0000023082-14-000053.txt : 20140630 0000023082-14-000053.hdr.sgml : 20140630 20140630134841 ACCESSION NUMBER: 0000023082-14-000053 CONFORMED SUBMISSION TYPE: 11-K PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140630 DATE AS OF CHANGE: 20140630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COMPUTER SCIENCES CORP CENTRAL INDEX KEY: 0000023082 STANDARD INDUSTRIAL CLASSIFICATION: SERVICES-COMPUTER INTEGRATED SYSTEMS DESIGN [7373] IRS NUMBER: 952043126 STATE OF INCORPORATION: NV FISCAL YEAR END: 0330 FILING VALUES: FORM TYPE: 11-K SEC ACT: 1934 Act SEC FILE NUMBER: 001-04850 FILM NUMBER: 14948291 BUSINESS ADDRESS: STREET 1: 3170 FAIRVIEW PARK DRIVE CITY: FALLS CHURCH STATE: VA ZIP: 22042 BUSINESS PHONE: 7038761000 MAIL ADDRESS: STREET 1: 3170 FAIRVIEW PARK DRIVE CITY: FALLS CHURCH STATE: VA ZIP: 22042 11-K 1 mapplan11-kcy2013.htm 11-K MAP Plan 11-K CY2013


SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

        

FORM 11-K


ANNUAL REPORT
PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934


    

X
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934.
For the fiscal year ended: December 31, 2013


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


Commission file number: 1-4850


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

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








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
 


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


1



REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
Computer Sciences Corporation Employee Benefits Fiduciary Committee and Participants of
Computer Sciences Corporation Matched Asset Plan
Falls Church, Virginia


We have audited the accompanying statements of net assets available for benefits of the Computer Sciences Corporation Matched Asset Plan (the Plan) as of December 31, 2013, and the related statement of changes in net assets available for benefits for the year then ended. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audit.

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

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2013, and the changes in net assets available for benefits for the year then ended, in conformity with accounting principles generally accepted in the United States of America.

Our audit was performed for the purpose of forming an opinion on the basic financial statements taken as a whole. The accompanying Schedule of Assets (Held at End of Year) as of December 31, 2013 and Schedule of Delinquent Participant Contributions for the year ended December 31, 2013 are presented for the purpose of additional analysis and are not required parts of the basic financial statements but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 (ERISA). These supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in the audit of the basic financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic financial statements taken as a whole.

/s/ Johnson Lambert LLP
Falls Church, Virginia
June 30, 2014






2



REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of
Computer Sciences Corporation Matched Asset Plan
Falls Church, Virginia

We have audited the accompanying statement of net assets available for benefits of Computer Sciences Corporation Matched Asset Plan (the "Plan") as of December 31, 2012. This financial statement is the responsibility of the Plan's management. Our responsibility is to express an opinion on this financial statement based on our audit.

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

In our opinion, such financial statement presents fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2012 in conformity with accounting principles generally accepted in the United States of America.

/s/ DELOITTE & TOUCHE LLP

McLean, Virginia
June 21, 2013











3






COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN


STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2013 AND 2012



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


See notes to financial statements.


4



COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN

STATEMENT OF CHANGES IN ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2013

 
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


See notes to financial statements.



5




COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN

NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2013 AND 2012 AND FOR THE YEAR ENDED DECEMBER 31, 2013


