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, 2013
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
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| | | | |
| Computer Sciences Corporation Matched Asset Plan |
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| TABLE OF CONTENTS | | | Page |
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REPORTS OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRMS
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| FINANCIAL STATEMENTS AS OF DECEMBER 31, 2013 AND 2012 AND FOR THE YEAR ENDED DECEMBER 31, 2013: | |
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| Statements of Net Assets Available for Benefits | |
| Statement of Changes in Net Assets Available for Benefits | |
| Notes to Financial Statements | |
| | | | | |
| SUPPLEMENTAL SCHEDULE AS OF DECEMBER 31, 2013: | |
| Form 5500, Schedule H, Part IV, Line 4i -- Schedule of Assets (Held at End of Year) | |
| Form 5500, Schedule H, Part IV, Line 4a -- Schedule of Delinquent Participant Contributions | |
| | | | | |
| Exhibits 23.1 and 23.2: Consents of Independent Registered Public Accounting Firms | |
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
Computer Sciences Corporation Employee Benefits Fiduciary Committee 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 the Computer Sciences Corporation Matched Asset Plan (the Plan) as of December 31, 2013, and the related statement of changes in net assets available for benefits for the year then ended. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audit.
We conducted our audit in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. An audit includes 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. 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 audit provides a reasonable basis for our opinion.
In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2013, and the changes in net assets available for benefits for the year then ended, in conformity with accounting principles generally accepted in the United States of America.
Our audit was performed for the purpose of forming an opinion on the basic financial statements taken as a whole. The accompanying Schedule of Assets (Held at End of Year) as of December 31, 2013 and Schedule of Delinquent Participant Contributions for the year ended December 31, 2013 are presented for the purpose of additional analysis and are not required parts of the basic financial statements but are 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 (ERISA). These supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in the audit of the basic financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic financial statements taken as a whole.
/s/ Johnson Lambert LLP
Falls Church, Virginia
June 30, 2014
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 statement of net assets available for benefits of Computer Sciences Corporation Matched Asset Plan (the "Plan") as of December 31, 2012. This financial statement is the responsibility of the Plan's management. Our responsibility is to express an opinion on this financial statement based on our audit.
We conducted our audit 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 statement is 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 audit included considerations 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 statement, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audit provides a reasonable basis for our opinion.
In our opinion, such financial statement presents fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2012 in conformity with accounting principles generally accepted in the United States of America.
/s/ DELOITTE & TOUCHE LLP
McLean, Virginia
June 21, 2013
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2013 AND 2012
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| | | | | | | |
| 2013 | | 2012 |
| ASSETS: | | | |
| Total participant-directed investments - at fair value | $ | 3,857,335,020 |
| | $ | 3,475,967,536 |
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| | | | |
| Receivables: | | | |
| Notes receivable from participants | 46,225,886 |
| | 46,349,993 |
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| Accrued investment income | 3,442,649 |
| | 3,830,066 |
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| Unsettled trade receivables | 25,013,449 |
| | 34,165,994 |
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| Other | 8,817,538 |
| | 89,526 |
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| Total receivables | 83,499,522 |
| | 84,435,579 |
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| Total assets | 3,940,834,542 |
| | 3,560,403,115 |
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| | | | |
| LIABILITIES: | | | |
| Accrued expenses | 1,054,403 |
| | 1,224,824 |
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| Unsettled trade payables | 41,002,256 |
| | 57,936,199 |
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| Total liabilities | 42,056,659 |
| | 59,161,023 |
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| | | | |
| NET ASSETS AVAILABLE FOR BENEFITS - at fair value | 3,898,777,883 |
| | 3,501,242,092 |
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| | | | |
| Adjustment from fair value to contract value for fully benefit-responsive stable value fund | (78,124 | ) | | (289,666 | ) |
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| NET ASSETS AVAILABLE FOR BENEFITS | $ | 3,898,699,759 |
| | $ | 3,500,952,426 |
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See notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
STATEMENT OF CHANGES IN ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2013
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| | | |
| | 2013 |
| INVESTMENT INCOME (LOSS): | |
| Net appreciation in fair value of investments | $ | 663,382,276 |
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| Dividends | 14,175,995 |
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| Interest | 7,139,252 |
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| | |
| Net investment gain | 684,697,523 |
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| ADDITIONS: | |
| Participant contributions | 225,207,965 |
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| Employer contributions | 58,923,897 |
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| Participant rollovers | 10,362,497 |
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| Interest income on notes receivable from participants | 1,979,959 |
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| | |
| Total additions | 296,474,318 |
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| | |
| DEDUCTIONS: | |
| Distributions to participants | 579,293,325 |
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| Administrative expenses | 4,131,183 |
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| | |
| Total deductions | 583,424,508 |
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| | |
| INCREASE IN NET ASSETS AVAILABLE FOR | |
| BENEFITS BEFORE PLAN TRANSFERS | 397,747,333 |
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| | |
| | |
| | |
| NET ASSETS AVAILABLE FOR BENEFITS: | |
| Beginning of year | 3,500,952,426 |
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| | |
| End of year | $ | 3,898,699,759 |
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See notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2013 AND 2012 AND FOR THE YEAR ENDED DECEMBER 31, 2013
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, is intended to satisfy the requirement's 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 generally consists of four 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"). 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, 2013 and 2012, the Plan's interest in the assets of the CSC Trust was approximately 53.8% and 52.6%, 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. Accordingly, the Plan reports its investment in the trust account based on an allocation of individual investments of the trust account.
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 be forfeited and returned to the Company via the forfeiture account or applied to reduce future matching Company contributions or Plan administrative expenses. 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 2013.
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 certain groups of employees for whom, under the terms of their contract agreements, the Company will contribute different amounts.
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 20 investment options listed below. 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.
Commingled investment funds listed as one fund on Form 5500, Schedule H, Line 4i:
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| • | Active Allocation Fund issued by Bank of New York Mellon ("BNYM") (EB DL Enhanced AA Fund) |
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| • | S&P 500 Index Fund issued by BNYM (EB Daily Liquidity Stock Index Fund) |
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| • | U.S. Equity Completion Fund issued by BNYM (EB Daily Liquidity Market Completion Fund) |
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| • | Active U.S. Equity Fund issued by Frank Russell (Frank Russell Equity #1 Fund) |
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| • | Money Market Fund issued by State Street Global Advisor ("SSgA") |
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| • | Government TIPS Bond Fund issued by SSgA (US TIPS Index Fund) |
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| • | Target Series Retirement Fund issued by SSgA (Target Retirement Income) |
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| • | Target Series Retirement 2010 Fund issued by SSgA (Target Retirement 2010 SL) |
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| • | Target Series Retirement 2015 Fund issued by SSgA (Target Retirement 2015 SL) |
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| • | Target Series Retirement 2020 Fund issued by SSgA (Target Retirement 2020 SL) |
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| • | Target Series Retirement 2025 Fund issued by SSgA (Target Retirement 2025 SL) |
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| • | Target Series Retirement 2030 Fund issued by SSgA (Target Retirement 2030 SL) |
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| • | Target Series Retirement 2035 Fund issued by SSgA (Target Retirement 2035 SL) |
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| • | Target Series Retirement 2040 Fund issued by SSgA (Target Retirement 2040 SL) |
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| • | Target Series Retirement 2045 Fund issued by SSgA (Target Retirement 2045 SL) |
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| • | Target Series Retirement 2050 Fund issued by SSgA (Target Retirement 2050 SL) |
Separately managed investment funds for which the underlying investments are listed individually on Form 5500, Schedule H, Line 4i:
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| • | CSC Stock Fund (Computer Sciences Corporation Common Stock) |
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| • | International Equity Fund |
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| • | Short Duration Bond Fund |
The individual investments of the above listed separately managed funds are listed in the Form 5500, Schedule H, Line 4i Schedule of Assets with the following descriptions:
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| • | U.S. Government Agencies |
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| • | State and Local Obligations |
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| • | Agency Mortgage Backed Securities |
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| • | Asset and Other Mortgage Backed Securities |
The investment return, gains and losses, in the respective funds fluctuates 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 their contributions plus actual earnings thereon.
With the exception of a few selected groups of participants, vesting in his or her Matching Contributions Account, as defined, 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, as defined, or upon withdrawal from the Plan. Such forfeitures during 2013 amounted to $8,177,418. Forfeitures may be applied to reduce future matching contributions by the Company, pay Plan administrative expenses and restore amounts previously forfeited by terminated employees. The Plan had a forfeiture balance of $1,046,635 at December 31, 2013 and $1,701,945 at December 31, 2012. During the year ended December 31, 2013, employer contributions were reduced by $8,738,212. The Plan also reduced administrative expenses by $77,885 and had $16,632 of forfeitures restored during the year ended December 31, 2013.
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 - Certain administrative expenses are paid by CSC (the Plan sponsor), as provided by the Plan. 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 short-term investment funds ("STIF"), 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 the STIF are stated at amortized cost which approximates fair value. Fixed income securities including U.S. Treasuries, U.S. government agencies fixed income securities, corporate bonds, 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 8).
The Plan invests in the T. Rowe Price Stable Value Common Trust Fund (the "Fund"), which is frozen to new participants and 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 participants 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, as well as the securities supporting such SICs; separate account contracts (SACs); 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. Specifically, any event outside the normal operation of the trust that causes a withdrawal from an investment contract may result in a negative market value adjustment with respect to such withdrawal. Examples of circumstances that may affect the the Fund's ability to transact at contract value include, but are not limited to, partial or complete legal termination of the trust or a unit holder, tax disqualification of the trust or a unit holder, certain trust amendments if the issuer's consent is not obtained. As of December 31, 2013, the occurrence of an event outside the normal operation of the trust that would cause a withdrawal from an investment contract is not considered to be 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 - Benefit payments to participants are recorded upon distribution. Amounts allocated to accounts of persons who have elected to withdraw from the Plan but have not yet been paid were $7,289,674 and $6,729,682 at December 31, 2013and 2012, respectively.
New Accounting Standards Adopted
ASU No. 2011-11, “Disclosures about Offsetting Assets and Liabilities - In December 2011, the FASB issued ASU No. 2011-11, “Disclosures about Offsetting Assets and Liabilities” (“ASU 2011-11”), which was subsequently amended in January 2013 when the FASB issued ASU No. 2013-01 “Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities.” Together, these ASUs provide guidance on disclosure of information pertaining to the offsetting (netting) of assets and liabilities in the financial statements. The amendments in these ASUs affect all entities that have financial instruments and derivative instruments that either (1) offset in accordance with either ASC 210-20-45 or ASC 815-10-45 or (2) are subject to an enforceable master netting arrangement or similar agreement. ASU 2011-11 amends the existing disclosure requirements on offsetting in ASC 210-20-50 by requiring disclosures relating to gross amounts of recognized assets and liabilities, the amounts that are offset, net amounts presented in the balance sheet, and amounts subject to an enforceable master netting arrangement or similar agreement. The amendments in these ASUs became effective for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Adoption of the provisions of ASU No. 2011-11 did not have a material impact on the Plan’s statement of net assets available for benefits and statement of changes in net assets available for benefits.
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.
GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the taxing authorities. The Plan is subject to routine audits by taxing jurisdictions, and is currently under an IRS audit.
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 (including the underlying investments of the separately managed funds) that exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2013 and 2012:
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| | | | | | | |
| Description of Issue | 2013 | | 2012 |
| | | | |
| SSgA Money Market Fund | $ | 296,367,099 |
| | $ | 298,201,983 |
|
| Commingled Funds: | | | |
Mellon Bank Daily Liquidity Stock Index Fund (1) | 561,582,410 |
| | 438,006,297 |
|
Mellon Bank EB Daily Market Completion Fund (1) | 383,111,947 |
| | 277,326,898 |
|
| Frank Russell Equity #1 Fund | 237,799,520 |
| | 191,518,942 |
|
CSC common stock (1) | 544,383,128 |
| | 435,409,903 |
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| Balanced Commingled Funds: | | | |
| SSgA Target Retirement 2020 | 219,853,733 |
| | 202,940,137 |
| SSgA Target Retirement 2025 | 219,855,864 |
| | 190,528,399 |
| |
| |
|
(1) Represents a party-in-interest to the Plan.
The Plan's investments (including gains and losses on investments bought and sold, as well as investments held during the year) appreciated/(depreciated) in value during the year ended December 31, 2013 as follows:
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| | | |
| | 2013 |
| | |
| Interest in commingled funds | $ | 473,720,323 |
|
| CSC common stock | 166,273,544 |
|
| International equities | 32,071,850 |
|
| Bonds and debentures | (8,642,563 | ) |
| Other | (40,878 | ) |
| | |
| Net appreciation in fair value of investments | $ | 663,382,276 |
|
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 and cash equivalents are primarily short-term investment funds 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.
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| | |
| 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-U.S. government securities | | Standard inputs |
| | | |
| Mortgage backed securities, asset backed securities | | Standard inputs, prepayment speeds, actual pool, and collateral information |
U.S. and global equity securities in separately managed funds are categorized as Level 1 if the securities trade on national or international exchanges and are valued at their last reported closing price. Equity securities in commingled accounts are categorized as Level 2.
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 8.
Transfers Between Levels - The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. In such instances, the transfer is reported at the beginning of the reporting period.
Plan management evaluates the significance of transfers between levels based upon the nature of the financial instrument and size of the transfer relative to total net assets available for benefits. For the years ended December 31, 2013 and December 31, 2012, there were no transfers between levels.
The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2013 and December 31, 2012 are as follows:
|
| | | | | | | | | | | | | | | |
| | Investment Assets at Fair Value as of December 31, 2013 |
| | Quoted Prices in Active Markets for Identical Assets | | Significant Observable Inputs | | Significant Unobservable Inputs | | Total |
| | Level 1 | | Level 2 | | Level 3 | | Fair Value |
| Equity: | | | | | | | |
| Global/International | $ | 86,286,951 |
| | $ | 121,029,979 |
| | $ | — |
| | $ | 207,316,930 |
|
| CSC common stock | 544,383,128 |
| | — |
| | — |
| | 544,383,128 |
|
| Domestic equity commingled funds | — |
| | 1,338,898,779 |
| | — |
| | 1,338,898,779 |
|
| | | | | | | | |
| Fixed Income: | | | | | | | |
| U.S. Treasuries | — |
| | 45,589,291 |
| | — |
| | 45,589,291 |
|
| U.S. government agencies | — |
| | 12,161,288 |
| | — |
| | 12,161,288 |
|
| State and local obligations | — |
| | 1,623,878 |
| | — |
| | 1,623,878 |
|
| Non U.S. government | — |
| | 963,939 |
| | — |
| | 963,939 |
|
| Mortgage backed securities | — |
| | 49,828,094 |
| | — |
| | 49,828,094 |
|
| Asset backed securities | — |
| | 69,661,949 |
| | — |
| | 69,661,949 |
|
| Corporate bonds | — |
| | 75,092,446 |
| | — |
| | 75,092,446 |
|
| Fixed income commingled fund | — |
| | 82,490,780 |
| | — |
| | 82,490,780 |
|
| Stable value fund | — |
| | 5,590,208 |
| | — |
| | 5,590,208 |
|
| Balanced commingled funds | — |
| | 1,100,110,767 |
| | — |
| | 1,100,110,767 |
|
| | | | | | | | |
| Derivatives | — |
| | 233,932 |
| | — |
| | 233,932 |
|
| | | | | | | | |
| Cash & cash equivalents | 178,937 |
| | 323,210,674 |
| | — |
| | 323,389,611 |
|
| | | | | | | | |
| Total investment assets at fair value | $ | 630,849,016 |
| | $ | 3,226,486,004 |
| | $ | — |
| | $ | 3,857,335,020 |
|
|
| | | | | | | | | | | | | | | |
| | Investment Assets at Fair Value as of December 31, 2012 |
| | Quoted Prices in Active Markets for Identical Assets | | Significant Observable Inputs | | Significant Unobservable Inputs | | Total |
| | Level 1 | | Level 2 | | Level 3 | | Fair Value |
| Equity: | | | | | | | |
| Global/International | $ | 76,534,032 |
| | $ | 104,528,530 |
| | $ | — |
| | $ | 181,062,562 |
|
| CSC common stock | 435,409,903 |
| | — |
| | — |
| | 435,409,903 |
|
| Domestic equity commingled funds | — |
| | 1,031,485,991 |
| | — |
| | 1,031,485,991 |
|
| | | | | | | | |
| Fixed Income: | | | | | | | |
| U.S. Treasuries | — |
| | 95,944,207 |
| | — |
| | 95,944,207 |
|
| U.S. government agencies | — |
| | 14,105,936 |
| | — |
| | 14,105,936 |
|
| State and local obligations | — |
| | 1,585,392 |
| | — |
| | 1,585,392 |
|
| Non U.S. government | — |
| | 4,216,775 |
| | — |
| | 4,216,775 |
|
| Mortgage backed securities | — |
| | 64,095,262 |
| | — |
| | 64,095,262 |
|
| Asset backed securities | — |
| | 63,588,101 |
| | — |
| | 63,588,101 |
|
| Corporate bonds | — |
| | 72,825,173 |
| | — |
| | 72,825,173 |
|
| Fixed income commingled fund | — |
| | 171,435,064 |
| | — |
| | 171,435,064 |
|
| Stable value fund | — |
| | 7,027,597 |
| | — |
| | 7,027,597 |
|
| Balanced commingled funds | — |
| | 1,008,744,474 |
| | — |
| | 1,008,744,474 |
|
| | | | | | | | |
| Derivatives | — |
| | 294,671 |
| | — |
| | 294,671 |
|
| | | | | | | | |
| Cash & cash equivalents | 67,321 |
| | 324,079,107 |
| | — |
| | 324,146,428 |
|
| | | | | | | | |
| Total investment assets at fair value | $ | 512,011,256 |
| | $ | 2,963,956,280 |
| | $ | — |
| | $ | 3,475,967,536 |
|
Short-Term and Commingled Funds - The following 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:
| |
| • | Short-term investment funds |
The Money Market Fund is a commingled STIF utilized for the Money Market Fund option for participants and holds highly liquid, short-term investment, and therefore is classified as cash and cash equivalents.
