11-K 1 mapplan11-k.htm MAP Plan 11-K


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


    

X
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934.
For the fiscal year ended: December 31, 2011


 
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934.
For the transition period from     ____________________ to _______________________________


Commission file number: 1-4850


A. Full title of plan and the address of the plan, if different from that of the issuer named below: Computer Sciences Corporation Matched Asset Plan

B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: Computer Sciences Corporation
3170 Fairview Park Drive
Falls Church, Virginia 22042








Computer Sciences Corporation Matched Asset Plan
TABLE OF CONTENTS                                     Page
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2011 AND 2010 AND FOR THE YEAR ENDED December 31, 2011:
Statements of Net Assets Available for Benefits                         3
Statement of Changes in Net Assets Available for Benefits                     4
Notes to Financial Statements                                     5 - 19 SUPPLEMENTAL SCHEDULE AS OF DECEMBER 31, 2011:                    
Form 5500, Schedule H, Part IV, Line 4i -- Schedule of Assets (Held at End of Year)         S-1
Exhibit 23 -- Consent of Independent Registered Public Accounting Firm             E-1


NOTE: All other schedules required by Section 29 CFR 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.


1



REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To the Trustees and Participants of
Computer Sciences Corporation Matched Asset Plan
Falls Church, Virginia

We have audited the accompanying statements of net assets available for benefits of Computer Sciences Corporation Matched Asset Plan (the "Plan") as of December 31, 2011 and 2010, and the related statement of changes in net assets available for benefits for the year ended December 31, 2011. These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan's internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, such financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2011 and 2010, and the changes in net assets available for benefits for the year ended December 31, 2011 in conformity with accounting principles generally accepted in the United States of America.

Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets (held at end of year) as of December 31, 2011, is presented for the purpose of additional analysis and is not a required part of the basic financial statements, but is supplementary information required by the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. This schedule is the responsibility of the Plan's management. Such schedule has been subjected to the auditing procedures applied in our audit of the basic 2011 financial statements and, in our opinion, is fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.


/s/ DELOITTE & TOUCHE LLP

McLean, Virginia
June 27, 2012


2






COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN



STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2011 AND 2010

 
2011
 
2010
ASSETS:
 
 
 
Total participant-directed investments - at fair value
$
2,999,299,291

 
$
3,176,944,977

 
 
 
 
Receivables:
 
 
 
    Notes receivable from participants
47,025,013

 
46,681,313

    Accrued investment income
3,968,897

 
3,472,300

    Unsettled trade receivables
52,151,787

 
14,636,675

    Other
341,127

 
708,600

        Total receivables
103,486,824

 
65,498,888

        Total assets
3,102,786,115

 
3,242,443,865

 
 
 
 
LIABILITIES:
 
 
 
    Accrued expenses
1,313,215

 
1,208,805

    Unsettled trade payables
88,491,139

 
60,763,992

    Other

 
2,139

        Total liabilities
89,804,354

 
61,974,936

 
 
 
 
NET ASSETS AVAILABLE FOR BENEFITS - at fair value
3,012,981,761

 
3,180,468,929

 
 
 
 
Adjustment from fair value to contract value for fully benefit-responsive stable value fund
(282,671
)
 
(346,168
)
 
 
 
 
NET ASSETS AVAILABLE FOR BENEFITS
$
3,012,699,090

 
$
3,180,122,761


See notes to financial statements.

3




COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN



STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2011
 
2011
INVESTMENT INCOME (LOSS):
 
  Net depreciation in fair value of investments
$
(213,908,899
)
  Dividends
15,118,049

  Interest
8,194,803

 
 
           Net investment loss
(190,596,047
)
 
 
ADDITIONS:
 
  Participant contributions
248,799,280

  Employer contributions
71,492,159

  Participant rollovers
7,121,353

  Interest income on notes receivable from participants
2,136,791

 
 
           Total additions
329,549,583

 
 
DEDUCTIONS:
 
  Distributions to participants
310,743,669

  Administrative expenses
3,954,504

 
 
           Total deductions
314,698,173

 
 
DECREASE IN NET ASSETS AVAILABLE FOR
 
  BENEFITS BEFORE PLAN TRANSFERS
(175,744,637
)
 
 
NET TRANSFERS FROM OTHER PLANS
8,320,966

 
 
NET ASSETS AVAILABLE FOR BENEFITS:
 
  Beginning of year
3,180,122,761

 
 
  End of year
$
3,012,699,090



4





COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN

NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2011 AND 2010 AND FOR THE YEAR ENDED DECEMBER 31, 2011


Note 1 -- Description of the Plan

The following brief description of the Computer Sciences Corporation Matched Asset Plan (the “Plan”) is provided for general information purposes only. Participants should refer to the Plan document for more complete information. Computer Sciences Corporation, its subsidiaries, and those joint ventures and partnerships, over which Computer Sciences Corporation exercises control, and that participate in the Plan are hereafter collectively referred to as “CSC” or “the Company.”
The Plan is a defined contribution plan adopted by the action of the Board of Directors of CSC taken on November 3, 1986, and constituted an amendment and restatement of the Employee Stock Purchase Plan (“the Prior Plan”).
The Plan is a continuation of the Prior Plan and is qualified under the Internal Revenue Code, as amended (the "Code"), Section 401(a) and, effective as of January 1, 1987, with respect to the portion thereof that qualifies as a qualified cash or deferred arrangement, to satisfy the requirement of Code Section 401(k). It is also subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA).
Effective October 18, 2011, the Company revised the governance structure of its broad-based employee benefits plans by dissolving the CSC Retirement and Employee Benefits Plans Committee. Effective on this same date, the Company established the CSC Employee Benefits Fiduciary Committee (the "Committee"), which consists of five members appointed by the Compensation Committee of the Board of Directors of the Company who serve without additional compensation and are reimbursed by the Company for all reasonable expenses incurred in the discharge of their duties as members of the Committee to the extent such expenses are not paid by the plans. The Committee serves as the named fiduciary and administrator of the Plan and has the power to interpret, construe and administer the Plan, and to decide any dispute which may arise under the Plan. Effective June 4, 2011, the Plan changed record keepers from ING to Aon Hewitt.
Plan Termination - Although it has not expressed any intent to do so, the Company reserves the right, under the Plan, to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, the participants' rights to the Company's contributions fully vest immediately.
Interest in the CSC Sponsored Trust - The Plan's investments are in a trust sponsored by the Company ("CSC Trust"). Currently, certain participating plans are not part of the same control group as the Company, accordingly, the CSC Trust is not considered a master trust. The assets of the CSC Trust are held by The Bank of New York Mellon (the “Trustee”). At December 31, 2011 and 2010, the Plan's interest in the assets of the CSC Trust was approximately 56.7% and 58.0%, respectively. Investment income and administrative expenses relating to each discretionary or directed fund within the CSC Trust are allocated to the individual plans based upon average monthly balances invested by each plan in each discretionary or directed fund. The Plan has a divided interest in the CSC Trust.
Eligibility and Participation - Any eligible employee (as defined in the Plan) who has satisfied the Plan's age requirement, and is employed by a participating employer, and who receives a stated compensation in respect of employment on the United States of America (U.S.) payroll of the Company, is eligible to become a participant, with the exception of a person who is represented by a collective bargaining unit and whose benefits have been the subject of good faith bargaining under a contract that does not specify that such person

5



is eligible to participate in the Plan. In addition, the Company may decide to exempt all employees of any division, unit, facility or class from coverage under the Plan. Any person who leaves the Company and, at a later time becomes re-employed, must reapply to participate in the Plan, provided he or she otherwise meets the eligibility requirements.
Employee and Company Contributions - An eligible employee who elects to become a participant may authorize any whole percentage (at least 1% but not more than 50%, subject to certain additional limitations for highly compensated employees) of their compensation (as defined in the Plan) to be deferred and contributed to the trust fund on his or her behalf, subject to certain Code limitations. Any compensation deferral in excess of applicable Code limitations, together with income allocable to that excess, will be returned to a participant. Any matching Company contribution attributable to any excess contribution, and income allocable thereto, will either be returned to the Company or applied to reduce future matching Company contributions. Effective October 1, 2002, under the Economic Growth and Tax Relief Reconciliation Act of 2001 (EGTRRA), the Plan permits participants age 50 and over to make additional “catch-up” contributions in excess of the statutory limit. The catch-up provision provided these participants the opportunity to contribute up to an additional $5,500, on a pre-tax basis in 2011.
A participant is not permitted to make voluntary after-tax contributions to the Plan unless the participant is part of a collective bargaining unit for which after-tax contributions have been negotiated.
The Company will contribute an amount equal to 50% of the first 6% of the participant's compensation deferral, except for 17 groups of employees for whom, under the terms of their contract agreements, the Company will contribute amounts based on the following rates:
Group 1 - 100% of the first 5% of the participant's compensation deferral;
Group 2 - 50% of the first 3% of the participant's compensation deferral;
Group 3 - 75% of the first 4% of the participant's compensation deferral;
Group 4 - $1 for every $1 contributed up to 10%;
Group 5 - 60% of the first 4% of the participant's compensation deferral and 40% of the next 4% up to 8%;
Group 6 - discretionary employer contribution of $67.20 biweekly;
Group 7 - discretionary employer contribution of 4%;
Group 8 - discretionary employer contribution of 6.1%;
Group 9 - discretionary employer contribution of 5%;
Group 10 - 50% of the first 2% of the participant's compensation deferral and discretionary employer contribution of 3%;
Group 11 - 66 2/3 cents for each $1 up to the first 6% of the participant's compensation deferral;
Group 12 - 100% of the first 8% of the participant's compensation deferral;
Group 13 - no match, no discretionary employer contribution;
Group 14 - discretionary employer contribution of $83.20 biweekly;
Group 15 - discretionary employer contribution of $51.20 weekly;

6



Group 16 - discretionary employer contribution of $90.40 biweekly; and    
Group 17 - discretionary employer contribution of $102.40 weekly.
Participants should refer to the Plan document for more information about the aforementioned groups.
Participant Accounts - Individual accounts are maintained for each Plan participant. Each participant's account is credited with the participant's contribution, the Company's matching and discretionary contributions and allocations of Plan investment returns, net of an allocation of investment management fees, and is reduced by any distributions. Allocations are based on participant earnings or account balances, as defined by the Plan document. The benefit to which a participant is entitled is the benefit that can be provided from the participant's vested account.
Investments - Participants direct the investment of their contributions and account balance into various investment options offered by the Plan. The Plan currently offers the following 20 investment options: Money Market Fund, Short Duration Bond Fund, Core Bond Fund, Government TIPS Bond Fund, Active Allocation Fund, S&P 500 Index Fund, Active U.S. Equity Fund, U.S. Equity Completion Fund, International Equity Fund, CSC Stock Fund, Target Series Retirement Fund, Target Series Retirement 2010 Fund, Target Series Retirement 2015 Fund, Target Series Retirement 2020 Fund, Target Series Retirement 2025 Fund, Target Series Retirement 2030 Fund, Target Series Retirement 2035 Fund, Target Series Retirement 2040 Fund, Target Series Retirement 2045 Fund, and Target Series Retirement 2050 Fund. The T. Rowe Price Stable Value Fund is frozen to new participants and to new contributions. These investment options are made up of various investments as determined by the investment manager.
The investment return, gains and losses, in the respective funds fluctuate on a daily basis within a participant's account due to changes in the net asset values (NAVs).
Vesting of Participants' Interests/Forfeitures - Participants are fully vested immediately in his or her contributions plus actual earnings thereon.
With the exception of a few selected groups of participants, vesting in his or her Matching Contributions Account is equal to twenty-five percent (25%) after completing two full years of service and increasing by twenty-five percent (25%) for each additional full year of service. Vesting accelerates to 100% in the event of reaching age 65 while employed by the Company, upon severance by reason of death or total and permanent disability, or death while performing qualified military service.
Any nonvested portion of the Matching Contributions Account will be forfeited at the earlier of five one-year consecutive Breaks in Service or upon withdrawal from the Plan. Such forfeitures during 2011 amounted to $5,529,218. Forfeitures may be applied to reduce future matching contributions by the Company. The Plan had a forfeiture balance of $608,506 at December 31, 2011 and $591,107 at December 31, 2010. During the year ended December 31, 2011, employer contributions were reduced by $5,511,819.
Distributable Amounts, Withdrawals and Refunds - With a few exceptions applicable to a few selected groups, a participant may become entitled to his or her distributable benefit by reason of retirement, death, total and permanent disability, voluntary termination of employment, dismissal, or attainment of age fifty-nine and one-half (59-1/2). The rules of payment of a participant's distributable benefit depend upon age of the participant, the number of years of service completed by the participant and the type of severance.
While still an employee, a participant may take a withdrawal of his or her compensation deferral contributions provided a fully completed application is submitted. The request for withdrawal will be approved if it is deemed that an adequate financial hardship and resulting need for such an amount has been demonstrated by the participant.
Administrative Expenses - Administrative expenses are paid by the Plan as provided in the plan document.

7



Effective June 30, 2011, a $3.20 monthly administration fee is applied to accounts of terminated participants.

Note 2 -- Summary of Significant Accounting Policies

Basis of Accounting - The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the U.S. (GAAP).
Use of Estimates - The preparation of financial statements in conformity with GAAP requires Plan management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein and disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties - The Plan utilizes various investment instruments, including a money market fund, short-term investment fund, fixed income securities, commingled funds, a stable value fund, Company stock, and certain derivative instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the value of investment securities will occur in the near term and that such changes could materially affect participants' account balances and the amounts reported in the financial statements.
The Plan also invests in securities of international companies, which involves special risks and considerations not typically associated with investing in U.S. companies. These risks include devaluation of currencies, less reliable information about issuers, different securities transaction clearance and settlement practices, and possible adverse political and economic developments. Moreover, securities of many international companies and their markets may be less liquid and their prices more volatile than those securities of comparable U.S. companies.
Security Transactions - Security transactions are accounted for on a trade-date basis. Dividend income is recorded on the ex-dividend date. Interest income is accounted for on the accrual basis. Net appreciation (depreciation) in fair value of investments includes realized and unrealized gains and losses on investments sold or held during the year.
Valuation of Investment Securities - The Plan's investments are stated at fair value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (see Note 5). Investments in a money market fund and short-term investment fund are stated at amortized cost which approximates fair value. Fixed income securities including U.S. government, corporate, mortgage backed, asset backed and other fixed income securities are generally valued using model-based pricing methods that use observable market data as inputs. Investments in commingled funds are stated at estimated fair values, which have been determined based on the unit values of the funds. Unit values are determined by the financial institution sponsoring such funds by dividing the fund's net assets at fair value by its units outstanding at the valuation dates. Investments in common stocks are stated at fair value based upon closing sales prices reported on recognized securities exchanges on the last business day of the plan year. Derivatives are stated at fair value (see Note 10).
The Plan invests in the T. Rowe Price Stable Value Common Trust Fund (the "Fund"), which is frozen and not available to new contributions. The Fund is stated at the fair value of the underlying investments and then adjusted to contract value for the purposes of the statements of net assets available for benefits. Contract value represents contributions made to the Fund plus earnings, less participant withdrawals. Fair value of the Fund is generally determined by discounting the scheduled future payments required under the contract using an interpolated market discount rate for contracts with maturities comparable to the average remaining life of the contract being valued. The beneficial interest of each participant is represented by units which are issued and redeemed daily at the Fund's constant NAV of $1 per unit. The Fund invests principally in Guaranteed Investment Contracts (GICs) issued by insurance companies, Bank Investment Contracts (BICs) issued by

8



banks, Synthetic Investment Contracts (SICs) issued by banks, insurance companies and other issuers, and securities supporting such SICs, and other similar instruments which are intended to maintain a constant NAV.
Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. The Fund imposes certain restrictions on the Plan, and the Fund itself may be subject to circumstances that affect its ability to transact at contract value. Plan management believes that the occurrence of events that would cause the Fund to transact at less than contract value is not probable.
Notes Receivable from Participants - Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms of the Plan document.
Payment of Benefits - Benefits are recorded when paid. Amounts allocated to accounts of persons who have elected to withdraw from the Plan but have not yet been paid were $4,825,661 and $7,230,775 at December 31, 2011 and 2010, respectively.
New Accounting Standards Adopted
ASU No. 2010-06, Fair Value Measurements and Disclosures - In January 2010, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2010-06, Fair Value Measurements and Disclosures, which amends ASC 820, Fair Value Measurements and Disclosures, adding a new disclosure requirement to provide Level 3 activity of purchases, sales, issuances, and settlements on a gross basis. This requirement is effective for fiscal years beginning after December 15, 2010. The adoption in 2011 did not materially affect the Plan's financial statements.
New Accounting Standards Not Yet Effective
ASU No. 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs - In May 2011, the FASB issued ASU No. 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs, which amends ASC 820. ASU 2011-04 also requires the categorization by level for items that are only required to be disclosed at fair value and information about transfers between Level 1 and Level 2. In addition, the ASU provides guidance on measuring the fair value of financial instruments managed within a portfolio and the application of premiums and discounts on fair value measurements. The ASU requires additional disclosure for Level 3 measurements regarding the sensitivity of fair value to changes in unobservable inputs and any interrelationships between those inputs. The new guidance is effective for reporting periods beginning after December 15, 2011. The adoption will not have a material effect on the statement of net assets available for benefits and statement of changes in net assets available for benefits. Plan management has not determined the impact of the disclosures in the financial statements.
Note 3 -- Tax Status

The Internal Revenue Service has determined and informed the Company by a letter dated May 13, 2003, that the Plan and related trust are designed in accordance with applicable sections of the Code.
The Plan has been amended since receiving the determination letter. However, the Committee believes that the Plan is currently designed and being operated in compliance with applicable requirements of the Code and the Plan continues to be tax-exempt. As such, no provision for income taxes has been included in the Plan's financial statements.
The Plan is subject to routine audits by taxing jurisdictions.
Note 4 -- Investment Funds

Subject to rules the Committee may from time to time adopt, each participant has the right to designate one or

9



more funds established by the Committee for the investment of his or her compensation deferral contributions, in increments of 1%. After an initial election has been made, a participant may designate a different fund or funds into which future compensation deferral contributions shall be invested as of the next possible pay date once per calendar month. In addition, a participant may elect to redesignate once per month any amounts in his or her account as of the current or next business day of any month (depending on when the election is made) to be invested in a different fund. These elections may be made by giving such advance notice as may be required by the Plan administrator.
The following table represents the Plan's investments that exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2011 and 2010:

Description of Issue
2011
 
2010
 
 
 
 
SSgA Money Market Fund
$
301,609,276

 
$
285,131,985

Commingled Funds:
 
 
 
  Mellon Bank Daily Liquidity Stock Index Fund (1)
389,460,513

 
390,977,604

  Mellon Bank EB Daily Market Completion Fund (1)
263,641,483

 
291,783,603

  Frank Russell Equity #1 Fund
174,639,971

 
185,660,778

  CSC common stock (1)
239,403,962

 
452,312,965

Balanced Commingled Funds:
 
 
 
  SSgA Target Retirement 2020
169,602,289

 
*
  SSgA Target Retirement 2025
156,585,762

 
*
 

 

(1) Represents a party-in-interest to the Plan.  
(*) Fund did not exceed 5% of the Plan's net assets available for benefits in prior year. 