Note 1 -- Description of the Plan

The following brief description of the Computer Sciences Corporation Matched Asset Plan (the “Plan”) is provided for general information purposes only. Participants should refer to the Plan document for more complete information. Computer Sciences Corporation, its subsidiaries, and those joint ventures and partnerships over which Computer Sciences Corporation exercises control and that participate in the Plan are hereafter collectively referred to as “CSC” or “the Company.”
The Plan is a defined contribution plan adopted by the action of the Board of Directors of CSC taken on November 3, 1986, and constituted an amendment and restatement of the Employee Stock Purchase Plan (“the Prior Plan”).
The Plan is a continuation of the Prior Plan and is qualified under the Internal Revenue Code, as amended (the "Code"), Section 401(a) and, effective as of January 1, 1987, with respect to the portion thereof that qualifies as a qualified cash or deferred arrangement, is intended to satisfy the requirement's of Code Section 401(k). It is also subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended ("ERISA").
Effective October 18, 2011, the Company revised the governance structure of its broad-based employee benefits plans by dissolving the CSC Retirement and Employee Benefits Plans Committee. Effective on this same date, the Company established the CSC Employee Benefits Fiduciary Committee (the "Committee"), which generally consists of four members appointed by the Compensation Committee of the Board of Directors of the Company who serve without additional compensation and are reimbursed by the Company for all reasonable expenses incurred in the discharge of their duties as members of the Committee to the extent such expenses are not paid by the plans. The Committee serves as the named fiduciary and administrator of the Plan and has the power to interpret, construe and administer the Plan, and to decide any dispute which may arise under the Plan. Effective June 4, 2011, the Plan changed record keepers from ING to Aon Hewitt.
Plan Termination - Although it has not expressed any intent to do so, the Company reserves the right, under the Plan, to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, the participants' rights to the Company's contributions fully vest immediately.
Interest in the CSC Sponsored Trust - The Plan's investments are in a trust sponsored by the Company ("CSC Trust"). The CSC Trust is not considered a master trust. The assets of the CSC Trust are held by The Bank of New York Mellon (the “Trustee”). At December 31, 2013 and 2012, the Plan's interest in the assets of the CSC Trust was approximately 53.8% and 52.6%, respectively. Investment income and administrative expenses relating to each discretionary or directed fund within the CSC Trust are allocated to the individual plans based upon average monthly balances invested by each plan in each discretionary or directed fund. The Plan has a divided interest in the CSC Trust. Accordingly, the Plan reports its investment in the trust account based on an allocation of individual investments of the trust account.
Eligibility and Participation - Any eligible employee (as defined in the Plan) who has satisfied the Plan's age requirement, and is employed by a participating employer, and who receives a stated compensation in respect of employment on the United States of America (U.S.) payroll of the Company, is eligible to become a participant, with the exception of a person who is represented by a collective bargaining unit and whose benefits have been the subject of good faith bargaining under a contract that does not specify that such person

6



is eligible to participate in the Plan. In addition, the Company may decide to exempt all employees of any division, unit, facility or class from coverage under the Plan. Any person who leaves the Company and, at a later time becomes re-employed, must reapply to participate in the Plan, provided he or she otherwise meets the eligibility requirements.
Employee and Company Contributions - An eligible employee who elects to become a participant may authorize any whole percentage (at least 1% but not more than 50%, subject to certain additional limitations for highly compensated employees) of their compensation (as defined in the Plan) to be deferred and contributed to the trust fund on his or her behalf, subject to certain Code limitations. Any compensation deferral in excess of applicable Code limitations, together with income allocable to that excess, will be returned to a participant. Any matching Company contribution attributable to any excess contribution, and income allocable thereto, will be forfeited and returned to the Company via the forfeiture account or applied to reduce future matching Company contributions or Plan administrative expenses. Effective October 1, 2002, under the Economic Growth and Tax Relief Reconciliation Act of 2001 ("EGTRRA"), the Plan permits participants age 50 and over to make additional “catch-up” contributions in excess of the statutory limit. The catch-up provision provided these participants the opportunity to contribute up to an additional $5,500 on a pre-tax basis in 2013.
A participant is not permitted to make voluntary after-tax contributions to the Plan unless the participant is part of a collective bargaining unit for which after-tax contributions have been negotiated.
The Company will contribute an amount equal to 50% of the first 6% of the participant's compensation deferral, except for certain groups of employees for whom, under the terms of their contract agreements, the Company will contribute different amounts.
Participants should refer to the Plan document for more information about the aforementioned groups.
Participant Accounts - Individual accounts are maintained for each Plan participant. Each participant's account is credited with the participant's contribution, the Company's matching and discretionary contributions and allocations of Plan investment returns, net of an allocation of investment management fees, and is reduced by any distributions. Allocations are based on participant earnings or account balances, as defined by the Plan document. The benefit to which a participant is entitled is the benefit that can be provided from the participant's vested account.
Investments - Participants direct the investment of their contributions and account balance into various investment options offered by the Plan. The Plan currently offers the 20 investment options listed below. The T. Rowe Price Stable Value Fund is frozen to new participants and to new contributions. These investment options are made up of various investments as determined by the investment manager.
Commingled investment funds listed as one fund on Form 5500, Schedule H, Line 4i:
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)

7



Target Series Retirement 2045 Fund issued by SSgA (Target Retirement 2045 SL)
Target Series Retirement 2050 Fund issued by SSgA (Target Retirement 2050 SL)

Separately managed investment funds for which the underlying investments are listed individually on Form 5500, Schedule H, Line 4i:
CSC Stock Fund (Computer Sciences Corporation Common Stock)
International Equity Fund
Short Duration Bond Fund
Core Bond Fund

The individual investments of the above listed separately managed funds are listed in the Form 5500, Schedule H, Line 4i Schedule of Assets with the following descriptions:
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