The Collective STIF (an underlying investment of separately managed funds) for the investment of overnight cash holdings and holds exchange traded and short duration securities.
| |
| • | Domestic equity commingled funds |
The Mellon Daily Liquidity Stock Index Fund (S&P 500 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.
In the Frank Russell Equity #1 Fund (Active U.S. Equity Fund), to moderate volatility, the fund manager actively 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 Liquidity Market Completion Fund (U.S. Equity 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 US TIPS Index Fund (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) provide a diversified allocation of stocks, bonds, REITs and commodities. The specific allocation is determined by the expected retirement date. Professional managers then adjust the index fund mix annually, forming an increasingly more conservative asset allocation as the retirement date approaches.
In the Mellon EB Daily Liquidity Enhanced Active Allocation Fund (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. CSC is currently the sole investor in the fund.
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 -- 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 $3,000 for the year ended December 31, 2013. During the year ended December 31, 2013, the Plan expensed $809,876 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2013 and 2012, the Plan held 9,748,003 and 10,871,658 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $467,871,127 and $522,606,355, respectively. The Plan received $8,125,519 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2013.
Note 8 -- 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 by professional investment managers on organized exchanges and settled daily.
During 2013 and 2012, 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, 2013, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $37,223,750 and $7,344,531, respectively. At December 31, 2012, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $69,934,205 and $16,850,320, 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.
Futures are priced nightly with an offset to cash at the broker. The fair value of futures contracts in the statement of net assets available for benefits is $(48,305) at December 31, 2013. The fair value of futures contracts was $98,737 at December 31, 2012. 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 14 interest rate swap contracts as of December 31, 2013, with a total fair value of
$284,038 and a notional value of $5,500,000. The Plan had entered into 9 interest rate swap contracts as of December 31, 2012, with a total fair value of $172,783 and a notional value of $19,500,000.
Credit Default Swaps - A credit default swap is designed to transfer the credit default 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 two credit default swaps, as the buyer, with a fair value of $(1,801) and notional amount of $435,000 as of December 31, 2013. The Plan had entered into two credit default swaps, as the buyer, with a fair value of $23,151 and notional amount of $345,000 as of December 31, 2012.
At December 31, 2013, the fair value of derivatives was $233,932. At December 31, 2012, the fair value of derivatives was $294,671.
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2013 and 2012 are as follows:
|
| | | | | | | | | | | |
| | As of December 31, 2013 |
| | 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 | | $ | 324,595 |
| | Investments at fair value | | $ | (40,557 | ) |
| Futures | Investments at fair value | | 106,438 |
| | Investments at fair value | | (154,743 | ) |
| Credit default swaps | Investments at fair value | | — |
| | Investments at fair value | | (1,801 | ) |
| | | | | | | | |
| Total derivatives | | | $ | 431,033 |
| | | | $ | (197,101 | ) |
|
| | | | | | | | | | | |
| | As of December 31, 2012 |
| | 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 | | $ | 186,211 |
| | Investments at fair value | | $ | (13,428 | ) |
| Futures | Investments at fair value | | 113,073 |
| | Investments at fair value | | (14,336 | ) |
| Credit default swaps | Investments at fair value | | 23,151 |
| | Investments at fair value | | — |
|
| | | | | | | | |
| Total derivatives | | | $ | 322,435 |
| | | | $ | (27,764 | ) |
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, 2013 |
| 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 appreciation in fair value of investments | | $ | 1,010,733 |
|
| Futures contracts | | Net appreciation in fair value of investments | | 212,483 |
|
| Credit default swap | | Net depreciation in fair value of investments | | (21,278 | ) |
| Net derivative gain | | | | $ | 1,201,938 |
|
Note 9 -- 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, 2013 and 2012:
|
| | | | | | | |
| | 2013 | | 2012 |
| | | | |
| Net assets available for benefits per the financial statements | $ | 3,898,699,759 |
| | $ | 3,500,952,426 |
|
| Amounts allocated to withdrawing participants | (7,289,674 | ) | | (6,729,682 | ) |
| Adjustment from contract value to fair value for fully benefit-responsive stable value fund | 78,124 |
| | 289,666 |
|
| Net assets available for benefits per Form 5500 | $ | 3,891,488,209 |
| | $ | 3,494,512,410 |
|
The following is a reconciliation of the net decrease in assets per the financial statements to the Form 5500 for the year ended December 31, 2013:
|
| | | |
| | 2013 |
| | |
| Net increase in net assets per the financial statements | $ | 397,747,333 |
|
| Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year | 78,124 |
|
| Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year | (289,666 | ) |
| Distributions allocated to withdrawing participants at end of year | (7,289,674 | ) |
| Distributions allocated to withdrawing participants at start of year | 6,729,682 |
|
| Net increase in net assets per Form 5500 | $ | 396,975,799 |
|
The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2013:
|
| | | |
| | 2013 |
| | |
| Distributions to participants per the financial statements | $ | 579,293,325 |
|
| Amounts allocated to withdrawing participants at end of year | 7,289,674 |
|
| Amounts allocated to withdrawing participants at start of year | (6,729,682 | ) |
| Distributions to participants per the Form 5500 | $ | 579,853,317 |
|
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.
Note 10 -- Subsequent Events
Effective June 2013, the Plan hired an external investment advisory firm to provide consulting services related to Plan investments, processes and governance issues. Starting in March 2014, Plan participants pay an equal portion of the Plan’s quarterly investment advisory services fee if they have a benefit in the Plan. Plan participants were notified of the advisory fee in the February 2014 fee disclosure notice.
Effective January 1, 2014, with the exception of collectively bargained employees, Swiss Re, and service contract employees, the Plan was also amended and restated to include vesting change from a five-year grade vest to one-year cliff vest.
Effective January 1, 2014, Company matching contributions are made once annually for all those in the standard match, except collectively bargained employees, Swiss Re, and service contract employees.
SUPPLEMENTAL SCHEDULES
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 |
| | | Cash | | Cash & cash equivalents | | | | | | 11,521 |
|
| | | Euro | | Cash & cash equivalents | | | | | | 4,416 |
|
| | | Swap Collateral with Goldman | | Cash & cash equivalents | | | | | | 163,000 |
|
| | | | | | | | | Total Cash & Cash Equivalents | | 178,937 |
|
| | | | | | | | | | | |
| | | State Street Global Advisor | | Money Market Fund | | | | | | 296,367,099 |
|
| * | | The Bank of New York Mellon | | Collective Short-Term Invest Fd | | | | | | 26,843,575 |
|
| | | | | | | | | Total Short-Term Investments | | 323,210,674 |
|
| | | | | | | | | | | |
| * | | Computer Sciences Corporation | | Common Stock (9,742,003 shares) | | | | | | 544,340,715 |
|
| * | | Computer Sciences Corporation | | MAP Pre 2004 Stale | | | | | | 42,413 |
|
| | | | | | | | | | | 544,383,128 |
|
| | | | | | | | | | | |
| | | Computer Sciences Corporation | | Participant loans - Interest rates range from 3.25% to 9.75%; Maturities range from 20041 to 2028 | | | | | | 46,225,886 |
|
| | | | | | | | | | | |
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT INCOME | | | | | | 33,015,820 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2010 SL | | | | | | 52,552,774 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2015 SL | | | | | | 153,197,589 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2020 SL | | | | | | 219,853,733 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2025 SL | | | | | | 219,855,864 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2030 SL | | | | | | 167,245,386 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2035 SL | | | | | | 113,626,886 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2040 SL | | | | | | 77,762,710 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2045 SL | | | | | | 33,629,474 |
|
| | | State Street Global Advisor | | SSGA TARGET RETIREMENT 2050 SL | | | | | | 29,370,532 |
|
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 |
| * | | Mellon Bank,N.A. | | EB DL ENHANCED AA FUND | | | | | | 156,404,901 |
|
| | | Frank Russell | | RUSSELL EQUITY #I FUND | | | | | | 237,799,520 |
|
| * | | Mellon Bank,N.A. | | EB DAILY LIQUIDITY STOCK INDEX FUND | | | | | | 561,582,410 |
|
| * | | Mellon Bank,N.A. | | EB DAILY LIQUIDITY MARKET COMPLETION FUND | | | | | | 383,111,947 |
|
| | | State Street Global Advisor | | SSGA US TIPS INDEX FUND (CMF8) | | | | | | 82,490,780 |
|
| | | T. Rowe Price | | T ROWE PRICE STABLE VALUE | | | | | | 5,512,083 |
|
| | | | | | | | | Total Interest in Commingled Funds | | 2,527,012,409 |
|
| | | | | | | | | | | |
| | | | | | | | | | | |
| | | ABBVIE INC | | Corporate bonds | 1.750 | % | 11/6/2017 | | | | 998,287 |
|
| | | ABBVIE INC | | Corporate bonds | 1.750 | % | 11/6/2017 | | | | 389,332 |
|
| | | ABBVIE INC | | Corporate bonds | 2.900 | % | 11/6/2022 | | | | 163,565 |
|
| | | ABBVIE INC | | Corporate bonds | 4.400 | % | 11/6/2042 | | | | 83,941 |
|
| | | ACE INA HOLDINGS INC | | Corporate bonds | 2.600 | % | 11/13/2015 | | | | 1,034,556 |
|
| | | ACTAVIS | | Corporate bonds | 1.875 | % | 10/1/2017 | | | | 361,193 |
|
| | | AMERICA MOVIL SAB DE CV | | Corporate bonds | 5.500 | % | 3/1/2014 | | | | 778,798 |
|
| | | AMERICAN EXPRESS CREDIT CORP | | Corporate bonds | 1.300 | % | 7/29/2016 | | | | 443,405 |
|
| | | AMERICAN INTERNATIONAL GROUP I | | Corporate bonds | 3.000 | % | 3/20/2015 | | | | 564,896 |
|
| | | AMERICAN INTERNATIONAL GROUP I | | Corporate bonds | 3.800 | % | 3/22/2017 | | | | 293,672 |
|
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 |
| | | AMERICAN INTERNATIONAL GROUP I | | Corporate bonds | 4.875 | % | 6/1/2022 | | | | 236,461 |
|
| | | AMERICAN TRANSMISSION SYS 144A | | Corporate bonds | 5.250 | % | 1/15/2022 | | | | 315,938 |
|
| | | ANADARKO PETROLEUM CORP | | Corporate bonds | 5.950 | % | 9/15/2016 | | | | 501,329 |
|
| | | ANADARKO PETROLEUM CORP | | Corporate bonds | 6.450 | % | 9/15/2036 | | | | 42,672 |
|
| | | ANADARKO PETROLEUM CORP | | Corporate bonds | 7.625 | % | 3/15/2014 | | | | 101,329 |
|
| | | ANADARKO PETROLEUM CORP | | Corporate bonds | 5.750 | % | 6/15/2014 | | | | 76,573 |
|
| | | ANADARKO PETROLEUM CORP | | Corporate bonds | 6.375 | % | 9/15/2017 | | | | 226,170 |
|
| | | ANHEUSER-BUSCH INBEV WORLDWIDE | Corporate bonds | 4.125 | % | 1/15/2015 | | | | 622,555 |
|
| | | ANHEUSER-BUSCH INBEV WORLDWIDE | Corporate bonds | 0.800 | % | 7/15/2015 | | | | 633,136 |
|
| | | ANHEUSER-BUSCH INBEV WORLDWIDE | Corporate bonds | 2.500 | % | 7/15/2022 | | | | 231,242 |
|
| | | ANHEUSER-BUSCH INBEV WORLDWIDE | Corporate bonds | 2.500 | % | 7/15/2042 | | | | 144,175 |
|
| | | APPLE INC | | Corporate bonds | 2.400 | % | 5/3/2023 | | | | 35,968 |
|
| | | AT&T | | Corporate bonds | 0.875 | % | 2/13/2015 | | | | 1,262,660 |
|
| | | BANK OF AMERICA CORP | | Corporate bonds | 5.625 | % | 10/14/2016 | | | | 339,887 |
|
| | | BANK OF AMERICA CORP | | Corporate bonds | 3.750 | % | 7/12/2016 | | | | 297,673 |
|
| | | BANK OF AMERICA CORP | | Corporate bonds | 5.700 | % | 1/24/2022 | | | | 181,097 |
|
| | | BANK OF AMERICA CORP | | Corporate bonds | 1.500 | % | 10/9/2015 | | | | 489,883 |
|
| | | BANK OF AMERICA CORP | | Corporate bonds | 4.100 | % | 7/24/2023 | | | | 105,446 |
|
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 |
| | | BANK OF AMERICA CORP | | Corporate bonds | 1.316 | % | 3/22/2018 | | | | 374,914 |
|
| | | BANK OF MONTREAL | | Corporate bonds | 0.713 | % | 9/11/2015 | | | | 502,331 |
|
| | | BANK OF NY MELLON CORP/T | | Corporate bonds | 0.700 | % | 3/4/2016 | | | | 557,066 |
|
| | | BANK OF NOVA SCOTIA | | Corporate bonds | 1.100 | % | 12/31/2016 | | | | 1,004,795 |
|
| | | BAT INTERNATIONAL FINANCE 144A | | Corporate bonds | 3.250 | % | 6/7/2022 | | | | 216,463 |
|
| | | BERKSHIRE HATHAWAY INC | | Corporate bonds | 2.200 | % | 8/15/2016 | | | | 98,125 |
|
| | | BHP BILLITON FINANCE USA LTD | | Corporate bonds | 5.000 | % | 9/30/2043 | | | | 76,256 |
|
| | | BHP PARIBAS SA | | Corporate bonds | 1.250 | % | 12/12/2016 | | | | 275,202 |
|
| | | BOSTON PROPERTIES LP | | Corporate bonds | 3.850 | % | 2/1/2023 | | | | 48,852 |
|
| | | BP CAPITAL | | Corporate bonds | 2.500 | % | 11/6/2022 | | | | 200,306 |
|
| | | BP CAPITAL | | Corporate bonds | 2.750 | % | 5/10/2023 | | | | 73,048 |
|
| | | BRANCH BANKING & TRUST CO | | Corporate bonds | 1.450 | % | 10/3/2016 | | | | 605,622 |
|
| | | BURLINGTON NORTHERN SSANTA FE L | | Corporate bonds | 4.450 | % | 3/15/2043 | | | | 104,272 |
|
| | | CAISSE CENTRALE DESJARDIN 144A | | Corporate bonds | 2.650 | % | 9/16/2015 | | | | 649,301 |
|
| | | CAIXA ECONOMICA FEDERAL 144A | | Corporate bonds | 2.375 | % | 11/6/2017 | | | | 264,694 |
|
| | | CAMERON INTERNATIONAL CORP | | Corporate bonds | 7.000 | % | 7/15/2038 | | | | 211,598 |
|
| | | CANADIAN IMPERIAL BANK OF COMM | | Corporate bonds | 1.350 | % | 7/18/2016 | | | | 594,212 |
|
| | | CAPITAL ONE FINANCIAL CORP | | Corporate bonds | 4.750 | % | 7/15/2021 | | | | 451,923 |
