | | 282,925 |
|
| | TEVA PHARM FIN IV BV | | Corporate bonds | 3.65 | % | 11/10/2021 | | | | 417,025 |
|
| | TEVA PHARMA FIN IV LLC | | Corporate bonds | 1.70 | % | 11/10/2014 | | | | 685,257 |
|
| | TEXAS INSTRUMENTS INC | | Corporate bonds | 1.375 | % | 5/15/2014 | | | | 961,824 |
|
| | TOLEDO EDISON CO/THE | | Corporate bonds | 6.15 | % | 5/15/2037 | | | | 210,476 |
|
| | TORONTO-DOMINION BANK/THE | | Corporate bonds | 2.20 | % | 7/29/2015 | | | | 1,198,027 |
|
| | TOTAL CAPITAL CANADA LTD | | Corporate bonds | 1.625 | % | 1/28/2014 | | | | 2,034 |
|
| | TRANSOCEAN INC | | Corporate bonds | 6.38 | % | 12/15/2021 | | | | 286,978 |
|
| | UNITEDHEALTH GROUP INC | | Corporate bonds | 3.375 | % | 11/15/2021 | | | | 82,739 |
|
| | VERIZON COMMUNICATIONS | | Corporate bonds | 4.75 | % | 11/1/2041 | | | | 333,632 |
|
| | VERIZON COMMUNICATIONS INC | | Corporate bonds | 5.25 | % | 4/15/2013 | | | | 823,082 |
|
| | VERIZON COMMUNICATIONS INC | | Corporate bonds | 6.40 | % | 2/15/2038 | | | | 95,205 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 MARYLAND INC | | Corporate bonds | 5.125 | % | 6/15/2033 | | | | 94,085 |
|
| | VIRGIN MEDIA SECURED FINANCE P | | Corporate bonds | 6.5 | % | 1/15/2018 | | | | 37,187 |
|
| | VODAFONE GROUP PLC | | Corporate bonds | 0.792 | % | 2/27/2012 | | | | 385,039 |
|
| | VODAFONE GROUP PLC | | Corporate bonds | 4.15 | % | 6/10/2014 | | | | 795,236 |
|
| | VOLKSWAGEN INTERNATIONAL FINAN | | Corporate bonds | 1.875 | % | 4/1/2014 | | | | 651,601 |
|
| | WEA FIN LLC/WCI FIN LLC 144A | | Corporate bonds | 5.70 | % | 10/1/2016 | | | | 208,845 |
|
| | WEA FINANCE LLC | | Corporate bonds | 4.625 | % | 5/10/2021 | | | | 318,985 |
|
| | WEA FINANCE LLC / WT FINANCE A | | Corporate bonds | 7.5 | % | 6/2/2014 | | | | 405,610 |
|
| | WYNDHAM WORLDWIDE CORP | | Corporate bonds | 6.00 | % | 12/1/2016 | | | | 296,560 |
|
| | XYLEM INC | | Corporate bonds | 3.55 | % | 9/20/2016 | | | | 369,156 |
|
| | | | | | | | Total Corporate Bonds | | 78,857,947 |
|
| | | | | | | | | | |
| | FEDERAL HOME LN BK CONS BD | | U.S. Government Agencies | 5.38 | % | 6/13/2014 | | | | 424,174 |
|
| | FEDERAL HOME LN BK CONS BD | | U.S. Government Agencies | 5.25 | % | 9/12/2014 | | | | 426,319 |
|
| | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 5.25 | % | 8/1/2012 | | | | 940,305 |
|
| | FEDERAL HOME LN BK CONS BD | | U.S. Government Agencies | 5.63 | % | 6/13/2016 | | | | 311,709 |
|
| | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 3.53 | % | 9/30/2019 | | | | 3,691,307 |
|
| | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | — | % | 10/9/2019 | | | | 1,045,657 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | | | | | | | Total U.S. Government Agencies | | 6,839,471 |
|
| | | | | | | | | | |
| | CALIFORNIA ST | | State and local obligations | 5.10 | % | 8/1/2014 | | | | 504,274 |
|
| | CALIFORNIA ST | | State and local obligations | 3.95 | % | 11/1/2015 | | | | 142,039 |
|
| | CALIFORNIA ST | | State and local obligations | 5.65 | % | 4/1/2039 | | | | 104,920 |
|
| | ILLINOIS ST | | State and local obligations | 2.77 | % | 1/1/2012 | | | | 870,000 |
|
| | MUNICIPAL ELEC AUTH GA | | State and local obligations | 7.06 | % | 4/1/2057 | | | | 152,586 |
|
| | | | | | | | Total State and Local Obligations | | 1,773,819 |
|
| | | | | | | | | | |
| | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 4.00 | % | 1/1/2042 | | | | 419,500 |
|
| | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 4.50 | % | 1/1/2042 | | | | (529,766 | ) |
| | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 5.00 | % | 1/1/2042 | | | | 322,359 |
|
| | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 5.50 | % | 1/1/2042 | | | | 217,000 |
|
| | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 5.5 | % | 1/1/2027 | | | | (108,156 | ) |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.00 | % | 2/1/2027 | | | | 7,000,812 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.00 | % | 1/1/2027 | | | | 2,636,328 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.50 | % | 1/1/2027 | | | | (639,563 | ) |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.50 | % | 1/1/2042 | | | | 5,745,938 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.00 | % | 2/1/2042 | | | | (3,126,563 | ) |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.00 | % | 2/1/2042 | | | | (628,688 | ) |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.00 | % | 2/1/2027 | | | | 823,625 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.50 | % | 1/1/2027 | | | | 1,150,188 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.00 | % | 1/1/2027 | | | | (967,781 | ) |
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 6.00 | % | 2/1/2042 | | | | 4,944,375 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.50 | % | 1/1/2027 | | | | 216,938 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.5 | % | 1/1/2042 | | | | 435,562 |
|
| | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.5 | % | 2/1/2042 | | | | (7,487,063 | ) |
| | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 5 | % | 1/20/2042 | | | | 1,879,562 |
|
| | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 4.50 | % | 1/20/2042 | | | | 2,831,562 |
|
| | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 4.00 | % | 1/20/2042 | | | | 748,672 |
|
| | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 4.00 | % | 1/15/2042 | | | | 643,594 |
|
| | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 5.00 | % | 1/15/2042 | | | | 996,891 |
|
| | FHLMC POOL #A7-1746 | | Agency mortgage backed securities | 5.50 | % | 1/1/2038 | | | | 718,996 |
|
| | FHLMC POOL #A8-1740 | | Agency mortgage backed securities | 5.50 | % | 9/1/2038 | | | | 599,263 |
|
| | FHLMC POOL #E0-0627 | | Agency mortgage backed securities | 5.50 | % | 2/1/2014 | | | | 17,247 |
|
| | FHLMC POOL #E0-1216 | | Agency mortgage backed securities | 5.50 | % | 10/1/2017 | | | | 100,887 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | FHLMC POOL #E8-8978 | | Agency mortgage backed securities | 5.50 | % | 4/1/2017 | | | | 25,117 |
|
| | FHLMC POOL #E9-1860 | | Agency mortgage backed securities | 5.50 | % | 10/1/2017 | | | | 19,747 |
|
| | FHLMC POOL #G0-4913 | | Agency mortgage backed securities | 5.00 | % | 3/1/2038 | | | | 625,879 |
|
| | FHLMC POOL #G0-5132 | | Agency mortgage backed securities | 5.00 | % | 12/1/2038 | | | | 1,946,081 |
|
| | FHLMC POOL #G0-5205 | | Agency mortgage backed securities | 5.00 | % | 1/1/2039 | | | | 290,548 |
|
| | FHLMC POOL #G0-6817 | | Agency mortgage backed securities | 5.50 | % | 5/1/2040 | | | | 842,181 |
|
