UNITED STATES
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
(Mark one)
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended: December 31, 2016
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 |
Financial Statements and Supplemental Schedule |
December 31, 2016 and 2015 |
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Table of Contents |
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Report of Independent Registered Public Accounting Firm | |
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Financial Statements as of December 31, 2016 and 2015 and for the year ended December 31, 2016: | |
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Statements of Net Assets Available for Plan Benefits | |
Statement of Changes in Net Assets Available for Plan Benefits | |
Notes to Financial Statements | |
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Supplemental Schedule as of December 31, 2016: | |
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) | |
Schedule H, Line 4j - Schedule of Reportable Transactions for the year ended December 31, 2016
| S-45 |
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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
Tysons, 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, 2016 and 2015, and the related statement of changes in net assets available for benefits for the year ended December 31, 2016. 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, 2016 and 2015, and the changes in net assets available for benefits for the year ended December 31, 2016, 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, 2016 and the Schedule of Reportable Transactions for the year ended December 31, 2016 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, 2016 and the Schedule of Reportable Transactions for the year ended December 31, 2016) is fairly stated in all material respects in relation to the financial statements as a whole.
/s/ Johnson Lambert LLP
Vienna, Virginia
June 26, 2017
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
Statements of Net Assets Available for Plan Benefits
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| | As of |
| | December 31, 2016 | | December 31, 2015 |
Assets: | | | | |
Total participant-directed investments - at fair value | | $ | 2,511,539,177 |
| | $ | 2,546,530,814 |
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Receivables: | | | | |
Employer Contribution Receivable | | 17,659,536 |
| | 20,241,123 |
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Notes receivable from participants | | 20,556,214 |
| | 24,565,683 |
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Accrued investment income | | 1,742,931 |
| | 2,350,895 |
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Unsettled trade receivables | | 5,504,523 |
| | 1,898,351 |
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Total receivables | | 45,463,204 |
| | 49,056,052 |
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Total assets | | 2,557,002,381 |
| | 2,595,586,866 |
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Liabilities: | | | | |
Accrued expenses | | 746,913 |
| | 1,947,104 |
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Unsettled trade payables | | 21,658,425 |
| | 19,995,022 |
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Total liabilities | | 22,405,338 |
| | 21,942,126 |
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Net assets available for plan benefits | | $ | 2,534,597,043 |
| | $ | 2,573,644,740 |
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See accompanying notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
Statement of Changes in Net Assets Available for Plan Benefits
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| | Year Ended |
| | December 31, 2016 |
Investment income: | | |
Net appreciation in fair value of investments | | $ | 247,740,261 |
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Dividends | | 9,219,354 |
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Interest | | 6,477,148 |
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Net investment gain | | 263,436,763 |
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Additions: | | |
Participant contributions | | 81,450,443 |
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Employer contributions | | 21,141,173 |
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Participant rollovers | | 14,703,784 |
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Total additions | | 117,295,400 |
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Deductions: | | |
Distributions to participants | | 418,010,674 |
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Administrative expenses | | 1,769,186 |
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Total deductions | | 419,779,860 |
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Net decrease in net assets available for plan benefits | | (39,047,697 | ) |
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Net assets available for benefits: | | |
Beginning of year | | 2,573,644,740 |
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End of year | | $ | 2,534,597,043 |
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See accompanying notes to financial statements.
COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN
Notes to Financial Statements
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.
Effective November 30, 2016, a liquidation of the CSRA stock fund was completed in an orderly fashion and proceeds from the liquidation were deposited in the Qualified Default Investment Account of each affected participant.
Separation of NPS - On November 27, 2015, the Company completed the separation of the Company's U.S. public sector business ("NPS") and combination of NPS with SRA International, Inc. to form a new independent 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.
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 and transferred all assets associated with 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 both December 31, 2016 and 2015, the Plan’s interest in the assets of the trust in which its asset were held was approximately 99%. 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 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. The Plan permits participants age 50 and over to make additional "catch-up" contributions in excess of the statutory limit up to an additional $6,000 on a pre-tax basis in 2016.
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.
Company match earned for all participants that are in the standard match 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 18 investment options listed below.
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 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.
Each of the investment funds noted below are listed as one fund on Form 5500, Schedule H, Line 4i and subtotaled as Interest in Commingled Funds:
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• | Blackrock Global Allocation Collective Fund |
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• | Pyramis Select Global Equity Commingled Funds |
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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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• | 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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• | 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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• | State and Local Obligations |
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• | Agency Mortgage Backed Securities |
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• | Asset and other Mortgage Backed Securities |
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• | Non U.S. Government Funds |
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.
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 2016 amounted to $3,062,681. 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 $2,868,685 at December 31, 2016 and $2,386,649 at December 31, 2015. In 2016, employer contributions attributable to the year ended December 31, 2015 were reduced by $2,386,649. The Plan also paid administrative expenses of $185,143 and restored forfeitures of $8,853.
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 the age of and 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. A $3.20 monthly administration fee is applied to accounts of terminated participants. Plan participants also incurred quarterly advisory fees totaling $4.70 during calendar year 2016.
Note 2 - Summary of Significant Accounting Policies
Basis of Accounting - The accompanying consolidated financial statements have been prepared in accordance with U.S. generally accepted accounting principles ("GAAP").
Use of Estimates - The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. These estimates are based on management’s knowledge of historical information and current events, and expectations about actions that the Company may undertake in the future. Actual results could differ materially from those estimates. In the opinion of Company management, the accompanying consolidated financial statements contain all adjustments necessary, including those of a normal recurring nature, to fairly present the financial statements.
Risks and Uncertainties - The Plan utilizes various investment instruments including short-term investment funds ("STIF"), fixed income securities, commingled funds, a stable value fund and Company stock. 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 4 - Fair Value Measurements). Investments in the STIF are stated at amortized cost which approximates fair value. Fixed income securities including U.S. Treasuries, U.S. government agencies securities, corporate bonds, asset and other mortgage backed securities, agency mortgage backed securities and non U.S. government funds are generally valued using model-based pricing methods that use observable market data as inputs. 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.
Investments in commingled funds are stated at estimated fair values, which have been determined based on the NAVs of the funds. NAVs 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.
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 based upon NAV. 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. These investments are included in "Investments measured at net asset value" in the fair value of Plan assets table included in Note 4-Fair Value Measurements.
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 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, 2016, 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 $1,215,962 and $2,902,807 at December 31, 2016 and 2015, respectively.
New Accounting Standards - During 2016, the Company adopted the following Accounting Standards Updates ("ASU") issued by the Financial Accounting Standards Board ("FASB"):
ASU 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 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. There is no impact from this guidance on the Plan's financial statements and footnotes other than the format of disclosure as included in Note 4 - Fair Value Measurements.
ASU 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 ASU 2015-12 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.
As a result of clarifications to the guidance associated with this ASU, Plan management determined that an investment in a stable value fund that was previously measured and reported at contract value was an indirect investment through an investment company in a fully benefit-responsive investment contract ("FBRIC"), rather than a direct investment in a FBRIC. As such, the Plan has no investments that are to be measured or disclosed at contract value as required by Part I. In accordance with this ASU, the adjustment from fair value to contract value that was disclosed within the Plan's statement of net assets available for plan benefits for the year ended December 31, 2015 has retrospectively been removed. Prospectively, the adjustment from fair value to contract value will no longer be presented. Disclosures associated with the adoption of Part II have been modified accordingly.
Standards Issued But Not Yet Effective - The following ASU was recently issued but has not yet been adopted by CSC:
In February 2017, the FASB issued ASU 2017-06, "Plan Accounting: Defined Benefit Pension Costs (Topic 960); Defined Contribution Pension Plans (Topic 962) Health and Welfare Benefit Plans (Topic 965) Employee Benefit Plan Master Trust Reporting" which is intended to improve the usefulness of the information reported to users of employee benefit plan financial statements and to provide clarity to preparers and auditors. For each master trust in which a plan holds an interest, the amendments in this update require a plan’s interest in that master trust and any change in that interest to be presented in separate line items in the statement of net assets available for benefits and in the statement of changes in net assets available for benefits, respectively. ASU 2017-06 is effective for fiscal years beginning after December 15, 2018, with early adoption permitted, applied retrospectively. CSC is currently evaluating the impact that this ASU will have on its reporting and related
disclosures. CSC does not expect changes in its current accounting policies upon adoption; however, expanded disclosure in CSC's notes to its financial statements as prescribed is anticipated.
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.
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.
The Plan administrator and tax counsel believe that although the Plan was amended in 2015 and 2016 and these amendments were 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.
Note 4 - Fair Value Measurements
The Company applies fair value accounting for all financial assets and liabilities and non-financial assets and liabilities that are recognized or disclosed at fair value in the financial statements on a recurring basis. The objective of a fair value measurement is to estimate the price to sell an asset or transfer a liability in an orderly transaction between market participants at the measurement date under current market conditions. Such transactions to sell an asset or transfer a liability are assumed to occur in the principal market for that asset or liability, or in the absence of the principal market, the most advantageous market.
Assets and liabilities subject to fair value measurement disclosures are required to be classified according to a three-level fair value hierarchy with respect to the inputs used to determine fair value. The level in which an asset or liability is disclosed within the fair value hierarchy is based on the lowest level input that is significant to the related fair value measurement in its entirety. The levels of input are defined as follows:
Level 1: Quoted prices unadjusted for identical assets or liabilities in an active market.
Level 2: Inputs other than quoted prices that are observable, either directly or indirectly, for similar assets or
liabilities.
Level 3: Unobservable inputs that reflect the entity's own assumptions which market participants would use
in pricing the asset or liability.
Asset Valuation Techniques - Self-directed brokerage is categorized as Level 1. They are valued using quoted prices in active markets for identical assets. 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") |
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Corporate bonds | | Standard inputs and events affecting market sectors and individual issuer credit worthiness |
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U.S. Treasuries, U.S. government agencies, state and local obligations, non-U.S. government securities | | Standard inputs |
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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. If the securities do not trade on national or international exchanges they are categorized as Level 2 using significant observable inputs.
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, 2016, and December 31, 2015, there were no transfers between levels.
Short-Term and Commingled Funds - The funds held by the Plan have a daily redemption frequency and have no unfunded commitments or notice period requirement for participants.
The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2016 was as follows: |
| | | | | | | | | | | | | | | | |
| | As of December 31, 2016 |
| | Investment Assets at Fair Value |
| | Level 1 | | Level 2 | | Level 3 | | Total |
Equity: | | | | | | | | |
Global equity | | $ | 26,406,180 |
| | $ | — |
| | $ | — |
| | $ | 26,406,180 |
|
CSC common stock | | 286,779,816 |
| | — |
| | — |
| | 286,779,816 |
|
U.S. equity | | 11,503,256 |
| | — |
| | — |
| | 11,503,256 |
|
| | | | | | | | |
Fixed Income: | | | | | | | | |
U.S. treasuries | | — |
| | 57,965,794 |
| | — |
| | 57,965,794 |
|
U.S. government agencies | | — |
| | 8,931,269 |
| | — |
| | 8,931,269 |
|
State and local obligations | | — |
| | 1,000,373 |
| | — |
| | 1,000,373 |
|
Non-U.S. government funds | | — |
| | 1,452,861 |
| | — |
| | 1,452,861 |
|
Agency mortgage backed securities | | — |
| | 35,870,871 |
| | — |
| | 35,870,871 |
|
Asset and other mortgage backed securities | | — |
| | 23,194,575 |
| | — |
| | 23,194,575 |
|
Corporate bonds | | — |
| | 47,128,127 |
| | — |
| | 47,128,127 |
|
Alternatives fund (mutual fund) | | 65,657,534 |
| | — |
| | — |
| | 65,657,534 |
|
| | | | | | | | |
Other: | | | | | | | | |
Self-directed brokerage | | 25,645,045 |
| | — |
| | — |
| | 25,645,045 |
|
| | | | | | | | |
Cash & cash equivalents: | | | | | | | | |
Short-term investments | | — |
| | 208,235,838 |
| | — |
| | 208,235,838 |
|
| | | | | | | | |
Total assets in the fair value hierarchy | | 415,991,831 |
| | 383,779,708 |
| | — |
| | 799,771,539 |
|
| | | | | | | | |
Investments measured at net asset value | | — |
| | — |
| | — |
| | 1,711,767,638 |
|
| | | | | | | | |
Total investments at fair value | | $ | 415,991,831 |
| | $ | 383,779,708 |
| | $ | — |
| | $ | 2,511,539,177 |
|
The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2015 was as follows:
|
| | | | | | | | | | | | | | | | |
| | As of December 31, 2015 |
| | Investment Assets at Fair Value |
| | Level 1 | | Level 2 | | Level 3 | | Total |
Equity: | | | | | | | | |
Global equity | | $ | 20,151,164 |
| | $ | — |
| | $ | — |
| | $ | 20,151,164 |
|
CSC common stock | | 188,304,219 |
| | — |
| | — |
| | 188,304,219 |
|
CSRA common stock | | 198,149,310 |
| | — |
| | — |
| | 198,149,310 |
|
U.S. equity | | 32,351,808 |
| | — |
| | — |
| | 32,351,808 |
|
| | | | | | | | |
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 |
|
Alternatives fund (mutual fund) | | 69,881,840 |
| | — |
| | — |
| | 69,881,840 |
|
| | | | | | | | |
Other: | | | | | | | | |
Self-directed brokerage | | 17,429,043 |
| | — |
| | — |
| | 17,429,043 |
|
| | | | | | | | |
Cash and cash equivalents: | | | | | | | | |
Short-Term Investments | | — |
| | 213,209,240 |
| | — |
| | 213,209,240 |
|
| | | | | | | | |
Total assets in the fair value hierarchy | | 526,267,384 |
| | 392,968,963 |
| | — |
| | 919,236,347 |
|
| | | | | | | | |
Investments measured at net asset value | | — |
| | — |
| | — |
| | 1,627,294,467 |
|
| | | | | | | | |
Total investments at fair value | | $ | 526,267,384 |
| | $ | 392,968,963 |
| | $ | — |
| | $ | 2,546,530,814 |
|
Note 5 - 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 ratably through payroll deductions.
Note 6 - 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, 2016. During the year ended December 31, 2016, the Plan expensed $158,370 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2016 and 2015, the Plan held 4,826,318 and 5,762,063 shares, respectively, of common stock of CSC, the sponsoring employer, with a cost basis of $120,173,088 and $142,886,305, respectively. The Plan received $2,795,405 in dividends from CSC common stock for the year ended December 31, 2016.
Note 7 - 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:
|
| | | | | | | | |
| | As of December 31, |
| | 2016 | | 2015 |
Net assets available for benefits per the financial statements | | $ | 2,534,597,043 |
| | $ | 2,573,644,740 |
|
Amounts allocated to withdrawing participants | | (1,215,962 | ) | | (2,902,807 | ) |
Net assets available for benefits per Form 5500 | | $ | 2,533,381,081 |
| | $ | 2,570,741,933 |
|
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, 2016: |
| | | | |
| | 2016 |
Net decrease in net assets per the financial statements | | $ | (39,047,697 | ) |
Distributions allocated to withdrawing participants at end of year | | (1,215,962 | ) |
Distributions allocated to withdrawing participants at start of year | | 2,902,807 |
|
Net decrease in net assets per Form 5500 | | $ | (37,360,852 | ) |
The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2016:
|
| | | | |
| | 2016 |
Distributions to participants per the financial statements | | $ | 418,010,674 |
|
Amounts allocated to withdrawing participants at end of year | | 1,215,962 |
|
Amounts allocated to withdrawing participants at start of year | | (2,902,807 | ) |
Distributions to participants per the Form 5500 | | $ | 416,323,829 |
|
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 8 - Subsequent Events
Prior to February 28, 2017, the Master Trust Agreement held investments in both the CSC Pension and CSC 401(k) plans. Effective February 28, 2017, the Master Trust Agreement was amended to hold investments only for those relating to CSC's 401(k) plan.
Effective March 3, 2017, the Plan was updated to add a Roth 401(k) feature. Participants may now elect to designate all or a part of their Compensation Deferral Contributions or Catch-Up Contributions as Roth Contributions, or roll over funds from another qualified Roth 401(k) account.
