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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Computer Sciences Corp. | NYSE:CSC | NYSE | Ordinary Share |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 69.01 | 0.00 | 01:00:00 |
X |
Computer Sciences Corporation Matched Asset Plan | ||||
TABLE OF CONTENTS | Page | |||
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | ||||
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2014 AND 2013 AND FOR THE YEAR ENDED DECEMBER 31, 2014: | ||||
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, 2014: | ||||
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 |
2014 | 2013 | ||||||
ASSETS: | |||||||
Total participant-directed investments - at fair value | $ | 3,809,250,078 | $ | 3,857,335,020 | |||
Receivables: | |||||||
Employer Contribution Receivable | 44,555,643 | — | |||||
Notes receivable from participants | 46,135,798 | 46,225,886 | |||||
Accrued investment income | 3,155,199 | 3,442,649 | |||||
Unsettled trade receivables | 34,054,372 | 25,013,449 | |||||
Other | — | 8,817,538 | |||||
Total receivables | 127,901,012 | 83,499,522 | |||||
Total assets | 3,937,151,090 | 3,940,834,542 | |||||
LIABILITIES: | |||||||
Accrued expenses | 1,074,787 | 1,054,403 | |||||
Unsettled trade payables | 47,541,164 | 41,002,256 | |||||
Total liabilities | 48,615,951 | 42,056,659 | |||||
NET ASSETS AVAILABLE FOR BENEFITS - at fair value | 3,888,535,139 | 3,898,777,883 | |||||
Adjustment from fair value to contract value for fully benefit-responsive stable value fund | (71,969 | ) | (78,124 | ) | |||
NET ASSETS AVAILABLE FOR BENEFITS | $ | 3,888,463,170 | $ | 3,898,699,759 |
2014 | |||
INVESTMENT INCOME (LOSS): | |||
Net appreciation in fair value of investments | $ | 275,680,145 | |
Dividends | 13,880,502 | ||
Interest | 6,178,112 | ||
Net investment gain | 295,738,759 | ||
ADDITIONS: | |||
Participant contributions | 197,694,684 | ||
Employer contributions | 53,017,670 | ||
Participant rollovers | 19,433,771 | ||
Interest income on notes receivable from participants | 2,123,780 | ||
Total additions | 272,269,905 | ||
DEDUCTIONS: | |||
Distributions to participants | 573,489,700 | ||
Administrative expenses | 4,755,553 | ||
Total deductions | 578,245,253 | ||
DECREASE IN NET ASSETS AVAILABLE FOR | |||
BENEFITS BEFORE PLAN TRANSFERS | (10,236,589 | ) | |
NET ASSETS AVAILABLE FOR BENEFITS: | |||
Beginning of year | 3,898,699,759 | ||
End of year | $ | 3,888,463,170 |
• | Active Allocation Fund issued by Bank of New York Mellon ("BNYM") (EB DL Enhanced AA Fund) |
• | S&P 500 Index Fund issued by BNYM (EB Daily Liquidity Stock Index Fund) |
• | U.S. Equity Completion Fund issued by BNYM (EB Daily Liquidity Market Completion Fund) |
• | Active U.S. Equity Fund issued by Frank Russell (Frank Russell Equity #1 Fund) |
• | Money Market Fund issued by State Street Global Advisor ("SSgA") |
• | Government TIPS Bond Fund issued by SSgA (US TIPS Index Fund) |
• | Target Series Retirement Fund issued by SSgA (Target Retirement Income) |
• | Target Series Retirement 2010 Fund issued by SSgA (Target Retirement 2010 SL) |
• | Target Series Retirement 2015 Fund issued by SSgA (Target Retirement 2015 SL) |
• | Target Series Retirement 2020 Fund issued by SSgA (Target Retirement 2020 SL) |
• | Target Series Retirement 2025 Fund issued by SSgA (Target Retirement 2025 SL) |
• | Target Series Retirement 2030 Fund issued by SSgA (Target Retirement 2030 SL) |
• | Target Series Retirement 2035 Fund issued by SSgA (Target Retirement 2035 SL) |
• | Target Series Retirement 2040 Fund issued by SSgA (Target Retirement 2040 SL) |
• | Target Series Retirement 2045 Fund issued by SSgA (Target Retirement 2045 SL) |
• | Target Series Retirement 2050 Fund issued by SSgA (Target Retirement 2050 SL) |
• | CSC Stock Fund (Computer Sciences Corporation Common Stock) |
• | International Equity Fund |
• | Short Duration Bond Fund |
• | Core Bond Fund |
• | Corporate Bonds |
• | U.S. Government Agencies |
• | U.S. Treasuries |
• | State and Local Obligations |
• | Agency Mortgage Backed Securities |
• | Asset and Other Mortgage Backed Securities |
• | Non U.S. Government |
• | Futures |
• | Credit Default Swap |
• | Interest Rate Swap |
• | Common Stock |
Description of Issue | 2014 | 2013 | |||||
SSgA Money Market Fund | $ | 257,887,733 | $ | 296,367,099 | |||
Commingled Funds: | |||||||
Mellon Bank Daily Liquidity Stock Index Fund (1) | 609,383,784 | 561,582,410 | |||||
Mellon Bank EB Daily Market Completion Fund (1) | 350,507,958 | 383,111,947 | |||||
Frank Russell Equity #1 Fund | 243,478,211 | 237,799,520 | |||||
CSC common stock (1) | 529,184,325 | 544,383,128 | |||||
Balanced Commingled Funds: | |||||||
SSgA Target Retirement 2025 | 228,298,615 | 219,855,864 | |||||
SSgA Target Retirement 2020 | 223,485,526 | 219,853,733 | |||||
2014 | |||
Interest in commingled funds | $ | 222,298,742 | |
CSC common stock | 67,200,719 | ||
International equities | (16,955,222 | ) | |
Bonds and debentures | 3,136,820 | ||
Other | (914 | ) | |
Net appreciation in fair value of investments | $ | 275,680,145 |
Fixed income class | Examples of standard inputs | |
All | Trade execution data, live trading levels, cash flows, bids, offers, quotes, spreads, indices, Treasury curves, observed market movements, volatility, specific terms and conditions (collectively referred to as “standard inputs”) | |
Corporate bonds | Standard inputs and events affecting market sectors and individual issuer credit worthiness | |
U.S. Treasuries, U.S. government agencies, state and local obligations, non-U.S. government securities | Standard inputs | |
Mortgage backed securities, asset backed securities | Standard inputs, prepayment speeds, actual pool, and collateral information |
Investment Assets at Fair Value as of December 31, 2014 | |||||||||||||||
Quoted Prices in Active Markets for Identical Assets | Significant Observable Inputs | Significant Unobservable Inputs | Total | ||||||||||||
Level 1 | Level 2 | Level 3 | Fair Value | ||||||||||||
Equity: | |||||||||||||||
Global/International | $ | 72,771,268 | $ | 101,936,337 | $ | — | $ | 174,707,605 | |||||||
CSC common stock | 529,184,325 | — | — | 529,184,325 | |||||||||||
Domestic equity commingled funds | — | 1,387,031,034 | — | 1,387,031,034 | |||||||||||
Fixed Income: | |||||||||||||||
U.S. Treasuries | — | 52,169,456 | — | 52,169,456 | |||||||||||
U.S. government agencies | — | 5,166,275 | — | 5,166,275 | |||||||||||
State and local obligations | — | 3,428,282 | — | 3,428,282 | |||||||||||
Non U.S. government | — | 2,204,586 | — | 2,204,586 | |||||||||||
Mortgage backed securities | — | 38,793,225 | — | 38,793,225 | |||||||||||
Asset backed securities | — | 70,192,536 | — | 70,192,536 | |||||||||||
Corporate bonds | 386,219 | 65,734,785 | — | 66,121,004 | |||||||||||
Fixed income commingled fund | — | 76,259,062 | — | 76,259,062 | |||||||||||
Stable value fund | — | 4,964,719 | — | 4,964,719 | |||||||||||
Balanced commingled funds | — | 1,110,920,063 | — | 1,110,920,063 | |||||||||||
Derivatives | — | (4,579 | ) | — | (4,579 | ) | |||||||||
Cash & cash equivalents | 93,144 | 288,019,341 | — | 288,112,485 | |||||||||||
Total investment assets at fair value | $ | 602,434,956 | $ | 3,206,815,122 | $ | — | $ | 3,809,250,078 |
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 |
• | Short-term investment funds |
• | Domestic equity commingled funds |
• | Fixed income commingled fund |
• | Stable value fund |
• | Balanced commingled funds |
As of December 31, 2014 | |||||||||||
Asset Derivatives | Liability Derivatives | ||||||||||
Derivatives not qualifying as hedging instruments under Subtopic 815-20 | Statement of Net Assets Available for Benefits Location | Fair Value | Statement of Net Assets Available for Benefits Location | Fair Value | |||||||
Interest rate swaps | Investments at fair value | $ | — | Investments at fair value | $ | (66,955 | ) | ||||
Futures | Investments at fair value | 103,933 | Investments at fair value | (40,011 | ) | ||||||
Credit default swaps | Investments at fair value | — | Investments at fair value | (1,546 | ) | ||||||
Total derivatives | $ | 103,933 | $ | (108,512 | ) |
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 | ) |
For the Year Ended December 31, 2014 | ||||||
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 | $ | (293,115 | ) | ||
Futures contracts | Net appreciation in fair value of investments | 85,590 | ||||
Credit default swap | Net depreciation in fair value of investments | 778 | ||||
Net derivative gain | $ | (206,747 | ) |
2014 | 2013 | ||||||
Net assets available for benefits per the financial statements | $ | 3,888,463,170 | $ | 3,898,699,759 | |||
Amounts allocated to withdrawing participants | (9,070,441 | ) | (7,289,674 | ) | |||
Adjustment from contract value to fair value for fully benefit-responsive stable value fund | 71,969 | 78,124 | |||||
Net assets available for benefits per Form 5500 | $ | 3,879,464,698 | $ | 3,891,488,209 |
2014 | |||
Net decrease in net assets per the financial statements | $ | (10,236,589 | ) |
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, current year | 71,969 | ||
Adjustment from contract value to fair value for fully benefit-responsive stable value fund, prior year | (78,124 | ) | |
Distributions allocated to withdrawing participants at end of year | (9,070,441 | ) | |
Distributions allocated to withdrawing participants at start of year | 7,289,674 | ||
Net decrease in net assets per Form 5500 | $ | (12,023,511 | ) |
2014 | |||
Distributions to participants per the financial statements | $ | 573,489,700 | |
Amounts allocated to withdrawing participants at end of year | 9,070,441 | ||
Amounts allocated to withdrawing participants at start of year | (7,289,674 | ) | |
Distributions to participants per the Form 5500 | $ | 575,270,467 |
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 | 89,266 | ||||||
Euro | Cash & cash equivalents | 3,878 | ||||||
Total Cash & Cash Equivalents | 93,144 | |||||||
State Street Global Advisor | Money Market Fund | 257,887,733 | ||||||
* | The Bank of New York Mellon | Collective Short Term Invest Fd | 30,131,608 | |||||
Total Short-Term Investments | 288,019,341 | |||||||
* | Computer Sciences Corporation | Common Stock (8,393,090 shares) | 529,136,470 | |||||
* | Computer Sciences Corporation | MAP Pre 2004 Stale | 47,855 | |||||
Total Common Stock | 529,184,325 | |||||||
Computer Sciences Corporation | Participant loans - Interest rates range from 3.25% to 9.75%. Maturities range from 20041 to 2029 | 46,135,799 | ||||||
* | Mellon Bank,N.A. | EB DL ENHANCED AA FUND | 183,661,078 | |||||
* | Mellon Bank,N.A. | EB DL MRKT COMPLETION FUND | 350,507,958 | |||||
* | Mellon Bank,N.A. | EB DL SIF UC1 | 609,383,784 | |||||
Frank Russell | RUSSELL EQUITY I FUND | 243,478,211 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2010 SL | 44,946,835 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2015 SL | 139,443,765 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2020 SL | 223,485,526 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2025 SL | 228,298,615 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2030 SL | 176,291,741 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2035 SL | 117,993,096 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2040 SL | 80,785,715 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2045 SL | 36,583,839 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT 2050 SL | 32,302,372 | ||||||
State Street Global Advisor | SSGA TARGET RETIREMENT INCOME | 30,788,560 | ||||||
State Street Global Advisor | SSGA US TIPS INDEX FUND (CMF8) | 76,259,062 | ||||||
T. Rowe Price | T ROWE PRICE STABLE VALUE | 4,892,750 | ||||||
Total Interest in Commingled Funds | 2,579,102,907 | |||||||
ABBVIE INC | Corporate bonds | 4.400 | % | 11/6/2042 | 113,484 | |||
ACE INA HOLDINGS INC | Corporate bonds | 2.600 | % | 11/23/2015 | 1,015,575 | |||
ACTAVIS FUNDING SCS | Corporate bonds | 3.850 | % | 6/15/2024 | 165,843 | |||
ACTAVIS FUNDING SCS | Corporate bonds | 4.850 | % | 6/15/2044 | 10,128 | |||
ACTAVIS INC | Corporate bonds | 1.875 | % | 10/1/2017 | 363,585 | |||
ACTAVIS INC | Corporate bonds | 4.625 | % | 10/1/2042 | 97,994 | |||
AGRIUM INC | Corporate bonds | 5.250 | % | 1/15/2045 | 43,205 | |||
ALIBABA GROUP HOLDING 144A | Corporate bonds | 1.625 | % | 11/28/2017 | 398,188 | |||
ALIBABA GROUP HOLDING 144A | Corporate bonds | 2.500 | % | 11/28/2019 | 197,303 | |||