| | FHLMC POOL #G0-8368 | | Agency mortgage backed securities | 4.50 | % | 10/1/2039 | | | | 1,351,523 |
|
| | FHLMC POOL #G0-8372 | | Agency mortgage backed securities | 4.50 | % | 11/1/2039 | | | | 2,035,014 |
|
| | FHLMC POOL #G1-4010 | | Agency mortgage backed securities | 5.50 | % | 5/1/2022 | | | | 1,607,302 |
|
| | FHLMC POOL #J0-0252 | | Agency mortgage backed securities | 5.50 | % | 10/1/2020 | | | | 65,691 |
|
| | FHLMC POOL #J0-0813 | | Agency mortgage backed securities | 5.00 | % | 12/1/2020 | | | | 40,429 |
|
| | FHLMC POOL #J0-2895 | | Agency mortgage backed securities | 5.50 | % | 6/1/2021 | | | | 198,117 |
|
| | FHLMC POOL #J0-3285 | | Agency mortgage backed securities | 5.00 | % | 8/1/2021 | | | | 52,255 |
|
| | FHLMC POOL #J0-3286 | | Agency mortgage backed securities | 5.00 | % | 9/1/2021 | | | | 416,418 |
|
| | FHLMC POOL #J0-5930 | | Agency mortgage backed securities | 5.50 | % | 3/1/2021 | | | | 10,225 |
|
| | FHLMC POOL #Q0-2663 | | Agency mortgage backed securities | 4.50 | % | 8/1/2041 | | | | 312,269 |
|
| | FHLMC POOL #Q0-2776 | | Agency mortgage backed securities | 4.50 | % | 8/1/2041 | | | | 54,997 |
|
| | FHLMC MULTICLASS CTFS 2890 KC | | Agency mortgage backed securities | 4.50 | % | 2/15/2019 | | | | 325,199 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | FHLMC MULTICLASS MTG | | Agency mortgage backed securities | 5.50 | % | 6/15/2015 | | | | 623,468 |
|
| | FHLMC MULTICLASS MTG | | Agency mortgage backed securities | 5.50 | % | 1/15/2031 | | | | 81,136 |
|
| | FHLMC MULTICLASS MTG 3824 FA | | Agency mortgage backed securities | 0.43 | % | 3/15/2026 | | | | 1,972,455 |
|
| | FHLMC MULTICLASS MTG 3959 MA | | Agency mortgage backed securities | 4.50 | % | 11/15/2041 | | | | 831,875 |
|
| | FNMA POOL #0254548 | | Agency mortgage backed securities | 5.50 | % | 12/1/2032 | | | | 775,686 |
|
| | FNMA POOL #0255316 | | Agency mortgage backed securities | 5.00 | % | 7/1/2019 | | | | 105,932 |
|
| | FNMA POOL #0555424 | | Agency mortgage backed securities | 5.50 | % | 5/1/2033 | | | | 624,182 |
|
| | FNMA POOL #0555457 | | Agency mortgage backed securities | 5.00 | % | 5/1/2018 | | | | 800,219 |
|
| | FNMA POOL #0555591 | | Agency mortgage backed securities | 5.50 | % | 7/1/2033 | | | | 255,395 |
|
| | FNMA POOL #0676654 | | Agency mortgage backed securities | 5.50 | % | 1/1/2033 | | | | 893,547 |
|
| | FNMA POOL #0676661 | | Agency mortgage backed securities | 5.50 | % | 1/1/2033 | | | | 540,206 |
|
| | FNMA POOL #0735288 | | Agency mortgage backed securities | 5.00 | % | 3/1/2035 | | | | 3,353,109 |
|
| | FNMA POOL #0735893 | | Agency mortgage backed securities | 5.00 | % | 10/1/2035 | | | | 1,069,274 |
|
| | FNMA POOL #0735925 | | Agency mortgage backed securities | 5.00 | % | 10/1/2035 | | | | 309,730 |
|
| | FNMA POOL #0735989 | | Agency mortgage backed securities | 5.50 | % | 2/1/2035 | | | | 25,042 |
|
| | FNMA POOL #0845326 | | Agency mortgage backed securities | 6.00 | % | 12/1/2035 | | | | 14,763 |
|
| | FNMA POOL #0888250 | | Agency mortgage backed securities | 5.50 | % | 1/1/2021 | | | | 212,649 |
|
| | FNMA POOL #0888601 | | Agency mortgage backed securities | 5.50 | % | 6/1/2020 | | | | 450,264 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | FNMA POOL #0889984 | | Agency mortgage backed securities | 6.50 | % | 10/1/2038 | | | | 457,734 |
|
| | FNMA POOL #0987325 | | Agency mortgage backed securities | 5.57 | % | 9/1/2038 | | | | 233,461 |
|
| | FNMA POOL #0995113 | | Agency mortgage backed securities | 5.50 | % | 9/1/2036 | | | | 1,094,870 |
|
| | FNMA POOL #0995320 | | Agency mortgage backed securities | 4.50 | % | 12/1/2020 | | | | 716,273 |
|
| | FNMA POOL #0995324 | | Agency mortgage backed securities | 5.00 | % | 12/1/2020 | | | | 1,066,512 |
|
| | FNMA POOL #0AB3934 | | Agency mortgage backed securities | 3.50 | % | 11/1/2041 | | | | 307,005 |
|
| | FNMA POOL #0AB4104 | | Agency mortgage backed securities | 3.50 | % | 12/1/2041 | | | | 6,372,705 |
|
| | FNMA POOL #0AD0454 | | Agency mortgage backed securities | 5.00 | % | 11/1/2021 | | | | 411,265 |
|
| | FNMA POOL #0AD7595 | | Agency mortgage backed securities | 5.00 | % | 7/1/2040 | | | | 1,498,584 |
|
| | FNMA POOL #0AE0096 | | Agency mortgage backed securities | 5.50 | % | 7/1/2025 | | | | 861,075 |
|
| | FNMA POOL #0AE0812 | | Agency mortgage backed securities | 5 | % | 7/1/2025 | | | | 1,367,176 |
|
| | FNMA POOL #0AE0919 | | Agency mortgage backed securities | 5.00 | % | 5/1/2021 | | | | 991,400 |
|
| | FNMA POOL #0AH0942 | | Agency mortgage backed securities | 4.00 | % | 12/1/2040 | | | | 2,620,249 |
|
| | FNMA POOL #0AI7782 | | Agency mortgage backed securities | 4.50 | % | 7/1/2041 | | | | 524,692 |
|
| | FNMA POOL #0AI7800 | | Agency mortgage backed securities | 4.50 | % | 7/1/2041 | | | | 104,997 |
|
| | FNMA POOL #0AI8191 | | Agency mortgage backed securities | 4.50 | % | 8/1/2041 | | | | 448,126 |
|
| | FNMA POOL #0AI8222 | | Agency mortgage backed securities | 4.50 | % | 8/1/2041 | | | | 67,930 |
|
| | FNMA POOL #0AI8804 | | Agency mortgage backed securities | 4.50 | % | 8/1/2041 | | | | 1,787,502 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | FNMA POOL #0AJ4163 | | Agency mortgage backed securities | 3.50 | % | 11/1/2041 | | | | 719,192 |
|
| | FNMA POOL #0AJ5927 | | Agency mortgage backed securities | 3.50 | % | 11/1/2041 | | | | 513,799 |
|
| | FNMA POOL #0AJ5930 | | Agency mortgage backed securities | 3.50 | % | 12/1/2041 | | | | 205,529 |
|
| | FNMA POOL #0AJ6935 | | Agency mortgage backed securities | 3.50 | % | 11/1/2026 | | | | 416,523 |
|
| | FNMA POOL #0AL0058 | | Agency mortgage backed securities | 5.00 | % | 1/1/2018 | | | | 1,600,665 |
|
| | FNMA POOL #0AL0533 | | Agency mortgage backed securities | 3.23 | % | 7/1/2041 | | | | 557,209 |
|
| | FNMA POOL #0AL0583 | | Agency mortgage backed securities | 6.50 | % | 10/1/2039 | | | | 593,626 |
|
| | FNMA POOL #0AL0616 | | Agency mortgage backed securities | 4.50 | % | 7/1/2041 | | | | 630,147 |
|
| | FNMA GTD REMIC P/T | | Agency mortgage backed securities | 6.50 | % | 7/25/2034 | | | | 25,716 |
|
| | FNMA GTD REMIC P/T 11-128 KP | | Agency mortgage backed securities | 4.5 | % | 7/25/2041 | | | | 586,016 |
|
| | FNMA GTD REMIC P/T 2002-T6 A1 | | Agency mortgage backed securities | 3.31 | % | 2/25/2032 | | | | 87,970 |
|
| | GNMA POOL #0499416 | | Agency mortgage backed securities | 6.00 | % | 2/15/2029 | | | | 1,833 |
|
| | GNMA POOL #0590089 | | Agency mortgage backed securities | 5.50 | % | 7/15/2033 | | | | 12,917 |
|
| | GNMA POOL #0689835 | | Agency mortgage backed securities | 6.50 | % | 8/15/2038 | | | | 103,862 |
|
