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, 2015
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
1775 Tysons Boulevard
Tysons, Virginia 22102
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Computer Sciences Corporation Matched Asset Plan |
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TABLE OF CONTENTS | | | Page |
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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | |
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FINANCIAL STATEMENTS AS OF DECEMBER 31, 2015 AND 2014 AND FOR THE YEAR ENDED DECEMBER 31, 2015: | |
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Statements of Net Assets Available for Benefits | |
Statement of Changes in Net Assets Available for Benefits | |
Notes to Financial Statements | |
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SUPPLEMENTAL SCHEDULE AS OF DECEMBER 31, 2015: | |
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 | |
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Exhibits 23.1: Consent of Independent Registered Public Accounting Firm | |
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, 2015 and 2014, and the related statement of changes in net assets available for benefits for the year ended December 31, 2015. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audit included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, 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, 2015 and 2014, and the changes in net assets available for benefits for the year ended December 31, 2015, in conformity with accounting principles generally accepted in the United States of America.
The supplemental information in the accompanying Schedule of Assets (Held at End of Year) at December 31, 2015 and the Schedule of Delinquent Participant Contributions for the year ended December 31, 2015 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is presented for the purpose of additional analysis and is not a required part of the financial statements but include supplemental information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information in the accompanying schedules, we evaluated whether the supplemental information, including its form and content, is presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information in the accompanying schedules (Schedule of Assets [Held at End of Year] at December 31, 2015 and the Schedule of Delinquent Participant Contributions for the year ended December 31, 2015) is fairly stated in all material respects in relation to the financial statements as a whole.
/s/ Johnson Lambert LLP
Falls Church, Virginia
July 8, 2016
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2015 AND 2014
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| 2015 | | 2014 |
ASSETS: | | | |
Total participant-directed investments - at fair value | $ | 2,546,530,814 |
| | $ | 3,809,250,078 |
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Receivables: | | | |
Employer Contribution Receivable | 20,241,123 |
| | 44,555,643 |
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Notes receivable from participants | 24,565,683 |
| | 46,135,798 |
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Accrued investment income | 2,350,895 |
| | 3,155,199 |
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Unsettled trade receivables | 1,898,351 |
| | 34,054,372 |
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Total receivables | 49,056,052 |
| | 127,901,012 |
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Total assets | 2,595,586,866 |
| | 3,937,151,090 |
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LIABILITIES: | | | |
Accrued expenses | 1,947,104 |
| | 1,074,787 |
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Unsettled trade payables | 19,995,022 |
| | 47,541,164 |
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Total liabilities | 21,942,126 |
| | 48,615,951 |
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NET ASSETS AVAILABLE FOR BENEFITS - at fair value | 2,573,644,740 |
| | 3,888,535,139 |
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Adjustment from fair value to contract value for fully benefit-responsive stable value fund | (2,548 | ) | | (71,969 | ) |
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NET ASSETS AVAILABLE FOR BENEFITS | $ | 2,573,642,192 |
| | $ | 3,888,463,170 |
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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, 2015
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| 2015 |
INVESTMENT INCOME (LOSS): | |
Net depreciation in fair value of investments | $ | (37,012,318 | ) |
Dividends | 62,210,514 |
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Interest | 6,093,591 |
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Net investment gain | 31,291,787 |
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ADDITIONS: | |
Participant contributions | 164,867,345 |
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Employer contributions | 29,183,615 |
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Participant rollovers | 12,835,070 |
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Interest income on notes receivable from participants | 1,575,859 |
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Total additions | 208,461,889 |
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DEDUCTIONS: | |
Distributions to participants | 528,481,032 |
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Administrative expenses | 2,892,323 |
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Total deductions | 531,373,355 |
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DECREASE IN NET ASSETS AVAILABLE FOR | |
BENEFITS BEFORE PLAN TRANSFERS | (291,619,679 | ) |
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Transfer to other plan | (1,023,201,299 | ) |
NET ASSETS AVAILABLE FOR BENEFITS: | |
Beginning of year | 3,888,463,170 |
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End of year | $ | 2,573,642,192 |
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See notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2015 AND 2014 AND FOR THE YEAR ENDED DECEMBER 31, 2015
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). 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 requirements of Code Section 401(k). It is also subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended ("ERISA").
The Company established the CSC Employee Benefits Fiduciary Committee (the "Committee"), which generally consists of five members appointed by the Compensation Committee of the Board of Directors of the Company who serve without additional compensation and are reimbursed by the Company for all reasonable expenses incurred in the discharge of their duties as members of the Committee to the extent such expenses are not paid by the Plan. 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 April 1, 2015, the Plan was updated to incorporate several changes which included an updated investment menu line-up with white-labeled options, a restriction of future contributions to the CSC stock fund of 10% of eligible compensation, and a change in the default investment option to the Target Series fund by age.
Effective July 1, 2015, a self-directed brokerage account option was offered to plan participants.
Separation of CSRA - On November 27, 2015, the Company completed the previously announced separation of the Company's U.S. public sector business and merger with SRA International to form a new publicly traded Company: CSRA Inc. (CSRA) (the Separation). Under the terms of the Separation agreements, on November 27, 2015, stockholders who held CSC common stock at the close of business on November 18, 2015 (the Record Date), received a distribution of one CSRA common share for every one share of CSC common stock held as of the Record Date. CSRA is now an independent public company trading under the symbol "CSRA" on the New York Stock Exchange.
Interest in the CSC Sponsored Trust - Through November 2, 2015 the Plan assets were held in The Bank of New York in a master trust. As part of the Separation, CSC assigned the trust to CSRA Inc. and transferred all assets associated with the CSC employees into a newly formed master trust sponsored by the Company. The Bank of New York serves as trustee, agent, and custodian of the Plan for purposes of investment of the assets of the trust.
At December 31, 2015 and 2014, the Plan’s interest in the assets of the trust in which its asset were held was approximately 99% and 57%, respectively. Investment income and administrative expenses relating to each discretionary or directed fund are allocated to the individual plans based upon average monthly balances invested by each plan in each discretionary or directed fund. Accordingly, the Plan reports its investment in the trust account based on an allocation of individual investments of the trust account.
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.
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 $6,000 on a pre-tax basis in 2015.
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. Due to the Separation the CSRA employees are not eligible for matching contributions in 2015.
Effective January 1, 2014, the Plan switched to an annual posting of Company match for all participants that are in the standard match. The match earned during the year is posted to participant accounts in January of the following year. In order to receive this match, participants must remain employed through the end of the year or terminate due to retirement or death. Retired or deceased employees receive their contribution as soon as administratively feasible. The few select participants that receive a match during the year include collectively bargained employees, Swiss Re, and service contract employees.
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 21 investment options listed below.
The T. Rowe Price Stable Value Common Trust 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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• | MCM International Country World Index EX US issued by Bank of New York Mellon (EB DL ACWI) |
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• | PIMCO All Asset All Authority Fund ( REGULATED) |
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• | Mellon EB Daily Liquidity Stock Index Fund issued by BNYM |
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• | MCM Daily Liquidity Completion Fund issued by BNYM (EB Daily Liquidity Market Completion Fund) |
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• | Pyramis Select Global Equity Commingled Funds |
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• | GMO Benchmark - Free Allocation Series Fund (US REGISTERED) |
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• | Blackrock Global Allocation Collective Fund |
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• | Money Market Fund issued by State Street Global Advisor ("SSgA") |
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• | Mellon TIPS Index Fund issued by BYNM (EB Daily Liquidity Non-SL) |
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• | Target Series Retirement Fund issued by SSgA (Target Retirement Income |
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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) |
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• | Target Series Retirement 2055 Fund issued by SSgA (Target Retirement 2055) |
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• | Target Series Retirement 2060 Fund issued by SSgA (Target Retirement 2060) |
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• | T Rowe Price Stable Value Common Trust Fund |
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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• | BlackRock Core Bond Portfolio (Bond Option) |
• Epoch Global Equity (Strategic Equity Option)
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.
The majority of participants have a vested interest in his or her Matching Contributions Account of 100% after achieving one full year of service. For 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.
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 2015 amounted to $3,424,976 . 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 $2,386,649 at December 31, 2015 and $4,192,228 at December 31, 2014. In 2015, employer contributions attributable to the year ended December 31, 2014 were reduced by $4,192,228. The Plan also paid administrative expenses of $0, restored forfeitures of $30,908 and transfered $1,007,419 of forfeitures to CSRA, Inc. due to the spin off during the year ended December 31, 2015.
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. Plan participants also incurred quarterly advisory fees totaling $2.87 during calendar year 2015.
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, partial or complete legal termination of the trust or a unit holder, tax disqualification of the trust or a unit holder and certain trust amendments if the issuer's consent is not obtained. As of December 31, 2015, 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 $2,902,807 and $9,070,441 at December 31, 2015 and 2014, respectively.
Standards Issued But Not Yet Effective - In May 2015, the FASB issued Accounting Standards Update No. 2015-07, Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) (ASU 2015-07). ASU 2015-07 removes the requirement to include investments in the fair value hierarchy for which fair value is measured using the net asset value per share practical expedient under ASC 820. ASU 2015-07 is effective for the Plan retrospectively for the year ending December 31, 2016 with early adoption permitted. The Committee is currently evaluating the impact of the pending adoption of ASU 2015-07 on the Plan’s financial statements.
In July 2015, the FASB issued ASU No. 2015-12, "Plan Accounting: Defined Benefit Pension Plans (Topic 960), Defined Contribution Pension Plans (Topic 962), Health and Welfare Benefit Plans (Topic 965): (Part I) Fully Benefit-Responsive Investment Contracts, (Part II) Plan Investment Disclosures, (Part III) Measurement Date Practical Expedient." Part I of the ASU eliminates the requirements to measure the fair value of fully benefit-responsive investment contracts and provide certain disclosures. Contract value is the only required measure for fully benefit-responsive investment contracts. Part II of the ASU eliminates the requirements to disclose individual investments that represent five percent or more of net assets available for benefits and the net appreciation or depreciation in fair value of investments by general type. It also simplifies the level of disaggregation of investments that are measured using fair value. Plans will continue to disaggregate investments that are measured using fair value by general type; however, plans are no longer required to also disaggregate investments by nature, characteristics and risks. Further, the disclosure of information about fair value measurements shall be provided by general type of plan asset. Part III of the ASU is not applicable to the Plan. The ASU is effective for fiscal years beginning after December 15, 2015, with retrospective application to all periods presented. The impact from this guidance on the Plan's financial statements and footnotes is currently being evaluated.
Note 3 -- Tax Status
The Internal Revenue Service has determined and informed the Company by a determination letter dated May 8, 2015, that the Plan and related trust are designed in accordance with applicable sections of the Code.
The Plan administrator and tax counsel believe that although the Plan was amended effective April 1, 2015 and that amendment was not considered in the most recent determination letter, 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 not 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 twice 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 each exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2015 and 2014:
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| | | | | | | |
Description of Issue | 2015 | | 2014 |
| | | |
SSgA Money Market Fund | $ | 195,399,149 |
| | $ | 257,887,733 |
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Commingled Funds: | | | |
Mellon Bank Daily Liquidity Stock Index Fund (1) | 287,180,148 |
| | 609,383,784 |
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Mellon Bank EB Daily Market Completion Fund (1) | — |
| | 350,507,958 |
|
Mellon Bank EB Daily Liquidity All Country World Index Fund(1) | 319,792,147 |
| | — |
|
Frank Russell Equity #1 Fund | — |
| | 243,478,211 |
|
CSC common stock (1) | 188,279,415 |
| | 529,184,325 |
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CSRA common stock | 198,149,310 |
| | — |
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Balanced Commingled Funds: | | | |
SSgA Target Retirement 2020 | 149,449,854 |
| | 228,298,615 |
SSgA Target Retirement 2025 | 163,806,706 |
| | 223,485,526 |
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(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, 2015 as follows:
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| | | |
| 2015 |
| |
Interest in commingled funds | $ | (50,999,865 | ) |
CSC common stock | (19,056,481 | ) |
CSRA common stock | 29,391,023 |
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International equities | 8,739,477 |
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Bonds and debentures | (5,074,521 | ) |
Other | (11,951 | ) |
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Net depreciation in fair value of investments | $ | (37,012,318 | ) |
Note 5 -- Fair Value Measurements
In accordance with GAAP, 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 generally 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 |
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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 funds are categorized as Level 2 based on the NAV.
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, 2015, and December 31, 2014, 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, 2015 and December 31, 2014 are as follows:
|
| | | | | | | | | | | | | | | |
| Investment Assets at Fair Value as of December 31, 2015 |
| 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 Equity | $ | 20,151,164 |
| | $ | 319,792,147 |
| | $ | — |
| | $ | 339,943,311 |
|
CSC common stock | 188,304,219 |
| | — |
| | — |
| | 188,304,219 |
|
CSRA common stock | 198,149,310 |
| | — |
| | — |
| | 198,149,310 |
|
Domestic equity | 32,351,808 |
| | 452,773,668 |
| | — |
| | 485,125,476 |
|
| | | | | | | |
Fixed Income: | | | | | | | |
U.S. Treasuries | — |
| | 51,010,616 |
| | — |
| | 51,010,616 |
|
U.S. government agencies | — |
| | 2,892,679 |
| | — |
| | 2,892,679 |
|
State and local obligations | — |
| | 1,031,781 |
| | — |
| | 1,031,781 |
|
Non U.S. government | — |
| | 1,881,541 |
| | — |
| | 1,881,541 |
|
Agency mortgage backed securities | — |
| | 42,677,873 |
| | — |
| | 42,677,873 |
|
Asset and other mortgage backed securities | — |
| | 36,120,496 |
| | — |
| | 36,120,496 |
|
Corporate bonds | — |
| | 44,144,737 |
| | — |
| | 44,144,737 |
|
Fixed income commingled fund | — |
| | 47,392,634 |
| | — |
| | 47,392,634 |
|
Stable value fund | — |
| | 3,041,414 |
| | — |
| | 3,041,414 |
|
Balanced commingled funds | — |
| | 767,708,797 |
| | — |
| | 767,708,797 |
|
Alternatives Fund ( Mutual Fund) | 69,881,840 |
| | — |
| | — |
| | 69,881,840 |
|
Alternatives Fund (CF) | — |
| | 36,585,807 |
| | — |
| | 36,585,807 |
|
Other: | | | | | | | |
Self Directed Brokerage | 17,429,043 |
| | — |
| | — |
| | 17,429,043 |
|
| | | | | | | |
Cash & cash equivalents | — |
| | 213,209,240 |
| | — |
| | 213,209,240 |
|
| | | | | | | |
Total investment assets at fair value | $ | 526,267,384 |
| | $ | 2,020,263,430 |
| | $ | — |
| | $ | 2,546,530,814 |
|
|
| | | | | | | | | | | | | | | |
| Investment Assets at Fair Value as of December 31, 2014 |
| 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 Equity | $ | 72,771,268 |
| | $ | 101,936,337 |
| | $ | — |
| | $ | 174,707,605 |
|
CSC common stock | 529,184,325 |
| | — |
| | — |
| | 529,184,325 |
|
Domestic equity | — |
| | 1,387,031,034 |
| | — |
| | 1,387,031,034 |
|
| | | | | | | |
Fixed Income: | | | | | | | |
U.S. Treasuries | — |
| | 52,169,456 |
| | — |
| | 52,169,456 |
|
U.S. government agencies | — |
| | 5,166,275 |
| | — |
| | 5,166,275 |
|
State and local obligations | — |
| | 3,428,282 |
| | — |
| | 3,428,282 |
|
Non U.S. government | — |
| | 2,204,586 |
| | — |
| | 2,204,586 |
|
Agency mortgage backed securities | — |
| | 38,793,225 |
| | — |
| | 38,793,225 |
|
Asset and other mortgage backed securities | — |
| | 70,192,536 |
| | — |
| | 70,192,536 |
|
Corporate bonds | 386,219 |
| | 65,734,785 |
| | — |
| | 66,121,004 |
|
Fixed income commingled fund | — |
| | 76,259,062 |
| | — |
| | 76,259,062 |
|
Stable value fund | — |
| | 4,964,719 |
| | — |
| | 4,964,719 |
|
Balanced commingled funds | — |
| | 1,110,920,063 |
| | — |
| | 1,110,920,063 |
|
| | | | | | | |
Derivatives | — |
| | (4,579 | ) | | — |
| | (4,579 | ) |
| | | | | | | |
Cash & cash equivalents | 93,144 |
| | 288,019,341 |
| | — |
| | 288,112,485 |
|
| | | | | | | |
Total investment assets at fair value | $ | 602,434,956 |
| | $ | 3,206,815,122 |
| | $ | — |
| | $ | 3,809,250,078 |
|
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 SSgA Money Market Fund is a commingled STIF utilized for the Money Market Fund Option for participants and holds highly liquid, short-term investments, 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 EB Daily Liquidity Stock Index Fund is a component of the Global Equity Index Option and seeks to track the performance of the S&P 500 Index. It is designed to represent the entire stock market by reflecting the risk and return of 500 large cap companies listed on U.S. stock exchanges. |
| |
• | The MCM Daily Liquidity Completion Fund is a component of the Global Equity Index Option and |
seeks to match the performance of the Dow Jones U.S. Completion Total Stock Market Index. This universe is made up of all U.S. companies without the S&P 500 companies leaving a universe of mid- to small-size companies.