ALTRIA GROUP INC | Corporate bonds | 5.375 | % | 1/31/2044 | 113,832 | |||
AMERICAN EXPRESS CREDIT CORP | Corporate bonds | 1.300 | % | 7/29/2016 | 441,917 | |||
AMERICAN INTERNATIONAL GROUP I | Corporate bonds | 4.875 | % | 6/1/2022 | 247,136 | |||
AMERICAN TRANSMISSION SYS 144A | Corporate bonds | 5.250 | % | 1/15/2022 | 335,935 | |||
AMGEN INC | Corporate bonds | 5.150 | % | 11/15/2041 | 95,808 | |||
AMGEN INC | Corporate bonds | 3.625 | % | 5/22/2024 | 40,658 |
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 | ||||
ANADARKO PETROLEUM CORP | Corporate bonds | 5.950 | % | 9/15/2016 | 481,221 | |||
ANADARKO PETROLEUM CORP | Corporate bonds | 6.450 | % | 9/15/2036 | 117,766 | |||
ANADARKO PETROLEUM CORP | Corporate bonds | 6.375 | % | 9/15/2017 | 219,025 | |||
ANADARKO PETROLEUM CORP | Corporate bonds | 4.500 | % | 7/15/2044 | 33,967 | |||
ANHEUSER-BUSCH INBEV FINANCE I | Corporate bonds | 4.625 | % | 2/1/2044 | 5,438 | |||
AON PLC | Corporate bonds | 4.600 | % | 6/14/2044 | 31,154 | |||
APPLE INC | Corporate bonds | 2.850 | % | 5/6/2021 | 138,099 | |||
AT&T INC | Corporate bonds | 4.300 | % | 12/15/2042 | 47,536 | |||
AT&T INC | Corporate bonds | 4.350 | % | 6/15/2045 | 75,420 | |||
BANK OF AMERICA CORP | Corporate bonds | 5.625 | % | 10/14/2016 | 326,620 | |||
BANK OF AMERICA CORP | Corporate bonds | 3.750 | % | 7/12/2016 | 290,013 | |||
BANK OF AMERICA CORP | Corporate bonds | 5.700 | % | 1/24/2022 | 162,181 | |||
BANK OF AMERICA CORP | Corporate bonds | 1.500 | % | 10/9/2015 | 486,989 | |||
BANK OF AMERICA CORP | Corporate bonds | 2.600 | % | 1/15/2019 | 30,233 | |||
BANK OF AMERICA CORP | Corporate bonds | 4.000 | % | 4/1/2024 | 67,680 | |||
BANK OF AMERICA CORP | Corporate bonds | 4.250 | % | 10/22/2026 | 169,618 | |||
BANK OF AMERICA CORP | Corporate bonds | 3/22/2018 | 372,703 | |||||
BANK OF MONTREAL | Corporate bonds | 9/11/2015 | 501,395 | |||||
BANK OF NEW YORK MELLON CORP/T | Corporate bonds | 0.700 | % | 3/4/2016 | 559,456 | |||
BANK OF NOVA SCOTIA | Corporate bonds | 1.100 | % | 12/13/2016 | 1,000,690 | |||
BARCLAYS PLC | Corporate bonds | 4.375 | % | 9/11/2024 | 386,219 | |||
BARRICK GOLD CORP | Corporate bonds | 4.100 | % | 5/1/2023 | 111,918 | |||
BAXTER INTERNATIONAL INC | Corporate bonds | 3.200 | % | 6/15/2023 | 35,267 | |||
BECTON DICKINSON AND CO | Corporate bonds | 1.800 | % | 12/15/2017 | 25,092 |
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 | ||||
BECTON DICKINSON AND CO | Corporate bonds | 2.675 | % | 12/15/2019 | 20,263 | |||
BECTON DICKINSON AND CO | Corporate bonds | 3.734 | % | 12/15/2024 | 30,887 | |||
BECTON DICKINSON AND CO | Corporate bonds | 4.685 | % | 12/15/2044 | 80,772 | |||
BERKSHIRE HATHAWAY FINANCE COR | Corporate bonds | 4.300 | % | 5/15/2043 | 79,510 | |||
BHP BILLITON FINANCE USA LTD | Corporate bonds | 5.000 | % | 9/30/2043 | 85,014 | |||
BNP PARIBAS SA | Corporate bonds | 1.250 | % | 12/12/2016 | 274,822 | |||
BOSTON PROPERTIES LP | Corporate bonds | 3.850 | % | 2/1/2023 | 51,904 | |||
BP CAPITAL MARKETS PLC | Corporate bonds | 2.750 | % | 5/10/2023 | 107,539 | |||
BPCE SA | Corporate bonds | 6/23/2017 | 549,970 | |||||
BPCE SA 144A | Corporate bonds | 5.700 | % | 10/22/2023 | 214,753 | |||
BRANCH BANKING & TRUST CO | Corporate bonds | 1.450 | % | 10/3/2016 | 603,553 | |||
BRISTOL-MYERS SQUIBB CO | Corporate bonds | 4.500 | % | 3/1/2044 | 60,103 | |||
BURLINGTN NORTH SANTA FE | Corporate bonds | 4.550 | % | 9/1/2044 | 91,232 | |||
BURLINGTON NORTHERN SANTA FE L | Corporate bonds | 4.450 | % | 3/15/2043 | 120,146 | |||
CAISSE CENTRALE DESJARDIN 144A | Corporate bonds | 2.650 | % | 9/16/2015 | 638,947 | |||
CAISSE CENTRALE DESJARDN | Corporate bonds | 1.550 | % | 9/12/2017 | 1,095,437 | |||
CAIXA ECONOMICA FEDERAL 144A | Corporate bonds | 2.375 | % | 11/6/2017 | 268,969 | |||
CATHOLIC HEALTH INITIATIVES | Corporate bonds | 1.600 | % | 11/1/2017 | 298,777 | |||
CDP FINANCIAL INC 144A | Corporate bonds | 4.400 | % | 11/25/2019 | 1,128,654 | |||
CF INDUSTRIES INC | Corporate bonds | 5.375 | % | 3/15/2044 | 70,128 | |||
CHEVRON CORP | Corporate bonds | 2.193 | % | 11/15/2019 | 30,111 | |||
CITIGROUP INC | Corporate bonds | 1.300 | % | 4/1/2016 | 370,525 | |||
CITIGROUP INC | Corporate bonds | 5.300 | % | 5/6/2044 | 158,872 | |||
CITIGROUP INC | Corporate bonds | 2.500 | % | 7/29/2019 | 120,096 |
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 | ||||
CNOOC FINANCE 2013 LTD | Corporate bonds | 1.125 | % | 5/9/2016 | 498,229 | |||
COMCAST CORP | Corporate bonds | 7.050 | % | 3/15/2033 | 48,698 | |||
COMCAST CORP | Corporate bonds | 6.500 | % | 11/15/2035 | 53,400 | |||
COMCAST CORP | Corporate bonds | 5.900 | % | 3/15/2016 | 106,020 | |||
COMCAST CORP | Corporate bonds | 4.200 | % | 8/15/2034 | 141,162 | |||
COMMONWEALTH BANK OF AUST 144A | Corporate bonds | 0.750 | % | 1/15/2016 | 1,124,874 | |||
CONOCOPHILLIPS COMPANY | Corporate bonds | 3.350 | % | 11/15/2024 | 30,310 | |||
CONOCOPHILLIPS COMPANY CO | Corporate bonds | 4.300 | % | 11/15/2044 | 36,613 | |||
CONTINENTAL RESOURCES INC/OK | Corporate bonds | 4.900 | % | 6/1/2044 | 30,333 | |||
COVENTRY HEALTH CARE INC | Corporate bonds | 5.450 | % | 6/15/2021 | 287,227 | |||
COX COMMUNICATIONS INC 144A | Corporate bonds | 8.375 | % | 3/1/2039 | 128,309 | |||
CREDIT SUISSE NEW YORK | Corporate bonds | 1.375 | % | 5/26/2017 | 962,157 | |||
CROWN CASTLE TOWERS LLC 144A | Corporate bonds | 6.113 | % | 1/15/2040 | 712,158 | |||
DEERE & CO | Corporate bonds | 2.600 | % | 6/8/2022 | 241,025 | |||
DEUTSCHE BANK AG LONDON | Corporate bonds | 1.350 | % | 5/30/2017 | 793,259 | |||
DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 4.600 | % | 2/15/2021 | 107,114 | |||
DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 3.500 | % | 3/1/2016 | 205,217 | |||
DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 3.800 | % | 3/15/2022 | 251,290 | |||
DIRECTV HOLDINGS LLC / DIRECTV | Corporate bonds | 5.150 | % | 3/15/2042 | 15,500 | |||
DIRECTV HOLDINGS/FING | Corporate bonds | 4.450 | % | 4/1/2024 | 73,241 | |||
DISCOVERY COMMUNICATIONS LLC | Corporate bonds | 4.875 | % | 4/1/2043 | 125,785 | |||
DORIC NIMROD AIR 2013-1 144A | Corporate bonds | 5.250 | % | 5/30/2025 | 193,562 | |||
DOW CHEMICAL CO/THE | Corporate bonds | 4.250 | % | 10/1/2034 | 33,393 | |||
DUKE ENERGY CAROLINAS LLC | Corporate bonds | 1.750 | % | 12/15/2016 | 1,080,365 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
DUKE ENERGY FLORIDA INC | Corporate bonds | 6.400 | % | 6/15/2038 | 138,263 | |||
EASTMAN CHEMICAL CO | Corporate bonds | 4.650 | % | 10/15/2044 | 10,233 | |||
EASTMAN CHEMICAL CO | Corporate bonds | 2.700 | % | 1/15/2020 | 60,341 | |||
EASTMAN CHEMICAL CO | Corporate bonds | 3.800 | % | 3/15/2025 | 106,888 | |||
EATON CORP | Corporate bonds | 2.750 | % | 11/2/2022 | 64,838 | |||
ECOPETROL SA | Corporate bonds | 4.125 | % | 1/16/2025 | 76,000 | |||
EL PASO NATURAL GAS CO LLC | Corporate bonds | 5.950 | % | 4/15/2017 | 258,013 | |||
EL PASO PIPELINE PART OP | Corporate bonds | 4.300 | % | 5/1/2024 | 25,048 | |||
EL PASO PIPELINE PARTNERS OPER | Corporate bonds | 6.500 | % | 4/1/2020 | 98,378 | |||
EL PASO PIPELINE PARTNERS OPER | Corporate bonds | 4.100 | % | 11/15/2015 | 588,329 | |||
ENERGY TRANSFER PARTNERS LP | Corporate bonds | 6.500 | % | 2/1/2042 | 217,246 | |||
ENERGY TRANSFER PARTNERS LP | Corporate bonds | 4.900 | % | 2/1/2024 | 10,479 | |||
ENSCO PLC | Corporate bonds | 4.500 | % | 10/1/2024 | 72,898 | |||
ENTERPRISE PRODUCTS OPER | Corporate bonds | 3.750 | % | 2/15/2025 | 55,209 | |||
ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 5.100 | % | 2/15/2045 | 75,263 | |||
ENTERPRISE PRODUCTS OPERATING | Corporate bonds | 8/1/2066 | 139,588 | |||||
FIRSTENERGY TRANSMISSION 144A | Corporate bonds | 4.350 | % | 1/15/2025 | 97,455 | |||
FLORIDA POWER & LIGHT CO | Corporate bonds | 4.950 | % | 6/1/2035 | 57,680 | |||
FLORIDA POWER & LIGHT CO | Corporate bonds | 5.950 | % | 2/1/2038 | 159,500 | |||
FMS WERTMANAGEMENT | Corporate bonds | 1.125 | % | 9/5/2017 | 199,884 | |||
FORD MOTOR CREDIT CO LLC | Corporate bonds | 1.724 | % | 12/6/2017 | 252,365 | |||
FORD MOTOR CREDIT CO LLC | Corporate bonds | 5/9/2016 | 327,828 | |||||
FREEPORT-MCMORAN INC | Corporate bonds | 4.000 | % | 11/14/2021 | 128,804 | |||
FREEPORT-MCMORAN INC | Corporate bonds | 5.400 | % | 11/14/2034 | 48,745 |
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 | ||||
FREEPORT-MCMORAN INC | Corporate bonds | 4.550 | % | 11/14/2024 | 97,103 | |||
GENERAL ELECTRIC CAPITAL CORP | Corporate bonds | 1.000 | % | 12/11/2015 | 288,241 | |||
GENERAL ELECTRIC CAPITAL CORP | Corporate bonds | 6.150 | % | 8/7/2037 | 104,346 | |||
GENERAL ELECTRIC CAPITAL CORP | Corporate bonds | 2.375 | % | 6/30/2015 | 434,171 | |||
GENERAL ELECTRIC CAPITAL CORP | Corporate bonds | 1.000 | % | 1/8/2016 | 90,328 | |||
GENERAL ELECTRIC CO | Corporate bonds | 2.700 | % | 10/9/2022 | 215,087 | |||
GENERAL ELECTRIC CO | Corporate bonds | 4.500 | % | 3/11/2044 | 54,961 | |||
GENWORTH HOLDINGS INC | Corporate bonds | 4.800 | % | 2/15/2024 | 40,531 | |||
GEORGIA POWER CO | Corporate bonds | 3.000 | % | 4/15/2016 | 503,187 | |||
GEORGIA POWER CO | Corporate bonds | 3/15/2016 | 599,387 | |||||
GLAXOSMITHKLINE CAPITAL PLC | Corporate bonds | 2.850 | % | 5/8/2022 | 70,004 | |||
GOLDMAN SACHS GROUP INC | Corporate bonds | 4.800 | % | 7/8/2044 | 63,674 | |||
GOLDMAN SACHS GROUP INC | Corporate bonds | 2.550 | % | 10/23/2019 | 442,610 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 5.350 | % | 1/15/2016 | 521,759 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 3.300 | % | 5/3/2015 | 660,318 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.625 | % | 1/31/2019 | 201,221 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 3.700 | % | 8/1/2015 | 309,922 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 6.150 | % | 4/1/2018 | 95,406 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.625 | % | 1/31/2019 | 28,171 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 2.900 | % | 7/19/2018 | 229,797 | |||
GOLDMAN SACHS GROUP INC/THE | Corporate bonds | 4/30/2018 | 263,051 | |||||
GTE CORP | Corporate bonds | 6.940 | % | 4/15/2028 | 31,267 | |||
HARTFORD FINANCIAL SERVICES GR | Corporate bonds | 4.300 | % | 4/15/2043 | 66,659 | |||
HCP INC | Corporate bonds | 4.250 | % | 11/15/2023 | 115,636 |
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 | ||||
HOME DEPOT INC | Corporate bonds | 4.400 | % | 3/15/2045 | 38,252 | |||
HOST HOTELS & RESORTS LP | Corporate bonds | 4.750 | % | 3/1/2023 | 106,265 | |||
HSBC BANK PLC 144A | Corporate bonds | 3.100 | % | 5/24/2016 | 542,056 | |||
HSBC BANK PLC 144A | Corporate bonds | 3.100 | % | 5/24/2016 | 464,619 | |||
HSBC FINANCE CORP | Corporate bonds | 5.500 | % | 1/19/2016 | 627,304 | |||
HSBC HOLDINGS PLC | Corporate bonds | 12/29/2049 | 202,000 | |||||
HSBC USA INC | Corporate bonds | 3.500 | % | 6/23/2024 | 252,803 | |||
ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 6.000 | % | 8/1/2020 | 154,530 | |||
ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 3.500 | % | 3/15/2017 | 60,000 | |||
ICAHN ENTERPRISES LP / ICAHN E | Corporate bonds | 5.875 | % | 2/1/2022 | 90,394 | |||
ING BANK NV 144A | Corporate bonds | 3.750 | % | 3/7/2017 | 512,786 | |||
INGERSOLL-RAND LUX FINAN | Corporate bonds | 3.550 | % | 11/1/2024 | 89,451 | |||
INTERNATIONAL LEASE FINAN 144A | Corporate bonds | 7.125 | % | 9/1/2018 | 123,200 | |||
INTERNATIONAL PAPER CO | Corporate bonds | 3.650 | % | 6/15/2024 | 11,991 | |||
INTERNATIONAL PAPER CO | Corporate bonds | 4.800 | % | 6/15/2044 | 29,615 | |||
INTESA SANPAOLO SPA 144A | Corporate bonds | 5.017 | % | 6/26/2024 | 194,103 | |||
INTL FINANCE CORP | Corporate bonds | 0.625 | % | 10/3/2016 | 621,368 | |||
JABIL CIRCUIT INC | Corporate bonds | 8.250 | % | 3/15/2018 | 267,172 | |||
JPMORGAN CHASE & CO | Corporate bonds | 3.450 | % | 3/1/2016 | 297,657 | |||
JPMORGAN CHASE & CO | Corporate bonds | 3.150 | % | 7/5/2016 | 1,284,921 | |||
JPMORGAN CHASE & CO | Corporate bonds | 3.875 | % | 9/10/2024 | 75,064 | |||
JPMORGAN CHASE & CO | Corporate bonds | 2.200 | % | 10/22/2019 | 163,577 | |||
JPMORGAN CHASE & CO | Corporate bonds | 2/26/2016 | 420,832 | |||||
JPMORGAN CHASE & CO | Corporate bonds | 1/25/2018 | 272,120 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
JPMORGAN CHASE & CO | Corporate bonds | 1/29/2049 | 84,400 | |||||
JPMORGAN CHASE & CO | Corporate bonds | 12/29/2049 | 112,520 | |||||
KENTUCKY UTILITIES CO | Corporate bonds | 1.625 | % | 11/1/2015 | 756,119 | |||