Effective April 1, 2017, CSC became a wholly owned subsidiary of DXC Technology Company ("DXC"), an independent public company formed in connection with the spin-off of the enterprise services business of the Hewlett Packard Enterprise Company ("HPE"). The CSC common stock held by the Plan was converted to DXC stock as part of this transaction. Sponsorship of the Plan was transferred to DXC and the Plan name was changed to the "DXC Technology Matched Asset Plan." In addition, pursuant to the Employee Matters Agreement entered into between HPE, CSC and DXC, CSC caused the Plan to accept eligible rollovers of the account balances of the employees of the enterprise services business of HPE from the HPE 401(k) plan.
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 |
| | | | | | |
| State Street Global Advisor | Money Market Fund | | | | $ | 190,683,333 |
|
* | The Bank of New York Mellon | Collective Short Term Invest Fd | | | | 17,552,505 |
|
| | | | Total Short-Term Investments | | 208,235,838 |
|
| | | | | | |
* | Computer Sciences Corporation | Common Stock (4,826,318 shares) | | | $ | 120,163,957 |
| 286,734,716 |
|
* | Computer Sciences Corporation | MAP Pre 2004 Stale | | | 9,131 |
| 45,100 |
|
| | | | Total CSC Common Stock | | 286,779,816 |
|
| | | | | | |
| Grantham, Mayo, Van Otterloo & Co. | GMO BNCHMRK-FREE ALL SER | | | | 32,806,511 |
|
| Pacific Investment Management Company | PIMCO ALL ASSETS ALL AUTH-IS | | | | 32,851,023 |
|
| | | | Total Registered Investments | | 65,657,534 |
|
| | | | | | |
| Computer Sciences Corporation | Participant loans - Interest rates range from 3.25% to 9.75%. Maturities range from 20041 to 2029 | | | | 20,556,214 |
|
| | | | | | |
| BlackRock | Blackrock Global Allocation Collective Fund | | 33,423,873 |
|
| Fidelity | Pyramis Select Global Equity Commingled Funds | | 80,910,099 |
|
* | Mellon Bank,N.A. | MCM International Country World Index EX US issued by Bank of New York Mellon (EB DL ACWI) | | 263,765,331 |
|
* | Mellon Bank,N.A. | Mellon EB Daily Liquidity Stock Index Fund issued by BNYM | | 261,488,383 |
|
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 |
* | Mellon Bank,N.A. | MCM Daily Liquidity Completion Fund issued by BNYM (EB Daily Liquidity Market Completion Fund) | | 59,270,470 |
|
* | Mellon Bank,N.A. | Mellon TIPS Index Fund issued by BYNM (EB Daily Liquidity Non-SL) | | 48,460,668 |
|
| State Street Global Advisor | Target Series Retirement Fund issued by SSgA (Target Retirement Income) | | 51,136,643 |
|
| State Street Global Advisor | Target Series Retirement 2015 Fund issued by SSgA (Target Retirement 2015 SL) | | 80,307,396 |
|
| State Street Global Advisor | Target Series Retirement 2020 Fund issued by SSgA (Target Retirement 2020 SL) | | 187,087,370 |
|
| State Street Global Advisor | Target Series Retirement 2025 Fund issued by SSgA (Target Retirement 2025 SL) | | 213,236,259 |
|
| State Street Global Advisor | Target Series Retirement 2030 Fund issued by SSgA (Target Retirement 2030 SL) | | 165,077,628 |
|
| State Street Global Advisor | Target Series Retirement 2035 Fund issued by SSgA (Target Retirement 2035 SL) | | 114,976,168 |
|
| State Street Global Advisor | Target Series Retirement 2040 Fund issued by SSgA (Target Retirement 2040 SL) | | 75,733,466 |
|
| State Street Global Advisor | Target Series Retirement 2045 Fund issued by SSgA (Target Retirement 2045 SL) | | 35,627,107 |
|
| State Street Global Advisor | Target Series Retirement 2050 Fund issued by SSgA (Target Retirement 2050 SL) | | 28,334,924 |
|
| State Street Global Advisor | Target Series Retirement 2055 Fund issued by SSgA (Target Retirement 2055) | | 2,656,554 |
|
| State Street Global Advisor | Target Series Retirement 2060 Fund issued by SSgA (Target Retirement 2060) | | 7,593,617 |
|
| T. Rowe Price | T Rowe Price Stable Value Common Trust Fund | | 2,681,682 |
|
| | | Total Interest in Commingled Funds | | 1,711,767,638 |
|
| | | | | | |
| | | | | | |
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 |
| 21ST CENTURY FOX AMERICA INC | Corporate bonds | 8.500 | % | 2/23/2025 | | 46,038 |
|
| 21ST CENTURY FOX AMERICA INC | Corporate bonds | 7.750 | % | 1/20/2024 | | 36,935 |
|
| 21ST CENTURY FOX AMERICA INC | Corporate bonds | 3.700 | % | 10/15/2025 | | 25,304 |
|
| ABBVIE INC | Corporate bonds | 4.400 | % | 11/6/2042 | | 64,912 |
|
| ABBVIE INC | Corporate bonds | 4.300 | % | 5/14/2036 | | 38,116 |
|
| ABBVIE INC | Corporate bonds | 4.700 | % | 5/14/2045 | | 34,340 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 3.000 | % | 3/12/2020 | | 633,664 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 2.350 | % | 3/12/2018 | | 236,359 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 4.750 | % | 3/15/2045 | | 70,685 |
|
| ACTAVIS FUNDING SCS | Corporate bonds | 3.800 | % | 3/15/2025 | | 65,077 |
|
| ACTAVIS INC | Corporate bonds | 1.880 | % | 10/1/2017 | | 275,526 |
|
| AERCAP IRELAND CAPITAL DAC / A | Corporate bonds | 4.500 | % | 5/15/2021 | | 159,598 |
|
| AETNA INC | Corporate bonds | 3.200 | % | 6/15/2026 | | 158,283 |
|
| AETNA INC | Corporate bonds | 1.900 | % | 6/7/2019 | | 34,920 |
|
| AETNA INC | Corporate bonds | 2.800 | % | 6/15/2023 | | 9,850 |
|
| AGRIUM INC | Corporate bonds | 4.130 | % | 3/15/2035 | | 13,753 |
|
| AIR LEASE CORP | Corporate bonds | 2.130 | % | 1/15/2020 | | 59,105 |
|
| AIR LEASE CORP | Corporate bonds | 3.380 | % | 6/1/2021 | | 45,623 |
|
| AIR LEASE CORP | Corporate bonds | 3.000 | % | 9/15/2023 | | 28,662 |
|
| ALTRIA GROUP INC | Corporate bonds | 5.380 | % | 1/31/2044 | | 77,393 |
|
| AMAZON.COM INC | Corporate bonds | 4.800 | % | 12/5/2034 | | 94,657 |
|
| AMAZON.COM INC | Corporate bonds | 4.950 | % | 12/5/2044 | | 38,779 |
|
| AMAZON.COM INC | Corporate bonds | 3.800 | % | 12/5/2024 | | 31,525 |
|
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 |
| AMERICAN AIRLINES 2015-1 CLASS | Corporate bonds | 3.380 | % | 11/1/2028 | | 64,070 |
|
| AMERICAN HONDA FINANCE CORP | Corporate bonds | 2.250 | % | 8/15/2019 | | 35,341 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 4.380 | % | 1/15/2055 | | 76,959 |
|
| AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 3.900 | % | 4/1/2026 | | 21,369 |
|
| AMERICAN TOWER CORP | Corporate bonds | 4.400 | % | 2/15/2026 | | 105,251 |
|
| AMERICAN TOWER CORP | Corporate bonds | 3.300 | % | 2/15/2021 | | 104,173 |
|
| AMERICAN TOWER CORP | Corporate bonds | 4.000 | % | 6/1/2025 | | 37,094 |
|
| AMERICAN TRANSMISSION SYS 144A | Corporate bonds | 5.250 | % | 1/15/2022 | | 249,016 |
|
| AMGEN INC | Corporate bonds | 2.600 | % | 8/19/2026 | | 133,362 |
|
| AMGEN INC 144A | Corporate bonds | 4.560 | % | 6/15/2048 | | 49,330 |
|
| ANALOG DEVICES INC | Corporate bonds | 3.500 | % | 12/5/2026 | | 44,584 |
|
| ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 4.900 | % | 2/1/2046 | | 182,667 |
|
| ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 3.650 | % | 2/1/2026 | | 171,567 |
|
| ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 3.300 | % | 2/1/2023 | | 103,809 |
|
| ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 4.700 | % | 2/1/2036 | | 84,149 |
|
| ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 2.650 | % | 2/1/2021 | | 75,431 |
|
| ANHEUSER-BUSCH WORLDWIDE | Corporate bonds | 3.750 | % | 7/15/2042 | | 31,479 |
|
| AON PLC | Corporate bonds | 3.880 | % | 12/15/2025 | | 50,964 |
|
| AON PLC | Corporate bonds | 4.750 | % | 5/15/2045 | | 35,377 |
|
| AON PLC | Corporate bonds | 4.600 | % | 6/14/2044 | | 19,759 |
|
| APACHE CORP | Corporate bonds | 6.000 | % | 1/15/2037 | | 39,105 |
|
| APACHE CORP | Corporate bonds | 5.100 | % | 9/1/2040 | | 25,108 |
|
| APPLE INC | Corporate bonds | 3.850 | % | 5/4/2043 | | 108,056 |
|
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 |
| APPLE INC | Corporate bonds | 3.850 | % | 8/4/2046 | | 81,442 |
|
| APPLE INC | Corporate bonds | 3.450 | % | 2/9/2045 | | 44,132 |
|
| APPLE INC | Corporate bonds | 4.650 | % | 2/23/2046 | | 37,795 |
|
| APPLE INC | Corporate bonds | 3.250 | % | 2/23/2026 | | 35,019 |
|
| ARCH CAPITAL FINANCE LLC | Corporate bonds | 4.010 | % | 12/15/2026 | | 25,360 |
|
| AT&T INC | Corporate bonds | 4.800 | % | 6/15/2044 | | 188,983 |
|
| AT&T INC | Corporate bonds | 4.350 | % | 6/15/2045 | | 53,462 |
|
| AT&T INC | Corporate bonds | 4.450 | % | 4/1/2024 | | 52,122 |
|
| AT&T INC | Corporate bonds | 4.500 | % | 5/15/2035 | | 48,308 |
|
| AT&T INC | Corporate bonds | 4.750 | % | 5/15/2046 | | 4,737 |
|
| AVIATION CAPITAL GROUP CO 144A | Corporate bonds | 2.880 | % | 9/17/2018 | | 151,875 |
|
| AVNET INC | Corporate bonds | 4.630 | % | 4/15/2026 | | 9,743 |
|
| BAE SYSTEMS HOLDINGS INC 144A | Corporate bonds | 3.850 | % | 12/15/2025 | | 25,497 |
|
| BANK OF AMERICA CORP | Corporate bonds | 4.000 | % | 1/22/2025 | | 310,389 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.070 | % | 3/22/2018 | | 276,851 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.500 | % | 10/21/2022 | | 193,425 |
|
| BANK OF AMERICA CORP | Corporate bonds | 3.950 | % | 4/21/2025 | | 171,224 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.250 | % | 4/21/2020 | | 170,997 |
|
| BANK OF AMERICA CORP | Corporate bonds | 3.880 | % | 8/1/2025 | | 140,323 |
|
| BANK OF AMERICA CORP | Corporate bonds | 5.650 | % | 5/1/2018 | | 136,209 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.600 | % | 1/15/2019 | | 129,094 |
|
| BANK OF AMERICA CORP | Corporate bonds | 2.000 | % | 1/11/2018 | | 98,226 |
|
| BANK OF AMERICA CORP | Corporate bonds | 4.000 | % | 4/1/2024 | | 97,977 |
|
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 |
| BANK OF AMERICA CORP | Corporate bonds | 3.300 | % | 1/11/2023 | | 90,301 |
|
| BANK OF AMERICA CORP | Corporate bonds | 1.950 | % | 5/12/2018 | | 76,107 |
|
| BANK OF AMERICA CORP | Corporate bonds | 6.880 | % | 4/25/2018 | | 37,202 |
|
| BANK OF NEW YORK MELLON CORP | Corporate bonds | 0.050 | % | 12/29/2049 | | 196,980 |
|
| BANK OF NEW YORK MELLON CORP | Corporate bonds | 0.050 | % | 12/29/2049 | | 137,598 |
|
| BANK OF NEW YORK MELLON CORP | Corporate bonds | 3.000 | % | 2/24/2025 | | 103,254 |
|
| BANK OF NEW YORK MELLON CORP | Corporate bonds | 3.000 | % | 10/30/2028 | | 33,279 |
|
| BARCLAYS PLC | Corporate bonds | 5.250 | % | 8/17/2045 | | 214,138 |
|
| BARCLAYS PLC | Corporate bonds | 5.200 | % | 5/12/2026 | | 203,310 |
|
| BAXALTA INC | Corporate bonds | 4.000 | % | 6/23/2025 | | 86,251 |
|
| BAXALTA INC | Corporate bonds | 2.880 | % | 6/23/2020 | | 49,988 |
|
| BAXALTA INC | Corporate bonds | 5.250 | % | 6/23/2045 | | 14,944 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 1.800 | % | 12/15/2017 | | 16,036 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 2.680 | % | 12/15/2019 | | 14,205 |
|
| BECTON DICKINSON AND CO | Corporate bonds | 3.730 | % | 12/15/2024 | | 10,226 |
|
| BERKSHIRE HATHAWAY ENERGY CO | Corporate bonds | 6.500 | % | 9/15/2037 | | 260,336 |
|
| BERKSHIRE HATHAWAY INC | Corporate bonds | 2.750 | % | 3/15/2023 | | 34,869 |
|
| BERKSHIRE HATHAWAY INC | Corporate bonds | 3.130 | % | 3/15/2026 | | 24,838 |
|
| BIOGEN INC | Corporate bonds | 3.630 | % | 9/15/2022 | | 71,853 |
|
| BIOGEN INC | Corporate bonds | 5.200 | % | 9/15/2045 | | 10,701 |
|
| BMW US CAPITAL LLC 144A | Corporate bonds | 1.500 | % | 4/11/2019 | | 81,222 |
|
| BOEING CO/THE | Corporate bonds | 3.500 | % | 3/1/2045 | | 4,642 |
|
| BOSTON PROPERTIES LP | Corporate bonds | 2.750 | % | 10/1/2026 | | 36,573 |
|
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 |
| BOSTON SCIENTIFIC CORP | Corporate bonds | 3.850 | % | 5/15/2025 | | 50,098 |
|
| BPCE SA 144A | Corporate bonds | 5.700 | % | 10/22/2023 | | 210,257 |
|
| BURLINGTON NORTHERN SANTA FE | Corporate bonds | 4.150 | % | 4/1/2045 | | 40,564 |
|
| CALIFORNIA INSTITUTE OF TECHNO | Corporate bonds | 4.320 | % | 8/1/2045 | | 115,924 |
|
| CANADIAN NATURAL RESOURCES | Corporate bonds | 6.250 | % | 3/15/2038 | | 79,636 |
|
| CANADIAN NATURAL RESOURCES | Corporate bonds | 3.900 | % | 2/1/2025 | | 21,062 |
|
| CAPITAL ONE FINANCIAL CORP | Corporate bonds | 3.750 | % | 7/28/2026 | | 145,409 |
|
| CAPITAL ONE FINANCIAL CORP | Corporate bonds | 4.200 | % | 10/29/2025 | | 129,429 |
|
| CAPITAL ONE FINANCIAL CORP | Corporate bonds | 3.200 | % | 2/5/2025 | | 111,462 |
|
| CAPITAL ONE NA/MCLEAN VA | Corporate bonds | 1.650 | % | 2/5/2018 | | 249,515 |
|
| CDP FINANCIAL INC 144A | Corporate bonds | 4.400 | % | 11/25/2019 | | 554,743 |
|
| CF INDUSTRIES INC | Corporate bonds | 5.380 | % | 3/15/2044 | | 52,820 |
|
| CF INDUSTRIES INC 144A | Corporate bonds | 4.500 | % | 12/1/2026 | | 117,947 |
|
| CHARLES SCHWAB CORP/THE | Corporate bonds | 0.050 | % | 12/29/2049 | | 192,700 |
|
| CHARTER COMMUNICATIONS | Corporate bonds | 6.380 | % | 10/23/2035 | | 176,984 |
|
| CHARTER COMMUNICATIONS OPERATI | Corporate bonds | 4.910 | % | 7/23/2025 | | 163,359 |
|