The investment return, gains and losses, in the respective funds fluctuates on a daily basis within a participant's account due to changes in the net asset values (NAVs).
Vesting of Participants' Interests/Forfeitures - Participants are fully vested immediately in their contributions plus actual earnings thereon.
With the exception of a few selected groups of participants, vesting in his or her Matching Contributions Account, as defined, is equal to twenty-five percent (25%) after completing two full years of service and increasing by twenty-five percent (25%) for each additional full year of service. Vesting accelerates to 100% in the event of reaching age 65 while employed by the Company, upon severance by reason of death or total and permanent disability, or death while performing qualified military service.
Any nonvested portion of the Matching Contributions Account will be forfeited at the earlier of five one-year consecutive Breaks in Service, as defined, or upon withdrawal from the Plan. Such forfeitures during 2013 amounted to $8,177,418. Forfeitures may be applied to reduce future matching contributions by the Company, pay Plan administrative expenses and restore amounts previously forfeited by terminated employees. The Plan had a forfeiture balance of $1,046,635 at December 31, 2013 and $1,701,945 at December 31, 2012. During the year ended December 31, 2013, employer contributions were reduced by $8,738,212. The Plan also reduced administrative expenses by $77,885 and had $16,632 of forfeitures restored during the year ended December 31, 2013.
Distributable Amounts, Withdrawals and Refunds - With a few exceptions applicable to a few selected groups, a participant may become entitled to his or her distributable benefit by reason of retirement, death, total and permanent disability, voluntary termination of employment, dismissal, or attainment of age fifty-nine and one-half (59-1/2). The rules of payment of a participant's distributable benefit depend upon age of the participant, the number of years of service completed by the participant and the type of severance.
While still an employee, a participant may take a withdrawal of his or her compensation deferral contributions provided a fully completed application is submitted. The request for withdrawal will be approved if it is

8



deemed that an adequate financial hardship and resulting need for such an amount has been demonstrated by the participant.
Administrative Expenses - Certain administrative expenses are paid by CSC (the Plan sponsor), as provided by the Plan. Effective June 30, 2011, a $3.20 monthly administration fee is applied to accounts of terminated participants.

Note 2 -- Summary of Significant Accounting Policies

Basis of Accounting - The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the U.S. ("GAAP").
Use of Estimates - The preparation of financial statements in conformity with GAAP requires Plan management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein and disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties - The Plan utilizes various investment instruments, including short-term investment funds ("STIF"), fixed income securities, commingled funds, a stable value fund, Company stock, and certain derivative instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit, and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the value of investment securities will occur in the near term and that such changes could materially affect participants' account balances and the amounts reported in the financial statements.
The Plan also invests in securities of international companies, which involves special risks and considerations not typically associated with investing in U.S. companies. These risks include devaluation of currencies, less reliable information about issuers, different securities transaction clearance and settlement practices, and possible adverse political and economic developments. Moreover, securities of many international companies and their markets may be less liquid and their prices more volatile than those securities of comparable U.S. companies.
Security Transactions - Security transactions are accounted for on a trade-date basis. Dividend income is recorded on the ex-dividend date. Interest income is accounted for on the accrual basis. Net appreciation (depreciation) in fair value of investments includes realized and unrealized gains and losses on investments sold or held during the year.
Valuation of Investment Securities - The Plan's investments are stated at fair value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (see Note 5). Investments in the STIF are stated at amortized cost which approximates fair value. Fixed income securities including U.S. Treasuries, U.S. government agencies fixed income securities, corporate bonds, mortgage backed, asset backed and other fixed income securities are generally valued using model-based pricing methods that use observable market data as inputs. Investments in commingled funds are stated at estimated fair values, which have been determined based on the unit values of the funds. Unit values are determined by the financial institution sponsoring such funds by dividing the fund's net assets at fair value by its units outstanding at the valuation dates. Investments in common stocks are stated at fair value based upon closing sales prices reported on recognized securities exchanges on the last business day of the plan year. Derivatives are stated at fair value (see Note 8).
The Plan invests in the T. Rowe Price Stable Value Common Trust Fund (the "Fund"), which is frozen to new participants and to new contributions. The Fund is stated at the fair value of the underlying investments and then adjusted to contract value for the purposes of the statements of net assets available for benefits. Contract