| | GNMA POOL #0781590 | | Agency mortgage backed securities | 5.50 | % | 4/15/2033 | | | | 35,986 |
|
| | GNMA POOL #0782510 | | Agency mortgage backed securities | 6.50 | % | 12/15/2038 | | | | 102,312 |
|
| | GNMA POOL #0782619 | | Agency mortgage backed securities | 5.00 | % | 4/15/2039 | | | | 416,427 |
|
| | GNMA GTD REMIC P/T 04-104 FJ | | Agency mortgage backed securities | 0.59 | % | 9/20/2033 | | | | 297,547 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | GNMA GTD REMIC P/T 06-68 B | | Agency mortgage backed securities | 5.16 | % | 6/16/2031 | | | | 606,723 |
|
| | GNMA GTD REMIC P/T 163 MJ IO | | Agency mortgage backed securities | 4.00 | % | 1/16/2038 | | | | 351,741 |
|
| | GNMA II POOL #0004223 | | Agency mortgage backed securities | 6.50 | % | 8/20/2038 | | | | 123,491 |
|
| | GNMA II POOL #0004292 | | Agency mortgage backed securities | 6.50 | % | 11/20/2038 | | | | 65,750 |
|
| | SBA GTD PARTN CTFS 2003-P10A 1 | | Agency mortgage backed securities | 4.52 | % | 2/10/2013 | | | | 26,390 |
|
| | | | | | | | Total agency mortgage backed securities | | 71,132,570 |
|
| | | | | | | | | | |
| | ALLY AUTO RECEIVABLES TRUS 5 C | | Asset and other mortgage backed securities | 2.9 | % | 5/15/2017 | | | | 418,856 |
|
| | AMERICREDIT AUTOMOB 2011-1 A3 | | Asset and other mortgage backed securities | 1.39 | % | 9/8/2015 | | | | 259,841 |
|
| | AMERICREDIT AUTOMOBILE RE 2 A2 | | Asset and other mortgage backed securities | 0.9 | % | 9/8/2014 | | | | 869,836 |
|
| | AMERICREDIT AUTOMOBILE RE B A3 | | Asset and other mortgage backed securities | 2.49 | % | 11/6/2017 | | | | 549,206 |
|
| | AMERIQUEST MORTGAGE SEC R11 A1 | | Asset and other mortgage backed securities | 0.596 | % | 11/25/2034 | | | | 110,066 |
|
| | ARKLE 2010-1A 2A | | Asset and other mortgage backed securities | 1.616 | % | 5/17/2060 | | | | 769,311 |
|
| | ARKLE 2010-1A 2A | | Asset and other mortgage backed securities | 1.616 | % | 5/17/2060 | | | | 943,027 |
|
| | ARKLE MASTER ISSUE 2A 1A1 144A | | Asset and other mortgage backed securities | 1.866 | % | 5/17/2060 | | | | 763,139 |
|
| | ARRAN RESIDENTIAL 1A A1C 144A | | Asset and other mortgage backed securities | 1.679 | % | 11/19/2047 | | | | 641,147 |
|
| | ARRAN RESIDENTIAL MORT 1A-A1C | | Asset and other mortgage backed securities | 1.661 | % | 5/16/2047 | | | | 500,012 |
|
| | ARRAN RESIDENTIAL MORT 1A-A1C | | Asset and other mortgage backed securities | 1.661 | % | 5/16/2047 | | | | 496,766 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | ARRAN RESIDENTL 03-A A2B 144A | | Asset and other mortgage backed securities | 0.615 | % | 9/16/2056 | | | | 532,621 |
|
| | BAAT 2009-1A A3 | | Asset and other mortgage backed securities | 2.67 | % | 7/15/2013 | | | | 73,124 |
|
| | BANC OF AMERICA COMMERC PB2 A4 | | Asset and other mortgage backed securities | 6.186 | % | 6/11/2035 | | | | 50,594 |
|
| | BANC OF AMERICA COMMERCIA 1 A1 | | Asset and other mortgage backed securities | 3.88 | % | 9/11/2036 | | | | 56,379 |
|
| | BANC OF AMERICA COMMERCIA 1 A3 | | Asset and other mortgage backed securities | 5.449 | % | 1/15/2049 | | | | 773,420 |
|
| | BANC OF AMERICA COMMERCIA 1 A4 | | Asset and other mortgage backed securities | 4.76 | % | 11/10/2039 | | | | 719,176 |
|
| | BANC OF AMERICA COMMERCIA 4 AM | | Asset and other mortgage backed securities | 5.675 | % | 8/10/2016 | | | | 231,003 |
|
| | BEAR STEARNS ADJUSTABLE R 7 4A | | Asset and other mortgage backed securities | 2.776 | % | 10/25/2034 | | | | 197,645 |
|
| | BEAR STEARNS ALT-A TRUST 13 A1 | | Asset and other mortgage backed securities | 1.034 | % | 11/25/2034 | | | | 134,610 |
|
| | CENTERPOINT ENERGY TRANSI A A2 | | Asset and other mortgage backed securities | 4.97 | % | 8/1/2014 | | | | 290,945 |
|
| | CHRYSLER FINANCIAL AUTO S A A3 | | Asset and other mortgage backed securities | 2.82 | % | 1/15/2016 | | | | 236,722 |
|
| | CITIBANK OMNI MASTER T A17 A17 | | Asset and other mortgage backed securities | 4.9 | % | 11/15/2018 | | | | 826,601 |
|
| | CITIBANK OMNI MASTER TRU A8 A8 | | Asset and other mortgage backed securities | 2.378 | % | 5/16/2016 | | | | 1,197,309 |
|
| | CITIGROUP/DEUTSCHE BAN CD4 A2B | | Asset and other mortgage backed securities | 5.205 | % | 12/11/2049 | | | | 170,418 |
|
| | CITIGROUP/DEUTSCHE BANK CD4 A4 | | Asset and other mortgage backed securities | 5.32 | % | 12/11/2049 | | | | 59,662 |
|
| | COMMERCIAL MORTGAGE PASS C6 A2 | | Asset and other mortgage backed securities | 5.00 | % | 6/10/2044 | | | | 102,154 |
|
| | COUNTRYWIDE ALTERNATIV OA21 A1 | | Asset and other mortgage backed securities | 0.475 | % | 3/20/2047 | | | | 140,967 |
|
| | COUNTRYWIDE ASSET-BACKE 12 2A1 | | Asset and other mortgage backed securities | 0.644 | % | 5/25/2029 | | | | 93,277 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | COUNTRYWIDE ASSET-BACKED 6 2A1 | | Asset and other mortgage backed securities | 0.394 | % | 9/25/2037 | | | | 157,841 |
|
| | CREDIT ACCEPTANCE AUT 1 A 144A | | Asset and other mortgage backed securities | 2.61 | % | 3/15/2019 | | | | 393,209 |
|
| | CREDIT ACCEPTANCE AUTO LOA 1 A | | Asset and other mortgage backed securities | 2.06 | % | 4/16/2018 | | | | 667,555 |
|
| | CREDIT SUISSE FIRST BO CKN2 A3 | | Asset and other mortgage backed securities | 6.133 | % | 4/15/2037 | | | | 316,699 |
|
| | CREDIT SUISSE FIRST BO CKS4 A2 | | Asset and other mortgage backed securities | 5.183 | % | 11/15/2036 | | | | 826,626 |
|
| | CREDIT SUISSE FIRST BO CKS4 A2 | | Asset and other mortgage backed securities | 5.183 | % | 11/15/2036 | | | | 442,245 |
|
| | CREDIT SUISSE FIRST BOS CP3 A3 | | Asset and other mortgage backed securities | 5.603 | % | 7/15/2035 | | | | 446,409 |
|
| | CREDIT SUISSE FIRST BOST C5 A3 | | Asset and other mortgage backed securities | 4.429 | % | 12/15/2036 | | | | 45,995 |
|
| | CREDIT SUISSE MORTGAGE C 8 3A1 | | Asset and other mortgage backed securities | 6 | % | 10/25/2021 | | | | 73,253 |
|
| | DBUBS MORTGAGE TRUST LC1A A2 | | Asset and other mortgage backed securities | 4.528 | % | 11/10/2046 | | | | 641,600 |
|
| | DEUTSCHE ALT-A SECURITI OA1 A1 | | Asset and other mortgage backed securities | 0.494 | % | 2/25/2047 | | | | 17,387 |
|
| | DT AUTO OWNER TRUST 2A B 144A | | Asset and other mortgage backed securities | 2.12 | % | 3/15/2013 | | | | 449,545 |
|
| | EXTENDED STAY AMER ESHA A 144A | | Asset and other mortgage backed securities | 2.951 | % | 11/5/2027 | | | | 1,261,611 |
|
| | EXTENDED STAY AMER ESHA A 144A | | Asset and other mortgage backed securities | 2.951 | % | 11/5/2027 | | | | 515,444 |
|
