0000937615-11-000006.txt : 20110803
0000937615-11-000006.hdr.sgml : 20110803
20110803150019
ACCESSION NUMBER: 0000937615-11-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110803
DATE AS OF CHANGE: 20110803
EFFECTIVENESS DATE: 20110803
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NISA INVESTMENT ADVISORS L L C
CENTRAL INDEX KEY: 0000937615
IRS NUMBER: 481140940
STATE OF INCORPORATION: KS
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04668
FILM NUMBER: 111006726
BUSINESS ADDRESS:
STREET 1: 150 NORTH MERAMEC AVE STE 640
CITY: ST LOUIS
STATE: MO
ZIP: 63015
BUSINESS PHONE: 3147211900
MAIL ADDRESS:
STREET 1: 150 NORTH MERAMEC AVE
STREET 2: SUITE SUITE 640
CITY: ST LOUIS
STATE: MO
ZIP: 63105
13F-HR
1
june201113f.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 06 30, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: NISA Investment Advisors, L.L.C.
Address: 150 N. Meramec
Suite 640
St. Louis, MO 63105
13F File Number: 28-4668
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Bella Sanevich
Title: General Counsel
Phone: 314-721-1900
Signature, Place and Date of Signing:
Bella Sanevich St. Louis, Missouri 08 03, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 1240
Form 13f Information Table Value Total: $5,366,716
List of Other Included Managers:
No. 13F File Number Name
01 Washington University
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
AAR CORP COM 000361105 913 33700SH SOLE 33700 0 0
ABM INDS INC COM 000957100 309 13229SH SOLE 13229 0 0
AFLAC INC COM 001055102 8776 188011SH OTHER 01 187795 0 216
AGCO CORP COM 001084102 1861 37710SH SOLE 37710 0 0
AGL RES INC COM 001204106 1450 35620SH SOLE 35620 0 0
AES CORP COM 00130H105 4178 327967SH SOLE 327967 0 0
AK STL HLDG CORP COM 001547108 412 26137SH SOLE 26137 0 0
AMR CORP COM 001765106 169 31370SH SOLE 31370 0 0
AOL INC COM 00184X105 230 11568SH SOLE 11568 0 0
AT&T INC COM 00206R102 69774 2221387SH OTHER 01 2220639 0 748
ATMI INC COM 00207R101 776 38000SH SOLE 38000 0 0
ATP OIL & GAS CORPORATION COM 00208J108 306 20000SH SOLE 20000 0 0
AZZ INC COM 002474104 687 15000SH SOLE 15000 0 0
AARON'S INC COM 002535300 655 23173SH SOLE 23173 0 0
ABAXIS INC COM 002567105 417 15300SH SOLE 15300 0 0
ABBOTT LABS COM 002824100 39382 748423SH SOLE 748423 0 0
ABERCROMBIE & FITCH CO - CL COM 002896207 2036 30421SH SOLE 30421 0 0
ACADIA REALTY TRUST COM 004239109 283 13900SH SOLE 13900 0 0
ACI WORLDWIDE INC COM 004498101 544 16100SH SOLE 16100 0 0
ACTIVISION BLIZZARD INC COM 00507V109 225 19300SH SOLE 19300 0 0
ACUITY BRANDS INC COM 00508Y102 636 11400SH SOLE 11400 0 0
ADOBE SYS INC COM 00724F101 4799 152599SH SOLE 152599 0 0
ADTRAN INC COM 00738A106 917 23700SH SOLE 23700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1045 17864SH SOLE 17864 0 0
ADVISORY BRD CO COM 00762W107 232 4000SH SOLE 4000 0 0