9



value represents contributions made to the Fund plus earnings, less participants withdrawals. Fair value of the Fund is generally determined by discounting the scheduled future payments required under the contract using an interpolated market discount rate for contracts with maturities comparable to the average remaining life of the contract being valued. The beneficial interest of each participant is represented by units which are issued and redeemed daily at the Fund's constant NAV of $1 per unit. The Fund invests principally in Guaranteed Investment Contracts (GICs) issued by insurance companies; Bank Investment Contracts (BICs) issued by banks; Synthetic Investment Contracts (SICs) issued by banks, insurance companies and other issuers, as well as the securities supporting such SICs; separate account contracts (SACs); and other similar instruments which are intended to maintain a constant NAV.
Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. The Fund imposes certain restrictions on the Plan, and the Fund itself may be subject to circumstances that affect its ability to transact at contract value. Specifically, any event outside the normal operation of the trust that causes a withdrawal from an investment contract may result in a negative market value adjustment with respect to such withdrawal. Examples of circumstances that may affect the the Fund's ability to transact at contract value include, but are not limited to, partial or complete legal termination of the trust or a unit holder, tax disqualification of the trust or a unit holder, certain trust amendments if the issuer's consent is not obtained. As of December 31, 2013, the occurrence of an event outside the normal operation of the trust that would cause a withdrawal from an investment contract is not considered to be probable.
Notes Receivable from Participants - Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms of the Plan document.
Payment of Benefits - Benefit payments to participants are recorded upon distribution. Amounts allocated to accounts of persons who have elected to withdraw from the Plan but have not yet been paid were $7,289,674 and $6,729,682 at December 31, 2013and 2012, respectively.
New Accounting Standards Adopted
ASU No. 2011-11, “Disclosures about Offsetting Assets and Liabilities - In December 2011, the FASB issued ASU No. 2011-11, “Disclosures about Offsetting Assets and Liabilities” (“ASU 2011-11”), which was subsequently amended in January 2013 when the FASB issued ASU No. 2013-01 “Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities.” Together, these ASUs provide guidance on disclosure of information pertaining to the offsetting (netting) of assets and liabilities in the financial statements. The amendments in these ASUs affect all entities that have financial instruments and derivative instruments that either (1) offset in accordance with either ASC 210-20-45 or ASC 815-10-45 or (2) are subject to an enforceable master netting arrangement or similar agreement. ASU 2011-11 amends the existing disclosure requirements on offsetting in ASC 210-20-50 by requiring disclosures relating to gross amounts of recognized assets and liabilities, the amounts that are offset, net amounts presented in the balance sheet, and amounts subject to an enforceable master netting arrangement or similar agreement. The amendments in these ASUs became effective for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Adoption of the provisions of ASU No. 2011-11 did not have a material impact on the Plan’s statement of net assets available for benefits and statement of changes in net assets available for benefits.








10



Note 3 -- Tax Status

The Internal Revenue Service has determined and informed the Company by a letter dated May 13, 2003, that the Plan and related trust are designed in accordance with applicable sections of the Code.
The Plan has been amended since receiving the determination letter. However, the Committee believes that the Plan is currently designed and being operated in compliance with applicable requirements of the Code and the Plan continues to be tax-exempt. As such, no provision for income taxes has been included in the Plan's financial statements.
GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the taxing authorities. The Plan is subject to routine audits by taxing jurisdictions, and is currently under an IRS audit.

Note 4 -- Investment Funds

Subject to rules the Committee may from time to time adopt, each participant has the right to designate one or more funds established by the Committee for the investment of his or her compensation deferral contributions, in increments of 1%. After an initial election has been made, a participant may designate a different fund or funds into which future compensation deferral contributions shall be invested as of the next possible pay date once per calendar month. In addition, a participant may elect to redesignate once per month any amounts in his or her account as of the current or next business day of any month (depending on when the election is made) to be invested in a different fund. These elections may be made by giving such advance notice as may be required by the Plan administrator.
The following table represents the Plan's investments (including the underlying investments of the separately managed funds) that exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2013 and 2012:

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
 

 

(1) Represents a party-in-interest to the Plan.  
 


11



The Plan's investments (including gains and losses on investments bought and sold, as well as investments held during the year) appreciated/(depreciated) in value during the year ended December 31, 2013 as follows:
 
2013
 
 
Interest in commingled funds
$
473,720,323

CSC common stock
166,273,544

International equities
32,071,850

Bonds and debentures
(8,642,563
)
Other
(40,878
)
 
 
Net appreciation in fair value of investments
$
663,382,276



Note 5 -- Fair Value Measurements

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

Asset Valuation Techniques - Cash and cash equivalents are primarily short-term investment funds that are categorized as Level 2 and are stated at amortized cost which approximates fair value.
Fixed income securities are categorized as Level 2. These investments are generally valued using model-based pricing methods that use observable market data as inputs. Broker dealer bids or quotes of securities with similar characteristics may also be used.
The following table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the Plan invests. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
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