Global Equity Commingled funds
| |
• | The MCM International Country World Index EX US. Fund is a component of the Global Equity Index Option and seeks to track the performance of the MSCI All Country World (ACWI) ex-US Index. This universe is designed to provide a broad measure of equity-market performance throughout the world and is comprised of stocks from both developed and emerging markets. |
| |
• | Pyramis Select Global Equity Commingled Pool is a component of the Strategic Equity Option and seeks in to provide long-term total growth of capital primarily through investments in equity securities of companies anywhere in the world. |
Mutual Funds (U.S. Registered Funded)
| |
• | The PIMCO All Asset All Authority Fund is a component of the Strategic Allocation Option and utilizes global stocks and bonds, inflation-related investments and alternative strategies. The fund seeks maximum real return, consistent with preservation of real capital and prudent investment management. |
| |
• | The GMO Benchmark-Free Allocation Series Fund is a component of the Strategic Allocation Option that invests in both domestic and international stocks and bonds and seeks positive total return not "relative" return. |
Fixed income commingled fund
| |
• | The (Mellon) TIPS Index Fund is a component of the Strategic Real Asset Option and seeks to track the performance of the Barclays U.S. Treasury Inflation-Protected Securities (TIPS) Index. The fund invests primarily in inflation-indexed fixed income securities issued in the United States. Inflation-indexed bonds are fixed income securities that are structured to provide protection against inflation. |
Stable value fund
| |
• | The T. Rowe Price Stable Value Common Trust 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 Retirement Series Funds (Retirement Income and the Target Retirement Funds 2015 through 2060) 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. |
Other Commingled funds
| |
• | BlackRock Global Allocation Collective Fund is a component of the Strategic Allocation Option and seeks to provide total investment return utilizing U.S. and foreign equity securities, debt and money market securities, the combination of which will be varied from time to time both with respect to types of securities and markets in response to changing market and economic trends. |
The CSRA Common Stock is held due to the spin-off on November 27, 2015. The stock is held by an independent investment manager and fiduciary until liquidated.
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 rateable 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, 2015. During the year ended December 31, 2015, the Plan expensed $358,240 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2015 and 2014, the Plan held 5,762,063 and 8,393,090 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $142,886,305 and $403,083,179, respectively. The Plan received $62,171,737 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2015.
Note 8 -- Derivative Financial Instruments
In the Plan's investment funds, only one fixed income investment manager is permitted to use certain specified types of derivative instruments as part of its 2014 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 2014, 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, 2015, the Plan had no futures contracts. At December 31, 2014, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $32,588,898. 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. There were no futures contracts at December 31, 2015. The fair value of futures contracts was $63,922 at December 31, 2014. 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. As of December 31, 2015, the Plan had not entered into any interest rate swap contracts. The Plan had entered into 4 interest rate swap contracts as of December 31, 2014, with a total fair value of $(66,955) and a notional value of $4,200,000.
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. As of December 31, 2015 the Plan had no swap. The Plan had entered into one credit default swaps, as the buyer, with a fair value of $(1,546) and notional amount of $265,000 as of December 31, 2014.
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2014 were as follows:
|
| | | | | | | | | | | |
| As of December 31, 2014 |
| 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 | | $ | — |
| | Investments at fair value | | $ | (66,955 | ) |
Futures | Investments at fair value | | 103,933 |
| | Investments at fair value | | (40,011 | ) |
Credit default swaps | Investments at fair value | | — |
| | Investments at fair value | | (1,546 | ) |
| | | | | | | |
Total derivatives | | | $ | 103,933 |
| | | | $ | (108,512 | ) |
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, 2015 and 2014:
|
| | | | | | | |
| 2015 | | 2014 |
| | | |
Net assets available for benefits per the financial statements | $ | 2,573,642,192 |
| | $ | 3,888,463,170 |
|
Amounts allocated to withdrawing participants | (2,902,807 | ) | | (9,070,441 | ) |
Adjustment from contract value to fair value for fully benefit-responsive stable value fund | 2,548 |
| | 71,969 |
|
Net assets available for benefits per Form 5500 | $ | 2,570,741,933 |
| | $ | 3,879,464,698 |
|
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, 2015:
|
| | | |
| 2015 |
| |
Net decrease in net assets per the financial statements | $ | (291,619,679 | ) |
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year | 2,548 |
|
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year | (71,969 | ) |
Distributions allocated to withdrawing participants at end of year | (2,902,807 | ) |
Distributions allocated to withdrawing participants at start of year | 9,070,441 |
|
Net decrease in net assets per Form 5500 | $ | (285,521,466 | ) |
The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2015:
|
| | | |
| 2015 |
| |
Distributions to participants per the financial statements | $ | 528,481,032 |
|
Amounts allocated to withdrawing participants at end of year | 2,902,807 |
|
Amounts allocated to withdrawing participants at start of year | (9,070,441 | ) |
Distributions to participants per the Form 5500 | $ | 522,313,398 |
|
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
There are no subsequent events.
SUPPLEMENTAL SCHEDULES
Schedule of Assets Held 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 | | | | (96,475 | ) |
| Euro | Cash & cash equivalents | | | | 1,157 |
|
| | | | Total Cash & Cash Equivalents | (95,318 | ) |
| | | | | | |
| State Street Global Advisor | Money Market Fund | | | | 195,399,149 |
|
* | The Bank of New York Mellon | Collective Short Term Invest Fd | | | | 17,905,409 |
|
| | | | Total Short-Term Investments | 213,304,558 |
|
| | | | | | |
* | Computer Sciences Corporation | Common Stock (5,762,063 shares) | | | | 188,279,415 |
|
* | Computer Sciences Corporation | MAP Pre 2004 Stale | | | | 24,804 |
|
| | | | Total Common Stock | 188,304,219 |
|
| | | | | | |
| Computer Sciences Corporation | Participant loans - Interest rates range from 3.25% to 9.25%. Original maturities range from 20041 to 2030 | | | 24,565,683 |
|
| | | | | | |
| BlackRock | BlackRock Global Allocation | | | | 36,585,807 |
|
| Fidelity | PYRAMIS SELECT GLOBAL EQUITY | | | | 100,987,013 |
|
| Grantham, Mayo, Van Otterloo & Co. | GMO BNCHMRK-FREE ALL SER-R6 | | | | 36,642,612 |
|
* | Mellon Bank,N.A. | BK OF NY MELLON/EB DL ACWI | | | | 319,792,147 |
|
* | Mellon Bank,N.A. | EB DL SIF UC1 | | | | 287,180,148 |
|
* | Mellon Bank,N.A. | EB DL MRKT COMPLETION FUND | | | | 64,606,507 |
|
* | Mellon Bank,N.A. | EB DL NON SL TIPS FUND | | | | 47,392,634 |
|
| Pacific Investment Management Company | PIMCO ALL ASSETS ALL AUTH-IS | | | | 33,239,228 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value |
| State Street Global Advisor | SSGA TARGET RETIREMENT INCOME | | | | 48,943,697 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2015 SL | | | | 78,128,099 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2020 SL | | | | 149,449,854 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2025 SL | | | | 163,806,706 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2030 SL | | | | 127,001,688 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2035 SL | | | | 88,146,411 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2040 SL | | | | 58,922,888 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2045 SL | | | | 27,609,386 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2050 SL | | | | 22,590,203 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2055 | | | | 1,261,256 |
|
| State Street Global Advisor | SSGA TARGET RETIREMENT 2060 | | | | 1,848,609 |
|
| T. Rowe Price | T ROWE PRICE STABLE VALUE | | | | 3,038,866 |
|
| | | Total Interest in Commingled Funds | 1,697,173,759 |
|
| | | | | | |
| 21ST CENTURY FOX AMERICA 144A | Corporate bonds | 3.700 | % | 10/15/2025 | | 24,938 |
|
| 21ST CENTURY FOX AMERICA INC | Corporate bonds | 7.750 | % | 1/20/2024 | | 37,125 |
|
| 21ST CENTURY FOX AMERICA INC | Corporate bonds | 8.500 | % | 2/23/2025 | | 44,947 |
|
| ABBVIE INC | Corporate bonds | 2.900 | % | 11/6/2022 | | 62,883 |
|
| ABBVIE INC | Corporate bonds | 4.400 | % | 11/6/2042 | | 172,776 |
|
| ABBVIE INC | Corporate bonds | 3.600 | % | 5/14/2025 | | 49,347 |
|
| ABBVIE INC | Corporate bonds | 4.500 | % | 5/14/2035 | | 117,552 |
|
| ABBVIE INC | Corporate bonds | 4.700 | % | 5/14/2045 | | 34,211 |
|
| ABBVIE INC | Corporate bonds | 2.500 | % | 5/14/2020 | | 128,693 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 2.350 | % | 3/12/2018 | | 235,245 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| ACTAVIS FUNDING SCS | Corporate bonds | 3.000 | % | 3/12/2020 | | 199,841 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 4.750 | % | 3/15/2045 | | 34,127 |
|
| ACTAVIS INC | Corporate bonds | 1.875 | % | 10/1/2017 | | 274,672 |
|
| AGRIUM INC | Corporate bonds | 4.125 | % | 3/15/2035 | | 12,760 |
|
| ALIBABA GROUP HOLDING LTD | Corporate bonds | 2.500 | % | 11/28/2019 | | 195,392 |
|
| ALIBABA GROUP HOLDING LTD | Corporate bonds | 1.625 | % | 11/28/2017 | | 197,493 |
|
| ALTRIA GROUP INC | Corporate bonds | 5.375 | % | 1/31/2044 | | 80,673 |
|
| AMERICAN AIRLINES 2015-1 CLASS | Corporate bonds | 3.375 | % | 11/1/2028 | | 66,184 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 4.875 | % | 6/1/2022 | | 178,190 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 4.375 | % | 1/15/2055 | | 132,330 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 3.875 | % | 1/15/2035 | | 26,461 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 3.750 | % | 7/10/2025 | | 59,464 |
|
| AMERICAN TOWER CORP | Corporate bonds | 4.000 | % | 6/1/2025 | | 36,369 |
|
| AMERICAN TRANSMISSION SYS 144A | Corporate bonds | 5.250 | % | 1/15/2022 | | 245,452 |
|
| AMGEN INC | Corporate bonds | 5.150 | % | 11/15/2041 | | 137,057 |
|
| AMGEN INC | Corporate bonds | 3.625 | % | 5/22/2024 | | 184,931 |
|
| AMGEN INC | Corporate bonds | 4.400 | % | 5/1/2045 | | 64,857 |
|
| ANADARKO PETROLEUM CORP | Corporate bonds | 5.950 | % | 9/15/2016 | | 414,105 |
|
| ANADARKO PETROLEUM CORP | Corporate bonds | 6.450 | % | 9/15/2036 | | 70,362 |
|
| ANADARKO PETROLEUM CORP | Corporate bonds | 6.375 | % | 9/15/2017 | | 348,143 |
|
| ANALOG DEVICES INC | Corporate bonds | 3.900 | % | 12/15/2025 | | 15,143 |
|
| ANALOG DEVICES INC | Corporate bonds | 5.300 | % | 12/15/2045 | | 15,453 |
|
| ANHEUSER-BUSCH INBEV WORLDWIDE | Corporate bonds | 3.750 | % | 7/15/2042 | | 30,072 |
|
| ANTHEM INC | Corporate bonds | 4.650 | % | 1/15/2043 | | 76,125 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| ANTHEM INC | Corporate bonds | 4.650 | % | 8/15/2044 | | 47,655 |
|
| AON PLC | Corporate bonds | 4.600 | % | 6/14/2044 | | 19,255 |
|
| AON PLC | Corporate bonds | 4.750 | % | 5/15/2045 | | 34,600 |
|
| APPLE INC | Corporate bonds | 2.850 | % | 5/6/2021 | | 204,820 |
|
| APPLE INC | Corporate bonds | 3.450 | % | 2/9/2045 | | 43,048 |
|
| APPLE INC | Corporate bonds | 2.000 | % | 5/6/2020 | | 139,855 |
|
| APPLIED MATERIALS INC | Corporate bonds | 3.900 | % | 10/1/2025 | | 75,404 |
|
| AT&T INC | Corporate bonds | 4.300 | % | 12/15/2042 | | 29,907 |
|
| AT&T INC | Corporate bonds | 4.350 | % | 6/15/2045 | | 51,328 |
|
| AT&T INC | Corporate bonds | 2.375 | % | 11/27/2018 | | 34,232 |
|
| AT&T INC | Corporate bonds | 2.300 | % | 3/11/2019 | | 32,984 |
|
| AT&T INC | Corporate bonds | 4.800 | % | 6/15/2044 | | 183,227 |
|
| AT&T INC | Corporate bonds | 3.000 | % | 6/30/2022 | | 180,564 |
|
| AT&T INC | Corporate bonds | 4.500 | % | 5/15/2035 | | 46,243 |
|
| AT&T INC | Corporate bonds | 4.750 | % | 5/15/2046 | | 77,826 |
|
| AT&T INC | Corporate bonds | 5.350 | % | 9/1/2040 | | 15,803 |
|
| AVALONBAY COMMUNITIES INC | Corporate bonds | 2.850 | % | 3/15/2023 | | 313,737 |
|
| AVALONBAY COMMUNITIES INC | Corporate bonds | 3.500 | % | 11/15/2025 | | 4,952 |