| CHARTER COMMUNICATIONS | Corporate bonds | 6.480 | % | 10/23/2045 | | 161,851 |
|
| CHARTER COMMUNICATIONS | Corporate bonds | 4.460 | % | 7/23/2022 | | 124,359 |
|
| CHARTER COMMUNICATIONS | Corporate bonds | 6.830 | % | 10/23/2055 | | 41,031 |
|
| CIGNA CORP | Corporate bonds | 3.250 | % | 4/15/2025 | | 38,958 |
|
| CISCO SYSTEMS INC | Corporate bonds | 2.200 | % | 2/28/2021 | | 154,666 |
|
| CITIGROUP INC | Corporate bonds | 1.800 | % | 2/5/2018 | | 274,846 |
|
| CITIGROUP INC | Corporate bonds | 2.050 | % | 12/7/2018 | | 120,986 |
|
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 |
| CITIGROUP INC | Corporate bonds | 2.500 | % | 7/29/2019 | | 90,617 |
|
| CITIZENS FINANCIAL GROUP INC | Corporate bonds | 2.380 | % | 7/28/2021 | | 9,806 |
|
| CMS ENERGY CORP | Corporate bonds | 4.880 | % | 3/1/2044 | | 128,645 |
|
| CMS ENERGY CORP | Corporate bonds | 3.000 | % | 5/15/2026 | | 24,061 |
|
| COMCAST CORP | Corporate bonds | | | | 1,448,807 |
|
| COMCAST CORP | Corporate bonds | 3.400 | % | 7/15/2046 | | 305,659 |
|
| COMCAST CORP | Corporate bonds | 3.150 | % | 3/1/2026 | | 172,668 |
|
| COMCAST CORP | Corporate bonds | 2.350 | % | 1/15/2027 | | 73,746 |
|
| COOPERATIEVE RABOBANK UA/NY | Corporate bonds | 2.500 | % | 1/19/2021 | | 249,960 |
|
| CORP FINANCIERA DE DESARR 144A | Corporate bonds | 4.750 | % | 7/15/2025 | | 208,250 |
|
| COVENTRY HEALTH CARE INC | Corporate bonds | 5.450 | % | 6/15/2021 | | 205,444 |
|
| COX COMMUNICATIONS INC 144A | Corporate bonds | 3.350 | % | 9/15/2026 | | 124,142 |
|
| COX COMMUNICATIONS INC 144A | Corporate bonds | 8.380 | % | 3/1/2039 | | 43,648 |
|
| CREDIT SUISSE AG/NEW YORK NY | Corporate bonds | 1.380 | % | 5/26/2017 | | 275,064 |
|
| CREDIT SUISSE GROUP FUNDING GU | Corporate bonds | 3.450 | % | 4/16/2021 | | 251,578 |
|
| CREDIT SUISSE NY INSTL C/D | Corporate bonds | 1.600 | % | 8/4/2017 | | 362,000 |
|
| CROWN CASTLE INTERNATIONAL | Corporate bonds | 2.250 | % | 9/1/2021 | | 24,186 |
|
| CROWN CASTLE INTERNATIONAL | Corporate bonds | 3.400 | % | 2/15/2021 | | 10,148 |
|
| CROWN CASTLE INTERNATIONAL | Corporate bonds | 3.700 | % | 6/15/2026 | | 9,815 |
|
| CROWN CASTLE TOWERS LLC 144A | Corporate bonds | 6.110 | % | 1/15/2040 | | 503,809 |
|
| CVS HEALTH CORP | Corporate bonds | 5.130 | % | 7/20/2045 | | 122,589 |
|
| CVS HEALTH CORP | Corporate bonds | 5.300 | % | 12/5/2043 | | 39,658 |
|
| DAIMLER FINANCE NORTH AME 144A | Corporate bonds | 1.500 | % | 7/5/2019 | | 150,533 |
|
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 |
| DANONE SA 144A | Corporate bonds | 2.950 | % | 11/2/2026 | | 195,628 |
|
| DELPHI AUTOMOTIVE PLC | Corporate bonds | 4.400 | % | 10/1/2046 | | 9,188 |
|
| DELPHI CORP | Corporate bonds | 4.150 | % | 3/15/2024 | | 13,399 |
|
| DEUTSCHE BANK AG/LONDON | Corporate bonds | 1.350 | % | 5/30/2017 | | 264,426 |
|
| DEUTSCHE BANK AG/LONDON | Corporate bonds | 1.400 | % | 2/13/2017 | | 79,974 |
|
| DEVON ENERGY CORP | Corporate bonds | 5.000 | % | 6/15/2045 | | 21,611 |
|
| DIAMOND 1 FINANCE CORP / 144A | Corporate bonds | 6.020 | % | 6/15/2026 | | 64,998 |
|
| DIAMOND 1 FINANCE CORP / 144A | Corporate bonds | 5.450 | % | 6/15/2023 | | 47,733 |
|
| DIAMOND 1 FINANCE CORP / 144A | Corporate bonds | 8.100 | % | 7/15/2036 | | 23,792 |
|
| DIAMOND 1 FINANCE CORP / 144A | Corporate bonds | 8.350 | % | 7/15/2046 | | 18,469 |
|
| DISCOVER BANK | Corporate bonds | 3.100 | % | 6/4/2020 | | 252,997 |
|
| DISCOVER BANK | Corporate bonds | 2.600 | % | 11/13/2018 | | 252,168 |
|
| DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 4.880 | % | 4/1/2043 | | 110,891 |
|
| DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 4.900 | % | 3/11/2026 | | 31,591 |
|
| DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 3.450 | % | 3/15/2025 | | 22,909 |
|
| DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 5.050 | % | 6/1/2020 | | 2,147 |
|
| DOMINION GAS HOLDINGS LLC | Corporate bonds | 4.600 | % | 12/15/2044 | | 70,643 |
|
| DORIC NIMROD AIR ALPHA 20 144A | Corporate bonds | 5.250 | % | 5/30/2025 | | 151,658 |
|
| DOW CHEMICAL CO/THE | Corporate bonds | 4.380 | % | 11/15/2042 | | 12,619 |
|
| DTE ELECTRIC CO | Corporate bonds | 3.700 | % | 3/15/2045 | | 133,855 |
|
| DUKE ENERGY CAROLINAS LLC | Corporate bonds | 2.950 | % | 12/1/2026 | | 201,666 |
|
| DUKE ENERGY CAROLINAS LLC | Corporate bonds | 3.750 | % | 6/1/2045 | | 52,356 |
|
| DUKE ENERGY CORP | Corporate bonds | 3.750 | % | 4/15/2024 | | 61,874 |
|
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 |
| DUKE ENERGY FLORIDA LLC | Corporate bonds | 6.400 | % | 6/15/2038 | | 98,889 |
|
| DUKE ENERGY PROGRESS LLC | Corporate bonds | 4.150 | % | 12/1/2044 | | 104,319 |
|
| DUKE UNIVERSITY | Corporate bonds | 4.080 | % | 10/1/2048 | | 51,193 |
|
| EASTMAN CHEMICAL CO | Corporate bonds | 3.800 | % | 3/15/2025 | | 34,289 |
|
| EATON CORP | Corporate bonds | 4.150 | % | 11/2/2042 | | 127,072 |
|
| EATON CORP | Corporate bonds | 2.750 | % | 11/2/2022 | | 101,024 |
|
| EL PASO NATURAL GAS CO LLC | Corporate bonds | 5.950 | % | 4/15/2017 | | 182,023 |
|
| EMERA US FINANCE LP 144A | Corporate bonds | 4.750 | % | 6/15/2046 | | 10,084 |
|
| EMERA US FINANCE LP 144A | Corporate bonds | 2.150 | % | 6/15/2019 | | 9,983 |
|
| EMERA US FINANCE LP 144A | Corporate bonds | 3.550 | % | 6/15/2026 | | 9,830 |
|
| ENBRIDGE ENERGY PARTNERS LP | Corporate bonds | 5.880 | % | 10/15/2025 | | 18,954 |
|
| ENBRIDGE ENERGY PARTNERS LP | Corporate bonds | 7.380 | % | 10/15/2045 | | 13,644 |
|
| ENBRIDGE INC | Corporate bonds | 3.500 | % | 6/10/2024 | | 19,478 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.900 | % | 3/15/2035 | | 140,180 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.050 | % | 3/15/2025 | | 120,769 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 5.150 | % | 3/15/2045 | | 57,545 |
|
| ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.900 | % | 2/1/2024 | | 5,172 |
|
| ENTERGY CORP | Corporate bonds | 2.950 | % | 9/1/2026 | | 28,063 |
|
| ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 4.900 | % | 5/15/2046 | | 56,458 |
|
| EOG RESOURCES INC | Corporate bonds | 3.900 | % | 4/1/2035 | | 23,676 |
|
| EOG RESOURCES INC | Corporate bonds | 4.150 | % | 1/15/2026 | | 5,232 |
|
| EXELON CORP | Corporate bonds | 5.630 | % | 6/15/2035 | | 44,261 |
|
| EXELON CORP | Corporate bonds | 2.850 | % | 6/15/2020 | | 35,374 |
|
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 |
| EXELON CORP | Corporate bonds | 4.950 | % | 6/15/2035 | | 23,340 |
|
| EXELON CORP | Corporate bonds | 3.400 | % | 4/15/2026 | | 9,812 |
|
| EXELON CORP | Corporate bonds | 2.450 | % | 4/15/2021 | | 4,940 |
|
| FEDEX CORP | Corporate bonds | 4.550 | % | 4/1/2046 | | 40,308 |
|
| FEDEX CORP | Corporate bonds | 4.100 | % | 2/1/2045 | | 33,708 |
|
| FEDEX CORP | Corporate bonds | 3.880 | % | 8/1/2042 | | 31,944 |
|
| FIDELITY NATIONAL INFORMATION | Corporate bonds | | | | 979,160 |
|
| FIDELITY NATIONAL INFORMATION | Corporate bonds | 5.000 | % | 10/15/2025 | | 31,585 |
|
| FIDELITY NATIONAL INFORMATION | Corporate bonds | 3.500 | % | 4/15/2023 | | 20,255 |
|
| FLORIDA POWER & LIGHT CO | Corporate bonds | 5.950 | % | 2/1/2038 | | 115,353 |
|
| FLORIDA POWER & LIGHT CO | Corporate bonds | 4.950 | % | 6/1/2035 | | 39,931 |
|
| FORD MOTOR CREDIT CO LLC | Corporate bonds | 1.720 | % | 12/6/2017 | | 254,807 |
|
| FORD MOTOR CREDIT CO LLC | Corporate bonds | 2.940 | % | 1/8/2019 | | 212,397 |
|
| FOREST LABORATORIES LLC 144A | Corporate bonds | 4.380 | % | 2/1/2019 | | 9,352 |
|
| GENERAL DYNAMICS CORP | Corporate bonds | 2.130 | % | 8/15/2026 | | 23,095 |
|
| GENERAL ELECTRIC CO | Corporate bonds | 4.500 | % | 3/11/2044 | | 120,229 |
|
| GENERAL MOTORS FINANCIAL CO IN | Corporate bonds | 3.150 | % | 1/15/2020 | | 176,097 |
|
| GENERAL MOTORS FINANCIAL CO IN | Corporate bonds | 3.200 | % | 7/6/2021 | | 154,698 |
|
| GENERAL MOTORS FINANCIAL CO IN | Corporate bonds | 3.450 | % | 4/10/2022 | | 84,059 |
|
| GILEAD SCIENCES INC | Corporate bonds | 4.800 | % | 4/1/2044 | | 67,494 |
|
| GILEAD SCIENCES INC | Corporate bonds | 4.150 | % | 3/1/2047 | | 56,988 |
|
| GILEAD SCIENCES INC | Corporate bonds | 4.750 | % | 3/1/2046 | | 39,318 |
|
| GILEAD SCIENCES INC | Corporate bonds | 2.500 | % | 9/1/2023 | | 14,465 |
|
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 |
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.380 | % | 1/22/2018 | | 319,891 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4.800 | % | 7/8/2044 | | 194,218 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4.250 | % | 10/21/2025 | | 177,772 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 6.150 | % | 4/1/2018 | | 68,374 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 3.750 | % | 2/25/2026 | | 55,162 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4.750 | % | 10/21/2045 | | 36,948 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.750 | % | 9/15/2020 | | 35,151 |
|
| GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 5.150 | % | 5/22/2045 | | 31,550 |
|
| GTE CORP | Corporate bonds | 6.940 | % | 4/15/2028 | | 24,935 |
|
| HALLIBURTON CO | Corporate bonds | 5.000 | % | 11/15/2045 | | 69,020 |
|
| HALLIBURTON CO | Corporate bonds | 3.800 | % | 11/15/2025 | | 22,350 |
|
| HARRIS CORP | Corporate bonds | 4.850 | % | 4/27/2035 | | 84,051 |
|
| HARRIS CORP | Corporate bonds | 5.050 | % | 4/27/2045 | | 81,298 |
|
| HARRIS CORP | Corporate bonds | 2.700 | % | 4/27/2020 | | 24,973 |
|
| HARTFORD FINANCIAL SERVICES GR | Corporate bonds | 4.300 | % | 4/15/2043 | | 20,379 |
|
| HESS CORP | Corporate bonds | 5.800 | % | 4/1/2047 | | 36,324 |
|
| HEWLETT PACKARD ENTERPRISE CO | Corporate bonds | 3.600 | % | 10/15/2020 | | 152,597 |
|
| HEWLETT PACKARD ENTERPRISE CO | Corporate bonds | 2.850 | % | 10/5/2018 | | 131,257 |
|
| HONEYWELL INTERNATIONAL INC | Corporate bonds | 2.500 | % | 11/1/2026 | | 94,654 |
|
| HOST HOTELS & RESORTS LP | Corporate bonds | 4.750 | % | 3/1/2023 | | 229,145 |
|
| HSBC HOLDINGS PLC | Corporate bonds | 4.380 | % | 11/23/2026 | | 221,633 |
|
| HSBC USA INC | Corporate bonds | 2.750 | % | 8/7/2020 | | 240,476 |
|
| HYUNDAI CAPITAL AMERICA 144A | Corporate bonds | 3.000 | % | 10/30/2020 | | 147,013 |
|
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 |
| HYUNDAI CAPITAL AMERICA 144A | Corporate bonds | 2.400 | % | 10/30/2018 | | 55,229 |
|
| HYUNDAI CAPITAL AMERICA 144A | Corporate bonds | 2.500 | % | 3/18/2019 | | 30,080 |
|
| ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 3.500 | % | 3/15/2017 | | 45,084 |
|
| ING BANK NV 144A | Corporate bonds | 3.750 | % | 3/7/2017 | | 492,072 |
|
| IBM | Corporate bonds | 2.880 | % | 11/9/2022 | | 110,710 |
|
| JABIL CIRCUIT INC | Corporate bonds | 8.250 | % | 3/15/2018 | | 187,437 |
|
| JOHN DEERE CAPITAL CORP | Corporate bonds | 2.800 | % | 3/6/2023 | | 120,003 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 1.700 | % | 3/1/2018 | | 739,933 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 2.950 | % | 10/1/2026 | | 472,472 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 0.050 | % | 12/29/2049 | | 214,318 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 3.200 | % | 6/15/2026 | | 205,538 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 1.780 | % | 1/25/2018 | | 201,307 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 4.250 | % | 10/1/2027 | | 185,964 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 2.700 | % | 5/18/2023 | | 107,623 |
|
| JPMORGAN CHASE & CO | Corporate bonds | 2.110 | % | 10/24/2023 | | 61,198 |
|
| JUNIPER NETWORKS INC | Corporate bonds | 4.350 | % | 6/15/2025 | | 15,126 |
|
| KEYCORP | Corporate bonds | 2.900 | % | 9/15/2020 | | 35,415 |
|
| KINDER MORGAN ENERGY | Corporate bonds | 5.400 | % | 9/1/2044 | | 109,642 |
|
| KINDER MORGAN ENERGY | Corporate bonds | 5.000 | % | 8/15/2042 | | 28,672 |
|
| KINDER MORGAN INC/DE | Corporate bonds | 5.050 | % | 2/15/2046 | | 69,293 |
|
| KLA-TENCOR CORP | Corporate bonds | 4.650 | % | 11/1/2024 | | 4,234 |
|
| KRAFT HEINZ FOODS CO | Corporate bonds | 5.200 | % | 7/15/2045 | | 52,341 |
|
| KRAFT HEINZ FOODS CO | Corporate bonds | 3.000 | % | 6/1/2026 | | 46,942 |
|
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 |
| KRAFT HEINZ FOODS CO | Corporate bonds | 4.380 | % | 6/1/2046 | | 9,410 |
|
| KREDITANSTALT FUER WIEDERAUF | Corporate bonds | 1.500 | % | 2/6/2019 | | 264,869 |
|
| LAM RESEARCH CORP | Corporate bonds | 3.800 | % | 3/15/2025 | | 19,021 |
|
| LAM RESEARCH CORP | Corporate bonds | 2.800 | % | 6/15/2021 | | 9,946 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.550 | % | 5/15/2036 | | 163,474 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 4.500 | % | 5/15/2046 | | 70,170 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 4.700 | % | 1/15/2023 | | 67,439 |
|
| LOCKHEED MARTIN CORP | Corporate bonds | 3.100 | % | 4/15/2026 | | 10,109 |
|