12



U.S. and global equity securities in separately managed funds are categorized as Level 1 if the securities trade on national or international exchanges and are valued at their last reported closing price. Equity securities in commingled accounts are categorized as Level 2.
Derivative instruments are generally valued using model based pricing methods with observable inputs, and are categorized as Level 2. Inputs may include, for example, notional amounts, currency, maturity date, and payment frequency. See Note 8.
Transfers Between Levels - The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. In such instances, the transfer is reported at the beginning of the reporting period.
Plan management evaluates the significance of transfers between levels based upon the nature of the financial instrument and size of the transfer relative to total net assets available for benefits. For the years ended December 31, 2013 and December 31, 2012, there were no transfers between levels.

13



The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2013 and December 31, 2012 are as follows:
 
Investment Assets at Fair Value as of December 31, 2013
 
Quoted Prices in Active Markets for Identical Assets
 
Significant Observable Inputs
 
Significant Unobservable Inputs
 
Total
 
 Level 1
 
 Level 2
 
 Level 3
 
 Fair Value
Equity:
 
 
 
 
 
 
 
Global/International
$
86,286,951

 
$
121,029,979

 
$

 
$
207,316,930

CSC common stock
544,383,128

 

 

 
544,383,128

Domestic equity commingled funds

 
1,338,898,779

 

 
1,338,898,779

 
 
 
 
 
 
 
 
Fixed Income:
 
 
 
 
 
 
 
U.S. Treasuries

 
45,589,291

 

 
45,589,291

U.S. government agencies

 
12,161,288

 

 
12,161,288

State and local obligations

 
1,623,878

 

 
1,623,878

Non U.S. government

 
963,939

 

 
963,939

Mortgage backed securities

 
49,828,094

 

 
49,828,094

Asset backed securities

 
69,661,949

 

 
69,661,949

Corporate bonds

 
75,092,446

 

 
75,092,446

Fixed income commingled fund

 
82,490,780

 

 
82,490,780

Stable value fund

 
5,590,208

 

 
5,590,208

Balanced commingled funds

 
1,100,110,767

 

 
1,100,110,767

 
 
 
 
 
 
 
 
Derivatives

 
233,932

 

 
233,932

 
 
 
 
 
 
 
 
Cash & cash equivalents
178,937

 
323,210,674

 

 
323,389,611

 
 
 
 
 
 
 
 
Total investment assets at fair value
$
630,849,016

 
$
3,226,486,004

 
$

 
$
3,857,335,020


14



 
Investment Assets at Fair Value as of December 31, 2012
 
Quoted Prices in Active Markets for Identical Assets
 
Significant Observable Inputs
 
Significant Unobservable Inputs
 
Total
 
 Level 1
 
 Level 2
 
 Level 3
 
 Fair Value
Equity:
 
 
 
 
 
 
 
Global/International
$
76,534,032

 
$
104,528,530

 
$

 
$
181,062,562

CSC common stock
435,409,903

 

 

 
435,409,903

Domestic equity commingled funds

 
1,031,485,991

 

 
1,031,485,991

 
 
 
 
 
 
 
 
Fixed Income:
 
 
 
 
 
 
 
U.S. Treasuries

 
95,944,207

 

 
95,944,207

U.S. government agencies

 
14,105,936

 

 
14,105,936

State and local obligations

 
1,585,392

 

 
1,585,392

Non U.S. government

 
4,216,775

 

 
4,216,775

Mortgage backed securities

 
64,095,262

 

 
64,095,262

Asset backed securities

 
63,588,101

 

 
63,588,101

Corporate bonds

 
72,825,173

 

 
72,825,173

Fixed income commingled fund

 
171,435,064

 

 
171,435,064

Stable value fund

 
7,027,597

 

 
7,027,597

Balanced commingled funds

 
1,008,744,474

 

 
1,008,744,474

 
 
 
 
 
 
 
 
Derivatives

 
294,671

 

 
294,671

 
 
 
 
 
 
 
 
Cash & cash equivalents
67,321

 
324,079,107

 

 
324,146,428

 
 
 
 
 
 
 
 
Total investment assets at fair value
$
512,011,256

 
$
2,963,956,280

 
$

 
$
3,475,967,536

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

The Money Market Fund is a commingled STIF utilized for the Money Market Fund option for participants and holds highly liquid, short-term investment, and therefore is classified as cash and cash equivalents.

The Collective STIF (an underlying investment of separately managed funds) for the investment of overnight cash holdings and holds exchange traded and short duration securities.