The Plan's investments (including gains and losses on investments bought and sold, as well as investments held during the year) depreciated in value during the year ended December 31, 2011 as follows:
 
2011
 
 
Interest in commingled funds
$
52,972,490

CSC common stock
(242,551,115
)
International equities
(30,977,606
)
Bonds and debentures
6,675,295

Other
(27,963
)
 
 
Net depreciation in fair value of investments
$
(213,908,899
)


Note 5 -- Fair Value Measurements

In accordance with ASC 820, the Plan classifies investments into three levels based on valuation inputs used to determine fair value. Level 1 refers to securities valued using quoted prices from active markets for identical assets; Level 2 refers to securities not traded on an active market but for which observable market inputs are readily available, or securities for which model-derived valuations have inputs that are observable or have significant value drivers that are observable; and Level 3 refers to securities valued based on significant unobservable inputs. Categorization within the hierarchy is based upon the lowest level of input that is

10



significant to the fair value measurement.

Asset Valuation Techniques - Cash equivalents are primarily a money market fund and a short-term investment fund that are categorized as Level 2 and are stated at amortized cost which approximates fair value.
Fixed income securities are categorized as Level 2. These investments are generally valued using model-based pricing methods that use observable market data as inputs. Broker dealer bids or quotes of securities with similar characteristics may also be used.
The following table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the Plan invests. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
Fixed-income class
 
Examples of standard inputs
 
 
 
All
 
Trade execution data, live trading levels, cash flows, bids, offers, quotes, spreads, indices, Treasury curves, observed market movements, volatility, specific terms and conditions (collectively referred to as “standard inputs”)
 
 
 
Corporate bonds
 
Standard inputs and events affecting market sectors and individual issuer credit worthiness
 
 
 
U.S. Treasuries, U.S. government agencies, state and local obligations, non-US government securities
 
Standard inputs and Treasury curves and spreads
 
 
 
Mortgage backed securities, asset backed securities
 
Prepayment speeds, actual pool, and collateral information

U.S. and global equity securities are categorized as Level 1 if the securities trade on national or international exchanges and are valued at their last reported closing price.
Derivative instruments are generally valued using model based pricing methods with observable inputs, and are categorized as Level 2. Inputs may include, for example, notional amounts, currency, maturity date, and payment frequency. See Note 10.
The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2011 and December 31, 2010 are as follows:

11



 
Investment Assets at Fair Value as of December 31, 2011
 
Quoted Prices in Active Markets for Identical Assets
 
Significant Observable Inputs
 
Significant Unobservable Inputs
 
Total
 
 Level 1
 
 Level 2
 
 Level 3
 
 Fair Value
Equity:
 
 
 
 
 
 
 
International
$
70,954,560

 
$
93,457,593

 
$

 
$
164,412,153

CSC common stock
239,403,962

 

 

 
239,403,962

Domestic equity commingled funds

 
940,386,862

 

 
940,386,862

 
 
 
 
 
 
 
 
Fixed Income:
 
 
 
 
 
 
 
U.S. Treasuries

 
104,757,145

 

 
104,757,145

U.S. government agencies

 
6,839,471

 

 
6,839,471

State and local obligations

 
1,773,819

 

 
1,773,819

Non U.S. government

 
2,439,122

 

 
2,439,122

Mortgage backed securities

 
71,132,570

 

 
71,132,570

Asset backed securities

 
45,411,732

 

 
45,411,732

Corporate

 
78,857,947

 

 
78,857,947

Fixed income commingled fund

 
138,451,875

 

 
138,451,875

Stable value fund

 
8,105,328

 

 
8,105,328

Balanced commingled funds

 
845,337,697

 

 
845,337,697

 
 
 
 
 
 
 
 
Derivatives

 
(609,041
)
 

 
(609,041
)
 
 
 
 
 
 
 
 
Cash & cash equivalents
655

 
352,597,994

 

 
352,598,649

 
 
 
 
 
 
 
 
Total
$
310,359,177

 
$
2,688,940,114

 
$

 
$
2,999,299,291


12



 
Investment Assets at Fair Value as of December 31, 2010
 
Quoted Prices in Active Markets for Identical Assets
 
Significant Observable Inputs
 
Significant Unobservable Inputs
 
Total
 
 Level 1
 
 Level 2
 
 Level 3
 
 Fair Value
Equity:
 
 
 
 
 
 
 
International
$
84,357,836

 
$
119,865,313

 
$

 
$
204,223,149

CSC common stock
452,312,965

 

 

 
452,312,965

Domestic equity commingled funds

 
1,075,861,117

 

 
1,075,861,117

 
 
 
 
 
 
 
 
Fixed Income:
 
 
 
 
 
 
 
U.S. Treasuries

 
79,632,319

 

 
79,632,319

U.S. government agencies

 
5,630,574

 

 
5,630,574

State and local obligations

 
5,900,340

 

 
5,900,340

Non U.S. government

 
1,313,165

 

 
1,313,165

Mortgage backed securities

 
68,192,184

 

 
68,192,184

Asset backed securities

 
74,745,039

 

 
74,745,039

Corporate

 
85,762,342

 

 
85,762,342

Fixed income commingled fund

 
101,954,077

 

 
101,954,077

Stable value fund

 
9,577,408

 

 
9,577,408

Balanced commingled funds

 
687,928,485

 

 
687,928,485

Other fixed income securities

 
253,901

 

 
253,901

 
 
 
 
 
 
 
 
Derivatives

 
(1,001,975
)
 

 
(1,001,975
)
 
 
 
 
 
 
 
 
Cash & cash equivalents
677

 
324,659,210

 

 
324,659,887

 
 
 
 
 
 
 
 
Total
$
536,671,478

 
$
2,640,273,499

 
$

 
$
3,176,944,977

Commingled Funds - The commingled funds held by the Plan have a daily redemption frequency and have no unfunded commitments or notice period requirement for participants. The investment strategy for each commingled fund category as presented above is as follows:
Domestic equity commingled funds

The Mellon Daily Liquidity Stock Index Fund holds each stock in the S&P 500 Index. Each stock in the Fund is held near its S&P 500 Index proportion weights. The Index is structured to approximate the general distribution of the industries in the U.S. economy.

The State Street Global Advisor (“SSgA”) Index Plus Secs Lending Fund seeks characteristics similar to those of the underlying benchmark using stocks that are highly ranked by multifactor and industry selection models. Because the portfolio seeks to remain well diversified across all industries, the portfolio characteristics are similar to those of the S&P 500 Index. Effective March 28, 2011, this fund was liquidated.
In the Frank Russell Equity #1 Fund, to moderate volatility, the fund manager manages the Fund using a multi-style, multimanager structure, using three primary styles of equity investment management: value, growth and market-oriented managers.

The Mellon EB Daily Market Completion Fund seeks to match the performance of the Dow Jones 4500

13



Completion Index, which is made up of the universe of mid- and small-size companies. The Fund samples from the smaller company stocks and optimizes the investment universe to reflect the characteristics of the entire Index.

Fixed income commingled fund

The SSgA Government TIPS Bond Fund seeks to match the return of the Barclays Capital Inflation Notes Index by investing in a portfolio of U.S. Treasury inflation protected securities. The manager seeks to remain duration neutral to the Index at all times and seeks to match overall sector and security weightings to the Index. The strategy is one of full replication, owning a market-value weight of each security in the benchmark.

Stable value fund
 
The T. Rowe Price Frozen Stable Value Fund invests primarily in a portfolio of GICs, BICs, and SICs, including underlying fixed income securities supporting SICs. Contracts are issued by U.S. insurance companies, U.S. banks, and U.S. branches of foreign insurance companies and foreign banks.

Balanced commingled funds
 
The SSgA Target Series of Investment Funds (Retirement and the Target Series Retirement Funds, 2010 through 2050) start out with a stock and bond mix based on a pre-determined asset allocation schedule. Professional managers then adjust the index fund mix annually, gradually decreasing the stock allocations while increasing the bond allocations as the retirement date approaches.

In the Mellon EB Daily Liquidity Enhanced Active Allocation Fund, the investment manager decides how much to invest in the various markets or asset classes (stocks, bonds and cash equivalents) based on their assessment of the relative valuations of the asset classes using an asset allocation model. The decision is made relative to the Fund's benchmark.

Note 6 -- Notes Receivable to Participants

The Plan allows participants to borrow from their vested account balances from a minimum of $1,000 to a maximum of 50% of their vested account balances up to $50,000, subject to certain limitations. The loans are secured by the balance in the participant account and bear interest at the prime rate quoted in the Wall Street Journal plus 1%. Loan terms range from 1-5 years or up to 15 years for purchase of a principal residence.
Loan amounts are taken from the participants' accounts according to a priority specified in the Plan's loan rules and, within each account, prorated from the funds based on their balances at the time. Loan principal repayments go back into the participants' accounts in the reverse order of the priority specified in the Plan's loan rules. Interest payments are prorated to the participants' accounts based on each account's outstanding principal. Both loan principal and interest repayments are invested according to the participant's current investment fund elections. Principal and interest are paid rateably through payroll deductions.
Note 7 -- Investments in CSC Trust

The following table presents investments in the CSC Trust at fair value, at December 31, 2011 and 2010.

14



 
2011
 
2010
 
 
 
 
Investments — at fair value
 
 
 
  Cash
$
128,589

 
$
250,732

  Short-term investment funds
86,378,664

 
68,649,094

  Money market funds
301,725,041

 
285,131,985

  Bonds and debentures
601,236,251

 
657,065,070

  CSC common stock
239,403,962

 
452,312,965

  Common stock
53,546,442

 
52,988,370

  International equities
199,294,806

 
244,056,362

  Investment in registered investment company
79,499,040

 
92,602,665

 
 
 
 
 
1,561,212,795

 
1,853,057,243

 
 
 
 
Investment — at estimated fair value:
 
 
 
  Interest in commingled funds
3,725,217,490

 
3,626,208,921

  Derivatives
(560,811
)
 
(1,001,975
)
 
 
 
 
 
3,724,656,679

 
3,625,206,946

Total CSC trust — at fair value
5,285,869,474

 
5,478,264,189

 
 
 
 
Adjustment from fair value to contract value for
 
 
 
 fully benefit-responsive stable value fund
(282,671
)
 
(346,168
)
 
 
 
 
Total CSC trust, Net
$
5,285,586,803

 
$
5,477,918,021

 
 
 
 
Plan’s Interest in CSC Trust — at fair value
$
2,999,299,291

 
$
3,176,944,977

 
 
 
 
Adjustment from fair value to contract value for
 
 
 
 fully benefit-responsive stable value fund
(282,671
)
 
(346,168
)
 
 
 
 
Plan's Interest in CSC Trust, Net
$
2,999,016,620

 
$
3,176,598,809


The investment income of the CSC Trust for the year ended December 31, 2011 is summarized as follows:

15



 
2011
 
 
Appreciation (depreciation):
 
  Bonds and debentures
$
19,996,131

  CSC common stock
(242,551,115
)
  International equities
(38,316,184
)
  Registered investment company
(10,750,485
)
  Interest in commingled funds
87,550,727

  Other
(27,963
)
 
 
           Net depreciation in fair value of investments
(184,098,889
)
 
 
Dividends
18,162,965

Interest
17,546,915

 
 
CSC Trust investment loss
$
(148,389,009
)
 
 
Plan’s interest in the CSC Trust investment loss
$
(190,596,047
)


Note 8 -- Exempt Party-in-Interest Transactions

Certain investment funds are managed by The Bank of New York Mellon and by one of its management firms, Mellon Capital Management. The Bank of New York Mellon is the trustee as defined by the Plan and, therefore, these transactions qualify as exempt party-in-interest transactions. The trustee fees associated with the short-term investment fund managed by the trustee were paid by the Company and amounted to $1,500 for the year ended December 31, 2011. During the year ended December 31, 2011, the Plan expensed $608,024 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2011 and 2010, the Plan held 10,101,433 and 9,119,213 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $509,322,417 and $480,876,298, respectively. The Plan received $7,551,028 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2011.

Note 9 -- Mergers and Spin-Off

On February 26, 2011, The Image Solutions, Inc. Thrift Savings Plan was merged into the Plan and on April 2, 2011, Centauri Solutions, LLC 401(k) was merged into the Plan. The participants' investment account balances of both plans were transferred into the Plan. As a result of the mergers, $8,320,966 in assets were transferred into the Plan during the year ended December 31, 2011. Plan's management believes that these mergers are tax exempt transactions under the applicable provisions of the Code, and therefore not subject to federal income tax.

Note 10 -- Derivative Financial Instruments

In the Plan's investment funds, one fixed income investment manager is permitted to use certain specified types of derivative instruments as part of its strategy. This strategy includes the use of futures, swaps, and options as substitutes for and in conjunction with certain types of fixed income securities. Currency contracts are primarily used to diminish foreign exchange risk for investments held in currencies other than the U.S.