|
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 |
| | | CATHOLIC HEALTH INTIATIVES | | Corporate bonds | 1.600 | % | 11/1/2017 | | | | 290,774 |
|
| | | CDP FINANCIAL INC 144A | | Corporate bonds | 4.400 | % | 11/25/2019 | | | | 1,128,375 |
|
| | | CITIGROUP INC | | Corporate bonds | 4.750 | % | 5/19/2015 | | | | 124,166 |
|
| | | CITIGROUP INC | | Corporate bonds | 1.250 | % | 1/15/2016 | | | | 416,377 |
|
| | | CITIGROUP INC | | Corporate bonds | 1.300 | % | 4/1/2016 | | | | 370,860 |
|
| | | CITIGROUP INC | | Corporate bonds | 3.875 | % | 10/25/2023 | | | | 157,289 |
|
| | | CMS ENERGY CORP | | Corporate bonds | 5.050 | % | 3/15/2022 | | | | 275,290 |
|
| | | CNOOC FINANCE 2013 LTD | | Corporate bonds | 1.125 | % | 5/9/2016 | | | | 498,158 |
|
| | | COMCAST CORP | | Corporate bonds | 7.050 | % | 3/15/2033 | | | | 42,344 |
|
| | | COMCAST CORP | | Corporate bonds | 6.500 | % | 11/15/2035 | | | | 46,656 |
|
| | | COMCAST CORP | | Corporate bonds | 5.900 | % | 3/15/2016 | | | | 110,439 |
|
| | | COMCAST CORP | | Corporate bonds | 4.650 | % | 7/15/2042 | | | | 69,795 |
|
| | | CONSOLIDATED NATURAL GAS CO | | Corporate bonds | 5.000 | % | 3/1/2014 | | | | 25,181 |
|
| | | CORP NACIONAL DEL COBRE D 144A | | Corporate bonds | 3.750 | % | 11/4/2020 | | | | 154,941 |
|
| | | CORP NACIONAL DEL COBRE DE CHI | | Corporate bonds | 4.750 | % | 10/15/2014 | | | | 637,178 |
|
| | | COVENTRY HEALTH CARE INC | | Corporate bonds | 5.450 | % | 6/15/2021 | | | | 278,156 |
|
| | | COX COMMUNICATIONS INC 144A | | Corporate bonds | 8.375 | % | 3/1/2039 | | | | 163,724 |
|
| | | CREDIT SUISSE AG/GUERNSEY 144A | | Corporate bonds | 1.625 | % | 3/6/2015 | | | | 587,250 |
|
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 |
| | | CREDIT SUISSE/NEW YORK NY | | Corporate bonds | 5.400 | % | 1/14/2020 | | | | 211,153 |
|
| | | CROWN CASTLE TOWERS LLC 144A | | Corporate bonds | 4.522 | % | 1/15/2035 | | | �� | 634,475 |
|
| | | CROWN CASTLE TOWERS LLC 144A | | Corporate bonds | 6.113 | % | 1/15/2040 | | | | 695,225 |
|
| | | CVS CAREMARK CORP | | Corporate bonds | 4.000 | % | 12/5/2023 | | | | 99,788 |
|
| | | CVS CAREMARK CORP | | Corporate bonds | 5.300 | % | 12/5/2043 | | | | 51,708 |
|
| | | DEERE & CO | | Corporate bonds | 2.600 | % | 6/8/2022 | | | | 229,091 |
|
| | | DIRECTV HOLDINGS LLC / DIRECTV | | Corporate bonds | 3.500 | % | 3/1/2016 | | | | 209,938 |
|
| | | DOLLAR GENERAL CORP | | Corporate bonds | 3.250 | % | 4/15/2023 | | | | 248,364 |
|
| | | DORIC NIMROD AIR 2013-1 144A | | Corporate bonds | 5.250 | % | 5/30/2025 | | | | 202,000 |
|
| | | DUKE ENERGY CAROLINAS LLC | | Corporate bonds | 1.750 | % | 12/15/2016 | | | | 1,086,770 |
|
| | | DUKE ENERGY FLORIDA LLC | | Corporate bonds | 6.400 | % | 6/15/2038 | | | | 123,295 |
|
| | | EATON CORP | | Corporate bonds | 2.750 | % | 11/2/2022 | | | | 149,257 |
|
| | | EL PASO NATURAL GAS CO LLC | | Corporate bonds | 5.950 | % | 4/15/2017 | | | | 266,847 |
|
| | | EL PASO PIPELINE PARTNERS OPER | | Corporate bonds | 6.500 | % | 4/1/2020 | | | | 99,912 |
|
| | | EL PASO PIPELINE PARTNERS OPER | | Corporate bonds | 4.100 | % | 11/15/2015 | | | | 604,766 |
|
| | | ENERGY TRANSFER PARTNERS LP | | Corporate bonds | 6.500 | % | 2/1/2042 | | | | 149,391 |
|
| | | EXPORT-IMPORT BANK OF KOREA | | Corporate bonds | 8.125 | % | 1/21/2014 | | | | 516,917 |
|
| | | FLORIDA POWER & LIGHT CO | | Corporate bonds | 4.950 | % | 6/1/2035 | | | | 52,401 |
|
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 |
| | | FLORIDA POWER & LIGHT CO | | Corporate bonds | 5.950 | % | 2/1/2038 | | | | 140,618 |
|
| | | FORD MOTOR CREDIT CO LLC | | Corporate bonds | 1.489 | % | 5/9/2016 | | | | 329,769 |
|
| | | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 1.000 | % | 12/11/2015 | | | | 289,299 |
|
| | | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 6.150 | % | 8/7/2037 | | | | 93,334 |
|
| | | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 2.375 | % | 6/30/2015 | | | | 441,293 |
|
| | | GENERAL ELECTRIC CAPITAL CORP | | Corporate bonds | 1.000 | % | 1/8/2016 | | | | 90,225 |
|
| | | GENERAL ELECTRIC CO | | Corporate bonds | 0.850 | % | 10/9/2015 | | | | 753,503 |
|
| | | GENERAL ELECTRIC CO | | Corporate bonds | 2.700 | % | 10/9/2022 | | | | 201,240 |
|
| | | GEORGIA POWER CO | | Corporate bonds | 3.000 | % | 4/15/2016 | | | | 510,768 |
|
| | | GEORGIA POWER CO | | Corporate bonds | 0.563 | % | 3/15/2016 | | | | 600,041 |
|
| | | GLAXOSMITHKLINE CAPITAL PLC | | Corporate bonds | 2.850 | % | 5/8/2022 | | | | 66,020 |
|
| | | GLENCORE FUNDING LLC | | Corporate bonds | 6.000 | % | 4/15/2014 | | | | 258,667 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 5.125 | % | 1/15/2015 | | | | 125,351 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 5.350 | % | 1/15/2016 | | | | 541,087 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 3.300 | % | 5/3/2015 | | | | 674,864 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 3.700 | % | 8/1/2015 | | | | 317,594 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 6.150 | % | 4/1/2018 | | | | 97,468 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 5.750 | % | 1/24/2022 | | | | 56,284 |
|
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 |
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 3.625 | % | 1/22/2023 | | | | 106,519 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 2.900 | % | 7/19/2018 | | | | 227,959 |
|
| | | GOLDMAN SACHS GROUP INC/THE | | Corporate bonds | 1.436 | % | 4/30/2018 | | | | 263,072 |
|
| | | GTE CORP | | Corporate bonds | 6.940 | % | 4/15/2028 | | | | 28,378 |
|
| | | HCP INC | | Corporate bonds | 4.250 | % | 11/15/2023 | | | | 107,602 |
|
| | | HSBC BANK PLC 144A | | Corporate bonds | 3.100 | % | 5/24/2016 | | | | 549,911 |
|
| | | HSBC BANK PLC 144A | | Corporate bonds | 3.100 | % | 5/24/2016 | | | | 471,353 |
|
| | | HSBC FINANCE CORP | | Corporate bonds | 5.500 | % | 1/19/2016 | | | | 650,491 |
|
| | | ICAHN ENTERPRISE LP/ICAHN E | | Corporate bonds | 8.000 | % | 1/15/2018 | | | | 286,000 |
|
| | | ING BANK NV 144A | | Corporate bonds | 3.750 | % | 3/7/2017 | | | | 516,078 |
|
| | | INTEL CORP | | Corporate bonds | 1.950 | % | 10/1/2016 | | | | 1,027,997 |
|
| | | INTERNATIONAL BUSINESS MACHINE | | Corporate bonds | 2.669 | % | 7/29/2015 | | | | 1,000,015 |
|
| | | INTERNATIONAL PAPER CO | | Corporate bonds | 9.375 | % | 5/15/2019 | | | | 13,117 |
|
| | | INTERPUBLIC GROUP OF COS INC/T | | Corporate bonds | 6.250 | % | 11/15/2014 | | | | 205,126 |
|
| | | JABIL CIRCUI INC | | Corporate bonds | 8.250 | % | 3/15/2018 | | | | 275,831 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 3.450 | % | 3/15/2018 | | | | 304,165 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 3.150 | % | 7/5/2016 | | | | 1,310,478 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 4.500 | % | 1/24/2022 | | | | 52,887 |
|
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 |
| | | JPMORGAN CHASE & CO | | Corporate bonds | 3.250 | % | 9/23/2022 | | | | 38,333 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 3.200 | % | 1/25/2023 | | | | 165,905 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 5.625 | % | 8/16/2043 | | | | 73,974 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 0.857 | % | 2/26/2016 | | | | 421,727 |
|
| | | JPMORGAN CHASE & CO | | Corporate bonds | 1.138 | % | 1/25/2018 | | | | 272,698 |
|
| | | KENTUCKY UTILITIES CO | | Corporate bonds | 1.625 | % | 11/1/2015 | | | | 764,036 |
|
| | | KFW | Corporate bonds | 1.000 | % | 1/12/2015 | | | | 513,743 |
|
| | | KOREA DEVELOPMENT BANK/THE | | Corporate bonds | 8.000 | % | 1/23/2014 | | | | 858,511 |
|
| | | KRAFT FOODS GROUP INC 144A | | Corporate bonds | 2.250 | % | 6/5/2017 | | | | 263,269 |
|
| | | LEHMAN BRTH HLD (RCI) ESCROW | | Corporate bonds | — | % | 12/28/2017 | | | | — |
|
| | | LINCOLN NATIONAL CORP | | Corporate bonds | 6.050 | % | 4/20/2067 | | | | 39,700 |
|
| | | LORILLARD TOBACCO CO | | Corporate bonds | 3.750 | % | 5/20/2023 | | | | 122,900 |
|
| | | MANULIFE FINANCIAL CORP | | Corporate bonds | 3.400 | % | 9/17/2015 | | | | 572,511 |
|
| | | MCDONALD'S CORP | | Corporate bonds | 0.750 | % | 5/29/2015 | | | | 402,332 |
|
| | | MERCK & CO INC | | Corporate bonds | 4.150 | % | 5/18/2043 | | | | 86,791 |
|
| | | MERCK & CO INC | | Corporate bonds | 5.985 | % | 5/18/2018 | | | | 280,734 |
|
| | | METLIFE INSTITUTIONAL FUN 144A | | Corporate bonds | 1.625 | % | 4/2/2015 | | | | 389,347 |
|
| | | METLIFE INSTITUTIONAL FUN 144A | | Corporate bonds | 1.625 | % | 4/2/2015 | | | | 733,185 |
|
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 |
| | | METROPOLITAN LIFE GLOBAL 144A | | Corporate bonds | 5.125 | % | 6/10/2014 | | | | 229,663 |
|
| | | METROPOLITAN LIFE GLOBAL 144A | | Corporate bonds | 2.000 | % | 1/10/2014 | | | | 920,315 |
|
| | | MIDAMERICAN ENERGY HOLDINGS CO | Corporate bonds | 6.500 | % | 9/15/2037 | | | | 87,116 |
|
| | | MONSANTO CO | | Corporate bonds | 2.750 | % | 4/15/2016 | | | | 317,972 |
|
| | | MORGAN STANLEY | | Corporate bonds | 5.000 | % | 11/24/2025 | | | | 150,449 |
|
| | | MORGAN STANLEY | | Corporate bonds | 3.750 | % | 2/25/2023 | | | | 189,748 |
|
| | | MORGAN STANLEY | | Corporate bonds | 4.100 | % | 5/22/2023 | | | | 120,969 |
|
| | | MYLAN INC/PA | | Corporate bonds | 5.400 | % | 11/29/2043 | | | | 50,404 |
|
| | | MYLAN INC/PA | | Corporate bonds | 4.200 | % | 11/29/2023 | | | | 73,769 |
|
| | | MYLAN INC/PA | | Corporate bonds | 2.550 | % | 3/28/2019 | | | | 123,753 |
|
| | | MYLAN INC/PA 144A | | Corporate bonds | 7.875 | % | 7/15/2020 | | | | 209,335 |
|
| | | MYLAN INC/PA 144A | | Corporate bonds | 6.000 | % | 11/15/2018 | | | | 213,119 |
|
| | | NATIONAL AUSTRALIA BANK LTD/NE | | Corporate bonds | 0.900 | % | 1/20/2016 | | | | 1,229,860 |
|
| | | NBCUNIVERSAL ENTERPRISE 1 144A | | Corporate bonds | 5.250 | % | 12/1/2049 | | | | 198,000 |
|
| | | NBCUNIVERSAL ENTERPRISE 1 144A | | Corporate bonds | 0.929 | % | 4/15/2018 | | | | 336,226 |
|
| | | NBCUNIVERSAL MEDIA LLC | | Corporate bonds | 5.950 | % | 4/1/2041 | | | | 47,035 |
|
| | | NBCUNIVERSAL MEDIA LLC | | Corporate bonds | 4.450 | % | 1/15/2043 | | | | 100,332 |
|
| | | NEW YORK LIFE GLOBAL FUND 144A | | Corporate bonds | 1.300 | % | 1/12/2015 | | | | 903,012 |
|
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 |
| | | NEWFIELD EXPLORATION CO | | Corporate bonds | 5.625 | % | 7/1/2024 | | | | 139,300 |
|
| | | NEWS AMERICA INC | | Corporate bonds | 7.750 | % | 1/20/2024 | | | | 46,855 |
|
| | | NEWS AMERICA INC | | Corporate bonds | 8.500 | % | 2/23/2025 | | | | 63,008 |
|
| | | NOBLE ENERGY | Corporate bonds | 5.250 | % | 11/15/2043 | | | | 94,922 |
|
| | | NORDEA EIENDOMSKREDITT A | | Corporate bonds | 2.125 | % | 9/22/2017 | | | | 488,681 |
|
| | | OESTERREICHISCHE KONTROLLBANK | | Corporate bonds | 4.875 | % | 2/16/2016 | | | | 391,536 |
|
| | | OHIO POWER CO | | Corporate bonds | 6.050 | % | 5/1/2018 | | | | 200,047 |
|
| | | OMNICOM GROUP INC | | Corporate bonds | 5.900 | % | 4/15/2016 | | | | 48,638 |
|
| | | ONCOR ELECTRIC DELIVERY CO LLC | | Corporate bonds | 5.300 | % | 6/1/2042 | | | | 129,974 |
|
| | | PACIFIC GAS & ELECTRIC | | Corporate bonds | 5.125 | % | 11/15/2043 | | | | 123,919 |
|
| | | PACIFICORP | | Corporate bonds | 5.750 | % | 4/1/2037 | | | | 160,104 |
|
| | | PACIFICORP | | Corporate bonds | 4.100 | % | 2/1/2042 | | | | 162,604 |
|
| | | PENSKE TRUCK LEASING CO L 144A | | Corporate bonds | 3.125 | % | 5/11/2015 | | | | 339,398 |
|
| | | PETROBRAS INTERNATIONAL FINANC | | Corporate bonds | 3.875 | % | 1/27/2016 | | | | 396,343 |
|
| | | PETROHAWK ENERGY CORP | | Corporate bonds | 10.500 | % | 8/1/2014 | | | | 550,348 |
|
| | | PETROHAWK ENERGY CORP | | Corporate bonds | 7.250 | % | 8/15/2018 | | | | 134,750 |
|
| | | PETROLEOS MEXICANOS | | Corporate bonds | 8.000 | % | 5/3/2019 | | | | 60,500 |
|
| | | PETROLEOS MEXICANOS | | Corporate bonds | 6.000 | % | 3/5/2020 | | | | 74,437 |
|
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 |
| | | PETROLEOS MEXICANOS | | Corporate bonds | 5.500 | % | 1/21/2021 | | | | 196,725 |
|
| | | PETROLEOS MEXICANOS | | Corporate bonds | 3.500 | % | 1/30/2023 | | | | 317,023 |
|
| | | PHILIP MORRIS INTERNATIONAL IN | | Corporate bonds | 4.500 | % | 3/20/2042 | | | | 18,682 |
|
| | | PHILIP MORRIS INTERNATIONAL IN | | Corporate bonds | 4.125 | % | 3/4/2043 | | | | 100,673 |
|
| | | PRECISION CASTPARTS CORP | | Corporate bonds | 1.125 | % | 1/15/2018 | | | | 1,084,480 |
|
| | | PROGRESS ENERGY INC | | Corporate bonds | 7.000 | % | 10/30/2031 | | | | 151,011 |
|
| | | PUBLIC SERVICE ELECTRIC & GAS | | Corporate bonds | 0.850 | % | 8/15/2014 | | | | 325,930 |
|
| | | QVC INC | | Corporate bonds | 5.950 | % | 3/15/2043 | | | | 99,798 |
|
| | | QVC INC 144A | | Corporate bonds | 7.500 | % | 10/1/2019 | | | | 396,648 |
|
| | | QVC INC 144A | | Corporate bonds | 7.375 | % | 10/15/2020 | | | | 33,421 |
|
| | | ROYAL BANK OF CANADA | | Corporate bonds | 1.450 | % | 9/19/2016 | | | | 760,619 |
|
| | | ROYAL BANK OF CANADA | | Corporate bonds | 1.125 | % | 7/21/2017 | | | | 999,871 |
|
| | | RUBY PIPELINE LLC 144A | | Corporate bonds | 6.000 | % | 4/1/2022 | | | | 167,960 |
|
| | | SCHLUMBERGER INVESTMENTS SA | | Corporate bonds | 3.650 | % | 12/1/2023 | | | | 74,347 |
|
| | | SEMPRA ENERGY | | Corporate bonds | 6.000 | % | 10/15/2039 | | | | 126,323 |
|
| | | SIMON PROPERTY GROUP LP | | Corporate bonds | 4.200 | % | 2/1/2015 | | | | 823,520 |
|
| | | STATE STREET CORP | | Corporate bonds | 3.700 | % | 11/20/2023 | | | | 124,017 |
|
| | | STATOIL SA | | Corporate bonds | 2.450 | % | 1/17/2023 | | | | 268,896 |
|
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 HANDELSBANKEN AB | | Corporate bonds | 0.716 | % | 9/23/2016 | | | | 875,951 |
|
| | | TEMASEK FINANCIAL I LTD | | Corporate bonds | 4.500 | % | 9/21/2015 | | | | 250,361 |
|
| | | TRANSOCEAN INC | | Corporate bonds | 6.375 | % | 12/15/2021 | | | | 443,867 |
|
| | | UNITED TECHNOLOGIES CORP | | Corporate bonds | 4.500 | % | 6/1/2042 | | | | 24,277 |
|
| | | UNITED TECHNOLOGIES CORP | | Corporate bonds | 3.100 | % | 6/1/2022 | | | | 400,891 |
|
| | | UNITEDHEALTH GROUP INC | | Corporate bonds | 0.850 | % | 10/15/2015 | | | | 366,461 |
