SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

        

FORM 11-K


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


    

X
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934.
For the fiscal year ended: December 31, 2014


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


Commission file number: 1-4850


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

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







Computer Sciences Corporation Matched Asset Plan
 
 
 
 
 
TABLE OF CONTENTS
 
 
Page
 
 
 
 
 
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

 
 
 
 
 
FINANCIAL STATEMENTS AS OF DECEMBER 31, 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
 


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


1


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

We have audited the accompanying statements of net assets available for benefits of the Computer Sciences Corporation Matched Asset Plan (the Plan) as of December 31, 2014 and 2013, and the related statement of changes in net assets available for benefits for the year ended December 31, 2014. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audit.

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

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2014 and 2013, and the changes in net assets available for benefits for the year ended December 31, 2014, in conformity with accounting principles generally accepted in the United States of America.

The supplemental information in the accompanying Schedule of Assets (Held at End of Year) at December 31, 2014 and the Schedule of Delinquent Participant Contributions for the year ended December 31, 2014 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is presented for the purpose of additional analysis and is not a required part of the financial statements but include supplemental information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information in the accompanying schedules, we evaluated whether the supplemental information, including its form and content, is presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information in the accompanying schedules (Schedule of Assets [Held at End of Year] at December 31, 2014 and the Schedule of Delinquent Participant Contributions for the year ended December 31, 2014) is fairly stated in all material respects in relation to the financial statements as a whole.

/s/ Johnson Lambert LLP
Falls Church, Virginia
June 29, 2015


2





COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN


STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2014 AND 2013



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


See notes to financial statements.


3


COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN

STATEMENT OF CHANGES IN ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2014

 
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


See notes to financial statements.



4



COMPUTER SCIENCES CORPORATION MATCHED ASSET PLAN

NOTES TO FINANCIAL STATEMENTS
AS OF DECEMBER 31, 2014 AND 2013 AND FOR THE YEAR ENDED DECEMBER 31, 2014


Note 1 -- Description of the Plan

The following brief description of the Computer Sciences Corporation Matched Asset Plan (the “Plan”) is provided for general information purposes only. Participants should refer to the Plan document for more complete information. Computer Sciences Corporation, its subsidiaries, and those joint ventures and partnerships over which Computer Sciences Corporation exercises control and that participate in the Plan are hereafter collectively referred to as “CSC” or “the Company.”
The Plan is a defined contribution plan adopted by the action of the Board of Directors of CSC taken on November 3, 1986, and constituted an amendment and restatement of the Employee Stock Purchase Plan (“the Prior Plan”).
The Plan is a continuation of the Prior Plan and is qualified under the Internal Revenue Code, as amended (the "Code"), Section 401(a) and, effective as of January 1, 1987, with respect to the portion thereof that qualifies as a qualified cash or deferred arrangement, is intended to satisfy the requirements of Code Section 401(k). It is also subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended ("ERISA").
Effective October 18, 2011, the Company revised the governance structure of its broad-based employee benefits plans by dissolving the CSC Retirement and Employee Benefits Plans Committee. Effective on this same date, the Company established the CSC Employee Benefits Fiduciary Committee (the "Committee"), which generally consists of five members appointed by the Compensation Committee of the Board of Directors of the Company who serve without additional compensation and are reimbursed by the Company for all reasonable expenses incurred in the discharge of their duties as members of the Committee to the extent such expenses are not paid by the plans. The Committee serves as the named fiduciary and administrator of the Plan and has the power to interpret, construe and administer the Plan, and to decide any dispute which may arise under the Plan. Effective June 4, 2011, the Plan changed record keepers from ING to Aon Hewitt.
Plan Termination - Although it has not expressed any intent to do so, the Company reserves the right, under the Plan, to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, the participants' rights to the Company's contributions fully vest immediately.
Interest in the CSC Sponsored Trust - The Plan's investments are in a trust sponsored by the Company ("CSC Trust"). The CSC Trust is not considered a master trust. The assets of the CSC Trust are held by The Bank of New York Mellon (the “Trustee”). At December 31, 2014 and 2013, the Plan's interest in the assets of the CSC Trust was approximately 57.0% and 53.8%, respectively. Investment income and administrative expenses relating to each discretionary or directed fund within the CSC Trust are allocated to the individual plans based upon average monthly balances invested by each plan in each discretionary or directed fund. The Plan has a divided interest in the CSC Trust. Accordingly, the Plan reports its investment in the trust account based on an allocation of individual investments of the trust account.
Eligibility and Participation - Any eligible employee (as defined in the Plan) who has satisfied the Plan's age requirement, and is employed by a participating employer, and who receives a stated compensation in respect of employment on the United States of America (U.S.) payroll of the Company, is eligible to become a participant, with the exception of a person who is represented by a collective bargaining unit and whose benefits have been the subject of good faith bargaining under a contract that does not specify that such person