16



dollar. Equity and commodity contracts are used to cost effectively meet investment target allocations. Exchange listed futures are priced using vendor services. Over-the-counter derivatives are priced using broker quotes.
Futures Contracts - The Plan enters into futures contracts in the normal course of its investing activities to manage market risk associated with the Plan's fixed income investments and to achieve overall investment portfolio objectives. The credit risk associated with these contracts is minimal as they are traded on organized exchanges and settled daily.
During 2011 and 2010, the Plan was a party to futures contracts held for trading purposes for U.S. Treasury securities. Upon entering into a futures contract, the Plan is required to deposit either in cash or securities an amount (“initial margin”) equal to a certain percentage of the fair value of the contract. Subsequent payments are then made or received by the Plan, depending on the daily fluctuations in the value of the underlying contracts.
At December 31, 2011, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $46,268,680 and $12,072,211, respectively. At December 31, 2010, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $72,000,000 and $13,600,000, respectively; and to buy and sell Eurodollar contracts with notional amounts of $50,000,000 and $73,000,000, respectively. Notional amounts do not quantify risk or represent assets or liabilities of the Plan, but are used in the calculation of cash settlements under the contracts.
The fair value of futures contracts in the statement of net assets available for benefits is $57,575 at December 31, 2011 as futures are priced nightly with an offset to cash at the broker. The fair value of futures contracts was zero at December 31, 2010, as settlements were made by cash daily. Realized gains or losses are accounted for as net appreciation (depreciation) in fair value of investments.
Interest Rate Swaps - An interest rate swap is an agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps often exchange a fixed payment for a floating payment that is linked to an interest rate (most often the LIBOR). The Plan will typically use interest rate swaps to limit, or manage, its exposure to fluctuations in interest rates, or to obtain a marginally lower interest rate than it would have been able to get without the swap. Counterparties must be rated BBB or better by a nationally recognized rating agency. The Plan had entered into 17 interest rate swap contracts as of December 31, 2011, with a total fair value of $(600,903) and a notional value of $52,000,000. The Plan had entered into 13 interest rate swap contracts as of December 31, 2010, with a total fair value of $(1,002,699) and a notional value of $38,790,000.
Credit Default Swaps - A credit default swap is designed to transfer the credit exposure of fixed income products between parties. The buyer of a credit swap receives credit protection, whereas the seller of the swap guarantees the credit worthiness of the product. By doing this, the risk of default is transferred from the holder of the fixed income security to the seller of the swap. The Plan had entered into 2 credit default swaps, as the buyer, with a fair value of $(65,713) and notional amount of $2,450,000 as of December 31, 2011. The Plan had entered into one credit default swap, as the buyer, with a fair value of $724 and notional amount of $1,050,000 as of December 31, 2010.
At December 31, 2011, the fair value of derivatives was $(609,041). At December 31, 2010, the fair value of derivatives was $(1,001,975).
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2011 and 2010 are as follows:

17



 
As of December 31, 2011
 
Asset Derivatives
 
Liability Derivatives
Derivatives not qualifying as hedging instruments under Subtopic 815-20
Statement of Net Assets Available for Benefits Location
 
Fair Value
 
Statement of Net Assets Available for Benefits Location
 
Fair Value
 Interest rate swaps
 Investments at fair value
 
$
164,590

 
 Investments at fair value
 
$
(765,493
)
 Futures
 Investments at fair value
 
162,151

 
 Investments at fair value
 
(104,576
)
 Credit default swaps
 Investments at fair value
 

 
 Investments at fair value
 
(65,713
)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Total derivatives
 
 
$
326,741

 
 
 
$
(935,782
)
 
 
As of December 31, 2010
 
Asset Derivatives
 
Liability Derivatives
Derivatives not qualifying as hedging instruments under Subtopic 815-20
Statement of Net Assets Available for Benefits Location
 
Fair Value
 
Statement of Net Assets Available for Benefits Location
 
Fair Value
 Interest rate swaps
 Investments at fair value
 
$
89,169

 
 Investments at fair value
 
$
(1,091,868
)
 Credit default swaps
 Investments at fair value
 
724

 
 
 
 
 
 
 
 
 
 
 
 
Total derivatives
 
 
$
89,893

 
 
 
$
(1,091,868
)


The effect of derivative instruments on the statement of changes in net assets available for benefits is as follows:

 
 
For the Year Ended December 31, 2011
Derivatives not qualifying as hedging instruments under Subtopic 815-20
 
Location of Gain or (Loss) in the Statement of Changes in Net Assets Available for Benefits
 
Amount of Gain (Loss) Recognized in Income on Derivatives
Interest rate swaps
 
Net depreciation in fair value of investments
 
$
(1,927,634
)
Futures contracts
 
Net appreciation in fair value of investments
 
1,155,259

Credit default swap
 
Net depreciation in fair value of investments
 
(14,725
)
Net derivative loss
 
 
 
$
(787,100
)



Note 11 -- Reconciliation of Financial Statements to Form 5500

The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500, at December 31, 2011 and 2010:

18



 
2011
 
2010
 
 
 
 
Net assets available for benefits per the financial statements
$
3,012,699,090

 
$
3,180,122,761

Amounts allocated to withdrawing participants
(4,825,661
)
 
(7,230,775
)
Adjustment from contract value to fair value for fully benefit-responsive stable value fund
282,671

 
346,168

Net assets available for benefits per Form 5500
$
3,008,156,100

 
$
3,173,238,154


The following is a reconciliation of the net decrease in assets before transfers per the financial statements to the Form 5500 for the year ended December 31, 2011:
 
2011
 
 
Net decrease in net assets before transfers per the financial statements
$
(175,744,637
)
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year
282,671

Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year
(346,168
)
Distributions allocated to withdrawing participants at end of year
(4,825,661
)
Distributions allocated to withdrawing participants at start of year
7,230,775

Net decrease in net assets before transfers per Form 5500
$
(173,403,020
)

The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2011:
 
2011
 
 
Distributions to participants per the financial statements
$
310,743,669

Amounts allocated to withdrawing participants at end of year
4,825,661

Amounts allocated to withdrawing participants at start of year
(7,230,775
)
Distributions to participants per the Form 5500
$
308,338,555


Amounts allocated to withdrawing participants are recorded as distributions on the Form 5500 for benefit claims that have been processed and approved for payment prior to year end but not paid as of that date.









19
























SUPPLEMENTAL SCHEDULE




Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
US Dollar
 
Cash & cash equivalents
 
 
 
 
 
655

 
 
 
 
 
 
 
 
Total Cash & Cash Equivalents
 
655

 
 
 
 
 
 
 
 
 
 
 
 
 
State Street Global Advisor
 
Money Market Fund
 
 
 
 
 
301,609,276

*
 
The Bank of New York Mellon
 
Collective Short Term Invest Fd
 
 
 
 
 
50,988,718

 
 
 
 
 
 
 
 
Total Short-Term Investments
 
352,597,994

 
 
 
 
 
 
 
 
 
 
 
*
 
Computer Sciences Corporation
 
Common Stock (10,101,433 shares)
 
 
 
$
509,322,417.00

 
239,403,962

 
 
 
 
 
 
 
 
 
 
 
 
 
Computer Sciences Corporation
 
Participant loans - Interest rates range from 3.25% to 9.75%; Maturities range from 20081 to 2026
 
 
 
 
 
47,025,013

 
 
 
 
 
 
 
 
 
 
 
 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT INCOME
 
 
 
 
 
37,032,143

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2010 SL
 
 
 
 
 
65,353,517

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2015 SL
 
 
 
 
 
140,958,350

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2020 SL
 
 
 
 
 
169,602,289

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2025 SL
 
 
 
 
 
156,585,762

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2030 SL
 
 
 
 
 
116,531,983

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2035 SL
 
 
 
 
 
76,257,164

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2040 SL
 
 
 
 
 
47,738,928

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2045 SL
 
 
 
 
 
19,390,139

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2050 SL
 
 
 
 
 
15,887,422

*
 
Mellon Bank,N.A.
 
EB DL ENHANCED AA FUND
 
 
 
 
 
112,644,895

 
 
Frank Russell
 
RUSSELL EQUITY I FUND
 
 
 
 
 
174,639,971

*
 
Mellon Bank,N.A.
 
EB DL SIF UC1
 
 
 
 
 
389,460,513

*
 
Mellon Bank,N.A.
 
EB DL MRKT COMPLETION FUND
 
 
 
 
 
263,641,483


S-1



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
State Street Global Advisor
 
SSGA US TIPS INDEX FUND (CMF8)
 
 
 
 
 
138,451,875

 
 
T. Rowe Price
 
T ROWE PRICE STABLE VALUE
 
 
 
 
 
8,105,328

 
 
 
 
 
 
 
 
Total Interest in Commingled Funds
 
1,932,281,762

 
 
 
 
 
 
 
 
 
 
 
 
 
ACHMEA HYPOTHEEKBANK NV
 
Corporate bonds
3.2
%
11/3/2014
 
 
 
332,675

 
 
ALABAMA POWER CO
 
Corporate bonds
4.85
%
12/15/2012
 
 
 
623,750

 
 
AMERICA MOVIL SAB DE CV
 
Corporate bonds
5.5
%
3/1/2014
 
 
 
433,865

 
 
AMERICA MOVIL SAB DE CV
 
Corporate bonds
2.375
%
9/8/2016
 
 
 
373,955

 
 
AMERICAN AIRLINES 2011-2 CL A
 
Corporate bonds
8.625
%
10/15/2021
 
 
 
61,200

 
 
AMERICAN GEN CAP 144A
 
Corporate bonds
8.13
%
3/15/2046
 
 
 
90,500

 
 
AMERICAN TRANSMISSION SYSTEMS
 
Corporate bonds
5.25
%
1/15/2022
 
 
 
338,050

 
 
ANADARKO PETROLEUM CORP
 
Corporate bonds
5.95
%
9/15/2016
 
 
 
918,176

 
 
ANADARKO PETROLEUM CORP
 
Corporate bonds
7.63
%
3/15/2014
 
 
 
111,085

 
 
ANADARKO PETROLEUM CORP
 
Corporate bonds
5.75
%
6/15/2014
 
 
 
80,714

 
 
ANADARKO PETROLEUM CORP
 
Corporate bonds
6.375
%
9/15/2017
 
 
 
436,994

 
 
ANGLOGOLD ASHANTI HOLDINGS PLC
 
Corporate bonds
5.375
%
4/15/2020
 
 
 
99,346

 
 
ASHLAND INC
 
Corporate bonds
9.13
%
6/1/2017
 
 
 
808,375

 
 
AT&T INC
 
Corporate bonds
2.4
%
8/15/2016
 
 
 
433,622


S-2



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
AUSTRALIA & NEW ZEALAND BANKIN
 
Corporate bonds
0.84
%
6/18/2012
 
 
 
789,889

 
 
BANK OF AMERICA CORP
 
Corporate bonds
5.625
%
10/14/2016
 
 
 
177,485

 
 
BANK OF AMERICA CORP
 
Corporate bonds
5.00
%
5/13/2021
 
 
 
245,925

 
 
BANK OF AMERICA CORP
 
Corporate bonds
3.75
%
7/12/2016
 
 
 
499,996

*
 
BANK OF NEW YORK MELLON CORP/T
 
Corporate bonds
0.67
%
3/23/2012
 
 
 
459,812

 
 
BARRICK GOLD CORP
 
Corporate bonds
1.75
%
5/30/2014
 
 
 
671,556

 
 
BARRICK NORTH AMERICA FINANCE
 
Corporate bonds
4.40
%
5/30/2021
 
 
 
275,081

 
 
BERKSHIRE HATHAWAY INC
 
Corporate bonds
2.2
%
8/15/2016
 
 
 
97,790

 
 
BG ENERGY CAPITAL PLC
 
Corporate bonds
2.50
%
12/9/2015
 
 
 
483,245

 
 
BHP BILLITON FIN USA LTD
 
Corporate bonds
1.125
%
11/21/2014
 
 
 
730,711

 
 
BP CAPITAL MARKETS PLC
 
Corporate bonds
5.25
%
11/7/2013
 
 
 
919,187

 
 
BP CAPITAL MARKETS PLC
 
Corporate bonds
3.13
%
3/10/2012
 
 
 
572,615

 
 
BP CAPITAL MARKETS PLC
 
Corporate bonds
3.13
%
10/1/2015
 
 
 
1,204,536

 
 
BROADCOM CORP
 
Corporate bonds
1.5
%
11/1/2013
 
 
 
1,556,654

 
 
CAISSE CENTRALE DESJARDINS DU
 
Corporate bonds
2.65
%
9/16/2015
 
 
 
648,208

 
 
CAMERON INTERNATIONAL CORP
 
Corporate bonds
7.00
%
7/15/2038
 
 
 
218,167

 
 
CAPITAL ONE FINANCIAL CO
 
Corporate bonds
4.75
%
7/15/2021
 
 
 
437,373

 
 
CAPITAL ONE FINANCIAL CORP
 
Corporate bonds
6.25
%
11/15/2013
 
 
 
501,432


S-3



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
CDP FINANCIAL INC
 
Corporate bonds
4.40
%
11/25/2019
 
 
 
1,383,422

 
 
CITIGROUP FUNDING INC
 
Corporate bonds
2.25
%
12/10/2012
 
 
 
550,028

 
 
CITIGROUP INC
 
Corporate bonds
5.5
%
4/11/2013
 
 
 
632,972

 
 
CITIGROUP INC
 
Corporate bonds
6.375
%
8/12/2014
 
 
 
178,419

 
 
CITIGROUP INC
 
Corporate bonds
4.75
%
5/19/2015
 
 
 
253,190

 
 
COCA-COLA ENTERPRISES
 
Corporate bonds
2
%
8/19/2016
 
 
 
820,004

 
 
COLUMBUS SOUTHERN POWER CO
 
Corporate bonds
6.05
%
5/1/2018
 
 
 
205,831

 
 
COMCAST CORP
 
Corporate bonds
7.05
%
3/15/2033
 
 
 
44,234

 
 
COMCAST CORP
 
Corporate bonds
5.90
%
3/15/2016
 
 
 
114,459

 
 
COMCAST CORP
 
Corporate bonds
6.95
%
8/15/2037
 
 
 
159,039

 
 
COMCAST CORP
 
Corporate bonds
6.40
%
3/1/2040
 
 
 
124,306

 
 
CONSOLIDATED NATURAL GAS CO
 
Corporate bonds
5.00
%
3/1/2014
 
 
 
26,872

 
 
CONSTELLATION ENERGY GROUP INC
 
Corporate bonds
7.6
%
4/1/2032
 
 
 
161,078

 
 
CONSTELLATION ENERGY GROUP INC
 
Corporate bonds
5.15
%
12/1/2020
 
 
 
190,721

 
 
COOPERATIEVE CENTRALE RAIFFEIS
 
Corporate bonds
2.65
%
8/17/2012
 
 
 
1,387,838

 
 
CORP NACIONAL DEL COBRE DE CHI
 
Corporate bonds
3.75
%
11/4/2020
 
 
 
157,410

 
 
CORPORACION NACIONAL 144A
 
Corporate bonds
5.5
%
10/15/2013
 
 
 
760,855

 
 
CORPORACION NACIONAL 144A
 
Corporate bonds
4.75
%
10/15/2014
 
 
 
664,985


S-4



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
COVENTRY HEALTH CARE INC
 
Corporate bonds
5.45
%
6/15/2021
 
 
 
277,803

 
 
COX COMMUNICATIONS INC
 
Corporate bonds
8.38
%
3/1/2039
 
 
 
267,792

 
 
CREDIT SUISSE AG
 
Corporate bonds
5.4
%
1/14/2020
 
 
 
353,687

 
 
CREDIT SUISSE AG/GUERNSEY
 
Corporate bonds
5.86
%
5/29/2049
 
 
 
243,750

 
 
CREDIT SUISSE/NEW YORK NY
 
Corporate bonds
5
%
5/15/2013
 
 
 
435,968

 
 
CREDIT SUISSE/NEW YORK NY
 
Corporate bonds
5
%
5/15/2013
 
 
 
461,613

 
 
CROWN CASTLE TOWERS LLC
 
Corporate bonds
4.523
%
1/15/2015
 
 
 
641,409

 
 
CROWN CASTLE TOWERS LLC
 
Corporate bonds
6.113
%
1/15/2020
 
 
 
684,070

 
 
DIRECTV HOLDINGS LLC / DIRECTV
 
Corporate bonds
5.875
%
10/1/2019
 
 
 
146,331

 
 
DIRECTV HOLDINGS LLC / DIRECTV
 
Corporate bonds
3.5
%
3/1/2016
 
 
 
206,185

 
 
DISCOVERY COMMUNICATIONS LLC
 
Corporate bonds
3.7
%
6/1/2015
 
 
 
489,060

 
 
DNB NOR BOLIGKREDITT
 
Corporate bonds
2.9
%
3/29/2016
 
 
 
838,692

 
 
DOMINION RESOURCES INC/VA
 
Corporate bonds
5.95
%
6/15/2035
 
 
 
208,278

 
 
DOMINION RESOURCES INC/VA
 
Corporate bonds
4.9
%
8/1/2041
 
 
 
134,975

 
 
DOW CHEMICAL CO/THE
 
Corporate bonds
4.13
%
11/15/2021
 
 
 
364,131

 
 
DUKE ENERGY OHIO INC
 
Corporate bonds
5.7
%
9/15/2012
 
 
 
723,535

 
 
EKSPORTFINANS ASA
 
Corporate bonds
1.88
%
4/2/2013
 
 
 
650,558

 
 
EKSPORTFINANS ASA
 
Corporate bonds
5.00
%
2/14/2012
 
 
 
546,991


S-5



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
EKSPORTFINANS ASA
 
Corporate bonds
5.5
%
6/26/2017
 
 
 
386,700

 
 
EL PASO PIPELINE PARTNERS OPER
 
Corporate bonds
6.5
%
4/1/2020
 
 
 
95,885

 
 
EL PASO PIPELINE PARTNERS OPER
 
Corporate bonds
4.10
%
11/15/2015
 
 
 
588,644

 
 
ENTERPRISE PRODUCTS OPERATING
 
Corporate bonds
6.5
%
1/31/2019
 
 
 
87,336

 
 
ENTERPRISE PRODUCTS OPERATING
 
Corporate bonds
5.25
%
1/31/2020
 
 
 
331,238

 
 
ENTERPRISE PRODUCTS OPERATING
 
Corporate bonds
6.65
%
4/15/2018
 
 
 
147,614

 
 
ERP OPERATING LP
 
Corporate bonds
4.625
%
12/15/2021
 
 
 
147,864

 
 
FIH ERHVERVSBANK A/S
 
Corporate bonds
1.75
%
12/6/2012
 
 
 
851,224

 
 
FLORIDA POWER & LIGHT CO
 
Corporate bonds
4.95
%
6/1/2035
 
 
 
57,473

 
 
FLORIDA POWER & LIGHT CO
 
Corporate bonds
5.95
%
2/1/2038
 
 
 
262,233

 
 
FLORIDA POWER CORP
 
Corporate bonds
6.40
%
6/15/2038
 
 
 
135,640

 
 
FREEPORT-MCMORAN COPPER & GOLD
 
Corporate bonds
8.375
%
4/1/2017
 
 
 
53,125

 
 
GENERAL ELECTRIC CAPITAL CORP
 
Corporate bonds
2.10
%
1/7/2014
 
 
 