|
| AVIATION CAPITAL GROUP CO 144A | Corporate bonds | 2.875 | % | 9/17/2018 | | 149,139 |
|
| BAE SYSTEMS HOLDINGS INC 144A | Corporate bonds | 3.850 | % | 12/15/2025 | | 24,749 |
|
| BANK OF AMERICA CORP | Corporate bonds | 5.625 | % | 10/14/2016 | | 237,281 |
|
| BANK OF AMERICA CORP | Corporate bonds | 3.750 | % | 7/12/2016 | | 212,633 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.600 | % | 1/15/2019 | | 128,417 |
|
| BANK OF AMERICA CORP | Corporate bonds | 4.000 | % | 1/22/2025 | | 303,468 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 | 2.250 | % | 4/21/2020 | | 347,408 |
|
| BANK OF AMERICA CORP | Corporate bonds | 3.950 | % | 4/21/2025 | | 274,603 |
|
| BANK OF AMERICA CORP | Corporate bonds | 3.875 | % | 8/1/2025 | | 162,420 |
|
| BANK OF AMERICA CORP | Corporate bonds | VAR RT |
| 3/22/2018 | | 275,882 |
|
| BANK OF NEW YORK MELLON CORP/T | Corporate bonds | 3.000 | % | 2/24/2025 | | 181,928 |
|
| BANK OF NEW YORK MELLON CORP/T | Corporate bonds | VAR RT |
| 12/29/2049 | | 171,500 |
|
| BARCLAYS PLC | Corporate bonds | 2.000 | % | 3/16/2018 | | 323,060 |
|
| BARCLAYS PLC | Corporate bonds | 5.250 | % | 8/17/2045 | | 201,457 |
|
| BAXALTA INC 144A | Corporate bonds | 4.000 | % | 6/23/2025 | | 39,584 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 1.800 | % | 12/15/2017 | | 19,971 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 2.675 | % | 12/15/2019 | | 15,082 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 3.734 | % | 12/15/2024 | | 20,171 |
|
| BERKSHIRE HATHAWAY ENERGY CO | Corporate bonds | 6.500 | % | 9/15/2037 | | 243,405 |
|
| BIOGEN INC | Corporate bonds | 5.200 | % | 9/15/2045 | | 25,009 |
|
| BIOGEN INC | Corporate bonds | 4.050 | % | 9/15/2025 | | 30,136 |
|
| BOEING CO/THE | Corporate bonds | 3.500 | % | 3/1/2045 | | 4,610 |
|
| BOSTON SCIENTIFIC CORP | Corporate bonds | 2.850 | % | 5/15/2020 | | 44,766 |
|
| BOSTON SCIENTIFIC CORP | Corporate bonds | 3.850 | % | 5/15/2025 | | 137,753 |
|
| BPCE SA 144A | Corporate bonds | 5.700 | % | 10/22/2023 | | 209,989 |
|
| BRANCH BANKING & TRUST CO | Corporate bonds | 3.625 | % | 9/16/2025 | | 252,351 |
|
| BRISTOL-MYERS SQUIBB CO | Corporate bonds | 4.500 | % | 3/1/2044 | | 43,241 |
|
| BURLINGTON NORTHERN SANTA FE L | Corporate bonds | 4.550 | % | 9/1/2044 | | 62,748 |
|
| BURLINGTON NORTHERN SANTA FE L | Corporate bonds | 4.150 | % | 4/1/2045 | | 158,607 |
|
| CAIXA ECONOMICA FEDERAL 144A | Corporate bonds | 2.375 | % | 11/6/2017 | | 262,200 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| CALIFORNIA INSTITUTE OF TECHNO | Corporate bonds | 4.321 | % | 8/1/2045 | | 113,871 |
|
| CANADIAN PACIFIC RAILWAY CO | Corporate bonds | 3.700 | % | 2/1/2026 | | 19,681 |
|
| CAPITAL ONE FINANCIAL CORP | Corporate bonds | 4.200 | % | 10/29/2025 | | 127,368 |
|
| CAPITAL ONE NA/MCLEAN VA | Corporate bonds | 1.650 | % | 2/5/2018 | | 247,527 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 3.579 | % | 7/23/2020 | | 104,371 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 4.464 | % | 7/23/2022 | | 318,883 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 4.908 | % | 7/23/2025 | | 174,830 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 6.384 | % | 10/23/2035 | | 156,601 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 6.484 | % | 10/23/2045 | | 110,180 |
|
| CCO SAFARI II LLC 144A | Corporate bonds | 6.834 | % | 10/23/2055 | | 34,483 |
|
| CDP FINANCIAL INC 144A | Corporate bonds | 4.400 | % | 11/25/2019 | | 832,093 |
|
| CELGENE CORP | Corporate bonds | 3.250 | % | 8/15/2022 | | 64,485 |
|
| CELGENE CORP | Corporate bonds | 2.875 | % | 8/15/2020 | | 74,435 |
|
| CF INDUSTRIES INC | Corporate bonds | 5.375 | % | 3/15/2044 | | 78,275 |
|
| CIGNA CORP | Corporate bonds | 3.250 | % | 4/15/2025 | | 39,251 |
|
| CITIGROUP INC | Corporate bonds | 1.300 | % | 4/1/2016 | | 275,388 |
|
| CITIGROUP INC | Corporate bonds | 2.500 | % | 7/29/2019 | | 89,864 |
|
| CITIGROUP INC | Corporate bonds | 1.800 | % | 2/5/2018 | | 273,947 |
|
| COCA-COLA CO/THE | Corporate bonds | 2.875 | % | 10/27/2025 | | 123,232 |
|
| COMCAST CORP | Corporate bonds | 7.050 | % | 3/15/2033 | | 32,255 |
|
| COMCAST CORP | Corporate bonds | 6.500 | % | 11/15/2035 | | 256,929 |
|
| COMCAST CORP | Corporate bonds | 4.200 | % | 8/15/2034 | | 99,059 |
|
| COMCAST CORP | Corporate bonds | 4.400 | % | 8/15/2035 | | 35,277 |
|
| COMCAST CORP | Corporate bonds | 4.600 | % | 8/15/2045 | | 76,122 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| CONTINENTAL RESOURCES INC/OK | Corporate bonds | 4.500 | % | 4/15/2023 | | 33,049 |
|
| CONTINENTAL RESOURCES INC/OK | Corporate bonds | 4.900 | % | 6/1/2044 | | 15,074 |
|
| CORP FINANCIERA DE DESARR 144A | Corporate bonds | 4.750 | % | 7/15/2025 | | 197,000 |
|
| COVENTRY HEALTH CARE INC | Corporate bonds | 5.450 | % | 6/15/2021 | | 204,338 |
|
| COX COMMUNICATIONS INC 144A | Corporate bonds | 8.375 | % | 3/1/2039 | | 120,113 |
|
| CREDIT SUISSE AG/NEW YORK NY | Corporate bonds | 1.375 | % | 5/26/2017 | | 273,701 |
|
| CREDIT SUISSE GROUP FUNDI 144A | Corporate bonds | 4.875 | % | 5/15/2045 | | 246,522 |
|
| CROWN CASTLE TOWERS LLC 144A | Corporate bonds | 6.113 | % | 1/15/2040 | | 507,155 |
|
| CVS HEALTH CORP | Corporate bonds | 5.300 | % | 12/5/2043 | | 37,593 |
|
| CVS HEALTH CORP | Corporate bonds | 2.800 | % | 7/20/2020 | | 65,292 |
|
| CVS HEALTH CORP | Corporate bonds | 3.875 | % | 7/20/2025 | | 56,132 |
|
| CVS HEALTH CORP | Corporate bonds | 4.875 | % | 7/20/2035 | | 160,036 |
|
| CVS HEALTH CORP | Corporate bonds | 5.125 | % | 7/20/2045 | | 84,274 |
|
| DAIMLER FINANCE NORTH AME 144A | Corporate bonds | 2.450 | % | 5/18/2020 | | 235,392 |
|
| DEERE & CO | Corporate bonds | 2.600 | % | 6/8/2022 | | 182,411 |
|
| DEUTSCHE BANK AG | Corporate bonds | VAR RT |
| 5/24/2028 | | 182,546 |
|
| DEUTSCHE BANK AG/LONDON | Corporate bonds | 1.350 | % | 5/30/2017 | | 263,292 |
|
| DEVON ENERGY CORP | Corporate bonds | 3.250 | % | 5/15/2022 | | 113,905 |
|
| DEVON ENERGY CORP | Corporate bonds | 5.000 | % | 6/15/2045 | | 16,674 |
|
| DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 4.600 | % | 2/15/2021 | | 79,438 |
|
| DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 4.450 | % | 4/1/2024 | | 51,355 |
|
| DISCOVER BANK/GREENWOOD DE | Corporate bonds | 3.100 | % | 6/4/2020 | | 250,567 |
|
| DISCOVER BANK/GREENWOOD DE | Corporate bonds | 2.600 | % | 11/13/2018 | | 249,800 |
|
| DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 4.875 | % | 4/1/2043 | | 42,802 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| DORIC NIMROD AIR ALPHA 20 144A | Corporate bonds | 5.250 | % | 5/30/2025 | | 169,787 |
|
| DOW CHEMICAL CO/THE | Corporate bonds | 4.375 | % | 11/15/2042 | | 26,127 |
|
| DOW CHEMICAL CO/THE | Corporate bonds | 4.250 | % | 10/1/2034 | | 21,660 |
|
| DUKE ENERGY CAROLINAS LLC | Corporate bonds | 3.750 | % | 6/1/2045 | | 50,938 |
|
| DUKE ENERGY CORP | Corporate bonds | 3.750 | % | 4/15/2024 | | 60,792 |
|
| DUKE ENERGY FLORIDA LLC | Corporate bonds | 6.400 | % | 6/15/2038 | | 95,917 |
|
| DUKE UNIVERSITY | Corporate bonds | 4.077 | % | 10/1/2048 | | 49,310 |
|
| EASTMAN CHEMICAL CO | Corporate bonds | 4.650 | % | 10/15/2044 | | 4,439 |
|
| EASTMAN CHEMICAL CO | Corporate bonds | 2.700 | % | 1/15/2020 | | 44,555 |
|
| EASTMAN CHEMICAL CO | Corporate bonds | 3.800 | % | 3/15/2025 | | 140,423 |
|
| EATON CORP | Corporate bonds | 2.750 | % | 11/2/2022 | | 86,120 |
|
| EL PASO NATURAL GAS CO LLC | Corporate bonds | 5.950 | % | 4/15/2017 | | 182,054 |
|
| ELI LILLY & CO | Corporate bonds | 3.700 | % | 3/1/2045 | | 18,708 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 6.500 | % | 2/1/2042 | | 161,846 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.900 | % | 2/1/2024 | | 4,457 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.050 | % | 3/15/2025 | | 151,933 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.900 | % | 3/15/2035 | | 109,067 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 5.100 | % | 2/15/2045 | | 92,140 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 3.750 | % | 2/15/2025 | | 192,088 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 1.650 | % | 5/7/2018 | | 34,144 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 4.900 | % | 5/15/2046 | | 44,945 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | VAR RT |
| 8/1/2066 | | 85,025 |
|
| EOG RESOURCES INC | Corporate bonds | 3.900 | % | 4/1/2035 | | 50,356 |
|
| ERP OPERATING LP | Corporate bonds | 3.375 | % | 6/1/2025 | | 34,678 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| ERP OPERATING LP | Corporate bonds | 4.500 | % | 6/1/2045 | | 30,603 |
|
| EXELON CORP | Corporate bonds | 2.850 | % | 6/15/2020 | | 34,809 |
|
| FEDEX CORP | Corporate bonds | 3.875 | % | 8/1/2042 | | 116,848 |
|
| FEDEX CORP | Corporate bonds | 4.100 | % | 2/1/2045 | | 32,079 |
|
| FIDELITY NATIONAL INFORMATION | Corporate bonds | 3.500 | % | 4/15/2023 | | 19,096 |
|
| FIRSTENERGY TRANSMISSION 144A | Corporate bonds | 4.350 | % | 1/15/2025 | | 70,957 |
|
| FLORIDA POWER & LIGHT CO | Corporate bonds | 4.950 | % | 6/1/2035 | | 38,429 |
|
| FLORIDA POWER & LIGHT CO | Corporate bonds | 5.950 | % | 2/1/2038 | | 112,102 |
|
| FORD MOTOR CREDIT CO LLC | Corporate bonds | 1.724 | % | 12/6/2017 | | 251,072 |
|
| FORD MOTOR CREDIT CO LLC | Corporate bonds | VAR RT |
| 5/9/2016 | | 325,443 |
|
| FOREST LABORATORIES LLC 144A | Corporate bonds | 4.375 | % | 2/1/2019 | | 9,428 |
|
| FREEPORT-MCMORAN INC | Corporate bonds | 4.000 | % | 11/14/2021 | | 57,000 |
|
| FREEPORT-MCMORAN INC | Corporate bonds | 5.400 | % | 11/14/2034 | | 18,550 |
|
| GE CAPITAL INTERNATIONAL 144A | Corporate bonds | 4.418 | % | 11/15/2035 | | 234,711 |
|
| GENERAL ELECTRIC CO | Corporate bonds | 2.700 | % | 10/9/2022 | | 159,329 |
|
| GENERAL ELECTRIC CO | Corporate bonds | 4.500 | % | 3/11/2044 | | 190,389 |
|
| GENERAL ELECTRIC CO | Corporate bonds | 6.150 | % | 8/7/2037 | | 89,133 |
|
| GENERAL MOTORS FINANCIAL CO IN | Corporate bonds | 3.150 | % | 1/15/2020 | | 173,434 |
|
| GENERAL MOTORS FINANCIAL CO IN | Corporate bonds | 3.450 | % | 4/10/2022 | | 177,463 |
|
| GEORGIA POWER CO | Corporate bonds | 3.000 | % | 4/15/2016 | | 367,026 |
|
| GILEAD SCIENCES INC | Corporate bonds | 4.800 | % | 4/1/2044 | | 65,256 |
|
| GILEAD SCIENCES INC | Corporate bonds | 4.750 | % | 3/1/2046 | | 20,241 |
|
| GILEAD SCIENCES INC | Corporate bonds | 3.650 | % | 3/1/2026 | | 20,170 |
|
| GLAXOSMITHKLINE CAPITAL PLC | Corporate bonds | 2.850 | % | 5/8/2022 | | 50,388 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 | 4.800 | % | 7/8/2044 | | 183,927 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 6.150 | % | 4/1/2018 | | 70,585 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.750 | % | 9/15/2020 | | 34,977 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4.250 | % | 10/21/2025 | | 84,350 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4.750 | % | 10/21/2045 | | 34,768 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.900 | % | 7/19/2018 | | 162,108 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.600 | % | 4/23/2020 | | 136,952 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 3.750 | % | 5/22/2025 | | 125,834 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 5.150 | % | 5/22/2045 | | 58,283 |
|
| GTE CORP | Corporate bonds | 6.940 | % | 4/15/2028 | | 23,667 |
|
| HARRIS CORP | Corporate bonds | 2.700 | % | 4/27/2020 | | 24,527 |
|
| HARRIS CORP | Corporate bonds | 5.054 | % | 4/27/2045 | | 53,854 |
|
| HARTFORD FINANCIAL SERVICES GR | Corporate bonds | 4.300 | % | 4/15/2043 | | 20,476 |
|
| HEWLETT PACKARD ENTERPRIS 144A | Corporate bonds | 2.850 | % | 10/5/2018 | | 129,927 |
|
| HEWLETT PACKARD ENTERPRIS 144A | Corporate bonds | 3.600 | % | 10/15/2020 | | 150,344 |
|
| HOME DEPOT INC/THE | Corporate bonds | 4.400 | % | 3/15/2045 | | 93,020 |
|
| HOME DEPOT INC/THE | Corporate bonds | 4.250 | % | 4/1/2046 | | 40,892 |
|
| HOST HOTELS & RESORTS LP | Corporate bonds | 4.750 | % | 3/1/2023 | | 227,379 |
|
| HYUNDAI CAPITAL AMERICA 144A | Corporate bonds | 2.400 | % | 10/30/2018 | | 54,829 |
|
| HYUNDAI CAPITAL AMERICA 144A | Corporate bonds | 3.000 | % | 10/30/2020 | | 154,260 |
|
| ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 6.000 | % | 8/1/2020 | | 110,924 |
|
| ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 3.500 | % | 3/15/2017 | | 45,225 |
|
| ING BANK NV 144A | Corporate bonds | 3.750 | % | 3/7/2017 | | 502,002 |
|
| INTERNATIONAL BUSINESS MACHINE | Corporate bonds | 2.875 | % | 11/9/2022 | | 109,162 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value |
| INTERNATIONAL LEASE FINAN 144A | Corporate bonds | 7.125 | % | 9/1/2018 | | 87,700 |
|
| INTERNATIONAL PAPER CO | Corporate bonds | 3.650 | % | 6/15/2024 | | 86,069 |
|
| INTERNATIONAL PAPER CO | Corporate bonds | 4.800 | % | 6/15/2044 | | 21,833 |