| | GMAC COMMERCIAL MORTGAGE C2 A2 | | Asset and other mortgage backed securities | 6.7 | % | 4/15/2034 | | | | 41,855 |
|
| | GREENWICH CAPITAL COMME GG3 A2 | | Asset and other mortgage backed securities | 4.305 | % | 8/10/2042 | | | | 298,945 |
|
| | GREENWICH CAPITAL COMME GG7 AJ | | Asset and other mortgage backed securities | 5.882 | % | 7/10/2038 | | | | 49,000 |
|
| | GS MORTGAGE SECURITIES GG10 A4 | | Asset and other mortgage backed securities | 5.79 | % | 8/10/2045 | | | | 834,477 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | GS MTG SECS SER 00-1 A 144A | | Asset and other mortgage backed securities | 0.985 | % | 3/20/2023 | | | | 83,974 |
|
| | GSR MORTGAGE LOAN TRUST 9 4A1 | | Asset and other mortgage backed securities | 2.772 | % | 8/25/2034 | | | | 227,074 |
|
| | HARBORVIEW MORTGAGE LOA 9 2A1A | | Asset and other mortgage backed securities | 0.495 | % | 10/19/2036 | | | | 442,397 |
|
| | HARBORVIEW MORTGAGE LOA 9 2A1A | | Asset and other mortgage backed securities | 0.495 | % | 10/19/2036 | | | | 103,687 |
|
| | HARLEY-DAVIDSON MOTORCYCL 3 A3 | | Asset and other mortgage backed securities | 1.74 | % | 4/15/2017 | | | | 254,312 |
|
| | HOLMES MASTER ISSUER PLC 2A 4A | | Asset and other mortgage backed securities | 0.503 | % | 7/15/2020 | | | | 886,766 |
|
| | HOME EQUITY ASSET TRUST 2 2A1 | | Asset and other mortgage backed securities | 0.404 | % | 7/25/2037 | | | | 130,888 |
|
| | IFC SBA LN BACKED 97-1 A 144A | | Asset and other mortgage backed securities | 1.25 | % | 1/15/2024 | | | | 72,153 |
|
| | JP MORGAN CHASE PLSD A2 144A | | Asset and other mortgage backed securities | 3.364 | % | 11/13/2016 | | | | 303,024 |
|
| | JP MORGAN CHASE COMMER CB16 AJ | | Asset and other mortgage backed securities | 5.62 | % | 5/12/2045 | | | | 98,824 |
|
| | JP MORGAN CHASE COMMERCIAL MOR | | Asset and other mortgage backed securities | 4.07 | % | 11/15/2043 | | | | 482,722 |
|
| | LB-UBS COMMERCIAL MORTGA C6 AM | | Asset and other mortgage backed securities | 6.11 | % | 7/15/2040 | | | | 121,866 |
|
| | LB-UBS COMMERCIAL MORTGA C7 A3 | | Asset and other mortgage backed securities | 5.347 | % | 11/15/2038 | | | | 556,868 |
|
| | LB-UBS COMMERCIAL MORTGA C7 AM | | Asset and other mortgage backed securities | 5.378 | % | 11/15/2038 | | | | 212,771 |
|
| | MASTR ALTERNATIVE LOANS 4 1A1 | | Asset and other mortgage backed securities | 5.5 | % | 5/25/2034 | | | | 104,468 |
|
| | MERRILL LYNCH MORTGAGE C1 ASB | | Asset and other mortgage backed securities | 5.834 | % | 6/12/2050 | | | | 1,094,452 |
|
| | MERRILL LYNCH MORTGAGE KEY1 A4 | | Asset and other mortgage backed securities | 5.236 | % | 11/12/2035 | | | | 685,554 |
|
| | MERRILL LYNCH/COUNTRYWIDE 4 AM | | Asset and other mortgage backed securities | 5.204 | % | 12/12/2049 | | | | 168,867 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 STANLEY CAPITAL HQ13 A1 | | Asset and other mortgage backed securities | 5.357 | % | 12/15/2044 | | | | 331,647 |
|
| | MORGAN STANLEY CAPITAL HQ4 A7 | | Asset and other mortgage backed securities | 4.97 | % | 4/14/2040 | | | | 454,025 |
|
| | MORGAN STANLEY DEAN WITT HQ A3 | | Asset and other mortgage backed securities | 6.51 | % | 4/15/2034 | | | | 149,338 |
|
| | MORGAN STANLEY REREMIC TR IO A | | Asset and other mortgage backed securities | 2.5 | % | 2/23/2051 | | | | 476,310 |
|
| | NELNET STUDENT LOAN TRUST 1 A4 | | Asset and other mortgage backed securities | 0.488 | % | 10/26/2020 | | | | 1,032,223 |
|
| | OPTION ONE MORTGAGE LOAN 3 2A1 | | Asset and other mortgage backed securities | 0.404 | % | 4/25/2037 | | | | 91,572 |
|
| | PERMANENT MASTER ISSUER P 1 5A | | Asset and other mortgage backed securities | 0.513 | % | 7/15/2033 | | | | 425,184 |
|
| | PG&E ENERGY RECOVERY FUND 1 A4 | | Asset and other mortgage backed securities | 4.37 | % | 6/25/2014 | | | | 206,423 |
|
| | RBSCF 2009-RR2 WBB | | Asset and other mortgage backed securities | 5.90 | % | 2/16/2051 | | | | 108,546 |
|
| | RESIDENTIAL FUNDING MORT S3 A1 | | Asset and other mortgage backed securities | 4.75 | % | 3/25/2020 | | | | 491,182 |
|
| | SANTANDER CONSUMER ACQUIS1A C | | Asset and other mortgage backed securities | 2.01 | % | 8/15/2016 | | | | 359,066 |
|
| | SANTANDER CONSUMER ACQUS1A B | | Asset and other mortgage backed securities | 1.66 | % | 8/15/2016 | | | | 402,725 |
|
| | SANTANDER DRIVE 11-S2A B 144A | | Asset and other mortgage backed securities | 2.06 | % | 6/15/2017 | | | | 160,200 |
|
| | SANTANDER DRIVE 11-S2A B 144A | | Asset and other mortgage backed securities | 2.06 | % | 6/15/2017 | | | | 262,728 |
|
| | SANTANDER DRIVE 11-S2A C 144A | | Asset and other mortgage backed securities | 2.86 | % | 6/15/2017 | | | | 162,249 |
|
| | SANTANDER DRIVE AUTO B A2 144A | | Asset and other mortgage backed securities | 1.01 | % | 7/15/2013 | | | | 217,327 |
|
| | SANTANDER DRIVE AUTO B A2 144A | | Asset and other mortgage backed securities | 1.01 | % | 7/15/2013 | | | | 492,312 |
|
| | SANTANDER DRIVE AUTO REC S1A C | | Asset and other mortgage backed securities | 1.89 | % | 5/15/2017 | | | | 284,189 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | SANTANDER DRIVE AUTO REC S1A C | | Asset and other mortgage backed securities | 1.89 | % | 5/15/2017 | | | | 504,581 |
|
| | SANTANDER DRIVE AUTO RECE 2 A2 | | Asset and other mortgage backed securities | 0.95 | % | 8/15/2013 | | | | 307,347 |
|
| | SANTANDER DRIVE AUTO RECE 4 A2 | | Asset and other mortgage backed securities | 1.37 | % | 3/16/2015 | | | | 554,647 |
|
| | SANTANDER DRIVE AUTO RECEI 3 C | | Asset and other mortgage backed securities | 3.09 | % | 5/15/2017 | | | | 726,310 |
|
| | SBA TOWER TRUST | | Asset and other mortgage backed securities | 4.254 | % | 4/15/2015 | | | | 241,588 |
|
| | SBA TOWER TRUST | | Asset and other mortgage backed securities | 4.254 | % | 4/15/2015 | | | | 282,709 |
|
| | SDART 2010-A A2 | | Asset and other mortgage backed securities | 1.37 | % | 8/15/2013 | | | | 312,439 |
|
| | SDART 2010-A A3 | | Asset and other mortgage backed securities | 1.83 | % | 11/17/2014 | | | | 100,407 |
|
| | SDART 2010-A A4 | | Asset and other mortgage backed securities | 2.39 | % | 6/15/2017 | | | | 583,740 |
|
| | SLC STUDENT LOAN TRUST A A4 | | Asset and other mortgage backed securities | 0.523 | % | 1/15/2019 | | | | 322,973 |
|
| | SLM STUDENT LOAN TRUST 5 A2 | | Asset and other mortgage backed securities | 1.518 | % | 10/25/2016 | | | | 1,614,649 |
|
| | SLM STUDENT LOAN TRUST 5 A3 | | Asset and other mortgage backed securities | 1.72 | % | 1/25/2018 | | | | 1,701,167 |
|
| | SLM STUDENT LOAN TRUST 5 A4 | | Asset and other mortgage backed securities | 2.12 | % | 7/25/2023 | | | | 1,344,419 |
|