|
| | | UNITEDHEALTH GROUP INC | | Corporate bonds | 0.375 | % | 11/15/2021 | | | | 79,013 |
|
| | | VERIZON COMMUNICATIONS INC | | Corporate bonds | 2.500 | % | 9/15/2016 | | | | 3,102,106 |
|
| | | VERIZON COMMUNICATIONS INC | | Corporate bonds | 3.850 | % | 11/1/2042 | | | | 151,109 |
|
| | | VERIZON COMMUNICATIONS INC | | Corporate bonds | 2.500 | % | 9/15/2016 | | | | 1,468,331 |
|
| | | VERIZON COMMUNICATIONS INC | | Corporate bonds | 5.150 | % | 9/15/2023 | | | | 134,212 |
|
| | | VERIZON COMMUNICATIONS INC | | Corporate bonds | 6.550 | % | 9/15/2043 | | | | 274,940 |
|
| | | VIRGIN MEDIA SECURED FINANCE P | | Corporate bonds | 6.500 | % | 1/15/2018 | | | | 36,269 |
|
| | | VIRGINIA ELECTRIC AND POWER CO | | Corporate bonds | 6.000 | % | 5/15/2037 | | | | 116,820 |
|
| | | VIRGINIA ELECTRIC AND POWER CO | | Corporate bonds | 6.350 | % | 11/30/2037 | | | | 30,132 |
|
| | | VODAFONE GROUP PLC | | Corporate bonds | 4.150 | % | 6/10/2014 | | | | 924,517 |
|
| | | VODAFONE GROUP PLC | | Corporate bonds | 4.150 | % | 6/10/2014 | | | | 761,965 |
|
| | | VOLKSWAGEN INTERNATIONAL 144A | | Corporate bonds | 1.125 | % | 11/18/2016 | | | | 748,107 |
|
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 |
| | | WAL-MART STORES INC | | Corporate bonds | 4.000 | % | 4/11/2043 | | | | 93,448 |
|
| | | WELLPOINT INC | | Corporate bonds | 4.650 | % | 1/15/2023 | | | | 97,209 |
|
| | | WELLS FARGO & CO | | Corporate bonds | 0.869 | % | 4/23/2018 | | | | 603,313 |
|
| | | WELLS FARGO & CO | | Corporate bonds | 4.125 | % | 8/15/2023 | | | | 123,231 |
|
| | | WELLS FARGO & CO | | Corporate bonds | 5.375 | % | 11/2/2043 | | | | 66,560 |
|
| | | WELLS FARGO & CO | | Corporate bonds | 0.869 | % | 4/23/2018 | | | | 331,822 |
|
| | | WESTPAC BANKING CORP | | Corporate bonds | 0.950 | % | 1/12/2016 | | | | 621,061 |
|
| | | WESTPAC BANKING CORP | | Corporate bonds | 1.375 | % | 7/17/2015 | | | | 399,740 |
|
| | | WILLIAMS COS INC/THE | | Corporate bonds | 7.500 | % | 1/15/2031 | | | | 133,178 |
|
| | | | | | | | | Total Corporate Bonds | | 75,092,446 |
|
| | | | | | | | | | |
|
|
| | | FEDERAL HOME LN BK CONS BD | | U.S. Government Agencies | 0.550 | % | 6/30/2016 | | | | 947,268 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 0.600 | % | 3/28/2016 | | | | 3,102,145 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 0.750 | % | 10/15/2016 | | | | 1,234,360 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 0.875 | % | 10/14/2016 | | | | 1,505,189 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 6.750 | % | 3/15/2031 | | | | 284,463 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 6.250 | % | 7/15/2032 | | | | 297,277 |
|
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 0.600 | % | 3/28/2016 | | | | 650,450 |
|
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 |
| | | FEDERAL HOME LN MTG CORP | | U.S. Government Agencies | 2.020 | % | 7/16/2018 | | | | 1,257,851 |
|
| | | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 1.700 | % | 8/28/2019 | | | | 793,214 |
|
| | | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 1.000 | % | 9/20/2017 | | | | 1,328,251 |
|
| | | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 0.650 | % | 3/28/2016 | | | | — |
|
| | | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 1.350 | % | 4/10/2017 | | | | 501,099 |
|
| | | FEDERAL NATL MTG ASSN | | U.S. Government Agencies | 0.500 | % | 3/30/2016 | | | | 259,721 |
|
| | | | | | | | | Total U.S. Government Agencies | | 12,161,288 |
|
| | | | | | | | | | | |
| | | CALIFORNIA ST | | State and local obligations | 5.100 | % | 8/1/2014 | | | | 112,973 |
|
| | | CALIFORNIA ST | | State and local obligations | 5.450 | % | 4/1/2015 | | | | 493,625 |
|
| | | CALIFORNIA ST | | State and local obligations | 5.950 | % | 4/1/2016 | | | | 216,366 |
|
| | | CALIFORNIA ST | | State and local obligations | 3.950 | % | 11/1/2015 | | | | 375,914 |
|
| | | ILLINOIS ST | | State and local obligations | 4.071 | % | 1/1/2014 | | | | 425,000 |
|
| | | | | | | | | Total State and Local Obligations | | 1,623,878 |
|
| | | | | | | | | | | |
| | | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 4.000 | % | 2/1/2044 | | | | 1,535,742 |
|
| | | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 4.500 | % | 2/1/2044 | | | | 1,581,973 |
|
| | | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 5.000 | % | 1/1/2044 | | | | (215,688 | ) |
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 FHLMC GOLD SFM | | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | | | | 1,190,625 |
|
| | | COMMIT TO PUR FHLMC GOLD SFM | | Agency mortgage backed securities | 3.000 | % | 1/1/2044 | | | | 568,313 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.000 | % | 1/1/2044 | | | | 411,750 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.000 | % | 1/1/2044 | | | | (617,625 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.000 | % | 1/1/2029 | | | | 847,688 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.500 | % | 1/1/2029 | | | | (212,805 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 4.500 | % | 2/1/2044 | | | | 316,887 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.000 | % | 2/1/2044 | | | | (1,299,469 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.000 | % | 1/1/2029 | | | | 1,836,914 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.500 | % | 1/1/2029 | | | | 1,359,465 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.000 | % | 1/1/2029 | | | | (425,812 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 6.000 | % | 2/1/2044 | | | | 775,742 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.500 | % | 1/1/2029 | | | | 212,531 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 5.500 | % | 1/1/2044 | | | | (549,980 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 3.500 | % | 2/1/2044 | | | | (693,273 | ) |
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 2.500 | % | 1/1/2029 | | | | 1,088,656 |
|
| | | COMMIT TO PUR FNMA SF MTG | | Agency mortgage backed securities | 2.500 | % | 1/1/2044 | | | | 271,477 |
|
| | | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 4.500 | % | 1/20/2044 | | | | (213,828 | ) |
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 GNMA II JUMBOS | | Agency mortgage backed securities | 4.000 | % | 1/20/2044 | | | | (1,559,590 | ) |
| | | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 3.500 | % | 1/20/2044 | | | | 2,320,215 |
|
| | | COMMIT TO PUR GNMA II JUMBOS | | Agency mortgage backed securities | 3.000 | % | 1/20/2044 | | | | 1,159,406 |
|
| | | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 4.500 | % | 1/15/2044 | | | | 213,391 |
|
| | | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 5.000 | % | 1/15/2044 | | | | 216,773 |
|
| | | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 3.500 | % | 1/15/2044 | | | | 705,496 |
|
| | | COMMIT TO PUR GNMA SF MTG | | Agency mortgage backed securities | 3.000 | % | 1/15/2044 | | | | 193,141 |
|
| | | FHLMC POOL #1B-8062 | | Agency mortgage backed securities | 3.141 | % | 3/1/2041 | | | | 53,182 |
|
| | | FHLMC POOL #2B-0646 | | Agency mortgage backed securities | 2.034 | % | 7/1/2042 | | | | 159,632 |
|
| | | FHLMC POOL #A7-1746 | | Agency mortgage backed securities | 5.500 | % | 1/1/2038 | | | | 244,333 |
|
| | | FHLMC POOL #A8-1740 | | Agency mortgage backed securities | 5.500 | % | 9/1/2038 | | | | 268,891 |
|
| | | FHLMC POOL #C0-3811 | | Agency mortgage backed securities | 3.500 | % | 4/1/2042 | | | | 99,071 |
|
| | | FHLMC POOL #C0-9001 | | Agency mortgage backed securities | 4.000 | % | 6/1/2042 | | | | 23,887 |
|
| | | FHLMC POOL #G0-1838 | | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | | | 346,893 |
|
| | | FHLMC POOL #G0-1840 | | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | | | 259,433 |
|
| | | FHLMC POOL #G0-7550 | | Agency mortgage backed securities | 3.000 | % | 8/1/2043 | | | | 564,393 |
|
| | | FHLMC POOL #G0-7553 | | Agency mortgage backed securities | 5.500 | % | 6/1/2041 | | | | 209,957 |
|
| | | FHLMC POOL #G0-8492 | | Agency mortgage backed securities | 4.000 | % | 5/1/2042 | | | | 172,168 |
|
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 #G0-4010 | | Agency mortgage backed securities | 5.500 | % | 5/1/2022 | | | | 741,769 |
|
| | | FHLMC POOL #J0-0252 | | Agency mortgage backed securities | 5.500 | % | 10/1/2020 | | | | 13,616 |
|
| | | FHLMC POOL #J0-0813 | | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | | | 9,319 |
|
| | | FHLMC POOL #J0-2895 | | Agency mortgage backed securities | 5.500 | % | 6/1/2021 | | | | 81,910 |
|
| | | FHLMC POOL #J0-3285 | | Agency mortgage backed securities | 5.000 | % | 8/1/2021 | | | | 40,749 |
|
| | | FHLMC POOL #J0-3286 | | Agency mortgage backed securities | 5.000 | % | 9/1/2021 | | | | 281,131 |
|
| | | FHLMC POOL #J0-5930 | | Agency mortgage backed securities | 5.500 | % | 3/1/2021 | | | | 2,015 |
|
| | | FHLMC POOL #Q0-8313 | | Agency mortgage backed securities | 4.000 | % | 5/1/2042 | | | | 138,929 |
|
| | | FHLMC POOL #Q0-8656 | | Agency mortgage backed securities | 4.000 | % | 6/1/2042 | | | | 70,095 |
|
| | | FHLMC POOL #Q1-2841 | | Agency mortgage backed securities | 3.500 | % | 11/1/2042 | | | | 91,217 |
|
| | | FHLMC POOL #Q1-6567 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 94,812 |
|
| | | FHLMC POOL #Q1-6673 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 181,781 |
|
| | | FHLMC POOL #Q1-7095 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 92,483 |
|
| | | FHLMC MULTICLASS MTG 2890 KC | | Agency mortgage backed securities | 4.500 | % | 2/15/2019 | | | | 34,749 |
|
| | | FHLMC MULTICLASS MTG 3817 MA | | Agency mortgage backed securities | 4.500 | % | 10/15/2037 | | | | 402,916 |
|
| | | FHLMC MULTICLASS MTG 3824 FA | | Agency mortgage backed securities | 0.317 | % | 3/15/2026 | | | | 800,963 |
|
| | | FHLMC MULTICLASS MTG 3959 MA | | Agency mortgage backed securities | 4.500 | % | 11/15/2041 | | | | 638,149 |
|
| | | FHLMC MULTICLASS MTG 3986 M | | Agency mortgage backed securities | 4.500 | % | 9/15/2041 | | | | 585,707 |
|
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 K501 X1A | | Agency mortgage backed securities | 1.751 | % | 8/25/2016 | | | | 16,451 |
|
| | | FHLMC MULTICLASS MTG K708 X1 | | Agency mortgage backed securities | 1.510 | % | 1/25/2019 | | | | 344,717 |
|
| | | FHLMC MULTICLASS MTG K712 X1 | | Agency mortgage backed securities | 1.398 | % | 11/25/2019 | | | | 291,786 |
|
| | | FNMA POOL #0254548 | | Agency mortgage backed securities | 5.500 | % | 12/1/2032 | | | | 340,037 |
|
| | | FNMA POOL #0255316 | | Agency mortgage backed securities | 5.000 | % | 7/1/2019 | | | | 50,224 |
|
| | | FNMA POOL #0555424 | | Agency mortgage backed securities | 5.500 | % | 5/1/2033 | | | | 252,834 |
|
| | | FNMA POOL #0555591 | | Agency mortgage backed securities | 5.500 | % | 7/1/2033 | | | | 106,233 |
|
| | | FNMA POOL #0676654 | | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | | | 361,139 |
|
| | | FNMA POOL #0676661 | | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | | | 239,787 |
|
| | | FNMA POOL #0735288 | | Agency mortgage backed securities | 5.000 | % | 3/1/2035 | | | | 1,328,943 |
|
| | | FNMA POOL #0735989 | | Agency mortgage backed securities | 5.500 | % | 2/1/2035 | | | | 9,927 |
|
| | | FNMA POOL #0845326 | | Agency mortgage backed securities | 6.000 | % | 12/1/2035 | | | | 3,671 |
|
| | | FNMA POOL #0888601 | | Agency mortgage backed securities | 5.500 | % | 6/1/2020 | | | | 202,794 |
|
| | | FNMA POOL #0889466 | | Agency mortgage backed securities | 6.000 | % | 5/1/2038 | | | | 81,861 |
|
| | | FNMA POOL #0889529 | | Agency mortgage backed securities | 6.000 | % | 3/1/2038 | | | | 27,957 |
|
| | | FNMA POOL #0889983 | | Agency mortgage backed securities | 6.000 | % | 10/1/2038 | | | | 59,642 |
|
| | | FNMA POOL #0890567 | | Agency mortgage backed securities | 4.000 | % | 11/1/2043 | | | | 354,352 |
|
| | | FNMA POOL #0987325 | | Agency mortgage backed securities | 2.504 | % | 9/1/2038 | | | | 102,289 |
|
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 #0995113 | | Agency mortgage backed securities | 5.500 | % | 9/1/2036 | | | | 462,292 |
|
| | | FNMA POOL #0995203 | | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | | | 560,250 |
|
| | | FNMA POOL #0995320 | | Agency mortgage backed securities | 4.500 | % | 12/1/2020 | | | | 293,708 |
|
| | | FNMA POOL #0995324 | | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | | | 457,547 |
|
| | | FNMA POOL #0AB7458 | | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | | | 90,501 |
|
| | | FNMA POOL #0AB7497 | | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | | | 90,640 |
|
| | | FNMA POOL #0AB7567 | | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | | | 89,549 |
|
| | | FNMA POOL #0AB7766 | | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | | | 89,968 |
|
| | | FNMA POOL #0AB8529 | | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | | | 90,701 |
|
| | | FNMA POOL #0AB8701 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 210,081 |
|
| | | FNMA POOL #0AB8712 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 27,250 |
|
| | | FNMA POOL #0AB8830 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 74,678 |
|
| | | FNMA POOL #0AB8923 | | Agency mortgage backed securities | 5.000 | % | 4/1/2043 | | | | 92,734 |
|
| | | FNMA POOL #0AB8924 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 91,808 |
|
| | | FNMA POOL #0AB9016 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 183,810 |
|
| | | FNMA POOL #0AB9171 | | Agency mortgage backed securities | 2.500 | % | 4/1/2028 | | | | 564,900 |
|
| | | FNMA POOL #0AB9173 | | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | | | 92,388 |
|
| | | FNMA POOL #0AB9189 | | Agency mortgage backed securities | 2.500 | % | 4/1/2028 | | | | 374,848 |
|
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 #0AB9357 | | Agency mortgage backed securities | 3.500 | % | 5/1/2043 | | | | 97,315 |
|
| | | FNMA POOL #0AB9462 | | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | | | 122,935 |
|
| | | FNMA POOL #0AB9662 | | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | | | 155,995 |
|