KFW | Corporate bonds | 1.000 | % | 1/12/2015 | 510,061 | |||
KINDER MORGAN ENER PART | Corporate bonds | 5.500 | % | 3/1/2044 | 77,257 | |||
KINDER MORGAN ENER PART | Corporate bonds | 5.400 | % | 9/1/2044 | 220,451 | |||
KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 3.950 | % | 9/1/2022 | 19,831 | |||
KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 5.000 | % | 8/15/2042 | 38,015 | |||
KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 5.000 | % | 3/1/2043 | 85,493 | |||
KINDER MORGAN ENERGY PARTNERS | Corporate bonds | 3.500 | % | 9/1/2023 | 18,987 | |||
KINDER MORGAN INC/DELAWA | Corporate bonds | 4.300 | % | 6/1/2025 | 95,044 | |||
KOREA EXPRESSWAY CORP REGS | Corporate bonds | 5.125 | % | 5/20/2015 | 512,727 | |||
KRAFT FOODS GROUP INC | Corporate bonds | 2.250 | % | 6/5/2017 | 264,289 | |||
LEHMAN BRTH HLD (RICI) ESCROW | Corporate bonds | 12/28/2017 | — | |||||
LOWE'S COS INC | Corporate bonds | 4.650 | % | 4/15/2042 | 77,856 | |||
LOWE'S COS INC | Corporate bonds | 4.250 | % | 9/15/2044 | 42,241 | |||
MANULIFE FINANCIAL CORP | Corporate bonds | 3.400 | % | 9/17/2015 | 559,904 | |||
MARATHON PETROLEUM CORP | Corporate bonds | 4.750 | % | 9/15/2044 | 56,664 | |||
MASS INSTITUTE OF TECH | Corporate bonds | 4.678 | % | 7/1/2114 | 127,218 | |||
MCDONALD'S CORP | Corporate bonds | 0.750 | % | 5/29/2015 | 400,626 | |||
MEDTRONIC INC 144A | Corporate bonds | 1.500 | % | 3/15/2018 | 134,355 | |||
MEDTRONIC INC 144A | Corporate bonds | 3.500 | % | 3/15/2025 | 153,446 | |||
MEDTRONIC INC 144A | Corporate bonds | 4.625 | % | 3/15/2045 | 102,979 | |||
MET LIFE GLOB FUNDING I 144A | Corporate bonds | 1.300 | % | 4/10/2017 | 399,334 |
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 | ||||
METLIFE INSTITUTIONAL FUN 144A | Corporate bonds | 1.625 | % | 4/2/2015 | 726,939 | |||
MIDAMERICAN ENERGY HOLDINGS CO | Corporate bonds | 6.500 | % | 9/15/2037 | 98,159 | |||
MORGAN STANLEY | Corporate bonds | 3.750 | % | 2/25/2023 | 159,002 | |||
MORGAN STANLEY | Corporate bonds | 3.875 | % | 4/29/2024 | 51,302 | |||
MORGAN STANLEY | Corporate bonds | 3.700 | % | 10/23/2024 | 81,090 | |||
MORGAN STANLEY | Corporate bonds | 1.875 | % | 1/5/2018 | 124,543 | |||
MYLAN INC/PA | Corporate bonds | 5.400 | % | 11/29/2043 | 44,393 | |||
MYLAN INC/PA 144A | Corporate bonds | 7.875 | % | 7/15/2020 | 197,061 | |||
NBCUNIVERSAL ENTERPRISE I 144A | Corporate bonds | 5.250 | % | 3/29/2049 | 207,500 | |||
NBCUNIVERSAL ENTERPRISE I 144A | Corporate bonds | 4/15/2018 | 337,787 | |||||
NBCUNIVERSAL MEDIA LLC | Corporate bonds | 4.450 | % | 1/15/2043 | 118,677 | |||
NEW YORK LIFE GLOBAL FDG 144A | Corporate bonds | 1.450 | % | 12/15/2017 | 897,654 | |||
NEWFIELD EXPLORATION CO | Corporate bonds | 5.625 | % | 7/1/2024 | 138,513 | |||
NEWS AMERICA INC | Corporate bonds | 7.750 | % | 1/20/2024 | 51,622 | |||
NEWS AMERICA INC | Corporate bonds | 8.500 | % | 2/23/2025 | 67,767 | |||
NOBLE ENERGY INC | Corporate bonds | 5.250 | % | 11/15/2043 | 96,477 | |||
NORDEA BANK AB | Corporate bonds | 1.250 | % | 4/4/2017 | 596,950 | |||
NORDEA EIENDOMSKREDITT A | Corporate bonds | 2.125 | % | 9/22/2017 | 484,265 | |||
NORTHWEST FLORIDA TIMBER 144A | Corporate bonds | 4.750 | % | 3/4/2029 | 100,800 | |||
NOVARTIS CAPITAL CORP | Corporate bonds | 4.400 | % | 5/6/2044 | 78,445 | |||
OESTERREICHISCHE KONTROLLBANK | Corporate bonds | 4.875 | % | 2/16/2016 | 376,865 | |||
OHIO POWER CO | Corporate bonds | 6.050 | % | 5/1/2018 | 197,749 | |||
OMNICOM GROUP INC | Corporate bonds | 5.900 | % | 4/15/2016 | 46,566 | |||
OMNICOM GROUP INC | Corporate bonds | 3.650 | % | 11/1/2024 | 74,034 |
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 | ||||
ONCOR ELECTRIC DELIVERY CO LLC | Corporate bonds | 5.300 | % | 6/1/2042 | 155,135 | |||
ONE GAS INC | Corporate bonds | 4.658 | % | 2/1/2044 | 56,976 | |||
ORACLE CORP | Corporate bonds | 3.400 | % | 7/8/2024 | 163,532 | |||
ORACLE CORP | Corporate bonds | 4.300 | % | 7/8/2034 | 101,714 | |||
ORACLE CORP | Corporate bonds | 2.800 | % | 7/8/2021 | 182,239 | |||
PACIFIC GAS & ELECTRIC CO | Corporate bonds | 5.125 | % | 11/15/2043 | 137,456 | |||
PACIFICORP | Corporate bonds | 5.750 | % | 4/1/2037 | 179,846 | |||
PACIFICORP | Corporate bonds | 4.100 | % | 2/1/2042 | 189,908 | |||
PENSKE TRUCK LEASING CO L 144A | Corporate bonds | 3.125 | % | 5/11/2015 | 332,673 | |||
PETROBRAS GLOBAL FINANCE | Corporate bonds | 6.250 | % | 3/17/2024 | 79,929 | |||
PETROBRAS INTERNATIONAL FINANC | Corporate bonds | 3.875 | % | 1/27/2016 | 377,801 | |||
PETROLEOS MEXICANOS | Corporate bonds | 8.000 | % | 5/3/2019 | 59,125 | |||
PETROLEOS MEXICANOS | Corporate bonds | 6.000 | % | 3/5/2020 | 75,208 | |||
PETROLEOS MEXICANOS | Corporate bonds | 4.875 | % | 1/24/2022 | 385,447 | |||
PFIZER INC | Corporate bonds | 4.300 | % | 6/15/2043 | 32,128 | |||
PFIZER INC | Corporate bonds | 3.400 | % | 5/15/2024 | 114,442 | |||
PHILIP MORRIS INTERNATIONAL IN | Corporate bonds | 4.500 | % | 3/20/2042 | 21,115 | |||
PHILIP MORRIS INTERNATIONAL IN | Corporate bonds | 4.125 | % | 3/4/2043 | 58,815 | |||
PHILLIPS 66 | Corporate bonds | 4.875 | % | 11/15/2044 | 92,119 | |||
PLAINS ALL AMER PIPELINE | Corporate bonds | 4.900 | % | 2/15/2045 | 50,812 | |||
PPL CAPITAL FUNDING INC | Corporate bonds | 5.000 | % | 3/15/2044 | 61,211 | |||
PRECISION CASTPARTS CORP | Corporate bonds | 3.900 | % | 1/15/2043 | 116,672 | |||
PROGRESS ENERGY INC | Corporate bonds | 7.000 | % | 10/30/2031 | 171,784 | |||
PRUDENTIAL FINANCIAL INC | Corporate bonds | 3.500 | % | 5/15/2024 | 116,893 |
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 | ||||
QVC INC | Corporate bonds | 5.450 | % | 8/15/2034 | 165,881 | |||
QVC INC 144A | Corporate bonds | 7.375 | % | 10/15/2020 | 32,473 | |||
REYNOLDS AMERICAN INC | Corporate bonds | 6.150 | % | 9/15/2043 | 82,337 | |||
RIO TINTO FINANCE USA PLC | Corporate bonds | 4.125 | % | 8/21/2042 | 118,456 | |||
ROYAL BANK OF CANADA | Corporate bonds | 1.450 | % | 9/9/2016 | 755,312 | |||
ROYAL BANK OF CANADA | Corporate bonds | 1.125 | % | 7/22/2016 | 1,004,327 | |||
ROYAL BANK OF SCOTLAND GROUP P | Corporate bonds | 6.000 | % | 12/19/2023 | 108,240 | |||
ROYAL BK OF SCOTLAND PLC | Corporate bonds | 1.875 | % | 3/31/2017 | 114,909 | |||
ROYAL BK SCOTLND GRP PLC | Corporate bonds | 5.125 | % | 5/28/2024 | 157,665 | |||
SCHLUMBERGER INVESTMENT SA | Corporate bonds | 3.650 | % | 12/1/2023 | 78,401 | |||
SEAGATE HDD CAYMAN 144A | Corporate bonds | 4.750 | % | 1/1/2025 | 180,279 | |||
SESI LLC | Corporate bonds | 7.125 | % | 12/15/2021 | 244,800 | |||
SIMON PROPERTY GROUP LP | Corporate bonds | 3.750 | % | 2/1/2024 | 105,032 | |||
SIMON PROPERTY GROUP LP | Corporate bonds | 4.250 | % | 10/1/2044 | 144,871 | |||
SOCIETE GENERALE SA 144A | Corporate bonds | 5.000 | % | 1/17/2024 | 201,096 | |||
SOUTHERN CALIFORNIA EDISON CO | Corporate bonds | 1.250 | % | 11/1/2017 | 203,556 | |||
STANDARD CHARTERED PLC 144A | Corporate bonds | 1.500 | % | 9/8/2017 | 546,059 | |||
STATE STREET CORP | Corporate bonds | 3.700 | % | 11/20/2023 | 131,332 | |||
STATE STREET CORP | Corporate bonds | 5.900 | % | 208,742 | ||||
STATOIL ASA | Corporate bonds | 2.450 | % | 1/17/2023 | 281,381 | |||
SUNOCO LOGISTICS PARTNER | Corporate bonds | 5.350 | % | 5/15/2045 | 65,719 | |||
TARGET CORP | Corporate bonds | 3.500 | % | 7/1/2024 | 103,817 | |||
TEMASEK FINANCIAL I LTD | Corporate bonds | 4.500 | % | 9/21/2015 | 241,444 | |||
TOTAL CAPITAL INTL SA | Corporate bonds | 2.750 | % | 6/19/2021 | 105,393 |
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 | ||||
TRANSOCEAN INC | Corporate bonds | 6.375 | % | 12/15/2021 | 59,959 | |||
UDR INC | Corporate bonds | 3.750 | % | 7/1/2024 | 115,773 | |||
UNION BANK NA | Corporate bonds | 3.000 | % | 6/6/2016 | 769,970 | |||
UNION PACIFIC CORP | Corporate bonds | 3.750 | % | 3/15/2024 | 192,504 | |||
UNION PACIFIC RR CO | Corporate bonds | 3.227 | % | 5/14/2026 | 80,325 | |||
UNITED TECHNOLOGIES CORP | Corporate bonds | 4.500 | % | 6/1/2042 | 161,141 | |||
UNITEDHEALTH GROUP INC | Corporate bonds | 0.850 | % | 10/15/2015 | 366,056 | |||
UNITEDHEALTH GROUP INC | Corporate bonds | 3.375 | % | 11/15/2021 | 83,003 | |||
UNITEDHEALTH GROUP INC | Corporate bonds | 2.875 | % | 12/15/2021 | 91,024 | |||
VENTAS REALTY LP | Corporate bonds | 3.750 | % | 5/1/2024 | 105,692 | |||
VERIZON COMMUNICATIONS | Corporate bonds | 4.150 | % | 3/15/2024 | — | |||
VERIZON COMMUNICATIONS | Corporate bonds | 4.400 | % | 11/1/2034 | 119,278 | |||
VERIZON COMMUNICATIONS IN 144A | Corporate bonds | 5.012 | % | 8/21/2054 | 107,593 | |||
VERIZON COMMUNICATIONS INC | Corporate bonds | 2.500 | % | 9/15/2016 | 2,103,631 | |||
VERIZON COMMUNICATIONS INC | Corporate bonds | 5.150 | % | 9/15/2023 | 81,713 | |||
VERIZON COMMUNICATIONS INC | Corporate bonds | 6.550 | % | 9/15/2043 | 34,591 | |||
VIRGINIA ELECTRIC AND POWER CO | Corporate bonds | 6.000 | % | 5/15/2037 | 131,753 | |||
VIRGINIA ELECTRIC AND POWER CO | Corporate bonds | 6.350 | % | 11/30/2037 | 34,769 | |||
VODAFONE GROUP PLC | Corporate bonds | 6.150 | % | 2/27/2037 | 12,066 | |||
VODAFONE GROUP PLC | Corporate bonds | 2.950 | % | 2/19/2023 | 185,065 | |||
VODAFONE GROUP PLC | Corporate bonds | 4.375 | % | 2/19/2043 | 82,840 | |||
VOLKSWAGEN INTERNATIONAL 144A | Corporate bonds | 1.125 | % | 11/18/2016 | 749,184 | |||
WAL-MART STORES INC | Corporate bonds | 4.300 | % | 4/22/2044 | 103,697 | |||
WEA FINANCE LLC/WESTFIEL 144A | Corporate bonds | 1.750 | % | 9/15/2017 | 432,659 |
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 | ||||
WELLPOINT INC | Corporate bonds | 4.650 | % | 1/15/2043 | 109,280 | |||
WELLPOINT INC | Corporate bonds | 4.650 | % | 8/15/2044 | 74,132 | |||
WELLS FARGO & CO | Corporate bonds | 5.375 | % | 11/2/2043 | 164,968 | |||
WELLS FARGO & CO | Corporate bonds | 4/23/2018 | 330,541 | |||||
WELLS FARGO & CO | Corporate bonds | 3/29/2049 | 104,856 | |||||
WELLS FARGO & CO | Corporate bonds | 5.850 | % | 120,555 | ||||
WELLS FARGO & COMPANY | Corporate bonds | 12/29/2049 | 75,563 | |||||
WESTPAC BANKING CORP 144A | Corporate bonds | 1.375 | % | 7/17/2015 | 999,864 | |||
WILLIAMS PARTNERS LP | Corporate bonds | 3.900 | % | 1/15/2025 | 153,772 | |||
Total Corporate Bonds | 66,121,004 | |||||||
FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 0.750 | % | 10/5/2016 | 1,235,061 | |||
FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 0.875 | % | 10/14/2016 | 1,505,591 | |||
FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.750 | % | 3/15/2031 | 51,117 | |||
FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 6.250 | % | 7/15/2032 | 181,243 | |||
FEDERAL HOME LN MTG CORP | U.S. Government Agencies | 12/17/2029 | 35,080 | |||||
FEDERAL NATL MTG ASSN | U.S. Government Agencies | 1.700 | % | 8/28/2019 | 818,055 | |||
FEDERAL NATL MTG ASSN | U.S. Government Agencies | 1.000 | % | 9/20/2017 | 1,340,128 | |||
Total U.S. Government Agencies | 5,166,275 | |||||||
CALIFORNIA ST | State and local obligations | 5.450 | % | 4/1/2015 | 470,696 | |||
CALIFORNIA ST | State and local obligations | 5.950 | % | 4/1/2016 | 208,014 | |||
CALIFORNIA ST | State and local obligations | 3.950 | % | 11/1/2015 | 365,189 | |||
CALIFORNIA ST | State and local obligations | 2.250 | % | 5/1/2019 | 580,133 |
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 | ||||
CALIFORNIA ST | State and local obligations | 5.000 | % | 9/1/2042 | 113,875 | |||
CALIFORNIA ST HLTH FACS FING A | State and local obligations | 5.000 | % | 8/15/2052 | 61,518 | |||
LAS VEGAS VLY NV WTR DIST | State and local obligations | 5.000 | % | 6/1/2039 | 178,941 | |||
MASSACHUSETTS ST SCH BLDG AUTH | State and local obligations | 5.000 | % | 10/15/2041 | 79,719 | |||
MET SAINT LOUIS MO SWR DIST WS | State and local obligations | 5.000 | % | 5/1/2042 | 79,728 | |||
NEW JERSEY ST ECON DEV AUTH RE | State and local obligations | 1.096 | % | 6/15/2016 | 583,111 | |||
NEW JERSEY ST HLTH CARE FACS F | State and local obligations | 5.000 | % | 7/1/2044 | 67,211 | |||
NEW JERSEY ST TRANSPRTN TRUSTF | State and local obligations | 5.000 | % | 6/15/2036 | 346,610 | |||
NEW YORK CITY NY MUNI WTR FINA | State and local obligations | 5.000 | % | 6/15/2047 | 118,139 | |||
NEW YORK ST URBAN DEV CORP REV | State and local obligations | 5.000 | % | 3/15/2024 | 175,398 | |||
Total State and Local Obligations | 3,428,282 | |||||||
COMMIT TO PUR FHLMC GOLD SFM | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | 2,318,414 | |||