Domestic equity commingled funds

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

In the Frank Russell Equity #1 Fund (Active U.S. Equity Fund), to moderate volatility, the fund manager actively manages the Fund using a multi-style, multimanager structure, using three primary styles of equity investment management: value, growth and market-oriented managers.

15




The Mellon EB Daily Liquidity Market Completion Fund (U.S. Equity Completion Fund) seeks to match the performance of the Dow Jones 4500 Completion Index, which is made up of the universe of mid- and small-size companies. The Fund samples from the smaller company stocks and optimizes the investment universe to reflect the characteristics of the entire Index.

Fixed income commingled fund

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

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

Balanced commingled funds
 
The SSgA Target Series of Investment Funds (Retirement and the Target Series Retirement Funds, 2010 through 2050) provide a diversified allocation of stocks, bonds, REITs and commodities. The specific allocation is determined by the expected retirement date. Professional managers then adjust the index fund mix annually, forming an increasingly more conservative asset allocation as the retirement date approaches.

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

Note 6 -- Notes Receivable to Participants

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


16



Note 7 -- Exempt Party-in-Interest Transactions

Certain investment funds are managed by The Bank of New York Mellon and by one of its management firms, Mellon Capital Management. The Bank of New York Mellon is the trustee as defined by the Plan and, therefore, these transactions qualify as exempt party-in-interest transactions. The trustee fees associated with the short-term investment fund managed by the trustee were paid by the Company and amounted to $3,000 for the year ended December 31, 2013. During the year ended December 31, 2013, the Plan expensed $809,876 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2013 and 2012, the Plan held 9,748,003 and 10,871,658 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $467,871,127 and $522,606,355, respectively. The Plan received $8,125,519 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2013.

Note 8 -- Derivative Financial Instruments

In the Plan's investment funds, one fixed income investment manager is permitted to use certain specified types of derivative instruments as part of its strategy. This strategy includes the use of futures, swaps, and options as substitutes for and in conjunction with certain types of fixed income securities. Currency contracts are primarily used to diminish foreign exchange risk for investments held in currencies other than the U.S. dollar. Equity and commodity contracts are used to cost effectively meet investment target allocations. Exchange listed futures are priced using vendor services. Over-the-counter derivatives are priced using broker quotes.
Futures Contracts - The Plan enters into futures contracts in the normal course of its investing activities to manage market risk associated with the Plan's fixed income investments and to achieve overall investment portfolio objectives. The credit risk associated with these contracts is minimal as they are traded by professional investment managers on organized exchanges and settled daily.
During 2013 and 2012, the Plan was a party to futures contracts held for trading purposes for U.S. Treasury securities. Upon entering into a futures contract, the Plan is required to deposit, either in cash or securities, an amount (“initial margin”) equal to a certain percentage of the fair value of the contract. Subsequent payments are then made or received by the Plan, depending on the daily fluctuations in the value of the underlying contracts.
At December 31, 2013, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $37,223,750 and $7,344,531, respectively. At December 31, 2012, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $69,934,205 and $16,850,320, respectively. Notional amounts do not quantify risk or represent assets or liabilities of the Plan, but are used in the calculation of cash settlements under the contracts.
Futures are priced nightly with an offset to cash at the broker. The fair value of futures contracts in the statement of net assets available for benefits is $(48,305) at December 31, 2013. The fair value of futures contracts was $98,737 at December 31, 2012. Realized gains or losses are accounted for as net appreciation (depreciation) in fair value of investments.
Interest Rate Swaps - An interest rate swap is an agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps often exchange a fixed payment for a floating payment that is linked to an interest rate (most often the LIBOR). The Plan will typically use interest rate swaps to limit, or manage, its exposure to fluctuations in interest rates, or to obtain a marginally lower interest rate than it would have been able to get without the swap. Counterparties must be rated BBB or better by a nationally recognized rating agency. The Plan had entered into 14 interest rate swap contracts as of December 31, 2013, with a total fair value of

17



$284,038 and a notional value of $5,500,000. The Plan had entered into 9 interest rate swap contracts as of December 31, 2012, with a total fair value of $172,783 and a notional value of $19,500,000.
Credit Default Swaps - A credit default swap is designed to transfer the credit default exposure of fixed income products between parties. The buyer of a credit swap receives credit protection, whereas the seller of the swap guarantees the credit worthiness of the product. By doing this, the risk of default is transferred from the holder of the fixed income security to the seller of the swap. The Plan had entered into two credit default swaps, as the buyer, with a fair value of $(1,801) and notional amount of $435,000 as of December 31, 2013. The Plan had entered into two credit default swaps, as the buyer, with a fair value of $23,151 and notional amount of $345,000 as of December 31, 2012.
At December 31, 2013, the fair value of derivatives was $233,932. At December 31, 2012, the fair value of derivatives was $294,671.
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2013 and 2012 are as follows:
 