| | | FNMA POOL #0AB9864 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 389,893 |
|
| | | FNMA POOL #0AD0454 | | Agency mortgage backed securities | 5.000 | % | 11/1/2021 | | | | 189,837 |
|
| | | FNMA POOL #0AD7595 | | Agency mortgage backed securities | 5.000 | % | 7/1/2040 | | | | 779,449 |
|
| | | FNMA POOL #0AE0096 | | Agency mortgage backed securities | 5.500 | % | 7/1/2025 | | | | 424,702 |
|
| | | FNMA POOL #0AE0812 | | Agency mortgage backed securities | 5.000 | % | 7/1/2025 | | | | 638,284 |
|
| | | FNMA POOL #0AE0823 | | Agency mortgage backed securities | 6.000 | % | 9/1/2040 | | | | 28,403 |
|
| | | FNMA POOL #0AE0919 | | Agency mortgage backed securities | 5.000 | % | 5/1/2021 | | | | 456,001 |
|
| | | FNMA POOL #0AH0942 | | Agency mortgage backed securities | 4.000 | % | 12/1/2040 | | | | 2,014,517 |
|
| | | FNMA POOL #0AH6958 | | Agency mortgage backed securities | 2.921 | % | 2/1/2041 | | | | 95,870 |
|
| | | FNMA POOL #0AL0533 | | Agency mortgage backed securities | 3.245 | % | 7/1/2041 | | | | 267,696 |
|
| | | FNMA POOL #0AL1704 | | Agency mortgage backed securities | 6.500 | % | 5/1/2040 | | | | 371,638 |
|
| | | FNMA POOL #0AL1938 | | Agency mortgage backed securities | 4.000 | % | 12/1/2026 | | | | 268,678 |
|
| | | FNMA POOL #0AL2683 | | Agency mortgage backed securities | 4.000 | % | 9/1/2026 | | | | 328,999 |
|
| | | FNMA POOL #0AL3162 | | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | | | 366,848 |
|
| | | FNMA POOL #0AL3759 | | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | | | 92,249 |
|
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 #0AL3817 | | Agency mortgage backed securities | 4.500 | % | 6/1/2042 | | | | 553,527 |
|
| | | FNMA POOL #0AL3921 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 98,365 |
|
| | | FNMA POOL #0AL4009 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 486,522 |
|
| | | FNMA POOL #0AL4010 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 158,903 |
|
| | | FNMA POOL #0AL4014 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 489,261 |
|
| | | FNMA POOL #0AL4141 | | Agency mortgage backed securities | 6.000 | % | 4/1/2040 | | | | 386,126 |
|
| | | FNMA POOL #0AL4142 | | Agency mortgage backed securities | 6.000 | % | 6/1/2041 | | | | 98,198 |
|
| | | FNMA POOL #0AL4311 | | Agency mortgage backed securities | 4.000 | % | 8/1/2043 | | | | 287,363 |
|
| | | FNMA POOL #0AL4312 | | Agency mortgage backed securities | 4.000 | % | 8/1/2043 | | | | 92,310 |
|
| | | FNMA POOL #0AL4543 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 298,322 |
|
| | | FNMA POOL #0AL4597 | | Agency mortgage backed securities | 4.000 | % | 1/1/2044 | | | | 412,037 |
|
| | | FNMA POOL #0AL4598 | | Agency mortgage backed securities | 4.000 | % | 12/1/2043 | | | | 324,479 |
|
| | | FNMA POOL #0AO6482 | | Agency mortgage backed securities | 2.318 | % | 7/1/2042 | | | | 40,866 |
|
| | | FNMA POOL #0AP0006 | | Agency mortgage backed securities | 2.019 | % | 7/1/2042 | | | | 175,063 |
|
| | | FNMA POOL #0AQ1292 | | Agency mortgage backed securities | 2.500 | % | 2/1/2028 | | | | 88,989 |
|
| | | FNMA POOL #0AR2001 | | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | | | 472,184 |
|
| | | FNMA POOL #0AR7568 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 50,930 |
|
| | | FNMA POOL #0AR7576 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 91,841 |
|
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 #0AR8630 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 92,247 |
|
| | | FNMA POOL #0AR9194 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 224,248 |
|
| | | FNMA POOL #0AR9218 | | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | | | 89,899 |
|
| | | FNMA POOL #0AS0207 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 95,917 |
|
| | | FNMA POOL #0AS0209 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 196,278 |
|
| | | FNMA POOL #0AS0428 | | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | | | | 211,131 |
|
| | | FNMA POOL #0AS0531 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | 409,674 |
|
| | | FNMA POOL #0AS0547 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | 102,332 |
|
| | | FNMA POOL #0AS0564 | | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | | | | 314,476 |
|
| | | FNMA POOL #0AS0570 | | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | | | | 104,565 |
|
| | | FNMA POOL #0AS1201 | | Agency mortgage backed securities | 4.000 | % | 12/1/2043 | | | | 103,032 |
|
| | | FNMA POOL #0AT2037 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 39,475 |
|
| | | FNMA POOL #0AT2040 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 89,183 |
|
| | | FNMA POOL #0AT2043 | | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | | | 93,729 |
|
| | | FNMA POOL #0AT2719 | | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | | | 275,745 |
|
| | | FNMA POOL #0AT6321 | | Agency mortgage backed securities | 3.500 | % | 6/1/2043 | | | | 198,726 |
|
| | | FNMA POOL #0AT6654 | | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | | | 92,006 |
|
| | | FNMA POOL #0AT7277 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | — |
|
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 #0AT7676 | | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | | | 41,829 |
|
| | | FNMA POOL #0AT9147 | | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | | | 97,935 |
|
| | | FNMA POOL #0AU0567 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 97,617 |
|
| | | FNMA POOL #0AU0600 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 98,761 |
|
| | | FNMA POOL #0AU0613 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 98,743 |
|
| | | FNMA POOL #0AU0973 | | Agency mortgage backed securities | 4.000 | % | 8/1/2043 | | | | — |
|
| | | FNMA POOL #0AU2609 | | Agency mortgage backed securities | 4.000 | % | 8/1/2043 | | | | — |
|
| | | FNMA POOL #0AU3271 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 98,565 |
|
| | | FNMA POOL #0AU3741 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 785,387 |
|
| | | FNMA POOL #0AU3753 | | Agency mortgage backed securities | 4.000 | % | 8/1/2043 | | | | — |
|
| | | FNMA POOL #0AU3765 | | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | | | 98,843 |
|
| | | FNMA POOL #0AU5750 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | 44,213 |
|
| | | FNMA POOL #0AU5758 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | — |
|
| | | FNMA POOL #0AU5759 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | — |
|
| | | FNMA POOL #0AU5760 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | — |
|
| | | FNMA POOL #0AU5762 | | Agency mortgage backed securities | 4.000 | % | 9/1/2043 | | | | — |
|
| | | FNMA POOL #0AU6939 | | Agency mortgage backed securities | 4.500 | % | 10/1/2043 | | | | 421,705 |
|
| | | FNMA POOL #0AV0438 | | Agency mortgage backed securities | 4.000 | % | 10/1/2043 | | | | 25,927 |
|
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 #0AV4889 | | Agency mortgage backed securities | 4.000 | % | 12/1/2043 | | | | 103,163 |
|
| | | FNMA GTD REMIC P/T | | Agency mortgage backed securities | 0.275 | % | 12/27/2022 | | | | 284,274 |
|
| | | FNMA GTD REMIC P/T 02-T6 A1 | | Agency mortgage backed securities | 3.310 | % | 2/25/2032 | | | | 46,372 |
|
| | | FNMA GTD REMIC P/T 04-88 HA | | Agency mortgage backed securities | 6.500 | % | 7/25/2034 | | | | 7,080 |
|
| | | GNMA POOL #0499416 | | Agency mortgage backed securities | 6.000 | % | 2/15/2029 | | | | 804 |
|
| | | GNMA POOL #0615516 | | Agency mortgage backed securities | 4.500 | % | 9/15/2033 | | | | 34,686 |
|
| | | GNMA POOL #0689835 | | Agency mortgage backed securities | 6.500 | % | 8/15/2038 | | | | 42,531 |
|
| | | GNMA POOL #0728627 | | Agency mortgage backed securities | 4.500 | % | 1/15/2040 | | | | 44,826 |
|
| | | GNMA POOL #0738019 | | Agency mortgage backed securities | 4.500 | % | 2/15/2041 | | | | 97,248 |
|
| | | GNMA POOL #0745793 | | Agency mortgage backed securities | 4.500 | % | 7/15/2040 | | | | 146,924 |
|
| | | GNMA POOL #0781590 | | Agency mortgage backed securities | 5.500 | % | 4/15/2033 | | | | 18,851 |
|
| | | GNMA POOL #0782510 | | Agency mortgage backed securities | 6.500 | % | 12/15/2038 | | | | 52,572 |
|
| | | GNMA POOL #0782557 | | Agency mortgage backed securities | 5.000 | % | 1/15/2039 | | | | 246,637 |
|
| | | GNMA POOL #0782619 | | Agency mortgage backed securities | 5.000 | % | 4/15/2039 | | | | 183,695 |
|
| | | GNMA POOL #0782958 | | Agency mortgage backed securities | 5.000 | % | 5/15/2040 | | | | 126,217 |
|
| | | GNMA POOL #0783571 | | Agency mortgage backed securities | 5.000 | % | 12/15/2033 | | | | 66,664 |
|
| | | GNMA POOL #0783609 | | Agency mortgage backed securities | 4.500 | % | 10/15/2040 | | | | 344,155 |
|
| | | GNMA POOL #0783610 | | Agency mortgage backed securities | 4.500 | % | 11/15/2041 | | | | 250,348 |
|
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 04-104 FJ | | Agency mortgage backed securities | 0.467 | % | 9/20/2033 | | | | 91,389 |
|
| | | GNMA GTD REMIC P/T 06-68 B | | Agency mortgage backed securities | 5.155 | % | 6/16/2031 | | | | 79,348 |
|
| | | GNMA II POOL #0004223 | | Agency mortgage backed securities | 6.500 | % | 8/20/2038 | | | | 59,682 |
|
| | | GNMA II POOL #0004292 | | Agency mortgage backed securities | 6.500 | % | 11/20/2038 | | | | 32,904 |
|
| | | GNMA II POOL #0004559 | | Agency mortgage backed securities | 5.000 | % | 10/20/2039 | | | | 811,025 |
|
| | | GNMA II POOL #0005018 | | Agency mortgage backed securities | 5.000 | % | 4/20/2041 | | | | 47,524 |
|
| | | GNMA II POOL #0005056 | | Agency mortgage backed securities | 5.000 | % | 5/20/2041 | | | | 12,256 |
|
| | | GNMA II POOL #0005083 | | Agency mortgage backed securities | 5.000 | % | 6/20/2041 | | | | 127,407 |
|
| | | GNMA II POOL #0005115 | | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | | | | 832,912 |
|
| | | GNMA II POOL #0005116 | | Agency mortgage backed securities | 5.000 | % | 7/20/2041 | | | | 66,475 |
|
| | | GNMA II POOL #0783584 | | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | | | | 92,907 |
|
| | | GNMA II POOL #0783590 | | Agency mortgage backed securities | 4.500 | % | 6/20/2041 | | | | 185,457 |
|
| | | GNMA II POOL #0MA1449 | | Agency mortgage backed securities | 4.000 | % | 11/20/2043 | | | | 3,120,416 |
|
| | | | | | | | | Total Agency Mortgage Backed Securities | | 49,828,094 |
|
| | | | | | | | | | | |
| | | ACHMEA HYPOTHEEKBANK NV 144A | | Asset and other mortgage backed securities | 3.200 | % | 11/3/2014 | | | | 956,898 |
|
| | | ALLY AUTO RECEIVABL 5 C 144A | | Asset and other mortgage backed securities | 2.900 | % | 5/15/2017 | | | | 416,637 |
|
| | | AMERICREDIT AUTOMOBILE RE 5 A2A | | Asset and other mortgage backed securities | 0.650 | % | 3/8/2017 | | | | 505,198 |
|
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 |
| | | AMERICREDIT AUTOMOBILE RE 1 A3 | | Asset and other mortgage backed securities | 1.390 | % | 9/8/2015 | | | | — |
|
| | | AMERICREDIT AUTOMOBILE RE 2 A2 | | Asset and other mortgage backed securities | 0.530 | % | 11/8/2016 | | | | 732,650 |
|
| | | AMERICREDIT AUTOMOBILE RE 2 A2 | | Asset and other mortgage backed securities | 0.760 | % | 10/8/2015 | | | | 75,184 |
|
| | | AMERICREDIT AUTOMOBILE RE 4 A3 | | Asset and other mortgage backed securities | 0.670 | % | 6/8/2017 | | | | 249,911 |
|
| | | AMERICREDIT AUTOMOBILE RE 5 A3 | | Asset and other mortgage backed securities | 0.900 | % | 9/10/2018 | | | | 249,912 |
|
| | | AMERICREDIT AUTOMOBILE RE 5 A3 | | Asset and other mortgage backed securities | 0.900 | % | 9/10/2018 | | | | 439,844 |
|
| | | AMERICREDIT AUTOMOBILE RE B A3 | | Asset and other mortgage backed securities | 2.490 | % | 11/6/2017 | | | | 238,890 |
|
| | | AMERICREDIT AUTOMOBILE REC 2 B | | Asset and other mortgage backed securities | 1.780 | % | 3/8/2017 | | | | 540,385 |
|
| | | AMERICREDIT AUTOMOBILE REC 2 C | | Asset and other mortgage backed securities | 2.640 | % | 10/10/2017 | | | | 375,344 |
|
| | | ARI FLEET LEASE TR A A2 144A | | Asset and other mortgage backed securities | 0.700 | % | 12/15/2015 | | | | 875,113 |
|
| | | ARI FLEET LEASE TR A A2 144A | | Asset and other mortgage backed securities | 0.700 | % | 12/15/2015 | | | | 490,063 |
|
| | | ARI FLEET LEASE TRUST B A 144A | | Asset and other mortgage backed securities | 0.467 | % | 1/15/2021 | | | | 483,790 |
|
| | | BANC OF AMERICA COMMERCIA 3 A1A | | Asset and other mortgage backed securities | 5.649 | % | 6/10/2049 | | | | 474,518 |
|
| | | BANC OF AMERICA COMMERCIA 1 A3 | | Asset and other mortgage backed securities | 5.449 | % | 1/15/2049 | | | | 137,258 |
|
| | | BANC OF AMERICA COMMERCIA 4 AM | | Asset and other mortgage backed securities | 5.675 | % | 7/10/2046 | | | | 245,349 |
|
| | | BEAR STEARNS ALT-A TRUST 13 A1 | | Asset and other mortgage backed securities | 0.905 | % | 11/25/2034 | | | | 103,639 |
|
| | | BEAR STEARNS ARM TRUST 20 7 4A | | Asset and other mortgage backed securities | 2.796 | % | 10/25/2034 | | | | 79,947 |
|
| | | BEAR STEARNS COMMERCIA PW17 A1A | Asset and other mortgage backed securities | 5.650 | % | 6/11/2050 | | | | 473,235 |
|
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 |
| | | CAPITAL AUTO RECEIVABLES 1 A3 | | Asset and other mortgage backed securities | 0.790 | % | 6/20/2017 | | | | 399,519 |
|
| | | CAPITAL AUTO RECEIVABLES 1 A4 | | Asset and other mortgage backed securities | 0.970 | % | 1/22/2018 | | | | 389,219 |
|
| | | CARMAX AUTO OWNER TRUST 2 1 A3 | | Asset and other mortgage backed securities | 0.600 | % | 10/16/2017 | | | | 934,518 |
|
| | | CD 2007-CD4 COMMERCIAL CD4 A2B | | Asset and other mortgage backed securities | 5.205 | % | 12/11/2049 | | | | 5,878 |
|
| | | CHESAPEAKE FUNDING L 1A A 144A | | Asset and other mortgage backed securities | 0.918 | % | 11/7/2023 | | | | 261,766 |
|
| | | CITIBANK CREDIT CARDS ISS A6 A6 | | Asset and other mortgage backed securities | 1.320 | % | 9/7/2018 | | | | 1,308,875 |
|
| | | CITIBANK CREDIT CARDS ISS A8 A8 | | Asset and other mortgage backed securities | 5.650 | % | 9/20/2019 | | | | 916,276 |
|
| | | CITIBANK OMNI MA A14A 144A | | Asset and other mortgage backed securities | 2.916 | % | 8/15/2018 | | | | 667,939 |
|