|
| JABIL CIRCUIT INC | Corporate bonds | 8.250 | % | 3/15/2018 | | 192,719 |
|
| JP MORGAN CHASE CAPITAL XXIII | Corporate bonds | VAR RT |
| 5/15/2077 | | 184,363 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 1.700 | % | 3/1/2018 | | 736,412 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 4.250 | % | 10/1/2027 | | 180,567 |
|
| JPMORGAN CHASE & CO | Corporate bonds | VAR RT |
| 1/25/2018 | | 200,411 |
|
| JPMORGAN CHASE & CO | Corporate bonds | VAR RT |
| 12/29/2049 | | 149,438 |
|
| KEYCORP | Corporate bonds | 2.900 | % | 9/15/2020 | | 34,868 |
|
| KIMBERLY-CLARK CORP | Corporate bonds | 2.650 | % | 3/1/2025 | | 19,306 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 6.500 | % | 4/1/2020 | | 68,360 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 4.300 | % | 5/1/2024 | | 206,355 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 3.950 | % | 9/1/2022 | | 13,058 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 5.000 | % | 8/15/2042 | | 22,135 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 3.500 | % | 9/1/2023 | | 12,437 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 3.500 | % | 3/1/2021 | | 147,655 |
|
| KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 5.400 | % | 9/1/2044 | | 60,458 |
|
| KRAFT HEINZ FOODS CO 144A | Corporate bonds | 5.200 | % | 7/15/2045 | | 52,245 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.600 | % | 3/1/2035 | | 71,541 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.800 | % | 3/1/2045 | | 13,296 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.100 | % | 1/15/2023 | | 9,993 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.550 | % | 1/15/2026 | | 20,070 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 4.500 | % | 5/15/2036 | | 15,186 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| LOCKHEED MARTIN CORP | Corporate bonds | 4.700 | % | 5/15/2046 | | 30,731 |
|
| LOWE'S COS INC | Corporate bonds | 4.650 | % | 4/15/2042 | | 142,797 |
|
| LOWE'S COS INC | Corporate bonds | 4.250 | % | 9/15/2044 | | 29,858 |
|
| LOWE'S COS INC | Corporate bonds | 4.375 | % | 9/15/2045 | | 10,278 |
|
| LYB INTERNATIONAL FINANCE BV | Corporate bonds | 4.000 | % | 7/15/2023 | | 54,828 |
|
| MACY'S RETAIL HOLDINGS INC | Corporate bonds | 2.875 | % | 2/15/2023 | | 40,781 |
|
| MACY'S RETAIL HOLDINGS INC | Corporate bonds | 4.500 | % | 12/15/2034 | | 16,716 |
|
| MARATHON PETROLEUM CORP | Corporate bonds | 4.750 | % | 9/15/2044 | | 147,131 |
|
| MARSH & MCLENNAN COS INC | Corporate bonds | 3.750 | % | 3/14/2026 | | 10,013 |
|
| MASSACHUSETTS INSTITUTE OF TEC | Corporate bonds | 4.678 | % | 7/1/2114 | | 159,921 |
|
| MCDONALD'S CORP | Corporate bonds | 4.600 | % | 5/26/2045 | | 33,808 |
|
| MCDONALD'S CORP | Corporate bonds | 2.750 | % | 12/9/2020 | | 4,997 |
|
| MCDONALD'S CORP | Corporate bonds | 3.700 | % | 1/30/2026 | | 19,984 |
|
| MCDONALD'S CORP | Corporate bonds | 4.700 | % | 12/9/2035 | | 9,963 |
|
| MCDONALD'S CORP | Corporate bonds | 4.875 | % | 12/9/2045 | | 15,091 |
|
| MEDTRONIC INC | Corporate bonds | 4.625 | % | 3/15/2045 | | 206,291 |
|
| MEMORIAL SLOAN-KETTERING CANCE | Corporate bonds | 4.200 | % | 7/1/2055 | | 34,657 |
|
| METLIFE INC | Corporate bonds | 4.050 | % | 3/1/2045 | | 102,079 |
|
| METLIFE INC | Corporate bonds | VAR RT |
| 12/29/2049 | | 117,013 |
|
| METROPOLITAN LIFE GLOBAL 144A | Corporate bonds | 1.300 | % | 4/10/2017 | | 249,905 |
|
| MICROSOFT CORP | Corporate bonds | 3.500 | % | 2/12/2035 | | 27,727 |
|
| MICROSOFT CORP | Corporate bonds | 2.650 | % | 11/3/2022 | | 184,813 |
|
| MICROSOFT CORP | Corporate bonds | 3.125 | % | 11/3/2025 | | 110,584 |
|
| MORGAN STANLEY | Corporate bonds | 2.125 | % | 4/25/2018 | | 44,059 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 | Corporate bonds | 4.000 | % | 7/23/2025 | | 82,382 |
|
| MORGAN STANLEY | Corporate bonds | 3.750 | % | 2/25/2023 | | 153,640 |
|
| MORGAN STANLEY | Corporate bonds | 5.625 | % | 9/23/2019 | | 259,346 |
|
| MORGAN STANLEY | Corporate bonds | 4.750 | % | 3/22/2017 | | 113,940 |
|
| MORGAN STANLEY | Corporate bonds | 1.875 | % | 1/5/2018 | | 128,873 |
|
| MORGAN STANLEY | Corporate bonds | 3.950 | % | 4/23/2027 | | 164,998 |
|
| MORGAN STANLEY | Corporate bonds | 2.650 | % | 1/27/2020 | | 44,878 |
|
| MYLAN INC | Corporate bonds | 5.400 | % | 11/29/2043 | | 27,710 |
|
| MYLAN INC 144A | Corporate bonds | 3.125 | % | 1/15/2023 | | 165,165 |
|
| NBCUNIVERSAL ENTERPRISE I 144A | Corporate bonds | 5.250 | % | 3/29/2049 | | 212,000 |
|
| NBCUNIVERSAL ENTERPRISE I 144A | Corporate bonds | VAR RT |
| 4/15/2018 | | 234,608 |
|
| NBCUNIVERSAL MEDIA LLC | Corporate bonds | 4.450 | % | 1/15/2043 | | 80,340 |
|
| NOBLE ENERGY INC | Corporate bonds | 5.250 | % | 11/15/2043 | | 173,444 |
|
| NORTHROP GRUMMAN CORP | Corporate bonds | 3.850 | % | 4/15/2045 | | 49,422 |
|
| NORTHWEST FLORIDA TIMBER 144A | Corporate bonds | 4.750 | % | 3/4/2029 | | 87,610 |
|
| OMNICOM GROUP INC | Corporate bonds | 5.900 | % | 4/15/2016 | | 34,434 |
|
| ONE GAS INC | Corporate bonds | 4.658 | % | 2/1/2044 | | 36,256 |
|
| ORACLE CORP | Corporate bonds | 3.400 | % | 7/8/2024 | | 193,952 |
|
| ORACLE CORP | Corporate bonds | 4.300 | % | 7/8/2034 | | 69,637 |
|
| ORACLE CORP | Corporate bonds | 2.800 | % | 7/8/2021 | | 136,742 |
|
| ORACLE CORP | Corporate bonds | 4.375 | % | 5/15/2055 | | 114,354 |
|
| PACIFICORP | Corporate bonds | 5.750 | % | 4/1/2037 | | 123,271 |
|
| PACIFICORP | Corporate bonds | 4.100 | % | 2/1/2042 | | 130,191 |
|
| PETROBRAS GLOBAL FINANCE BV | Corporate bonds | 3.875 | % | 1/27/2016 | | 187,248 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 | 8.000 | % | 5/3/2019 | | 38,530 |
|
| PETROLEOS MEXICANOS | Corporate bonds | 6.000 | % | 3/5/2020 | | 54,028 |
|
| PETROLEOS MEXICANOS | Corporate bonds | 6.500 | % | 6/2/2041 | | 103,740 |
|
| PETROLEOS MEXICANOS 144A | Corporate bonds | 5.625 | % | 1/23/2046 | | 73,459 |
|
| PFIZER INC | Corporate bonds | 4.300 | % | 6/15/2043 | | 20,015 |
|
| PFIZER INC | Corporate bonds | 3.400 | % | 5/15/2024 | | 184,667 |
|
| PHILIP MORRIS INTERNATIONAL IN | Corporate bonds | 4.500 | % | 3/20/2042 | | 14,886 |
|
| PHILIP MORRIS INTERNATIONAL IN | Corporate bonds | 4.125 | % | 3/4/2043 | | 141,788 |
|
| PHILLIPS 66 | Corporate bonds | 4.875 | % | 11/15/2044 | | 57,991 |
|
| PLAINS ALL AMERICAN PIPELINE L | Corporate bonds | 4.900 | % | 2/15/2045 | | 25,171 |
|
| PLAINS ALL AMERICAN PIPELINE L | Corporate bonds | 4.650 | % | 10/15/2025 | | 65,471 |
|
| PPL CAPITAL FUNDING INC | Corporate bonds | 5.000 | % | 3/15/2044 | | 41,241 |
|
| PROGRESS ENERGY INC | Corporate bonds | 7.000 | % | 10/30/2031 | | 116,972 |
|
| PRUDENTIAL FINANCIAL INC | Corporate bonds | 3.500 | % | 5/15/2024 | | 85,353 |
|
| QUALCOMM INC | Corporate bonds | 3.450 | % | 5/20/2025 | | 78,744 |
|
| QUALCOMM INC | Corporate bonds | 4.800 | % | 5/20/2045 | | 18,659 |
|
| QVC INC | Corporate bonds | 5.450 | % | 8/15/2034 | | 108,129 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 5.850 | % | 8/15/2045 | | 22,235 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 3.250 | % | 6/12/2020 | | 45,734 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 4.450 | % | 6/12/2025 | | 214,395 |
|
| ROYAL BANK OF CANADA | Corporate bonds | 1.200 | % | 9/19/2017 | | 1,179,399 |
|
| ROYAL BANK OF SCOTLAND GROUP P | Corporate bonds | 6.000 | % | 12/19/2023 | | 80,776 |
|
| ROYAL BANK OF SCOTLAND GROUP P | Corporate bonds | 5.125 | % | 5/28/2024 | | 157,039 |
|
| SAMSUNG ELECTRONICS AMERI 144A | Corporate bonds | 1.750 | % | 4/10/2017 | | 379,138 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 HOLDINGS USA INC | Corporate bonds | 2.650 | % | 4/17/2020 | | 49,053 |
|
| SANTANDER HOLDINGS USA INC | Corporate bonds | 4.500 | % | 7/17/2025 | | 81,436 |
|
| SANTANDER UK PLC 144A | Corporate bonds | 5.000 | % | 11/7/2023 | | 208,190 |
|
| SCHLUMBERGER HLDGS CORP 144A | Corporate bonds | 3.000 | % | 12/21/2020 | | 177,675 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 4.550 | % | 8/12/2043 | | 136,084 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 4.125 | % | 5/11/2035 | | 71,590 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 4.375 | % | 5/11/2045 | | 118,008 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 2.125 | % | 5/11/2020 | | 59,026 |
|
| SIMON PROPERTY GROUP LP | Corporate bonds | 3.375 | % | 3/15/2022 | | 67,018 |
|
| SKY PLC 144A | Corporate bonds | 3.750 | % | 9/16/2024 | | 293,003 |
|
| SOUTHERN CALIFORNIA EDISON CO | Corporate bonds | 1.250 | % | 11/1/2017 | | 154,153 |
|
| SOUTHERN COPPER CORP | Corporate bonds | 5.875 | % | 4/23/2045 | | 84,273 |
|
| SOUTHWESTERN PUBLIC SERVICE CO | Corporate bonds | 3.300% |
| 6/15/2024 | | 151,603 |
|
| ST JUDE MEDICAL INC | Corporate bonds | 3.875 | % | 9/15/2025 | | 10,093 |
|
| STATE STREET CAPITAL TRUST IV | Corporate bonds | VAR RT |
| 6/1/2077 | | 114,450 |
|
| STATE STREET CORP | Corporate bonds | 3.700 | % | 11/20/2023 | | 98,850 |
|
| STATE STREET CORP | Corporate bonds | 2.550 | % | 8/18/2020 | | 91,120 |
|
| STATE STREET CORP | Corporate bonds | VAR RT |
| 12/29/2049 | | 60,375 |
|
| STATOIL ASA | Corporate bonds | 2.450 | % | 1/17/2023 | | 208,549 |
|
| STEELRIVER TRANSMISSION C 144A | Corporate bonds | 4.710 | % | 6/30/2017 | | 166,111 |
|
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 3.450 | % | 1/15/2023 | | 54,863 |
|
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 5.300 | % | 4/1/2044 | | 11,163 |
|
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 5.350 | % | 5/15/2045 | | 37,129 |
|
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 4.400 | % | 4/1/2021 | | 87,216 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 5.950 | % | 12/1/2025 | | 66,687 |
|
| SYNCHRONY FINANCIAL | Corporate bonds | 2.700 | % | 2/3/2020 | | 14,712 |
|
| SYNCHRONY FINANCIAL | Corporate bonds | 4.500 | % | 7/23/2025 | | 79,811 |
|
| TEVA PHARMACEUTICAL FINANCE CO | Corporate bonds | 2.950 | % | 12/18/2022 | | 100,522 |
|
| THERMO FISHER SCIENTIFIC INC | Corporate bonds | 3.600 | % | 8/15/2021 | | 81,235 |
|
| TIME WARNER CABLE INC | Corporate bonds | 5.000 | % | 2/1/2020 | | 148,199 |
|
| TIME WARNER CABLE INC | Corporate bonds | 4.125 | % | 2/15/2021 | | 97,002 |
|
| TOTAL CAPITAL INTERNATIONAL SA | Corporate bonds | 2.750 | % | 6/19/2021 | | 79,692 |
|
| TRAVELERS COS INC/THE | Corporate bonds | 4.300 | % | 8/25/2045 | | 24,194 |
|
| UBS AG/STAMFORD CT | Corporate bonds | 1.800 | % | 3/26/2018 | | 429,280 |
|
| UNION PACIFIC CORP | Corporate bonds | 3.750 | % | 3/15/2024 | | 141,631 |
|
| UNION PACIFIC CORP | Corporate bonds | 3.375 | % | 2/1/2035 | | 4,516 |
|
| UNION PACIFIC CORP | Corporate bonds | 3.875 | % | 2/1/2055 | | 47,618 |
|
| UNION PACIFIC RAILROAD CO 2014 | Corporate bonds | 3.227 | % | 5/14/2026 | | 57,801 |
|
| UNITED TECHNOLOGIES CORP | Corporate bonds | VAR RT |
| 5/4/2018 | | 381,113 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 2.875 | % | 12/15/2021 | | 217,982 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 2.700 | % | 7/15/2020 | | 40,419 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 3.350 | % | 7/15/2022 | | 138,084 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 4.625 | % | 7/15/2035 | | 88,240 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 4.750 | % | 7/15/2045 | | 15,799 |
|
| VENTAS REALTY LP | Corporate bonds | 3.750 | % | 5/1/2024 | | 102,892 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.150 | % | 3/15/2024 | | 179,841 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.862 | % | 8/21/2046 | | 42,603 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 5.012 | % | 8/21/2054 | | 154,735 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value |
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.400 | % | 11/1/2034 | | 249,110 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.272 | % | 1/15/2036 | | 58,682 |
|
| VIRGINIA ELECTRIC & POWER CO | Corporate bonds | 6.000 | % | 5/15/2037 | | 245,113 |
|
| VIRGINIA ELECTRIC & POWER CO | Corporate bonds | 6.350 | % | 11/30/2037 | | 25,584 |
|
| VISA INC | Corporate bonds | 2.800 | % | 12/14/2022 | | 165,682 |
|
| VISA INC | Corporate bonds | 3.150 | % | 12/14/2025 | | 160,198 |
|
| VISA INC | Corporate bonds | 4.150 | % | 12/14/2035 | | 106,006 |
|
| VISA INC | Corporate bonds | 4.300 | % | 12/14/2045 | | 25,364 |
|
| VOLKSWAGEN INTERNATIONAL 144A | Corporate bonds | 1.125 | % | 11/18/2016 | | 543,346 |
|
| WALGREENS BOOTS ALLIANCE INC | Corporate bonds | 4.800 | % | 11/18/2044 | | 49,752 |
|
| WAL-MART STORES INC | Corporate bonds | 4.000 | % | 4/11/2043 | | 29,133 |
|
| WASTE MANAGEMENT INC | Corporate bonds | 3.900 | % | 3/1/2035 | | 13,968 |
|
| WASTE MANAGEMENT INC | Corporate bonds | 4.100 | % | 3/1/2045 | | 18,601 |
|
| WEA FINANCE LLC / WESTFIE 144A | Corporate bonds | 1.750 | % | 9/15/2017 | | 431,268 |
|