ADVANCED MICRO DEVICES COM 007903107 209 29915SH OTHER 01 29565 0 350
ADVANCED ENERGY INDS COM 007973100 390 26400SH SOLE 26400 0 0
AETNA INC COM 00817Y108 7223 163827SH SOLE 163827 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1929 19010SH SOLE 19010 0 0
AFFYMAX INC COM 00826A109 326 47500SH SOLE 47500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5745 112407SH SOLE 112407 0 0
AIR PRODS & CHEMS INC COM 009158106 6038 63174SH SOLE 63174 0 0
AKAMAI TECHNOLOGIES COM 00971T101 2021 64210SH OTHER 01 64110 0 100
ALASKA AIR GROUP INC COM 011659109 431 6300SH SOLE 6300 0 0
ALBEMARLE CORP COM 012653101 3295 47620SH SOLE 47620 0 0
ALCOA INC COM 013817101 5737 361740SH SOLE 361740 0 0
ALEXANDER AND BALDWIN INC COM 014482103 1701 35320SH SOLE 35320 0 0
ALERE INC COM 01449J105 297 8120SH SOLE 8120 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 419 5410SH SOLE 5410 0 0
ALLEGHANY CORP DEL COM 017175100 235 706SH SOLE 706 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1323 20839SH SOLE 20839 0 0
ALLERGAN INC COM 018490102 9816 117906SH SOLE 117906 0 0
ALLETE INC COM 018522300 3031 73853SH SOLE 73853 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1027 10920SH SOLE 10920 0 0
ALLIANT ENERGY CORP COM 018802108 4403 108300SH SOLE 108300 0 0
ALLIANT TECHSYSTEMS IN COM 018804104 258 3610SH SOLE 3610 0 0
ALLSCRIPTS HEALTHCARE COM 01988P108 338 17400SH SOLE 17400 0 0
ALLSTATE CORP COM 020002101 6405 209788SH OTHER 01 209428 0 360
ALPHA NATURAL RESOURCES INC COM 02076X102 2206 48537SH SOLE 48537 0 0
ALTERA CORP COM 021441100 5182 111802SH SOLE 111802 0 0
ALTRIA GROUP INC COM 02209S103 25140 951922SH OTHER 01 950795 0 1,127
AMAZON.COM INC COM 023135106 20950 102450SH SOLE 102450 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 717 18800SH SOLE 18800 0 0
AMEREN CORPORATION COM 023608102 2212 76700SH SOLE 76700 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 291 10000SH SOLE 10000 0 0
AMERICAN ELEC PWR INC COM 025537101 1880 49900SH SOLE 49900 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 641 50250SH SOLE 50250 0 0
AMERICAN EXPRESS CO COM 025816109 23307 450806SH OTHER 01 450561 0 245
AMERICAN FINL GROUP INC COM 025932104 2353 65930SH SOLE 65930 0 0
AMERICAN GREETINGS CORP COM 026375105 560 23300SH SOLE 23300 0 0
AMERICAN INTL GROUP INC COM 026874784 1606 54762SH SOLE 54762 0 0
AMERICAN NATL INS CO COM 028591105 388 5000SH SOLE 5000 0 0
AMERICAN STATES WATER CO COM 029899101 451 13000SH SOLE 13000 0 0
AMERICAN TOWER CORP COM 029912201 4609 88079SH SOLE 88079 0 0
AMERICAN WATER WORKS CO INC COM 030420103 295 10000SH SOLE 10000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8147 196796SH SOLE 196796 0 0
AMERIGROUP COM 03073T102 1057 15000SH SOLE 15000 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 3985 69087SH SOLE 69087 0 0