| | SLM STUDENT LOAN TRUST A A3 | | Asset and other mortgage backed securities | 0.946 | % | 6/15/2033 | | | | 427,594 |
|
| | SLM STUDENT LOAN TRUST B A2 | | Asset and other mortgage backed securities | 0.746 | % | 6/15/2021 | | | | 592,561 |
|
| | SLMA 2010-C A1 | | Asset and other mortgage backed securities | 1.928 | % | 12/15/2017 | | | | 356,999 |
|
| | STEELRIVER TRANSMISSION CO LLC | | Asset and other mortgage backed securities | 4.71 | % | 6/30/2017 | | | | 315,090 |
|
| | STRUCTURED ADJUSTABLE RA 13 A2 | | Asset and other mortgage backed securities | 0.594 | % | 9/25/2034 | | | | 58,044 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | STRUCTURED ASSET REC 03-2 144A | | Asset and other mortgage backed securities | 0.92 | % | 1/21/2011 | | | | 413 |
|
| | STRUCTURED ASSET SECURITI 144A | | Asset and other mortgage backed securities | 3.357 | % | 1/25/2031 | | | | 128,945 |
|
| | THORNBURG MORTGAGE SECUR 1 A3A | | Asset and other mortgage backed securities | 0.357 | % | 3/25/2037 | | | | 284,066 |
|
| | TXU ELECTRIC DELIVERY TRA 1 A2 | | Asset and other mortgage backed securities | 4.81 | % | 11/17/2014 | | | | 281,844 |
|
| | WACHOVIA BANK COMMERCI C20 APB | | Asset and other mortgage backed securities | 5.09 | % | 7/15/2042 | | | | 965,738 |
|
| | WACHOVIA BANK COMMERCIA C33 A4 | | Asset and other mortgage backed securities | 5.899 | % | 2/15/2051 | | | | 297,751 |
|
| | WACHOVIA BANK COMMERCIAL C1 A4 | | Asset and other mortgage backed securities | 6.29 | % | 4/15/2034 | | | | 759,226 |
|
| | WACHOVIA BANK COMMERCIAL C6 A4 | | Asset and other mortgage backed securities | 5.125 | % | 8/15/2035 | | | | 521,042 |
|
| | | | | | | | Total Asset Backed Securities | | 45,411,732 |
|
| | | | | | | | | | |
| | PROVINCE OF ONTARIO CANADA | | Non U.S. Government | 4.10 | % | 6/16/2014 | | | | 505,031 |
|
| | PROVINCE OF ONTARIO CANADA | | Non U.S. Government | 1.38 | % | 1/27/2014 | | | | 414,293 |
|
| | PROVINCE OF ONTARIO CANADA | | Non U.S. Government | 0.94 | % | 5/22/2012 | | | | 746,124 |
|
| | ISRAEL ST AID | | Non U.S. Government | 5.50 | % | 9/18/2033 | | | | 198,512 |
|
| | ISRAEL ST AID | | Non U.S. Government | 5.50 | % | 4/26/2024 | | | | 448,957 |
|
| | REPUBLIC OF ITALY | | Non U.S. Government | 6.88 | % | 9/27/2023 | | | | 126,205 |
|
| | | | | | | | Total Other Bonds | | 2,439,122 |
|
| | | | | | | | | | |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | CDS SP KMP | | Credit Default Swap | | 9/20/2016 | | | | (62,370 | ) |
| | CDS_SP AVIYA LIFE INSURANCE | | Credit Default Swap | | 5/25/2012 | | | | (3,343 | ) |
| | US 10YR TREAS NTS FUT MAR 12 | | Futures | | 1/27/2012 | | | | 4,297 |
|
| | US 10YR TREAS NTS FUT MAR 12 | | Futures | | 1/27/2012 | | | | 1,547 |
|
| | US 10YR TREAS NTS FUTURE (CBT) | | Futures | | 3/21/2012 | | | | 140,285 |
|
| | US 2YR TREAS NTS FUT (CBT) | | Futures | | 3/30/2012 | | | | 12,020 |
|
| | US 2YR TREAS NTS FUT (CBT) | | Futures | | 3/30/2012 | | | | 1,078 |
|
| | US 5YR TREAS NTS FUTURE (CBT) | | Futures | | 3/30/2012 | | | | (29,141 | ) |
| | US 5YR TREAS NTS FUTURE (CBT) | | Futures | | 3/30/2012 | | | | 2,924 |
|
| | US TREAS BD FUTURE (CBT) | | Futures | | 3/21/2012 | | | | (66,013 | ) |
| | US ULTRA BOND (CBT) | | Futures | | 3/21/2012 | | | | (9,422 | ) |
| | IRS P-USD-LIBOR-BBA 3M R 2.25% | | Interest Rate Swap | | 8/13/2016 | | | | 51,757 |
|
| | IRS R US0003M P 2.7275% | | Interest Rate Swap | | 9/10/2014 | | | | (259,371 | ) |
| | IRS R US0003M P 2.845% | | Interest Rate Swap | | 7/6/2014 | | | | (62,566 | ) |
| | IRS R US0003M P 2.963% | | Interest Rate Swap | | 10/14/2041 | | | | (30,237 | ) |
| | IRS R USD-LIBOR 3M P 4.2724% | | Interest Rate Swap | | 4/19/2041 | | | | (104,862 | ) |
| | IRS R USD-LIBOR-BBA 3M P 2.09% | | Interest Rate Swap | | 10/26/2015 | | | | (105,737 | ) |
| | IRS R USD-LIBOR-BBA 3M P 3.25% | | Interest Rate Swap | | 8/11/2014 | | | | 82,833 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | IRS R USD-LIBOR-BBA 3M P 3.62% | | Interest Rate Swap | | 4/8/2021 | | | | (14,473 | ) |
| | IRS_P US0003M R 0.73375% | | Interest Rate Swap | | 12/22/2013 | | | | 1,924 |
|
| | IRS_P US0003M R 0.7425% | | Interest Rate Swap | | 12/22/2013 | | | | 3,707 |
|
| | IRS_P US0003M R 0.799% | | Interest Rate Swap | | 11/30/2013 | | | | 11,709 |
|
| | IRS_P US0003M R 0.80375% | | Interest Rate Swap | | 11/30/2013 | | | | 12,430 |
|
| | IRS_R US0003M P 2.0525% | | Interest Rate Swap | | 10/6/2021 | | | | (3,279 | ) |
| | IRS_R US0003M P 2.24375% | | Interest Rate Swap | | 12/5/2021 | | | | (75,652 | ) |
| | IRS_R US0003M P 2.427% | | Interest Rate Swap | | 10/18/2021 | | | | (109,317 | ) |
| | IRS_R US0003M P 2.7% 01/31/22 | | Interest Rate Swap | | 1/27/2012 | | | | 231 |
|
| | | | | | | | Total Derivatives | | (609,041 | ) |
| | | | | | | | | | |
| | ABB LTD | | Common Stock | | | | | | 1,140,834 |
|
| | ADIDAS AG | | Common Stock | | | | | | 342,112 |
|
| | ADVANTEST CORP | | Common Stock | | | | | | 154,198 |
|
| | AEGON NV | | Common Stock | | | | | | 246,221 |
|
| | AEON CO LTD | | Common Stock | | | | | | 919,968 |
|
| | AGEAS | | Common Stock | | | | | | 252,341 |
|
| | AIR LIQUIDE SA | | Common Stock | | | | | | 683,708 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | AJINOMOTO CO INC | | Common Stock | | | | | | 516,000 |
|
| | AKZO NOBEL NV | | Common Stock | | | | | | 241,935 |
|
| | ALCATEL-LUCENT/FRANCE | | Common Stock | | | | | | 154,284 |
|
| | ALL NIPPON AIRWAYS CO LTD | | Common Stock | | | | | | 384,930 |
|
| | ALLIANZ SE | | Common Stock | | | | | | 1,287,977 |
|
| | ALUMINA LTD | | Common Stock | | | | | | 215,513 |
|
| | AMCOR LTD/AUSTRALIA | | Common Stock | | | | | | 586,844 |
|
| | ANGLO AMERICAN PLC | | Common Stock | | | | | | 987,414 |
|
| | ARCELORMITTAL | | Common Stock | | | | | | 284,382 |
|
| | ASAHI GLASS CO LTD | | Common Stock | | | | | | 396,480 |
|
| | ASAHI KASEI CORP | | Common Stock | | | | | | 439,825 |
|
| | ASTRAZENECA PLC | | Common Stock | | | | | | 1,078,557 |
|
| | ATLAS COPCO AB | | Common Stock | | | | | | 584,277 |
|
| | ATLAS COPCO AB | | Common Stock | | | | | | 455,349 |
|
| | AUSTRALIA & NEW ZEALAND BANKIN | | Common Stock | | | | | | 1,374,120 |
|
| | AXA SA | | Common Stock | | | | | | 688,602 |
|
| | BAE SYSTEMS PLC | | Common Stock | | | | | | 21,634 |
|
| | BANCO BILBAO VIZCAYA ARGENTARI | | Common Stock | | | | | | 721,911 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | BANCO SANTANDER SA | | Common Stock | | | | | | 1,212,404 |
|
| | BANK OF YOKOHAMA LTD/THE | | Common Stock | | | | | | 350,090 |
|
| | BARCLAYS PLC | | Common Stock | | | | | | 689,348 |