| | | CNH EQUIPMENT TRUST 2012 C A3 | | Asset and other mortgage backed securities | 0.570 | % | 12/15/2017 | | | | 869,019 |
|
| | | CNH EQUIPMENT TRUST 2013-A A3 | | Asset and other mortgage backed securities | 0.690 | % | 6/15/2018 | | | | 604,900 |
|
| | | COMM 2013-LC8 MORTGAGE LC6 XA | | Asset and other mortgage backed securities | 1.800 | % | 1/10/2046 | | | | 364,371 |
|
| | | COMMERCIAL MORTGAGE GAM A2 144A | Asset and other mortgage backed securities | 3.670 | % | 2/10/2028 | | | | 266,179 |
|
| | | COMMERCIAL MORTGAGE LRT B 144A | Asset and other mortgage backed securities | 3.800 | % | 10/5/2030 | | | | 288,960 |
|
| | | COMMERCIAL MORTGAGE PAS CR3 A1 | | Asset and other mortgage backed securities | 0.660 | % | 10/15/2045 | | | | 874,583 |
|
| | | COMMERCIAL MORTGAGE PASS C5 AM | | Asset and other mortgage backed securities | 5.343 | % | 12/15/2039 | | | | 346,987 |
|
| | | CREDIT ACCEPTANCE 2011-1 A144A | | Asset and other mortgage backed securities | 2.610 | % | 3/15/2019 | | | | 255,814 |
|
| | | DBRR 2012-EZ1 TRUS EZ1 A 144A | | Asset and other mortgage backed securities | 0.946 | % | 9/25/2045 | | | | 570,130 |
|
| | | DBRR 2012-EZ1 TRUS EZ1 A 144A | | Asset and other mortgage backed securities | 0.946 | % | 9/25/2045 | | | | 474,290 |
|
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 |
| | | DBRR TRUST EZ3 A 144A | | Asset and other mortgage backed securities | 1.636 | % | 12/18/2049 | | | | 486,962 |
|
| | | DBUBS 2011-LC1 MO LC1A A2 144A | | Asset and other mortgage backed securities | 4.528 | % | 11/10/2046 | | | | 646,451 |
|
| | | FIRST INVESTORS AUT 1A A2 144A | | Asset and other mortgage backed securities | 0.900 | % | 10/15/2018 | | | | 292,189 |
|
| | | FORD CREDIT AUTO LEASE TR A A2 | | Asset and other mortgage backed securities | 0.460 | % | 5/15/2015 | | | | 375,621 |
|
| | | FORD CREDIT AUTO LEASE TR A A3 | | Asset and other mortgage backed securities | 0.850 | % | 1/15/2015 | | | | 405,411 |
|
| | | FORD CREDIT FLOORPLAN MAS 1 A1 | | Asset and other mortgage backed securities | 0.850 | % | 1/15/2018 | | | | 615,107 |
|
| | | FORD CREDIT FLOORPLAN MAST 1 B | | Asset and other mortgage backed securities | 1.067 | % | 1/15/2016 | | | | 720,158 |
|
| | | FORD CREDIT FLOORPLAN MAST 1 C | | Asset and other mortgage backed securities | 1.667 | % | 1/15/2016 | | | | 810,339 |
|
| | | FORD CREDIT FLOORPLAN MAST 2 A | | Asset and other mortgage backed securities | 1.920 | % | 1/15/2019 | | | | 972,587 |
|
| | | FORD CREDIT FLOORPLAN MAST 4 B | | Asset and other mortgage backed securities | 0.940 | % | 9/15/2016 | | | | 565,544 |
|
| | | FOSSE MASTER ISSUER 1A A2 144A | | Asset and other mortgage backed securities | 1.646 | % | 10/18/2054 | | | | 452,368 |
|
| | | GE CAPITAL COMMERCIAL M C1 A1A | | Asset and other mortgage backed securities | 5.483 | % | 12/10/2049 | | | | 321,605 |
|
| | | GMAC COMMERCIAL MORTGAGE C2 | | Asset and other mortgage backed securities | 5.301 | % | 8/10/2038 | | | | 789,820 |
|
| | | GOLDEN CR CARD TR 5A A 144A | | Asset and other mortgage backed securities | 0.790 | % | 9/15/2017 | | | | 1,401,089 |
|
| | | GS MORTGAGE SECURITIES GC5 A2 | | Asset and other mortgage backed securities | 2.999 | % | 8/10/2044 | | | | 150,812 |
|
| | | HILTON USA HLT AFX 144A | | Asset and other mortgage backed securities | 2.662 | % | 11/5/2030 | | | | 272,246 |
|
| | | HLSS SERVICER 13-T4 AT4 144A | | Asset and other mortgage backed securities | 1.183 | % | 8/15/2044 | | | | 509,388 |
|
| | | HLSS SERVICER ADVA T2 A2 144A | | Asset and other mortgage backed securities | 1.147 | % | 5/16/2044 | | | | 298,440 |
|
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 |
| | | HLSS SERVICER ADVAN T2 A2 144A | | Asset and other mortgage backed securities | 1.147 | % | 5/16/2044 | | | | 606,828 |
|
| | | HOLMES MASTER ISSUE 1A A2 144A | | Asset and other mortgage backed securities | 1.644 | % | 10/15/2054 | | | | 216,362 |
|
| | | HOLMES MASTER ISSUE 1A A2 144A | | Asset and other mortgage backed securities | 1.594 | % | 10/15/2054 | | | | 171,245 |
|
| | | HOLMES MASTER ISSUE 1A A2 144A | | Asset and other mortgage backed securities | 1.594 | % | 10/15/2054 | | | | 293,971 |
|
| | | HONDA AUTO RECEIVABLES OW 2 A3 | | Asset and other mortgage backed securities | 0.530 | % | 2/16/2017 | | | | 759,753 |
|
| | | IFC SBA LOAN-BACKED A 1 A 144A | | Asset and other mortgage backed securities | 1.250 | % | 1/15/2024 | | | | 59,230 |
|
| | | JP MORGAN CHASE C PLSD A2 144A | | Asset and other mortgage backed securities | 3.364 | % | 11/13/2044 | | | | 314,360 |
|
| | | JP MORGAN CHASE COM C1 A1 144A | | Asset and other mortgage backed securities | 3.853 | % | 6/15/2043 | | | | 1,440,901 |
|
| | | JP MORGAN CHASE COM CB 18 A1A | | Asset and other mortgage backed securities | 5.431 | % | 6/12/2047 | | | | 522,043 |
|
| | | JP MORGAN CHASE COM CB18 A4 | | Asset and other mortgage backed securities | 5.440 | % | 6/12/2047 | | | | 631,908 |
|
| | | JP MORGAN TRUST 1-2A2 | | Asset and other mortgage backed securities | 2.500 | % | 3/25/2043 | | | | 307,875 |
|
| | | LANARK MASTER ISSUE 2A 1A 144A | | Asset and other mortgage backed securities | 1.638 | % | 12/22/2054 | | | | 424,010 |
|
| | | LANARK MASTER ISSUE 2A 1A 144A | | Asset and other mortgage backed securities | 1.638 | % | 12/22/2054 | | | | 534,320 |
|
| | | LB-UBS COMMERCIAL MORTGA C1 AM | Asset and other mortgage backed securities | 5.455 | % | 2/15/2040 | | | | 264,086 |
|
| | | MERRILL LYNCH MORTGAGE C1 ASB | | Asset and other mortgage backed securities | 5.849 | % | 6/12/2050 | | | | 792,869 |
|
| | | ML-CFC COMMERCIAL MORTGA 4 A1A | | Asset and other mortgage backed securities | 5.166 | % | 12/12/2049 | | | | 468,290 |
|
| | | ML-CFC COMMERCIAL MORTGAG 4 AM | | Asset and other mortgage backed securities | 5.204 | % | 12/12/2049 | | | | 196,558 |
|
| | | MORGAN STANLEY BANK OF C13 XA | | Asset and other mortgage backed securities | 1.256 | % | 11/15/2046 | | | | 579,935 |
|
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 CAPITA HQ11A1A | | Asset and other mortgage backed securities | 5.422 | % | 2/12/2044 | | | | 445,417 |
|
| | | MORGAN STANLEY CAPITA IQ12 A1A | | Asset and other mortgage backed securities | 5.319 | % | 12/15/2043 | | | | 566,096 |
|
| | | MORGAN STANLEY CAPITA IQ14 A4 | | Asset and other mortgage backed securities | 5.665 | % | 4/15/2049 | | | | 362,612 |
|
| | | MORGAN STANLEY CAPITA HQ10 A4 | | Asset and other mortgage backed securities | 5.328 | % | 11/12/2041 | | | | 530,054 |
|
| | | MORGAN STANLEY CAPITA HQ4 A7 | | Asset and other mortgage backed securities | 4.970 | % | 4/14/2040 | | | | 361,334 |
|
| | | MORGAN STANLEY RE-IO A 144A | | Asset and other mortgage backed securities | 2.500 | % | 3/23/2051 | | | | 98,830 |
|
| | | MORGAN STANLET REREM XA A 144A | | Asset and other mortgage backed securities | 2.000 | % | 7/27/2049 | | | | 677,208 |
|
| | | MORGAN STANLET REREM XA A 144A | | Asset and other mortgage backed securities | 2.000 | % | 7/27/2049 | | | | 405,686 |
|
| | | MORGAN STANLET TR 2012-IO 144A | | Asset and other mortgage backed securities | 1.000 | % | 3/27/2051 | | | | 141,846 |
|
| | | MOTEL 6 TRUST MTL6 A1 144A | | Asset and other mortgage backed securities | 1.500 | % | 10/5/2025 | | | | 185,575 |
|
| | | MOTEL 6 TRUST MTL6 A2 144A | | Asset and other mortgage backed securities | 1.948 | % | 10/5/2025 | | | | 856,302 |
|
| | | MOTOR PLC 12A A1C 144A | | Asset and other mortgage backed securities | 1.286 | % | 2/25/2020 | | | | 251,173 |
|
| | | NATIONSTAR AGENCY T1A AT1 144A | | Asset and other mortgage backed securities | 0.997 | % | 2/15/2045 | | | | 353,115 |
|
| | | NATIONSTAR AGENCY 13-T1 A1 | | Asset and other mortgage backed securities | 1.080 | % | 6/20/2044 | | | | 579,797 |
|
| | | NELNET STUDENT LOAN TRUST 1 A4 | | Asset and other mortgage backed securities | 0.308 | % | 10/26/2020 | | | | 523,105 |
|
| | | NISSAN MASTER OWNER TRUST A A | | Asset and other mortgage backed securities | 0.467 | % | 2/15/2018 | | | | 914,803 |
|
| | | PFS FINANCING CORP AA A 144A | | Asset and other mortgage backed securities | 1.367 | % | 2/15/2016 | | | | 410,269 |
|
| | | PFS FINANCING CORP BA A 144A | | Asset and other mortgage backed securities | 0.717 | % | 2/15/2018 | | | | 574,639 |
|
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 |
| | | PFS FINANCING CORP BA A 144A | | Asset and other mortgage backed securities | 0.867 | % | 10/17/2016 | | | | 435,202 |
|
| | | PFS FINANCING CORP BA A 144A | | Asset and other mortgage backed securities | 0.867 | % | 10/17/2016 | | | | 610,283 |
|
| | | PRESTIGE AUTO RECE1A A3 144A | | Asset and other mortgage backed securities | 1.330 | % | 5/15/2019 | | | | 234,635 |
|
| | | PRICOA GLOBAL FUNDING I | | Asset and other mortgage backed securities | 4.584 | % | 6/24/2016 | | | | 411,076 |
|
| | | PRINCIPAL LIFE GLOBAL FUN 144A | | Asset and other mortgage backed securities | 1.125 | % | 9/18/2015 | | | | 543,946 |
|
| | | PRINCIPAL LIFE GLOBAL FUN 144A | | Asset and other mortgage backed securities | 1.000 | % | 12/11/2015 | | | | 756,536 |
|
| | | RBSCF TRUST 2009- RR2 WBB 144A | | Asset and other mortgage backed securities | 5.921 | % | 2/16/2051 | | | | 121,666 |
|
| | | SAMSUNG ELECTRONICS AMERI 144A | | Asset and other mortgage backed securities | 1.750 | % | 4/10/2017 | | | | 576,286 |
|
| | | SANTANDER CONSUMER S1A B 144A | | Asset and other mortgage backed securities | 1.660 | % | 8/15/2016 | | | | 248,171 |
|
| | | SANTANDER CONSUMER S1A B 144A | | Asset and other mortgage backed securities | 1.660 | % | 8/15/2016 | | | | 211,675 |
|
| | | SANTANDER CONSUMER S1A C 144A | | Asset and other mortgage backed securities | 2.010 | % | 8/15/2016 | | | | 187,518 |
|
| | | SANTANDER DRIVE AUT AA A2 144A | | Asset and other mortgage backed securities | 0.550 | % | 2/16/2016 | | | | 240,161 |
|
| | | SANTANDER DRIVE AUT AA A3 144A | | Asset and other mortgage backed securities | 0.650 | % | 3/15/2017 | | | | 445,155 |
|
| | | SANTANDER DRIVE AUT S1A C 144A | | Asset and other mortgage backed securities | 1.890 | % | 5/15/2017 | | | | 19,507 |
|
| | | SANTANDER DRIVE AUT S1A C 144A | | Asset and other mortgage backed securities | 1.890 | % | 5/15/2017 | | | | 34,634 |
|
| | | SANTANDER DRIVE AUT S2A B 144A | | Asset and other mortgage backed securities | 2.060 | % | 6/15/2017 | | | | 45,485 |
|
| | | SANTANDER DRIVE AUT S2A B 144A | | Asset and other mortgage backed securities | 2.060 | % | 6/15/2017 | | | | 74,595 |
|
| | | SANTANDER DRIVE AUT S2A C 144A | | Asset and other mortgage backed securities | 2.860 | % | 6/15/2017 | | | | 45,936 |
|
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 A A2 144A | | Asset and other mortgage backed securities | 0.800 | % | 10/17/2016 | | | | 935,941 |
|
| | | SANTANDER DRIVE AUTO A A3 144A | | Asset and other mortgage backed securities | 1.830 | % | 11/17/2014 | | | | 6,992 |
|
| | | SANTANDER DRIVE AUTO A A4 144A | | Asset and other mortgage backed securities | 2.390 | % | 6/15/2017 | | | | 579,390 |
|
| | | SANTANDER DRIVE AUTO A A4 144A | | Asset and other mortgage backed securities | 2.390 | % | 6/15/2017 | | | | 544,122 |
|
| | | SANTANDER DRIVE AUTO A B 144A | | Asset and other mortgage backed securities | 1.890 | % | 10/15/2019 | | | | 457,948 |
|
| | | SANTANDER DRIVE AUTO A C 144A | | Asset and other mortgage backed securities | 3.120 | % | 10/15/2019 | | | | 907,664 |
|
| | | SANTANDER DRIVE AUTO RECE 2 A2 | | Asset and other mortgage backed securities | 0.910 | % | 5/15/2015 | | | | 681 |
|
| | | SANTANDER DRIVE AUTO RECE 3 A3 | | Asset and other mortgage backed securities | 0.700 | % | 10/16/2017 | | | | 349,694 |
|
| | | SANTANDER DRIVE AUTO RECE 4 A2 | | Asset and other mortgage backed securities | 0.790 | % | 8/17/2015 | | | | 55,069 |
|
| | | SANTANDER DRIVE AUTO RECE 4 A2 | | Asset and other mortgage backed securities | 0.890 | % | 9/15/2016 | | | | 387,126 |
|
| | | SANTANDER DRIVE AUTO RECE 6 A2 | | Asset and other mortgage backed securities | 0.470 | % | 9/15/2015 | | | | 214,107 |
|
| | | SANTANDER DRIVE AUTO RECEI 1 B | | Asset and other mortgage backed securities | 1.160 | % | 1/15/2019 | | | | 604,546 |
|
| | | SANTANDER DRIVE AUTO RECEI 1 C | | Asset and other mortgage backed securities | 3.780 | % | 11/15/2017 | | | | 480,771 |
|
| | | SANTANDER DRIVE AUTO RECEI 2 B | | Asset and other mortgage backed securities | 1.330 | % | 3/15/2018 | | | | 967,411 |
|
| | | SANTANDER DRIVE AUTO RECEI 3 C | | Asset and other mortgage backed securities | 3.090 | % | 5/15/2017 | | | | 387,387 |
|
| | | SANTANDER DRIVE AUTO RECEI 4 B | | Asset and other mortgage backed securities | 1.830 | % | 3/15/2017 | | | | 479,451 |
|
| | | SANTANDER DRIVE AUTO RECEI 5 B | | Asset and other mortgage backed securities | 1.550 | % | 10/15/2018 | | | | 364,408 |
|
| | | SBA TOWER TRUST 144A | | Asset and other mortgage backed securities | 4.254 | % | 4/15/2040 | | | | 237,935 |
|
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 |
| | | SBA TOWER TRUST 144A | | Asset and other mortgage backed securities | 4.254 | % | 4/15/2040 | | | | 278,435 |
|
| | | SLC PRIVATE STUDENT LOAN A A4 | | Asset and other mortgage backed securities | 0.364 | % | 1/15/2019 | | | | 40,086 |
|
| | | SLM PRIVATE CREDIT STUDEN B A2 | | Asset and other mortgage backed securities | 0.443 | % | 6/15/2021 | | | | 370,629 |
|
| | | SLM PRIVATE EDUCATIO A A1 144A | | Asset and other mortgage backed securities | 1.567 | % | 8/15/2025 | | | | 409,190 |
|
| | | SLM PRIVATE EDUCATIO B A1 144A | | Asset and other mortgage backed securities | 1.267 | % | 12/15/2021 | | | | 132,909 |
|
| | | SLM PRIVATE EDUCATIO C A2 144A | | Asset and other mortgage backed securities | 3.331 | % | 10/15/2046 | | | | 465,352 |
|
| | | SLM PRIVATE EDUCATIO E A1 144A | | Asset and other mortgage backed securities | 0.956 | % | 10/16/2023 | | | | 198,872 |
|
| | | SLM STUDENT LOAN TR A A2A 144A | | Asset and other mortgage backed securities | 1.770 | % | 5/17/2027 | | | | 242,487 |
|
| | | SLM STUDENT LOAN TR A A2B 144A | | Asset and other mortgage backed securities | 1.217 | % | 5/17/2027 | | | | 379,722 |
|
| | | SLM STUDENT LOAN TR B A2B 144A | | Asset and other mortgage backed securities | 1.267 | % | 6/17/2030 | | | | 479,859 |
