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