537,934

 
 
GENERAL ELECTRIC CAPITAL CORP
 
Corporate bonds
2.63
%
12/28/2012
 
 
 
716,755

 
 
GENERAL ELECTRIC CAPITAL CORP
 
Corporate bonds
2.00
%
9/28/2012
 
 
 
1,074,421

 
 
GENERAL ELECTRIC CAPITAL CORP
 
Corporate bonds
6.15
%
8/7/2037
 
 
 
87,511

 
 
GEORGIA POWER CO
 
Corporate bonds
3
%
4/15/2016
 
 
 
519,561

 
 
GEORGIA-PACIFIC LLC
 
Corporate bonds
8.25
%
5/1/2016
 
 
 
388,836


S-6



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
GLENCORE FUNDING LLC
 
Corporate bonds
6
%
4/15/2014
 
 
 
263,394

 
 
GOLDMAN SACHS GROUP INC
 
Corporate bonds
5.25
%
7/27/2021
 
 
 
229,252

 
 
GOLDMAN SACHS GROUP INC/THE
 
Corporate bonds
5.25
%
10/15/2013
 
 
 
438,744

 
 
GOLDMAN SACHS GROUP INC/THE
 
Corporate bonds
6.15
%
4/1/2018
 
 
 
438,638

 
 
GOLDMAN SACHS GROUP INC/THE
 
Corporate bonds
3.625
%
2/7/2016
 
 
 
724,667

 
 
GTE CORP
 
Corporate bonds
6.94
%
4/15/2028
 
 
 
31,438

 
 
HP ENTERPRISE SERVICES LLC
 
Corporate bonds
6.00
%
8/1/2013
 
 
 
487,634

 
 
HSBC BANK PLC
 
Corporate bonds
3.10
%
5/24/2016
 
 
 
450,027

 
 
HSBC HOLDINGS PLC
 
Corporate bonds
6.10
%
1/14/2042
 
 
 
158,685

 
 
INTERNATIONAL PAPER CO
 
Corporate bonds
7.95
%
6/15/2018
 
 
 
365,169

 
 
INTERNATIONAL PAPER CO
 
Corporate bonds
9.38
%
5/15/2019
 
 
 
12,995

 
 
INTERPUBLIC GROUP OF COS INC/T
 
Corporate bonds
6.25
%
11/15/2014
 
 
 
209,313

 
 
INTERPUBLIC GROUP OF COS INC/T
 
Corporate bonds
10.00
%
7/15/2017
 
 
 
674,075

 
 
INTL PAPER CO
 
Corporate bonds
4.75
%
2/15/2022
 
 
 
26,574

 
 
INTL PAPER CO
 
Corporate bonds
6.00
%
11/15/2041
 
 
 
54,281

 
 
JABIL CIRCUIT INC
 
Corporate bonds
8.25
%
3/15/2018
 
 
 
115,250

 
 
JABIL CIRCUIT INC
 
Corporate bonds
5.625
%
12/15/2020
 
 
 
147,537

 
 
JPMORGAN CHASE & CO
 
Corporate bonds
3.45
%
3/1/2016
 
 
 
294,626


S-7



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
JPMORGAN CHASE & CO
 
Corporate bonds
3.15
%
7/5/2016
 
 
 
355,657

 
 
JPMORGAN CHASE & CO
 
Corporate bonds
2.2
%
6/15/2012
 
 
 
666,249

 
 
JPMORGAN CHASE & CO
 
Corporate bonds
3.15
%
7/5/2016
 
 
 
306,427

 
 
JPMORGAN CHASE & CO
 
Corporate bonds
4.35
%
8/15/2021
 
 
 
540,300

 
 
JPMORGAN CHASE BANK NA
 
Corporate bonds
6
%
7/5/2017
 
 
 
321,901

 
 
KRAFT FOODS INC
 
Corporate bonds
6.5
%
11/1/2031
 
 
 
74,592

 
 
KRAFT FOODS INC
 
Corporate bonds
6.5
%
8/11/2017
 
 
 
524,599

 
 
KRAFT FOODS INC
 
Corporate bonds
6.13
%
2/1/2018
 
 
 
51,575

 
 
KRAFT FOODS INC
 
Corporate bonds
5.375
%
2/10/2020
 
 
 
144,231

 
 
KRAFT FOODS INC
 
Corporate bonds
4.125
%
2/9/2016
 
 
 
389,776

 
 
LEASEPLAN CORP NV
 
Corporate bonds
3
%
5/7/2012
 
 
 
503,819

 
 
LEHMAN BROTHERS HOLDINGS INC
 
Corporate bonds
6.75
%
12/28/2017
 
 
 
37

 
 
LIFE TECHNOLOGIES CORP
 
Corporate bonds
6
%
3/1/2020
 
 
 
58,128

 
 
LIFE TECHNOLOGIES CORP
 
Corporate bonds
5.00
%
1/15/2021
 
 
 
115,099

 
 
LINCOLN NATIONAL CORP
 
Corporate bonds
6.05
%
4/20/2067
 
 
 
83,250

 
 
LOWE'S COMPANIES INC
 
Corporate bonds
5.125
%
11/15/2041
 
 
 
241,544

 
 
MACY'S RETAIL HOLDINGS INC
 
Corporate bonds
7.45
%
7/15/2017
 
 
 
207,831

 
 
MACY'S RETAIL HOLDINGS INC
 
Corporate bonds
5.875
%
1/15/2013
 
 
 
30,886


S-8



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
MACY'S RETAIL HOLDINGS INC
 
Corporate bonds
5.75
%
7/15/2014
 
 
 
543,554

 
 
MANULIFE FINANCIAL CORP
 
Corporate bonds
3.4
%
9/17/2015
 
 
 
553,067

 
 
MARATHON PETROLEUM CORP
 
Corporate bonds
6.50
%
3/1/2041
 
 
 
157,518

 
 
METLIFE INC
 
Corporate bonds
6.75
%
6/1/2016
 
 
 
288,010

 
 
METROPOLITAN LIFE GLOBAL FUNDI
 
Corporate bonds
5.125
%
4/10/2013
 
 
 
402,184

 
 
METROPOLITAN LIFE GLOBAL FUNDI
 
Corporate bonds
2.5
%
1/11/2013
 
 
 
885,601

 
 
METROPOLITAN LIFE GLOBAL FUNDI
 
Corporate bonds
5.125
%
6/10/2014
 
 
 
242,264

 
 
METROPOLITAN LIFE GLOBAL FUNDI
 
Corporate bonds
2.50
%
1/11/2013
 
 
 
516,179

 
 
METROPOLITAN LIFE GLOBAL FUNDI
 
Corporate bonds
2.00
%
1/10/2014
 
 
 
925,430

 
 
MIDAMERICAN ENERGY HOLDINGS CO
 
Corporate bonds
5.95
%
5/15/2037
 
 
 
206,798

 
 
MIDAMERICAN ENERGY HOLDINGS CO
 
Corporate bonds
6.5
%
9/15/2037
 
 
 
94,172

 
 
MONSANTO CO
 
Corporate bonds
2.75
%
4/15/2016
 
 
 
320,124

 
 
MORGAN STANLEY
 
Corporate bonds
2.25
%
3/13/2012
 
 
 
1,009,339

 
 
MORGAN STANLEY
 
Corporate bonds
6.60
%
4/1/2012
 
 
 
120,998

 
 
MORGAN STANLEY
 
Corporate bonds
4.2
%
11/20/2014
 
 
 
607,598

 
 
MORGAN STANLEY
 
Corporate bonds
2.02
%
1/24/2014
 
 
 
455,614

 
 
NEWS AMERICA INC
 
Corporate bonds
7.75
%
1/20/2024
 
 
 
49,438

 
 
NEWS AMERICA INC
 
Corporate bonds
8.5
%
2/23/2025
 
 
 
61,384


S-9



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
NEXEN INC
 
Corporate bonds
5.875
%
3/10/2035
 
 
 
143,883

 
 
NEXEN INC
 
Corporate bonds
6.4
%
5/15/2037
 
 
 
88,978

 
 
NEXEN INC
 
Corporate bonds
7.5
%
7/30/2039
 
 
 
281,716

 
 
NIAGARA MOHAWK POWER CORP
 
Corporate bonds
3.553
%
10/1/2014
 
 
 
288,876

 
 
NORDEA BK SWEDEN AB NT 144A
 
Corporate bonds
5.25
%
11/30/2012
 
 
 
842,531

 
 
NORDEA EIENDOMSKREDITT A
 
Corporate bonds
2.13
%
9/22/2017
 
 
 
1,057,126

 
 
PACIFIC LIFE GLOBAL FDG 144A
 
Corporate bonds
5.15
%
4/15/2013
 
 
 
616,267

 
 
PETROBRAS INTERNATIONAL FINANC
 
Corporate bonds
5.88
%
3/1/2018
 
 
 
32,831

 
 
PETROBRAS INTERNATIONAL FINANC
 
Corporate bonds
5.75
%
1/20/2020
 
 
 
722,331

 
 
PETROBRAS INTERNATIONAL FINANC
 
Corporate bonds
3.875
%
1/27/2016
 
 
 
705,694

 
 
PETROHAWK ENERGY CORP
 
Corporate bonds
7.88
%
6/1/2015
 
 
 
711,420

 
 
PETROHAWK ENERGY CORP
 
Corporate bonds
10.50
%
8/1/2014
 
 
 
606,312

 
 
PETROHAWK ENERGY CORP
 
Corporate bonds
7.25
%
8/15/2018
 
 
 
140,625

 
 
PETROLEOS MEXICANOS BD
 
Corporate bonds
6.5
%
6/2/2041
 
 
 
174,375

 
 
PHILIP MORRIS INTERNATIONAL IN
 
Corporate bonds
2.5
%
5/16/2016
 
 
 
200,603

 
 
PRICOLA GLOBAL MTN #TR00017
 
Corporate bonds
4.63
%
6/25/2012
 
 
 
406,370

 
 
PRIDE INTERNATIONAL INC
 
Corporate bonds
6.875
%
8/15/2020
 
 
 
205,175

 
 
PROGRESS ENERGY INC
 
Corporate bonds
7.00
%
10/30/2031
 
 
 
166,204


S-10



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
PRUDENTIAL FINANCIAL INC
 
Corporate bonds
2.75
%
1/14/2013
 
 
 
418,576

 
 
PRUDENTIAL FINANCIAL INC
 
Corporate bonds
6.2
%
11/15/2040
 
 
 
78,480

 
 
PUB SVC ELEC & GAS
 
Corporate bonds
0.85
%
8/15/2014
 
 
 
324,899

 
 
QWEST COMMUNICATIONS INTERNATI
 
Corporate bonds
8
%
10/1/2015
 
 
 
164,071

 
 
QWEST COMMUNICATIONS INTERNATI
 
Corporate bonds
7.125
%
4/1/2018
 
 
 
504,400

 
 
QWEST CORP
 
Corporate bonds
7.5
%
10/1/2014
 
 
 
81,505

 
 
QWEST CORP
 
Corporate bonds
7.63
%
6/15/2015
 
 
 
47,649

 
 
QWEST CORP
 
Corporate bonds
6.5
%
6/1/2017
 
 
 
179,170

 
 
QWEST CORP
 
Corporate bonds
8.38
%
5/1/2016
 
 
 
151,189

 
 
ROCKIES EXPRESS PIPELINE LLC
 
Corporate bonds
5.63
%
4/15/2020
 
 
 
285,701

 
 
SANOFI
 
Corporate bonds
1.2
%
9/30/2014
 
 
 
223,723

 
 
SANTANDER CONSUMER AC 11-WO A2
 
Corporate bonds
0.91
%
11/15/2013
 
 
 
596,348

 
 
SANTANDER CONSUMER ACQ 11-WO B
 
Corporate bonds
2.32
%
4/15/2015
 
 
 
513,343

 
 
SANTANDER CONSUMER ACQUS1A B
 
Corporate bonds
1.66
%
8/15/2016
 
 
 
343,501

 
 
SLM CORP
 
Corporate bonds
0.72
%
1/27/2014
 
 
 
144,638

 
 
SOUTHWESTERN ENERGY CO
 
Corporate bonds
7.5
%
2/1/2018
 
 
 
575,097

 
 
SVENSKA HANDELSBANKEN AB
 
Corporate bonds
2.88
%
9/14/2012
 
 
 
176,655

 
 
SVENSKA HANDELSBANKEN AB
 
Corporate bonds
2.875
%
9/14/2012
 
 
 
777,282


S-11



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
SWEDBANK HYPOTEK AB
 
Corporate bonds
2.95
%
3/28/2016
 
 
 
758,594

 
 
TAMPA ELECTRIC CO
 
Corporate bonds
5.4
%
5/15/2021
 
 
 
175,547

 
 
TCI COMMUNICATIONS INC
 
Corporate bonds
7.125
%
2/15/2028
 
 
 
140,887

 
 
TECK RESOURCES LTD
 
Corporate bonds
4.5
%
1/15/2021
 
 
 
234,964

 
 
TELEFONICA EMISIONES SAU
 
Corporate bonds
2.582
%
4/26/2013
 
 
 
602,067

 
 
TEMASEK FINL 144A
 
Corporate bonds
4.5
%
9/21/2015
 
 
 
256,910

 
 
TESCO PLC
 
Corporate bonds
2
%
12/5/2014
 
 
 
282,925

 
 
TEVA PHARM FIN IV BV
 
Corporate bonds
3.65
%
11/10/2021
 
 
 
417,025

 
 
TEVA PHARMA FIN IV LLC
 
Corporate bonds
1.70
%
11/10/2014
 
 
 
685,257

 
 
TEXAS INSTRUMENTS INC
 
Corporate bonds
1.375
%
5/15/2014
 
 
 
961,824

 
 
TOLEDO EDISON CO/THE
 
Corporate bonds
6.15
%
5/15/2037
 
 
 
210,476

 
 
TORONTO-DOMINION BANK/THE
 
Corporate bonds
2.20
%
7/29/2015
 
 
 
1,198,027

 
 
TOTAL CAPITAL CANADA LTD
 
Corporate bonds
1.625
%
1/28/2014
 
 
 
2,034

 
 
TRANSOCEAN INC
 
Corporate bonds
6.38
%
12/15/2021
 
 
 
286,978

 
 
UNITEDHEALTH GROUP INC
 
Corporate bonds
3.375
%
11/15/2021
 
 
 
82,739

 
 
VERIZON COMMUNICATIONS
 
Corporate bonds
4.75
%
11/1/2041
 
 
 
333,632

 
 
VERIZON COMMUNICATIONS INC
 
Corporate bonds
5.25
%
4/15/2013
 
 
 
823,082

 
 
VERIZON COMMUNICATIONS INC
 
Corporate bonds
6.40
%
2/15/2038
 
 
 
95,205


S-12



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
VERIZON MARYLAND INC
 
Corporate bonds
5.125
%
6/15/2033
 
 
 
94,085

 
 
VIRGIN MEDIA SECURED FINANCE P
 
Corporate bonds
6.5
%
1/15/2018
 
 
 
37,187

 
 
VODAFONE GROUP PLC
 
Corporate bonds
0.792
%
2/27/2012
 
 
 
385,039

 
 
VODAFONE GROUP PLC
 
Corporate bonds
4.15
%
6/10/2014
 
 
 
795,236

 
 
VOLKSWAGEN INTERNATIONAL FINAN
 
Corporate bonds
1.875
%
4/1/2014
 
 
 
651,601

 
 
WEA FIN LLC/WCI FIN LLC 144A
 
Corporate bonds
5.70
%
10/1/2016
 
 
 
208,845

 
 
WEA FINANCE LLC
 
Corporate bonds
4.625
%
5/10/2021
 
 
 
318,985

 
 
WEA FINANCE LLC / WT FINANCE A
 
Corporate bonds
7.5
%
6/2/2014
 
 
 
405,610

 
 
WYNDHAM WORLDWIDE CORP
 
Corporate bonds
6.00
%
12/1/2016
 
 
 
296,560

 
 
XYLEM INC
 
Corporate bonds
3.55
%
9/20/2016
 
 
 
369,156

 
 
 
 
 
 
 
 
Total Corporate Bonds
 
78,857,947

 
 
 
 
 
 
 
 
 
 
 
 
 
FEDERAL HOME LN BK CONS BD
 
U.S. Government Agencies
5.38
%
6/13/2014
 
 
 
424,174

 
 
FEDERAL HOME LN BK CONS BD
 
U.S. Government Agencies
5.25
%
9/12/2014
 
 
 
426,319

 
 
FEDERAL NATL MTG ASSN
 
U.S. Government Agencies
5.25
%
8/1/2012
 
 
 
940,305

 
 
FEDERAL HOME LN BK CONS BD
 
U.S. Government Agencies
5.63
%
6/13/2016
 
 
 
311,709

 
 
FEDERAL HOME LN MTG CORP
 
U.S. Government Agencies
3.53
%
9/30/2019
 
 
 
3,691,307

 
 
FEDERAL NATL MTG ASSN
 
U.S. Government Agencies
%
10/9/2019
 
 
 
1,045,657


S-13



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
 
 
 
 
 
 
Total U.S. Government Agencies
 
6,839,471

 
 