| LOWE'S COS INC | Corporate bonds | 2.500 | % | 4/15/2046 | | 33,238 |
|
| LOWE'S COS INC | Corporate bonds | 3.700 | % | 4/15/2042 | | 31,737 |
|
| LOWE'S COS INC | Corporate bonds | 4.650 | % | 7/15/2023 | | 10,687 |
|
| LYB INTERNATIONAL FINANCE BV | Corporate bonds | 4.000 | % | 3/15/2044 | | 57,464 |
|
| LYB INTERNATIONAL FINANCE BV | Corporate bonds | 4.880 | % | 9/15/2044 | | 16,569 |
|
| MARATHON PETROLEUM CORP | Corporate bonds | 4.750 | % | 3/14/2026 | | 88,651 |
|
| MARSH & MCLENNAN COS INC | Corporate bonds | 3.750 | % | 3/10/2025 | | 16,300 |
|
| MARSH & MCLENNAN COS INC | Corporate bonds | 3.500 | % | 7/1/2114 | | 5,034 |
|
| MASSACHUSETTS INSTITUTE OF TEC | Corporate bonds | 4.680 | % | 5/26/2045 | | 156,029 |
|
| MCDONALD'S CORP | Corporate bonds | 4.600 | % | 1/30/2026 | | 36,283 |
|
| MCDONALD'S CORP | Corporate bonds | 3.700 | % | 12/9/2045 | | 20,362 |
|
| MCDONALD'S CORP | Corporate bonds | 4.880 | % | 12/9/2035 | | 16,066 |
|
| MCDONALD'S CORP | Corporate bonds | 4.700 | % | 12/9/2020 | | 10,579 |
|
| MCDONALD'S CORP | Corporate bonds | 2.750 | % | 3/15/2025 | | 5,056 |
|
| MEDTRONIC INC | Corporate bonds | 3.500 | % | 3/15/2024 | | 72,080 |
|
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 |
| MEDTRONIC INC | Corporate bonds | 3.630 | % | 3/1/2045 | | 47,870 |
|
| METLIFE INC | Corporate bonds | 4.050 | % | 4/10/2017 | | 28,768 |
|
| METROPOLITAN LIFE GLOBAL 144A | Corporate bonds | 1.300 | % | 11/3/2022 | | 250,141 |
|
| MICROSOFT CORP | Corporate bonds | 2.650 | % | 8/8/2046 | | 186,076 |
|
| MICROSOFT CORP | Corporate bonds | 3.700 | % | 11/3/2025 | | 112,976 |
|
| MICROSOFT CORP | Corporate bonds | 3.130 | % | 8/8/2023 | | 111,229 |
|
| MICROSOFT CORP | Corporate bonds | 2.000 | % | 8/8/2021 | | 76,464 |
|
| MICROSOFT CORP | Corporate bonds | 1.550 | % | 8/8/2056 | | 58,195 |
|
| MICROSOFT CORP | Corporate bonds | 3.950 | % | 8/8/2026 | | 56,669 |
|
| MICROSOFT CORP | Corporate bonds | 2.400 | % | 6/6/2017 | | 56,682 |
|
| MITSUBISHI UFJ TR DISC | Corporate bonds | | 7/15/2026 | | 247,367 |
|
| MOLSON COORS BREWING CO | Corporate bonds | 3.000 | % | 7/15/2046 | | 28,359 |
|
| MOLSON COORS BREWING CO | Corporate bonds | 4.200 | % | 7/15/2024 | | 23,308 |
|
| MONSANTO CO | Corporate bonds | 3.380 | % | 7/15/2044 | | 52,770 |
|
| MONSANTO CO | Corporate bonds | 4.400 | % | 11/17/2021 | | 19,330 |
|
| MORGAN STANLEY | Corporate bonds | 2.630 | % | 9/23/2019 | | 370,486 |
|
| MORGAN STANLEY | Corporate bonds | 5.630 | % | 1/5/2018 | | 254,731 |
|
| MORGAN STANLEY | Corporate bonds | 1.880 | % | 2/25/2023 | | 224,334 |
|
| MORGAN STANLEY | Corporate bonds | 3.750 | % | 3/22/2017 | | 154,072 |
|
| MORGAN STANLEY | Corporate bonds | 4.750 | % | 4/23/2027 | | 110,829 |
|
| MORGAN STANLEY | Corporate bonds | 3.950 | % | 4/21/2021 | | 79,193 |
|
| MORGAN STANLEY | Corporate bonds | 2.500 | % | 1/27/2020 | | 54,402 |
|
| MORGAN STANLEY | Corporate bonds | 2.650 | % | 4/25/2018 | | 45,212 |
|
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 |
| MORGAN STANLEY | Corporate bonds | 2.130 | % | 7/27/2026 | | 44,175 |
|
| MORGAN STANLEY | Corporate bonds | 3.130 | % | 9/1/2024 | | 19,108 |
|
| MOTOROLA SOLUTIONS INC | Corporate bonds | 4.000 | % | 11/29/2043 | | 20,023 |
|
| MYLAN INC | Corporate bonds | 5.400 | % | 1/15/2023 | | 28,094 |
|
| MYLAN INC 144A | Corporate bonds | 3.130 | % | 6/15/2026 | | 169,959 |
|
| MYLAN NV 144A | Corporate bonds | 3.950 | % | 6/7/2019 | | 163,773 |
|
| MYLAN NV 144A | Corporate bonds | 2.500 | % | 6/15/2021 | | 49,729 |
|
| MYLAN NV 144A | Corporate bonds | 3.150 | % | 6/15/2046 | | 44,162 |
|
| MYLAN NV 144A | Corporate bonds | 5.250 | % | 3/29/2049 | | 9,223 |
|
| NBCUNIVERSAL ENTERPRISE I 144A | Corporate bonds | 5.250 | % | 1/15/2043 | | 210,000 |
|
| NBCUNIVERSAL MEDIA LLC | Corporate bonds | 4.450 | % | 4/30/2020 | | 27,590 |
|
| NBCUNIVERSAL MEDIA LLC | Corporate bonds | 5.150 | % | 4/1/2023 | | 27,338 |
|
| NEWELL BRANDS INC | Corporate bonds | 3.850 | % | 4/1/2026 | | 90,246 |
|
| NEWELL BRANDS INC | Corporate bonds | 4.200 | % | 3/8/2019 | | 31,313 |
|
| NISSAN MOTOR ACCEPTANCE C 144A | Corporate bonds | 2.000 | % | 3/19/2019 | | 30,932 |
|
| NOMURA HOLDINGS INC | Corporate bonds | 2.750 | % | 6/15/2026 | | 20,189 |
|
| NORFOLK SOUTHERN CORP | Corporate bonds | 2.900 | % | 12/29/2049 | | 33,680 |
|
| NORTHERN TRUST CORP | Corporate bonds | 0.050 | % | 8/1/2023 | | 87,515 |
|
| NORTHROP GRUMMAN CORP | Corporate bonds | 3.250 | % | 3/4/2029 | | 142,724 |
|
| NORTHWEST FLORIDA TIMBER 144A | Corporate bonds | 4.750 | % | 9/16/2026 | | 84,302 |
|
| NVIDIA CORP | Corporate bonds | 3.200 | % | 9/16/2021 | | 144,219 |
|
| NVIDIA CORP | Corporate bonds | 2.200 | % | 2/1/2044 | | 63,447 |
|
| ONE GAS INC | Corporate bonds | 4.660 | % | 5/15/2055 | | 36,279 |
|
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 |
| ORACLE CORP | Corporate bonds | 4.380 | % | 7/8/2024 | | 124,328 |
|
| ORACLE CORP | Corporate bonds | 3.400 | % | 7/15/2046 | | 106,985 |
|
| ORACLE CORP | Corporate bonds | 4.000 | % | 7/15/2026 | | 90,867 |
|
| ORACLE CORP | Corporate bonds | 2.650 | % | 2/1/2042 | | 33,222 |
|
| PACIFICORP | Corporate bonds | 4.100 | % | 4/1/2037 | | 135,573 |
|
| PACIFICORP | Corporate bonds | 5.750 | % | 11/15/2026 | | 128,632 |
|
| PENSKE TRUCK LEASING CO L 144A | Corporate bonds | 3.400 | % | 10/6/2026 | | 81,326 |
|
| PEPSICO INC | Corporate bonds | 2.380 | % | 10/6/2046 | | 37,867 |
|
| PEPSICO INC | Corporate bonds | 3.450 | % | 5/15/2038 | | 36,439 |
|
| PETRO-CANADA | Corporate bonds | 6.800 | % | 6/2/2041 | | 64,839 |
|
| PETROLEOS MEXICANOS | Corporate bonds | 6.500 | % | 1/23/2046 | | 112,386 |
|
| PETROLEOS MEXICANOS | Corporate bonds | 5.630 | % | 3/5/2020 | | 79,680 |
|
| PETROLEOS MEXICANOS | Corporate bonds | 6.000 | % | 8/4/2026 | | 54,847 |
|
| PETROLEOS MEXICANOS 144A | Corporate bonds | 6.880 | % | 5/15/2024 | | 31,650 |
|
| PFIZER INC | Corporate bonds | 3.400 | % | 12/15/2046 | | 134,372 |
|
| PFIZER INC | Corporate bonds | 4.130 | % | 6/15/2043 | | 106,813 |
|
| PFIZER INC | Corporate bonds | 4.300 | % | 1/15/2026 | | 20,704 |
|
| PIONEER NATURAL RESOURCES CO | Corporate bonds | 4.450 | % | 10/15/2025 | | 20,132 |
|
| PLAINS ALL AMERICAN PIPELINE L | Corporate bonds | 4.650 | % | 2/15/2045 | | 77,485 |
|
| PLAINS ALL AMERICAN PIPELINE L | Corporate bonds | 4.900 | % | 4/29/2021 | | 4,619 |
|
| PNC BANK NA | Corporate bonds | 2.150 | % | 12/29/2049 | | 246,696 |
|
| PNC FINANCIAL SERVICES GROUP I | Corporate bonds | 0.050 | % | 3/15/2044 | | 106,150 |
|
| PPL CAPITAL FUNDING INC | Corporate bonds | 5.000 | % | 7/15/2056 | | 42,300 |
|
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 |
| PRESIDENT & FELLOWS OF HARVARD | Corporate bonds | 3.300 | % | 5/15/2023 | | 48,369 |
|
| PRINCIPAL FINANCIAL GROUP INC | Corporate bonds | 3.130 | % | 11/15/2026 | | 19,891 |
|
| PRINCIPAL FINANCIAL GROUP INC | Corporate bonds | 3.100 | % | 9/15/2042 | | 14,498 |
|
| PRINCIPAL FINANCIAL GROUP INC | Corporate bonds | 4.630 | % | 10/30/2031 | | 10,357 |
|
| PROGRESS ENERGY INC | Corporate bonds | 7.000 | % | 5/15/2025 | | 123,166 |
|
| PUGET ENERGY INC | Corporate bonds | 3.650 | % | 5/20/2025 | | 122,204 |
|
| QUALCOMM INC | Corporate bonds | 3.450 | % | 5/20/2045 | | 62,135 |
|
| QUALCOMM INC | Corporate bonds | 4.800 | % | 7/1/2026 | | 61,980 |
|
| REPUBLIC SERVICES INC | Corporate bonds | 2.900 | % | 6/12/2025 | | 28,760 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 4.450 | % | 8/15/2045 | | 179,488 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 5.850 | % | 6/12/2020 | | 71,048 |
|
| REYNOLDS AMERICAN INC | Corporate bonds | 3.250 | % | 9/19/2017 | | 25,617 |
|
| ROYAL BANK OF CANADA | Corporate bonds | 1.200 | % | 4/10/2017 | | 1,183,410 |
|
| SAMSUNG ELECTRONICS AMERI 144A | Corporate bonds | 1.750 | % | 5/24/2019 | | 380,171 |
|
| SANTANDER HOLDINGS USA INC | Corporate bonds | 2.700 | % | 7/17/2025 | | 109,916 |
|
| SANTANDER HOLDINGS USA INC | Corporate bonds | 4.500 | % | 4/17/2020 | | 79,500 |
|
| SANTANDER HOLDINGS USA INC | Corporate bonds | 2.650 | % | 11/7/2023 | | 49,557 |
|
| SANTANDER UK PLC 144A | Corporate bonds | 5.000 | % | 5/11/2045 | | 203,465 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 4.380 | % | 5/11/2020 | | 80,025 |
|
| SHELL INTERNATIONAL FINANCE BV | Corporate bonds | 2.130 | % | 9/23/2021 | | 11,986 |
|
| SHIRE ACQUISITIONS INVESTMENTS | Corporate bonds | 2.400 | % | 9/23/2019 | | 125,578 |
|
| SHIRE ACQUISITIONS INVESTMENTS | Corporate bonds | 1.900 | % | 9/23/2026 | | 113,542 |
|
| SHIRE ACQUISITIONS INVESTMENTS | Corporate bonds | 3.200 | % | 7/15/2021 | | 65,403 |
|
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 |
| SIMON PROPERTY GROUP LP | Corporate bonds | 2.500 | % | 11/1/2017 | | 20,019 |
|
| SOUTHERN CALIFORNIA EDISON CO | Corporate bonds | 1.250 | % | 6/15/2024 | | 155,020 |
|
| SOUTHWESTERN PUBLIC SERVICE CO | Corporate bonds | 3.300 | % | 3/20/2023 | | 151,871 |
|
| SPRINT SPECTRUM CO LLC / 144A | Corporate bonds | 3.360 | % | 9/15/2025 | | 510,954 |
|
| ST JUDE MEDICAL LLC | Corporate bonds | 3.880 | % | 4/15/2043 | | 10,075 |
|
| ST JUDE MEDICAL LLC | Corporate bonds | 4.750 | % | 12/29/2049 | | 9,788 |
|
| STATE STREET CORP | Corporate bonds | 0.050 | % | 8/18/2020 | | 135,630 |
|
| STATE STREET CORP | Corporate bonds | 2.550 | % | 6/30/2017 | | 121,211 |
|
| STEELRIVER TRANSMISSION C 144A | Corporate bonds | 4.710 | % | 3/15/2046 | | 154,680 |
|
| STRYKER CORP | Corporate bonds | 4.630 | % | 3/15/2026 | | 25,492 |
|
| STRYKER CORP | Corporate bonds | 3.500 | % | 5/15/2045 | | 15,142 |
|
| SUNOCO LOGISTICS PARTNERS OPER | Corporate bonds | 5.350 | % | 7/23/2025 | | 29,935 |
|
| SYNCHRONY FINANCIAL | Corporate bonds | 4.500 | % | 2/3/2020 | | 30,815 |
|
| SYNCHRONY FINANCIAL | Corporate bonds | 2.700 | % | 12/16/2039 | | 14,956 |
|
| TEACHERS INSURANCE & ANNU 144A | Corporate bonds | 6.850 | % | 9/15/2044 | | 38,932 |
|
| TEACHERS INSURANCE & ANNU 144A | Corporate bonds | 4.900 | % | 12/18/2022 | | 10,818 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 2.950 | % | 10/1/2026 | | 101,178 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 3.150 | % | 7/20/2018 | | 152,118 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 1.400 | % | 10/1/2046 | | 89,266 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 4.100 | % | 7/21/2023 | | 85,686 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 2.800 | % | 7/21/2021 | | 80,460 |
|
| TEVA PHARMACEUTICAL FINANCE | Corporate bonds | 2.200 | % | 8/15/2021 | | 76,535 |
|
| THERMO FISHER SCIENTIFIC INC | Corporate bonds | 3.600 | % | 9/19/2026 | | 82,681 |
|
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 |
| THERMO FISHER SCIENTIFIC INC | Corporate bonds | 2.950 | % | 2/1/2020 | | 14,164 |
|
| TIME WARNER CABLE LLC | Corporate bonds | 5.000 | % | 2/15/2021 | | 148,586 |
|
| TIME WARNER CABLE LLC | Corporate bonds | 4.130 | % | 1/15/2026 | | 98,215 |
|
| TIME WARNER INC | Corporate bonds | 3.880 | % | 7/15/2025 | | 184,198 |
|
| TIME WARNER INC | Corporate bonds | 3.600 | % | 7/18/2019 | | 94,468 |
|
| TOYOTA MOTOR CREDIT CORP | Corporate bonds | 2.130 | % | 5/20/2019 | | 25,108 |
|
| TOYOTA MOTOR CREDIT CORP | Corporate bonds | 1.400 | % | 8/25/2045 | | 11,864 |
|
| TRAVELERS COS INC/THE | Corporate bonds | 4.300 | % | 3/26/2018 | | 24,861 |
|
| UBS AG/STAMFORD CT | Corporate bonds | 1.800 | % | 2/1/2022 | | 430,297 |
|
| UBS GROUP FUNDING JERSEY 144A | Corporate bonds | 2.650 | % | 2/1/2055 | | 194,379 |
|
| UNION PACIFIC CORP | Corporate bonds | 3.880 | % | 5/14/2026 | | 49,601 |
|
| UNION PACIFIC RAILROAD CO 2014 | Corporate bonds | 3.230 | % | 5/4/2018 | | 55,113 |
|
| UNITED TECHNOLOGIES CORP | Corporate bonds | 1.780 | % | 12/15/2021 | | 385,084 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 2.880 | % | 7/15/2022 | | 217,934 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 3.350 | % | 7/15/2020 | | 139,091 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 2.700 | % | 7/15/2035 | | 40,602 |
|
| UNITEDHEALTH GROUP INC | Corporate bonds | 4.630 | % | 4/27/2026 | | 33,791 |
|
| US BANCORP | Corporate bonds | 3.100 | % | 5/1/2024 | | 24,339 |
|
| VENTAS REALTY LP | Corporate bonds | 3.750 | % | 11/1/2034 | | 106,278 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.400 | % | 8/21/2046 | | 338,536 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.860 | % | 8/21/2054 | | 161,114 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 5.010 | % | 9/15/2020 | | 158,167 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.500 | % | 11/1/2021 | | 155,166 |
|
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 |
| VERIZON COMMUNICATIONS INC | Corporate bonds | 3.000 | % | 3/15/2024 | | 146,057 |
|
| VERIZON COMMUNICATIONS INC | Corporate bonds | 4.150 | % | 12/15/2034 | | 78,374 |
|
| VIACOM INC | Corporate bonds | 4.850 | % | 3/15/2043 | | 71,318 |