|
| | | SLM STUDENT LOAN TRU C A1 144A | | Asset and other mortgage backed securities | 1.817 | % | 12/15/2017 | | | | 12,031 |
|
| | | SLM STUDENT LOAN TRU D A1 144A | | Asset and other mortgage backed securities | 1.217 | % | 6/15/2023 | | | | 376,016 |
|
| | | SLM STUDENT LOAN TRUST 20 5 A2 | | Asset and other mortgage backed securities | 1.338 | % | 10/25/2016 | | | | 173,151 |
|
| | | SLM STUDENT LOAN TRUST 20 5 A3 | | Asset and other mortgage backed securities | 1.538 | % | 1/25/2018 | | | | 1,689,435 |
|
| | | STEELRIVER TRANSMISSION CO LLC | | Asset and other mortgage backed securities | 4.710 | % | 6/30/2017 | | | | 271,454 |
|
| | | STRIPS 2012-1 LTD 1A A 144A | | Asset and other mortgage backed securities | 1.500 | % | 12/25/2044 | | | | 241,543 |
|
| | | STRUCTURED ADJUSTABLE RA 13 A2 | | Asset and other mortgage backed securities | 4.646 | % | 9/25/2034 | | | | 61,637 |
|
| | | STRUCTURED ASSET REC 03-2 144A | | Asset and other mortgage backed securities | 0.920 | % | 1/21/2011 | | | | 413 |
|
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 |
| | | TAKEDA PHARMACEUTICAL CO 144A | | Asset and other mortgage backed securities | 1.030 | % | 3/17/2015 | | | | 904,501 |
|
| | | TAKEDA PHARMACEUTICAL CO 144A | | Asset and other mortgage backed securities | 1.625 | % | 3/17/2017 | | | | 264,412 |
|
| | | TOYOTA AUTO RECEIVABLES O A A3 | | Asset and other mortgage backed securities | 0.550 | % | 1/17/2017 | | | | 614,983 |
|
| | | TOYOTA AUTO RECEIVABLES O A A4 | | Asset and other mortgage backed securities | 0.690 | % | 11/15/2018 | | | | 457,425 |
|
| | | WFRBS COMMERCIAL MO C2 A2 144A | Asset and other mortgage backed securities | 3.791 | % | 2/15/2044 | | | | 1,205,585 |
|
| | | WFRBS COMMERCIAL MO C3 A1 144A | Asset and other mortgage backed securities | 1.988 | % | 3/15/2044 | | | | 884,865 |
|
| | | WORLD FINANCIAL NETWORK CR B A | | Asset and other mortgage backed securities | 0.910 | % | 3/16/2020 | | | | 844,564 |
|
| | | WORLD FINANCIAL NETWORK CR C A | | Asset and other mortgage backed securities | 2.230 | % | 8/15/2020 | | | | 346,863 |
|
| | | WORLD FINANCIAL NETWORK CR D M | | Asset and other mortgage backed securities | 3.090 | % | 4/17/2023 | | | | 260,890 |
|
| | | | | | | | | Total Asset Backed Securities | 69,661,949 |
|
| | | | | | | | | | | |
| | | BRAZILIAN GOVERNMENT INTERNATI | | Non U.S. Government | 4.875 | % | 1/22/2021 | | | | 211,000 |
|
| | | BRAZILIAN GOVERNMENT INTERNATI | | Non U.S. Government | 2.625 | % | 1/5/2023 | | | | 173,720 |
|
| | | ISRAEL ST AID | | Non U.S. Government | 5.500 | % | 9/18/2033 | | | | 174,841 |
|
| | | ISRAEL ST AID | | Non U.S. Government | 5.500 | % | 4/26/2024 | | | | 404,378 |
|
| | | | | | | | | Total Other Fixed Income Securities | | 963,939 |
|
| | | | | | | | | | | |
| | | US 10YR TREAS NTS FUTURE (CBT) | | Futures | | 3/20/2014 | | | | 24,677 |
|
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 5YR TREAS NTS FUTURE (CBT) | | Futures | | 3/31/2014 | | | | 52,523 |
|
| | | US 2YR TREASURY NTS FUT (CBT) | | Futures | | 3/31/2014 | | | | (36,557 | ) |
| | | CDS_BP UL FE | | Credit Default Swaps | | 3/20/2018 | | | | — |
|
| | | CDS BP UL FE | | Credit Default Swaps | | 3/20/2018 | | | | (894 | ) |
| | | IRS_R US0003M P .4575% | | Interest Rate Swap | | 6/7/2015 | | | | — |
|
| | | IRS R US0003M P .4575% | | Interest Rate Swap | | 6/7/2015 | | | | (1,777 | ) |
| | | CCP IRS R US0003M P 1.82375% | | Interest Rate Swap | | 6/20/2020 | | | | — |
|
| | | CCP_IRS R US0003M P 1.82375% | | Interest Rate Swap | | 6/20/2020 | | | | 43,328 |
|
| | | CDS SP UL FE | | Credit Default Swaps | | 9/20/2018 | | | | (907 | ) |
| | | CDS _SP UL FE | | Credit Default Swaps | | 9/20/2018 | | | | — |
|
| | | CCP_IRS US0003M R 2.15375% | | Interest Rate Swap | | 7/16/2020 | | | | — |
|
| | | CCP_IRS US0003M P 1.4777% | | Interest Rate Swap | | 7/22/2018 | | | | 48,902 |
|
| | | CCP_IRS US0003M P 1.477% | | Interest Rate Swap | | 7/22/2018 | | | | — |
|
| | | CCP_IRS US0003M P .48% | | Interest Rate Swap | | 8/5/2015 | | | | — |
|
| | | CCP IRS US0003M P .48% | | Interest Rate Swap | | 8/5/2015 | | | | (14,021 | ) |
| | | CCP IRS R US0003M P 0.83625% | | Interest Rate Swap | | 8/16/2016 | | | | — |
|
| | | CCP_IRS R US0003M P 0.83625% | | Interest Rate Swap | | 8/16/2016 | | | | (3,832 | ) |
| | | CCP_IRS R US0003M P 0.58875 | | Interest Rate Swap | | 9/6/2015 | | | | — |
|
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 |
| | | CCP IRS R US0003M P 0.58875 | | Interest Rate Swap | | 9/6/2015 | | | | (12,623 | ) |
| | | CCP IRS R US0003M P 0.6125% | | Interest Rate Swap | | 9/13/2015 | | | | — |
|
| | | CCP_IRS R US0003M P 0.6125% | | Interest Rate Swap | | 9/13/2015 | | | | (8,305 | ) |
| | | IRS R US0003M P 3.845% 100144 | | Interest Rate Swap | | 9/29/2014 | | | | 62,702 |
|
| | | IRS P US0003M R 3.845% 100144 | | Interest Rate Swap | | 9/29/2014 | | | | 25,742 |
|
| | | IRS P US0003M R 3.865% 100644 | | Interest Rate Swap | | 10/2/2014 | | | | 42,003 |
|
| | | IRS R US0003M P 3.865% 100644 | | Interest Rate Swap | | 10/2/2014 | | | | 95,154 |
|
| | | IRS P US0003M R 2.6% 02/21/24 | | Interest Rate Swap | | 2/19/2014 | | | | 91 |
|
| | | CCP_IRS._R USD-LIBOR-BBA 6M CM | | Interest Rate Swap | | 11/15/2023 | | | | — |
|
| | | CCP_IRS._R USD-LIBOR-BBA 6M CM | | Interest Rate Swap | | 11/15/2023 | | | | — |
|
| | | CCP_IRS.R USD-LOBOR-BBA 3M CM | | Interest Rate Swap | | 11/15/2023 | | | | — |
|
| | | CCP_IRS. R USD-LIBOR-BBA 3M CM | | Interest Rate Swap | | 11/15/2023 | | | | 6,674 |
|
| | | US TREAS BD FUTURE (CBT) | | Futures | | 3/20/2014 | | | | (20,998 | ) |
| | | US 10YR TREAS NTS FUTURE (CBT) | | Futures | | 3/20/2014 | | | | 8,438 |
|
| | | US 5YR TREAS NTS FUTURE (CBT) | | Futures | | 3/31/2014 | | | | (90,456 | ) |
| | | US 2YR TREAS NTS FUTURE (CBT) | | Futures | | 3/31/2014 | | | | (6,732 | ) |
| | | US ULTRA BOND (CBT) | | Futures | | 3/20/2014 | | | | 20,800 |
|
| | | | | | | | | Total Derivatives | | 233,932 |
|
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 |
| | | ABB LTD | | Common Stock | | | | | | 1,520,188 |
|
| | | ADIDAS AG | | Common Stock | | | | | | 850,469 |
|
| | | ADVANTEST CORP | | Common Stock | | | | | | 332,241 |
|
| | | AEGON NV | | Common Stock | | | | | | 470,673 |
|
| | | AEON CO LTD | | Common Stock | | | | | | 707,722 |
|
| | | AGEAS | | Common Stock | | | | | | 988,954 |
|
| | | AIR LIQUIDE SA | | Common Stock | | | | | | 867,328 |
|
| | | AJINOMOTO CO INC | | Common Stock | | | | | | 623,930 |
|
| | | AKZO NOBEL NV | | Common Stock | | | | | | 388,748 |
|
| | | AL CATEL-LUCENT/FRANCE | | Common Stock | | | | | | 182,820 |
|
| | | ALL NIPPON AIRWAYS-SPONS ADR | | Common Stock | | | | | | 373,626 |
|
| | | ALLIANZ SE | | Common Stock | | | | | | 2,040,640 |
|
| | | ALUMINA LTD | | Common Stock | | | | | | 252,446 |
|
| | | AMCOR LTD/AUSTRALIA | | Common Stock | | | | | | 423,584 |
|
| | | ANGLO AMERICAN PLC | | Common Stock | | | | | | 592,449 |
|
| | | ANHEUSER-BUSCH INBEV NV | | Common Stock | | | | | | 851,680 |
|
| | | ARCELORMITTAL | | Common Stock | | | | | | 258,395 |
|
| | | ASAHI GLASS CO LTD | | Common Stock | | | | | | 222,840 |
|
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 |
| | | ASAHI KASEI CORP | | Common Stock | | | | | | 576,335 |
|
| | | ASTRAZENECA PLC | | Common Stock | | | | | | 955,857 |
|
| | | ATLAS COPCO AB | | Common Stock | | | | | | 758,334 |
|
| | | ATLAS COPCO AB | | Common Stock | | | | | | 537,188 |
|
| | | AUSTRALIA & NEW ZEALAND BANKIN | | Common Stock | | | | | | 1,904,100 |
|
| | | AXA SA | | Common Stock | | | | | | 1,493,398 |
|
| | | BAE SYSTEMS PLC | | Common Stock | | | | | | 35,880 |
|
| | | BANCO BILBAO VIZCAYA ARGENTARI | | Common Stock | | | | | | 1,190,369 |
|
| | | BANCO SANTANDER SA | | Common Stock | | | | | | 1,647,393 |
|
| | | BANK OF YOKOHAMA LTD/THE | | Common Stock | | | | | | 409,220 |
|
| | | BARCLAYS PLC | | Common Stock | | | | | | 1,070,232 |
|
| | | BASF SE | | Common Stock | | | | | | 2,158,603 |
|
| | | BAYER AG | | Common Stock | | | | | | 2,520,926 |
|
| | | BG GROUP PLC | | Common Stock | | | | | | 1,259,430 |
|
| | | BHP BILLITON LTD | | Common Stock | | | | | | 2,341,511 |
|
| | | BHP BILLITON PLC | | Common Stock | | | | | | 1,330,921 |
|
| | | BNP PARIBAS | | Common Stock | | | | | | 1,960,000 |
|
| | | BORAL LTD | | Common Stock | | | | | | 347,507 |
|
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 |
| | | BP PLC | | Common Stock | | | | | | 2,469,048 |
|
| | | BRIDGESTONE CORP | | Common Stock | | | | | | 878,692 |
|
| | | BRITISH AMERICAN TOBACCO PLC | | Common Stock | | | | | | 2,008,754 |
|
| | | BRITISH LAND CO PLC | | Common Stock | | | | | | 437,888 |
|
| | | BRITISH SKY BROADCASTING GROUP | | Common Stock | | | | | | 402,045 |
|
| | | BT GROUP PLC | | Common Stock | | | | | | 1,463,227 |
|
| | | BUNZL PLC | | Common Stock | | | | | | 176,600 |
|
| | | CANON INC | | Common Stock | | | | | | 851,200 |
|
| | | CAP GEMINI SA | | Common Stock | | | | | | 184,592 |
|
| | | CAPITALAND LTD | | Common Stock | | | | | | 291,092 |
|
| | | CARNIVAL PLC | | Common Stock | | | | | | 281,446 |
|
| | | CENTRICA PLC | | Common Stock | | | | | | 781,606 |
|
| | | CHEUNG KONG HOLDINGS LTD | | Common Stock | | | | | | 524,845 |
|
| | | CIE GENERALE D'OPTIQUE ESSILOR | | Common Stock | | | | | | 886,350 |
|
| | | CITY DEVELOPMENTS LTD | | Common Stock | | | | | | 470,870 |
|
| | | CLP HOLDINGS LTD | | Common Stock | | | | | | 409,616 |
|
| | | COCA-COLA AMATIL LTD | | Common Stock | | | | | | 542,490 |
|
| | | COCA-COLA HBC AG | | Common Stock | | | | | | 215,946 |
|
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 |
| | | COMMERZBANK AG-SPONS ADR | | Common Stock | | | | | | 159,985 |
|
| | | COMMONWEALTH BANK OF AUST | Common Stock | | | | | | 2,443,083 |
|
| | | COMPASS GROUP PLC | | Common Stock | | | | | | 789,934 |
|
| | | COMPUTERSHARE LTD | | Common Stock | | | | | | 460,932 |
|
| | | CREDIT AGRICOLE SA | | Common Stock | | | | | | 402,213 |
|
| | | CREDIT SUISSE GROUP AG | | Common Stock | | | | | | 852,265 |
|
| | | CRH PLC | | Common Stock | | | | | | 368,916 |
|
| | | DAI NIPPON PRINTING CO LTD | | Common Stock | | | | | | 202,160 |
|
| | | DAIMLER AG ORD | | Common Stock | | | | | | 1,745,267 |
|
| | | DAIWA HOUSE INDUSTRY CO LTD | | Common Stock | | | | | | 757,302 |
|
| | | DAIWA SECURITIES GROUP INC | | Common Stock | | | | | | 706,300 |
|
| | | DANONE | | Common Stock | | | | | | 832,228 |
|
| | | DANSKE BANK A/S | | Common Stock | | | | | | 425,088 |
|
| | | DASSAULT SYSTEMES SA | | Common Stock | | | | | | 620,754 |
|
| | | DELHAIZE GROUP SA | | Common Stock | | | | | | 663,127 |
|
| | | DENSO CORP | | Common Stock | | | | | | 846,400 |
|
| | | DEUTSCHE BANK AG NAMEN-AKT REG | Common Stock | | | | | | 943,237 |
|
| | | DEUTSCHE LUFTHANSA AG | | Common Stock | | | | | | 599,877 |
|
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 |
| | | DEUTSCHE TELEKOM AG | | Common Stock | | | | | | 1,125,352 |
|
| | | DIAGEO PLC | | Common Stock | | | | | | 1,579,109 |
|
| | | E.ON SE | | Common Stock | | | | | | 517,400 |
|
| | | EDP - ENERGIAS DE PORTUGAL SA | | Common Stock | | | | | | 299,508 |
|
| | | EISAI CO LTD | | Common Stock | | | | | | 747,456 |
|
| | | ELECTROLUX AB | | Common Stock | | | | | | 588,127 |
|
| | | ENEL SPA | | Common Stock | | | | | | 687,247 |
|
| | | ENI SPA | | Common Stock | | | | | | 1,323,389 |
|
| | | ERICSSON | | Common Stock | | | | | | 769,431 |
|
| | | ERSTE GROUP BANK AG | | Common Stock | | | | | | 300,960 |
|
| | | EUROPEAN AERONAUTIC DEFENCE AN | Common Stock | | | | | | 701,350 |
|
| | | EXPERIAN PLC | | Common Stock | | | | | | 772,567 |
|
| | | FIAT SPA | | Common Stock | | | | | | 297,115 |
|
| | | FIRST PACIFIC CO LTD/HONG KONG | | Common Stock | | | | | | 17,160 |
|
| | | FRESENIUS MEDICAL CARE AG & CO | | Common Stock | | | | | | 421,765 |
|
| | | FUJI HEAVY INDUSTRIES LTD | | Common Stock | | | | | | 891,560 |
|
| | | FUJIFILM HOLDINGS CORP | | Common Stock | | | | | | 349,984 |
|
| | | FUJITSU LTD | | Common Stock | | | | | | 308,216 |
|
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 |
| | | GDF SUEZ | | Common Stock | | | | | | 466,252 |
|
| | | GLAXOSMITHKLINE PLC | | Common Stock | | | | | | 2,255,728 |
|
| | | HACHIJUNI BANK LTD/THE | | Common Stock | | | | | | 338,232 |
|
| | | HANG SENG BANK LTD | | Common Stock | | | | | | 374,440 |
|
| | | HANNOVER RUECKVERSICHERUNG AG | Common Stock | | | | | | 723,935 |
|
| | | HEINEKEN NV ADR | | Common Stock | | | | | | 332,772 |
|
| | | HENKEL AG & CO KGAA | | Common Stock | | | | | | 1,017,683 |
|
| | | HENNES & MAURITZ AB | | Common Stock | | | | | | 1,225,516 |
|
| | | HINO MOTORS LTD | | Common Stock | | | | | | 330,542 |
|
| | | HITACHI LTD | | Common Stock | | | | | | 649,485 |
|
| | | HONDA MOTOR CO LTD | | Common Stock | | | | | | 1,401,765 |
|
| | | HONG KONG & CHINA GAS CO LTD | | Common Stock | | | | | | 654,238 |
|
| | | HOPEWELL HOLDINGS LTD | | Common Stock | | | | | | 100,300 |
|
| | | HOYA CORP | | Common Stock | | | | | | 309,210 |
|
| | | HSBC HOLDINGS PLC | | Common Stock | | | | | | 2,952,763 |
|
| | | HUTCHISON WHAMPOA LTD | | Common Stock | | | | | | 562,414 |
|
| | | HYSAN DEVELOPMENT CO LTD | | Common Stock | | | | | | 495,131 |
|
| | | IBERDROLA SA | | Common Stock | | | | | | 1,180,359 |
|
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 |
| | | ICAP PLC | | Common Stock | | | | | | 297,620 |
|
| | | IMPERIAL TOBACCO GROUP PLC | | Common Stock | | | | | | 785,578 |
|
| | | ING GROEP NV | | Common Stock | | | | | | 988,812 |
|
| | | INTERCONTL HOTELS GROUP | | Common Stock | | | | | | 609,930 |
|
| | | INTERNATIONAL CONS-SPONS ADR | | Common Stock | | | | | | 926,181 |
|
| | | INTESA SANPAOLO SPA | | Common Stock | | | | | | 823,790 |
|
| | | INVENSYS PLC | | Common Stock | | | | | | 475,313 |
|
| | | IRELAND BK SPONSORED ADR | | Common Stock | | | | | | 216,150 |
|
| | | ISUZU MOTORS LTD | | Common Stock | | | | | | 467,625 |
|
| | | ITOCHU CORP | | Common Stock | | | | | | 561,375 |
|
| | | J SAINSBURY PLC | | Common Stock | | | | | | 372,164 |
|
| | | JAMES HARDIE INDUSTRIES PLC | | Common Stock | | | | | | 644,954 |