AMETEK COM 031100100 2101 46800SH SOLE 46800 0 0
AMGEN INC COM 031162100 29680 508661SH OTHER 01 508176 0 485
AMPHENOL CORP CL A COM 032095101 5381 99675SH SOLE 99675 0 0
ANADARKO PETE CORP COM 032511107 13609 177287SH SOLE 177287 0 0
ANALOG DEVICES INC COM 032654105 2904 74190SH SOLE 74190 0 0
ANALOGIC CORP COM 032657207 263 5000SH SOLE 5000 0 0
ANDERSONS INC COM 034164103 993 23500SH SOLE 23500 0 0
ANIXTER INTL INC COM 035290105 1922 29410SH SOLE 29410 0 0
ANN INC COM 035623107 1063 40730SH SOLE 40730 0 0
ANNALY CAPITAL MANAGEMENT COM 035710409 1662 92135SH SOLE 92135 0 0
ANSYS INC COM 03662Q105 2608 47710SH SOLE 47710 0 0
AON CORP COM 037389103 5129 99984SH SOLE 99984 0 0
A123 SYSTEMS INC COM 03739T108 323 60700SH SOLE 60700 0 0
APACHE CORP COM 037411105 16666 135067SH SOLE 135067 0 0
APARTMENT INVT & MGMT CL A COM 03748R101 1501 58786SH SOLE 58786 0 0
APOLLO INVESTMENT CORP COM 03761U106 689 67500SH SOLE 67500 0 0
APPLE INC COM 037833100 109410 325944SH OTHER 01 325794 0 150
APPLIED INDUSTIRAL TECH INC COM 03820C105 466 13100SH SOLE 13100 0 0
APPLIED MATLS INC COM 038222105 3423 263135SH SOLE 263135 0 0
AQUA AMERICA INC COM 03836W103 1512 68800SH SOLE 68800 0 0
ARBITRON INC COM 03875Q108 1331 32200SH SOLE 32200 0 0
ARCH COAL INC COM 039380100 2171 81430SH SOLE 81430 0 0
ARCHER DANIELS MIDLAND COM 039483102 6888 228442SH OTHER 01 228032 0 410
ARES CAPITAL CORP COM 04010L103 180 11200SH SOLE 11200 0 0
ARRIS GROUP INC COM 04269Q100 889 76550SH OTHER 01 76300 0 250
ARROW ELECTRS INC COM 042735100 1179 28420SH SOLE 28420 0 0
ASCENA RETAIL GROUP INC COM 04351G101 438 12870SH SOLE 12870 0 0
ASHFORD HOSPITALITY TRUST COM 044103109 125 10000SH SOLE 10000 0 0
ASHLAND INC COM 044209104 3148 48710SH SOLE 48710 0 0
ASSOCIATED BANC CORP COM 045487105 278 20000SH SOLE 20000 0 0
ASSURANT INC COM 04621X108 1108 30535SH SOLE 30535 0 0
ASTEC INDUSTRIES INC COM 046224101 325 8800SH SOLE 8800 0 0
ASTORIA FINL CORP COM 046265104 563 44000SH SOLE 44000 0 0
ATMEL CORP COM 049513104 1387 98600SH SOLE 98600 0 0
ATMOS ENERGY CORP COM 049560105 2139 64320SH SOLE 64320 0 0
ATWOOD OCEANICS INC COM 050095108 941 21330SH SOLE 21330 0 0
AUTODESK INC COM 052769106 1473 38173SH SOLE 38173 0 0
AUTOLIV INC COM 052800109 778 9920SH SOLE 9920 0 0
AUTOMATIC DATA PROCESS COM 053015103 11769 223413SH SOLE 223413 0 0
AUTONATION INC COM 05329W102 1145 31266SH SOLE 31266 0 0
AUTOZONE INC COM 053332102 2292 7774SH OTHER 01 7712 0 62
AVALON COMMUNITIES INC COM 053484101 3923 30555SH SOLE 30555 0 0
AVERY DENNISON CORP COM 053611109 1871 48431SH SOLE 48431 0 0
AVID TECHNOLOGY INC COM 05367P100 203 10800SH SOLE 10800 0 0
AVISTA CORP COM 05379B107 3145 122422SH SOLE 122422 0 0
AVNET INC COM 053807103 2532 79430SH SOLE 79430 0 0
AVON PRODS INC COM 054303102 3772 134731SH SOLE 134731 0 0