 
 
 
 
 
 
 
 
 
 
 
CALIFORNIA ST
 
State and local obligations
5.10
%
8/1/2014
 
 
 
504,274

 
 
CALIFORNIA ST
 
State and local obligations
3.95
%
11/1/2015
 
 
 
142,039

 
 
CALIFORNIA ST
 
State and local obligations
5.65
%
4/1/2039
 
 
 
104,920

 
 
ILLINOIS ST
 
State and local obligations
2.77
%
1/1/2012
 
 
 
870,000

 
 
MUNICIPAL ELEC AUTH GA
 
State and local obligations
7.06
%
4/1/2057
 
 
 
152,586

 
 
 
 
 
 
 
 
Total State and Local Obligations
 
1,773,819

 
 
 
 
 
 
 
 
 
 
 
 
 
COMMIT TO PUR FHLMC GOLD SFM
 
Agency mortgage backed securities
4.00
%
1/1/2042
 
 
 
419,500

 
 
COMMIT TO PUR FHLMC GOLD SFM
 
Agency mortgage backed securities
4.50
%
1/1/2042
 
 
 
(529,766
)
 
 
COMMIT TO PUR FHLMC GOLD SFM
 
Agency mortgage backed securities
5.00
%
1/1/2042
 
 
 
322,359

 
 
COMMIT TO PUR FHLMC GOLD SFM
 
Agency mortgage backed securities
5.50
%
1/1/2042
 
 
 
217,000

 
 
COMMIT TO PUR FHLMC GOLD SFM
 
Agency mortgage backed securities
5.5
%
1/1/2027
 
 
 
(108,156
)
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
3.00
%
2/1/2027
 
 
 
7,000,812

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
4.00
%
1/1/2027
 
 
 
2,636,328

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
4.50
%
1/1/2027
 
 
 
(639,563
)
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
4.50
%
1/1/2042
 
 
 
5,745,938


S-14



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
5.00
%
2/1/2042
 
 
 
(3,126,563
)
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
4.00
%
2/1/2042
 
 
 
(628,688
)
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
3.00
%
2/1/2027
 
 
 
823,625

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
3.50
%
1/1/2027
 
 
 
1,150,188

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
5.00
%
1/1/2027
 
 
 
(967,781
)
 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
6.00
%
2/1/2042
 
 
 
4,944,375

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
5.50
%
1/1/2027
 
 
 
216,938

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
5.5
%
1/1/2042
 
 
 
435,562

 
 
COMMIT TO PUR FNMA SF MTG
 
Agency mortgage backed securities
3.5
%
2/1/2042
 
 
 
(7,487,063
)
 
 
COMMIT TO PUR GNMA II JUMBOS
 
Agency mortgage backed securities
5
%
1/20/2042
 
 
 
1,879,562

 
 
COMMIT TO PUR GNMA II JUMBOS
 
Agency mortgage backed securities
4.50
%
1/20/2042
 
 
 
2,831,562

 
 
COMMIT TO PUR GNMA II JUMBOS
 
Agency mortgage backed securities
4.00
%
1/20/2042
 
 
 
748,672

 
 
COMMIT TO PUR GNMA SF MTG
 
Agency mortgage backed securities
4.00
%
1/15/2042
 
 
 
643,594

 
 
COMMIT TO PUR GNMA SF MTG
 
Agency mortgage backed securities
5.00
%
1/15/2042
 
 
 
996,891

 
 
FHLMC POOL #A7-1746
 
Agency mortgage backed securities
5.50
%
1/1/2038
 
 
 
718,996

 
 
FHLMC POOL #A8-1740
 
Agency mortgage backed securities
5.50
%
9/1/2038
 
 
 
599,263

 
 
FHLMC POOL #E0-0627
 
Agency mortgage backed securities
5.50
%
2/1/2014
 
 
 
17,247

 
 
FHLMC POOL #E0-1216
 
Agency mortgage backed securities
5.50
%
10/1/2017
 
 
 
100,887


S-15



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
FHLMC POOL #E8-8978
 
Agency mortgage backed securities
5.50
%
4/1/2017
 
 
 
25,117

 
 
FHLMC POOL #E9-1860
 
Agency mortgage backed securities
5.50
%
10/1/2017
 
 
 
19,747

 
 
FHLMC POOL #G0-4913
 
Agency mortgage backed securities
5.00
%
3/1/2038
 
 
 
625,879

 
 
FHLMC POOL #G0-5132
 
Agency mortgage backed securities
5.00
%
12/1/2038
 
 
 
1,946,081

 
 
FHLMC POOL #G0-5205
 
Agency mortgage backed securities
5.00
%
1/1/2039
 
 
 
290,548

 
 
FHLMC POOL #G0-6817
 
Agency mortgage backed securities
5.50
%
5/1/2040
 
 
 
842,181

 
 
FHLMC POOL #G0-8368
 
Agency mortgage backed securities
4.50
%
10/1/2039
 
 
 
1,351,523

 
 
FHLMC POOL #G0-8372
 
Agency mortgage backed securities
4.50
%
11/1/2039
 
 
 
2,035,014

 
 
FHLMC POOL #G1-4010
 
Agency mortgage backed securities
5.50
%
5/1/2022
 
 
 
1,607,302

 
 
FHLMC POOL #J0-0252
 
Agency mortgage backed securities
5.50
%
10/1/2020
 
 
 
65,691

 
 
FHLMC POOL #J0-0813
 
Agency mortgage backed securities
5.00
%
12/1/2020
 
 
 
40,429

 
 
FHLMC POOL #J0-2895
 
Agency mortgage backed securities
5.50
%
6/1/2021
 
 
 
198,117

 
 
FHLMC POOL #J0-3285
 
Agency mortgage backed securities
5.00
%
8/1/2021
 
 
 
52,255

 
 
FHLMC POOL #J0-3286
 
Agency mortgage backed securities
5.00
%
9/1/2021
 
 
 
416,418

 
 
FHLMC POOL #J0-5930
 
Agency mortgage backed securities
5.50
%
3/1/2021
 
 
 
10,225

 
 
FHLMC POOL #Q0-2663
 
Agency mortgage backed securities
4.50
%
8/1/2041
 
 
 
312,269

 
 
FHLMC POOL #Q0-2776
 
Agency mortgage backed securities
4.50
%
8/1/2041
 
 
 
54,997

 
 
FHLMC MULTICLASS CTFS 2890 KC
 
Agency mortgage backed securities
4.50
%
2/15/2019
 
 
 
325,199


S-16



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
FHLMC MULTICLASS MTG
 
Agency mortgage backed securities
5.50
%
6/15/2015
 
 
 
623,468

 
 
FHLMC MULTICLASS MTG
 
Agency mortgage backed securities
5.50
%
1/15/2031
 
 
 
81,136

 
 
FHLMC MULTICLASS MTG 3824 FA
 
Agency mortgage backed securities
0.43
%
3/15/2026
 
 
 
1,972,455

 
 
FHLMC MULTICLASS MTG 3959 MA
 
Agency mortgage backed securities
4.50
%
11/15/2041
 
 
 
831,875

 
 
FNMA POOL #0254548
 
Agency mortgage backed securities
5.50
%
12/1/2032
 
 
 
775,686

 
 
FNMA POOL #0255316
 
Agency mortgage backed securities
5.00
%
7/1/2019
 
 
 
105,932

 
 
FNMA POOL #0555424
 
Agency mortgage backed securities
5.50
%
5/1/2033
 
 
 
624,182

 
 
FNMA POOL #0555457
 
Agency mortgage backed securities
5.00
%
5/1/2018
 
 
 
800,219

 
 
FNMA POOL #0555591
 
Agency mortgage backed securities
5.50
%
7/1/2033
 
 
 
255,395

 
 
FNMA POOL #0676654
 
Agency mortgage backed securities
5.50
%
1/1/2033
 
 
 
893,547

 
 
FNMA POOL #0676661
 
Agency mortgage backed securities
5.50
%
1/1/2033
 
 
 
540,206

 
 
FNMA POOL #0735288
 
Agency mortgage backed securities
5.00
%
3/1/2035
 
 
 
3,353,109

 
 
FNMA POOL #0735893
 
Agency mortgage backed securities
5.00
%
10/1/2035
 
 
 
1,069,274

 
 
FNMA POOL #0735925
 
Agency mortgage backed securities
5.00
%
10/1/2035
 
 
 
309,730

 
 
FNMA POOL #0735989
 
Agency mortgage backed securities
5.50
%
2/1/2035
 
 
 
25,042

 
 
FNMA POOL #0845326
 
Agency mortgage backed securities
6.00
%
12/1/2035
 
 
 
14,763

 
 
FNMA POOL #0888250
 
Agency mortgage backed securities
5.50
%
1/1/2021
 
 
 
212,649

 
 
FNMA POOL #0888601
 
Agency mortgage backed securities
5.50
%
6/1/2020
 
 
 
450,264


S-17



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
FNMA POOL #0889984
 
Agency mortgage backed securities
6.50
%
10/1/2038
 
 
 
457,734

 
 
FNMA POOL #0987325
 
Agency mortgage backed securities
5.57
%
9/1/2038
 
 
 
233,461

 
 
FNMA POOL #0995113
 
Agency mortgage backed securities
5.50
%
9/1/2036
 
 
 
1,094,870

 
 
FNMA POOL #0995320
 
Agency mortgage backed securities
4.50
%
12/1/2020
 
 
 
716,273

 
 
FNMA POOL #0995324
 
Agency mortgage backed securities
5.00
%
12/1/2020
 
 
 
1,066,512

 
 
FNMA POOL #0AB3934
 
Agency mortgage backed securities
3.50
%
11/1/2041
 
 
 
307,005

 
 
FNMA POOL #0AB4104
 
Agency mortgage backed securities
3.50
%
12/1/2041
 
 
 
6,372,705

 
 
FNMA POOL #0AD0454
 
Agency mortgage backed securities
5.00
%
11/1/2021
 
 
 
411,265

 
 
FNMA POOL #0AD7595
 
Agency mortgage backed securities
5.00
%
7/1/2040
 
 
 
1,498,584

 
 
FNMA POOL #0AE0096
 
Agency mortgage backed securities
5.50
%
7/1/2025
 
 
 
861,075

 
 
FNMA POOL #0AE0812
 
Agency mortgage backed securities
5
%
7/1/2025
 
 
 
1,367,176

 
 
FNMA POOL #0AE0919
 
Agency mortgage backed securities
5.00
%
5/1/2021
 
 
 
991,400

 
 
FNMA POOL #0AH0942
 
Agency mortgage backed securities
4.00
%
12/1/2040
 
 
 
2,620,249

 
 
FNMA POOL #0AI7782
 
Agency mortgage backed securities
4.50
%
7/1/2041
 
 
 
524,692

 
 
FNMA POOL #0AI7800
 
Agency mortgage backed securities
4.50
%
7/1/2041
 
 
 
104,997

 
 
FNMA POOL #0AI8191
 
Agency mortgage backed securities
4.50
%
8/1/2041
 
 
 
448,126

 
 
FNMA POOL #0AI8222
 
Agency mortgage backed securities
4.50
%
8/1/2041
 
 
 
67,930

 
 
FNMA POOL #0AI8804
 
Agency mortgage backed securities
4.50
%
8/1/2041
 
 
 
1,787,502


S-18



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
FNMA POOL #0AJ4163
 
Agency mortgage backed securities
3.50
%
11/1/2041
 
 
 
719,192

 
 
FNMA POOL #0AJ5927
 
Agency mortgage backed securities
3.50
%
11/1/2041
 
 
 
513,799

 
 
FNMA POOL #0AJ5930
 
Agency mortgage backed securities
3.50
%
12/1/2041
 
 
 
205,529

 
 
FNMA POOL #0AJ6935
 
Agency mortgage backed securities
3.50
%
11/1/2026
 
 
 
416,523

 
 
FNMA POOL #0AL0058
 
Agency mortgage backed securities
5.00
%
1/1/2018
 
 
 
1,600,665

 
 
FNMA POOL #0AL0533
 
Agency mortgage backed securities
3.23
%
7/1/2041
 
 
 
557,209

 
 
FNMA POOL #0AL0583
 
Agency mortgage backed securities
6.50
%
10/1/2039
 
 
 
593,626

 
 
FNMA POOL #0AL0616
 
Agency mortgage backed securities
4.50
%
7/1/2041
 
 
 
630,147

 
 
FNMA GTD REMIC P/T
 
Agency mortgage backed securities
6.50
%
7/25/2034
 
 
 
25,716

 
 
FNMA GTD REMIC P/T 11-128 KP
 
Agency mortgage backed securities
4.5
%
7/25/2041
 
 
 
586,016

 
 
FNMA GTD REMIC P/T 2002-T6 A1
 
Agency mortgage backed securities
3.31
%
2/25/2032
 
 
 
87,970

 
 
GNMA POOL #0499416
 
Agency mortgage backed securities
6.00
%
2/15/2029
 
 
 
1,833

 
 
GNMA POOL #0590089
 
Agency mortgage backed securities
5.50
%
7/15/2033
 
 
 
12,917

 
 
GNMA POOL #0689835
 
Agency mortgage backed securities
6.50
%
8/15/2038
 
 
 
103,862

 
 
GNMA POOL #0781590
 
Agency mortgage backed securities
5.50
%
4/15/2033
 
 
 
35,986

 
 
GNMA POOL #0782510
 
Agency mortgage backed securities
6.50
%
12/15/2038
 
 
 
102,312

 
 
GNMA POOL #0782619
 
Agency mortgage backed securities
5.00
%
4/15/2039
 
 
 
416,427

 
 
GNMA GTD REMIC P/T 04-104 FJ
 
Agency mortgage backed securities
0.59
%
9/20/2033
 
 
 
297,547


S-19



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
GNMA GTD REMIC P/T 06-68 B
 
Agency mortgage backed securities
5.16
%
6/16/2031
 
 
 
606,723

 
 
GNMA GTD REMIC P/T 163 MJ IO
 
Agency mortgage backed securities
4.00
%
1/16/2038
 
 
 
351,741

 
 
GNMA II POOL #0004223
 
Agency mortgage backed securities
6.50
%
8/20/2038
 
 
 
123,491

 
 
GNMA II POOL #0004292
 
Agency mortgage backed securities
6.50
%
11/20/2038
 
 
 
65,750

 
 
SBA GTD PARTN CTFS 2003-P10A 1
 
Agency mortgage backed securities
4.52
%
2/10/2013
 
 
 
26,390

 
 
 
 
 
 
 
 
Total agency mortgage backed securities
 
71,132,570

 
 
 
 
 
 
 
 
 
 
 
 
 
ALLY AUTO RECEIVABLES TRUS 5 C
 
Asset and other mortgage backed securities
2.9
%
5/15/2017
 
 
 
418,856

 
 
AMERICREDIT AUTOMOB 2011-1 A3
 
Asset and other mortgage backed securities
1.39
%
9/8/2015
 
 
 
259,841

 
 
AMERICREDIT AUTOMOBILE RE 2 A2
 
Asset and other mortgage backed securities
0.9
%
9/8/2014
 
 
 
869,836

 
 
AMERICREDIT AUTOMOBILE RE B A3
 
Asset and other mortgage backed securities
2.49
%
11/6/2017
 
 
 
549,206

 
 
AMERIQUEST MORTGAGE SEC R11 A1
 
Asset and other mortgage backed securities
0.596
%
11/25/2034
 
 
 
110,066

 
 
ARKLE 2010-1A 2A
 
Asset and other mortgage backed securities
1.616
%
5/17/2060
 
 
 
769,311

 
 
ARKLE 2010-1A 2A
 
Asset and other mortgage backed securities
1.616
%
5/17/2060
 
 
 
943,027

 
 
ARKLE MASTER ISSUE 2A 1A1 144A
 
Asset and other mortgage backed securities
1.866
%
5/17/2060
 
 
 
763,139

 
 
ARRAN RESIDENTIAL 1A A1C 144A
 
Asset and other mortgage backed securities
1.679
%
11/19/2047
 
 
 
641,147

 
 
ARRAN RESIDENTIAL MORT 1A-A1C
 
Asset and other mortgage backed securities
1.661
%
5/16/2047
 
 
 
500,012

 
 
ARRAN RESIDENTIAL MORT 1A-A1C
 
Asset and other mortgage backed securities
1.661
%
5/16/2047
 
 
 
496,766


S-20



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
ARRAN RESIDENTL 03-A A2B 144A
 
Asset and other mortgage backed securities
0.615
%
9/16/2056
 
 
 
532,621

 
 
BAAT 2009-1A A3
 
Asset and other mortgage backed securities
2.67
%
7/15/2013
 
 
 
73,124

 
 
BANC OF AMERICA COMMERC PB2 A4
 
Asset and other mortgage backed securities
6.186
%
6/11/2035
 
 
 
50,594

 
 
BANC OF AMERICA COMMERCIA 1 A1
 
Asset and other mortgage backed securities
3.88
%
9/11/2036
 
 
 
56,379

 
 
BANC OF AMERICA COMMERCIA 1 A3
 
Asset and other mortgage backed securities
5.449
%
1/15/2049
 
 
 
773,420

 
 