5


is eligible to participate in the Plan. In addition, the Company may decide to exempt all employees of any division, unit, facility or class from coverage under the Plan. Any person who leaves the Company and, at a later time becomes re-employed, must reapply to participate in the Plan, provided he or she otherwise meets the eligibility requirements.
Employee and Company Contributions - An eligible employee who elects to become a participant may authorize any whole percentage (at least 1% but not more than 50%, subject to certain additional limitations for highly compensated employees) of their compensation (as defined in the Plan) to be deferred and contributed to the trust fund on his or her behalf, subject to certain Code limitations. Any compensation deferral in excess of applicable Code limitations, together with income allocable to that excess, will be returned to a participant. Any matching Company contribution attributable to any excess contribution, and income allocable thereto, will be forfeited and returned to the Company via the forfeiture account or applied to reduce future matching Company contributions or Plan administrative expenses. Effective October 1, 2002, under the Economic Growth and Tax Relief Reconciliation Act of 2001 ("EGTRRA"), the Plan permits participants age 50 and over to make additional “catch-up” contributions in excess of the statutory limit. The catch-up provision provided these participants the opportunity to contribute up to an additional $5,500 on a pre-tax basis in 2014.
A participant is not permitted to make voluntary after-tax contributions to the Plan unless the participant is part of a collective bargaining unit for which after-tax contributions have been negotiated.
The Company will contribute an amount equal to 50% of the first 6% of the participant's compensation deferral, except for certain groups of employees for whom, under the terms of their contract agreements, the Company will contribute different amounts.
Effective January 1, 2014, the Plan switched to an annual posting of Company match for all participants that are in the standard match. The match they earn during the year is therefore posted to their account in January of the following year in which they earned it. In order to receive this match, participants must remain employed through the end of the year or terminate due to retirement or death. The select few participants that still receive a match during the year include collectively bargained employees, Swiss Re, and service contract employees.
Participants should refer to the Plan document for more information about the aforementioned groups.
Participant Accounts - Individual accounts are maintained for each Plan participant. Each participant's account is credited with the participant's contribution, the Company's matching and discretionary contributions and allocations of Plan investment returns, net of an allocation of investment management fees, and is reduced by any distributions. Allocations are based on participant earnings or account balances, as defined by the Plan document. The benefit to which a participant is entitled is the benefit that can be provided from the participant's vested account.
Investments - Participants direct the investment of their contributions and account balance into various investment options offered by the Plan. The Plan currently offers the 20 investment options listed below. The T. Rowe Price Stable Value Fund is frozen to new participants and to new contributions. These investment options are made up of various investments as determined by the investment manager.
Commingled investment funds listed as one fund on Form 5500, Schedule H, Line 4i:
•
Active Allocation Fund issued by Bank of New York Mellon ("BNYM") (EB DL Enhanced AA Fund)
•
S&P 500 Index Fund issued by BNYM (EB Daily Liquidity Stock Index Fund)
•
U.S. Equity Completion Fund issued by BNYM (EB Daily Liquidity Market Completion Fund)
•
Active U.S. Equity Fund issued by Frank Russell (Frank Russell Equity #1 Fund)
•
Money Market Fund issued by State Street Global Advisor ("SSgA")
•
Government TIPS Bond Fund issued by SSgA (US TIPS Index Fund)
•
Target Series Retirement Fund issued by SSgA (Target Retirement Income)