BB&T CORPORATION COM 054937107 6342 236294SH SOLE 236294 0 0
B&G FOODS INC - CLASS A COM 05508R106 957 46400SH SOLE 46400 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1883 37400SH SOLE 37400 0 0
BOK FINANCIAL CORPORATION COM 05561Q201 840 15329SH SOLE 15329 0 0
BRE PROPERTIES -CL A COM 05564E106 424 8500SH SOLE 8500 0 0
BMC SOFTWARE INC COM 055921100 5560 101644SH SOLE 101644 0 0
THE BABCOCK & WILCOX CO COM 05615F102 234 8460SH SOLE 8460 0 0
BAKER HUGHES INC COM 057224107 11882 163755SH OTHER 01 163650 0 105
BALL CORP COM 058498106 1725 44858SH SOLE 44858 0 0
BALLY TECHNOLOGIES INC COM 05874B107 220 5410SH SOLE 5410 0 0
BANK OF AMERICA CORP COM 060505104 39076 3565364SH OTHER 01 3564384 0 980
BANK OF HAWAII CORP COM 062540109 986 21200SH SOLE 21200 0 0
THE BANK OF NEW YORK MELLON COM 064058100 1351 52748SH SOLE 52748 0 0
BARD C R INC COM 067383109 2042 18590SH SOLE 18590 0 0
BILL BARRETT CORP COM 06846N104 1131 24400SH SOLE 24400 0 0
BASIC ENERGY SERVICES COM 06985P100 293 9300SH SOLE 9300 0 0
BAXTER INTL INC COM 071813109 13604 227916SH OTHER 01 227809 0 107
BE AEROSPACE INC COM 073302101 1033 25320SH SOLE 25320 0 0
BECTON DICKINSON & CO COM 075887109 8427 97799SH SOLE 97799 0 0
BED BATH & BEYOND INC COM 075896100 3882 66508SH SOLE 66508 0 0
BELDEN INC COM 077454106 872 25000SH SOLE 25000 0 0
BEMIS COM 081437105 254 7531SH SOLE 7531 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 862 52225SH SOLE 52225 0 0
WR BERKLEY CORP COM 084423102 2355 72600SH SOLE 72600 0 0
BERKSHIRE HATHAWAY INC CL B COM 084670702 13559 175200SH SOLE 175200 0 0
BEST BUY INC COM 086516101 3054 97231SH SOLE 97231 0 0
BIG LOTS INC COM 089302103 631 19029SH SOLE 19029 0 0
BIGLARI HOLDINGS INC COM 08986R101 626 1600SH SOLE 1600 0 0
BIO-RAD LABORATORIES-CL A COM 090572207 455 3810SH SOLE 3810 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 251 9220SH SOLE 9220 0 0
BIOGEN IDEC INC COM 09062X103 8109 75842SH SOLE 75842 0 0
BIOMED REALTY TRUST INC COM 09063H107 564 29300SH SOLE 29300 0 0
BIOSCRIP INC COM 09069N108 65 10000SH SOLE 10000 0 0
BLACK BOX CORPORATION COM 091826107 231 7400SH SOLE 7400 0 0
BLACK HILLS CORP COM 092113109 1557 51740SH SOLE 51740 0 0
BLACKROCK INC COM 09247X101 5365 27970SH SOLE 27970 0 0
BLOCK H & R INC COM 093671105 1464 91260SH SOLE 91260 0 0
BLUE COAT SYSTEMS INC COM 09534T508 317 14500SH SOLE 14500 0 0
BLYTH INC COM 09643P207 272 5400SH SOLE 5400 0 0
BOEING CO COM 097023105 20298 274555SH OTHER 01 274415 0 140
BORG-WARNER AUTOMOTIVE COM 099724106 4194 51910SH SOLE 51910 0 0
BOSTON BEER INC COM 100557107 269 3000SH SOLE 3000 0 0
BOSTON PROPERTIES INC COM 101121101 5698 53671SH SOLE 53671 0 0
BOSTON SCIENTIFIC CORP COM 101137107 749 108351SH SOLE 108351 0 0
BRADY CORPORATION -CL A COM 104674106 645 20130SH SOLE 20130 0 0