BANC OF AMERICA COMMERCIA 1 A4
 
Asset and other mortgage backed securities
4.76
%
11/10/2039
 
 
 
719,176

 
 
BANC OF AMERICA COMMERCIA 4 AM
 
Asset and other mortgage backed securities
5.675
%
8/10/2016
 
 
 
231,003

 
 
BEAR STEARNS ADJUSTABLE R 7 4A
 
Asset and other mortgage backed securities
2.776
%
10/25/2034
 
 
 
197,645

 
 
BEAR STEARNS ALT-A TRUST 13 A1
 
Asset and other mortgage backed securities
1.034
%
11/25/2034
 
 
 
134,610

 
 
CENTERPOINT ENERGY TRANSI A A2
 
Asset and other mortgage backed securities
4.97
%
8/1/2014
 
 
 
290,945

 
 
CHRYSLER FINANCIAL AUTO S A A3
 
Asset and other mortgage backed securities
2.82
%
1/15/2016
 
 
 
236,722

 
 
CITIBANK OMNI MASTER T A17 A17
 
Asset and other mortgage backed securities
4.9
%
11/15/2018
 
 
 
826,601

 
 
CITIBANK OMNI MASTER TRU A8 A8
 
Asset and other mortgage backed securities
2.378
%
5/16/2016
 
 
 
1,197,309

 
 
CITIGROUP/DEUTSCHE BAN CD4 A2B
 
Asset and other mortgage backed securities
5.205
%
12/11/2049
 
 
 
170,418

 
 
CITIGROUP/DEUTSCHE BANK CD4 A4
 
Asset and other mortgage backed securities
5.32
%
12/11/2049
 
 
 
59,662

 
 
COMMERCIAL MORTGAGE PASS C6 A2
 
Asset and other mortgage backed securities
5.00
%
6/10/2044
 
 
 
102,154

 
 
COUNTRYWIDE ALTERNATIV OA21 A1
 
Asset and other mortgage backed securities
0.475
%
3/20/2047
 
 
 
140,967

 
 
COUNTRYWIDE ASSET-BACKE 12 2A1
 
Asset and other mortgage backed securities
0.644
%
5/25/2029
 
 
 
93,277


S-21



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
COUNTRYWIDE ASSET-BACKED 6 2A1
 
Asset and other mortgage backed securities
0.394
%
9/25/2037
 
 
 
157,841

 
 
CREDIT ACCEPTANCE AUT 1 A 144A
 
Asset and other mortgage backed securities
2.61
%
3/15/2019
 
 
 
393,209

 
 
CREDIT ACCEPTANCE AUTO LOA 1 A
 
Asset and other mortgage backed securities
2.06
%
4/16/2018
 
 
 
667,555

 
 
CREDIT SUISSE FIRST BO CKN2 A3
 
Asset and other mortgage backed securities
6.133
%
4/15/2037
 
 
 
316,699

 
 
CREDIT SUISSE FIRST BO CKS4 A2
 
Asset and other mortgage backed securities
5.183
%
11/15/2036
 
 
 
826,626

 
 
CREDIT SUISSE FIRST BO CKS4 A2
 
Asset and other mortgage backed securities
5.183
%
11/15/2036
 
 
 
442,245

 
 
CREDIT SUISSE FIRST BOS CP3 A3
 
Asset and other mortgage backed securities
5.603
%
7/15/2035
 
 
 
446,409

 
 
CREDIT SUISSE FIRST BOST C5 A3
 
Asset and other mortgage backed securities
4.429
%
12/15/2036
 
 
 
45,995

 
 
CREDIT SUISSE MORTGAGE C 8 3A1
 
Asset and other mortgage backed securities
6
%
10/25/2021
 
 
 
73,253

 
 
DBUBS MORTGAGE TRUST LC1A A2
 
Asset and other mortgage backed securities
4.528
%
11/10/2046
 
 
 
641,600

 
 
DEUTSCHE ALT-A SECURITI OA1 A1
 
Asset and other mortgage backed securities
0.494
%
2/25/2047
 
 
 
17,387

 
 
DT AUTO OWNER TRUST 2A B 144A
 
Asset and other mortgage backed securities
2.12
%
3/15/2013
 
 
 
449,545

 
 
EXTENDED STAY AMER ESHA A 144A
 
Asset and other mortgage backed securities
2.951
%
11/5/2027
 
 
 
1,261,611

 
 
EXTENDED STAY AMER ESHA A 144A
 
Asset and other mortgage backed securities
2.951
%
11/5/2027
 
 
 
515,444

 
 
GMAC COMMERCIAL MORTGAGE C2 A2
 
Asset and other mortgage backed securities
6.7
%
4/15/2034
 
 
 
41,855

 
 
GREENWICH CAPITAL COMME GG3 A2
 
Asset and other mortgage backed securities
4.305
%
8/10/2042
 
 
 
298,945

 
 
GREENWICH CAPITAL COMME GG7 AJ
 
Asset and other mortgage backed securities
5.882
%
7/10/2038
 
 
 
49,000

 
 
GS MORTGAGE SECURITIES GG10 A4
 
Asset and other mortgage backed securities
5.79
%
8/10/2045
 
 
 
834,477


S-22



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
GS MTG SECS SER 00-1 A 144A
 
Asset and other mortgage backed securities
0.985
%
3/20/2023
 
 
 
83,974

 
 
GSR MORTGAGE LOAN TRUST 9 4A1
 
Asset and other mortgage backed securities
2.772
%
8/25/2034
 
 
 
227,074

 
 
HARBORVIEW MORTGAGE LOA 9 2A1A
 
Asset and other mortgage backed securities
0.495
%
10/19/2036
 
 
 
442,397

 
 
HARBORVIEW MORTGAGE LOA 9 2A1A
 
Asset and other mortgage backed securities
0.495
%
10/19/2036
 
 
 
103,687

 
 
HARLEY-DAVIDSON MOTORCYCL 3 A3
 
Asset and other mortgage backed securities
1.74
%
4/15/2017
 
 
 
254,312

 
 
HOLMES MASTER ISSUER PLC 2A 4A
 
Asset and other mortgage backed securities
0.503
%
7/15/2020
 
 
 
886,766

 
 
HOME EQUITY ASSET TRUST 2 2A1
 
Asset and other mortgage backed securities
0.404
%
7/25/2037
 
 
 
130,888

 
 
IFC SBA LN BACKED 97-1 A 144A
 
Asset and other mortgage backed securities
1.25
%
1/15/2024
 
 
 
72,153

 
 
JP MORGAN CHASE PLSD A2 144A
 
Asset and other mortgage backed securities
3.364
%
11/13/2016
 
 
 
303,024

 
 
JP MORGAN CHASE COMMER CB16 AJ
 
Asset and other mortgage backed securities
5.62
%
5/12/2045
 
 
 
98,824

 
 
JP MORGAN CHASE COMMERCIAL MOR
 
Asset and other mortgage backed securities
4.07
%
11/15/2043
 
 
 
482,722

 
 
LB-UBS COMMERCIAL MORTGA C6 AM
 
Asset and other mortgage backed securities
6.11
%
7/15/2040
 
 
 
121,866

 
 
LB-UBS COMMERCIAL MORTGA C7 A3
 
Asset and other mortgage backed securities
5.347
%
11/15/2038
 
 
 
556,868

 
 
LB-UBS COMMERCIAL MORTGA C7 AM
 
Asset and other mortgage backed securities
5.378
%
11/15/2038
 
 
 
212,771

 
 
MASTR ALTERNATIVE LOANS 4 1A1
 
Asset and other mortgage backed securities
5.5
%
5/25/2034
 
 
 
104,468

 
 
MERRILL LYNCH MORTGAGE C1 ASB
 
Asset and other mortgage backed securities
5.834
%
6/12/2050
 
 
 
1,094,452

 
 
MERRILL LYNCH MORTGAGE KEY1 A4
 
Asset and other mortgage backed securities
5.236
%
11/12/2035
 
 
 
685,554

 
 
MERRILL LYNCH/COUNTRYWIDE 4 AM
 
Asset and other mortgage backed securities
5.204
%
12/12/2049
 
 
 
168,867


S-23



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
MORGAN STANLEY CAPITAL HQ13 A1
 
Asset and other mortgage backed securities
5.357
%
12/15/2044
 
 
 
331,647

 
 
MORGAN STANLEY CAPITAL HQ4 A7
 
Asset and other mortgage backed securities
4.97
%
4/14/2040
 
 
 
454,025

 
 
MORGAN STANLEY DEAN WITT HQ A3
 
Asset and other mortgage backed securities
6.51
%
4/15/2034
 
 
 
149,338

 
 
MORGAN STANLEY REREMIC TR IO A
 
Asset and other mortgage backed securities
2.5
%
2/23/2051
 
 
 
476,310

 
 
NELNET STUDENT LOAN TRUST 1 A4
 
Asset and other mortgage backed securities
0.488
%
10/26/2020
 
 
 
1,032,223

 
 
OPTION ONE MORTGAGE LOAN 3 2A1
 
Asset and other mortgage backed securities
0.404
%
4/25/2037
 
 
 
91,572

 
 
PERMANENT MASTER ISSUER P 1 5A
 
Asset and other mortgage backed securities
0.513
%
7/15/2033
 
 
 
425,184

 
 
PG&E ENERGY RECOVERY FUND 1 A4
 
Asset and other mortgage backed securities
4.37
%
6/25/2014
 
 
 
206,423

 
 
RBSCF 2009-RR2 WBB
 
Asset and other mortgage backed securities
5.90
%
2/16/2051
 
 
 
108,546

 
 
RESIDENTIAL FUNDING MORT S3 A1
 
Asset and other mortgage backed securities
4.75
%
3/25/2020
 
 
 
491,182

 
 
SANTANDER CONSUMER ACQUIS1A C
 
Asset and other mortgage backed securities
2.01
%
8/15/2016
 
 
 
359,066

 
 
SANTANDER CONSUMER ACQUS1A B
 
Asset and other mortgage backed securities
1.66
%
8/15/2016
 
 
 
402,725

 
 
SANTANDER DRIVE 11-S2A B 144A
 
Asset and other mortgage backed securities
2.06
%
6/15/2017
 
 
 
160,200

 
 
SANTANDER DRIVE 11-S2A B 144A
 
Asset and other mortgage backed securities
2.06
%
6/15/2017
 
 
 
262,728

 
 
SANTANDER DRIVE 11-S2A C 144A
 
Asset and other mortgage backed securities
2.86
%
6/15/2017
 
 
 
162,249

 
 
SANTANDER DRIVE AUTO B A2 144A
 
Asset and other mortgage backed securities
1.01
%
7/15/2013
 
 
 
217,327

 
 
SANTANDER DRIVE AUTO B A2 144A
 
Asset and other mortgage backed securities
1.01
%
7/15/2013
 
 
 
492,312

 
 
SANTANDER DRIVE AUTO REC S1A C
 
Asset and other mortgage backed securities
1.89
%
5/15/2017
 
 
 
284,189


S-24



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
SANTANDER DRIVE AUTO REC S1A C
 
Asset and other mortgage backed securities
1.89
%
5/15/2017
 
 
 
504,581

 
 
SANTANDER DRIVE AUTO RECE 2 A2
 
Asset and other mortgage backed securities
0.95
%
8/15/2013
 
 
 
307,347

 
 
SANTANDER DRIVE AUTO RECE 4 A2
 
Asset and other mortgage backed securities
1.37
%
3/16/2015
 
 
 
554,647

 
 
SANTANDER DRIVE AUTO RECEI 3 C
 
Asset and other mortgage backed securities
3.09
%
5/15/2017
 
 
 
726,310

 
 
SBA TOWER TRUST
 
Asset and other mortgage backed securities
4.254
%
4/15/2015
 
 
 
241,588

 
 
SBA TOWER TRUST
 
Asset and other mortgage backed securities
4.254
%
4/15/2015
 
 
 
282,709

 
 
SDART 2010-A A2
 
Asset and other mortgage backed securities
1.37
%
8/15/2013
 
 
 
312,439

 
 
SDART 2010-A A3
 
Asset and other mortgage backed securities
1.83
%
11/17/2014
 
 
 
100,407

 
 
SDART 2010-A A4
 
Asset and other mortgage backed securities
2.39
%
6/15/2017
 
 
 
583,740

 
 
SLC STUDENT LOAN TRUST A A4
 
Asset and other mortgage backed securities
0.523
%
1/15/2019
 
 
 
322,973

 
 
SLM STUDENT LOAN TRUST 5 A2
 
Asset and other mortgage backed securities
1.518
%
10/25/2016
 
 
 
1,614,649

 
 
SLM STUDENT LOAN TRUST 5 A3
 
Asset and other mortgage backed securities
1.72
%
1/25/2018
 
 
 
1,701,167

 
 
SLM STUDENT LOAN TRUST 5 A4
 
Asset and other mortgage backed securities
2.12
%
7/25/2023
 
 
 
1,344,419

 
 
SLM STUDENT LOAN TRUST A A3
 
Asset and other mortgage backed securities
0.946
%
6/15/2033
 
 
 
427,594

 
 
SLM STUDENT LOAN TRUST B A2
 
Asset and other mortgage backed securities
0.746
%
6/15/2021
 
 
 
592,561

 
 
SLMA 2010-C A1
 
Asset and other mortgage backed securities
1.928
%
12/15/2017
 
 
 
356,999

 
 
STEELRIVER TRANSMISSION CO LLC
 
Asset and other mortgage backed securities
4.71
%
6/30/2017
 
 
 
315,090

 
 
STRUCTURED ADJUSTABLE RA 13 A2
 
Asset and other mortgage backed securities
0.594
%
9/25/2034
 
 
 
58,044


S-25



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
STRUCTURED ASSET REC 03-2 144A
 
Asset and other mortgage backed securities
0.92
%
1/21/2011
 
 
 
413

 
 
STRUCTURED ASSET SECURITI 144A
 
Asset and other mortgage backed securities
3.357
%
1/25/2031
 
 
 
128,945

 
 
THORNBURG MORTGAGE SECUR 1 A3A
 
Asset and other mortgage backed securities
0.357
%
3/25/2037
 
 
 
284,066

 
 
TXU ELECTRIC DELIVERY TRA 1 A2
 
Asset and other mortgage backed securities
4.81
%
11/17/2014
 
 
 
281,844

 
 
WACHOVIA BANK COMMERCI C20 APB
 
Asset and other mortgage backed securities
5.09
%
7/15/2042
 
 
 
965,738

 
 
WACHOVIA BANK COMMERCIA C33 A4
 
Asset and other mortgage backed securities
5.899
%
2/15/2051
 
 
 
297,751

 
 
WACHOVIA BANK COMMERCIAL C1 A4
 
Asset and other mortgage backed securities
6.29
%
4/15/2034
 
 
 
759,226

 
 
WACHOVIA BANK COMMERCIAL C6 A4
 
Asset and other mortgage backed securities
5.125
%
8/15/2035
 
 
 
521,042

 
 
 
 
 
 
 
 
Total Asset Backed Securities
 
45,411,732

 
 
 
 
 
 
 
 
 
 
 
 
 
PROVINCE OF ONTARIO CANADA
 
Non U.S. Government
4.10
%
6/16/2014
 
 
 
505,031

 
 
PROVINCE OF ONTARIO CANADA
 
Non U.S. Government
1.38
%
1/27/2014
 
 
 
414,293

 
 
PROVINCE OF ONTARIO CANADA
 
Non U.S. Government
0.94
%
5/22/2012
 
 
 
746,124

 
 
ISRAEL ST AID
 
Non U.S. Government
5.50
%
9/18/2033
 
 
 
198,512

 
 
ISRAEL ST AID
 
Non U.S. Government
5.50
%
4/26/2024
 
 
 
448,957

 
 
REPUBLIC OF ITALY
 
Non U.S. Government
6.88
%
9/27/2023
 
 
 
126,205

 
 
 
 
 
 
 
 
Total Other Bonds
 
2,439,122

 
 
 
 
 
 
 
 
 
 
 

S-26



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
CDS SP KMP
 
Credit Default Swap
 
9/20/2016
 
 
 
(62,370
)
 
 
CDS_SP AVIYA LIFE INSURANCE
 
Credit Default Swap
 
5/25/2012
 
 
 
(3,343
)
 
 
US 10YR TREAS NTS FUT MAR 12
 
Futures
 
1/27/2012
 
 
 
4,297

 
 
US 10YR TREAS NTS FUT MAR 12
 
Futures
 
1/27/2012
 
 
 
1,547

 
 
US 10YR TREAS NTS FUTURE (CBT)
 
Futures
 
3/21/2012
 
 
 
140,285

 
 
US 2YR TREAS NTS FUT (CBT)
 
Futures
 
3/30/2012
 
 
 
12,020

 
 
US 2YR TREAS NTS FUT (CBT)
 
Futures
 
3/30/2012
 
 
 
1,078

 
 
US 5YR TREAS NTS FUTURE (CBT)
 
Futures
 
3/30/2012
 
 
 
(29,141
)
 
 
US 5YR TREAS NTS FUTURE (CBT)
 
Futures
 
3/30/2012
 
 
 
2,924

 
 
US TREAS BD FUTURE (CBT)
 
Futures
 
3/21/2012
 
 
 
(66,013
)
 