| WELLS FARGO & CO | Corporate bonds | 3.900 | % | 5/1/2045 | | 138,315 |
|
| WELLS FARGO & CO | Corporate bonds | 4.300 | % | 7/22/2027 | | 81,723 |
|
| WELLS FARGO & CO | Corporate bonds | 2.600 | % | 7/22/2020 | | 244,372 |
|
| WELLS FARGO & CO | Corporate bonds | 4.900 | % | 11/17/2045 | | 50,446 |
|
| WELLS FARGO & CO | Corporate bonds | VAR RT |
| 0.9464 | | 244,851 |
|
| WILLIAMS PARTNERS LP | Corporate bonds | 3.600 | % | 3/15/2022 | | 239,858 |
|
| WILLIAMS PARTNERS LP | Corporate bonds | 4.500 | % | 11/15/2023 | | 24,282 |
|
| WILLIAMS PARTNERS LP | Corporate bonds | 4.300 | % | 3/4/2024 | | 213,957 |
|
| | | Total Corporate Bonds | 44,144,737 |
|
| | | | | | |
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 BK CONS BD | U.S. Government Agencies | 5.500 | % | 7/15/2036 | | 467,634 |
|
| FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.750 | % | 3/15/2031 | | 34,405 |
|
| FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.250 | % | 7/15/2032 | | 130,683 |
|
| FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 1.200 | % | 10/29/2018 | | 838,829 |
|
| FEDERAL HOME LN MTG CORP STRIP | U.S. Government Agencies | — | % | 9/15/2029 | | 42,759 |
|
| FEDERAL HOME LN MTG CORP STRIP | U.S. Government Agencies | — | % | 3/15/2031 | | 11,678 |
|
| FEDERAL NATL MTG ASSN | U.S. Government Agencies | 1.000 | % | 9/20/2017 | | 1,002,786 |
|
| FEDERAL NATL MTG ASSN STRIP | U.S. Government Agencies | — | % | 5/15/2030 | | 363,905 |
|
| | | Total U.S. Government Agencies | 2,892,679 |
|
| | | | | | |
| CALIFORNIA ST HLTH FACS FING A | State and local obligations | 5.000 | % | 8/15/2052 | | 44,371 |
|
| CALIFORNIA ST | State and local obligations | 5.000 | % | 9/1/2042 | | 86,723 |
|
| LAS VEGAS VLY NV WTR DIST | State and local obligations | 5.000 | % | 6/1/2039 | | 133,630 |
|
| MASSACHUSETTS ST SCH BLDG AUTH | State and local obligations | 5.000 | % | 10/15/2041 | | 57,464 |
|
| MET SAINT LOUIS MO SWR DIST WS | State and local obligations | 5.000 | % | 5/1/2042 | | 56,825 |
|
| NEW JERSEY ST HLTH CARE FACS F | State and local obligations | 5.000 | % | 7/1/2044 | | 49,399 |
|
| NEW JERSEY ST TRANSPRTN TRUSTF | State and local obligations | 5.000 | % | 6/15/2036 | | 246,750 |
|
| NEW YORK CITY NY MUNI WTR FINA | State and local obligations | 5.000 | % | 6/15/2047 | | 90,599 |
|
| NEW YORK ST URBAN DEV CORP REV | State and local obligations | 5.000 | % | 3/15/2024 | | 133,065 |
|
| UNIV OF CALIFORNIA CA REVENUES | State and local obligations | 4.767 | % | 5/15/2115 | | 94,901 |
|
| UNIV OF CALIFORNIA CA REVENUES | State and local obligations | 4.858 | % | 5/15/2112 | | 38,054 |
|
| | Total State and Local Obligations | 1,031,781 |
|
| | | | | | |
| FHLMC POOL #1B-8062 | Agency mortgage backed securities | VAR RT |
| 3/1/2041 | | 28,302 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #2B-0646 | Agency mortgage backed securities | VAR RT |
| 7/1/2042 | | 47,551 |
|
| FHLMC POOL #A7-1746 | Agency mortgage backed securities | 5.500 | % | 1/1/2038 | | 130,390 |
|
| FHLMC POOL #A8-1740 | Agency mortgage backed securities | 5.500 | % | 9/1/2038 | | 97,616 |
|
| FHLMC POOL #A9-0196 | Agency mortgage backed securities | 4.500 | % | 12/1/2039 | | 29,876 |
|
| FHLMC POOL #C0-3811 | Agency mortgage backed securities | 3.500 | % | 4/1/2042 | | 83,388 |
|
| FHLMC POOL #G0-1838 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | 150,199 |
|
| FHLMC POOL #G0-1840 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | 114,869 |
|
| FHLMC POOL #G0-7550 | Agency mortgage backed securities | 3.000 | % | 8/1/2043 | | 418,146 |
|
| FHLMC POOL #G0-7553 | Agency mortgage backed securities | 5.500 | % | 6/1/2041 | | 52,082 |
|
| FHLMC POOL #G0-7613 | Agency mortgage backed securities | 6.000 | % | 4/1/2039 | | 74,639 |
|
| FHLMC POOL #G0-7642 | Agency mortgage backed securities | 5.000 | % | 10/1/2041 | | 74,010 |
|
| FHLMC POOL #G0-7786 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | | 129,089 |
|
| FHLMC POOL #G0-7962 | Agency mortgage backed securities | 5.000 | % | 11/1/2041 | | 267,150 |
|
| FHLMC POOL #G0-8624 | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | | 369,185 |
|
| FHLMC POOL #G0-8672 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 289,980 |
|
| FHLMC POOL #G1-4010 | Agency mortgage backed securities | 5.500 | % | 5/1/2022 | | 249,118 |
|
| FHLMC POOL #G1-5520 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 120,957 |
|
| FHLMC POOL #G6-0018 | Agency mortgage backed securities | 4.500 | % | 12/1/2043 | | 123,820 |
|
| FHLMC POOL #G6-0148 | Agency mortgage backed securities | 4.500 | % | 7/1/2045 | | 263,559 |
|
| FHLMC POOL #G6-0198 | Agency mortgage backed securities | 4.500 | % | 9/1/2044 | | 235,122 |
|
| FHLMC POOL #G6-0250 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 456,019 |
|
| FHLMC POOL #J0-0252 | Agency mortgage backed securities | 5.500 | % | 10/1/2020 | | 4,862 |
|
| FHLMC POOL #J0-0813 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | 5,838 |
|
| FHLMC POOL #J0-2895 | Agency mortgage backed securities | 5.500 | % | 6/1/2021 | | 33,285 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #J0-3285 | Agency mortgage backed securities | 5.000 | % | 8/1/2021 | | 27,607 |
|
| FHLMC POOL #J0-3286 | Agency mortgage backed securities | 5.000 | % | 9/1/2021 | | 153,916 |
|
| FHLMC POOL #J0-5930 | Agency mortgage backed securities | 5.500 | % | 3/1/2021 | | 1,297 |
|
| FHLMC POOL #J3-1418 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 66,905 |
|
| FHLMC POOL #J3-1689 | Agency mortgage backed securities | 3.000 | % | 5/1/2030 | | 139,339 |
|
| FHLMC POOL #J3-2181 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 14,011 |
|
| FHLMC POOL #J3-2204 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 26,203 |
|
| FHLMC POOL #J3-2209 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 25,159 |
|
| FHLMC POOL #J3-2436 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 15,653 |
|
| FHLMC POOL #J3-2491 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 5,218 |
|
| FHLMC POOL #Q0-0804 | Agency mortgage backed securities | 4.500 | % | 5/1/2041 | | 67,578 |
|
| FHLMC POOL #Q0-0959 | Agency mortgage backed securities | 4.500 | % | 5/1/2041 | | 65,282 |
|
| FHLMC POOL #Q1-1909 | Agency mortgage backed securities | 3.500 | % | 10/1/2042 | | 16,227 |
|
| FHLMC POOL #Q1-2162 | Agency mortgage backed securities | 3.500 | % | 8/1/2042 | | 25,213 |
|
| FHLMC POOL #Q1-4866 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 85,303 |
|
| FHLMC POOL #Q1-6403 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 85,791 |
|
| FHLMC POOL #Q1-6567 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 83,654 |
|
| FHLMC POOL #Q1-6673 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 82,327 |
|
| FHLMC POOL #Q1-7095 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 82,031 |
|
| FHLMC POOL #Q2-0021 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 89,326 |
|
| FHLMC POOL #Q2-0206 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 85,748 |
|
| FHLMC POOL #Q2-4894 | Agency mortgage backed securities | 4.500 | % | 2/1/2044 | | 83,697 |
|
| FHLMC POOL #Q2-7375 | Agency mortgage backed securities | 4.500 | % | 7/1/2044 | | 54,572 |
|
| FHLMC POOL #Q2-9187 | Agency mortgage backed securities | 4.500 | % | 10/1/2044 | | 34,796 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #Q3-1644 | Agency mortgage backed securities | 4.000 | % | 2/1/2045 | | 1,429,034 |
|
| FHLMC POOL #Q3-5905 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 10,256 |
|
| FHLMC POOL #Q3-6302 | Agency mortgage backed securities | 3.500 | % | 9/1/2045 | | 15,361 |
|
| FHLMC POOL #Q3-6305 | Agency mortgage backed securities | 3.500 | % | 9/1/2045 | | 127,211 |
|
| FHLMC POOL #Q3-6965 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 154,061 |
|
| FHLMC POOL #Q3-6968 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 107,640 |
|
| FHLMC POOL #Q3-6972 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 163,083 |
|
| FHLMC POOL #V6-0696 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 32,400 |
|
| FHLMC POOL #V6-0724 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 47,702 |
|
| FHLMC POOL #V6-0770 | Agency mortgage backed securities | 2.500 | % | 3/1/2030 | | 64,004 |
|
| FHLMC POOL #V6-0796 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 97,804 |
|
| FHLMC POOL #V6-0840 | Agency mortgage backed securities | 3.000 | % | 6/1/2030 | | 183,304 |
|
| FHLMC POOL #V6-0886 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 107,952 |
|
| FHLMC POOL #V6-0902 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 77,902 |
|
| FHLMC POOL #V6-0903 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 79,351 |
|
| FHLMC POOL #V6-0904 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 161,568 |
|
| FHLMC POOL #V6-0905 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 7,134 |
|
| FHLMC POOL #V6-0908 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 165,156 |
|
| FHLMC POOL #V6-0909 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 24,834 |
|
| FHLMC POOL #V8-0169 | Agency mortgage backed securities | 3.000 | % | 7/1/2043 | | 353,791 |
|
| FHLMC POOL #V8-0355 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 88,808 |
|
| FNMA POOL #0254548 | Agency mortgage backed securities | 5.500 | % | 12/1/2032 | | 148,833 |
|
| FNMA POOL #0255316 | Agency mortgage backed securities | 5.000 | % | 7/1/2019 | | 17,643 |
|
| FNMA POOL #0555424 | Agency mortgage backed securities | 5.500 | % | 5/1/2033 | | 113,065 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0555591 | Agency mortgage backed securities | 5.500 | % | 7/1/2033 | | 49,009 |
|
| FNMA POOL #0676654 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | 141,180 |
|
| FNMA POOL #0676661 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | 102,266 |
|
| FNMA POOL #0735989 | Agency mortgage backed securities | 5.500 | % | 2/1/2035 | | 5,871 |
|
| FNMA POOL #0888601 | Agency mortgage backed securities | 5.500 | % | 6/1/2020 | | 55,658 |
|
| FNMA POOL #0889466 | Agency mortgage backed securities | 6.000 | % | 5/1/2038 | | 33,331 |
|
| FNMA POOL #0889529 | Agency mortgage backed securities | 6.000 | % | 3/1/2038 | | 14,046 |
|
| FNMA POOL #0889983 | Agency mortgage backed securities | 6.000 | % | 10/1/2038 | | 24,399 |
|
| FNMA POOL #0909353 | Agency mortgage backed securities | 5.500 | % | 2/1/2022 | | 112,075 |
|
| FNMA POOL #0987325 | Agency mortgage backed securities | VAR RT |
| 9/1/2038 | | 57,175 |
|
| FNMA POOL #0995113 | Agency mortgage backed securities | 5.500 | % | 9/1/2036 | | 205,529 |
|
| FNMA POOL #0995320 | Agency mortgage backed securities | 4.500 | % | 12/1/2020 | | 100,194 |
|
| FNMA POOL #0995324 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | 164,580 |
|
| FNMA POOL #0AB1226 | Agency mortgage backed securities | 4.500 | % | 7/1/2040 | | 15,518 |
|
| FNMA POOL #0AB3251 | Agency mortgage backed securities | 3.500 | % | 7/1/2026 | | 367,088 |
|
| FNMA POOL #0AB3314 | Agency mortgage backed securities | 4.500 | % | 7/1/2041 | | 14,191 |
|
| FNMA POOL #0AB4530 | Agency mortgage backed securities | 4.000 | % | 2/1/2042 | | 58,858 |
|
| FNMA POOL #0AB7271 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | | 76,281 |
|
| FNMA POOL #0AB7425 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | | 62,823 |
|
| FNMA POOL #0AB7458 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 79,393 |
|
| FNMA POOL #0AB7497 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 78,427 |
|
| FNMA POOL #0AB7567 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 79,297 |
|
| FNMA POOL #0AB7755 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 84,522 |
|
| FNMA POOL #0AB7762 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 70,828 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AB8558 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 70,820 |
|
| FNMA POOL #0AB8701 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 105,049 |
|
| FNMA POOL #0AB8712 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 24,531 |
|
| FNMA POOL #0AB8830 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 65,348 |
|
| FNMA POOL #0AB8923 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 83,592 |
|
| FNMA POOL #0AB8924 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 81,499 |
|
| FNMA POOL #0AB9016 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 80,568 |
|
| FNMA POOL #0AB9173 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 83,715 |
|
| FNMA POOL #0AB9341 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 236,231 |
|
| FNMA POOL #0AB9462 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 111,529 |
|
| FNMA POOL #0AB9662 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | 138,533 |
|
| FNMA POOL #0AC1876 | Agency mortgage backed securities | 4.000 | % | 9/1/2039 | | 1,950,701 |
|