|
| | | JOHNSON MATTHEY PLC | | Common Stock | | | | | | 348,193 |
|
| | | KAJIMA CORP | | Common Stock | | | | | | 311,926 |
|
| | | KAO CORP | | Common Stock | | | | | | 331,186 |
|
| | | KAWASAKI HEAVY INDUSTRIES LTD | | Common Stock | | | | | | 384,330 |
|
| | | KEPPEL CORP LTD | | Common Stock | | | | | | 637,022 |
|
| | | KINGFISHER PLC | | Common Stock | | | | | | 671,160 |
|
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 |
| | | KIRIN HOLDINGS CO LTD | | Common Stock | | | | | | 374,400 |
|
| | | KOBE STEEL LTD | | Common Stock | | | | | | 340,256 |
|
| | | KOMATSU LTD | | Common Stock | | | | | | 454,324 |
|
| | | KONAMI CORP | | Common Stock | | | | | | 190,485 |
|
| | | KONINKLIJKE AHOLD NV | | Common Stock | | | | | | 652,772 |
|
| | | KONINKLIJKE DSM NV | | Common Stock | | | | | | 211,040 |
|
| | | KONINKLIJKE KPN NV | | Common Stock | | | | | | 149,366 |
|
| | | KONINKLIJKE PHILIPS NV | | Common Stock | | | | | | 564,236 |
|
| | | KUBOTA CORP | | Common Stock | | | | | | 767,866 |
|
| | | KYOCERA CORP | | Common Stock | | | | | | 441,232 |
|
| | | LAFARGE SA | | Common Stock | | | | | | 288,868 |
|
| | | LEGAL & GENERAL GROUP PLC | | Common Stock | | | | | | 1,145,118 |
|
| | | LEND LEASE GROUP | | Common Stock | | | | | | 707,752 |
|
| | | LLOYDS BANKING GROUP PLC | | Common Stock | | | | | | 1,236,863 |
|
| | | L'OREAL SA | | Common Stock | | | | | | 1,145,785 |
|
| | | LUXOTTICA GROUP SPA | | Common Stock | | | | | | 614,041 |
|
| | | LVMH MOET HENNESSY LOUIS VUITT | | Common Stock | | | | | | 738,183 |
|
| | | MAKITA CORP | | Common Stock | | | | | | 270,300 |
|
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 |
| | | MARKS & SPENCER GROUP PLC | | Common Stock | | | | | | 374,748 |
|
| | | MARUBENI CORP | | Common Stock | | | | | | 473,200 |
|
| | | MARUI GROUP CO LTD | | Common Stock | | | | | | 550,740 |
|
| | | MERCK KGAA | | Common Stock | | | | | | 494,588 |
|
| | | METSO OYJ | | Common Stock | | | | | | 511,096 |
|
| | | MITSUBISHI CORP | | Common Stock | | | | | | 632,577 |
|
| | | MITSUBISHI ELECTRIC CORP | | Common Stock | | | | | | 693,550 |
|
| | | MITSUBISHI ESTATE CO LTD | | Common Stock | | | | | | 1,024,760 |
|
| | | MITSUBISHI UFJ FINANCIAL GROUP | | Common Stock | | | | | | 1,399,260 |
|
| | | MITSUI & CO LTD | | Common Stock | | | | | | 476,102 |
|
| | | MIZUHO FINANCIAL GROUP INC | | Common Stock | | | | | | 644,844 |
|
| | | MS&AD INSURANCE GROUP HOLDINGS | Common Stock | | | | | | 619,080 |
|
| | | MTR CORP | | Common Stock | | | | | | 967,348 |
|
| | | NATIONAL AUSTRALIA BANK LTD | | Common Stock | | | | | | 1,815,400 |
|
| | | NATIONAL GRID PLC | | Common Stock | | | | | | 662,475 |
|
| | | NESTLE SA | | Common Stock | | | | | | 4,319,586 |
|
| | | NEWCREST MINING LTD | | Common Stock | | | | | | 125,594 |
|
| | | NICE SYSTEMS LTD | | Common Stock | | | | | | 151,552 |
|
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 |
| | | NIDEC CORP | | Common Stock | | | | | | 405,244 |
|
| | | NIKON CORP | | Common Stock | | | | | | 245,310 |
|
| | | NINTENDO CO LTD | | Common Stock | | | | | | 223,512 |
|
| | | NIPPON STEEL & SUMITOMO METAL | | Common Stock | | | | | | 888,879 |
|
| | | NIPPON TELEGRAPH & TELEPHONE C | | Common Stock | | | | | | 378,560 |
|
| | | NIPPON YUSEN KK | | Common Stock | | | | | | 556,974 |
|
| | | NISSAN MOTOR CO LTD | | Common Stock | | | | | | 515,760 |
|
| | | NITTO DENKO CORP | | Common Stock | | | | | | 426,600 |
|
| | | NOKIA OYJ | | Common Stock | | | | | | 665,409 |
|
| | | NOMURA HOLDINGS INC | | Common Stock | | | | | | 610,722 |
|
| | | NORSK HYDRO ASA | | Common Stock | | | | | | 242,990 |
|
| | | NOVARTIS AG | | Common Stock | | | | | | 3,320,578 |
|
| | | NOVO NORDISK A/S | | Common Stock | | | | | | 1,576,742 |
|
| | | NSK LTD | | Common Stock | | | | | | 585,855 |
|
| | | NTT DOCOMO INC | | Common Stock | | | | | | 473,507 |
|
| | | OLYMPUS CORP | | Common Stock | | | | | | 352,000 |
|
| | | OMRON CORP | | Common Stock | | | | | | 569,019 |
|
| | | OMV AG | | Common Stock | | | | | | 398,864 |
|
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 |
| | | ORANGE SPONSORED ADR | | Common Stock | | | | | | 453,245 |
|
| | | ORIX CORP | | Common Stock | | | | | | 1,069,200 |
|
| | | ORKLA ASA | | Common Stock | | | | | | 163,994 |
|
| | | PANASONIC CORP | | Common Stock | | | | | | 535,194 |
|
| | | PEARSON PLC | | Common Stock | | | | | | 524,832 |
|
| | | PORTUGAL TELECOM SGPS SA | | Common Stock | | | | | | 298,080 |
|
| | | POWER ASSETS HLDGS SPON ADR | | Common Stock | | | | | | 200,026 |
|
| | | PRUDENTIAL PLC | | Common Stock | | | | | | 1,573,200 |
|
| | | PUBLICIS GROUPE SA | | Common Stock | | | | | | 1,226,047 |
|
| | | RANDGOLD RESOURCES LTD | | Common Stock | | | | | | 84,165 |
|
| | | REED ELSEVIER NV | | Common Stock | | | | | | 230,162 |
|
| | | REED ELSEVIER PLC | | Common Stock | | | | | | 530,422 |
|
| | | REPSOL SA | | Common Stock | | | | | | 690,569 |
|
| | | REXAM PLC | | Common Stock | | | | | | 91,117 |
|
| | | RICOH CO LTD | | Common Stock | | | | | | 170,192 |
|
| | | RIO TINTO PLC | | Common Stock | | | | | | 1,336,037 |
|
| | | ROCHE HOLDING AG | | Common Stock | | | | | | 3,753,594 |
|
| | | ROLLS-ROYCE HOLDINGS PLC | | Common Stock | | | | | | 825,338 |
|
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 |
| | | ROYAL DUTCH SHELL PLC | | Common Stock | | | | | | 2,428,390 |
|
| | | ROYAL DUTCH SHELL PLC | | Common Stock | | | | | | 972,074 |
|
| | | RWE AG | | Common Stock | | | | | | 397,440 |
|
| | | SABMILLER PLC | | Common Stock | | | | | | 1,102,520 |
|
| | | SAGE GROUP PLC/THE | | Common Stock | | | | | | 192,793 |
|
| | | SANDVIK AB | | Common Stock | | | | | | 492,454 |
|
| | | SANOFI | | Common Stock | | | | | | 2,265,868 |
|
| | | SAP AG | | Common Stock | | | | | | 1,273,638 |
|
| | | SECOM CO LTD | | Common Stock | | | | | | 484,160 |
|
| | | SEKISUI HOUSE LTD | | Common Stock | | | | | | 125,550 |
|
| | | SGS SA | | Common Stock | | | | | | 586,815 |
|
| | | SHARP CORP/JAPAN | | Common Stock | | | | | | 81,900 |
|
| | | SHINSEI BANK LTD | | Common Stock | | | | | | 484,140 |
|
| | | SHISEIDO CO LTD | | Common Stock | | | | | | 275,955 |
|
| | | SHIZUOKA BANK LTD/THE | | Common Stock | | | | | | 480,377 |
|
| | | SIEMENS AG | | Common Stock | | | | | | 2,417,554 |
|
| | | SINGAPORE TELECOMMUNICATIONS L | Common Stock | | | | | | 594,513 |
|
| | | SINO LAND CO LTD | | Common Stock | | | | | | 265,514 |
|
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 |
| | | SKF AB | | Common Stock | | | | | | 894,650 |
|
| | | SMITH & NEPHEW PLC | | Common Stock | | | | | | 464,875 |
|
| | | SOCIETE GENERALE | | Common Stock | | | | | | 1,078,697 |
|
| | | SODEXO | | Common Stock | | | | | | 958,608 |
|
| | | SONY CORP | | Common Stock | | | | | | 356,174 |
|
| | | SSE PLC | | Common Stock | | | | | | 561,307 |
|
| | | STATOIL ASA | | Common Stock | | | | | | 1,101,197 |
|
| | | STORA ENSO OYJ | | Common Stock | | | | | | 57,878 |
|
| | | SUMITOMO CORP | | Common Stock | | | | | | 415,470 |
|
| | | SUMITOMO ELECTRIC INDUSTRIES L | | Common Stock | | | | | | 359,461 |
|
| | | SUMITOMO MITSUI FINANCIAL GROU | | Common Stock | | | | | | 1,110,052 |
|
| | | SUMITOMO MITSUI TRUST HOLDINGS | | Common Stock | | | | | | 512,337 |
|
| | | SUN HUNG KAI PROPERTIES LTD | | Common Stock | | | | | | 490,532 |
|
| | | SVENSKA CELLULOSA AB | | Common Stock | | | | | | 902,561 |
|
| | | SWIRE PACIFIC LTD | | Common Stock | | | | | | 476,667 |
|
| | | SWISSCOM AG | | Common Stock | | | | | | 369,014 |
|
| | | SYNGENTA AG | | Common Stock | | | | | | 888,293 |
|
| | | TDK CORP | | Common Stock | | | | | | 258,120 |
|
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 |
| | | TECHNIP SA | | Common Stock | | | | | | 751,666 |
|
| | | TEIJIN LTD | | Common Stock | | | | | | 242,672 |
|
| | | TELECOM CORP OF NEW ZEALAND LT | | Common Stock | | | | | | 185,891 |
|
| | | TELECOM ITALIA SPA | | Common Stock | | | | | | 212,188 |
|
| | | TELECOM ITALIA SPA | | Common Stock | | | | | | 131,546 |
|
| | | TELEFONICA SA | | Common Stock | | | | | | 1,174,388 |
|
| | | TELENOR ASA | | Common Stock | | | | | | 549,013 |
|
| | | TELSTRA CORP LTD | | Common Stock | | | | | | 726,687 |
|
| | | TESCO PLC | | Common Stock | | | | | | 712,147 |
|
| | | TEVA PHARMACEUTICAL INDUSTRIES | | Common Stock | | | | | | 681,360 |
|
| | | TNT EXPRESS NV | | Common Stock | | | | | | 439,495 |
|
| | | TOKIO MARINE HOLDINGS INC | | Common Stock | | | | | | 939,744 |
|
| | | TOPPAN PRINTING CO LTD | | Common Stock | | | | | | 277,900 |
|
| | | TORAY INDUSTRIES INC | | Common Stock | | | | | | 523,118 |
|
| | | TOTAL SA | | Common Stock | | | | | | 2,543,747 |
|
| | | TOTO LTD | | Common Stock | | | | | | 539,252 |
|
| | | TOYOTA MOTOR CORP | | Common Stock | | | | | | 3,145,536 |
|
| | | TREND MICRO INC/JAPAN | | Common Stock | | | | | | 246,050 |
|
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 |
| | | UBS AG SHS NEW | | Common Stock | | | | | | 1,444,770 |
|
| | | UNILEVER NV | | Common Stock | | | | | | 1,017,819 |
|
| | | UNILEVER PLC | | Common Stock | | | | | | 821,363 |
|
| | | UNITED OVERSEAS BANK LTD | | Common Stock | | | | | | 763,174 |
|
| | | UNITED UTILITIES GROUP PLC | | Common Stock | | | | | | 439,378 |
|
| | | UPM-KYMMENE OYJ | | Common Stock | | | | | | 514,664 |
|
| | | VEOLIA ENVIRONNEMENT | | Common Stock | | | | | | 330,194 |
|
| | | VODAFONE GROUP PLC | | Common Stock | | | | | | 3,137,724 |
|
| | | VOLKSWAGEN AG | | Common Stock | | | | | | 947,404 |
|
| | | VOLVO AB | | Common Stock | | | | | | 590,753 |
|
| | | WESTFIELD GROUP | | Common Stock | | | | | | 542,798 |
|
| | | WESTPAC BANKING CORP | | Common Stock | | | | | | 2,004,450 |
|
| | | WOLSELEY PLC-ADR | | Common Stock | | | | | | 549,784 |
|
| | | WOLTERS KLUWER NV | | Common Stock | | | | | | 256,770 |
|
| | | WOODSIDE PETROLEUM LTD | | Common Stock | | | | | | 831,397 |
|
| | | WPP PLC NEW ADR | | Common Stock | | | | | | 739,698 |
|
| | | YARA INTERNATIONAL ASA | | Common Stock | | | | | | 154,119 |
|
| | | ZURICH INSURANCE GROUP-ADR | | Common Stock | | | | | | 1,146,315 |
|
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 Common Stock | | 207,316,930 |
|
| | | | | | | | | | | |
| | | U S TREASURY NOTE | | U.S. Treasuries | 2.000 | % | 6/30/2014 | | | | 4,645,044 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 1.000 | % | 9/30/2016 | | | | 1,159,883 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 0.375 | % | 1/15/2016 | | | | 1,759,312 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 0.375 | % | 2/15/2016 | | | | 3,746,483 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 0.625 | % | 7/15/2016 | | | | 2,608,256 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 0.875 | % | 8/15/2017 | | | | 478,477 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 8.500 | % | 2/15/2020 | | | | 171,377 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 8.750 | % | 8/15/2020 | | | | 2,463,034 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 6.125 | % | 8/15/2029 | | | | 1,589,260 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 4.500 | % | 2/15/2036 | | | | 2,275,382 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 4.750 | % | 2/15/2037 | | | | 1,161,974 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 2.875 | % | 5/15/2043 | | | | 149,937 |
|
| | | U S TREASURY BOND | | U.S. Treasuries | 3.750 | % | 11/15/2043 | | | | 2,339,080 |
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| | | U S TREASURY NOTE | | U.S. Treasuries | 1.250 | % | 11/30/2018 | | | | 3,811,624 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 2.000 | % | 11/30/2020 | | | | 1,172,993 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 0.625 | % | 12/15/2016 | | | | 4,372,167 |
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Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001
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| (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 NOTE | | U.S. Treasuries | 0.250 | % | 12/31/2015 | | | | 8,138,326 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 1.500 | % | 12/31/2018 | | | | 667,406 |
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| | | U S TREASURY NOTE | | U.S. Treasuries | 2.375 | % | 12/31/2020 | | | | — |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 1.000 | % | 5/31/2018 | | | | 3,130 |
|
| | | U S TREASURY NOTE | | U.S. Treasuries | 2.750 | % | 11/15/2023 | | | | 2,876,146 |
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| | | | | | | | | Total Government Bonds | | 45,589,291 |
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| | | | | | | | | | | |
| | | Assets (Held at End of Year) | | | | | | | | $ | 3,903,482,781 |
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| * | | represents party in interest | | | | | | | | |
1 | | Represents taxed loan balances with original maturity dates of 2004 through 2012 for active employees. These active employees retain the right to pay back the loan balances. | | | | | | | | |
Form 5500, Schedule H, Line 4a
Computer Sciences Corporation
EIN 95-2043126
Computer Sciences Corporation Matched Asset Plan 001
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| | | | | | | | | | | | |
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| Participant Contributions Transferred Late to Plan | Contributions Not Corrected | Contributions Corrected Outside VFCP | Contributions Pending Correction in VFCP | Total Fully Corrected under VFCP and PTE 2002-51 |
| | | | | |
| Check Here if late Participant Loan Repayments are Included ___ | $ | 2,920 |
| $ | 303,315 |
| $ | — |
| $ | — |
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SIGNATURES
The Plan. Pursuant to the requirements of the Securities Act of 1934, the Computer Sciences Corporation Employee Benefits Fiduciary 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
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| Date: June 30, 2014 | By: | /s/ Thomas R Colan |
| | | Thomas R. Colan, Vice President, Controller and Principal Accounting Officer |
| | | Member, CSC Employee Benefits Fiduciary Committee |
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