6


•
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)

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

The individual investments of the above listed separately managed funds are listed in the Form 5500, Schedule H, Line 4i Schedule of Assets with the following descriptions:
•
Corporate Bonds
•
U.S. Government Agencies
•
U.S. Treasuries
•
State and Local Obligations
•
Agency Mortgage Backed Securities
•
Asset and Other Mortgage Backed Securities
•
Non U.S. Government
•
Futures
•
Credit Default Swap
•
Interest Rate Swap
•
Common Stock

The investment return, gains and losses, in the respective funds fluctuates on a daily basis within a participant's account due to changes in the net asset values (NAVs).
Vesting of Participants' Interests/Forfeitures - Participants are fully vested immediately in their contributions plus actual earnings thereon.
The majority of participants have a vested interest in his or her Matching Contributions Account of 100% after achieving one full year of service. For a few selected groups of participants, vesting in his or her Matching Contributions Account, as defined, is equal to twenty-five percent (25%) after completing two full years of service and increasing by twenty-five percent (25%) for each additional full year of service. Vesting accelerates to 100% in the event of reaching age 65 while employed by the Company, upon severance by reason of death or total and permanent disability, or death.
Any nonvested portion of the Matching Contributions Account will be forfeited at the earlier of five one-year consecutive Breaks in Service, as defined, or upon withdrawal from the Plan. Such forfeitures during 2014 amounted to $4,224,589. Forfeitures may be applied to reduce future matching contributions by the Company, pay Plan administrative expenses and restore amounts previously forfeited by terminated employees. The Plan had a forfeiture balance of $4,192,228 at December 31, 2014 and $1,046,635 at December 31, 2013. During the year ended December 31, 2014, employer contributions were reduced by $1,969,223. The Plan also paid administrative expenses of $32,706, restored forfeitures of $23,071 and other adjustments increasing the forfeitures balance by approximately $946,004 during the year ended December 31, 2014.

7


Distributable Amounts, Withdrawals and Refunds - With a few exceptions applicable to a few selected groups, a participant may become entitled to his or her distributable benefit by reason of retirement, death, total and permanent disability, voluntary termination of employment, dismissal, or attainment of age fifty-nine and one-half (59-1/2). The rules of payment of a participant's distributable benefit depend upon age of the participant, the number of years of service completed by the participant and the type of severance.
While still an employee, a participant may take a withdrawal of his or her compensation deferral contributions provided a fully completed application is submitted. The request for withdrawal will be approved if it is deemed that an adequate financial hardship and resulting need for such an amount has been demonstrated by the participant.
Administrative Expenses - Certain administrative expenses are paid by CSC (the Plan sponsor), as provided by the Plan. Effective June 30, 2011, a $3.20 monthly administration fee is applied to accounts of terminated participants. Plan participants also incurred quarterly advisory fees totaling $2.69 during calendar year 2014.