|
| | BASF SE | | Common Stock | | | | | | 1,396,413 |
|
| | BAYER AG | | Common Stock | | | | | | 1,132,641 |
|
| | BG GROUP PLC | | Common Stock | | | | | | 1,522,931 |
|
| | BHP BILLITON LTD | | Common Stock | | | | | | 2,636,830 |
|
| | BHP BILLITON PLC | | Common Stock | | | | | | 1,379,464 |
|
| | BNP PARIBAS | | Common Stock | | | | | | 1,035,555 |
|
| | BORAL LTD | | Common Stock | | | | | | 302,846 |
|
| | BP PLC | | Common Stock | | | | | | 2,435,881 |
|
| | BRIDGESTONE CORP | | Common Stock | | | | | | 517,500 |
|
| | BRITISH AMERICAN TOBACCO PLC | | Common Stock | | | | | | 1,840,672 |
|
| | BRITISH LAND CO PLC | | Common Stock | | | | | | 245,467 |
|
| | BRITISH SKY BROADCASTING GROUP | | Common Stock | | | | | | 323,824 |
|
| | BT GROUP PLC | | Common Stock | | | | | | 686,996 |
|
| | BUNZL PLC | | Common Stock | | | | | | 32,198 |
|
| | CAIRN ENERGY PLC | | Common Stock | | | | | | 474,799 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | CANON INC | | Common Stock | | | | | | 1,259,544 |
|
| | CAP GEMINI SA | | Common Stock | | | | | | 71,481 |
|
| | CAPITALAND LTD | | Common Stock | | | | | | 201,572 |
|
| | CARNIVAL PLC | | Common Stock | | | | | | 223,595 |
|
| | CENTRICA PLC | | Common Stock | | | | | | 600,873 |
|
| | CHEUNG KONG HOLDINGS LTD | | Common Stock | | | | | | 392,721 |
|
| | CIE GENERALE D'OPTIQUE ESSILOR | | Common Stock | | | | | | 581,517 |
|
| | CITY DEVELOPMENTS LTD | | Common Stock | | | | | | 475,983 |
|
| | CLP HOLDINGS LTD | | Common Stock | | | | | | 442,010 |
|
| | COCA COLA HELLENIC BOTTLING CO | | Common Stock | | | | | | 186,418 |
|
| | COCA-COLA AMATIL LTD | | Common Stock | | | | | | 843,380 |
|
| | COMMERZBANK AG | | Common Stock | | | | | | 80,866 |
|
| | COMMONWEALTH BANK OF AUST 144A | | Common Stock | | | | | | 1,438,119 |
|
| | COMPASS GROUP PLC | | Common Stock | | | | | | 464,292 |
|
| | COMPUTERSHARE LTD | | Common Stock | | | | | | 372,914 |
|
| | CREDIT AGRICOLE SA | | Common Stock | | | | | | 171,661 |
|
| | CREDIT SUISSE GROUP AG | | Common Stock | | | | | | 629,358 |
|
| | CRH PLC | | Common Stock | | | | | | 48,341 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | DAI NIPPON PRINTING CO LTD | | Common Stock | | | | | | 179,740 |
|
| | DAIMLER AG ORD | | Common Stock | | | | | | 1,183,299 |
|
| | DAIWA HOUSE INDUSTRY CO LTD | | Common Stock | | | | | | 579,719 |
|
| | DAIWA SECURITIES GROUP INC | | Common Stock | | | | | | 219,800 |
|
| | DANONE | | Common Stock | | | | | | 818,642 |
|
| | DANSKE BANK A/S | | Common Stock | | | | | | 232,470 |
|
| | DASSAULT SYSTEMES SA | | Common Stock | | | | | | 453,834 |
|
| | DELHAIZE GROUP SA | | Common Stock | | | | | | 740,382 |
|
| | DENSO CORP | | Common Stock | | | | | | 437,440 |
|
| | DEUTSCHE BANK AG NAMEN-AKT REG | | Common Stock | | | | | | 963,651 |
|
| | DEUTSCHE LUFTHANSA AG | | Common Stock | | | | | | 322,183 |
|
| | DEUTSCHE TELEKOM AG | | Common Stock | | | | | | 746,540 |
|
| | DIAGEO PLC | | Common Stock | | | | | | 990,032 |
|
| | E.ON AG | | Common Stock | | | | | | 694,063 |
|
| | EDP - ENERGIAS DE PORTUGAL SA | | Common Stock | | | | | | 254,709 |
|
| | EISAI CO LTD | | Common Stock | | | | | | 1,078,130 |
|
| | ELAN CORP PLC | | Common Stock | | | | | | 564,274 |
|
| | ELECTROLUX AB | | Common Stock | | | | | | 498,597 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | ENEL SPA | | Common Stock | | | | | | 632,824 |
|
| | ENI SPA | | Common Stock | | | | | | 1,039,674 |
|
| | ERSTE GROUP BANK AG | | Common Stock | | | | | | 147,915 |
|
| | EUROPEAN AERONAUTIC DEFENCE AN | | Common Stock | | | | | | 287,498 |
|
| | EXPERIAN PLC | | Common Stock | | | | | | 509,133 |
|
| | FIAT SPA | | Common Stock | | | | | | 164,308 |
|
| | FIRST PACIFIC CO LTD/HONG KONG | | Common Stock | | | | | | 15,390 |
|
| | FRANCE TELECOM SA | | Common Stock | | | | | | 331,992 |
|
| | FRESENIUS MEDICAL CARE AG & CO | | Common Stock | | | | | | 402,917 |
|
| | FUJI HEAVY INDUSTRIES LTD | | Common Stock | | | | | | 294,980 |
|
| | FUJIFILM HOLDINGS CORP | | Common Stock | | | | | | 286,098 |
|
| | FUJITSU LTD | | Common Stock | | | | | | 305,030 |
|
| | FURUKAWA ELECTRIC CO LTD | | Common Stock | | | | | | 30,159 |
|
| | GDF SUEZ | | Common Stock | | | | | | 642,516 |
|
| | GLAXOSMITHKLINE PLC | | Common Stock | | | | | | 1,996,313 |
|
| | HACHIJUNI BANK LTD/THE | | Common Stock | | | | | | 323,760 |
|
| | HANG SENG BANK LTD | | Common Stock | | | | | | 271,400 |
|
| | HANNOVER RUECKVERSICHERUNG AG | | Common Stock | | | | | | 713,575 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | HEINEKEN NV | | Common Stock | | | | | | 227,007 |
|
| | HELLENIC TELECOMMUNICATIONS OR | | Common Stock | | | | | | 48,487 |
|
| | HENKEL AG & CO KGAA | | Common Stock | | | | | | 505,091 |
|
| | HENNES & MAURITZ AB | | Common Stock | | | | | | 782,852 |
|
| | HINO MOTORS LTD | | Common Stock | | | | | | 249,038 |
|
| | HITACHI LTD | | Common Stock | | | | | | 443,190 |
|
| | HONDA MOTOR CO LTD | | Common Stock | | | | | | 1,035,645 |
|
| | HONG KONG & CHINA GAS CO LTD | | Common Stock | | | | | | 526,711 |
|
| | HOPEWELL HOLDINGS LTD | | Common Stock | | | | | | 31,500 |
|
| | HOYA CORP | | Common Stock | | | | | | 237,380 |
|
| | HSBC HOLDINGS PLC | | Common Stock | | | | | | 2,360,676 |
|
| | HUTCHISON WHAMPOA LTD | | Common Stock | | | | | | 342,825 |
|
| | HYSAN DEVELOPMENT CO LTD | | Common Stock | | | | | | 452,504 |
|
| | IBERDROLA SA | | Common Stock | | | | | | 1,077,463 |
|
| | ICAP PLC | | Common Stock | | | | | | 277,384 |
|
| | IMPERIAL TOBACCO GROUP PLC | | Common Stock | | | | | | 760,934 |
|
| | ING GROEP NV | | Common Stock | | | | | | 634,394 |
|
| | INTERCONTINENTAL HOTELS GROUP | | Common Stock | | | | | | 401,789 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | INTERNATIONAL CONS-SPONS ADR | | Common Stock | | | | | | 198,080 |
|
| | INTERNATIONAL POWER PLC | | Common Stock | | | | | | 381,791 |
|
| | INTESA SANPAOLO SPA | | Common Stock | | | | | | 805,170 |
|
| | INVENSYS PLC | | Common Stock | | | | | | 168,564 |
|
| | ISUZU MOTORS LTD | | Common Stock | | | | | | 439,563 |
|
| | ITOCHU CORP | | Common Stock | | | | | | 614,270 |
|
| | J SAINSBURY PLC | | Common Stock | | | | | | 282,436 |
|
| | JAMES HARDIE INDUSTRIES SE | | Common Stock | | | | | | 616,752 |
|
| | JOHNSON MATTHEY PLC | | Common Stock | | | | | | 275,802 |
|
| | KAJIMA CORP | | Common Stock | | | | | | 254,588 |
|
| | KAO CORP | | Common Stock | | | | | | 284,621 |
|
| | KAWASAKI HEAVY INDUSTRIES LTD | | Common Stock | | | | | | 291,160 |
|
| | KEPPEL CORP LTD | | Common Stock | | | | | | 510,191 |