| FNMA POOL #0AC9312 | Agency mortgage backed securities | 4.000 | % | 10/1/2041 | | 34,759 |
|
| FNMA POOL #0AD0454 | Agency mortgage backed securities | 5.000 | % | 11/1/2021 | | 57,179 |
|
| FNMA POOL #0AD7992 | Agency mortgage backed securities | 4.500 | % | 7/1/2040 | | 58,447 |
|
| FNMA POOL #0AD8036 | Agency mortgage backed securities | 4.500 | % | 8/1/2040 | | 144,876 |
|
| FNMA POOL #0AE0096 | Agency mortgage backed securities | 5.500 | % | 7/1/2025 | | 192,704 |
|
| FNMA POOL #0AE0812 | Agency mortgage backed securities | 5.000 | % | 7/1/2025 | | 220,625 |
|
| FNMA POOL #0AE0823 | Agency mortgage backed securities | 6.000 | % | 9/1/2040 | | 15,335 |
|
| FNMA POOL #0AE0919 | Agency mortgage backed securities | 5.000 | % | 5/1/2021 | | 138,841 |
|
| FNMA POOL #0AH6958 | Agency mortgage backed securities | VAR RT |
| 2/1/2041 | | 27,580 |
|
| FNMA POOL #0AL0533 | Agency mortgage backed securities | VAR RT |
| 7/1/2041 | | 91,982 |
|
| FNMA POOL #0AL1704 | Agency mortgage backed securities | 6.500 | % | 5/1/2040 | | 137,380 |
|
| FNMA POOL #0AL1938 | Agency mortgage backed securities | 4.000 | % | 12/1/2026 | | 117,724 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AL2482 | Agency mortgage backed securities | 4.500 | % | 9/1/2042 | | 49,181 |
|
| FNMA POOL #0AL2499 | Agency mortgage backed securities | 4.500 | % | 1/1/2042 | | 1,326,543 |
|
| FNMA POOL #0AL2683 | Agency mortgage backed securities | 4.000 | % | 9/1/2026 | | 160,653 |
|
| FNMA POOL #0AL2935 | Agency mortgage backed securities | 3.500 | % | 2/1/2043 | | 86,655 |
|
| FNMA POOL #0AL3162 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 244,572 |
|
| FNMA POOL #0AL3597 | Agency mortgage backed securities | 4.000 | % | 1/1/2043 | | 148,183 |
|
| FNMA POOL #0AL3759 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 82,151 |
|
| FNMA POOL #0AL4009 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 344,721 |
|
| FNMA POOL #0AL4010 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 135,389 |
|
| FNMA POOL #0AL4014 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 340,292 |
|
| FNMA POOL #0AL4141 | Agency mortgage backed securities | 6.000 | % | 4/1/2040 | | 151,822 |
|
| FNMA POOL #0AL4142 | Agency mortgage backed securities | 6.000 | % | 6/1/2041 | | 55,257 |
|
| FNMA POOL #0AL4244 | Agency mortgage backed securities | 4.000 | % | 7/1/2042 | | 211,047 |
|
| FNMA POOL #0AL4682 | Agency mortgage backed securities | 3.500 | % | 12/1/2043 | | 87,212 |
|
| FNMA POOL #0AL4922 | Agency mortgage backed securities | 3.500 | % | 2/1/2029 | | 84,400 |
|
| FNMA POOL #0AL5097 | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | | 285,217 |
|
| FNMA POOL #0AL5231 | Agency mortgage backed securities | 4.500 | % | 9/1/2042 | | 175,875 |
|
| FNMA POOL #0AL5601 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | | 763,213 |
|
| FNMA POOL #0AL5884 | Agency mortgage backed securities | 3.500 | % | 8/1/2029 | | 277,669 |
|
| FNMA POOL #0AL5956 | Agency mortgage backed securities | 4.000 | % | 5/1/2027 | | 304,885 |
|
| FNMA POOL #0AL6144 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 394,686 |
|
| FNMA POOL #0AL6302 | Agency mortgage backed securities | 4.500 | % | 10/1/2041 | | 168,111 |
|
| FNMA POOL #0AL6583 | Agency mortgage backed securities | 3.000 | % | 3/1/2030 | | 98,651 |
|
| FNMA POOL #0AL6584 | Agency mortgage backed securities | 3.000 | % | 4/1/2030 | | 83,135 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AL6626 | Agency mortgage backed securities | 4.000 | % | 12/1/2042 | | 92,775 |
|
| FNMA POOL #0AL6761 | Agency mortgage backed securities | 3.000 | % | 5/1/2030 | | 48,632 |
|
| FNMA POOL #0AL7139 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 65,708 |
|
| FNMA POOL #0AL7225 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 120,489 |
|
| FNMA POOL #0AL7227 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 108,973 |
|
| FNMA POOL #0AL7369 | Agency mortgage backed securities | 4.000 | % | 1/1/2043 | | 107,405 |
|
| FNMA POOL #0AL7442 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 55,024 |
|
| FNMA POOL #0AL7443 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 76,267 |
|
| FNMA POOL #0AL7577 | Agency mortgage backed securities | 4.000 | % | 10/1/2043 | | 79,649 |
|
| FNMA POOL #0AO6482 | Agency mortgage backed securities | VAR RT |
| 7/1/2042 | | 20,626 |
|
| FNMA POOL #0AP0006 | Agency mortgage backed securities | VAR RT |
| 7/1/2042 | | 60,623 |
|
| FNMA POOL #0AQ1292 | Agency mortgage backed securities | 2.500 | % | 2/1/2028 | | 67,750 |
|
| FNMA POOL #0AR3218 | Agency mortgage backed securities | 3.500 | % | 4/1/2043 | | 93,775 |
|
| FNMA POOL #0AR7568 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 46,526 |
|
| FNMA POOL #0AR7576 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 77,685 |
|
| FNMA POOL #0AR8630 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 84,991 |
|
| FNMA POOL #0AR9194 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 117,140 |
|
| FNMA POOL #0AR9218 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 76,649 |
|
| FNMA POOL #0AS0209 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 86,377 |
|
| FNMA POOL #0AS1453 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | | 34,293 |
|
| FNMA POOL #0AS1539 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | | 54,792 |
|
| FNMA POOL #0AS2488 | Agency mortgage backed securities | 4.000 | % | 5/1/2044 | | 36,996 |
|
| FNMA POOL #0AS2591 | Agency mortgage backed securities | 3.500 | % | 6/1/2044 | | 20,211 |
|
| FNMA POOL #0AS2676 | Agency mortgage backed securities | 3.000 | % | 6/1/2029 | | 88,808 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AS3031 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 56,708 |
|
| FNMA POOL #0AS3034 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 35,898 |
|
| FNMA POOL #0AS3220 | Agency mortgage backed securities | 3.000 | % | 9/1/2029 | | 88,442 |
|
| FNMA POOL #0AS3355 | Agency mortgage backed securities | 3.000 | % | 9/1/2029 | | 65,170 |
|
| FNMA POOL #0AS4552 | Agency mortgage backed securities | 3.500 | % | 3/1/2045 | | 265,960 |
|
| FNMA POOL #0AS4570 | Agency mortgage backed securities | 3.500 | % | 3/1/2045 | | 95,962 |
|
| FNMA POOL #0AS4696 | Agency mortgage backed securities | 3.500 | % | 4/1/2045 | | 268,331 |
|
| FNMA POOL #0AS5093 | Agency mortgage backed securities | 2.5000% |
| 6/1/2030 | | 69,378 |
|
| FNMA POOL #0AS5147 | Agency mortgage backed securities | 2.500 | % | 6/1/2030 | | 45,505 |
|
| FNMA POOL #0AS5176 | Agency mortgage backed securities | 3.500 | % | 6/1/2045 | | 116,246 |
|
| FNMA POOL #0AS5312 | Agency mortgage backed securities | 3.500 | % | 7/1/2045 | | 277,470 |
|
| FNMA POOL #0AS5365 | Agency mortgage backed securities | 3.500 | % | 7/1/2045 | | 278,116 |
|
| FNMA POOL #0AS5407 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 106,016 |
|
| FNMA POOL #0AS5548 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 47,869 |
|
| FNMA POOL #0AS5551 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 47,708 |
|
| FNMA POOL #0AS5614 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 64,857 |
|
| FNMA POOL #0AS5616 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 126,285 |
|
| FNMA POOL #0AS5618 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 52,154 |
|
| FNMA POOL #0AS5622 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 90,685 |
|
| FNMA POOL #0AS5623 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 90,817 |
|
| FNMA POOL #0AS5707 | Agency mortgage backed securities | 3.500 | % | 8/1/2030 | | 17,842 |
|
| FNMA POOL #0AS5708 | Agency mortgage backed securities | 3.500 | % | 8/1/2030 | | 72,326 |
|
| FNMA POOL #0AS5714 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 62,271 |
|
| FNMA POOL #0AS5728 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 85,459 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AS5786 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 58,507 |
|
| FNMA POOL #0AS5872 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 70,469 |
|
| FNMA POOL #0AS5949 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 151,396 |
|
| FNMA POOL #0AS5952 | Agency mortgage backed securities | 4.500 | % | 10/1/2045 | | 146,417 |
|
| FNMA POOL #0AS6008 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 167,850 |
|
| FNMA POOL #0AS6009 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 123,680 |
|
| FNMA POOL #0AS6115 | Agency mortgage backed securities | 2.500 | % | 11/1/2030 | | 69,954 |
|
| FNMA POOL #0AS6116 | Agency mortgage backed securities | 2.500 | % | 11/1/2030 | | 69,794 |
|
| FNMA POOL #0AT2037 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 34,640 |
|
| FNMA POOL #0AT2040 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 75,930 |
|
| FNMA POOL #0AT2043 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 85,764 |
|
| FNMA POOL #0AT2719 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 161,596 |
|
| FNMA POOL #0AT4327 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 92,754 |
|
| FNMA POOL #0AT6321 | Agency mortgage backed securities | 3.500 | % | 6/1/2043 | | 86,246 |
|
| FNMA POOL #0AT6654 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 81,189 |
|
| FNMA POOL #0AT7333 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 21,771 |
|
| FNMA POOL #0AT7676 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | 38,660 |
|
| FNMA POOL #0AT7940 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 91,796 |
|
| FNMA POOL #0AT8464 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 80,212 |
|
| FNMA POOL #0AU0613 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 89,161 |
|
| FNMA POOL #0AU1633 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 192,027 |
|
| FNMA POOL #0AU3032 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 22,564 |
|
| FNMA POOL #0AV8876 | Agency mortgage backed securities | 4.000 | % | 12/1/2044 | | 98,917 |
|
| FNMA POOL #0AW0391 | Agency mortgage backed securities | 3.500 | % | 4/1/2029 | | 93,617 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AW0937 | Agency mortgage backed securities | 3.000 | % | 4/1/2029 | | 85,555 |
|
| FNMA POOL #0AW1007 | Agency mortgage backed securities | 4.000 | % | 5/1/2044 | | 58,850 |
|
| FNMA POOL #0AW1247 | Agency mortgage backed securities | 3.000 | % | 5/1/2029 | | 89,287 |
|
| FNMA POOL #0AW4287 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 22,890 |
|
| FNMA POOL #0AW7055 | Agency mortgage backed securities | 4.000 | % | 7/1/2044 | | 47,981 |
|
| FNMA POOL #0AW8188 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | | 46,146 |
|
| FNMA POOL #0AW8191 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | | 47,737 |
|
| FNMA POOL #0AX3298 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 17,214 |
|
| FNMA POOL #0AX8713 | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | | 102,849 |
|
| FNMA POOL #0AX9700 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 22,320 |
|
| FNMA POOL #0AX9701 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 68,000 |
|
| FNMA POOL #0AY0808 | Agency mortgage backed securities | 3.500 | % | 4/1/2045 | | 1,358,746 |
|
| FNMA POOL #0AY0828 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 32,373 |
|
| FNMA POOL #0AY3416 | Agency mortgage backed securities | 2.500 | % | 4/1/2030 | | 66,162 |
|
| FNMA POOL #0AY8218 | Agency mortgage backed securities | 4.000 | % | 5/1/2045 | | 52,229 |
|
| FNMA POOL #0AY8440 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 2,176,656 |
|
| FNMA POOL #0AY9770 | Agency mortgage backed securities | 4.000 | % | 5/1/2045 | | 104,900 |
|
| FNMA POOL #0AZ2170 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 29,193 |
|
| FNMA POOL #0AZ2297 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 13,664 |
|
| FNMA POOL #0AZ4777 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 117,686 |
|
| FNMA POOL #0AZ4782 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 206,255 |
|
| FNMA POOL #0AZ4838 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 4,110 |
|
| FNMA POOL #0AZ4844 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 5,915 |
|
| FNMA POOL #0AZ5719 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 38,595 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 #0AZ7833 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 19,009 |
|
| FNMA POOL #0AZ8597 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 8,396 |
|
| FNMA POOL #0AZ9243 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 22,295 |
|
| FNMA POOL #0AZ9244 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 27,399 |
|
| FNMA POOL #0BA2877 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 29,432 |
|
| FNMA POOL #0BA2878 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 29,283 |
|
| FNMA POOL #0BA2879 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 31,213 |
|
| FNMA GTD REMIC P/T | Agency mortgage backed securities | VAR RT |