As of December 31, 2013
 
Asset Derivatives
 
Liability Derivatives
Derivatives not qualifying as hedging instruments under Subtopic 815-20
Statement of Net Assets Available for Benefits Location
 
Fair Value
 
Statement of Net Assets Available for Benefits Location
 
Fair Value
 Interest rate swaps
 Investments at fair value
 
$
324,595

 
 Investments at fair value
 
$
(40,557
)
 Futures
 Investments at fair value
 
106,438

 
 Investments at fair value
 
(154,743
)
 Credit default swaps
 Investments at fair value
 

 
 Investments at fair value
 
(1,801
)
 
 
 
 
 
 
 
 
Total derivatives
 
 
$
431,033

 
 
 
$
(197,101
)
 
 
As of December 31, 2012
 
Asset Derivatives
 
Liability Derivatives
Derivatives not qualifying as hedging instruments under Subtopic 815-20
Statement of Net Assets Available for Benefits Location
 
Fair Value
 
Statement of Net Assets Available for Benefits Location
 
Fair Value
 Interest rate swaps
 Investments at fair value
 
$
186,211

 
 Investments at fair value
 
$
(13,428
)
 Futures
 Investments at fair value
 
113,073

 
 Investments at fair value
 
(14,336
)
 Credit default swaps
 Investments at fair value
 
23,151

 
 Investments at fair value
 

 
 
 
 
 
 
 
 
Total derivatives
 
 
$
322,435

 
 
 
$
(27,764
)


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


18



 
 
For the Year Ended December 31, 2013
Derivatives not qualifying as hedging instruments under Subtopic 815-20
 
Location of Gain or (Loss) in the Statement of Changes in Net Assets Available for Benefits
 
Amount of Gain (Loss) Recognized in Income on Derivatives
Interest rate swaps
 
Net appreciation in fair value of investments
 
$
1,010,733

Futures contracts
 
Net appreciation in fair value of investments
 
212,483

Credit default swap
 
Net depreciation in fair value of investments
 
(21,278
)
Net derivative gain
 
 
 
$
1,201,938




Note 9 -- Reconciliation of Financial Statements to Form 5500

The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500, at December 31, 2013 and 2012:
 
2013
 
2012
 
 
 
 
Net assets available for benefits per the financial statements
$
3,898,699,759

 
$
3,500,952,426

Amounts allocated to withdrawing participants
(7,289,674
)
 
(6,729,682
)
Adjustment from contract value to fair value for fully benefit-responsive stable value fund
78,124

 
289,666

Net assets available for benefits per Form 5500
$
3,891,488,209

 
$
3,494,512,410

The following is a reconciliation of the net decrease in assets per the financial statements to the Form 5500 for the year ended December 31, 2013:
 
2013
 
 
Net increase in net assets per the financial statements
$
397,747,333

Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year
78,124

Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year
(289,666
)
Distributions allocated to withdrawing participants at end of year
(7,289,674
)
Distributions allocated to withdrawing participants at start of year
6,729,682

Net increase in net assets per Form 5500
$
396,975,799



19



The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2013:
 
2013
 
 
Distributions to participants per the financial statements
$
579,293,325

Amounts allocated to withdrawing participants at end of year
7,289,674

Amounts allocated to withdrawing participants at start of year
(6,729,682
)
Distributions to participants per the Form 5500
$
579,853,317


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

Note 10 -- Subsequent Events

Effective June 2013, the Plan hired an external investment advisory firm to provide consulting services related to Plan investments, processes and governance issues. Starting in March 2014, Plan participants pay an equal portion of the Plan’s quarterly investment advisory services fee if they have a benefit in the Plan. Plan participants were notified of the advisory fee in the February 2014 fee disclosure notice.

Effective January 1, 2014, with the exception of collectively bargained employees, Swiss Re, and service contract employees, the Plan was also amended and restated to include vesting change from a five-year grade vest to one-year cliff vest.

Effective January 1, 2014, Company matching contributions are made once annually for all those in the standard match, except collectively bargained employees, Swiss Re, and service contract employees.