Note 2 -- Summary of Significant Accounting Policies

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

8


sponsoring such funds by dividing the fund's net assets at fair value by its units outstanding at the valuation dates. Investments in common stocks are stated at fair value based upon closing sales prices reported on recognized securities exchanges on the last business day of the plan year. Derivatives are stated at fair value (see Note 8).
The Plan invests in the T. Rowe Price Stable Value Common Trust Fund (the "Fund"), which is frozen to new participants and to new contributions. The Fund is stated at the fair value of the underlying investments and then adjusted to contract value for the purposes of the statements of net assets available for benefits. Contract value represents contributions made to the Fund plus earnings, less participants withdrawals. Fair value of the Fund is generally determined by discounting the scheduled future payments required under the contract using an interpolated market discount rate for contracts with maturities comparable to the average remaining life of the contract being valued. The beneficial interest of each participant is represented by units which are issued and redeemed daily at the Fund's constant NAV of $1 per unit. The Fund invests principally in Guaranteed Investment Contracts (GICs) issued by insurance companies; Bank Investment Contracts (BICs) issued by banks; Synthetic Investment Contracts (SICs) issued by banks, insurance companies and other issuers, as well as the securities supporting such SICs; separate account contracts (SACs); and other similar instruments which are intended to maintain a constant NAV.
Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value. The Fund imposes certain restrictions on the Plan, and the Fund itself may be subject to circumstances that affect its ability to transact at contract value. Specifically, any event outside the normal operation of the trust that causes a withdrawal from an investment contract may result in a negative market value adjustment with respect to such withdrawal. Examples of circumstances that may affect the the Fund's ability to transact at contract value include, but are not limited to, partial or complete legal termination of the trust or a unit holder, tax disqualification of the trust or a unit holder, certain trust amendments if the issuer's consent is not obtained. As of December 31, 2014, the occurrence of an event outside the normal operation of the trust that would cause a withdrawal from an investment contract is not considered to be probable.
Notes Receivable from Participants - Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms of the Plan document.
Payment of Benefits - Benefit payments to participants are recorded upon distribution. Amounts allocated to accounts of persons who have elected to withdraw from the Plan but have not yet been paid were $9,070,441 and $7,289,674 at December 31, 2014 and 2013, respectively.

Note 3 -- Tax Status

The Internal Revenue Service has determined and informed the Company by a determination letter dated May 8, 2015, that the Plan and related trust are designed in accordance with applicable sections of the Code.
The Committee believes that the Plan is currently designed and being operated in compliance with applicable requirements of the Code and the Plan continues to be tax-exempt. As such, no provision for income taxes has been included in the Plan's financial statements.
GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the taxing authorities. The Plan is subject to routine audits by taxing jurisdictions, and is currently under an IRS audit.

Note 4 -- Investment Funds


9


Subject to rules the Committee may from time to time adopt, each participant has the right to designate one or more funds established by the Committee for the investment of his or her compensation deferral contributions, in increments of 1%. After an initial election has been made, a participant may designate a different fund or funds into which future compensation deferral contributions shall be invested as of the next possible pay date once per calendar month. In addition, a participant may elect to redesignate twice per month any amounts in his or her account as of the current or next business day of any month (depending on when the election is made) to be invested in a different fund. These elections may be made by giving such advance notice as may be required by the Plan administrator.
The following table represents the Plan's investments (including the underlying investments of the separately managed funds) that each exceeded 5% of the Plan's net assets available for benefits, as of December 31, 2014 and 2013:

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
 

 

(1) Represents a party-in-interest to the Plan.  
The Plan's investments (including gains and losses on investments bought and sold, as well as investments held during the year) appreciated/(depreciated) in value during the year ended December 31, 2014 as follows:
 
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



Note 5 -- Fair Value Measurements

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

10


unobservable inputs. Categorization within the hierarchy is based upon the lowest level of input that is significant to the fair value measurement.

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

U.S. and global equity securities in separately managed funds are categorized as Level 1 if the securities trade on national or international exchanges and are valued at their last reported closing price. Equity securities in commingled funds are categorized as Level 2 based on the NAV.
Derivative instruments are generally valued using model based pricing methods with observable inputs, and are categorized as Level 2. Inputs may include, for example, notional amounts, currency, maturity date, and payment frequency. See Note 8.
Transfers Between Levels - The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. In such instances, the transfer is reported at the beginning of the reporting period.
Plan management evaluates the significance of transfers between levels based upon the nature of the financial instrument and size of the transfer relative to total net assets available for benefits. For the years ended December 31, 2014 and December 31, 2013, there were no transfers between levels.