|
| VIACOM INC | Corporate bonds | 4.380 | % | 10/4/2026 | | 39,828 |
|
| VIACOM INC | Corporate bonds | 3.450 | % | 5/15/2037 | | 13,863 |
|
| VIRGINIA ELECTRIC & POWER CO | Corporate bonds | 6.000 | % | 11/30/2037 | | 247,469 |
|
| VIRGINIA ELECTRIC & POWER CO | Corporate bonds | 6.350 | % | 12/14/2035 | | 25,760 |
|
| VISA INC | Corporate bonds | 4.150 | % | 12/14/2045 | | 169,611 |
|
| VISA INC | Corporate bonds | 4.300 | % | 8/1/2035 | | 46,443 |
|
| WACHOVIA CORP | Corporate bonds | 5.500 | % | 6/1/2026 | | 21,038 |
|
| WALGREENS BOOTS ALLIANCE INC | Corporate bonds | 3.450 | % | 11/18/2044 | | 166,872 |
|
| WALGREENS BOOTS ALLIANCE INC | Corporate bonds | 4.800 | % | 6/1/2046 | | 56,530 |
|
| WALGREENS BOOTS ALLIANCE INC | Corporate bonds | 4.650 | % | 4/11/2043 | | 35,517 |
|
| WAL-MART STORES INC | Corporate bonds | 4.000 | % | 7/30/2026 | | 30,137 |
|
| WALT DISNEY CO/THE | Corporate bonds | 1.850 | % | 9/17/2025 | | 99,032 |
|
| WALT DISNEY CO/THE | Corporate bonds | 3.150 | % | 9/15/2017 | | 60,855 |
|
| WEA FINANCE LLC / WESTFIE 144A | Corporate bonds | 1.750 | % | 4/23/2018 | | 435,271 |
|
| WELLS FARGO & CO | Corporate bonds | 1.510 | % | 12/29/2049 | | 245,930 |
|
| WELLS FARGO & CO | Corporate bonds | 0.060 | % | 7/22/2020 | | 125,988 |
|
| WELLS FARGO & CO | Corporate bonds | 2.600 | % | 7/26/2021 | | 124,717 |
|
| WELLS FARGO & CO | Corporate bonds | 2.100 | % | 6/14/2046 | | 116,767 |
|
| WELLS FARGO & CO | Corporate bonds | 4.400 | % | 7/22/2027 | | 86,135 |
|
| WELLS FARGO & CO | Corporate bonds | 4.300 | % | 12/7/2046 | | 82,286 |
|
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 |
| WELLS FARGO & CO | Corporate bonds | 4.750 | % | 11/17/2045 | | 60,891 |
|
| WELLS FARGO & CO | Corporate bonds | 4.900 | % | 10/23/2026 | | 51,356 |
|
| WELLS FARGO & CO | Corporate bonds | 3.000 | % | 5/1/2045 | | 38,096 |
|
| WELLS FARGO & CO | Corporate bonds | 3.900 | % | 1/15/2030 | | 35,095 |
|
| WESTROCK MWV LLC | Corporate bonds | 8.200 | % | 3/1/2022 | | 117,493 |
|
| WESTROCK RKT CO | Corporate bonds | 4.900 | % | | | 29,310 |
|
| | | | Total Corporate Bonds | | 47,128,127 |
|
| | | | | | |
| FEDERAL HOME LN BK CONS BD | U.S. Government Agencies | 5.500 | % | 7/15/2036 | | 472,224 |
|
| FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.250 | % | 7/15/2032 | | 129,357 |
|
| FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.750 | % | 3/15/2031 | | 33,825 |
|
| FEDERAL HOME LN MTG CORP STRIP | U.S. Government Agencies | | 9/15/2029 | | 44,441 |
|
| FEDERAL HOME LN MTG CORP STRIP | U.S. Government Agencies | | 3/15/2031 | | 12,153 |
|
| FEDERAL NATL MTG ASSN STRIP | U.S. Government Agencies | | 5/15/2030 | | 385,834 |
|
| GNMA POOL #0499416 | U.S. Government Agencies | 6.000 | % | 2/15/2029 | | 306 |
|
| GNMA POOL #0615516 | U.S. Government Agencies | 4.500 | % | 9/15/2033 | | 19,182 |
|
| GNMA POOL #0689835 | U.S. Government Agencies | 6.500 | % | 8/15/2038 | | 5,742 |
|
| GNMA POOL #0728627 | U.S. Government Agencies | 4.500 | % | 1/15/2040 | | 20,009 |
|
| GNMA POOL #0738019 | U.S. Government Agencies | 4.500 | % | 2/15/2041 | | 22,120 |
|
| GNMA POOL #0745793 | U.S. Government Agencies | 4.500 | % | 7/15/2040 | | 40,387 |
|
| GNMA POOL #0759138 | U.S. Government Agencies | 4.000 | % | 1/15/2041 | | 80,652 |
|
| GNMA POOL #0762838 | U.S. Government Agencies | 4.000 | % | 3/15/2041 | | 51,467 |
|
| GNMA POOL #0781590 | U.S. Government Agencies | 5.500 | % | 4/15/2033 | | 5,721 |
|
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 |
| GNMA POOL #0782510 | U.S. Government Agencies | 6.500 | % | 12/15/2038 | | 15,903 |
|
| GNMA POOL #0782557 | U.S. Government Agencies | 5.000 | % | 1/15/2039 | | 93,716 |
|
| GNMA POOL #0782619 | U.S. Government Agencies | 5.000 | % | 4/15/2039 | | 72,416 |
|
| GNMA POOL #0782958 | U.S. Government Agencies | 5.000 | % | 5/15/2040 | | 35,826 |
|
| GNMA POOL #0783571 | U.S. Government Agencies | 5.000 | % | 12/15/2033 | | 34,903 |
|
| GNMA POOL #0783609 | U.S. Government Agencies | 4.500 | % | 10/15/2040 | | 118,995 |
|
| GNMA POOL #0783610 | U.S. Government Agencies | 4.500 | % | 11/15/2041 | | 78,805 |
|
| GNMA GTD REMIC P/T 15-3 ZD | U.S. Government Agencies | 4.000 | % | 1/20/2045 | | 366,686 |
|
| GNMA II POOL #0004223 | U.S. Government Agencies | 6.500 | % | 8/20/2038 | | 19,958 |
|
| GNMA II POOL #0004292 | U.S. Government Agencies | 6.500 | % | 11/20/2038 | | 7,578 |
|
| GNMA II POOL #0004559 | U.S. Government Agencies | 5.000 | % | 10/20/2039 | | 256,879 |
|
| GNMA II POOL #0004598 | U.S. Government Agencies | 4.500 | % | 12/20/2039 | | 7,574 |
|
| GNMA II POOL #0004617 | U.S. Government Agencies | 4.500 | % | 1/20/2040 | | 9,148 |
|
| GNMA II POOL #0004636 | U.S. Government Agencies | 4.500 | % | 2/20/2040 | | 7,415 |
|
| GNMA II POOL #0004696 | U.S. Government Agencies | 4.500 | % | 5/20/2040 | | 515 |
|
| GNMA II POOL #0004771 | U.S. Government Agencies | 4.500 | % | 8/20/2040 | | 17,816 |
|
| GNMA II POOL #0004800 | U.S. Government Agencies | 4.000 | % | 9/20/2040 | | 8,159 |
|
| GNMA II POOL #0004833 | U.S. Government Agencies | 4.000 | % | 10/20/2040 | | 8,835 |
|
| GNMA II POOL #0004882 | U.S. Government Agencies | 4.000 | % | 12/20/2040 | | 92,085 |
|
| GNMA II POOL #0004922 | U.S. Government Agencies | 4.000 | % | 1/20/2041 | | 62,433 |
|
| GNMA II POOL #0005018 | U.S. Government Agencies | 5.000 | % | 4/20/2041 | | 20,994 |
|
| GNMA II POOL #0005056 | U.S. Government Agencies | 5.000 | % | 5/20/2041 | | 5,428 |
|
| GNMA II POOL #0005083 | U.S. Government Agencies | 5.000 | % | 6/20/2041 | | 34,139 |
|
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 |
| GNMA II POOL #0005115 | U.S. Government Agencies | 4.500 | % | 7/20/2041 | | 280,264 |
|
| GNMA II POOL #0005116 | U.S. Government Agencies | 5.000 | % | 7/20/2041 | | 29,792 |
|
| GNMA II POOL #0783584 | U.S. Government Agencies | 4.500 | % | 7/20/2041 | | 43,778 |
|
| GNMA II POOL #0783590 | U.S. Government Agencies | 4.500 | % | 6/20/2041 | | 53,719 |
|
| GNMA II POOL #0A3034S | U.S. Government Agencies | 3.500 | % | 8/20/2045 | | 2,483,416 |
|
| GNMA II POOL #0MA1678 | U.S. Government Agencies | 4.000 | % | 2/20/2044 | | 983,848 |
|
| GNMA II POOL #0MA2960 | U.S. Government Agencies | 3.000 | % | 7/20/2045 | | 1,303,610 |
|
| GNMA II POOL #0MA3104 | U.S. Government Agencies | 3.000 | % | 9/20/2045 | | 642,376 |
|
| GNMA II POOL #0MA3173 | U.S. Government Agencies | 3.500 | % | 10/20/2045 | | 217,546 |
|
| FEDERAL NATL MTG ASSN | | 1.250 | % | 8/17/2021 | | 193,294 |
|
| | | Total U.S. Government Agencies | | 8,931,269 |
|
| | | | | | |
| | | | | | |
| | | | | | |
| CALIFORNIA ST | State and local obligations | 5.000 | % | 9/1/2042 | | 82,378 |
|
| CALIFORNIA ST HLTH FACS FING A | State and local obligations | 5.000 | % | 8/15/2052 | | 43,048 |
|
| LAS VEGAS VLY NV WTR DIST | State and local obligations | 5.000 | % | 6/1/2039 | | 129,269 |
|
| MASSACHUSETTS ST BLDG AUTH | State and local obligations | 5.000 | % | 10/15/2041 | | 55,619 |
|
| MET SAINT LOUIS MO SWR DIST WS | State and local obligations | 5.000 | % | 5/1/2042 | | 55,194 |
|
| NEW JERSEY ST HLTH CARE FACS F | State and local obligations | 5.000 | % | 7/1/2044 | | 48,248 |
|
| NEW JERSEY ST TRANSPRTN TRUST | State and local obligations | 5.000 | % | 6/15/2036 | | 235,635 |
|
| NEW YORK CITY NY MUNI WTR FIN | State and local obligations | 5.000 | % | 6/15/2047 | | 88,766 |
|
| NEW YORK ST URBAN DEV CORP REV | State and local obligations | 5.000 | % | 3/15/2024 | | 127,810 |
|
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 |
| UNIV OF CALIFORNIA CA REVENUES | State and local obligations | 4.767 | % | 5/15/2115 | | 95,706 |
|
| UNIV OF CALIFORNIA CA REVENUES | State and local obligations | 4.858 | % | 5/15/2039 | | 38,700 |
|
| | | Total State and Local Obligations | | 1,000,373 |
|
| | | | | | |
| FHLMC POOL #1B-8062 | Agency mortgage backed securities | 3.118 | % | 3/1/2041 | | 21,875 |
|
| FHLMC POOL #2B-0646 | Agency mortgage backed securities | 2.040 | % | 7/1/2042 | | 32,394 |
|
| FHLMC POOL #A7-1746 | Agency mortgage backed securities | 5.500 | % | 1/1/2038 | | 101,310 |
|
| FHLMC POOL #A8-1740 | Agency mortgage backed securities | 5.500 | % | 9/1/2038 | | 85,907 |
|
| FHLMC POOL #A9-0196 | Agency mortgage backed securities | 4.500 | % | 12/1/2039 | | 22,785 |
|
| FHLMC POOL #C0-3811 | Agency mortgage backed securities | 3.500 | % | 4/1/2042 | | 72,272 |
|
| FHLMC POOL #G0-1838 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | 115,136 |
|
| FHLMC POOL #G0-1840 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | | 89,206 |
|
| FHLMC POOL #G0-7550 | Agency mortgage backed securities | 3.000 | % | 8/1/2043 | | 366,063 |
|
| FHLMC POOL #G0-7553 | Agency mortgage backed securities | 5.500 | % | 6/1/2041 | | 39,390 |
|
| FHLMC POOL #G0-7613 | Agency mortgage backed securities | 6.000 | % | 4/1/2039 | | 61,999 |
|
| FHLMC POOL #G0-7642 | Agency mortgage backed securities | 5.000 | % | 10/1/2041 | | 56,241 |
|
| FHLMC POOL #G0-7786 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | | 110,406 |
|
| FHLMC POOL #G0-7962 | Agency mortgage backed securities | 5.000 | % | 11/1/2041 | | 201,629 |
|
| FHLMC POOL #G0-8624 | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | | 270,982 |
|
| FHLMC POOL #G0-8672 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 226,142 |
|
| FHLMC POOL #G1-4010 | Agency mortgage backed securities | 5.500 | % | 5/1/2022 | | 143,502 |
|
| FHLMC POOL #G1-5520 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 107,210 |
|
| FHLMC POOL #G6-0018 | Agency mortgage backed securities | 4.500 | % | 12/1/2043 | | 101,875 |
|
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 |
| FHLMC POOL #G6-0148 | Agency mortgage backed securities | 4.500 | % | 7/1/2045 | | 181,358 |
|
| FHLMC POOL #G6-0198 | Agency mortgage backed securities | 4.500 | % | 9/1/2044 | | 183,205 |
|
| FHLMC POOL #G6-0250 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 416,617 |
|
| FHLMC POOL #J0-0252 | Agency mortgage backed securities | 5.500 | % | 10/1/2020 | | 3,812 |
|
| FHLMC POOL #J0-0813 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | 1,610 |
|
| FHLMC POOL #J0-2895 | Agency mortgage backed securities | 5.500 | % | 6/1/2021 | | 23,642 |
|
| FHLMC POOL #J0-3285 | Agency mortgage backed securities | 5.000 | % | 8/1/2021 | | 22,964 |
|
| FHLMC POOL #J0-3286 | Agency mortgage backed securities | 5.000 | % | 9/1/2021 | | 127,324 |
|
| FHLMC POOL #J0-5930 | Agency mortgage backed securities | 5.500 | % | 3/1/2021 | | 1,007 |
|
| FHLMC POOL #J3-1418 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 60,158 |
|
| FHLMC POOL #J3-1689 | Agency mortgage backed securities | 3.000 | % | 5/1/2030 | | 124,074 |
|
| FHLMC POOL #J3-2181 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 12,276 |
|
| FHLMC POOL #J3-2204 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 22,839 |
|
| FHLMC POOL #J3-2209 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 21,464 |
|
| FHLMC POOL #J3-2436 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 14,324 |
|
| FHLMC POOL #J3-2491 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 4,878 |
|
| FHLMC POOL #Q0-0804 | Agency mortgage backed securities | 4.500 | % | 5/1/2041 | | 50,203 |
|
| FHLMC POOL #Q0-0959 | Agency mortgage backed securities | 4.500 | % | 5/1/2041 | | 49,215 |
|
| FHLMC POOL #Q1-1909 | Agency mortgage backed securities | 3.500 | % | 10/1/2042 | | 12,513 |
|
| FHLMC POOL #Q1-2162 | Agency mortgage backed securities | 3.500 | % | 8/1/2042 | | 22,278 |
|
| FHLMC POOL #Q1-4866 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 75,645 |
|
| FHLMC POOL #Q1-6403 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 76,992 |
|
| FHLMC POOL #Q1-6567 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 77,553 |
|
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 |
| FHLMC POOL #Q1-6673 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 71,853 |
|
| FHLMC POOL #Q1-7095 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 75,352 |
|
| FHLMC POOL #Q2-0021 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 80,474 |
|
| FHLMC POOL #Q2-0206 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 77,524 |
|
| FHLMC POOL #Q2-4894 | Agency mortgage backed securities | 4.500 | % | 2/1/2044 | | 62,862 |
|
| FHLMC POOL #Q2-7375 | Agency mortgage backed securities | 4.500 | % | 7/1/2044 | | 37,096 |
|
| FHLMC POOL #Q2-9187 | Agency mortgage backed securities | 4.500 | % | 10/1/2044 | | 24,769 |
|
| FHLMC POOL #Q3-1644 | Agency mortgage backed securities | 4.000 | % | 2/1/2045 | | 1,266,460 |
|
| FHLMC POOL #Q3-5905 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 9,038 |
|
| FHLMC POOL #Q3-6302 | Agency mortgage backed securities | 3.500 | % | 9/1/2045 | | 14,314 |
|
| FHLMC POOL #Q3-6305 | Agency mortgage backed securities | 3.500 | % | 9/1/2045 | | 114,644 |