|
| | KINGFISHER PLC | | Common Stock | | | | | | 538,077 |
|
| | KIRIN HOLDINGS CO LTD | | Common Stock | | | | | | 312,000 |
|
| | KOBE STEEL LTD | | Common Stock | | | | | | 297,920 |
|
| | KOMATSU LTD | | Common Stock | | | | | | 521,435 |
|
| | KONAMI CORP | | Common Stock | | | | | | 248,585 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | KONINKLIJKE AHOLD NV | | Common Stock | | | | | | 417,555 |
|
| | KONINKLIJKE DSM NV | | Common Stock | | | | | | 123,053 |
|
| | KONINKLIJKE KPN NV | | Common Stock | | | | | | 355,216 |
|
| | KONINKLIJKE PHILIPS ELECTRONIC | | Common Stock | | | | | | 319,739 |
|
| | KUBOTA CORP | | Common Stock | | | | | | 381,729 |
|
| | KYOCERA CORP | | Common Stock | | | | | | 351,164 |
|
| | LAFARGE SA | | Common Stock | | | | | | 133,941 |
|
| | LEGAL & GENERAL GROUP PLC | | Common Stock | | | | | | 493,425 |
|
| | LEND LEASE GROUP | | Common Stock | | | | | | 796,822 |
|
| | LLOYDS BANKING GROUP PLC | | Common Stock | | | | | | 390,919 |
|
| | LONMIN PLC | | Common Stock | | | | | | 69,502 |
|
| | L'OREAL SA | | Common Stock | | | | | | 1,257,028 |
|
| | LUXOTTICA GROUP SPA | | Common Stock | | | | | | 262,207 |
|
| | LVMH MOET HENNESSY LOUIS VUITT | | Common Stock | | | | | | 444,514 |
|
| | MAKITA CORP | | Common Stock | | | | | | 229,685 |
|
| | MAN GROUP PLC | | Common Stock | | | | | | 140,116 |
|
| | MARKS & SPENCER GROUP PLC | | Common Stock | | | | | | 218,427 |
|
| | MARUBENI CORP | | Common Stock | | | | | | 396,218 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | MARUI GROUP CO LTD | | Common Stock | | | | | | 621,149 |
|
| | MERCK KGAA | | Common Stock | | | | | | 330,638 |
|
| | METSO OYJ | | Common Stock | | | | | | 574,469 |
|
| | MITSUBISHI CORP | | Common Stock | | | | | | 741,295 |
|
| | MITSUBISHI ELECTRIC CORP | | Common Stock | | | | | | 526,075 |
|
| | MITSUBISHI ESTATE CO LTD | | Common Stock | | | | | | 499,120 |
|
| | MITSUBISHI UFJ FINANCIAL GROUP | | Common Stock | | | | | | 940,529 |
|
| | MITSUI & CO LTD | | Common Stock | | | | | | 526,150 |
|
| | MIZUHO FINANCIAL GROUP INC | | Common Stock | | | | | | 294,532 |
|
| | MS&AD INSURANCE GROUP HOLDINGS | | Common Stock | | | | | | 474,498 |
|
| | MTR CORP | | Common Stock | | | | | | 443,638 |
|
| | NATIONAL AUSTRALIA BANK LTD | | Common Stock | | | | | | 1,399,115 |
|
| | NATIONAL BK GREECE S A | | Common Stock | | | | | | 45,914 |
|
| | NATIONAL GRID PLC | | Common Stock | | | | | | 554,708 |
|
| | NEPTUNE ORIENT LINES LTD/SINGA | | Common Stock | | | | | | 510,913 |
|
| | NESTLE SA | | Common Stock | | | | | | 3,924,165 |
|
| | NEW CHORUS - ADR | | Common Stock | | | | | | 12 |
|
| | NEWCREST MINING LTD | | Common Stock | | | | | | 540,730 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | NICE SYSTEMS LTD | | Common Stock | | | | | | 127,465 |
|
| | NIDEC CORP | | Common Stock | | | | | | 353,912 |
|
| | NIKON CORP | | Common Stock | | | | | | 350,864 |
|
| | NINTENDO CO LTD | | Common Stock | | | | | | 226,996 |
|
| | NIPPON STEEL CORP | | Common Stock | | | | | | 364,336 |
|
| | NIPPON TELEGRAPH & TELEPHONE C | | Common Stock | | | | | | 557,260 |
|
| | NIPPON YUSEN KK | | Common Stock | | | | | | 521,695 |
|
| | NISSAN MOTOR CO LTD | | Common Stock | | | | | | 652,526 |
|
| | NISSHIN STEEL CO LTD | | Common Stock | | | | | | 159,225 |
|
| | NITTO DENKO CORP | | Common Stock | | | | | | 355,300 |
|
| | NOKIA OYJ | | Common Stock | | | | | | 311,121 |
|
| | NOMURA HOLDINGS INC | | Common Stock | | | | | | 177,608 |
|
| | NORSK HYDRO ASA | | Common Stock | | | | | | 159,623 |
|
| | NOVARTIS AG | | Common Stock | | | | | | 2,604,722 |
|
| | NOVO NORDISK A/S | | Common Stock | | | | | | 1,536,877 |
|
| | NSK LTD | | Common Stock | | | | | | 359,100 |
|
| | NTT DOCOMO INC | | Common Stock | | | | | | 526,278 |
|
| | OJI PAPER CO LTD | | Common Stock | | | | | | 203,250 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | OLYMPUS CORP | | Common Stock | | | | | | 267,000 |
|
| | OMRON CORP | | Common Stock | | | | | | 259,375 |
|
| | OMV AG | | Common Stock | | | | | | 352,849 |
|
| | ORIX CORP | | Common Stock | | | | | | 573,300 |
|
| | ORKLA ASA | | Common Stock | | | | | | 154,848 |
|
| | PANASONIC CORP | | Common Stock | | | | | | 267,641 |
|
| | PEARSON PLC | | Common Stock | | | | | | 442,124 |
|
| | PEUGEOT SA | | Common Stock | | | | | | 226,459 |
|
| | PORTUGAL TELECOM SGPS SA | | Common Stock | | | | | | 132,133 |
|
| | POWER ASSETS HLDGS SPON ADR | | Common Stock | | | | | | 227,334 |
|
| | PRUDENTIAL PLC | | Common Stock | | | | | | 826,316 |
|
| | PUBLICIS GROUPE SA | | Common Stock | | | | | | 665,243 |
|
| | RANDGOLD RESOURCES LTD | | Common Stock | | | | | | 44,924 |
|
| | REED ELSEVIER NV | | Common Stock | | | | | | 208,751 |
|
| | REED ELSEVIER PLC | | Common Stock | | | | | | 226,744 |
|
| | REPSOL YPF SA | | Common Stock | | | | | | 787,890 |
|
| | REXAM PLC | | Common Stock | | | | | | 179,577 |
|
| | RICOH CO LTD | | Common Stock | | | | | | 139,712 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | RIO TINTO PLC | | Common Stock | | | | | | 1,525,130 |
|
| | ROCHE HOLDING AG | | Common Stock | | | | | | 2,402,798 |
|
| | ROLLS-ROYCE HOLDINGS PLC | | Common Stock | | | | | | 449,370 |
|
| | ROYAL DUTCH SHELL PLC | | Common Stock | | | | | | 2,585,559 |
|
| | ROYAL DUTCH SHELL PLC | | Common Stock | | | | | | 1,629,806 |
|
| | RWE AG | | Common Stock | | | | | | 377,244 |
|
| | SABMILLER PLC | | Common Stock | | | | | | 753,575 |
|
| | SAGE GROUP PLC/THE | | Common Stock | | | | | | 208,961 |
|
| | SANDVIK AB | | Common Stock | | | | | | 424,889 |
|
| | SANOFI | | Common Stock | | | | | | 1,636,992 |
|
| | SAP AG | | Common Stock | | | | | | 773,917 |
|
| | SECOM CO LTD | | Common Stock | | | | | | 363,200 |
|
| | SEIKO EPSON CORP | | Common Stock | | | | | | 195,600 |
|
| | SEKISUI HOUSE LTD | | Common Stock | | | | | | 209,040 |
|
| | SGS SA | | Common Stock | | | | | | 346,263 |
|
| | SHARP CORP/JAPAN | | Common Stock | | | | | | 226,720 |
|
| | SHINSEI BANK LTD | | Common Stock | | | | | | 205,870 |
|
| | SHISEIDO CO LTD | | Common Stock | | | | | | 309,787 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 BANK LTD/THE | | Common Stock | | | | | | 474,331 |
|
| | SIEMENS AG | | Common Stock | | | | | | 1,668,777 |
|
| | SINGAPORE TELECOMMUNICATIONS L | | Common Stock | | | | | | 488,073 |
|
| | SINO LAND CO LTD | | Common Stock | | | | | | 276,577 |
|
| | SKF AB | | Common Stock | | | | | | 711,930 |
|
| | SMITH & NEPHEW PLC | | Common Stock | | | | | | 312,012 |
|
| | SOCIETE GENERALE | | Common Stock | | | | | | 280,566 |