20
























SUPPLEMENTAL SCHEDULES




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

(a)
 
(b) Identity of issue, borrower, lessor or similar party
 
(c) Description of investment including maturity date, rate of interest, collateral, par or maturity value
 
(d) Cost
 
(e) Current Value
 
 
Cash
 
Cash & cash equivalents
 
 
 
 
 
11,521

 
 
Euro
 
Cash & cash equivalents
 
 
 
 
 
4,416

 
 
Swap Collateral with Goldman
 
Cash & cash equivalents
 
 
 
 
 
163,000

 
 
 
 
 
 
 
 
Total Cash & Cash Equivalents
 
178,937

 
 
 
 
 
 
 
 
 
 
 
 
 
State Street Global Advisor
 
Money Market Fund
 
 
 
 
 
296,367,099

*
 
The Bank of New York Mellon
 
Collective Short-Term Invest Fd
 
 
 
 
 
26,843,575

 
 
 
 
 
 
 
 
Total Short-Term Investments
 
323,210,674

 
 
 
 
 
 
 
 
 
 
 
*
 
Computer Sciences Corporation
 
Common Stock (9,742,003 shares)
 
 
 
 
 
544,340,715

*
 
Computer Sciences Corporation
 
MAP Pre 2004 Stale
 
 
 
 
 
42,413

 
 
 
 
 
 
 
 
 
 
544,383,128

 
 
 
 
 
 
 
 
 
 
 
 
 
Computer Sciences Corporation
 
Participant loans - Interest rates range from 3.25% to 9.75%; Maturities range from 20041 to 2028
 
 
 
 
 
46,225,886

 
 
 
 
 
 
 
 
 
 
 
 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT INCOME
 
 
 
 
 
33,015,820

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2010 SL
 
 
 
 
 
52,552,774

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2015 SL
 
 
 
 
 
153,197,589

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2020 SL
 
 
 
 
 
219,853,733

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2025 SL
 
 
 
 
 
219,855,864

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2030 SL
 
 
 
 
 
167,245,386

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2035 SL
 
 
 
 
 
113,626,886

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2040 SL
 
 
 
 
 
77,762,710

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2045 SL
 
 
 
 
 
33,629,474

 
 
State Street Global Advisor
 
SSGA TARGET RETIREMENT 2050 SL
 
 
 
 
 
29,370,532


S-1



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

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


S-2



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

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


S-3



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

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


S-4



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

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


S-5



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

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


S-6



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

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


S-7



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

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


S-8



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

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


S-9



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

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


S-10



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

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


S-11



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

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


S-12



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

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


S-13



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

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


S-14



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

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

S-15



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

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

S-16



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

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


S-17



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

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


S-18



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

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


S-19



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

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


S-20



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

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


S-21



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

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


S-22



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

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


S-23



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

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


S-24



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

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


S-25



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

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


S-26



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

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


S-27



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

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


S-28



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

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


S-29



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

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


S-30



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

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


S-31



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

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


S-32



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

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


S-33



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

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


S-34



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

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


S-35



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

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


S-36



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

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


S-37



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

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


S-38



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

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


S-39



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

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


S-40



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

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


S-41



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

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


S-42



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

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


S-43



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

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


S-44



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

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


S-45



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

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


S-46



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


S-47



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


S-48



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


S-49



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


S-50



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


S-51



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


S-52



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


S-53



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.
 
 
 
 
 
 
 
 




S-54



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

 
 
 
 
 
Participant Contributions Transferred Late to Plan
Contributions Not Corrected
Contributions Corrected Outside VFCP
Contributions Pending Correction in VFCP
Total Fully Corrected under VFCP and PTE 2002-51
 
 
 
 
 
Check Here if late Participant Loan Repayments are Included ___
$
2,920

$
303,315

$

$




S-55



SIGNATURES


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


Computer Sciences Corporation
MATCHED ASSET PLAN
                        


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
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 



EX-23.1 2 mapplan11-kcy2013xexhibit231.htm CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM MAP Plan 11-K CY2013 - Exhibit 23 .1


EXHIBIT 23.1
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in Registration Statement No. 333-181735 on Form S-8 of Computer Sciences Corporation of our report dated June 30, 2014, relating to the financial statements and supplemental schedules appearing in this Annual Report on Form 11-K of Computer Sciences Corporation Matched Asset Plan for the year ended December 31, 2013.


/s/ JOHNSON LAMBERT LLP

Falls Church, Virginia
June 30, 2014




EX-23.2 3 mapplan11-kcy2013xexhibit232.htm CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM MAP Plan 11-K CY2013 - Exhibit 23.2


EXHIBIT 23.2
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in Registration Statement No. 333-181735 of Computer Sciences Corporation on Form S-8 of our report dated June 21, 2013, relating to the financial statement appearing in this Annual Report on Form 11-K of Computer Sciences Corporation Matched Asset Plan for the year ended December 31, 2012.


/s/ DELOITTE & TOUCHE LLP

McLean, Virginia
June 30, 2014