|
| FHLMC POOL #Q3-6965 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 140,836 |
|
| FHLMC POOL #Q3-6968 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 97,138 |
|
| FHLMC POOL #Q3-6972 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 146,677 |
|
| FHLMC POOL #V6-0696 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 28,368 |
|
| FHLMC POOL #V6-0724 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 39,823 |
|
| FHLMC POOL #V6-0770 | Agency mortgage backed securities | 2.500 | % | 3/1/2030 | | 55,560 |
|
| FHLMC POOL #V6-0796 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 85,531 |
|
| FHLMC POOL #V6-0840 | Agency mortgage backed securities | 3.000 | % | 6/1/2030 | | 152,870 |
|
| FHLMC POOL #V6-0886 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 93,408 |
|
| FHLMC POOL #V6-0902 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 70,020 |
|
| FHLMC POOL #V6-0903 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 69,049 |
|
| FHLMC POOL #V6-0904 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 142,594 |
|
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 |
| FHLMC POOL #V6-0905 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 6,607 |
|
| FHLMC POOL #V6-0908 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 146,186 |
|
| FHLMC POOL #V6-0909 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 22,646 |
|
| FHLMC POOL #V8-0169 | Agency mortgage backed securities | 3.000 | % | 7/1/2043 | | 315,667 |
|
| FHLMC POOL #V8-0355 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 79,181 |
|
| FHLMC MULTICLASS MTG 4316 XZ | Agency mortgage backed securities | 4.500 | % | 3/15/2044 | | 216,466 |
|
| FHLMC MULTICLASS MTG 4352 ZX | Agency mortgage backed securities | 4.000 | % | 4/15/2044 | | 302,620 |
|
| FNMA POOL #0254548 | Agency mortgage backed securities | 5.500 | % | 12/1/2032 | | 117,611 |
|
| FNMA POOL #0255316 | Agency mortgage backed securities | 5.000 | % | 7/1/2019 | | 10,437 |
|
| FNMA POOL #0555424 | Agency mortgage backed securities | 5.500 | % | 5/1/2033 | | 88,421 |
|
| FNMA POOL #0555591 | Agency mortgage backed securities | 5.500 | % | 7/1/2033 | | 38,606 |
|
| FNMA POOL #0676654 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | 108,161 |
|
| FNMA POOL #0676661 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | | 79,866 |
|
| FNMA POOL #0735989 | Agency mortgage backed securities | 5.500 | % | 2/1/2035 | | 4,623 |
|
| FNMA POOL #0888601 | Agency mortgage backed securities | 5.500 | % | 6/1/2020 | | 26,081 |
|
| FNMA POOL #0889466 | Agency mortgage backed securities | 6.000 | % | 5/1/2038 | | 25,841 |
|
| FNMA POOL #0889529 | Agency mortgage backed securities | 6.000 | % | 3/1/2038 | | 10,693 |
|
| FNMA POOL #0889983 | Agency mortgage backed securities | 6.000 | % | 10/1/2038 | | 18,341 |
|
| FNMA POOL #0909353 | Agency mortgage backed securities | 5.500 | % | 2/1/2022 | | 88,984 |
|
| FNMA POOL #0987325 | Agency mortgage backed securities | 3.116 | % | 9/1/2038 | | 43,313 |
|
| FNMA POOL #0995113 | Agency mortgage backed securities | 5.500 | % | 9/1/2036 | | 162,530 |
|
| FNMA POOL #0995320 | Agency mortgage backed securities | 4.500 | % | 12/1/2020 | | 61,972 |
|
| FNMA POOL #0995324 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | | 107,540 |
|
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 |
| FNMA POOL #0AB1226 | Agency mortgage backed securities | 4.500 | % | 7/1/2040 | | 11,054 |
|
| FNMA POOL #0AB3251 | Agency mortgage backed securities | 3.500 | % | 7/1/2026 | | 289,397 |
|
| FNMA POOL #0AB3314 | Agency mortgage backed securities | 4.500 | % | 7/1/2041 | | 11,283 |
|
| FNMA POOL #0AB4530 | Agency mortgage backed securities | 4.000 | % | 2/1/2042 | | 46,911 |
|
| FNMA POOL #0AB7271 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | | 68,420 |
|
| FNMA POOL #0AB7425 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | | 54,985 |
|
| FNMA POOL #0AB7458 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 68,716 |
|
| FNMA POOL #0AB7497 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 69,777 |
|
| FNMA POOL #0AB7567 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 70,289 |
|
| FNMA POOL #0AB7755 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | | 74,677 |
|
| FNMA POOL #0AB7762 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 62,072 |
|
| FNMA POOL #0AB8558 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 62,536 |
|
| FNMA POOL #0AB8701 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 94,253 |
|
| FNMA POOL #0AB8712 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 22,220 |
|
| FNMA POOL #0AB8830 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 57,967 |
|
| FNMA POOL #0AB8923 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 76,499 |
|
| FNMA POOL #0AB8924 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 74,006 |
|
| FNMA POOL #0AB9016 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 73,145 |
|
| FNMA POOL #0AB9173 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 74,147 |
|
| FNMA POOL #0AB9341 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 209,862 |
|
| FNMA POOL #0AB9462 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 98,124 |
|
| FNMA POOL #0AB9662 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | 121,290 |
|
| FNMA POOL #0AC1876 | Agency mortgage backed securities | 4.000 | % | 9/1/2039 | | 1,468,130 |
|
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 |
| FNMA POOL #0AC9312 | Agency mortgage backed securities | 4.000 | % | 10/1/2041 | | 23,352 |
|
| FNMA POOL #0AD0454 | Agency mortgage backed securities | 5.000 | % | 11/1/2021 | | 31,978 |
|
| FNMA POOL #0AD7992 | Agency mortgage backed securities | 4.500 | % | 7/1/2040 | | 40,017 |
|
| FNMA POOL #0AD8036 | Agency mortgage backed securities | 4.500 | % | 8/1/2040 | | 112,989 |
|
| FNMA POOL #0AE0096 | Agency mortgage backed securities | 5.500 | % | 7/1/2025 | | 147,315 |
|
| FNMA POOL #0AE0812 | Agency mortgage backed securities | 5.000 | % | 7/1/2025 | | 129,677 |
|
| FNMA POOL #0AE0823 | Agency mortgage backed securities | 6.000 | % | 9/1/2040 | | 10,838 |
|
| FNMA POOL #0AE0919 | Agency mortgage backed securities | 5.000 | % | 5/1/2021 | | 72,877 |
|
| FNMA POOL #0AE6056 | Agency mortgage backed securities | 4.000 | % | 9/1/2040 | | 33,417 |
|
| FNMA POOL #0AE8395 | Agency mortgage backed securities | 4.000 | % | 11/1/2040 | | 76,989 |
|
| FNMA POOL #0AH3518 | Agency mortgage backed securities | 4.000 | % | 2/1/2041 | | 79,059 |
|
| FNMA POOL #0AH3813 | Agency mortgage backed securities | 4.000 | % | 1/1/2041 | | 140,979 |
|
| FNMA POOL #0AH6958 | Agency mortgage backed securities | 2.918 | % | 2/1/2041 | | 18,615 |
|
| FNMA POOL #0AJ4898 | Agency mortgage backed securities | 4.000 | % | 1/1/2042 | | 95,199 |
|
| FNMA POOL #0AL0533 | Agency mortgage backed securities | 3.033 | % | 7/1/2041 | | 60,607 |
|
| FNMA POOL #0AL1704 | Agency mortgage backed securities | 6.500 | % | 5/1/2040 | | 104,627 |
|
| FNMA POOL #0AL1938 | Agency mortgage backed securities | 4.000 | % | 12/1/2026 | | 87,320 |
|
| FNMA POOL #0AL2482 | Agency mortgage backed securities | 4.500 | % | 9/1/2042 | | 37,114 |
|
| FNMA POOL #0AL2499 | Agency mortgage backed securities | 4.500 | % | 1/1/2042 | | 998,946 |
|
| FNMA POOL #0AL2683 | Agency mortgage backed securities | 4.000 | % | 9/1/2026 | | 124,943 |
|
| FNMA POOL #0AL2935 | Agency mortgage backed securities | 3.500 | % | 2/1/2043 | | 72,361 |
|
| FNMA POOL #0AL3162 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | | 214,014 |
|
| FNMA POOL #0AL3597 | Agency mortgage backed securities | 4.000 | % | 1/1/2043 | | 117,459 |
|
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 |
| FNMA POOL #0AL3759 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 71,530 |
|
| FNMA POOL #0AL4009 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 305,876 |
|
| FNMA POOL #0AL4010 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 118,072 |
|
| FNMA POOL #0AL4014 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 298,536 |
|
| FNMA POOL #0AL4141 | Agency mortgage backed securities | 6.000 | % | 4/1/2040 | | 114,395 |
|
| FNMA POOL #0AL4142 | Agency mortgage backed securities | 6.000 | % | 6/1/2041 | | 42,179 |
|
| FNMA POOL #0AL4244 | Agency mortgage backed securities | 4.000 | % | 7/1/2042 | | 183,139 |
|
| FNMA POOL #0AL4682 | Agency mortgage backed securities | 3.500 | % | 12/1/2043 | | 79,078 |
|
| FNMA POOL #0AL4922 | Agency mortgage backed securities | 3.500 | % | 2/1/2029 | | 70,942 |
|
| FNMA POOL #0AL5097 | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | | 220,348 |
|
| FNMA POOL #0AL5231 | Agency mortgage backed securities | 4.500 | % | 9/1/2042 | | 129,238 |
|
| FNMA POOL #0AL5601 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | | 661,374 |
|
| FNMA POOL #0AL5884 | Agency mortgage backed securities | 3.500 | % | 8/1/2029 | | 234,653 |
|
| FNMA POOL #0AL5956 | Agency mortgage backed securities | 4.000 | % | 5/1/2027 | | 224,942 |
|
| FNMA POOL #0AL6144 | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | | 340,024 |
|
| FNMA POOL #0AL6302 | Agency mortgage backed securities | 4.500 | % | 10/1/2041 | | 125,946 |
|
| FNMA POOL #0AL6583 | Agency mortgage backed securities | 3.000 | % | 3/1/2030 | | 84,582 |
|
| FNMA POOL #0AL6584 | Agency mortgage backed securities | 3.000 | % | 4/1/2030 | | 72,914 |
|
| FNMA POOL #0AL6626 | Agency mortgage backed securities | 4.000 | % | 12/1/2042 | | 72,534 |
|
| FNMA POOL #0AL6761 | Agency mortgage backed securities | 3.000 | % | 5/1/2030 | | 42,583 |
|
| FNMA POOL #0AL7139 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 56,944 |
|
| FNMA POOL #0AL7225 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 105,075 |
|
| FNMA POOL #0AL7227 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 94,906 |
|
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 |
| FNMA POOL #0AL7369 | Agency mortgage backed securities | 4.000 | % | 1/1/2043 | | 82,039 |
|
| FNMA POOL #0AL7442 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 50,027 |
|
| FNMA POOL #0AL7443 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 68,787 |
|
| FNMA POOL #0AL7577 | Agency mortgage backed securities | 4.000 | % | 10/1/2043 | | 62,041 |
|
| FNMA POOL #0AL9285 | Agency mortgage backed securities | 3.500 | % | 10/1/2046 | | 919,075 |
|
| FNMA POOL #0AO6482 | Agency mortgage backed securities | 2.209 | % | 7/1/2042 | | 10,784 |
|
| FNMA POOL #0AP0006 | Agency mortgage backed securities | 2.021 | % | 7/1/2042 | | 43,343 |
|
| FNMA POOL #0AQ1292 | Agency mortgage backed securities | 2.500 | % | 2/1/2028 | | 55,770 |
|
| FNMA POOL #0AR3218 | Agency mortgage backed securities | 3.500 | % | 4/1/2043 | | 88,275 |
|
| FNMA POOL #0AR7568 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 40,559 |
|
| FNMA POOL #0AR7576 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 67,683 |
|
| FNMA POOL #0AR8630 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 75,673 |
|
| FNMA POOL #0AR9194 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 103,802 |
|
| FNMA POOL #0AR9218 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | | 64,262 |
|
| FNMA POOL #0AS0209 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 73,535 |
|
| FNMA POOL #0AS1453 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | | 29,402 |
|
| FNMA POOL #0AS1539 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | | 47,237 |
|
| FNMA POOL #0AS2488 | Agency mortgage backed securities | 4.000 | % | 5/1/2044 | | 30,630 |
|
| FNMA POOL #0AS2591 | Agency mortgage backed securities | 3.500 | % | 6/1/2044 | | 18,896 |
|
| FNMA POOL #0AS2676 | Agency mortgage backed securities | 3.000 | % | 6/1/2029 | | 75,404 |
|
| FNMA POOL #0AS3031 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 49,789 |
|
| FNMA POOL #0AS3034 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 31,282 |
|
| FNMA POOL #0AS3220 | Agency mortgage backed securities | 3.000 | % | 9/1/2029 | | 74,134 |
|
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 |
| FNMA POOL #0AS3355 | Agency mortgage backed securities | 3.000 | % | 9/1/2029 | | 56,680 |
|
| FNMA POOL #0AS5093 | Agency mortgage backed securities | 2.500 | % | 6/1/2030 | | 60,571 |
|
| FNMA POOL #0AS5147 | Agency mortgage backed securities | 2.500 | % | 6/1/2030 | | 40,154 |
|
| FNMA POOL #0AS5175 | Agency mortgage backed securities | 3.500 | % | 6/1/2045 | | 1,292,821 |
|
| FNMA POOL #0AS5312 | Agency mortgage backed securities | 3.500 | % | 7/1/2045 | | 254,831 |
|
| FNMA POOL #0AS5365 | Agency mortgage backed securities | 3.500 | % | 7/1/2045 | | 254,874 |
|
| FNMA POOL #0AS5407 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 94,558 |
|
| FNMA POOL #0AS5548 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 42,924 |
|
| FNMA POOL #0AS5551 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 42,544 |
|