COMMIT TO PUR FHLMC GOLD SFM | Agency mortgage backed securities | 4.500 | % | 1/1/2045 | 1,625,801 | |||
COMMIT TO PUR FHLMC GOLD SFM | Agency mortgage backed securities | 5.000 | % | 1/1/2045 | (331,043 | ) | ||
COMMIT TO PUR FHLMC GOLD SFM | Agency mortgage backed securities | 3.500 | % | 1/1/2045 | 519,883 | |||
COMMIT TO PUR FHLMC GOLD SFM | Agency mortgage backed securities | 3.000 | % | 1/1/2045 | (1,363,711 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | 779,561 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.500 | % | 1/1/2030 | 739,484 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | — | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 4.000 | % | 1/1/2045 | (6,243,435 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 4.500 | % | 1/1/2030 | (105,070 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 4.500 | % | 1/1/2045 | 271,367 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 5.000 | % | 1/1/2045 | (2,541,096 | ) |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.000 | % | 1/1/2030 | 1,039,414 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.500 | % | 1/1/2030 | (1,162,047 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.500 | % | 1/1/2045 | (3,575,507 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 5.000 | % | 1/1/2030 | (316,134 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 6.000 | % | 1/1/2045 | 680,414 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 5.500 | % | 1/1/2030 | 211,281 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 5.500 | % | 1/1/2045 | (559,297 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 2.500 | % | 1/1/2030 | 1,730,813 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 3.000 | % | 1/1/2045 | (1,770,234 | ) | ||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 2.500 | % | 1/1/2045 | 293,039 | |||
COMMIT TO PUR FNMA SF MTG | Agency mortgage backed securities | 2.000 | % | 1/1/2030 | 298,781 | |||
COMMIT TO PUR GNMA II JUMBOS | Agency mortgage backed securities | 4.500 | % | 1/20/2045 | (218,523 | ) | ||
COMMIT TO PUR GNMA II JUMBOS | Agency mortgage backed securities | 4.000 | % | 1/20/2045 | (7,934,101 | ) | ||
COMMIT TO PUR GNMA II JUMBOS | Agency mortgage backed securities | 3.500 | % | 1/20/2045 | (1,259,625 | ) | ||
COMMIT TO PUR GNMA II JUMBOS | Agency mortgage backed securities | 3.000 | % | 1/20/2045 | 1,636,200 | |||
COMMIT TO PUR GNMA SF MTG | Agency mortgage backed securities | 4.500 | % | 1/15/2045 | 218,523 | |||
COMMIT TO PUR GNMA SF MTG | Agency mortgage backed securities | 4.000 | % | 1/15/2045 | 429,120 | |||
COMMIT TO PUR GNMA SF MTG | Agency mortgage backed securities | 5.000 | % | 1/15/2045 | 220,262 | |||
COMMIT TO PUR GNMA SF MTG | Agency mortgage backed securities | 3.500 | % | 1/15/2045 | 314,906 | |||
COMMIT TO PUR GNMA SF MTG | Agency mortgage backed securities | 3.000 | % | 1/15/2045 | 204,525 | |||
FANNIE MAE CONNECTICUT C04 1M1 | Agency mortgage backed securities | 11/25/2024 | 302,036 | |||||
FEDERAL HOME LN MTG CORP STRIP | Agency mortgage backed securities | 9/15/2029 | 55,097 | |||||
FEDERAL HOME LN MTG CORP STRIP | Agency mortgage backed securities | 3/15/2031 | 17,820 | |||||
FEDERAL NATL MTG ASSN STRIP PO | Agency mortgage backed securities | 5/15/2030 | 145,947 |
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 #1B-8062 | Agency mortgage backed securities | 3/1/2041 | 39,719 | |||||
FHLMC POOL #2B-0646 | Agency mortgage backed securities | 7/1/2042 | 122,734 | |||||
FHLMC POOL #A7-1746 | Agency mortgage backed securities | 5.500 | % | 1/1/2038 | 213,806 | |||
FHLMC POOL #A8-1740 | Agency mortgage backed securities | 5.500 | % | 9/1/2038 | 197,949 | |||
FHLMC POOL #C0-3805 | Agency mortgage backed securities | 3.500 | % | 4/1/2042 | 95,855 | |||
FHLMC POOL #C0-3811 | Agency mortgage backed securities | 3.500 | % | 4/1/2042 | 94,640 | |||
FHLMC POOL #G0-1838 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | 272,874 | |||
FHLMC POOL #G0-1840 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | 205,675 | |||
FHLMC POOL #G0-7550 | Agency mortgage backed securities | 3.000 | % | 8/1/2043 | 563,914 | |||
FHLMC POOL #G0-7553 | Agency mortgage backed securities | 5.500 | % | 6/1/2041 | 150,475 | |||
FHLMC POOL #G0-7591 | Agency mortgage backed securities | 3.500 | % | 12/1/2043 | 96,550 | |||
FHLMC POOL #G0-7613 | Agency mortgage backed securities | 6.000 | % | 4/1/2039 | 93,134 | |||
FHLMC POOL #G0-7642 | Agency mortgage backed securities | 5.000 | % | 10/1/2041 | 96,178 | |||
FHLMC POOL #G0-7786 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | 252,378 | |||
FHLMC POOL #G1-4010 | Agency mortgage backed securities | 5.500 | % | 5/1/2022 | 514,763 | |||
FHLMC POOL #J0-0252 | Agency mortgage backed securities | 5.500 | % | 10/1/2020 | 11,340 | |||
FHLMC POOL #J0-0813 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | 7,857 | |||
FHLMC POOL #J0-2895 | Agency mortgage backed securities | 5.500 | % | 6/1/2021 | 63,959 | |||
FHLMC POOL #J0-3285 | Agency mortgage backed securities | 5.000 | % | 8/1/2021 | 34,312 | |||
FHLMC POOL #J0-3286 | Agency mortgage backed securities | 5.000 | % | 9/1/2021 | 243,992 | |||
FHLMC POOL #J0-5930 | Agency mortgage backed securities | 5.500 | % | 3/1/2021 | 1,664 | |||
FHLMC POOL #Q1-2841 | Agency mortgage backed securities | 3.500 | % | 11/1/2042 | 86,801 | |||
FHLMC POOL #Q1-4866 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | 94,892 | |||
FHLMC POOL #Q1-6403 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 94,406 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
FHLMC POOL #Q1-6567 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 94,717 | |||
FHLMC POOL #Q1-6673 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 182,583 | |||
FHLMC POOL #Q1-7095 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 91,119 | |||
FHLMC POOL #Q2-0021 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 98,906 | |||
FHLMC POOL #Q2-0206 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 98,698 | |||
FHLMC POOL #Q2-0262 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 194,843 | |||
FHLMC POOL #V8-0169 | Agency mortgage backed securities | 3.000 | % | 7/1/2043 | 580,218 | |||
FHLMC POOL #V8-0355 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | 99,353 | |||
FHLMC MULTICLASS MTG | Agency mortgage backed securities | 4.500 | % | 10/15/2038 | 567,670 | |||
FHLMC MULTICLASS MTG 3817 MA | Agency mortgage backed securities | 4.500 | % | 10/15/2037 | 331,882 | |||
FHLMC MULTICLASS MTG 3824 FA | Agency mortgage backed securities | 3/15/2026 | 508,743 | |||||
FHLMC MULTICLASS MTG 3959 MA | Agency mortgage backed securities | 4.500 | % | 11/15/2041 | 537,117 | |||
FHLMC MULTICLASS MTG 3986 M | Agency mortgage backed securities | 4.500 | % | 9/15/2041 | 503,570 | |||
FNMA POOL #0254548 | Agency mortgage backed securities | 5.500 | % | 12/1/2032 | 261,985 | |||
FNMA POOL #0255316 | Agency mortgage backed securities | 5.000 | % | 7/1/2019 | 35,721 | |||
FNMA POOL #0555424 | Agency mortgage backed securities | 5.500 | % | 5/1/2033 | 199,337 | |||
FNMA POOL #0555591 | Agency mortgage backed securities | 5.500 | % | 7/1/2033 | 84,332 | |||
FNMA POOL #0676654 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | 267,002 | |||
FNMA POOL #0676661 | Agency mortgage backed securities | 5.500 | % | 1/1/2033 | 185,023 | |||
FNMA POOL #0735288 | Agency mortgage backed securities | 5.000 | % | 3/1/2035 | 572,069 | |||
FNMA POOL #0735989 | Agency mortgage backed securities | 5.500 | % | 2/1/2035 | 7,746 | |||
FNMA POOL #0888430 | Agency mortgage backed securities | 5.000 | % | 11/1/2033 | 528,110 | |||
FNMA POOL #0888601 | Agency mortgage backed securities | 5.500 | % | 6/1/2020 | 126,969 | |||
FNMA POOL #0889057 | Agency mortgage backed securities | 5.000 | % | 9/1/2035 | 580,248 |
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 #0889466 | Agency mortgage backed securities | 6.000 | % | 5/1/2038 | 60,320 | |||
FNMA POOL #0889529 | Agency mortgage backed securities | 6.000 | % | 3/1/2038 | 19,359 | |||
FNMA POOL #0889983 | Agency mortgage backed securities | 6.000 | % | 10/1/2038 | 41,899 | |||
FNMA POOL #0890567 | Agency mortgage backed securities | 4.000 | % | 11/1/2043 | 345,899 | |||
FNMA POOL #0987325 | Agency mortgage backed securities | 9/1/2038 | 89,881 | |||||
FNMA POOL #0995113 | Agency mortgage backed securities | 5.500 | % | 9/1/2036 | 365,969 | |||
FNMA POOL #0995203 | Agency mortgage backed securities | 5.000 | % | 7/1/2035 | 445,596 | |||
FNMA POOL #0995320 | Agency mortgage backed securities | 4.500 | % | 12/1/2020 | 202,738 | |||
FNMA POOL #0995324 | Agency mortgage backed securities | 5.000 | % | 12/1/2020 | 331,595 | |||
FNMA POOL #0AB0107 | Agency mortgage backed securities | 5.000 | % | 2/1/2033 | 61,905 | |||
FNMA POOL #0AB0111 | Agency mortgage backed securities | 5.000 | % | 4/1/2036 | 426,726 | |||
FNMA POOL #0AB0127 | Agency mortgage backed securities | 5.000 | % | 2/1/2035 | 434,428 | |||
FNMA POOL #0AB3251 | Agency mortgage backed securities | 3.500 | % | 7/1/2026 | 637,835 | |||
FNMA POOL #0AB7271 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | 84,026 | |||
FNMA POOL #0AB7425 | Agency mortgage backed securities | 3.000 | % | 12/1/2042 | 70,381 | |||
FNMA POOL #0AB7458 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | 89,906 | |||
FNMA POOL #0AB7497 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | 88,897 | |||
FNMA POOL #0AB7567 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | 88,587 | |||
FNMA POOL #0AB7755 | Agency mortgage backed securities | 3.000 | % | 1/1/2043 | 95,909 | |||
FNMA POOL #0AB7762 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | 79,819 | |||
FNMA POOL #0AB8558 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | 79,323 | |||
FNMA POOL #0AB8701 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 207,558 | |||
FNMA POOL #0AB8712 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 26,757 | |||
FNMA POOL #0AB8830 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 73,335 |
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 #0AB8923 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 94,610 | |||
FNMA POOL #0AB8924 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 90,295 | |||
FNMA POOL #0AB9016 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 180,394 | |||
FNMA POOL #0AB9173 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | 90,868 | |||
FNMA POOL #0AB9462 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | 122,866 | |||
FNMA POOL #0AB9662 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | 155,102 | |||
FNMA POOL #0AD0454 | Agency mortgage backed securities | 5.000 | % | 11/1/2021 | 130,402 | |||
FNMA POOL #0AD7992 | Agency mortgage backed securities | 4.500 | % | 7/1/2040 | 104,518 | |||
FNMA POOL #0AD8036 | Agency mortgage backed securities | 4.500 | % | 8/1/2040 | 287,922 | |||
FNMA POOL #0AE0096 | Agency mortgage backed securities | 5.500 | % | 7/1/2025 | 333,443 | |||
FNMA POOL #0AE0812 | Agency mortgage backed securities | 5.000 | % | 7/1/2025 | 444,295 | |||
FNMA POOL #0AE0823 | Agency mortgage backed securities | 6.000 | % | 9/1/2040 | 20,494 | |||
FNMA POOL #0AE0835 | Agency mortgage backed securities | 4.000 | % | 1/1/2041 | 96,632 | |||
FNMA POOL #0AE0919 | Agency mortgage backed securities | 5.000 | % | 5/1/2021 | 310,132 | |||
FNMA POOL #0AH0942 | Agency mortgage backed securities | 4.000 | % | 12/1/2040 | 1,881,700 | |||
FNMA POOL #0AH3807 | Agency mortgage backed securities | 4.000 | % | 2/1/2041 | 90,808 | |||
FNMA POOL #0AH6958 | Agency mortgage backed securities | 2/1/2041 | 71,606 | |||||
FNMA POOL #0AL0533 | Agency mortgage backed securities | 7/1/2041 | 204,035 | |||||
FNMA POOL #0AL1704 | Agency mortgage backed securities | 6.500 | % | 5/1/2040 | 255,916 | |||
FNMA POOL #0AL1938 | Agency mortgage backed securities | 4.000 | % | 12/1/2026 | 207,384 | |||
FNMA POOL #0AL2683 | Agency mortgage backed securities | 4.000 | % | 9/1/2026 | 270,698 | |||
FNMA POOL #0AL2935 | Agency mortgage backed securities | 3.500 | % | 2/1/2043 | 101,130 | |||
FNMA POOL #0AL3162 | Agency mortgage backed securities | 3.000 | % | 2/1/2043 | 362,965 | |||
FNMA POOL #0AL3692 | Agency mortgage backed securities | 4.000 | % | 5/1/2043 | 199,320 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
FNMA POOL #0AL3759 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | 92,567 | |||
FNMA POOL #0AL4009 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 479,395 | |||
FNMA POOL #0AL4010 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 153,487 | |||