11


The fair value of Plan assets by investment category and the corresponding level within the fair value hierarchy as of December 31, 2014 and December 31, 2013 are as follows:
 
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


12


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

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

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

•
Domestic equity commingled funds

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

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

13



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

•
Fixed income commingled fund

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

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

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

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

Note 6 -- Notes Receivable to Participants

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

Certain investment funds are managed by The Bank of New York Mellon and by one of its management firms, Mellon Capital Management. The Bank of New York Mellon is the trustee as defined by the Plan and, therefore, these transactions qualify as exempt party-in-interest transactions. The trustee fees associated with the short-term investment fund managed by the trustee were paid by the Company and amounted to $3,000 for

14


the year ended December 31, 2014. During the year ended December 31, 2014, the Plan expensed $861,901 to The Bank of New York Mellon's Mellon Capital Management for fund manager fees.
At December 31, 2014 and 2013, the Plan held 8,393,090 and 9,748,003 shares, respectively, of common stock of the Computer Sciences Corporation, the sponsoring employer, with a cost basis of $403,083,179 and $467,871,127, respectively. The Plan received $7,777,957 in dividends from the Computer Sciences Corporation common stock for the year ended December 31, 2014.

Note 8 -- Derivative Financial Instruments

In the Plan's investment funds, one fixed income investment manager is permitted to use certain specified types of derivative instruments as part of its strategy. This strategy includes the use of futures, swaps, and options as substitutes for and in conjunction with certain types of fixed income securities. Currency contracts are primarily used to diminish foreign exchange risk for investments held in currencies other than the U.S. dollar. Equity and commodity contracts are used to cost effectively meet investment target allocations. Exchange listed futures are priced using vendor services. Over-the-counter derivatives are priced using broker quotes.
Futures Contracts - The Plan enters into futures contracts in the normal course of its investing activities to manage market risk associated with the Plan's fixed income investments and to achieve overall investment portfolio objectives. The credit risk associated with these contracts is minimal as they are traded by professional investment managers on organized exchanges and settled daily.
During 2014 and 2013, the Plan was a party to futures contracts held for trading purposes for U.S. Treasury securities. Upon entering into a futures contract, the Plan is required to deposit, either in cash or securities, an amount (“initial margin”) equal to a certain percentage of the fair value of the contract. Subsequent payments are then made or received by the Plan, depending on the daily fluctuations in the value of the underlying contracts.
At December 31, 2014, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $32,588,898 and $1,597,625, respectively. At December 31, 2013, the Plan had futures contracts to buy and sell U.S. Treasury Notes and Bond contracts with notional amounts of $37,223,750 and $7,344,531, respectively. Notional amounts do not quantify risk or represent assets or liabilities of the Plan, but are used in the calculation of cash settlements under the contracts.
Futures are priced nightly with an offset to cash at the broker. The fair value of futures contracts in the statement of net assets available for benefits is $63,922 at December 31, 2014. The fair value of futures contracts was $(48,305) at December 31, 2013. Realized gains or losses are accounted for as net appreciation (depreciation) in fair value of investments.
Interest Rate Swaps - An interest rate swap is an agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps often exchange a fixed payment for a floating payment that is linked to an interest rate (most often the LIBOR). The Plan will typically use interest rate swaps to limit, or manage, its exposure to fluctuations in interest rates, or to obtain a marginally lower interest rate than it would have been able to get without the swap. Counterparties must be rated BBB or better by a nationally recognized rating agency. The Plan had entered into 4 interest rate swap contracts as of December 31, 2014, with a total fair value of $(66,955) and a notional value of $4,200,000. The Plan had entered into 14 interest rate swap contracts as of December 31, 2013, with a total fair value of $284,038 and a notional value of $5,500,000.
Credit Default Swaps - A credit default swap is designed to transfer the credit default exposure of fixed income products between parties. The buyer of a credit swap receives credit protection, whereas the seller of the swap guarantees the credit worthiness of the product. By doing this, the risk of default is transferred from