| FNMA POOL #0AS5614 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 55,819 |
|
| FNMA POOL #0AS5618 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 45,859 |
|
| FNMA POOL #0AS5622 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 78,382 |
|
| FNMA POOL #0AS5623 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 79,600 |
|
| FNMA POOL #0AS5707 | Agency mortgage backed securities | 3.500 | % | 8/1/2030 | | 15,501 |
|
| FNMA POOL #0AS5708 | Agency mortgage backed securities | 3.500 | % | 8/1/2030 | | 63,942 |
|
| FNMA POOL #0AS5714 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 55,016 |
|
| FNMA POOL #0AS5728 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 74,470 |
|
| FNMA POOL #0AS5786 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 52,716 |
|
| FNMA POOL #0AS5872 | Agency mortgage backed securities | 2.500 | % | 9/1/2030 | | 62,064 |
|
| FNMA POOL #0AS5949 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 139,144 |
|
| FNMA POOL #0AS5952 | Agency mortgage backed securities | 4.500 | % | 10/1/2045 | | 128,042 |
|
| FNMA POOL #0AS6008 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 154,891 |
|
| FNMA POOL #0AS6009 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 113,982 |
|
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 |
| FNMA POOL #0AS8487 | Agency mortgage backed securities | 3.000 | % | 12/1/2046 | | 445,789 |
|
| FNMA POOL #0AS8489 | Agency mortgage backed securities | 3.000 | % | 12/1/2046 | | 409,839 |
|
| FNMA POOL #0AS8509 | Agency mortgage backed securities | 3.000 | % | 12/1/2046 | | 438,647 |
|
| FNMA POOL #0AT2037 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 28,030 |
|
| FNMA POOL #0AT2040 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 67,082 |
|
| FNMA POOL #0AT2043 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | | 76,376 |
|
| FNMA POOL #0AT2719 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 140,714 |
|
| FNMA POOL #0AT4327 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 83,123 |
|
| FNMA POOL #0AT6321 | Agency mortgage backed securities | 3.500 | % | 6/1/2043 | | 77,156 |
|
| FNMA POOL #0AT6654 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | | 71,584 |
|
| FNMA POOL #0AT7333 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 19,996 |
|
| FNMA POOL #0AT7676 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | | 35,420 |
|
| FNMA POOL #0AT7940 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 81,122 |
|
| FNMA POOL #0AT8464 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 73,009 |
|
| FNMA POOL #0AU0613 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 83,814 |
|
| FNMA POOL #0AU1633 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | | 167,619 |
|
| FNMA POOL #0AU3032 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | | 20,832 |
|
| FNMA POOL #0AV8876 | Agency mortgage backed securities | 4.000 | % | 12/1/2044 | | 80,405 |
|
| FNMA POOL #0AW0391 | Agency mortgage backed securities | 3.500 | % | 4/1/2029 | | 76,381 |
|
| FNMA POOL #0AW0937 | Agency mortgage backed securities | 3.000 | % | 4/1/2029 | | 70,692 |
|
| FNMA POOL #0AW1007 | Agency mortgage backed securities | 4.000 | % | 5/1/2044 | | 49,305 |
|
| FNMA POOL #0AW1247 | Agency mortgage backed securities | 3.000 | % | 5/1/2029 | | 76,706 |
|
| FNMA POOL #0AW4287 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | | 21,640 |
|
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 |
| FNMA POOL #0AW7055 | Agency mortgage backed securities | 4.000 | % | 7/1/2044 | | 41,082 |
|
| FNMA POOL #0AW8188 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | | 42,630 |
|
| FNMA POOL #0AW8191 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | | 43,419 |
|
| FNMA POOL #0AX3298 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 14,935 |
|
| FNMA POOL #0AX8713 | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | | 95,606 |
|
| FNMA POOL #0AX9700 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 19,811 |
|
| FNMA POOL #0AX9701 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 61,171 |
|
| FNMA POOL #0AY0808 | Agency mortgage backed securities | 3.500 | % | 4/1/2045 | | 1,294,708 |
|
| FNMA POOL #0AY0828 | Agency mortgage backed securities | 2.500 | % | 5/1/2030 | | 28,705 |
|
| FNMA POOL #0AY3416 | Agency mortgage backed securities | 2.500 | % | 4/1/2030 | | 57,938 |
|
| FNMA POOL #0AY8218 | Agency mortgage backed securities | 4.000 | % | 5/1/2045 | | 45,495 |
|
| FNMA POOL #0AY8440 | Agency mortgage backed securities | 2.500 | % | 8/1/2030 | | 743,294 |
|
| FNMA POOL #0AY9770 | Agency mortgage backed securities | 4.000 | % | 5/1/2045 | | 93,021 |
|
| FNMA POOL #0AZ2170 | Agency mortgage backed securities | 2.500 | % | 7/1/2030 | | 25,004 |
|
| FNMA POOL #0AZ2297 | Agency mortgage backed securities | 3.000 | % | 7/1/2030 | | 11,964 |
|
| FNMA POOL #0AZ4777 | Agency mortgage backed securities | 3.500 | % | 10/1/2045 | | 107,606 |
|
| FNMA POOL #0AZ4782 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 185,667 |
|
| FNMA POOL #0AZ4838 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 3,543 |
|
| FNMA POOL #0AZ4844 | Agency mortgage backed securities | 3.500 | % | 8/1/2045 | | 4,876 |
|
| FNMA POOL #0AZ5719 | Agency mortgage backed securities | 3.000 | % | 9/1/2030 | | 33,316 |
|
| FNMA POOL #0AZ7833 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 16,830 |
|
| FNMA POOL #0AZ8597 | Agency mortgage backed securities | 3.000 | % | 8/1/2030 | | 7,253 |
|
| FNMA POOL #0AZ9243 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 21,304 |
|
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 |
| FNMA POOL #0AZ9244 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 24,220 |
|
| FNMA POOL #0BA2877 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 26,979 |
|
| FNMA POOL #0BA2878 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 26,969 |
|
| FNMA POOL #0BA2879 | Agency mortgage backed securities | 4.000 | % | 10/1/2045 | | 27,386 |
|
| FNMA POOL #0BC0167 | Agency mortgage backed securities | 3.500 | % | 1/1/2046 | | 1,156,036 |
|
| FNMA POOL #0BC1332 | Agency mortgage backed securities | 3.500 | % | 1/1/2046 | | 1,131,608 |
|
| FNMA POOL #0BC4752 | Agency mortgage backed securities | 3.000 | % | 10/1/2046 | | 304,322 |
|
| FNMA POOL #0BC8059 | Agency mortgage backed securities | 3.500 | % | 5/1/2046 | | 384,965 |
|
| FNMA POOL #0BC9367 | Agency mortgage backed securities | 3.500 | % | 6/1/2046 | | 378,100 |
|
| FNMA POOL #0BD0824 | Agency mortgage backed securities | 3.000 | % | 10/1/2046 | | 126,056 |
|
| FNMA POOL #0BD3132 | Agency mortgage backed securities | 3.500 | % | 8/1/2046 | | 499,559 |
|
| FNMA POOL #0BD6102 | Agency mortgage backed securities | 3.000 | % | 10/1/2046 | | 49,612 |
|
| FNMA POOL #0BD6533 | Agency mortgage backed securities | 3.000 | % | 10/1/2046 | | 96,277 |
|
| FNMA POOL #0BD6718 | Agency mortgage backed securities | 3.000 | % | 9/1/2046 | | 28,701 |
|
| FNMA POOL #0BD7645 | Agency mortgage backed securities | 3.000 | % | 11/1/2046 | | 77,470 |
|
| FNMA POOL #0BD8002 | Agency mortgage backed securities | 3.000 | % | 9/1/2046 | | 155,386 |
|
| FNMA POOL #0BD9640 | Agency mortgage backed securities | 3.000 | % | 11/1/2046 | | 294,971 |
|
| FNMA POOL #0BE3281 | Agency mortgage backed securities | 3.000 | % | 11/1/2046 | | 249,290 |
|
| FNMA POOL #0MA2642 | Agency mortgage backed securities | 3.500 | % | 6/1/2046 | | 89,506 |
|
| FNMA POOL #0MA2670 | Agency mortgage backed securities | 3.000 | % | 7/1/2046 | | 481,599 |
|
| FNMA GTD REMIC P/T | Agency mortgage backed securities | 0.236 | % | 12/27/2022 | | 120,022 |
|
| | | | | | |
| | | | | | |
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 |
| FNMA GTD REMIC P/T 02-T6 A1 | Agency mortgage backed securities | 3.310 | % | 2/25/2032 | | 4,934 |
|
| FNMA GTD REMIC P/T 14-58 VM | Agency mortgage backed securities | 4.000 | % | 8/25/2033 | | 329,440 |
|
| | | Total Agency Mortgage Backed Securities | | 35,870,871 |
|
| | | | | | |
| AMERICAN CREDIT ACCEP 1 A 144A | Asset, other mtg backed securities | 1.430 | % | 8/12/2019 | | 7,892 |
|
| BAMLL COMMERCIAL M 200P B 144A | Asset, other mtg backed securities | 3.490 | % | 4/14/2033 | | 401,004 |
|
| BANC OF AMERICA COMMER UBS7 | Asset, other mtg backed securities | VAR RT |
| 9/15/2048 | | 213,550 |
|
| BANC OF AMERICA COMMERCI 3 A1A | Asset, other mtg backed securities | VAR RT |
| 6/10/2049 | | 29,671 |
|
| BANC OF AMERICA COMMERCI 4 A1A | Asset, other mtg backed securities | VAR RT |
| 2/10/2051 | | 219,649 |
|
| BEAR STEARNS ALT-A TRUST 13 A1 | Asset, other mtg backed securities | VAR RT |
| 11/25/2034 | | 51,885 |
|
| BEAR STEARNS ARM TRUST 20 7 4A | Asset, other mtg backed securities | VAR RT |
| 10/25/2034 | | 15,439 |
|
| BEAR STEARNS COMMERCI PW17 | Asset, other mtg backed securities | VAR RT |
| 6/11/2050 | | 211,975 |
|
| CABELA'S CREDIT CARD MAS 1A A1 | Asset, other mtg backed securities | 2.260 | % | 3/15/2023 | | 275,382 |
|
| CAPITAL ONE MULTI-ASSET A4 A4 | Asset, other mtg backed securities | 1.330 | % | 6/15/2022 | | 587,019 |
|
| CDGJ COMMERCIAL MO BXCH A 144A | Asset, other mtg backed securities | VAR RT |
| 12/15/2027 | | 244,769 |
|
| CGBAM COMMERCIAL M SMRT B | Asset, other mtg backed securities | 3.213 | % | 4/10/2028 | | 571,124 |
|
| CHASE ISSUANCE TRUST A1 A1 | Asset, other mtg backed securities | 1.150 | % | 1/15/2019 | | 115,000 |
|
| CHRYSLER CAPITAL AUT AA B 144A | Asset, other mtg backed securities | 1.760 | % | 8/15/2019 | | 506,238 |
|
| CITIBANK CREDIT CARD ISS A1 A1 | Asset, other mtg backed securities | 2.880 | % | 1/23/2023 | | 261,579 |
|
| CITIGROUP COMMERCIAL MO C6 A1A | Asset, other mtg backed securities | VAR RT |
| 12/10/2049 | | 596,008 |
|
| CITIGROUP COMMERCIAL MOR P1 XA | Asset, other mtg backed securities | VAR RT |
| 9/15/2048 | | 264,740 |
|
| COMM 2013-GAM GAM A2 144A | Asset, other mtg backed securities | 3.367 | % | 2/10/2028 | | 182,702 |
|
| COMM 2013-LC6 MORTGAGE LC6 XA | Asset, other mtg backed securities | VAR RT |
| 1/10/2046 | | 147,601 |
|
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 |
| COMM 2014-FL5 MORTG FL5 A 144A | Asset, other mtg backed securities | VAR RT |
| 10/15/2031 | | 226,250 |
|
| COMM 2014-LC15 MORTGAG LC15 A4 | Asset, other mtg backed securities | 4.006 | % | 4/10/2047 | | 69,014 |
|
| COMM 2014-PAT MORTG PAT A 144A | Asset, other mtg backed securities | VAR RT |
| 8/13/2027 | | 379,045 |
|
| COMM 2014-TWC MORTG TWC A 144A | Asset, other mtg backed securities | VAR RT |
| 2/13/2032 | | 185,000 |
|
| COMM 2015-3BP MORTG 3BP A 144A | Asset, other mtg backed securities | 3.178 | % | 2/10/2035 | | 269,951 |
|
| COMM 2015-CCRE25 MORTGA CR25 C | Asset, other mtg backed securities | VAR RT |
| 8/10/2048 | | 284,446 |
|
| COMM 2015-DC1 MORTGAGE DC1 A5 | Asset, other mtg backed securities | 3.350 | % | 2/10/2048 | | 85,695 |
|
| COMM 2015-LC21 MORTGAG LC21 XA | Asset, other mtg backed securities | VAR RT |
| 7/10/2048 | | 258,522 |
|
| COMMERCIAL MORTGAGE PAS CR28 | Asset, other mtg backed securities | VAR RT |
| 2/10/2049 | | 210,554 |
|
| CORE INDUSTRIAL T WEST XA 144A | Asset, other mtg backed securities | VAR RT |
| 2/10/2037 | | 271,823 |
|
| CORE INDUSTRIAL TR WEST A 144A | Asset, other mtg backed securities | 3.292 | % | 2/10/2037 | | 165,261 |
|
| CREDIT ACCEPTANCE AU 1A A 144A | Asset, other mtg backed securities | 2.000 | % | 7/15/2022 | | 671,205 |
|
| CREDIT ACCEPTANCE AU 2A A 144A | Asset, other mtg backed securities | 1.880 | % | 3/15/2022 | | 499,125 |
|
| CREDIT ACCEPTANCE AU 2A A 144A | Asset, other mtg backed securities | 2.420 | % | 11/15/2023 | | 349,610 |
|
| CREDIT ACCEPTANCE AU 2A C 144A | Asset, other mtg backed securities | 3.760 | % | 2/15/2024 | | 387,090 |
|
| CSMC TRUST 2015-GL GLPB A 144A | Asset, other mtg backed securities | 3.639 | % | 11/15/2034 | | 401,231 |
|
| CSMC TRUST 2016-NXSR NXSR A4 | Asset, other mtg backed securities | VAR RT |
| 12/15/2049 | | 133,681 |
|
| DBRR 2013-EZ3 TRUST EZ3 A 144A | Asset, other mtg backed securities | VAR RT |
| 12/18/2049 | | 18,025 |
|
| DBUBS 2011-LC1 MO LC1A A2 144A | Asset, other mtg backed securities | 4.528 | % | 11/10/2046 | | 181,125 |
|
| FORD CREDIT FLOORPLAN MAS 1 A1 | Asset, other mtg backed securities | 1.760 | % | 2/15/2021 | | 568,517 |
|
| GAHR COMMERCIAL NRF AFL1 144A | Asset, other mtg backed securities | VAR RT |
| 12/15/2034 | | 382,064 |
|
| GE COMMERCIAL MORTGAGE C1 A1A | Asset, other mtg backed securities | VAR RT |
| 12/10/2049 | | 159,517 |
|
| GS MORTGAGE SECURITIES GC18 A4 | Asset, other mtg backed securities | 4.074 | % | 1/10/2047 | | 117,776 |
|
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 |
| GS MORTGAGE SECURITIES GC5 A2 | Asset, other mtg backed securities | 2.999 | % | 8/10/2044 | | 1,998 |
|
| IFC SBA LOAN-BACKED A 1 A 144A | Asset, other mtg backed securities | VAR RT |
| 1/15/2024 | | 18,139 |
|