FNMA POOL #0AL4014 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 477,600 | |||
FNMA POOL #0AL4141 | Agency mortgage backed securities | 6.000 | % | 4/1/2040 | 274,471 | |||
FNMA POOL #0AL4142 | Agency mortgage backed securities | 6.000 | % | 6/1/2041 | 72,353 | |||
FNMA POOL #0AL4244 | Agency mortgage backed securities | 4.000 | % | 7/1/2042 | 499,591 | |||
FNMA POOL #0AL4543 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 282,323 | |||
FNMA POOL #0AL4682 | Agency mortgage backed securities | 3.500 | % | 12/1/2043 | 197,856 | |||
FNMA POOL #0AL4840 | Agency mortgage backed securities | 4.000 | % | 2/1/2044 | 102,191 | |||
FNMA POOL #0AL4915 | Agency mortgage backed securities | 4.000 | % | 2/1/2044 | 90,606 | |||
FNMA POOL #0AL4922 | Agency mortgage backed securities | 3.500 | % | 2/1/2029 | 97,984 | |||
FNMA POOL #0AL5096 | Agency mortgage backed securities | 4.000 | % | 11/1/2043 | 98,171 | |||
FNMA POOL #0AL5097 | Agency mortgage backed securities | 4.500 | % | 9/1/2043 | 468,575 | |||
FNMA POOL #0AL5227 | Agency mortgage backed securities | 4.000 | % | 11/1/2042 | 90,906 | |||
FNMA POOL #0AL5735 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | 64,974 | |||
FNMA POOL #0AL5956 | Agency mortgage backed securities | 4.000 | % | 5/1/2027 | 522,345 | |||
FNMA POOL #0AL5986 | Agency mortgage backed securities | 4.000 | % | 10/1/2044 | 30,778 | |||
FNMA POOL #0AL5987 | Agency mortgage backed securities | 4.000 | % | 10/1/2044 | 82,553 | |||
FNMA POOL #0AL6003 | Agency mortgage backed securities | 4.500 | % | 7/1/2042 | 632,258 | |||
FNMA POOL #0AL6051 | Agency mortgage backed securities | 4.000 | % | 9/1/2044 | 212,242 | |||
FNMA POOL #0AL6161 | Agency mortgage backed securities | 3.500 | % | 12/1/2029 | 634,627 | |||
FNMA POOL #0AO6482 | Agency mortgage backed securities | 7/1/2042 | 30,273 | |||||
FNMA POOL #0AP0006 | Agency mortgage backed securities | 7/1/2042 | 151,815 |
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 #0AQ1292 | Agency mortgage backed securities | 2.500 | % | 2/1/2028 | 79,452 | |||
FNMA POOL #0AR1729 | Agency mortgage backed securities | 4.000 | % | 2/1/2043 | 422,534 | |||
FNMA POOL #0AR3218 | Agency mortgage backed securities | 3.500 | % | 4/1/2043 | 104,144 | |||
FNMA POOL #0AR7568 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 49,981 | |||
FNMA POOL #0AR7576 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 92,917 | |||
FNMA POOL #0AR8582 | Agency mortgage backed securities | 3.500 | % | 6/1/2043 | 101,767 | |||
FNMA POOL #0AR8630 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 94,409 | |||
FNMA POOL #0AR9194 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 222,014 | |||
FNMA POOL #0AR9218 | Agency mortgage backed securities | 3.000 | % | 3/1/2043 | 87,708 | |||
FNMA POOL #0AS0209 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | 192,827 | |||
FNMA POOL #0AS0779 | Agency mortgage backed securities | 4.000 | % | 10/1/2043 | 751,803 | |||
FNMA POOL #0AS1200 | Agency mortgage backed securities | 4.000 | % | 12/1/2043 | 42,296 | |||
FNMA POOL #0AS1453 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | 37,859 | |||
FNMA POOL #0AS1539 | Agency mortgage backed securities | 3.500 | % | 1/1/2044 | 61,254 | |||
FNMA POOL #0AS1773 | Agency mortgage backed securities | 4.000 | % | 2/1/2044 | 204,447 | |||
FNMA POOL #0AS2316 | Agency mortgage backed securities | 4.000 | % | 5/1/2044 | 43,840 | |||
FNMA POOL #0AS2591 | Agency mortgage backed securities | 3.500 | % | 6/1/2044 | 24,180 | |||
FNMA POOL #0AS2676 | Agency mortgage backed securities | 3.000 | % | 6/1/2029 | 201,524 | |||
FNMA POOL #0AS3031 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | 63,536 | |||
FNMA POOL #0AS3034 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | 39,407 | |||
FNMA POOL #0AS3220 | Agency mortgage backed securities | 3.000 | % | 9/1/2029 | 101,328 | |||
FNMA POOL #0AS3684 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 101,663 | |||
FNMA POOL #0AS3696 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 86,120 | |||
FNMA POOL #0AS3698 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 49,710 |
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 #0AS3704 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 323,797 | |||
FNMA POOL #0AS3945 | Agency mortgage backed securities | 4.000 | % | 12/1/2044 | 176,460 | |||
FNMA POOL #0AS3949 | Agency mortgage backed securities | 4.000 | % | 12/1/2044 | 82,893 | |||
FNMA POOL #0AT2037 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 38,909 | |||
FNMA POOL #0AT2040 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 86,761 | |||
FNMA POOL #0AT2043 | Agency mortgage backed securities | 3.000 | % | 4/1/2043 | 94,568 | |||
FNMA POOL #0AT2719 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | 271,938 | |||
FNMA POOL #0AT4327 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 99,970 | |||
FNMA POOL #0AT6321 | Agency mortgage backed securities | 3.500 | % | 6/1/2043 | 191,762 | |||
FNMA POOL #0AT6654 | Agency mortgage backed securities | 3.000 | % | 5/1/2043 | 90,004 | |||
FNMA POOL #0AT7333 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | 23,652 | |||
FNMA POOL #0AT7676 | Agency mortgage backed securities | 3.000 | % | 6/1/2043 | 42,240 | |||
FNMA POOL #0AT7940 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 200,029 | |||
FNMA POOL #0AT8464 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 90,621 | |||
FNMA POOL #0AU0613 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | 98,084 | |||
FNMA POOL #0AU1633 | Agency mortgage backed securities | 3.500 | % | 7/1/2043 | 311,413 | |||
FNMA POOL #0AU3032 | Agency mortgage backed securities | 3.500 | % | 8/1/2043 | 23,350 | |||
FNMA POOL #0AU6963 | Agency mortgage backed securities | 3.500 | % | 10/1/2028 | 678,456 | |||
FNMA POOL #0AV2356 | Agency mortgage backed securities | 4.000 | % | 1/1/2044 | 102,787 | |||
FNMA POOL #0AV8836 | Agency mortgage backed securities | 4.000 | % | 9/1/2044 | 26,229 | |||
FNMA POOL #0AV8847 | Agency mortgage backed securities | 4.000 | % | 10/1/2044 | 26,902 | |||
FNMA POOL #0AV8862 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 70,424 | |||
FNMA POOL #0AW0391 | Agency mortgage backed securities | 3.500 | % | 4/1/2029 | 202,861 | |||
FNMA POOL #0AW0937 | Agency mortgage backed securities | 3.000 | % | 4/1/2029 | 100,736 |
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 #0AW1247 | Agency mortgage backed securities | 3.000 | % | 5/1/2029 | 99,981 | |||
FNMA POOL #0AW4287 | Agency mortgage backed securities | 3.500 | % | 8/1/2044 | 27,695 | |||
FNMA POOL #0AW8188 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | 51,709 | |||
FNMA POOL #0AW8191 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | 52,157 | |||
FNMA POOL #0AW8760 | Agency mortgage backed securities | 4.000 | % | 9/1/2044 | 26,858 | |||
FNMA POOL #0AX0832 | Agency mortgage backed securities | 3.500 | % | 9/1/2044 | 311,623 | |||
FNMA POOL #0AX1378 | Agency mortgage backed securities | 4.000 | % | 8/1/2044 | 27,204 | |||
FNMA POOL #0AX2569 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 80,801 | |||
FNMA POOL #0AX3063 | Agency mortgage backed securities | 4.000 | % | 10/1/2044 | 26,655 | |||
FNMA POOL #0AX3209 | Agency mortgage backed securities | 4.000 | % | 9/1/2044 | 28,759 | |||
FNMA POOL #0AX4403 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 26,927 | |||
FNMA POOL #0AX5017 | Agency mortgage backed securities | 4.000 | % | 10/1/2044 | 26,989 | |||
FNMA POOL #0AX5297 | Agency mortgage backed securities | 5.000 | % | 1/1/2042 | 373,928 | |||
FNMA POOL #0AX6846 | Agency mortgage backed securities | 4.000 | % | 11/1/2044 | 82,904 | |||
FNMA GTD REMIC P/T | Agency mortgage backed securities | 12/27/2022 | 241,378 | |||||
FNMA GTD REMIC P/T 02-T6 A1 | Agency mortgage backed securities | 3.310 | % | 2/25/2032 | 30,045 | |||
FNMA GTD REMIC P/T 04-88 HA | Agency mortgage backed securities | 6.500 | % | 7/25/2034 | 2,643 | |||
FNMA GTD REMIC P/T 14-58 VM | Agency mortgage backed securities | 4.000 | % | 8/25/2033 | 430,537 | |||
GNMA POOL #0499416 | Agency mortgage backed securities | 6.000 | % | 2/15/2029 | 738 | |||
GNMA POOL #0615516 | Agency mortgage backed securities | 4.500 | % | 9/15/2033 | 29,871 | |||
GNMA POOL #0689835 | Agency mortgage backed securities | 6.500 | % | 8/15/2038 | 36,479 | |||
GNMA POOL #0728627 | Agency mortgage backed securities | 4.500 | % | 1/15/2040 | 36,807 | |||
GNMA POOL #0738019 | Agency mortgage backed securities | 4.500 | % | 2/15/2041 | 76,376 | |||
GNMA POOL #0745793 | Agency mortgage backed securities | 4.500 | % | 7/15/2040 | 124,190 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
GNMA POOL #0781590 | Agency mortgage backed securities | 5.500 | % | 4/15/2033 | 15,105 | |||
GNMA POOL #0782510 | Agency mortgage backed securities | 6.500 | % | 12/15/2038 | 36,176 | |||
GNMA POOL #0782557 | Agency mortgage backed securities | 5.000 | % | 1/15/2039 | 194,495 | |||
GNMA POOL #0782619 | Agency mortgage backed securities | 5.000 | % | 4/15/2039 | 146,522 | |||
GNMA POOL #0782958 | Agency mortgage backed securities | 5.000 | % | 5/15/2040 | 96,493 | |||
GNMA POOL #0783571 | Agency mortgage backed securities | 5.000 | % | 12/15/2033 | 55,574 | |||
GNMA POOL #0783609 | Agency mortgage backed securities | 4.500 | % | 10/15/2040 | 288,599 | |||
GNMA POOL #0783610 | Agency mortgage backed securities | 4.500 | % | 11/15/2041 | 202,272 | |||
GNMA GTD REMIC P/T 04-104 FJ | Agency mortgage backed securities | 9/20/2033 | 36,556 | |||||
GNMA II POOL #0004223 | Agency mortgage backed securities | 6.500 | % | 8/20/2038 | 42,890 | |||
GNMA II POOL #0004292 | Agency mortgage backed securities | 6.500 | % | 11/20/2038 | 24,580 | |||
GNMA II POOL #0004559 | Agency mortgage backed securities | 5.000 | % | 10/20/2039 | 666,760 | |||
GNMA II POOL #0004800 | Agency mortgage backed securities | 4.000 | % | 9/20/2040 | 14,020 | |||
GNMA II POOL #0004833 | Agency mortgage backed securities | 4.000 | % | 10/20/2040 | 15,060 | |||
GNMA II POOL #0004882 | Agency mortgage backed securities | 4.000 | % | 12/20/2040 | 212,004 | |||
GNMA II POOL #0004922 | Agency mortgage backed securities | 4.000 | % | 1/20/2041 | 160,234 | |||
GNMA II POOL #0005018 | Agency mortgage backed securities | 5.000 | % | 4/20/2041 | 37,777 | |||
GNMA II POOL #0005056 | Agency mortgage backed securities | 5.000 | % | 5/20/2041 | 9,977 | |||
GNMA II POOL #0005083 | Agency mortgage backed securities | 5.000 | % | 6/20/2041 | 103,200 | |||
GNMA II POOL #0005115 | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | 698,491 | |||
GNMA II POOL #0005116 | Agency mortgage backed securities | 5.000 | % | 7/20/2041 | 52,746 | |||
GNMA II POOL #0783584 | Agency mortgage backed securities | 4.500 | % | 7/20/2041 | 77,721 | |||
GNMA II POOL #0783590 | Agency mortgage backed securities | 4.500 | % | 6/20/2041 | 155,403 | |||
GNMA II POOL #0MA2303 | Agency mortgage backed securities | 3.500 | % | 10/20/2044 | 3,659,928 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
GNMA II POOL #0MA2304 | Agency mortgage backed securities | 4.000 | % | 10/20/2044 | 6,195,807 | |||
GNMA II POOL #0MA2372 | Agency mortgage backed securities | 4.000 | % | 11/20/2044 | 1,715,563 | |||
GNMA II POOL #0MA2446 | Agency mortgage backed securities | 4.000 | % | 12/20/2044 | 1,074,456 | |||
NAVIENT PRIVATE EDU AA A1 144A | Agency mortgage backed securities | 5/16/2022 | 383,179 | |||||
Total agency mortgage backed securities | 38,793,225 | |||||||
ALLY AUTO RECEIVABL 5 C 144A | Asset and other mortgage backed securities | 2.900 | % | 5/15/2017 | 410,352 | |||
ALLY AUTO RECEIVABLES TRU 3 A2 | Asset and other mortgage backed securities | 0.810 | % | 9/15/2017 | 534,868 | |||
AMERICAN EXPRESS CREDIT AC 2 A | Asset and other mortgage backed securities | 1.260 | % | 1/15/2020 | 599,806 | |||
AMERICREDIT AUTOMOBILE R 4 A2A | Asset and other mortgage backed securities | 0.720 | % | 4/9/2018 | 469,793 | |||
AMERICREDIT AUTOMOBILE R 5 A2A | Asset and other mortgage backed securities | 0.650 | % | 3/8/2017 | 230,108 | |||
AMERICREDIT AUTOMOBILE RE 2 A3 | Asset and other mortgage backed securities | 0.940 | % | 2/8/2019 | 229,093 | |||
AMERICREDIT AUTOMOBILE RE 5 A3 | Asset and other mortgage backed securities | 0.900 | % | 9/10/2018 | 249,916 | |||
AMERICREDIT AUTOMOBILE RE 5 A3 | Asset and other mortgage backed securities | 0.900 | % | 9/10/2018 | 439,851 | |||