| 12/27/2022 | | 158,258 |
|
| FNMA GTD REMIC P/T 02-T6 A1 | Agency mortgage backed securities | 3.310 | % | 2/25/2032 | | 15,625 |
|
| FNMA GTD REMIC P/T 14-58 VM | Agency mortgage backed securities | 4.000 | % | 8/25/2033 | | 332,473 |
|
| GNMA POOL #0499416 | Agency mortgage backed securities | 6.000 | % | 2/15/2029 | | 614 |
|
| GNMA POOL #0615516 | Agency mortgage backed securities | 4.500 | % | 9/15/2033 | | 23,077 |
|
| GNMA POOL #0689835 | Agency mortgage backed securities | 6.500 | % | 8/15/2038 | | 3,695 |
|
| GNMA POOL #0728627 | Agency mortgage backed securities | 4.500 | % | 1/15/2040 | | 27,223 |
|
| GNMA POOL #0738019 | Agency mortgage backed securities | 4.500 | % | 2/15/2041 | | 26,604 |
|
| GNMA POOL #0745793 | Agency mortgage backed securities | 4.500 | % | 7/15/2040 | | 55,444 |
|
| GNMA POOL #0759138 | Agency mortgage backed securities | 4.000 | % | 1/15/2041 | | 100,818 |
|
| GNMA POOL #0762838 | Agency mortgage backed securities | 4.000 | % | 3/15/2041 | | 71,542 |
|
| GNMA POOL #0781590 | Agency mortgage backed securities | 5.500 | % | 4/15/2033 | | 6,931 |
|
| GNMA POOL #0782510 | Agency mortgage backed securities | 6.500 | % | 12/15/2038 | | 20,180 |
|
| GNMA POOL #0782557 | Agency mortgage backed securities | 5.000 | % | 1/15/2039 | | 117,003 |
|
| GNMA POOL #0782619 | Agency mortgage backed securities | 5.000 | % | 4/15/2039 | | 93,158 |
|
| GNMA POOL #0782958 | Agency mortgage backed securities | 5.000 | % | 5/15/2040 | | 48,493 |
|
| GNMA POOL #0783571 | Agency mortgage backed securities | 5.000 | % | 12/15/2033 | | 44,556 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 POOL #0783609 | Agency mortgage backed securities | 4.500 | % | 10/15/2040 | | 168,088 |
|
| GNMA POOL #0783610 | Agency mortgage backed securities | 4.500 | % | 11/15/2041 | | 105,558 |
|
| GNMA II POOL #0004223 | Agency mortgage backed securities | 6.500 | % | 8/20/2038 | | 25,365 |
|
| GNMA II POOL #0004292 | Agency mortgage backed securities | 6.500 | % | 11/20/2038 | | 9,478 |
|
| GNMA II POOL #0004559 | Agency mortgage backed securities | 5.000 | % | 10/20/2039 | | 350,210 |
|
| GNMA II POOL #0004598 | Agency mortgage backed securities | 4.500 | % | 12/20/2039 | | 10,252 |
|
| GNMA II POOL #0004617 | Agency mortgage backed securities | 4.500 | % | 1/20/2040 | | 12,352 |
|
| GNMA II POOL #0004636 | Agency mortgage backed securities | 4.500 | % | 2/20/2040 | | 10,071 |
|
| GNMA II POOL #0004696 | Agency mortgage backed securities | 4.500 | % | 5/20/2040 | | 714 |
|
| GNMA II POOL #0004771 | Agency mortgage backed securities | 4.500 | % | 8/20/2040 | | 24,310 |
|
| GNMA II POOL #0004800 | Agency mortgage backed securities | 4.000 | % | 9/20/2040 | | 10,805 |
|
| GNMA II POOL #0004833 | Agency mortgage backed securities | 4.000 | % | 10/20/2040 | | 11,674 |
|
| GNMA II POOL #0004882 | Agency mortgage backed securities | 4.000 | % | 12/20/2040 | | 119,631 |
|
| GNMA II POOL #0004922 | Agency mortgage backed securities | 4.000 | % | 1/20/2041 | | 80,218 |
|
| GNMA II POOL #0005018 | Agency mortgage backed securities | 5.000 | % | 4/20/2041 | | 27,913 |
|
| GNMA II POOL #0005056 | Agency mortgage backed securities | 5.000 | % | 5/20/2041 | | 7,459 |
|
| GNMA II POOL #0005083 | Agency mortgage backed securities | 5.000 | % | 6/20/2041 | | 45,202 |
|
| GNMA II POOL #0005115 | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | | 373,969 |
|
| GNMA II POOL #0005116 | Agency mortgage backed securities | 5.000 | % | 7/20/2041 | | 39,778 |
|
| GNMA II POOL #0783584 | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | | 58,783 |
|
| GNMA II POOL #0783590 | Agency mortgage backed securities | 4.500 | % | 6/20/2041 | | 72,109 |
|
| GNMA II POOL #0A3034S | Agency mortgage backed securities | 3.500 | % | 8/20/2045 | | 3,227,100 |
|
| GNMA II POOL #0MA1678 | Agency mortgage backed securities | 4.000 | % | 2/20/2044 | | 1,335,903 |
|
| GNMA II POOL #0MA2960 | Agency mortgage backed securities | 3.000 | % | 7/20/2045 | | 1,516,644 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 II POOL #0MA3104 | Agency mortgage backed securities | 3.000 | % | 8/20/2045 | | 744,795 |
|
| GNMA II POOL #0MA3173 | Agency mortgage backed securities | 3.500 | % | 10/20/2045 | | 281,499 |
|
| | | Total agency mortgage backed securities | 42,677,873 |
|
| | | | | | |
| ALLY AUTO RECEIVABLES TRU 3 A2 | Asset and other mortgage backed securities | 0.810 | % | 9/15/2017 | | 220,158 |
|
| AMERICAN CREDIT ACCEP 1 A 144A | Asset and other mortgage backed securities | 1.430 | % | 8/12/2019 | | 205,745 |
|
| AMERICAN EXPRESS CREDIT AC 2 A | Asset and other mortgage backed securities | 1.260 | % | 1/15/2020 | | 449,087 |
|
| AMERICREDIT AUTOMOBILE R 4 A2A | Asset and other mortgage backed securities | 0.720 | % | 4/9/2018 | | 180,743 |
|
| AMERICREDIT AUTOMOBILE RE 2 A3 | Asset and other mortgage backed securities | 0.940 | % | 2/8/2019 | | 169,392 |
|
| AMERICREDIT AUTOMOBILE REC 2 C | Asset and other mortgage backed securities | 2.640 | % | 10/10/2017 | | 142,928 |
|
| ARI FLEET LEASE TRUST B A 144A | Asset and other mortgage backed securities | VAR RT |
| 1/15/2021 | | 90,974 |
|
| BAMLL COMMERCIAL M 200P B 144A | Asset and other mortgage backed securities | 3.490 | % | 4/14/2033 | | 391,864 |
|
| BANC OF AMERICA COMMER UBS7 XA | Asset and other mortgage backed securities | VAR RT |
| 9/15/2048 | | 241,977 |
|
| BANC OF AMERICA COMMERCI 3 A1A | Asset and other mortgage backed securities | VAR RT |
| 6/10/2049 | | 229,833 |
|
| BANC OF AMERICA COMMERCI 4 A1A | Asset and other mortgage backed securities | VAR RT |
| 2/10/2051 | | 277,598 |
|
| BANC OF AMERICA COMMERCIA 4 AM | Asset and other mortgage backed securities | 5.675 | % | 7/10/2046 | | 173,546 |
|
| BEAR STEARNS ALT-A TRUST 13 A1 | Asset and other mortgage backed securities | VAR RT |
| 11/25/2034 | | 70,674 |
|
| BEAR STEARNS ARM TRUST 20 7 4A | Asset and other mortgage backed securities | VAR RT |
| 10/25/2034 | | 24,643 |
|
| BEAR STEARNS COMMERCI PW17 A1A | Asset and other mortgage backed securities | VAR RT |
| 6/11/2050 | | 268,746 |
|
| CABELA'S CREDIT CARD MAS 1A A1 | Asset and other mortgage backed securities | 2.260 | % | 3/15/2023 | | 272,932 |
|
| CAPITAL AUTO RECEIVABLES 1 A3 | Asset and other mortgage backed securities | 0.790 | % | 6/20/2017 | | 27,379 |
|
| CDGJ COMMERCIAL MO BXCH A 144A | Asset and other mortgage backed securities | VAR RT |
| 12/15/2027 | | 283,212 |
|
| CGBAM COMMERCIAL M SMRT B 144A | Asset and other mortgage backed securities | 3.213 | % | 4/10/2028 | | 573,231 |
|
| CHASE ISSUANCE TRUST A1 A1 | Asset and other mortgage backed securities | 1.150 | % | 1/15/2019 | | 114,911 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value |
| CHASE ISSUANCE TRUST A4 A4 | Asset and other mortgage backed securities | 1.580 | % | 8/16/2021 | | 418,564 |
|
| CHASE ISSUANCE TRUST A6 A6 | Asset and other mortgage backed securities | 1.260 | % | 7/15/2019 | | 693,546 |
|
| CHRYSLER CAPITAL AUT AA B 144A | Asset and other mortgage backed securities | 1.760 | % | 8/15/2019 | | 499,372 |
|
| CITIBANK CREDIT CARD ISS A1 A1 | Asset and other mortgage backed securities | 2.880 | % | 1/23/2023 | | 260,391 |
|
| CITIBANK CREDIT CARD ISS A8 A8 | Asset and other mortgage backed securities | 5.650 | % | 9/20/2019 | | 640,956 |
|
| CITIGROUP COMMERCI 388G A 144A | Asset and other mortgage backed securities | VAR RT |
| 6/15/2033 | | 747,152 |
|
| CITIGROUP COMMERCIAL MO C6 A1A | Asset and other mortgage backed securities | VAR RT |
| 12/10/2049 | | 651,791 |
|
| CITIGROUP COMMERCIAL MOR P1 XA | Asset and other mortgage backed securities | VAR RT |
| 9/15/2048 | | 295,831 |
|
| CNH EQUIPMENT TRUST 2013- A A3 | Asset and other mortgage backed securities | 0.690 | % | 6/15/2018 | | 140,611 |
|
| COMM 2012-9W57 MOR 9W57 A 144A | Asset and other mortgage backed securities | 2.365 | % | 2/10/2029 | | 362,349 |
|
| COMM 2013-GAM GAM A2 144A | Asset and other mortgage backed securities | 3.367 | % | 2/10/2028 | | 181,367 |
|
| COMM 2013-LC6 MORTGAGE LC6 XA | Asset and other mortgage backed securities | VAR RT |
| 1/10/2046 | | 189,663 |
|
| COMM 2014-FL5 MORTG FL5 A 144A | Asset and other mortgage backed securities | VAR RT |
| 10/15/2031 | | 228,913 |
|
| COMM 2014-LC15 MORTGAG LC15 A4 | Asset and other mortgage backed securities | 4.006 | % | 4/10/2047 | | 67,983 |
|
| COMM 2014-PAT MORTG PAT A 144A | Asset and other mortgage backed securities | VAR RT |
| 8/13/2027 | | 374,287 |
|
| COMM 2014-TWC MORTG TWC A 144A | Asset and other mortgage backed securities | VAR RT |
| 2/13/2032 | | 182,893 |
|
| COMM 2015-3BP MORTG 3BP A 144A | Asset and other mortgage backed securities | 3.178 | % | 2/10/2035 | | 264,585 |
|
| COMM 2015-CCRE25 MORTGA CR25 C | Asset and other mortgage backed securities | VAR RT |
| 8/10/2048 | | 278,590 |
|
| COMM 2015-DC1 MORTGAGE DC1 A5 | Asset and other mortgage backed securities | 3.350 | % | 2/10/2048 | | 84,231 |
|
| COMM 2015-LC21 MORTGAG LC21 XA | Asset and other mortgage backed securities | VAR RT |
| 7/10/2048 | | 301,374 |
|
| COMMERCIAL MORTGAG LTRT B 144A | Asset and other mortgage backed securities | 3.800 | % | 10/5/2030 | | 211,193 |
|
| COMMERCIAL MORTGAGE PAS CR3 A1 | Asset and other mortgage backed securities | 0.666 | % | 10/15/2045 | | 128,882 |
|
| CORE INDUSTRIAL T WEST XA 144A | Asset and other mortgage backed securities | VAR RT |
| 2/10/2037 | | 306,590 |
|
| CORE INDUSTRIAL TR WEST A 144A | Asset and other mortgage backed securities | 3.292 | % | 2/10/2037 | | 162,148 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 ACCEPTANCE AU 1A A 144A | Asset and other mortgage backed securities | 2.000 | % | 7/15/2022 | | 664,442 |
|
| CREDIT ACCEPTANCE AU 2A A 144A | Asset and other mortgage backed securities | 1.880 | % | 3/15/2022 | | 706,661 |
|
| CREDIT ACCEPTANCE AU 2A C 144A | Asset and other mortgage backed securities | 3.7600% |
| 2/15/2024 | | 386,234 |
|
| CREDIT SUISSE COMMERCIAL C1 AJ | Asset and other mortgage backed securities | VAR RT |
| 2/15/2039 | | 153,878 |
|
| CREDIT SUISSE COMMERCIAL C5 AM | Asset and other mortgage backed securities | 5.343 | % | 12/15/2039 | | 249,849 |
|
| CSMC TRUST 2015-GL GLPB A 144A | Asset and other mortgage backed securities | 3.639 | % | 11/15/2034 | | 395,166 |
|
| DBRR 2013-EZ3 TRUST EZ3 A 144A | Asset and other mortgage backed securities | VAR RT |
| 12/18/2049 | | 180,043 |
|
| DBUBS 2011-LC1 MO LC1A A2 144A | Asset and other mortgage backed securities | 4.528 | % | 11/10/2046 | | 466,524 |
|
| DRIVE AUTO RECEIVA BA A2A 144A | Asset and other mortgage backed securities | 0.930 | % | 12/15/2017 | | 333,632 |
|
| DRIVE AUTO RECEIVAB AA A2 144A | Asset and other mortgage backed securities | 1.010 | % | 11/15/2017 | | 94,562 |
|
| FHLMC MULTICLASS MTG K050 A2 | Asset and other mortgage backed securities | VAR RT |
| 8/25/2025 | | 337,636 |
|
| FIRST INVESTORS AUT 1A A2 144A | Asset and other mortgage backed securities | 0.900 | % | 10/15/2018 | | 16,793 |
|
| FORD CREDIT AUTO OWNER TR C A2 | Asset and other mortgage backed securities | 0.610 | % | 8/15/2017 | | 98,064 |
|
| FORD CREDIT FLOORPLAN MAS 1 A1 | Asset and other mortgage backed securities | 0.850 | % | 1/15/2018 | | 459,971 |
|
| FORD CREDIT FLOORPLAN MAST 2 A | Asset and other mortgage backed securities | 1.9200% |
| 1/15/2019 | | 718,431 |
|
| GAHR COMMERCIAL NRF AFL1 144A | Asset and other mortgage backed securities | VAR RT |
| 12/15/2016 | | 383,684 |
|
| GE COMMERCIAL MORTGAGE C1 A1A | Asset and other mortgage backed securities | VAR RT |
| 12/10/2049 | | 214,677 |
|
| GS MORTGAGE SECURITIES GC18 A4 | Asset and other mortgage backed securities | 4.074 | % | 1/10/2047 | | 116,448 |
|
| GS MORTGAGE SECURITIES GC22 B | Asset and other mortgage backed securities | VAR RT |
| 6/10/2047 | | 137,078 |
|
| GS MORTGAGE SECURITIES GC22 C | Asset and other mortgage backed securities | VAR RT |
| 6/10/2047 | | 133,859 |
|
| GS MORTGAGE SECURITIES GC5 A2 | Asset and other mortgage backed securities | 2.999 | % | 8/10/2044 | | 108,803 |
|
| HILTON USA TRUST HLT AFX 144A | Asset and other mortgage backed securities | 2.662 | % | 11/5/2030 | | 175,131 |
|
| IFC SBA LOAN-BACKED A 1 A 144A | Asset and other mortgage backed securities | VAR RT |
| 1/15/2024 | | 31,803 |
|
| INVITATION HOMES 2 SFR3 A 144A | Asset and other mortgage backed securities | VAR RT |
| 8/17/2032 | | 546,989 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| JP MORGAN CHASE CBX A4FL 144A | Asset and other mortgage backed securities | VAR RT |
| 6/15/2045 | | 497,076 |
|
| JP MORGAN CHASE CO CSMO A 144A | Asset and other mortgage backed securities | VAR RT |
| 1/15/2032 | | 198,939 |
|
| JP MORGAN CHASE COM FL6 A 144A | Asset and other mortgage backed securities | VAR RT |
| 11/15/2031 | | 243,617 |
|
| JP MORGAN CHASE COMME CB18 A1A | Asset and other mortgage backed securities | VAR RT |