 
US ULTRA BOND (CBT)
 
Futures
 
3/21/2012
 
 
 
(9,422
)
 
 
IRS P-USD-LIBOR-BBA 3M R 2.25%
 
Interest Rate Swap
 
8/13/2016
 
 
 
51,757

 
 
IRS R US0003M P 2.7275%
 
Interest Rate Swap
 
9/10/2014
 
 
 
(259,371
)
 
 
IRS R US0003M P 2.845%
 
Interest Rate Swap
 
7/6/2014
 
 
 
(62,566
)
 
 
IRS R US0003M P 2.963%
 
Interest Rate Swap
 
10/14/2041
 
 
 
(30,237
)
 
 
IRS R USD-LIBOR 3M P 4.2724%
 
Interest Rate Swap
 
4/19/2041
 
 
 
(104,862
)
 
 
IRS R USD-LIBOR-BBA 3M P 2.09%
 
Interest Rate Swap
 
10/26/2015
 
 
 
(105,737
)
 
 
IRS R USD-LIBOR-BBA 3M P 3.25%
 
Interest Rate Swap
 
8/11/2014
 
 
 
82,833


S-27



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
IRS R USD-LIBOR-BBA 3M P 3.62%
 
Interest Rate Swap
 
4/8/2021
 
 
 
(14,473
)
 
 
IRS_P US0003M R 0.73375%
 
Interest Rate Swap
 
12/22/2013
 
 
 
1,924

 
 
IRS_P US0003M R 0.7425%
 
Interest Rate Swap
 
12/22/2013
 
 
 
3,707

 
 
IRS_P US0003M R 0.799%
 
Interest Rate Swap
 
11/30/2013
 
 
 
11,709

 
 
IRS_P US0003M R 0.80375%
 
Interest Rate Swap
 
11/30/2013
 
 
 
12,430

 
 
IRS_R US0003M P 2.0525%
 
Interest Rate Swap
 
10/6/2021
 
 
 
(3,279
)
 
 
IRS_R US0003M P 2.24375%
 
Interest Rate Swap
 
12/5/2021
 
 
 
(75,652
)
 
 
IRS_R US0003M P 2.427%
 
Interest Rate Swap
 
10/18/2021
 
 
 
(109,317
)
 
 
IRS_R US0003M P 2.7% 01/31/22
 
Interest Rate Swap
 
1/27/2012
 
 
 
231

 
 
 
 
 
 
 
 
Total Derivatives
 
(609,041
)
 
 
 
 
 
 
 
 
 
 
 
 
 
ABB LTD
 
Common Stock
 
 
 
 
 
1,140,834

 
 
ADIDAS AG
 
Common Stock
 
 
 
 
 
342,112

 
 
ADVANTEST CORP
 
Common Stock
 
 
 
 
 
154,198

 
 
AEGON NV
 
Common Stock
 
 
 
 
 
246,221

 
 
AEON CO LTD
 
Common Stock
 
 
 
 
 
919,968

 
 
AGEAS
 
Common Stock
 
 
 
 
 
252,341

 
 
AIR LIQUIDE SA
 
Common Stock
 
 
 
 
 
683,708


S-28



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
AJINOMOTO CO INC
 
Common Stock
 
 
 
 
 
516,000

 
 
AKZO NOBEL NV
 
Common Stock
 
 
 
 
 
241,935

 
 
ALCATEL-LUCENT/FRANCE
 
Common Stock
 
 
 
 
 
154,284

 
 
ALL NIPPON AIRWAYS CO LTD
 
Common Stock
 
 
 
 
 
384,930

 
 
ALLIANZ SE
 
Common Stock
 
 
 
 
 
1,287,977

 
 
ALUMINA LTD
 
Common Stock
 
 
 
 
 
215,513

 
 
AMCOR LTD/AUSTRALIA
 
Common Stock
 
 
 
 
 
586,844

 
 
ANGLO AMERICAN PLC
 
Common Stock
 
 
 
 
 
987,414

 
 
ARCELORMITTAL
 
Common Stock
 
 
 
 
 
284,382

 
 
ASAHI GLASS CO LTD
 
Common Stock
 
 
 
 
 
396,480

 
 
ASAHI KASEI CORP
 
Common Stock
 
 
 
 
 
439,825

 
 
ASTRAZENECA PLC
 
Common Stock
 
 
 
 
 
1,078,557

 
 
ATLAS COPCO AB
 
Common Stock
 
 
 
 
 
584,277

 
 
ATLAS COPCO AB
 
Common Stock
 
 
 
 
 
455,349

 
 
AUSTRALIA & NEW ZEALAND BANKIN
 
Common Stock
 
 
 
 
 
1,374,120

 
 
AXA SA
 
Common Stock
 
 
 
 
 
688,602

 
 
BAE SYSTEMS PLC
 
Common Stock
 
 
 
 
 
21,634

 
 
BANCO BILBAO VIZCAYA ARGENTARI
 
Common Stock
 
 
 
 
 
721,911


S-29



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
BANCO SANTANDER SA
 
Common Stock
 
 
 
 
 
1,212,404

 
 
BANK OF YOKOHAMA LTD/THE
 
Common Stock
 
 
 
 
 
350,090

 
 
BARCLAYS PLC
 
Common Stock
 
 
 
 
 
689,348

 
 
BASF SE
 
Common Stock
 
 
 
 
 
1,396,413

 
 
BAYER AG
 
Common Stock
 
 
 
 
 
1,132,641

 
 
BG GROUP PLC
 
Common Stock
 
 
 
 
 
1,522,931

 
 
BHP BILLITON LTD
 
Common Stock
 
 
 
 
 
2,636,830

 
 
BHP BILLITON PLC
 
Common Stock
 
 
 
 
 
1,379,464

 
 
BNP PARIBAS
 
Common Stock
 
 
 
 
 
1,035,555

 
 
BORAL LTD
 
Common Stock
 
 
 
 
 
302,846

 
 
BP PLC
 
Common Stock
 
 
 
 
 
2,435,881

 
 
BRIDGESTONE CORP
 
Common Stock
 
 
 
 
 
517,500

 
 
BRITISH AMERICAN TOBACCO PLC
 
Common Stock
 
 
 
 
 
1,840,672

 
 
BRITISH LAND CO PLC
 
Common Stock
 
 
 
 
 
245,467

 
 
BRITISH SKY BROADCASTING GROUP
 
Common Stock
 
 
 
 
 
323,824

 
 
BT GROUP PLC
 
Common Stock
 
 
 
 
 
686,996

 
 
BUNZL PLC
 
Common Stock
 
 
 
 
 
32,198

 
 
CAIRN ENERGY PLC
 
Common Stock
 
 
 
 
 
474,799


S-30



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
CANON INC
 
Common Stock
 
 
 
 
 
1,259,544

 
 
CAP GEMINI SA
 
Common Stock
 
 
 
 
 
71,481

 
 
CAPITALAND LTD
 
Common Stock
 
 
 
 
 
201,572

 
 
CARNIVAL PLC
 
Common Stock
 
 
 
 
 
223,595

 
 
CENTRICA PLC
 
Common Stock
 
 
 
 
 
600,873

 
 
CHEUNG KONG HOLDINGS LTD
 
Common Stock
 
 
 
 
 
392,721

 
 
CIE GENERALE D'OPTIQUE ESSILOR
 
Common Stock
 
 
 
 
 
581,517

 
 
CITY DEVELOPMENTS LTD
 
Common Stock
 
 
 
 
 
475,983

 
 
CLP HOLDINGS LTD
 
Common Stock
 
 
 
 
 
442,010

 
 
COCA COLA HELLENIC BOTTLING CO
 
Common Stock
 
 
 
 
 
186,418

 
 
COCA-COLA AMATIL LTD
 
Common Stock
 
 
 
 
 
843,380

 
 
COMMERZBANK AG
 
Common Stock
 
 
 
 
 
80,866

 
 
COMMONWEALTH BANK OF AUST 144A
 
Common Stock
 
 
 
 
 
1,438,119

 
 
COMPASS GROUP PLC
 
Common Stock
 
 
 
 
 
464,292

 
 
COMPUTERSHARE LTD
 
Common Stock
 
 
 
 
 
372,914

 
 
CREDIT AGRICOLE SA
 
Common Stock
 
 
 
 
 
171,661

 
 
CREDIT SUISSE GROUP AG
 
Common Stock
 
 
 
 
 
629,358

 
 
CRH PLC
 
Common Stock
 
 
 
 
 
48,341


S-31



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
DAI NIPPON PRINTING CO LTD
 
Common Stock
 
 
 
 
 
179,740

 
 
DAIMLER AG ORD
 
Common Stock
 
 
 
 
 
1,183,299

 
 
DAIWA HOUSE INDUSTRY CO LTD
 
Common Stock
 
 
 
 
 
579,719

 
 
DAIWA SECURITIES GROUP INC
 
Common Stock
 
 
 
 
 
219,800

 
 
DANONE
 
Common Stock
 
 
 
 
 
818,642

 
 
DANSKE BANK A/S
 
Common Stock
 
 
 
 
 
232,470

 
 
DASSAULT SYSTEMES SA
 
Common Stock
 
 
 
 
 
453,834

 
 
DELHAIZE GROUP SA
 
Common Stock
 
 
 
 
 
740,382

 
 
DENSO CORP
 
Common Stock
 
 
 
 
 
437,440

 
 
DEUTSCHE BANK AG NAMEN-AKT REG
 
Common Stock
 
 
 
 
 
963,651

 
 
DEUTSCHE LUFTHANSA AG
 
Common Stock
 
 
 
 
 
322,183

 
 
DEUTSCHE TELEKOM AG
 
Common Stock
 
 
 
 
 
746,540

 
 
DIAGEO PLC
 
Common Stock
 
 
 
 
 
990,032

 
 
E.ON AG
 
Common Stock
 
 
 
 
 
694,063

 
 
EDP - ENERGIAS DE PORTUGAL SA
 
Common Stock
 
 
 
 
 
254,709

 
 
EISAI CO LTD
 
Common Stock
 
 
 
 
 
1,078,130

 
 
ELAN CORP PLC
 
Common Stock
 
 
 
 
 
564,274

 
 
ELECTROLUX AB
 
Common Stock
 
 
 
 
 
498,597


S-32



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
ENEL SPA
 
Common Stock
 
 
 
 
 
632,824

 
 
ENI SPA
 
Common Stock
 
 
 
 
 
1,039,674

 
 
ERSTE GROUP BANK AG
 
Common Stock
 
 
 
 
 
147,915

 
 
EUROPEAN AERONAUTIC DEFENCE AN
 
Common Stock
 
 
 
 
 
287,498

 
 
EXPERIAN PLC
 
Common Stock
 
 
 
 
 
509,133

 
 
FIAT SPA
 
Common Stock
 
 
 
 
 
164,308

 
 
FIRST PACIFIC CO LTD/HONG KONG
 
Common Stock
 
 
 
 
 
15,390

 
 
FRANCE TELECOM SA
 
Common Stock
 
 
 
 
 
331,992

 
 
FRESENIUS MEDICAL CARE AG & CO
 
Common Stock
 
 
 
 
 
402,917

 
 
FUJI HEAVY INDUSTRIES LTD
 
Common Stock
 
 
 
 
 
294,980

 
 
FUJIFILM HOLDINGS CORP
 
Common Stock
 
 
 
 
 
286,098

 
 
FUJITSU LTD
 
Common Stock
 
 
 
 
 
305,030

 
 
FURUKAWA ELECTRIC CO LTD
 
Common Stock
 
 
 
 
 
30,159

 
 
GDF SUEZ
 
Common Stock
 
 
 
 
 
642,516

 
 
GLAXOSMITHKLINE PLC
 
Common Stock
 
 
 
 
 
1,996,313

 
 
HACHIJUNI BANK LTD/THE
 
Common Stock
 
 
 
 
 
323,760

 
 
HANG SENG BANK LTD
 
Common Stock
 
 
 
 
 
271,400

 
 
HANNOVER RUECKVERSICHERUNG AG
 
Common Stock
 
 
 
 
 
713,575


S-33



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
HEINEKEN NV
 
Common Stock
 
 
 
 
 
227,007

 
 
HELLENIC TELECOMMUNICATIONS OR
 
Common Stock
 
 
 
 
 
48,487

 
 
HENKEL AG & CO KGAA
 
Common Stock
 
 
 
 
 
505,091

 
 
HENNES & MAURITZ AB
 
Common Stock
 
 
 
 
 
782,852

 
 
HINO MOTORS LTD
 
Common Stock
 
 
 
 
 
249,038

 
 
HITACHI LTD
 
Common Stock
 
 
 
 
 
443,190

 
 
HONDA MOTOR CO LTD
 
Common Stock
 
 
 
 
 
1,035,645

 
 
HONG KONG & CHINA GAS CO LTD
 
Common Stock
 
 
 
 
 
526,711

 
 
HOPEWELL HOLDINGS LTD
 
Common Stock
 
 
 
 
 
31,500

 
 
HOYA CORP
 
Common Stock
 
 
 
 
 
237,380

 
 
HSBC HOLDINGS PLC
 
Common Stock
 
 
 
 
 
2,360,676

 
 
HUTCHISON WHAMPOA LTD
 
Common Stock
 
 
 
 
 
342,825

 
 
HYSAN DEVELOPMENT CO LTD
 
Common Stock
 
 
 
 
 
452,504

 
 
IBERDROLA SA
 
Common Stock
 
 
 
 
 
1,077,463

 
 
ICAP PLC
 
Common Stock
 
 
 
 
 
277,384

 
 
IMPERIAL TOBACCO GROUP PLC
 
Common Stock
 
 
 
 
 
760,934

 
 
ING GROEP NV
 
Common Stock
 
 
 
 
 
634,394

 
 
INTERCONTINENTAL HOTELS GROUP
 
Common Stock
 
 
 
 
 
401,789


S-34



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
INTERNATIONAL CONS-SPONS ADR
 
Common Stock
 
 
 
 
 
198,080

 
 
INTERNATIONAL POWER PLC
 
Common Stock
 
 
 
 
 
381,791

 
 
INTESA SANPAOLO SPA
 
Common Stock
 
 
 
 
 
805,170

 
 
INVENSYS PLC
 
Common Stock
 
 
 
 
 
168,564

 
 
ISUZU MOTORS LTD
 
Common Stock
 
 
 
 
 
439,563

 
 
ITOCHU CORP
 
Common Stock
 
 
 
 
 
614,270

 
 
J SAINSBURY PLC
 
Common Stock
 
 
 
 
 
282,436

 
 
JAMES HARDIE INDUSTRIES SE
 
Common Stock
 
 
 
 
 
616,752

 
 
JOHNSON MATTHEY PLC
 
Common Stock
 
 
 
 
 
275,802

 
 
KAJIMA CORP
 
Common Stock
 
 
 
 
 
254,588

 
 
KAO CORP
 
Common Stock
 
 
 
 
 
284,621

 
 
KAWASAKI HEAVY INDUSTRIES LTD
 
Common Stock
 
 
 
 
 
291,160

 
 
KEPPEL CORP LTD
 
Common Stock
 
 
 
 
 
510,191

 
 
KINGFISHER PLC
 
Common Stock
 
 
 
 
 
538,077

 
 
KIRIN HOLDINGS CO LTD
 
Common Stock
 
 
 
 
 
312,000

 
 
KOBE STEEL LTD
 
Common Stock
 
 
 
 
 
297,920

 
 
KOMATSU LTD
 
Common Stock
 
 
 
 
 
521,435

 
 
KONAMI CORP
 
Common Stock
 
 
 
 
 
248,585


S-35



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
KONINKLIJKE AHOLD NV
 
Common Stock
 
 
 
 
 
417,555

 
 
KONINKLIJKE DSM NV
 
Common Stock
 
 
 
 
 
123,053

 
 
KONINKLIJKE KPN NV
 
Common Stock
 
 
 
 
 
355,216

 
 
KONINKLIJKE PHILIPS ELECTRONIC
 
Common Stock
 
 
 
 
 
319,739

 
 
KUBOTA CORP
 
Common Stock
 
 
 
 
 
381,729

 
 
KYOCERA CORP
 
Common Stock
 
 
 
 
 
351,164

 
 
LAFARGE SA
 
Common Stock
 
 
 
 
 
133,941

 
 
LEGAL & GENERAL GROUP PLC
 
Common Stock
 
 
 
 
 
493,425

 
 
LEND LEASE GROUP
 
Common Stock
 
 
 
 
 
796,822

 
 
LLOYDS BANKING GROUP PLC
 
Common Stock
 
 
 
 
 
390,919

 
 
LONMIN PLC
 
Common Stock
 
 
 
 
 
69,502

 
 
L'OREAL SA
 
Common Stock
 
 
 
 
 
1,257,028

 
 
LUXOTTICA GROUP SPA
 
Common Stock
 
 
 
 
 
262,207

 
 
LVMH MOET HENNESSY LOUIS VUITT
 
Common Stock
 
 
 
 
 
444,514

 
 
MAKITA CORP
 
Common Stock
 
 
 
 
 
229,685

 
 
MAN GROUP PLC
 
Common Stock
 
 
 
 
 
140,116

 
 
MARKS & SPENCER GROUP PLC
 
Common Stock
 
 
 