AMERICREDIT AUTOMOBILE REC 2 B | Asset and other mortgage backed securities | 1.780 | % | 3/8/2017 | 536,655 | |||
AMERICREDIT AUTOMOBILE REC 2 C | Asset and other mortgage backed securities | 2.640 | % | 10/10/2017 | 370,818 | |||
ARI FLEET LEASE TRUS A A2 144A | Asset and other mortgage backed securities | 0.700 | % | 12/15/2015 | 354,906 | |||
ARI FLEET LEASE TRUS A A2 144A | Asset and other mortgage backed securities | 0.810 | % | 11/15/2022 | 539,620 | |||
ARI FLEET LEASE TRUS A A2 144A | Asset and other mortgage backed securities | 0.700 | % | 12/15/2015 | 198,748 | |||
ARI FLEET LEASE TRUST B A 144A | Asset and other mortgage backed securities | 1/15/2021 | 274,616 | |||||
BANC OF AMERICA COMMERCI 3 A1A | Asset and other mortgage backed securities | 6/10/2049 | 327,433 | |||||
BANC OF AMERICA COMMERCI 4 A1A | Asset and other mortgage backed securities | 2/10/2051 | 391,667 | |||||
BANC OF AMERICA COMMERCIA 4 AM | Asset and other mortgage backed securities | 5.675 | % | 7/10/2046 | 239,648 | |||
BEAR STEARNS ALT-A TRUST 13 A1 | Asset and other mortgage backed securities | 11/25/2034 | 88,736 |
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 | ||||
BEAR STEARNS ARM TRUST 20 7 4A | Asset and other mortgage backed securities | 10/25/2034 | 58,594 | |||||
BEAR STEARNS COMMERCI PW17 A1A | Asset and other mortgage backed securities | 6/11/2050 | 386,055 | |||||
BMW FLOORPLAN MASTER 1A A 144A | Asset and other mortgage backed securities | 9/15/2017 | 956,386 | |||||
CAPITAL AUTO RECEIVABLES 1 A3 | Asset and other mortgage backed securities | 0.790 | % | 6/20/2017 | 400,342 | |||
CAPITAL AUTO RECEIVABLES 1 A4 | Asset and other mortgage backed securities | 0.970 | % | 1/22/2018 | 389,790 | |||
CAPITAL ONE MULTI-ASSET A1 A1 | Asset and other mortgage backed securities | 11/15/2019 | 955,466 | |||||
CARMAX AUTO OWNER TRUST 2 1 A3 | Asset and other mortgage backed securities | 0.600 | % | 10/16/2017 | 829,188 | |||
CDGJ COMMERCIAL MO BXCH A 144A | Asset and other mortgage backed securities | 12/15/2027 | 385,127 | |||||
CHASE ISSUANCE TRUST A1 A1 | Asset and other mortgage backed securities | 1.150 | % | 1/15/2019 | 214,894 | |||
CHASE ISSUANCE TRUST A6 A6 | Asset and other mortgage backed securities | 1.260 | % | 7/15/2019 | 926,921 | |||
CHESAPEAKE FUNDING L 1A A 144A | Asset and other mortgage backed securities | 11/7/2023 | 120,039 | |||||
CHRYSLER CAPITAL AUT AA B 144A | Asset and other mortgage backed securities | 1.760 | % | 8/15/2019 | 674,012 | |||
CITIBANK CREDIT CARD ISS A1 A1 | Asset and other mortgage backed securities | 2.880 | % | 1/23/2023 | 364,046 | |||
CITIBANK CREDIT CARD ISS A6 A6 | Asset and other mortgage backed securities | 1.320 | % | 9/7/2018 | 1,307,207 | |||
CITIBANK CREDIT CARD ISS A8 A8 | Asset and other mortgage backed securities | 5.650 | % | 9/20/2019 | 887,344 | |||
CITIGROUP COMMERCI 388G A 144A | Asset and other mortgage backed securities | 6/15/2033 | 875,833 | |||||
CITIGROUP COMMERCI 388G A 144A | Asset and other mortgage backed securities | 6/15/2033 | 135,129 | |||||
CNH EQUIPMENT TRUST 2013- A A3 | Asset and other mortgage backed securities | 0.690 | % | 6/15/2018 | 574,155 | |||
COMM 2013-GAM GAM A2 144A | Asset and other mortgage backed securities | 3.367 | % | 2/10/2028 | 282,020 | |||
COMM 2013-LC6 MORTGAGE LC6 XA | Asset and other mortgage backed securities | 1/10/2046 | 314,931 | |||||
COMM 2014-CCRE16 MORTG CR16 A4 | Asset and other mortgage backed securities | 4.051 | % | 4/10/2047 | 65,085 | |||
COMM 2014-CCRE17 MORTG CR17 XA | Asset and other mortgage backed securities | 5/10/2047 | 529,912 | |||||
COMM 2014-FL5 MORTG FL5 A 144A | Asset and other mortgage backed securities | 10/15/2031 | 330,029 | |||||
COMM 2014-LC15 MORTGAG LC15 A4 | Asset and other mortgage backed securities | 4.006 | % | 4/10/2047 | 91,356 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
COMM 2014-PAT MORTG PAT A 144A | Asset and other mortgage backed securities | 8/13/2027 | 503,713 | |||||
COMM 2014-TWC MORTG TWC A 144A | Asset and other mortgage backed securities | 2/13/2032 | 283,974 | |||||
COMM 2014-UBS2 MORTGAG UBS2 AM | Asset and other mortgage backed securities | 4.199 | % | 3/10/2047 | 306,500 | |||
COMMERCIAL MORTGAG LTRT B 144A | Asset and other mortgage backed securities | 3.800 | % | 10/5/2030 | 304,809 | |||
COMMERCIAL MORTGAGE PAS CR3 A1 | Asset and other mortgage backed securities | 0.666 | % | 10/15/2045 | 659,889 | |||
COMMERCIAL MORTGAGE TR GG9 A1A | Asset and other mortgage backed securities | 5.426 | % | 3/10/2039 | 798,398 | |||
CREDIT ACCEPTANCE AU 2A A 144A | Asset and other mortgage backed securities | 1.880 | % | 3/15/2022 | 495,018 | |||
CREDIT ACCEPTANCE AU 2A A 144A | Asset and other mortgage backed securities | 1.880 | % | 3/15/2022 | 465,017 | |||
CREDIT SUISSE COMMERCIAL C1 AJ | Asset and other mortgage backed securities | 2/15/2039 | 301,542 | |||||
CREDIT SUISSE COMMERCIAL C5 AM | Asset and other mortgage backed securities | 5.343 | % | 12/15/2039 | 345,030 | |||
DBRR 2013-EZ3 TRUST EZ3 A 144A | Asset and other mortgage backed securities | 12/18/2049 | 432,184 | |||||
DBUBS 2011-LC1 MO LC1A A2 144A | Asset and other mortgage backed securities | 4.528 | % | 11/10/2046 | 642,237 | |||
FIRST INVESTORS AUT 1A A2 144A | Asset and other mortgage backed securities | 0.900 | % | 10/15/2018 | 129,967 | |||
FORD CREDIT AUTO OWNER TR A A3 | Asset and other mortgage backed securities | 0.790 | % | 5/15/2018 | 499,614 | |||
FORD CREDIT AUTO OWNER TR C A2 | Asset and other mortgage backed securities | 0.610 | % | 8/15/2017 | 344,505 | |||
FORD CREDIT FLOORPLAN MAS 1 A1 | Asset and other mortgage backed securities | 0.850 | % | 1/15/2018 | 614,962 | |||
FORD CREDIT FLOORPLAN MAS 1 A2 | Asset and other mortgage backed securities | 2/15/2019 | 525,261 | |||||
FORD CREDIT FLOORPLAN MAST 2 A | Asset and other mortgage backed securities | 1/15/2019 | 965,485 | |||||
GE COMMERCIAL MORTGAGE C1 A1A | Asset and other mortgage backed securities | 12/10/2049 | 314,074 | |||||
GMAC COMMERCIAL MORTGAGE C2 A4 | Asset and other mortgage backed securities | 8/10/2038 | 6,116 | |||||
GOLDEN CREDIT CARD T 5A A 144A | Asset and other mortgage backed securities | 0.790 | % | 9/15/2017 | 1,401,294 | |||
GRANITE MASTER ISSU 1A A5 144A | Asset and other mortgage backed securities | 12/20/2054 | 345,677 | |||||
GRANITE MASTER ISSUER PL 1 2A1 | Asset and other mortgage backed securities | 12/20/2054 | 280,738 | |||||
GRANITE MASTER ISSUER PL 2 3A1 | Asset and other mortgage backed securities | 12/17/2054 | 348,209 |
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 | ||||
GRANITE MASTER ISSUER PLC 2 A6 | Asset and other mortgage backed securities | 12/20/2054 | 494,469 | |||||
GRANITE MASTER ISSUER PLC 3 A4 | Asset and other mortgage backed securities | 12/20/2054 | 817,270 | |||||
GRANITE MASTER ISSUER PLC 3 A7 | Asset and other mortgage backed securities | 12/20/2054 | 332,523 | |||||
GRANITE MORTGAGES 04-1 P 1 2A1 | Asset and other mortgage backed securities | 3/20/2044 | 264,058 | |||||
GS MORTGAGE SECURITIES GC18 A4 | Asset and other mortgage backed securities | 4.074 | % | 1/10/2047 | 301,453 | |||
GS MORTGAGE SECURITIES GC22 B | Asset and other mortgage backed securities | 6/10/2047 | 189,922 | |||||
GS MORTGAGE SECURITIES GC22 C | Asset and other mortgage backed securities | 6/10/2047 | 186,957 | |||||
GS MORTGAGE SECURITIES GC24 A5 | Asset and other mortgage backed securities | 3.931 | % | 9/10/2047 | 112,012 | |||
GS MORTGAGE SECURITIES GC5 A2 | Asset and other mortgage backed securities | 2.999 | % | 8/10/2044 | 148,832 | |||
HILTON USA TRUST HLT AFX 144A | Asset and other mortgage backed securities | 2.662 | % | 11/5/2030 | 275,347 | |||
IFC SBA LOAN-BACKED A 1 A 144A | Asset and other mortgage backed securities | 1/15/2024 | 49,926 | |||||
JP MORGAN CHASE C PLSD A2 144A | Asset and other mortgage backed securities | 3.364 | % | 11/13/2044 | 310,938 | |||
JP MORGAN CHASE COM FL6 A 144A | Asset and other mortgage backed securities | 11/15/2031 | 345,059 | |||||
JP MORGAN CHASE COMME CB18 A1A | Asset and other mortgage backed securities | 6/12/2047 | 487,463 | |||||
JP MORGAN CHASE COMME LDPX A1A | Asset and other mortgage backed securities | 5.439 | % | 1/15/2049 | 524,038 | |||
LANARK MASTER ISSUE 2A 1A 144A | Asset and other mortgage backed securities | 12/22/2054 | 344,412 | |||||
LANARK MASTER ISSUE 2A 1A 144A | Asset and other mortgage backed securities | 12/22/2054 | 438,342 | |||||
LB-UBS COMMERCIAL MORTGA C1 AM | Asset and other mortgage backed securities | 5.455 | % | 2/15/2040 | 256,097 | |||
LB-UBS COMMERCIAL MORTGA C7 A3 | Asset and other mortgage backed securities | 5.347 | % | 11/15/2038 | 664,730 | |||
MERCEDES-BENZ AUTO RECEIV 1 A3 | Asset and other mortgage backed securities | 0.870 | % | 10/15/2018 | 683,189 | |||
MERRILL LYNCH MORTGAGE C1 ASB | Asset and other mortgage backed securities | 6/12/2050 | 565,741 | |||||
ML-CFC COMMERCIAL MORTGA 4 A1A | Asset and other mortgage backed securities | 5.166 | % | 12/12/2049 | 374,523 | |||
ML-CFC COMMERCIAL MORTGAG 4 AM | Asset and other mortgage backed securities | 5.204 | % | 12/12/2049 | 191,904 | |||
MORGAN STANLEY BANK OF C13 XA | Asset and other mortgage backed securities | 11/15/2046 | 536,174 |
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 BANK OF C19 A4 | Asset and other mortgage backed securities | 3.526 | % | 12/15/2047 | 279,861 | |||
MORGAN STANLEY CAPITA HQ11 A1A | Asset and other mortgage backed securities | 2/12/2044 | 328,794 | |||||
MORGAN STANLEY CAPITA HQ9 A4FL | Asset and other mortgage backed securities | 7/12/2044 | 481,414 | |||||
MORGAN STANLEY CAPITA IQ12 A1A | Asset and other mortgage backed securities | 5.319 | % | 12/15/2043 | 501,908 | |||
MORGAN STANLEY CAPITA IQ14 A1A | Asset and other mortgage backed securities | 4/15/2049 | 241,379 | |||||
MORGAN STANLEY CAPITAL HQ10 A4 | Asset and other mortgage backed securities | 5.328 | % | 11/12/2041 | 501,757 | |||
MORGAN STANLEY CAPITAL IQ15 A4 | Asset and other mortgage backed securities | 6/11/2049 | 699,212 | |||||
MORGAN STANLEY REREM XA A 144A | Asset and other mortgage backed securities | 2.000 | % | 7/27/2049 | 461,516 | |||
MORGAN STANLEY REREM XA A 144A | Asset and other mortgage backed securities | 2.000 | % | 7/27/2049 | 276,474 | |||
MORGAN STANLEY TR 2012-IO 144A | Asset and other mortgage backed securities | 1.000 | % | 3/27/2051 | 7,545 | |||
MOTEL 6 TRUST MTL6 A1 144A | Asset and other mortgage backed securities | 1.500 | % | 10/5/2025 | 150,522 | |||
MOTEL 6 TRUST MTL6 A2 144A | Asset and other mortgage backed securities | 1.948 | % | 10/5/2025 | 862,231 | |||
MOTOR PLC 12A A1C 144A | Asset and other mortgage backed securities | 1.286 | % | 2/25/2020 | — | |||
NAVIENT PRIVATE EDU CTA A 144A | Asset and other mortgage backed securities | 9/16/2024 | 128,630 | |||||
NELNET STUDENT LOAN TRUST 1 A4 | Asset and other mortgage backed securities | 10/26/2020 | 313,796 | |||||
NEXTGEAR FLOORPLAN M 1A A 144A | Asset and other mortgage backed securities | 1.920 | % | 10/15/2019 | 319,288 | |||
NISSAN MASTER OWNER TRUST A A | Asset and other mortgage backed securities | 2/15/2018 | 913,957 | |||||
ONEMAIN FINANCIAL IS 1A A 144A | Asset and other mortgage backed securities | 2.430 | % | 6/18/2024 | 334,993 | |||
ONEMAIN FINANCIAL IS 2A A 144A | Asset and other mortgage backed securities | 2.470 | % | 9/18/2024 | 1,139,449 | |||
ONEMAIN FINANCIAL IS 2A A 144A | Asset and other mortgage backed securities | 2.470 | % | 9/18/2024 | 446,744 | |||
PFS FINANCING CORP AA A 144A | Asset and other mortgage backed securities | 2/15/2018 | 574,856 | |||||
PFS FINANCING CORP BA A 144A | Asset and other mortgage backed securities | 10/15/2019 | 444,976 | |||||
PRESTIGE AUTO RECEI 1A A3 144A | Asset and other mortgage backed securities | 1.330 | % | 5/15/2019 | 235,349 | |||
PRESTIGE AUTO RECEI 1A A3 144A | Asset and other mortgage backed securities | 1.520 | % | 4/15/2020 | 464,052 |
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 | ||||
PRICOA GLOBAL FUNDING I | Asset and other mortgage backed securities | 6/24/2016 | 415,088 | |||||
PRINCIPAL LIFE GLOBAL FUN 144A | Asset and other mortgage backed securities | 1.125 | % | 9/18/2015 | 542,184 | |||
PRINCIPAL LIFE GLOBAL FUN 144A | Asset and other mortgage backed securities | 1.000 | % | 12/11/2015 | 756,930 | |||
RBSCF TRUST 2009- RR2 WBB 144A | Asset and other mortgage backed securities | 2/16/2051 | 118,293 | |||||
SAMSUNG ELECTRONICS AMERI 144A | Asset and other mortgage backed securities | 1.750 | % | 4/10/2017 | 581,758 | |||