15


the holder of the fixed income security to the seller of the swap. The Plan had entered into one credit default swap, as the buyer, with a fair value of $(1,546) and notional amount of $265,000 as of December 31, 2014. The Plan had entered into two credit default swaps, as the buyer, with a fair value of $(1,801) and notional amount of $435,000 as of December 31, 2013.
At December 31, 2014, the fair value of derivatives was $(4,579). At December 31, 2013, the fair value of derivatives was $233,932.
The fair values of derivative instruments in the statement of net assets available for benefits as of December 31, 2014 and 2013 are as follows:
 
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
)


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

 
 
For the Year Ended December 31, 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
)



Note 9 -- Reconciliation of Financial Statements to Form 5500

16



The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500, at December 31, 2014 and 2013:
 
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

The following is a reconciliation of the net decrease in assets per the financial statements to the Form 5500 for the year ended December 31, 2014:
 
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
)

The following is a reconciliation of distributions to participants per the financial statements to the Form 5500, for the year ended December 31, 2014:
 
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


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

Note 10 -- Subsequent Events

Effective April 1, 2015, future MAP contributions to CSC stock were restricted to 10%. Existing balances in CSC stock were not reduced.

MAP Plan investments were updated to white label funds effective April 1, 2015 along with a change to the CSC Stock from the default investment to the Target Series by age. The updates were designed to streamline the participant investment options and provide increased diversification.

On July 1, 2015, MAP will have a self-directed brokerage account offering for participants interested.

17























SUPPLEMENTAL SCHEDULES



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

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


S-1


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

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


S-2


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

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


S-3


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

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


S-4


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

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


S-5


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

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


S-6


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

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


S-7


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

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


S-8


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

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


S-9


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

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


S-10


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

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


S-11


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

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


S-12


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

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


S-13


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

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


S-14


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

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

S-15


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

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


S-16


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

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


S-17


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

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


S-18


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

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


S-19


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

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


S-20


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

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


S-21


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

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


S-22


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

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


S-23


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

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


S-24


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

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


S-25


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

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


S-26


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

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


S-27


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

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


S-28


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

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


S-29


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

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


S-30


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

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


S-31


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

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


S-32


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

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


S-33


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

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


S-34


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

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


S-35


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

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


S-36


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

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


S-37


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

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


S-38


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

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


S-39


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

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


S-40


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

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


S-41


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

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


S-42


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

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


S-43


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

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


S-44


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

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


S-45


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

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


S-46




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

Participant Contributions Transferred Late to Plan

Contributions Not Corrected

Contributions Corrected Outside VFCP
Contributions Pending Correction in VFCP

Total Fully Corrected under VFCP and PTE 2002-51
Check Here if late Participant Loan Repayments are Included__X__

$
46,207





S-47


SIGNATURES


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


Computer Sciences Corporation
MATCHED ASSET PLAN
                        


Date: June 29, 2015
By:
/s/ Diane Wilfong
 
 
Diane Wilfong, Vice President, Controller and Principal Accounting Officer
 
 
Member, CSC Employee Benefits Fiduciary Committee
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 







EXHIBIT 23.1
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in Registration Statement No. 333-181735 on Form S-8 of Computer Sciences Corporation of our report dated June 29, 2015, with respect to the statements of net assets available for benefits of the Computer Sciences Corporation Matched Asset Plan (the Plan) as of December 31, 2014 and 2013, the related statement of changes in net assets available for benefits for the year ended December 31, 2014, the related supplemental schedule of assets (held at end of year) as of December 31, 2014, and the related supplemental schedule of delinquent participant contributions for the year ended December 31, 2014, which report appear in the December 31, 2014 Annual Report on Form 11-K of the Plan.

/s/ Johnson Lambert LLP
Falls Church, Virginia
June 29, 2015





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