| INVITATION HOMES 2 SFR3 A 144A | Asset, other mtg backed securities | VAR RT |
| 8/17/2032 | | 232,335 |
|
| J.P. MORGAN CHASE NINE A 144A | Asset, other mtg backed securities | VAR RT |
| 10/6/2038 | | 227,738 |
|
| JP MORGAN CHASE CBX A4FL 144A | Asset, other mtg backed securities | VAR RT |
| 6/15/2045 | | 513,360 |
|
| JP MORGAN CHASE COM FL6 A 144A | Asset, other mtg backed securities | VAR RT |
| 11/15/2031 | | 198,342 |
|
| JP MORGAN CHASE COMME CB18 | Asset, other mtg backed securities | VAR RT |
| 6/12/2047 | | 44,626 |
|
| LB-UBS COMMERCIAL MORTG C2 | Asset, other mtg backed securities | 5.387 | % | 2/15/2040 | | 235,964 |
|
| LB-UBS COMMERCIAL MORTGA C1 | Asset, other mtg backed securities | 5.455 | % | 2/15/2040 | | 180,133 |
|
| MORGAN STANLEY BANK OF C25 XA | Asset, other mtg backed securities | VAR RT |
| 10/15/2048 | | 222,831 |
|
| MORGAN STANLEY CAPITA IQ14 A1A | Asset, other mtg backed securities | VAR RT |
| 4/15/2049 | | 140,990 |
|
| MORGAN STANLEY CAPITAL IQ14 A4 | Asset, other mtg backed securities | VAR RT |
| 4/15/2049 | | 449,692 |
|
| MORGAN STANLEY REREM XA A 144A | Asset, other mtg backed securities | 2.000 | % | 7/27/2049 | | 106,561 |
|
| NAVIENT PRIVATE ED AA A2A 144A | Asset, other mtg backed securities | 3.910 | % | 12/15/2045 | | 394,456 |
|
| NAVIENT PRIVATE EDU AA A1 144A | Asset, other mtg backed securities | VAR RT |
| 12/15/2021 | | 49,078 |
|
| NAVIENT PRIVATE EDU CTA A 144A | Asset, other mtg backed securities | VAR RT |
| 9/16/2024 | | 48,166 |
|
| NEXTGEAR FLOORPLAN M 1A A 144A | Asset, other mtg backed securities | 1.920 | % | 10/15/2019 | | 220,000 |
|
| ONEMAIN FINANCIAL IS 1A A 144A | Asset, other mtg backed securities | 3.19 | % | 3/18/2026 | | 901,352 |
|
| ONEMAIN FINANCIAL IS 1A A 144A | Asset, other mtg backed securities | 2.430 | % | 6/18/2024 | | 94,550 |
|
| ONEMAIN FINANCIAL IS 2A A 144A | Asset, other mtg backed securities | 2.470 | % | 9/18/2024 | | 719,979 |
|
| PFS FINANCING CORP A A 144A | Asset, other mtg backed securities | VAR RT |
| 2/18/2020 | | 583,665 |
|
| PFS FINANCING CORP BA A 144A | Asset, other mtg backed securities | 1.870 | % | 10/15/2021 | | 99,000 |
|
| PRESTIGE AUTO RECEI 1A A3 144A | Asset, other mtg backed securities | 1.520 | % | 4/15/2020 | | 182,117 |
|
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 |
| RBSCF TRUST 2009- RR2 WBB 144A | Asset, other mtg backed securities | VAR RT |
| 2/16/2051 | | 109,991 |
|
| SANTANDER DRIVE AUTO AA C 144A | Asset, other mtg backed securities | — | % | 11/15/2018 | | 45,894 |
|
| SANTANDER DRIVE AUTO REC 5 A2A | Asset, other mtg backed securities | 1.120 | % | 12/17/2018 | | 82,846 |
|
| SANTANDER DRIVE AUTO RECE 2 A3 | Asset, other mtg backed securities | 1.560 | % | 5/15/2020 | | 99,917 |
|
| SANTANDER DRIVE AUTO RECEI 1 B | Asset, other mtg backed securities | 2.470 | % | 12/15/2020 | | 518,563 |
|
| SANTANDER DRIVE AUTO RECEI 1 C | Asset, other mtg backed securities | 3.090 | % | 4/15/2022 | | 456,824 |
|
| SANTANDER DRIVE AUTO RECEI 2 B | Asset, other mtg backed securities | 2.080 | % | 2/16/2021 | | 365,261 |
|
| SANTANDER DRIVE AUTO RECEI 3 C | Asset, other mtg backed securities | 1.810 | % | 4/15/2019 | | 169,822 |
|
| SFAVE COMMERCIAL 5AVE A2A 144A | Asset, other mtg backed securities | VAR RT |
| 1/5/2043 | | 187,661 |
|
| SG COMMERCIAL MORTGAGE S C5 A4 | Asset, other mtg backed securities | 3.055 | % | 10/10/2048 | | 135,840 |
|
| SLM PRIVATE EDUCATI A A2A 144A | Asset, other mtg backed securities | 1.770 | % | 5/17/2027 | | 149,516 |
|
| SLM PRIVATE EDUCATI A A2B 144A | Asset, other mtg backed securities | VAR RT |
| 5/17/2027 | | 287,095 |
|
| SLM PRIVATE EDUCATI B A2B 144A | Asset, other mtg backed securities | VAR RT |
| 6/17/2030 | | 367,003 |
|
| SLM PRIVATE EDUCATIO A A1 144A | Asset, other mtg backed securities | VAR RT |
| 7/15/2022 | | 32,353 |
|
| SLM PRIVATE EDUCATIO A A1 144A | Asset, other mtg backed securities | VAR RT |
| 8/15/2025 | | 21,177 |
|
| SLM PRIVATE EDUCATIO C A1 144A | Asset, other mtg backed securities | VAR RT |
| 2/15/2022 | | 27,355 |
|
| SLM PRIVATE EDUCATIO C A2 144A | Asset, other mtg backed securities | 3.310 | % | 10/15/2046 | | 278,024 |
|
| SLM PRIVATE EDUCATIO D A2 144A | Asset, other mtg backed securities | 2.950 | % | 2/15/2046 | | 141,111 |
|
| SLM PRIVATE EDUCATIO E A1 144A | Asset, other mtg backed securities | VAR RT |
| 10/16/2023 | | 11,596 |
|
| SMB PRIVATE EDUCATI C A2A 144A | Asset, other mtg backed securities | 2.340 | % | 9/15/2034 | | 314,674 |
|
| SMB PRIVATE EDUCATIO A A1 144A | Asset, other mtg backed securities | VAR RT |
| 5/15/2023 | | 136,683 |
|
| SOFI PROFESSIONAL L C A2A 144A | Asset, other mtg backed securities | 1.480 | % | 5/26/2031 | | 319,415 |
|
| STRIPS 2012-1 LTD 1A A 144A | Asset, other mtg backed securities | 1.500 | % | 12/25/2044 | | 4,131 |
|
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 |
| STRUCTURED ADJUSTABLE RA 13 A2 | Asset, other mtg backed securities | VAR RT |
| 9/25/2034 | | 43,408 |
|
| SYNCHRONY CREDIT CARD MAST 1 A | Asset, other mtg backed securities | 2.040 | % | 3/15/2022 | | 572,387 |
|
| WELLS FARGO COMMERCIAL C28 A4 | Asset, other mtg backed securities | 3.540 | % | 5/15/2048 | | 148,919 |
|
| WORLD FINANCIAL NETWORK CR | Asset, other mtg backed securities | 1.610 | % | 12/15/2021 | | 641,166 |
|
| WORLD FINANCIAL NETWORK CR | Asset, other mtg backed securities | 2.230 | % | 8/15/2022 | | 262,365 |
|
| WORLD FINANCIAL NETWORK CR | Asset, other mtg backed securities | 3.090 | % | 4/17/2023 | | 203,331 |
|
| | Total Asset and other Mortgage Backed Securities | | 23,194,575 |
|
| | | | | | |
| COLOMBIA GOVT INTERNATIONAL | Non U.S. Government | 8.125 | % | 5/21/2024 | | 262,500 |
|
| ISRAEL ST AID | Non U.S. Government | 5.500 | % | 9/18/2033 | | 142,428 |
|
| MEXICO GOVT INTERNATIONAL | Non U.S. Government | 4.125 | % | 1/21/2026 | | 218,240 |
|
| MEXICO GOVT INTERNATIONAL | Non U.S. Government | 3.625 | % | 3/15/2022 | | 170,340 |
|
| MEXICO GOVT INTERNATIONAL | Non U.S. Government | 4.000 | % | 10/2/2023 | | 100,240 |
|
| MEXICO GOVT INTERNATIONAL | Non U.S. Government | 3.500 | % | 1/21/2021 | | 28,448 |
|
| PROVINCE OF ONTARIO CANADA | Non U.S. Government | 1.100 | % | 10/25/2017 | | 184,714 |
|
| TURKEY GOVT INTERNATIONAL | Non U.S. Government | 5.750 | % | 3/22/2024 | | 210,607 |
|
| URUGUAY GOVT INTERNATIONAL | Non U.S. Government | 4.375 | % | 10/27/2027 | | 135,344 |
|
| | | Total Non U.S. Government Funds | | 1,452,861 |
|
| | | | | | |
| ALLERGAN PLC | Common Stock | | | | 1,546,934 |
|
| ALPHABET INC-CL C | Common Stock | | | | 1,247,261 |
|
| ANHEUSER-BUSCH INBEV SA/NV | Common Stock | | | | 652,345 |
|
| APPLE INC | Common Stock | | | | 1,235,336 |
|
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 |
| APPLIED MATERIALS INC | Common Stock | | | | 1,455,022 |
|
| AXA SA | Common Stock | | | | 1,022,426 |
|
| BB&T CORP | Common Stock | | | | 1,683,551 |
|
| CHUBB LTD | Common Stock | | | | 1,469,571 |
|
| COCA-COLA EUROPEAN PARTNERS PL | Common Stock | | | | 1,002,414 |
|
| CSRA INC | Common Stock | | | | 24,167 |
|
| DANAHER CORP | Common Stock | | | | 1,016,123 |
|
| DENTSPLY SIRONA INC | Common Stock | | | | 941,865 |
|
| ESSILOR INTERNATIONAL SA | Common Stock | | | | 1,223,196 |
|
| GENERAL DYNAMICS CORP | Common Stock | | | | 1,266,979 |
|
| HOME DEPOT INC/THE | Common Stock | | | | 1,071,701 |
|
| JPMORGAN CHASE & CO | Common Stock | | | | 1,249,048 |
|
| LLOYDS BANKING GROUP PLC | Common Stock | | | | 203,591 |
|
| MICROSOFT CORP | Common Stock | | | | 1,624,340 |
|
| NEXTERA ENERGY INC | Common Stock | | | | 1,243,220 |
|
| PTC INC | Common Stock | | | | 1,272,610 |
|
| RAYTHEON CO | Common Stock | | | | 1,145,372 |
|
| SAFRAN SA | Common Stock | | | | 1,252,152 |
|
| SAMSUNG ELECTRONICS CO LTD | Common Stock | | | | 1,456,907 |
|
| SYMRISE AG | Common Stock | | | | 825,156 |
|
| TIME WARNER INC | Common Stock | | | | 1,291,861 |
|
| TJX COS INC/THE | Common Stock | | | | 1,007,118 |
|
| UNITED PARCEL SERVICE INC | Common Stock | | | | 1,328,334 |
|
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 |
| UNIVERSAL DISPLAY CORP | Common Stock | | | | 677,571 |
|
| US BANCORP | Common Stock | | | | 1,541,871 |
|
| VISA INC | Common Stock | | | | 1,483,706 |
|
| VODAFONE GROUP PLC | Common Stock | | | | 1,304,500 |
|
| WELLS FARGO & CO | Common Stock | | | | 1,336,693 |
|
| WPP PLC | Common Stock | | | | 806,495 |
|
| | | | Total Common Stock | | 37,909,436 |
|
| | | | | | |
| U S TREASURY BOND | U.S. Treasuries | 3.125 | % | 11/15/2041 | | 2,562,580 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.750 | % | 11/15/2043 | | 821,997 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.750 | % | 8/15/2041 | | 777,139 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.875 | % | 11/15/2046 | | 655,360 |
|
| U S TREASURY BOND | U.S. Treasuries | 5.000 | % | 5/15/2037 | | 644,494 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.125 | % | 2/15/2042 | | 547,953 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.125 | % | 8/15/2044 | | 435,207 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.875 | % | 8/15/2045 | | 408,980 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.500 | % | 5/15/2046 | | 386,572 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.500 | % | 2/15/2046 | | 259,914 |
|
| U S TREASURY BOND | U.S. Treasuries | 3.000 | % | 5/15/2045 | | 217,026 |
|
| U S TREASURY BOND | U.S. Treasuries | 2.250 | % | 8/15/2046 | | 92,490 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.125 | % | 11/30/2023 | | 7,013,115 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.000 | % | 11/15/2019 | | 6,915,783 |
|
| U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 9/15/2019 | | 6,123,801 |
|
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 |
| U S TREASURY NOTE | U.S. Treasuries | 1.125 | % | 7/31/2021 | | 4,896,037 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.250 | % | 7/31/2023 | | 4,481,093 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.125 | % | 6/30/2021 | | 4,374,691 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.500 | % | 3/31/2023 | | 3,761,763 |
|
| U S TREASURY NOTE | U.S. Treasuries | 0.750 | % | 8/31/2018 | | 3,110,682 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.250 | % | 11/30/2018 | | 1,606,318 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.625 | % | 4/30/2023 | | 1,562,009 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.250 | % | 7/31/2021 | | 1,462,556 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.000 | % | 11/15/2026 | | 1,457,654 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.375 | % | 12/15/2019 | | 974,336 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.375 | % | 9/30/2023 | | 672,364 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.750 | % | 11/30/2021 | | 635,225 |
|
| U S TREASURY NOTE | U.S. Treasuries | 2.125 | % | 8/31/2020 | | 609,703 |
|
| U S TREASURY NOTE | U.S. Treasuries | 1.500 | % | 8/15/2026 | | 498,952 |
|
| | | | Total U.S. Treasuries | | 57,965,794 |
|
| | | | | | |
| Self-Directed Brokerage | Other | | | | 25,645,045 |
|
| | | | | | |
| Assets (Held at End of Year) | | | | | $ | 2,532,095,391 |
|
| | | | | | |
| 1 Represents taxed loan balances with original maturity dates of 2004 through 2029 for active employees. These active employees retain the right to pay back the loan balances. | | | | |
| * Represents Party in Interest | | | | | |
Schedule of Reportable Transactions for the Year ended December 31, 2016
Computer Sciences Corporation
Form 5500, Schedule H, Line 4j
EIN 95-2043126
Computer Sciences Corporation Matched Asset Plan 001
|
| | | | | | | | | | | | | | | | | |
(a) | (b) | (c) | (d) | (g) | (h) | (i) |
Identity of party involved | Description of asset | Purchase price | Selling price | Cost of asset | Current value of asset on transaction date | Net gain (loss) |
| | | | | | | |
Single transactions in excess of 5%: | The Bank of NY Mellon | EB TEMP INV FD 996115960 Sale | | $ | 134,024,368 |
| $ | 134,024,368 |
| $ | 134,024,368 |
| $ | — |
|
Series of transactions in excess of 5%: | | | | | | | |
| CSRA | CSRA INC 12650T104 | | | | | |
| | Purchases - 4 | $ | 39,076,071 |
| | | | |
| | Sales - 78 | | $ | 177,277,773 |
| $ | 169,900,308 |
| $ | 169,900,308 |
| $ | 7,377,465 |
|
| The Bank of NY Mellon | EB TEMP INV FD | | | | | |
| | Purchases - 626 | $ | 591,325,766 |
| | | | |
| | Sales - 803 | | $ | 590,732,269 |
| $ | 590,732,269 |
| $ | 590,732,269 |
| $ | — |
|
Signatures
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
|
| | |
Dated: June 26, 2017 | By: | /s/ H.C. Charles Diao |
| Name: | H.C. Charles Diao |
| Title: | Vice President - Finance, Corporate Treasurer |
| | Member, CSC Employee Benefits Fiduciary Committee
|
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| | |
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