SANTANDER DRIVE AUTO A B 144A | Asset and other mortgage backed securities | 1.890 | % | 10/15/2019 | 459,007 | |||
SANTANDER DRIVE AUTO A C 144A | Asset and other mortgage backed securities | 3.120 | % | 10/15/2019 | 906,144 | |||
SANTANDER DRIVE AUTO AA C 144A | Asset and other mortgage backed securities | 1.780 | % | 11/15/2018 | 566,152 | |||
SANTANDER DRIVE AUTO REC 3 A2A | Asset and other mortgage backed securities | 0.540 | % | 8/15/2017 | 522,672 | |||
SANTANDER DRIVE AUTO REC 4 A2A | Asset and other mortgage backed securities | 0.670 | % | 1/16/2018 | 509,685 | |||
SANTANDER DRIVE AUTO REC 5 A2A | Asset and other mortgage backed securities | 0.720 | % | 4/16/2018 | 519,741 | |||
SANTANDER DRIVE AUTO RECE 3 A3 | Asset and other mortgage backed securities | 0.700 | % | 10/16/2017 | 318,589 | |||
SANTANDER DRIVE AUTO RECE 4 A3 | Asset and other mortgage backed securities | 1.080 | % | 9/17/2018 | 404,503 | |||
SANTANDER DRIVE AUTO RECEI 1 B | Asset and other mortgage backed securities | 1.160 | % | 1/15/2019 | 606,756 | |||
SANTANDER DRIVE AUTO RECEI 1 C | Asset and other mortgage backed securities | 3.780 | % | 11/15/2017 | 430,494 | |||
SANTANDER DRIVE AUTO RECEI 3 C | Asset and other mortgage backed securities | 3.090 | % | 5/15/2017 | 173,234 | |||
SANTANDER DRIVE AUTO RECEI 3 C | Asset and other mortgage backed securities | 1.810 | % | 4/15/2019 | 429,798 | |||
SANTANDER DRIVE AUTO RECEI 4 B | Asset and other mortgage backed securities | 1.830 | % | 3/15/2017 | 342,397 | |||
SANTANDER DRIVE AUTO RECEI 5 B | Asset and other mortgage backed securities | 1.550 | % | 10/15/2018 | 366,167 | |||
SLM PRIVATE CREDIT STUDEN B A2 | Asset and other mortgage backed securities | 6/15/2021 | 257,343 | |||||
SLM PRIVATE EDUCATI A A2A 144A | Asset and other mortgage backed securities | 1.770 | % | 5/17/2027 | 247,173 | |||
SLM PRIVATE EDUCATI A A2B 144A | Asset and other mortgage backed securities | 5/17/2027 | 387,513 | |||||
SLM PRIVATE EDUCATI B A2B 144A | Asset and other mortgage backed securities | 6/17/2030 | 489,705 | |||||
SLM PRIVATE EDUCATIO A A1 144A | Asset and other mortgage backed securities | 7/15/2022 | 205,473 |
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 | ||||
SLM PRIVATE EDUCATIO A A1 144A | Asset and other mortgage backed securities | 8/15/2025 | 288,635 | |||||
SLM PRIVATE EDUCATIO B A1 144A | Asset and other mortgage backed securities | 12/15/2021 | 65,138 | |||||
SLM PRIVATE EDUCATIO C A1 144A | Asset and other mortgage backed securities | 2/15/2022 | 487,736 | |||||
SLM PRIVATE EDUCATIO C A2 144A | Asset and other mortgage backed securities | 3.310 | % | 10/15/2046 | 466,490 | |||
SLM PRIVATE EDUCATIO D A1 144A | Asset and other mortgage backed securities | 6/15/2023 | 229,559 | |||||
SLM PRIVATE EDUCATIO D A2 144A | Asset and other mortgage backed securities | 2.950 | % | 2/15/2046 | 191,126 | |||
SLM PRIVATE EDUCATIO E A1 144A | Asset and other mortgage backed securities | 10/16/2023 | 415,111 | |||||
SLM STUDENT LOAN TRUST 20 2 A5 | Asset and other mortgage backed securities | 4/27/2020 | 455,806 | |||||
SLM STUDENT LOAN TRUST 20 5 A3 | Asset and other mortgage backed securities | 1/25/2018 | 1,129,692 | |||||
SLM STUDENT LOAN TRUST 20 6 A2 | Asset and other mortgage backed securities | 9/25/2019 | 704,855 | |||||
STEELRIVER TRANSMISSION CO LLC | Asset and other mortgage backed securities | 4.710 | % | 6/30/2017 | 259,633 | |||
STRIPS 2012-1 LTD 1A A 144A | Asset and other mortgage backed securities | 1.500 | % | 12/25/2044 | 145,101 | |||
STRUCTURED ADJUSTABLE RA 13 A2 | Asset and other mortgage backed securities | 9/25/2034 | 56,510 | |||||
STRUCTURED ASSET 2A CTFS 144A | Asset and other mortgage backed securities | 1/21/2011 | 413 | |||||
TAKEDA PHARMACEUTICAL CO 144A | Asset and other mortgage backed securities | 1.031 | % | 3/17/2015 | 901,022 | |||
TAKEDA PHARMACEUTICAL CO 144A | Asset and other mortgage backed securities | 1.625 | % | 3/17/2017 | 265,821 | |||
TOYOTA AUTO RECEIVABLES 2 A A4 | Asset and other mortgage backed securities | 0.690 | % | 11/15/2018 | 458,715 | |||
WF-RBS COMMERCIAL M C2 A2 144A | Asset and other mortgage backed securities | 3.791 | % | 2/15/2044 | 1,174,557 | |||
WFRBS COMMERCIAL MO C3 A1 144A | Asset and other mortgage backed securities | 1.988 | % | 3/15/2044 | 209,169 | |||
WORLD FINANCIAL NETWORK CR A A | Asset and other mortgage backed securities | 1.610 | % | 12/15/2021 | 850,318 | |||
WORLD FINANCIAL NETWORK CR B A | Asset and other mortgage backed securities | 0.910 | % | 3/16/2020 | 848,773 | |||
WORLD FINANCIAL NETWORK CR B A | Asset and other mortgage backed securities | 0.610 | % | 7/15/2019 | 544,791 | |||
WORLD FINANCIAL NETWORK CR C A | Asset and other mortgage backed securities | 2.230 | % | 8/15/2022 | 352,463 | |||
WORLD FINANCIAL NETWORK CR D M | Asset and other mortgage backed securities | 3.090 | % | 4/17/2023 | 275,513 |
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 Asset and Other Mortgage Backed Securities | 70,192,536 | |||||||
BRAZILIAN GOVERNMENT INTERNATI | Non U.S. Government | 4.875 | % | 1/22/2021 | 106,250 | |||
BRAZILIAN GOVERNMENT INTERNATI | Non U.S. Government | 2.625 | % | 1/5/2023 | 265,720 | |||
BRAZILIAN GOVERNMENT INTERNATI | Non U.S. Government | 4.250 | % | 1/7/2025 | 210,000 | |||
COLOMBIA GOVERNMENT INTERNATIO | Non U.S. Government | 4.000 | % | 2/26/2024 | 204,500 | |||
ISRAEL ST AID | Non U.S. Government | 5.500 | % | 9/18/2033 | 201,524 | |||
ISRAEL ST AID | Non U.S. Government | 5.500 | % | 4/26/2024 | 433,929 | |||
MEXICO GOVERNMENT INTERNATIONA | Non U.S. Government | 3.625 | % | 3/15/2022 | 459,675 | |||
MEXICO GOVERNMENT INTERNATIONA | Non U.S. Government | 3.500 | % | 1/21/2021 | 38,798 | |||
TURKEY GOVERNMENT INTERNATIONA | Non U.S. Government | 5.750 | % | 3/22/2024 | 223,500 | |||
URUGUAY GOVERNMENT INTERNATION | Non U.S. Government | 4.500 | % | 8/14/2024 | 60,690 | |||
Total Other Fixed Income Securities | 2,204,586 | |||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/28/2019 | (3,845 | ) | ||||
CCP_IRS. R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/15/2040 | (29,606 | ) | ||||
CCP_IRS. R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/15/2040 | (28,134 | ) | ||||
CCP_IRS. R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/28/2019 | (5,370 | ) | ||||
CCP_IRS._R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/28/2019 | — | |||||
CCP_IRS._R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/15/2040 | — | |||||
CCP_IRS._R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/15/2040 | — | |||||
CCP_IRS._R USD-LIBOR-BBA 3M CM | INTEREST RATE SWAPS | 2/28/2019 | — | |||||
CDS SP UL DVN | CREDIT DEFAULT SWAPS | 12/20/2019 | (1,546 | ) | ||||
CDS_SP UL DVN | CREDIT DEFAULT SWAPS | 12/20/2019 | — |
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 10YR TREAS NTS FUTURE (CBT) | FUTURES CONTRACTS | 3/31/2015 | (7,925 | ) | ||||
US 10YR TREAS NTS FUTURE (CBT) | FUTURES CONTRACTS | 3/31/2015 | 10,344 | |||||
US 2YR TREAS NTS FUT (CBT) | FUTURES CONTRACTS | 3/31/2015 | (31,406 | ) | ||||
US 2YR TREAS NTS FUT (CBT) | FUTURES CONTRACTS | 3/31/2015 | 281 | |||||
US 5YR TREAS NTS FUTURE (CBT) | FUTURES CONTRACTS | 3/31/2015 | — | |||||
US 5YR TREAS NTS FUTURE (CBT) | FUTURES CONTRACTS | 3/31/2015 | (680 | ) | ||||
US TREAS BD FUTURE (CBT) | FUTURES CONTRACTS | 3/31/2015 | 53,210 | |||||
US ULTRA BOND (CBT) | FUTURES CONTRACTS | 3/31/2015 | 40,098 | |||||
Total Derivatives | (4,579 | ) | ||||||
ABB LTD | Common Stock | 1,210,541 | ||||||
ADIDAS AG | Common Stock | 456,881 | ||||||
ADVANTEST CORP | Common Stock | 340,977 | ||||||
AEGON NV | Common Stock | 385,200 | ||||||
AEON CO LTD | Common Stock | 373,562 | ||||||
AGEAS | Common Stock | 630,249 | ||||||
AIA GROUP LTD | Common Stock | 553,750 | ||||||
AIR LIQUIDE SA | Common Stock | 828,955 | ||||||
AIRBUS GROUP NV | Common Stock | 557,447 | ||||||
AJINOMOTO CO INC | Common Stock | 613,058 | ||||||
AKZO NOBEL NV | Common Stock | 342,616 | ||||||
ALCATEL-LUCENT | Common Stock | 277,965 | ||||||
ALLIANZ SE | Common Stock | 1,693,968 | ||||||
ALUMINA LTD | Common Stock | 318,673 |
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 | ||||
AMCOR LTD/AUSTRALIA | Common Stock | 428,334 | ||||||
ANA HOLDINGS INC | Common Stock | 287,080 | ||||||
ANGLO AMERICAN PLC | Common Stock | 495,611 | ||||||
ANHEUSER-BUSCH INBEV NV | Common Stock | 1,011,329 | ||||||
ARCELORMITTAL | Common Stock | 176,304 | ||||||
ASAHI GLASS CO LTD | Common Stock | 174,960 | ||||||
ASAHI KASEI CORP | Common Stock | 502,700 | ||||||
ASTRAZENECA PLC | Common Stock | 1,187,170 | ||||||
ATLAS COPCO AB | Common Stock | 761,957 | ||||||
ATLAS COPCO AB | Common Stock | 493,889 | ||||||
AUSTRALIA & NEW ZEALAND BANKIN | Common Stock | 1,508,000 | ||||||
AXA SA | Common Stock | 1,103,092 | ||||||
BAE SYSTEMS PLC | Common Stock | 321,026 | ||||||
BANCO BILBAO VIZCAYA ARGENTARI | Common Stock | 927,488 | ||||||
BANCO SANTANDER SA | Common Stock | 1,648,432 | ||||||
BANK OF IRELAND | Common Stock | 334,840 | ||||||
BANK OF YOKOHAMA LTD/THE | Common Stock | 402,375 | ||||||
BARCLAYS PLC | Common Stock | 886,055 | ||||||
BASF SE | Common Stock | 1,553,222 | ||||||
BAYER AG | Common Stock | 2,021,537 | ||||||
BG GROUP PLC | Common Stock | 775,748 | ||||||
BHP BILLITON LTD | Common Stock | 1,260,274 | ||||||
BHP BILLITON PLC | Common Stock | 786,771 | ||||||
BNP PARIBAS SA | Common Stock | 1,270,009 |
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 | ||||
BORAL LTD | Common Stock | 355,897 | ||||||
BP PLC | Common Stock | 1,610,951 | ||||||
BRIDGESTONE CORP | Common Stock | 644,170 | ||||||
BRITISH AMERICAN TOBACCO PLC | Common Stock | 1,672,612 | ||||||
BRITISH LAND CO PLC/THE | Common Stock | 514,069 | ||||||
BT GROUP PLC | Common Stock | 940,016 | ||||||
BUNZL PLC | Common Stock | 309,217 | ||||||
CANON INC | Common Stock | 525,556 | ||||||
CAP GEMINI SA | Common Stock | 220,016 | ||||||
CAPITALAND LTD | Common Stock | 304,234 | ||||||
CARNIVAL PLC | Common Stock | 305,482 | ||||||
CENTRICA PLC | Common Stock | 378,805 | ||||||
CHEUNG KONG HOLDINGS LTD | Common Stock | 555,054 | ||||||
CITY DEVELOPMENTS LTD | Common Stock | 491,727 | ||||||
CLP HOLDINGS LTD | Common Stock | 451,153 | ||||||
COCA-COLA AMATIL LTD | Common Stock | 318,570 | ||||||
COCA-COLA HBC AG | Common Stock | 140,213 | ||||||
COMMERZBANK AG | Common Stock | 267,273 | ||||||
COMMONWEALTH BANK OF AUSTRALIA | Common Stock | 2,460,220 | ||||||
COMPASS GROUP PLC | Common Stock | 785,459 | ||||||
COMPUTERSHARE LTD | Common Stock | 435,047 | ||||||
CREDIT AGRICOLE SA | Common Stock | 399,707 | ||||||
CREDIT SUISSE GROUP AG | Common Stock | 688,622 | ||||||
CRH PLC | Common Stock | 346,680 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
DAI NIPPON PRINTING CO LTD | Common Stock | 260,014 | ||||||
DAIMLER AG | Common Stock | 1,464,990 | ||||||
DAIWA HOUSE INDUSTRY CO LTD | Common Stock | 625,350 | ||||||
DAIWA SECURITIES GROUP INC | Common Stock | 554,400 | ||||||
DANONE SA | Common Stock | 815,398 | ||||||
DANSKE BANK A/S | Common Stock | 496,490 | ||||||
DASSAULT SYSTEMES | Common Stock | 426,268 | ||||||
DELHAIZE GROUP SA | Common Stock | 475,106 | ||||||
DENSO CORP | Common Stock | 745,920 | ||||||
DEUTSCHE BANK AG | Common Stock | 750,020 | ||||||
DEUTSCHE LUFTHANSA AG | Common Stock | 234,003 | ||||||
DEUTSCHE TELEKOM AG | Common Stock | 1,036,028 | ||||||
DIAGEO PLC | Common Stock | 1,282,486 | ||||||
E.ON SE | Common Stock | 475,826 | ||||||
EDP - ENERGIAS DE PORTUGAL SA | Common Stock | 318,141 | ||||||
EISAI CO LTD | Common Stock | 124,096 | ||||||
ELECTROLUX AB | Common Stock | 473,753 | ||||||
ENEL SPA | Common Stock | 699,271 | ||||||
ENI SPA | Common Stock | 924,836 | ||||||
ERSTE GROUP BANK AG | Common Stock | 195,795 | ||||||
ESSILOR INTERNATIONAL SA | Common Stock | 765,426 | ||||||
EXPERIAN PLC | Common Stock | 704,239 | ||||||
FIAT CHRYSLER AUTOMOBILES NV | Common Stock | 261,673 | ||||||
FIRST PACIFIC CO LTD/HONG KONG | Common Stock | 73,073 |
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 | ||||
FRESENIUS MEDICAL CARE AG & CO | Common Stock | 373,406 | ||||||
FUJI HEAVY INDUSTRIES LTD | Common Stock | 673,835 | ||||||
FUJIFILM HOLDINGS CORP | Common Stock | 377,118 | ||||||
FUJITSU LTD | Common Stock | 316,240 | ||||||
GDF SUEZ | Common Stock | 458,914 | ||||||
GLAXOSMITHKLINE PLC | Common Stock | 1,545,991 | ||||||
HACHIJUNI BANK LTD/THE | Common Stock | 370,349 | ||||||