| 6/12/2047 | | 346,879 |
|
| JP MORGAN CHASE COMMERCI JP1 C | Asset and other mortgage backed securities | VAR RT |
| 1/15/2049 | | 213,841 |
|
| LB-UBS COMMERCIAL MORTG C2 A1A | Asset and other mortgage backed securities | 5.387 | % | 2/15/2040 | | 338,539 |
|
| LB-UBS COMMERCIAL MORTGA C1 AM | Asset and other mortgage backed securities | 5.455 | % | 2/15/2040 | | 185,499 |
|
| MERRILL LYNCH MORTGAGE C1 ASB | Asset and other mortgage backed securities | VAR RT |
| 6/12/2050 | | 237,744 |
|
| ML-CFC COMMERCIAL MORTGA 4 A1A | Asset and other mortgage backed securities | 5.166 | % | 12/12/2049 | | 120,004 |
|
| ML-CFC COMMERCIAL MORTGAG 4 AM | Asset and other mortgage backed securities | 5.204 | % | 12/12/2049 | | 138,547 |
|
| MORGAN STANLEY BANK OF C24 A3 | Asset and other mortgage backed securities | 3.479 | % | 5/15/2048 | | 416,536 |
|
| MORGAN STANLEY BANK OF C25 XA | Asset and other mortgage backed securities | VAR RT |
| 10/15/2048 | | 251,213 |
|
| MORGAN STANLEY CAPITA HQ11 A1A | Asset and other mortgage backed securities | VAR RT |
| 2/12/2044 | | 232,118 |
|
| MORGAN STANLEY CAPITA HQ9 A4FL | Asset and other mortgage backed securities | VAR RT |
| 7/12/2044 | | 270,251 |
|
| MORGAN STANLEY CAPITA IQ12 A1A | Asset and other mortgage backed securities | 5.319 | % | 12/15/2043 | | 2,345 |
|
| MORGAN STANLEY CAPITA IQ14 A1A | Asset and other mortgage backed securities | VAR RT |
| 4/15/2049 | | 170,409 |
|
| MORGAN STANLEY CAPITAL HQ10 A4 | Asset and other mortgage backed securities | 5.328 | % | 11/12/2041 | | 472 |
|
| MORGAN STANLEY CAPITAL HQ9 AM | Asset and other mortgage backed securities | VAR RT |
| 7/12/2044 | | 339,118 |
|
| MORGAN STANLEY CAPITAL IQ14 A4 | Asset and other mortgage backed securities | VAR RT |
| 4/15/2049 | | 620,503 |
|
| MORGAN STANLEY REREM XA A 144A | Asset and other mortgage backed securities | 2.000 | % | 7/27/2049 | | 302,119 |
|
| NAVIENT PRIVATE EDU AA A1 144A | Asset and other mortgage backed securities | VAR RT |
| 5/16/2022 | | 124,835 |
|
| NAVIENT PRIVATE EDU AA A1 144A | Asset and other mortgage backed securities | VAR RT |
| 12/15/2021 | | 170,489 |
|
| NAVIENT PRIVATE EDU CTA A 144A | Asset and other mortgage backed securities | VAR RT |
| 9/16/2024 | | 83,139 |
|
| NEXTGEAR FLOORPLAN M 1A A 144A | Asset and other mortgage backed securities | 1.920 | % | 10/15/2019 | | 218,083 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| ONEMAIN FINANCIAL IS 1A A 144A | Asset and other mortgage backed securities | 2.430 | % | 6/18/2024 | | 234,189 |
|
| ONEMAIN FINANCIAL IS 1A A 144A | Asset and other mortgage backed securities | 3.190 | % | 3/18/2026 | | 889,451 |
|
| ONEMAIN FINANCIAL IS 2A A 144A | Asset and other mortgage backed securities | 2.470 | % | 9/18/2024 | | 1,182,666 |
|
| PRESTIGE AUTO RECEI 1A A3 144A | Asset and other mortgage backed securities | 1.330 | % | 5/15/2019 | | 96,633 |
|
| PRESTIGE AUTO RECEI 1A A3 144A | Asset and other mortgage backed securities | 1.520 | % | 4/15/2020 | | 348,999 |
|
| RBSCF TRUST 2009- RR2 WBB 144A | Asset and other mortgage backed securities | VAR RT |
| 2/16/2051 | | 114,030 |
|
| SANTANDER DRIVE AUTO 2A E 144A | Asset and other mortgage backed securities | 5.950 | % | 4/15/2019 | | 899,754 |
|
| SANTANDER DRIVE AUTO A B 144A | Asset and other mortgage backed securities | 1.890 | % | 10/15/2019 | | 339,288 |
|
| SANTANDER DRIVE AUTO AA C 144A | Asset and other mortgage backed securities | 1.780 | % | 11/15/2018 | | 394,316 |
|
| SANTANDER DRIVE AUTO REC 4 A2A | Asset and other mortgage backed securities | 0.670 | % | 1/16/2018 | | 57,135 |
|
| SANTANDER DRIVE AUTO REC 5 A2A | Asset and other mortgage backed securities | 0.720 | % | 4/16/2018 | | 127,879 |
|
| SANTANDER DRIVE AUTO REC 5 A2A | Asset and other mortgage backed securities | 1.120 | % | 12/17/2018 | | 602,675 |
|
| SANTANDER DRIVE AUTO RECEI 1 B | Asset and other mortgage backed securities | 1.160 | % | 1/15/2019 | | 85,258 |
|
| SANTANDER DRIVE AUTO RECEI 1 C | Asset and other mortgage backed securities | 3.780 | % | 11/15/2017 | | 5,656 |
|
| SANTANDER DRIVE AUTO RECEI 3 C | Asset and other mortgage backed securities | 1.810 | % | 4/15/2019 | | 319,659 |
|
| SANTANDER DRIVE AUTO RECEI 3 E | Asset and other mortgage backed securities | 5.130 | % | 6/17/2019 | | 649,000 |
|
| SANTANDER DRIVE AUTO RECEI 5 B | Asset and other mortgage backed securities | 1.550 | % | 10/15/2018 | | 250,793 |
|
| SFAVE COMMERCIAL 5AVE A2A 144A | Asset and other mortgage backed securities | VAR RT |
| 1/5/2035 | | 189,453 |
|
| SLM PRIVATE CREDIT STUDEN B A2 | Asset and other mortgage backed securities | VAR RT |
| 6/15/2021 | | 104,493 |
|
| SLM PRIVATE EDUCATI A A2A 144A | Asset and other mortgage backed securities | 1.770 | % | 5/17/2027 | | 146,705 |
|
| SLM PRIVATE EDUCATI A A2B 144A | Asset and other mortgage backed securities | VAR RT |
| 5/17/2027 | | 282,779 |
|
| SLM PRIVATE EDUCATI B A2B 144A | Asset and other mortgage backed securities | VAR RT |
| 6/17/2030 | | 361,079 |
|
| SLM PRIVATE EDUCATIO A A1 144A | Asset and other mortgage backed securities | VAR RT |
| 8/15/2025 | | 116,404 |
|
| SLM PRIVATE EDUCATIO A A1 144A | Asset and other mortgage backed securities | VAR RT |
| 7/15/2022 | | 81,740 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| SLM PRIVATE EDUCATIO C A1 144A | Asset and other mortgage backed securities | VAR RT |
| 2/15/2022 | | 206,359 |
|
| SLM PRIVATE EDUCATIO C A2 144A | Asset and other mortgage backed securities | 3.310 | % | 10/15/2046 | | 339,221 |
|
| SLM PRIVATE EDUCATIO D A1 144A | Asset and other mortgage backed securities | VAR RT |
| 6/15/2023 | | 76,454 |
|
| SLM PRIVATE EDUCATIO D A2 144A | Asset and other mortgage backed securities | 2.950 | % | 2/15/2046 | | 188,005 |
|
| SLM PRIVATE EDUCATIO E A1 144A | Asset and other mortgage backed securities | VAR RT |
| 10/16/2023 | | 156,584 |
|
| STRIPS 2012-1 LTD 1A A 144A | Asset and other mortgage backed securities | 1.500 | % | 12/25/2044 | | 42,081 |
|
| STRUCTURED ADJUSTABLE RA 13 A2 | Asset and other mortgage backed securities | VAR RT |
| 9/25/2034 | | 49,193 |
|
| WELLS FARGO COMMERCIAL C28 A4 | Asset and other mortgage backed securities | 3.540 | % | 5/15/2048 | | 452,020 |
|
| WELLS FARGO COMMERCIAL NXS4 B | Asset and other mortgage backed securities | VAR RT |
| 12/15/2048 | | 413,460 |
|
| WF-RBS COMMERCIAL M C2 A2 144A | Asset and other mortgage backed securities | 3.791 | % | 2/15/2044 | | 303,887 |
|
| WORLD FINANCIAL NETWORK CR A A | Asset and other mortgage backed securities | 1.610 | % | 12/15/2021 | | 636,118 |
|
| WORLD FINANCIAL NETWORK CR C A | Asset and other mortgage backed securities | 2.230 | % | 8/15/2022 | | 260,965 |
|
| WORLD FINANCIAL NETWORK CR D M | Asset and other mortgage backed securities | 3.090 | % | 4/17/2023 | | 200,607 |
|
| | Total Asset and other Mortgage Backed Securities | 36,120,496 |
|
| | | | | | |
| BRAZILIAN GOVERNMENT INTERNATI | Non U.S. Government | 4.250 | % | 1/7/2025 | | 161,000 |
|
| PROVINCE OF ONTARIO CANADA | Non U.S. Government | 1.100 | % | 10/25/2017 | | 184,132 |
|
| COLOMBIA GOVERNMENT INTERNATIO | Non U.S. Government | 4.000 | % | 2/26/2024 | | 209,550 |
|
| COLOMBIA GOVERNMENT INTERNATIO | Non U.S. Government | 4.500 | % | 1/28/2026 | | 329,475 |
|
| FMS WERTMANAGEMENT AOER | Non U.S. Government | 1.125 | % | 9/5/2017 | | 199,608 |
|
| ISRAEL ST AID | Non U.S. Government | 5.500 | % | 9/18/2033 | | 142,035 |
|
| MEXICO GOVERNMENT INTERNATIONA | Non U.S. Government | 3.625 | % | 3/15/2022 | | 171,020 |
|
| MEXICO GOVERNMENT INTERNATIONA | Non U.S. Government | 3.500 | % | 1/21/2021 | | 28,420 |
|
| PERUVIAN GOVERNMENT INTERNATIO | Non U.S. Government | 5.625 | % | 11/18/2050 | | 27,540 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| PERUVIAN GOVERNMENT INTERNATIO | Non U.S. Government | 4.125 | % | 8/25/2027 | | 162,680 |
|
| TURKEY GOVERNMENT INTERNATIONA | Non U.S. Government | 5.750 | % | 3/22/2024 | | 221,869 |
|
| URUGUAY GOVERNMENT INTERNATION | Non U.S. Government | 4.375 | % | 10/27/2027 | | 44,212 |
|
| | | Total Other fixed income securities | 1,881,541 |
|
| | | | | | |
| | | | | | |
| ABBVIE INC | Common Stock | | | | 1,882,647 |
|
| ACCOR SA | Common Stock | | | | 1,396,461 |
|
| AIA GROUP LTD | Common Stock | | | | 1,565,832 |
|
| AIRBUS GROUP SE | Common Stock | | | | 1,594,189 |
|
| ALPHABET INC | Common Stock | | | | 1,934,385 |
|
| AMERICAN INTERNATIONAL GROUP I | Common Stock | | | | 380,248 |
|
| ANADARKO PETROLEUM CORP | Common Stock | | | | 1,605,180 |
|
| ANHEUSER-BUSCH INBEV SA/NV | Common Stock | | | | 1,758,459 |
|
| APPLE INC | Common Stock | | | | 1,265,752 |
|
| APPLIED MATERIALS INC | Common Stock | | | | 1,321,183 |
|
| BOEING CO/THE | Common Stock | | | | 1,352,639 |
|
| CIT GROUP INC | Common Stock | | | | 552,426 |
|
| CONTINENTAL AG | Common Stock | | | | 1,376,733 |
|
| CSRA INC | Common Stock | | | | 198,149,310 |
|
| CVS HEALTH CORP | Common Stock | | | | 2,295,640 |
|
| DANAHER CORP | Common Stock | | | | 1,834,844 |
|
| DIAGEO PLC | Common Stock | | | | 1,340,511 |
|
| GENERAL ELECTRIC CO | Common Stock | | | | 1,643,474 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 |
| GILEAD SCIENCES INC | Common Stock | | | | 1,570,368 |
|
| HOME DEPOT INC/THE | Common Stock | | | | 2,039,295 |
|
| LLOYDS BANKING GROUP PLC | Common Stock | | | | 1,203,332 |
|
| MICROSOFT CORP | Common Stock | | | | 2,282,725 |
|
| NOVARTIS AG | Common Stock | | | | 1,360,531 |
|
| ORACLE CORP | Common Stock | | | | 806,217 |
|
| ROCHE HOLDING AG | Common Stock | | | | 1,444,680 |
|
| SAFRAN SA | Common Stock | | | | 1,619,847 |
|
| SMITH & NEPHEW PLC | Common Stock | | | | 998,773 |
|
| SYNCHRONY FINANCIAL | Common Stock | | | | 2,196,575 |
|
| TEVA PHARMACEUTICAL INDUSTRIES | Common Stock | | | | 2,021,712 |
|
| TJX COS INC/THE | Common Stock | | | | 1,906,061 |
|
| TWENTY-FIRST CENTURY FOX INC | Common Stock | | | | 1,124,299 |
|
| UNITEDHEALTH GROUP INC | Common Stock | | | | 1,991,645 |
|
| VISA INC | Common Stock | | | | 2,366,206 |
|
| VODAFONE GROUP PLC | Common Stock | | | | 556,761 |
|
| WPP PLC | Common Stock | | | | 1,913,342 |
|
| | | | Total Common Stock | 250,652,282 |
|
| | | | | | |
| U S TREASURY BOND | U.S. Treasuries | 3.125 | % | 8/15/2044 | | 132,859 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.000 | % | 11/15/2044 | | 587,857 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.875 | % | 8/15/2045 | | 4,613,252 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.000 | % | 11/15/2045 | | 907,263 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.000 | % | 8/15/2025 | | 2,084,677 |
|
Schedule of Assets Held Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 0 |
| | | | | | | | |
(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 | 1.000 | % | 9/15/2018 | | 170,632 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.750 | % | 9/30/2022 | | 1,737,559 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.375 | % | 10/31/2020 | | 2,283,763 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.875 | % | 10/31/2022 | | 13,443,279 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.250 | % | 11/15/2025 | | 2,157,347 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.250 | % | 11/15/2018 | | 688,463 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.000 | % | 11/30/2022 | | 8,087,348 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.625 | % | 11/30/2020 | | 4,823,475 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.250 | % | 12/15/2018 | | 561,645 |
|
| U S TREASURY NOTE | U.S. Treasuries | 0.750 | % | 10/31/2017 | | 4,201,121 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.125 | % | 8/31/2020 | | 2,750,312 |
|
| US TREAS-CPI INFLAT | U.S. Treasuries | 0.250 | % | 1/15/2025 | | 609,680 |
|
| US TREAS-CPI INFLAT | U.S. Treasuries | 0.375 | % | 7/15/2025 | | 1,170,084 |
|
| | | | Total Government Bonds | 51,010,616 |
|
| | | | | | |
| Self Directed Brokerage | Other | | | | 17,429,043 |
|
| | | | | | |
| Assets (Held at End of Year) | | | | | 2,571,093,949 |
|
| 1 Represents taxed loan balances with original maturity dates of 2004 through 2014 for active employees. These active employees retain the right to pay back the loan balances. | | | | |
| * Represents Party in Interest | | | | | |
Schedule of Delinquent Participant Contributions
Form 5500, Schedule H, Line 4a
Computer Sciences Corporation
EIN 95-2043126
Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | |
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____ |
| $ | 433 |
|
|
|
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: July 8, 2016 | By: | /s/ H.C. Charles Diao |
| | H.C. Charles Diao, Vice President, Finance and Corporate Treasurer |
| | Member, CSC Employee Benefits Fiduciary Committee |
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