|
| | SODEXO | | Common Stock | | | | | | 827,425 |
|
| | SONY CORP | | Common Stock | | | | | | 425,744 |
|
| | SSE PLC SPN ADR | | Common Stock | | | | | | 495,460 |
|
| | STATOIL ASA | | Common Stock | | | | | | 1,255,812 |
|
| | STORA ENSO OYJ | | Common Stock | | | | | | 179,738 |
|
| | SUMITOMO CORP | | Common Stock | | | | | | 445,500 |
|
| | SUMITOMO ELECTRIC INDUSTRIES L | | Common Stock | | | | | | 234,605 |
|
| | SUMITOMO METAL INDUSTRIES LTD | | Common Stock | | | | | | 380,540 |
|
| | SUMITOMO MITSUI SPONSORED ADR | | Common Stock | | | | | | 660,208 |
|
| | SUMITOMO MITSUI TR SPON ADR | | Common Stock | | | | | | 275,054 |
|
| | SUN HUNG KAI PROPERTIES LTD | | Common Stock | | | | | | 483,187 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | SVENSKA CELLULOSA AB | | Common Stock | | | | | | 482,243 |
|
| | SWIRE PACIFIC LTD | | Common Stock | | | | | | 488,472 |
|
| | SWISSCOM AG | | Common Stock | | | | | | 264,568 |
|
| | SYNGENTA AG | | Common Stock | | | | | | 519,379 |
|
| | TDK CORP | | Common Stock | | | | | | 237,276 |
|
| | TECHNIP SA | | Common Stock | | | | | | 734,243 |
|
| | TEIJIN LTD | | Common Stock | | | | | | 335,755 |
|
| | TELECOM CORP OF NEW ZEALAND LT | | Common Stock | | | | | | 156,740 |
|
| | TELECOM ITALIA SPA | | Common Stock | | | | | | 226,888 |
|
| | TELECOM ITALIA SPA | | Common Stock | | | | | | 229,887 |
|
| | TELEFONAKTIEBOLAGET LM ERICSSO | | Common Stock | | | | | | 439,257 |
|
| | TELEFONICA SA | | Common Stock | | | | | | 1,343,777 |
|
| | TELENOR ASA | | Common Stock | | | | | | 374,115 |
|
| | TELSTRA CORP LTD | | Common Stock | | | | | | 528,584 |
|
| | TESCO PLC | | Common Stock | | | | | | 1,100,049 |
|
| | TEVA PHARMACEUTICAL INDUSTRIES | | Common Stock | | | | | | 686,120 |
|
| | TNT EXPRESS NV-ADR | | Common Stock | | | | | | 394,135 |
|
| | TOKIO MARINE HOLDINGS INC | | Common Stock | | | | | | 750,068 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | TOKYU LAND CORP | | Common Stock | | | | | | 113,465 |
|
| | TOPPAN PRINTING CO LTD | | Common Stock | | | | | | 257,473 |
|
| | TORAY INDUSTRIES INC | | Common Stock | | | | | | 539,250 |
|
| | TOTAL SA | | Common Stock | | | | | | 2,208,821 |
|
| | TOTO LTD | | Common Stock | | | | | | 260,780 |
|
| | TOYOTA MOTOR CORP | | Common Stock | | | | | | 1,772,284 |
|
| | TREND MICRO INC | | Common Stock | | | | | | 207,620 |
|
| | UBS AG SHS NEW | | Common Stock | | | | | | 1,090,170 |
|
| | UNILEVER NV | | Common Stock | | | | | | 1,227,009 |
|
| | UNILEVER PLC | | Common Stock | | | | | | 668,255 |
|
| | UNITED OVERSEAS BANK LTD | | Common Stock | | | | | | 534,812 |
|
| | UNITED UTILITIES GROUP PLC | | Common Stock | | | | | | 368,984 |
|
| | UPM-KYMMENE OYJ | | Common Stock | | | | | | 410,548 |
|
| | VEOLIA ENVIRONNEMENT | | Common Stock | | | | | | 194,292 |
|
| | VODAFONE GROUP PLC | | Common Stock | | | | | | 2,579,321 |
|
| | VOLKSWAGEN AG | | Common Stock | | | | | | 462,271 |
|
| | VOLVO AB | | Common Stock | | | | | | 487,464 |
|
| | WESTFIELD GROUP | | Common Stock | | | | | | 481,253 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | WESTPAC BANKING CORP | | Common Stock | | | | | | 1,413,120 |
|
| | WOLSELEY PLC-ADR | | Common Stock | | | | | | 337,464 |
|
| | WOLTERS KLUWER NV | | Common Stock | | | | | | 154,080 |
|
| | WOODSIDE PETROLEUM LTD | | Common Stock | | | | | | 572,830 |
|
| | WPP PLC | | Common Stock | | | | | | 336,361 |
|
| | YARA INTERNATIONAL ASA | | Common Stock | | | | | | 143,061 |
|
| | ZURICH FINANCIAL SERVICES AG | | Common Stock | | | | | | 891,279 |
|
| | | | | | | | Total Common Stock | | 164,412,153 |
|
| | | | | | | | | | |
| | U S TREASURY NOTE | | U.S. Treasuries | 0.25 | % | 10/31/2013 | | | | 11,586,807 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.38 | % | 11/15/2014 | | | | 14,974,353 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.88 | % | 11/30/2016 | | | | 4,639,092 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.13 | % | 12/31/2013 | | | | 12,967,500 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 6.50 | % | 11/15/2026 | | | | 3,170,923 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 6.63 | % | 2/15/2027 | | | | 7,501,406 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 5.25 | % | 2/15/2029 | | | | 414,469 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 4.50 | % | 2/15/2036 | | | | 1,262,793 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 4.63 | % | 2/15/2040 | | | | 296,725 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | U S TREASURY BOND | | U.S. Treasuries | 3.88 | % | 8/15/2040 | | | | 2,541,350 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 4.75 | % | 2/15/2041 | | | | 3,852,686 |
|
| | U S TREASURY BOND | | U.S. Treasuries | 3.13 | % | 11/15/2041 | | | | 1,693,012 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 2.00 | % | 4/30/2016 | | | | 533,249 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 2.38 | % | 6/30/2018 | | | | 503,634 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 1.00 | % | 9/30/2016 | | | | 3,303,720 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.25 | % | 10/31/2013 | | | | 120,019 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.38 | % | 11/15/2014 | | | | 12,367,725 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 2.00 | % | 11/15/2021 | | | | 10,129,231 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 1.38 | % | 11/30/2018 | | | | 1,515,192 |
|
| | U S TREASURY NOTE | | U.S. Treasuries | 0.88 | % | 11/30/2016 | | | | 2,286,947 |
|
| | US TREAS-CPI INFLATION INDEX | | U.S. Treasuries | 2.13 | % | 2/15/2041 | | | | 1,543,273 |
|
| | US TREAS-CPI INFLATION INDEX | | U.S. Treasuries | 2.00 | % | 4/15/2012 | | | | 3,578,929 |
|
| | US TREAS-CPI INFLATION INDEX | | U.S. Treasuries | 0.13 | % | 4/15/2016 | | | | 2,668,274 |
|
| | US TREAS-CPI INFLATION INDEX | | U.S. Treasuries | 0.63 | % | 7/15/2021 | | | | 1,305,836 |
|
| | | | | | | | Total Government Bonds | | 104,757,145 |
|
| | | | | | | | | | |
| | Assets (Held at End of Year) | | | | | | | | 3,046,324,304 |
|
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | |
(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 |
| | | | | | | | | | |
* | | represents party in interest | | | | | | | | |
1 |
| | Represents active loan for participant on Military Leave of Absence. | | | | | | | | |
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 27, 2012 | By: | /s/ Donald G. DeBuck |
| | Donald G. DeBuck, Vice President and Controller |
| | Member, CSC Employee Benefits Fiduciary Committee |
| | |
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