HANG SENG BANK LTD | Common Stock | 347,760 | ||||||
HANNOVER RUECK SE | Common Stock | 632,755 | ||||||
HEINEKEN NV | Common Stock | 348,248 | ||||||
HENKEL AG & CO KGAA | Common Stock | 680,402 | ||||||
HENNES & MAURITZ AB | Common Stock | 1,005,985 | ||||||
HINO MOTORS LTD | Common Stock | 278,258 | ||||||
HITACHI LTD | Common Stock | 633,760 | ||||||
HONDA MOTOR CO LTD | Common Stock | 971,208 | ||||||
HONG KONG & CHINA GAS CO LTD | Common Stock | 323,630 | ||||||
HOYA CORP | Common Stock | 579,530 | ||||||
HSBC HOLDINGS PLC | Common Stock | 2,458,322 | ||||||
HUTCHISON WHAMPOA LTD | Common Stock | 475,530 | ||||||
HYSAN DEVELOPMENT CO LTD | Common Stock | 472,820 | ||||||
IBERDROLA SA | Common Stock | 1,202,949 | ||||||
ICAP PLC | Common Stock | 272,802 | ||||||
IMPERIAL TOBACCO GROUP PLC | Common Stock | 844,375 | ||||||
ING GROEP NV | Common Stock | 863,530 |
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 | ||||
INTERCONTINENTAL HOTELS GROUP | Common Stock | 581,766 | ||||||
INTERNATIONAL CONSOLIDATED AIR | Common Stock | 491,366 | ||||||
INTESA SANPAOLO SPA | Common Stock | 992,488 | ||||||
ISUZU MOTORS LTD | Common Stock | 336,188 | ||||||
ITOCHU CORP | Common Stock | 481,500 | ||||||
J SAINSBURY PLC | Common Stock | 158,746 | ||||||
JAMES HARDIE INDUSTRIES PLC | Common Stock | 557,165 | ||||||
JOHNSON MATTHEY PLC | Common Stock | 340,373 | ||||||
KAJIMA CORP | Common Stock | 345,444 | ||||||
KAO CORP | Common Stock | 453,974 | ||||||
KAWASAKI HEAVY INDUSTRIES LTD | Common Stock | 421,590 | ||||||
KEPPEL CORP LTD | Common Stock | 479,916 | ||||||
KINGFISHER PLC | Common Stock | 410,864 | ||||||
KIRIN HOLDINGS CO LTD | Common Stock | 322,400 | ||||||
KOBE STEEL LTD | Common Stock | 339,472 | ||||||
KOMATSU LTD | Common Stock | 488,983 | ||||||
KONAMI CORP | Common Stock | 153,684 | ||||||
KONINKLIJKE AHOLD NV | Common Stock | 555,544 | ||||||
KONINKLIJKE DSM NV | Common Stock | 166,795 | ||||||
KONINKLIJKE KPN NV | Common Stock | 145,700 | ||||||
KONINKLIJKE PHILIPS NV | Common Stock | 457,823 | ||||||
KUBOTA CORP | Common Stock | 665,545 | ||||||
KYOCERA CORP | Common Stock | 403,216 | ||||||
LAFARGE SA | Common Stock | 269,117 |
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 | ||||
LEGAL & GENERAL GROUP PLC | Common Stock | 801,039 | ||||||
LEND LEASE GROUP | Common Stock | 787,918 | ||||||
LLOYDS BANKING GROUP PLC | Common Stock | 1,078,768 | ||||||
L'OREAL SA | Common Stock | 958,138 | ||||||
LUXOTTICA GROUP SPA | Common Stock | 527,705 | ||||||
LVMH MOET HENNESSY LOUIS VUITT | Common Stock | 694,520 | ||||||
MAKITA CORP | Common Stock | 274,805 | ||||||
MARKS & SPENCER GROUP PLC | Common Stock | 384,840 | ||||||
MARUBENI CORP | Common Stock | 330,440 | ||||||
MARUI GROUP CO LTD | Common Stock | 330,312 | ||||||
MERCK KGAA | Common Stock | 516,285 | ||||||
METSO OYJ | Common Stock | 358,852 | ||||||
MITSUBISHI CORP | Common Stock | 606,573 | ||||||
MITSUBISHI ELECTRIC CORP | Common Stock | 657,800 | ||||||
MITSUBISHI ESTATE CO LTD | Common Stock | 674,880 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP | Common Stock | 1,213,669 | ||||||
MITSUI & CO LTD | Common Stock | 456,017 | ||||||
MIZUHO FINANCIAL GROUP INC | Common Stock | 458,660 | ||||||
MS&AD INSURANCE GROUP HOLDINGS | Common Stock | 548,394 | ||||||
MTR CORP LTD | Common Stock | 600,789 | ||||||
NATIONAL AUSTRALIA BANK LTD | Common Stock | 1,390,421 | ||||||
NATIONAL GRID PLC | Common Stock | 716,634 | ||||||
NESTLE SA | Common Stock | 3,822,427 | ||||||
NICE-SYSTEMS LTD | Common Stock | 187,405 |
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 | 531,688 | ||||||
NIKON CORP | Common Stock | 169,193 | ||||||
NINTENDO CO LTD | Common Stock | 251,230 | ||||||
NIPPON STEEL & SUMITOMO METAL | Common Stock | 528,703 | ||||||
NIPPON TELEGRAPH & TELEPHONE C | Common Stock | 307,320 | ||||||
NIPPON YUSEN KK | Common Stock | 495,864 | ||||||
NISSAN MOTOR CO LTD | Common Stock | 536,329 | ||||||
NITTO DENKO CORP | Common Stock | 391,538 | ||||||
NOKIA OYJ | Common Stock | 572,192 | ||||||
NOMURA HOLDINGS INC | Common Stock | 445,662 | ||||||
NORSK HYDRO ASA | Common Stock | 309,458 | ||||||
NOVARTIS AG | Common Stock | 3,605,493 | ||||||
NOVO NORDISK A/S | Common Stock | 1,594,194 | ||||||
NSK LTD | Common Stock | 486,773 | ||||||
NTT DOCOMO INC | Common Stock | 360,328 | ||||||
OLYMPUS CORP | Common Stock | 386,870 | ||||||
OMRON CORP | Common Stock | 495,475 | ||||||
OMV AG | Common Stock | 107,421 | ||||||
ORANGE SA | Common Stock | 585,432 | ||||||
ORIX CORP | Common Stock | 437,710 | ||||||
ORKLA ASA | Common Stock | 139,260 | ||||||
PANASONIC CORP | Common Stock | 540,243 | ||||||
PANDORA A/S | Common Stock | 339,845 | ||||||
PEARSON PLC | Common Stock | 432,284 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
POWER ASSETS HOLDINGS LTD | Common Stock | 241,479 | ||||||
PRUDENTIAL PLC | Common Stock | 1,326,372 | ||||||
PUBLICIS GROUPE SA | Common Stock | 741,716 | ||||||
RANDGOLD RESOURCES LTD | Common Stock | 108,328 | ||||||
REED ELSEVIER NV | Common Stock | 256,970 | ||||||
REED ELSEVIER PLC | Common Stock | 601,086 | ||||||
REPSOL SA | Common Stock | 520,351 | ||||||
RICOH CO LTD | Common Stock | 164,672 | ||||||
RIO TINTO PLC | Common Stock | 981,953 | ||||||
ROCHE HOLDING AG | Common Stock | 3,067,496 | ||||||
ROLLS-ROYCE HOLDINGS PLC | Common Stock | 523,007 | ||||||
ROYAL DUTCH SHELL PLC | Common Stock | 2,313,123 | ||||||
ROYAL DUTCH SHELL PLC | Common Stock | 593,834 | ||||||
RWE AG | Common Stock | 334,260 | ||||||
SABMILLER PLC | Common Stock | 1,017,588 | ||||||
SAGE GROUP PLC/THE | Common Stock | 207,907 | ||||||
SANDVIK AB | Common Stock | 335,732 | ||||||
SANOFI | Common Stock | 1,800,911 | ||||||
SAP SE | Common Stock | 1,018,004 | ||||||
SECOM CO LTD | Common Stock | 458,560 | ||||||
SEKISUI HOUSE LTD | Common Stock | 276,780 | ||||||
SGS SA | Common Stock | 521,670 | ||||||
SHINSEI BANK LTD | Common Stock | 348,450 | ||||||
SHIRE PLC | Common Stock | 655,473 |
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 | ||||
SHISEIDO CO LTD | Common Stock | 239,901 | ||||||
SIEMENS AG | Common Stock | 1,803,648 | ||||||
SINGAPORE TELECOMMUNICATIONS L | Common Stock | 601,868 | ||||||
SINO LAND CO LTD | Common Stock | 313,564 | ||||||
SKF AB | Common Stock | 669,573 | ||||||
SKY PLC | Common Stock | 361,400 | ||||||
SMITH & NEPHEW PLC | Common Stock | 595,188 | ||||||
SOCIETE GENERALE SA | Common Stock | 632,320 | ||||||
SODEXO SA | Common Stock | 690,442 | ||||||
SOFTBANK CORP | Common Stock | 861,300 | ||||||
SONY CORP | Common Stock | 421,682 | ||||||
SPARK NEW ZEALAND LTD | Common Stock | 234,619 | ||||||
SSE PLC | Common Stock | 539,225 | ||||||
STATOIL ASA | Common Stock | 588,808 | ||||||
STORA ENSO OYJ | Common Stock | 51,025 | ||||||
SUMITOMO CORP | Common Stock | 309,300 | ||||||
SUMITOMO ELECTRIC INDUSTRIES L | Common Stock | 398,016 | ||||||
SUMITOMO MITSUI FINANCIAL GROU | Common Stock | 813,343 | ||||||
SUMITOMO MITSUI TRUST HOLDINGS | Common Stock | 365,125 | ||||||
SUN HUNG KAI PROPERTIES LTD | Common Stock | 589,875 | ||||||
SVENSKA CELLULOSA AB SCA | Common Stock | 550,746 | ||||||
SWIRE PACIFIC LTD | Common Stock | 463,107 | ||||||
SWISSCOM AG | Common Stock | 365,909 | ||||||
SYNGENTA AG | Common Stock | 713,835 |
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 | ||||
TDK CORP | Common Stock | 317,844 | ||||||
TECHNIP SA | Common Stock | 334,545 | ||||||
TEIJIN LTD | Common Stock | 291,830 | ||||||
TELECOM ITALIA SPA | Common Stock | 242,462 | ||||||
TELEFONAKTIEBOLAGET LM ERICSSO | Common Stock | 760,630 | ||||||
TELEFONICA SA | Common Stock | 1,050,481 | ||||||
TELENOR ASA | Common Stock | 464,433 | ||||||
TELSTRA CORP LTD | Common Stock | 753,814 | ||||||
TESCO PLC | Common Stock | 320,289 | ||||||
TEVA PHARMACEUTICAL INDUSTRIES | Common Stock | 822,393 | ||||||
TNT EXPRESS NV | Common Stock | 274,298 | ||||||
TOKIO MARINE HOLDINGS INC | Common Stock | 688,297 | ||||||
TOPPAN PRINTING CO LTD | Common Stock | 283,370 | ||||||
TORAY INDUSTRIES INC | Common Stock | 602,175 | ||||||
TOTAL SA | Common Stock | 2,013,030 | ||||||
TOTO LTD | Common Stock | 399,282 | ||||||
TOYOTA MOTOR CORP | Common Stock | 2,860,944 | ||||||
TREND MICRO INC/JAPAN | Common Stock | 275,580 | ||||||
UBS GROUP AG | Common Stock | 1,279,654 | ||||||
UNILEVER NV | Common Stock | 987,712 | ||||||
UNILEVER PLC | Common Stock | 807,009 | ||||||
UNITED OVERSEAS BANK LTD | Common Stock | 802,249 | ||||||
UNITED UTILITIES GROUP PLC | Common Stock | 554,297 | ||||||
UPM-KYMMENE OYJ | Common Stock | 265,213 |
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 | ||||
VEOLIA ENVIRONNEMENT SA | Common Stock | 354,817 | ||||||
VODAFONE GROUP PLC | Common Stock | 1,397,792 | ||||||
VOLKSWAGEN AG | Common Stock | 631,690 | ||||||
VOLVO AB | Common Stock | 534,354 | ||||||
WESTFIELD CORP | Common Stock | 438,321 | ||||||
WESTPAC BANKING CORP | Common Stock | 1,694,700 | ||||||
WOLSELEY PLC | Common Stock | 552,667 | ||||||
WOLTERS KLUWER NV | Common Stock | 274,500 | ||||||
WOODSIDE PETROLEUM LTD | Common Stock | 706,306 | ||||||
WPP PLC | Common Stock | 670,404 | ||||||
YARA INTERNATIONAL ASA | Common Stock | 158,175 | ||||||
ZURICH INSURANCE GROUP AG | Common Stock | 1,091,938 | ||||||
Total Common Stock | 174,707,605 | |||||||
U S TREASURY BOND | U.S. Treasuries | 4.750 | % | 2/15/2037 | 1,393,248 | |||
U S TREASURY BOND | U.S. Treasuries | 3.750 | % | 8/15/2041 | 1,253,443 | |||
U S TREASURY BOND | U.S. Treasuries | 2.875 | % | 5/15/2043 | 189,220 | |||
U S TREASURY BOND | U.S. Treasuries | 3.125 | % | 8/15/2044 | 877,398 | |||
U S TREASURY BONDS | U.S. Treasuries | 3.750 | % | 11/15/2043 | 72,127 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.625 | % | 4/30/2019 | 351,203 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 8/15/2017 | 1,022,517 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 10/15/2017 | 3,471,659 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 11/15/2017 | 1,990,468 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 5/15/2017 | 2,731,493 |
Form 5500, Schedule H, Line 4i Computer Sciences Corporation EIN 95-2043126 Computer Sciences Corporation Matched Asset Plan 001 | ||||||||
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest,collateral, par or maturity value | (d) Cost | (e) Current Value | ||||
U S TREASURY NOTE | U.S. Treasuries | 1.500 | % | 5/31/2019 | 498,750 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.500 | % | 12/31/2018 | 931,235 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.625 | % | 3/31/2019 | 672,984 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.875 | % | 8/15/2017 | 1,930,313 | |||
U S TREASURY NOTE | U.S. Treasuries | 2.125 | % | 9/30/2021 | 262,925 | |||
U S TREASURY NOTE | U.S. Treasuries | 2.250 | % | 11/15/2024 | 1,849,141 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.500 | % | 11/30/2016 | 4,902,713 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.875 | % | 11/30/2021 | 2,907,862 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.500 | % | 11/30/2019 | 6,260,134 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.000 | % | 12/15/2017 | 9,991,524 | |||
U S TREASURY NOTE | U.S. Treasuries | 3.125 | % | 5/15/2019 | 943,424 | |||
U S TREASURY NOTE | U.S. Treasuries | 2.625 | % | 1/31/2018 | 684,015 | |||
U S TREASURY NOTE | U.S. Treasuries | 1.375 | % | 2/28/2019 | 1,049,313 | |||
U S TREASURY NOTE | U.S. Treasuries | 0.625 | % | 11/30/2017 | 612,057 | |||
US TREAS-CPI | U.S. Treasuries | 1.375 | % | 2/15/2044 | 305,580 | |||
US TREAS-CPI INFLAT | U.S. Treasuries | 2.375 | % | 1/15/2025 | 332,773 | |||
US TREAS-CPI INFLAT | U.S. Treasuries | 0.125 | % | 4/15/2019 | 3,242,139 | |||
US TREAS-CPI INFLATION INDEXED | U.S. Treasuries | 0.125 | % | 7/15/2024 | 1,439,798 | |||
Total Government Bonds | 52,169,456 | |||||||
Assets (Held at End of Year) | 3,855,313,906 | |||||||
1 Represents taxed loan balances with original maturity dates of 2004 through 2013 for active employees. These active employees retain the right to pay back the loan balances. | ||||||||
* Represents Party in Interest |
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__X__ | $ | 46,207 |
Date: June 29, 2015 | By: | /s/ Diane Wilfong |
Diane Wilfong, Vice President, Controller and Principal Accounting Officer | ||
Member, CSC Employee Benefits Fiduciary Committee | ||
1 Year Computer Sciences Chart |
1 Month Computer Sciences Chart |
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