BRIGGS & STRATTON CORP COM 109043109 1263 63600SH SOLE 63600 0 0
BRINKER INTERNATIONAL INC COM 109641100 1025 41900SH SOLE 41900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 25667 886277SH SOLE 886277 0 0
BRISTOW GROUP INC COM 110394103 898 17600SH SOLE 17600 0 0
BROADCOM CORP CL A COM 111320107 3423 101768SH SOLE 101768 0 0
BROADRIDGE FINANCIAL COM 11133T103 1469 61020SH SOLE 61020 0 0
BROCADE COMMUNICATIONS SYS COM 111621306 97 15000SH SOLE 15000 0 0
BROOKS AUTOMATION INC COM 114340102 379 34854SH SOLE 34854 0 0
BROWN & BROWN INC COM 115236101 1268 49400SH SOLE 49400 0 0
BROWN FORMAN CORP COM 115637209 2858 38263SH SOLE 38263 0 0
BROWN SHOE COMPANY INC COM 115736100 154 14500SH SOLE 14500 0 0
THE BUCKLE INC COM 118440106 222 5200SH SOLE 5200 0 0
BUFFALO WILD WINGS INC COM 119848109 312 4700SH SOLE 4700 0 0
CBS CORP CL B COM 124857202 5433 190690SH SOLE 190690 0 0
CB RICHARD ELLIS GROUP INC COM 12497T101 1089 43365SH SOLE 43365 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 737 5200SH SOLE 5200 0 0
CH ENERGY GROUP INC COM 12541M102 1081 20300SH SOLE 20300 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 3466 43968SH SOLE 43968 0 0
CIGNA CORP COM 125509109 7195 139900SH SOLE 139900 0 0
CIT GROUP INC COM 125581801 531 12000SH SOLE 12000 0 0
CLECO CORPORATION COM 12561W105 5837 167480SH SOLE 167480 0 0
CME GROUP INC COM 12572Q105 5386 18470SH OTHER 01 18429 0 41
CMS ENERGY CORP COM 125896100 4104 208423SH SOLE 208423 0 0
CNA FINL CORP COM 126117100 1338 46050SH SOLE 46050 0 0
CNO FINANCIAL GROUP INC COM 12621E103 444 56100SH SOLE 56100 0 0
CSG SYS INTL INC COM 126349109 259 14000SH SOLE 14000 0 0
CSX CORP COM 126408103 11905 454056SH SOLE 454056 0 0
CTS CORP COM 126501105 454 47000SH SOLE 47000 0 0
CVR ENERGY INC COM 12662P108 391 15900SH SOLE 15900 0 0
CVS CAREMARK CORP COM 126650100 19498 518835SH OTHER 01 518595 0 240
CA INC COM 12673P105 3976 174074SH OTHER 01 173879 0 195
CABELAS INC CL A COM 126804301 320 11800SH SOLE 11800 0 0
CABLEVISION SYSTEMS-NY COM 12686C109 1902 52530SH SOLE 52530 0 0
CABOT CORP COM 127055101 805 20200SH SOLE 20200 0 0
CABOT OIL & GAS CORP COM 127097103 1946 29340SH SOLE 29340 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 209 4500SH SOLE 4500 0 0
CACI INTERNATIONAL INC-CL A COM 127190304 618 9800SH SOLE 9800 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 467 44190SH SOLE 44190 0 0
CAL DIVE INTERNATIONAL INC COM 12802T101 63 10500SH SOLE 10500 0 0
CALIFORNIA WATER SERVICES COM 130788102 535 28600SH SOLE 28600 0 0
CALPINE CORP COM 131347304 1177 73000SH SOLE 73000 0 0
CAMDEN PROPERTY TRUST COM 133131102 1242 19520SH SOLE 19520 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 3071 61065SH SOLE 61065 0 0
CAMPBELL SOUP CO COM 134429109 2337 67654SH SOLE 67654 0 0
CANTEL MEDICAL CORP COM 138098108 447 16600SH SOLE 16600 0 0