 
 
218,427

 
 
MARUBENI CORP
 
Common Stock
 
 
 
 
 
396,218


S-36



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
MARUI GROUP CO LTD
 
Common Stock
 
 
 
 
 
621,149

 
 
MERCK KGAA
 
Common Stock
 
 
 
 
 
330,638

 
 
METSO OYJ
 
Common Stock
 
 
 
 
 
574,469

 
 
MITSUBISHI CORP
 
Common Stock
 
 
 
 
 
741,295

 
 
MITSUBISHI ELECTRIC CORP
 
Common Stock
 
 
 
 
 
526,075

 
 
MITSUBISHI ESTATE CO LTD
 
Common Stock
 
 
 
 
 
499,120

 
 
MITSUBISHI UFJ FINANCIAL GROUP
 
Common Stock
 
 
 
 
 
940,529

 
 
MITSUI & CO LTD
 
Common Stock
 
 
 
 
 
526,150

 
 
MIZUHO FINANCIAL GROUP INC
 
Common Stock
 
 
 
 
 
294,532

 
 
MS&AD INSURANCE GROUP HOLDINGS
 
Common Stock
 
 
 
 
 
474,498

 
 
MTR CORP
 
Common Stock
 
 
 
 
 
443,638

 
 
NATIONAL AUSTRALIA BANK LTD
 
Common Stock
 
 
 
 
 
1,399,115

 
 
NATIONAL BK GREECE S A
 
Common Stock
 
 
 
 
 
45,914

 
 
NATIONAL GRID PLC
 
Common Stock
 
 
 
 
 
554,708

 
 
NEPTUNE ORIENT LINES LTD/SINGA
 
Common Stock
 
 
 
 
 
510,913

 
 
NESTLE SA
 
Common Stock
 
 
 
 
 
3,924,165

 
 
NEW CHORUS - ADR
 
Common Stock
 
 
 
 
 
12

 
 
NEWCREST MINING LTD
 
Common Stock
 
 
 
 
 
540,730


S-37



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
NICE SYSTEMS LTD
 
Common Stock
 
 
 
 
 
127,465

 
 
NIDEC CORP
 
Common Stock
 
 
 
 
 
353,912

 
 
NIKON CORP
 
Common Stock
 
 
 
 
 
350,864

 
 
NINTENDO CO LTD
 
Common Stock
 
 
 
 
 
226,996

 
 
NIPPON STEEL CORP
 
Common Stock
 
 
 
 
 
364,336

 
 
NIPPON TELEGRAPH & TELEPHONE C
 
Common Stock
 
 
 
 
 
557,260

 
 
NIPPON YUSEN KK
 
Common Stock
 
 
 
 
 
521,695

 
 
NISSAN MOTOR CO LTD
 
Common Stock
 
 
 
 
 
652,526

 
 
NISSHIN STEEL CO LTD
 
Common Stock
 
 
 
 
 
159,225

 
 
NITTO DENKO CORP
 
Common Stock
 
 
 
 
 
355,300

 
 
NOKIA OYJ
 
Common Stock
 
 
 
 
 
311,121

 
 
NOMURA HOLDINGS INC
 
Common Stock
 
 
 
 
 
177,608

 
 
NORSK HYDRO ASA
 
Common Stock
 
 
 
 
 
159,623

 
 
NOVARTIS AG
 
Common Stock
 
 
 
 
 
2,604,722

 
 
NOVO NORDISK A/S
 
Common Stock
 
 
 
 
 
1,536,877

 
 
NSK LTD
 
Common Stock
 
 
 
 
 
359,100

 
 
NTT DOCOMO INC
 
Common Stock
 
 
 
 
 
526,278

 
 
OJI PAPER CO LTD
 
Common Stock
 
 
 
 
 
203,250


S-38



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
OLYMPUS CORP
 
Common Stock
 
 
 
 
 
267,000

 
 
OMRON CORP
 
Common Stock
 
 
 
 
 
259,375

 
 
OMV AG
 
Common Stock
 
 
 
 
 
352,849

 
 
ORIX CORP
 
Common Stock
 
 
 
 
 
573,300

 
 
ORKLA ASA
 
Common Stock
 
 
 
 
 
154,848

 
 
PANASONIC CORP
 
Common Stock
 
 
 
 
 
267,641

 
 
PEARSON PLC
 
Common Stock
 
 
 
 
 
442,124

 
 
PEUGEOT SA
 
Common Stock
 
 
 
 
 
226,459

 
 
PORTUGAL TELECOM SGPS SA
 
Common Stock
 
 
 
 
 
132,133

 
 
POWER ASSETS HLDGS SPON ADR
 
Common Stock
 
 
 
 
 
227,334

 
 
PRUDENTIAL PLC
 
Common Stock
 
 
 
 
 
826,316

 
 
PUBLICIS GROUPE SA
 
Common Stock
 
 
 
 
 
665,243

 
 
RANDGOLD RESOURCES LTD
 
Common Stock
 
 
 
 
 
44,924

 
 
REED ELSEVIER NV
 
Common Stock
 
 
 
 
 
208,751

 
 
REED ELSEVIER PLC
 
Common Stock
 
 
 
 
 
226,744

 
 
REPSOL YPF SA
 
Common Stock
 
 
 
 
 
787,890

 
 
REXAM PLC
 
Common Stock
 
 
 
 
 
179,577

 
 
RICOH CO LTD
 
Common Stock
 
 
 
 
 
139,712


S-39



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
RIO TINTO PLC
 
Common Stock
 
 
 
 
 
1,525,130

 
 
ROCHE HOLDING AG
 
Common Stock
 
 
 
 
 
2,402,798

 
 
ROLLS-ROYCE HOLDINGS PLC
 
Common Stock
 
 
 
 
 
449,370

 
 
ROYAL DUTCH SHELL PLC
 
Common Stock
 
 
 
 
 
2,585,559

 
 
ROYAL DUTCH SHELL PLC
 
Common Stock
 
 
 
 
 
1,629,806

 
 
RWE AG
 
Common Stock
 
 
 
 
 
377,244

 
 
SABMILLER PLC
 
Common Stock
 
 
 
 
 
753,575

 
 
SAGE GROUP PLC/THE
 
Common Stock
 
 
 
 
 
208,961

 
 
SANDVIK AB
 
Common Stock
 
 
 
 
 
424,889

 
 
SANOFI
 
Common Stock
 
 
 
 
 
1,636,992

 
 
SAP AG
 
Common Stock
 
 
 
 
 
773,917

 
 
SECOM CO LTD
 
Common Stock
 
 
 
 
 
363,200

 
 
SEIKO EPSON CORP
 
Common Stock
 
 
 
 
 
195,600

 
 
SEKISUI HOUSE LTD
 
Common Stock
 
 
 
 
 
209,040

 
 
SGS SA
 
Common Stock
 
 
 
 
 
346,263

 
 
SHARP CORP/JAPAN
 
Common Stock
 
 
 
 
 
226,720

 
 
SHINSEI BANK LTD
 
Common Stock
 
 
 
 
 
205,870

 
 
SHISEIDO CO LTD
 
Common Stock
 
 
 
 
 
309,787


S-40



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
SHIZUOKA BANK LTD/THE
 
Common Stock
 
 
 
 
 
474,331

 
 
SIEMENS AG
 
Common Stock
 
 
 
 
 
1,668,777

 
 
SINGAPORE TELECOMMUNICATIONS L
 
Common Stock
 
 
 
 
 
488,073

 
 
SINO LAND CO LTD
 
Common Stock
 
 
 
 
 
276,577

 
 
SKF AB
 
Common Stock
 
 
 
 
 
711,930

 
 
SMITH & NEPHEW PLC
 
Common Stock
 
 
 
 
 
312,012

 
 
SOCIETE GENERALE
 
Common Stock
 
 
 
 
 
280,566

 
 
SODEXO
 
Common Stock
 
 
 
 
 
827,425

 
 
SONY CORP
 
Common Stock
 
 
 
 
 
425,744

 
 
SSE PLC SPN ADR
 
Common Stock
 
 
 
 
 
495,460

 
 
STATOIL ASA
 
Common Stock
 
 
 
 
 
1,255,812

 
 
STORA ENSO OYJ
 
Common Stock
 
 
 
 
 
179,738

 
 
SUMITOMO CORP
 
Common Stock
 
 
 
 
 
445,500

 
 
SUMITOMO ELECTRIC INDUSTRIES L
 
Common Stock
 
 
 
 
 
234,605

 
 
SUMITOMO METAL INDUSTRIES LTD
 
Common Stock
 
 
 
 
 
380,540

 
 
SUMITOMO MITSUI SPONSORED ADR
 
Common Stock
 
 
 
 
 
660,208

 
 
SUMITOMO MITSUI TR SPON ADR
 
Common Stock
 
 
 
 
 
275,054

 
 
SUN HUNG KAI PROPERTIES LTD
 
Common Stock
 
 
 
 
 
483,187


S-41



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
SVENSKA CELLULOSA AB
 
Common Stock
 
 
 
 
 
482,243

 
 
SWIRE PACIFIC LTD
 
Common Stock
 
 
 
 
 
488,472

 
 
SWISSCOM AG
 
Common Stock
 
 
 
 
 
264,568

 
 
SYNGENTA AG
 
Common Stock
 
 
 
 
 
519,379

 
 
TDK CORP
 
Common Stock
 
 
 
 
 
237,276

 
 
TECHNIP SA
 
Common Stock
 
 
 
 
 
734,243

 
 
TEIJIN LTD
 
Common Stock
 
 
 
 
 
335,755

 
 
TELECOM CORP OF NEW ZEALAND LT
 
Common Stock
 
 
 
 
 
156,740

 
 
TELECOM ITALIA SPA
 
Common Stock
 
 
 
 
 
226,888

 
 
TELECOM ITALIA SPA
 
Common Stock
 
 
 
 
 
229,887

 
 
TELEFONAKTIEBOLAGET LM ERICSSO
 
Common Stock
 
 
 
 
 
439,257

 
 
TELEFONICA SA
 
Common Stock
 
 
 
 
 
1,343,777

 
 
TELENOR ASA
 
Common Stock
 
 
 
 
 
374,115

 
 
TELSTRA CORP LTD
 
Common Stock
 
 
 
 
 
528,584

 
 
TESCO PLC
 
Common Stock
 
 
 
 
 
1,100,049

 
 
TEVA PHARMACEUTICAL INDUSTRIES
 
Common Stock
 
 
 
 
 
686,120

 
 
TNT EXPRESS NV-ADR
 
Common Stock
 
 
 
 
 
394,135

 
 
TOKIO MARINE HOLDINGS INC
 
Common Stock
 
 
 
 
 
750,068


S-42



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
TOKYU LAND CORP
 
Common Stock
 
 
 
 
 
113,465

 
 
TOPPAN PRINTING CO LTD
 
Common Stock
 
 
 
 
 
257,473

 
 
TORAY INDUSTRIES INC
 
Common Stock
 
 
 
 
 
539,250

 
 
TOTAL SA
 
Common Stock
 
 
 
 
 
2,208,821

 
 
TOTO LTD
 
Common Stock
 
 
 
 
 
260,780

 
 
TOYOTA MOTOR CORP
 
Common Stock
 
 
 
 
 
1,772,284

 
 
TREND MICRO INC
 
Common Stock
 
 
 
 
 
207,620

 
 
UBS AG SHS NEW
 
Common Stock
 
 
 
 
 
1,090,170

 
 
UNILEVER NV
 
Common Stock
 
 
 
 
 
1,227,009

 
 
UNILEVER PLC
 
Common Stock
 
 
 
 
 
668,255

 
 
UNITED OVERSEAS BANK LTD
 
Common Stock
 
 
 
 
 
534,812

 
 
UNITED UTILITIES GROUP PLC
 
Common Stock
 
 
 
 
 
368,984

 
 
UPM-KYMMENE OYJ
 
Common Stock
 
 
 
 
 
410,548

 
 
VEOLIA ENVIRONNEMENT
 
Common Stock
 
 
 
 
 
194,292

 
 
VODAFONE GROUP PLC
 
Common Stock
 
 
 
 
 
2,579,321

 
 
VOLKSWAGEN AG
 
Common Stock
 
 
 
 
 
462,271

 
 
VOLVO AB
 
Common Stock
 
 
 
 
 
487,464

 
 
WESTFIELD GROUP
 
Common Stock
 
 
 
 
 
481,253


S-43



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
WESTPAC BANKING CORP
 
Common Stock
 
 
 
 
 
1,413,120

 
 
WOLSELEY PLC-ADR
 
Common Stock
 
 
 
 
 
337,464

 
 
WOLTERS KLUWER NV
 
Common Stock
 
 
 
 
 
154,080

 
 
WOODSIDE PETROLEUM LTD
 
Common Stock
 
 
 
 
 
572,830

 
 
WPP PLC
 
Common Stock
 
 
 
 
 
336,361

 
 
YARA INTERNATIONAL ASA
 
Common Stock
 
 
 
 
 
143,061

 
 
ZURICH FINANCIAL SERVICES AG
 
Common Stock
 
 
 
 
 
891,279

 
 
 
 
 
 
 
 
Total Common Stock
 
164,412,153

 
 
 
 
 
 
 
 
 
 
 
 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.25
%
10/31/2013
 
 
 
11,586,807

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.38
%
11/15/2014
 
 
 
14,974,353

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.88
%
11/30/2016
 
 
 
4,639,092

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.13
%
12/31/2013
 
 
 
12,967,500

 
 
U S TREASURY BOND
 
U.S. Treasuries
6.50
%
11/15/2026
 
 
 
3,170,923

 
 
U S TREASURY BOND
 
U.S. Treasuries
6.63
%
2/15/2027
 
 
 
7,501,406

 
 
U S TREASURY BOND
 
U.S. Treasuries
5.25
%
2/15/2029
 
 
 
414,469

 
 
U S TREASURY BOND
 
U.S. Treasuries
4.50
%
2/15/2036
 
 
 
1,262,793

 
 
U S TREASURY BOND
 
U.S. Treasuries
4.63
%
2/15/2040
 
 
 
296,725


S-44



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
U S TREASURY BOND
 
U.S. Treasuries
3.88
%
8/15/2040
 
 
 
2,541,350

 
 
U S TREASURY BOND
 
U.S. Treasuries
4.75
%
2/15/2041
 
 
 
3,852,686

 
 
U S TREASURY BOND
 
U.S. Treasuries
3.13
%
11/15/2041
 
 
 
1,693,012

 
 
U S TREASURY NOTE
 
U.S. Treasuries
2.00
%
4/30/2016
 
 
 
533,249

 
 
U S TREASURY NOTE
 
U.S. Treasuries
2.38
%
6/30/2018
 
 
 
503,634

 
 
U S TREASURY NOTE
 
U.S. Treasuries
1.00
%
9/30/2016
 
 
 
3,303,720

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.25
%
10/31/2013
 
 
 
120,019

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.38
%
11/15/2014
 
 
 
12,367,725

 
 
U S TREASURY NOTE
 
U.S. Treasuries
2.00
%
11/15/2021
 
 
 
10,129,231

 
 
U S TREASURY NOTE
 
U.S. Treasuries
1.38
%
11/30/2018
 
 
 
1,515,192

 
 
U S TREASURY NOTE
 
U.S. Treasuries
0.88
%
11/30/2016
 
 
 
2,286,947

 
 
US TREAS-CPI INFLATION INDEX
 
U.S. Treasuries
2.13
%
2/15/2041
 
 
 
1,543,273

 
 
US TREAS-CPI INFLATION INDEX
 
U.S. Treasuries
2.00
%
4/15/2012
 
 
 
3,578,929

 
 
US TREAS-CPI INFLATION INDEX
 
U.S. Treasuries
0.13
%
4/15/2016
 
 
 
2,668,274

 
 
US TREAS-CPI INFLATION INDEX
 
U.S. Treasuries
0.63
%
7/15/2021
 
 
 
1,305,836

 
 
 
 
 
 
 
 
Total Government Bonds
 
104,757,145

 
 
 
 
 
 
 
 
 
 
 
 
 
Assets (Held at End of Year)
 
 
 
 
 
 
 
3,046,324,304


S-45



Form 5500, Schedule H, Line 4i    
Computer Sciences Corporation    
EIN 95-2043126    
Computer Sciences Corporation Matched Asset Plan 001    

(a)
 
(b) Identity of issue, borrower,lessor or similar party
 
(c) Description of investment including maturity date, rate of interest,collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
 
 
 
 
 
 
 
 
 
*
 
represents party in interest
 
 
 
 
 
 
 
 
1 

 
Represents active loan for participant on Military Leave of Absence.
 
 
 
 
 
 
 
 




S-46



SIGNATURES


The Plan. Pursuant to the requirements of the Securities Act of 1934, the Computer Sciences Corporation Retirement and Employee Benefits Plans Committee has duly caused this annual report to be signed on its behalf by the undersigned thereunto duly authorized.


Computer Sciences Corporation
MATCHED ASSET PLAN
                        


Date: June 27, 2012
By:
/s/ Donald G. DeBuck
 
 
Donald G. DeBuck, Vice President and Controller
 
 
Member, CSC Employee Benefits Fiduciary Committee