CAPITAL ONE FINL CORP COM 14040H105 9910 191797SH SOLE 191797 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 496 37000SH SOLE 37000 0 0
CARBO CERAMICS COM 140781105 3332 20450SH SOLE 20450 0 0
CARDINAL HEALTH INC COM 14149Y108 4940 108771SH SOLE 108771 0 0
CAREER EDUCATION CORP COM 141665109 305 14400SH SOLE 14400 0 0
CAREFUSION CORP. COM 14170T101 645 23725SH SOLE 23725 0 0
CARLISLE COS INC COM 142339100 1364 27700SH SOLE 27700 0 0
CARMAX INC COM 143130102 3787 114514SH SOLE 114514 0 0
CARNIVAL CORPORATION COM 143658300 6378 169490SH SOLE 169490 0 0
CARPENTER TECHNOLOGY COM 144285103 1651 28620SH SOLE 28620 0 0
CASEYS GEN STORES INC COM 147528103 895 20330SH SOLE 20330 0 0
CASH AMERICA INTL INC COM 14754D100 1048 18110SH SOLE 18110 0 0
CATALYST HEALTH SOLUTIONS COM 14888B103 1016 18200SH SOLE 18200 0 0
CATERPILLAR INC DEL COM 149123101 21814 204900SH SOLE 204900 0 0
CELANESE CORP SERIES A COM 150870103 2309 43320SH SOLE 43320 0 0
CELGENE CORP COM 151020104 6992 115921SH SOLE 115921 0 0
CENTENE CORP COM 15135B101 1066 30000SH SOLE 30000 0 0
CENTERPOINT ENERGY INC COM 15189T107 2191 113207SH SOLE 113207 0 0
CENTRAL EURO DISTRIBUTION CP COM 153435102 138 12300SH SOLE 12300 0 0
CENTRAL GARDEN AND PET CO-A COM 153527205 166 16400SH SOLE 16400 0 0
CENTURY ALUMINUM COMPANY COM 156431108 257 16420SH SOLE 16420 0 0
CENTURYLINK INC COM 156700106 9363 231594SH SOLE 231594 0 0
CEPHALON INC COM 156708109 938 11739SH SOLE 11739 0 0
CERNER CORP COM 156782104 2202 36038SH SOLE 36038 0 0
CHARLES RIVER LABORATORIES COM 159864107 354 8720SH SOLE 8720 0 0
CHECKPOINT SYSTEMS INC COM 162825103 193 10800SH SOLE 10800 0 0
CHEMED CORP COM 16359R103 459 7000SH SOLE 7000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4007 134976SH SOLE 134976 0 0
CHEVRON CORP COM 166764100 82728 804432SH OTHER 01 803926 0 506
CHICO'S FAS INC COM 168615102 584 38340SH SOLE 38340 0 0
CHILDREN'S PLACE COM 168905107 334 7500SH SOLE 7500 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 311 89780SH SOLE 89780 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4811 15610SH SOLE 15610 0 0
CHOICE HOTELS INTL INC COM 169905106 217 6500SH SOLE 6500 0 0
CHUBB CORP COM 171232101 9029 144214SH OTHER 01 144028 0 186
CHURCH & DWIGHT INC COM 171340102 1099 27104SH OTHER 01 27000 0 104
CIMAREX ENERGY CO COM 171798101 3970 44148SH SOLE 44148 0 0
CINCINNATI FINL CORP COM 172062101 2983 102229SH SOLE 102229 0 0
CINEMARK HOLDINGS INC COM 17243V102 331 16000SH SOLE 16000 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 338 7900SH SOLE 7900 0 0
CISCO SYS INC COM 17275R102 33057 2117671SH SOLE 2117671 0 0
CINTAS CORP COM 172908105 890 26956SH SOLE 26956 0 0
CITIGROUP INC COM 172967424 40063 962128SH OTHER 01 961862 0 266
CITRIX SYS INC COM 177376100 5084 63556SH SOLE 63556 0 0
CITY NATL CORP COM 178566105 1818 33520SH SOLE 33520 0 0
CLARCOR INC COM 179895107 1083 22900SH SOLE 22900 0 0
CLEAN HARBORS INC COM 184496107 765 7410SH SOLE 7410 0 0
CLEAN ENERGY FUELS CORP COM 184499101 225 17100SH SOLE 17100 0 0
CLEAR CHANNEL OUTDOOR- CL A COM 18451C109 164 12900SH SOLE 12900 0 0
CLEARWATER PAPER CORP COM 18538R103 512 7500SH SOLE 7500 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 3974 42980SH SOLE 42980 0 0
CLOROX CO DEL COM 189054109 3407 50522SH SOLE 50522 0 0
COACH INC COM 189754104 6023 94216SH SOLE 94216 0 0
COCA COLA CO COM 191216100 63369 941737SH SOLE 941737 0 0
COCA COLA ENTERPRISES COM 19122T109 2749 94222SH SOLE 94222 0 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 9436 128655SH SOLE 128655 0 0
COHEN & STEERS INC COM 19247A100 232 7000SH SOLE 7000 0 0
COHU INC COM 192576106 340 25900SH SOLE 25900 0 0
COINSTAR INC COM 19259P300 305 5600SH SOLE 5600 0 0
COLGATE PALMOLIVE COM 194162103 18172 207892SH OTHER 01 207789 0 103
COLLECTIVE BRANDS INC COM 19421W100 147 10000SH SOLE 10000 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 424 24600SH SOLE 24600 0 0
COLUMBUS MCKINNON CORP/NY COM 199333105 307 17100SH SOLE 17100 0 0
COMCAST CORP - CL A COM 20030N101 26266 1036549SH SOLE 1036549 0 0
COMERICA INC COM 200340107 2146 62065SH SOLE 62065 0 0
COMMERCE BANCSHARES IN COM 200525103 1433 33320SH SOLE 33320 0 0
COMMERCIAL METALS CO COM 201723103 973 67800SH SOLE 67800 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 697 28100SH SOLE 28100 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 724 28200SH SOLE 28200 0 0
COMPASS MINERALS COM 20451N101 310 3600SH SOLE 3600 0 0
COMPUTER SCIENCES CORP COM 205363104 2084 54888SH SOLE 54888 0 0
COMPUWARE CORP COM 205638109 334 34208SH SOLE 34208 0 0
CONAGRA INC COM 205887102 6545 253572SH SOLE 253572 0 0
CON-WAY INC COM 205944101 582 15000SH SOLE 15000 0 0
CONCHO RESOURCES INC COM 20605P101 450 4900SH SOLE 4900 0 0
CONOCOPHILLIPS COM 20825C104 47554 632449SH SOLE 632449 0 0
CONSOL ENERGY INC COM 20854P109 2163 44626SH SOLE 44626 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 237 12200SH SOLE 12200 0 0
CONSOLIDATED EDISON CO COM 209115104 12894 242180SH SOLE 242180 0 0
CONSTELLATION BRANDS INC COM 21036P108 1609 77290SH SOLE 77290 0 0
CONSTELLATION ENERGY GP COM 210371100 733 19300SH SOLE 19300 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 260 4000SH SOLE 4000 0 0
CONTINUCARE COM 212172100 62 10000SH SOLE 10000 0 0
CONVERGYS COM 212485106 226 16560SH SOLE 16560 0 0
COOPER COMPANIES INC COM 216648402 2917 36810SH SOLE 36810 0 0
COPART INC COM 217204106 680 14597SH SOLE 14597 0 0
CORELOGIC, INC COM 21871D103 555 33210SH SOLE 33210 0 0
CORINTHIAN COLLEGES INC COM 218868107 64 15000SH SOLE 15000 0 0
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