Sei Trust as of June 30, 2012
Portfolio Holdings for Sei Trust
Sei Trust holds 0 positions in its portfolio as reported in the June 2012 quarterly 13F filing
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FORM 13 F INFORMATION TABLE
VALUE SHRS 0R SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLACUSIP ($1000) PRN AMT PRN CALL DISCRETION MANAGERSSOLE SHARED NONE
3M CO COM 88579Y101 35.8 400SH SOLE 0 400 0 0
7 DAYS GROUP HLDGS LTD FS 81783J101 3018.1 285806SH SOLE 0 285806 0 0
AAR CORP COM 000361105 31 2300SH SOLE 0 2300 0 0
AAR CORP NOTE 1.750% CB 000361AH8 75 76000SH SOLE 0 76000 0 0
ABB LTD SPONSORED FS 000375204 130.2 7977SH SOLE 0 7977 0 0
ABBOTT LABS COM 002824100 14797.4 229524SH SOLE 0 229524 0 0
ABERCROMBIE & FITCH CO CL COM 002896207 310.7 9100SH SOLE 0 9100 0 0
ABIOMED INC COM 003654100 2317.6 101560SH SOLE 0 101560 0 0
ABRAXAS PETE CORP COM 003830106 427.8 134120SH SOLE 0 134120 0 0
ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 20358.6 338801SH SOLE 0 338801 0 0
ACCO BRANDS CORP COM 00081T108 84.2 8144SH SOLE 0 8144 0 0
ACE LTD FS H0023R105 3498.9 47199SH SOLE 0 47199 0 0
ACME PACKET INC COM 004764106 258.5 13861SH SOLE 0 13861 0 0
ACTIVISION BLIZZARD INC COM 00507V109 31.3 2611SH SOLE 0 2611 0 0
ACTUANT CORP CL A COM 00508X203 43.5 1600SH SOLE 0 1600 0 0
ADOBE SYS INC COM 00724F101 1566.4 48391SH SOLE 0 48391 0 0
ADTRAN INC COM 00738A106 75.5 2502SH SOLE 0 2502 0 0
ADVANCED MICRO DEVICES INC COM 007903107 173 30200SH SOLE 0 30200 0 0
ADVANCED MICRO DEVICES INC NOT CB 007903AL1 113 112000SH SOLE 0 112000 0 0
ADVANCED SEMICONDUCTOR ENGR SP FS 00756M404 13087.4 3215580SH SOLE 0 32155800 0
ADVENT SOFTWARE INC COM 007974108 317.2 11700SH SOLE 0 11700 0 0
ADVISORY BRD CO COM 00762W107 2824.6 56960SH SOLE 0 56960 0 0
AERCAP HOLDINGS NV COM N00985106 6.4 569SH SOLE 0 569 0 0
AEROVIRONMENT INC COM 008073108 65.8 2500SH SOLE 0 2500 0 0
AES CORP COM 00130H105 1290.6 100590SH SOLE 0 100590 0 0
AETNA INC NEW COM 00817Y108 721.1 18600SH SOLE 0 18600 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2086.4 19063SH SOLE 0 19063 0 0
AFLAC INC COM 001055102 1997.5 46900SH SOLE 0 46900 0 0
AGCO CORP COM 001084102 3251.4 71100SH SOLE 0 71100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5948.5 151592SH SOLE 0 151592 0 0
AGL RES INC COM 001204106 10925.2 281941SH SOLE 0 281941 0 0
AIR PRODS & CHEMS INC COM 009158106 8654.6 107204SH SOLE 0 107204 0 0
AIRGAS INC COM 009363102 5943.7 70750SH SOLE 0 70750 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 688.9 21698SH SOLE 0 21698 0 0
ALASKA AIR GROUP INC COM 011659109 114.9 3200SH SOLE 0 3200 0 0
ALBEMARLE CORP COM 012653101 3737 62660SH SOLE 0 62660 0 0
ALERE INC NOTE 3.000% CB 01449JAA3 67.3 75000SH SOLE 0 75000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 8031.8 110448SH SOLE 0 110448 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 12087.5 121727SH SOLE 0 121727 0 0
ALIGN TECHNOLOGY INC COM 016255101 154.5 4617SH SOLE 0 4617 0 0
ALLEGHANY CORP DEL COM 017175100 134.2 395SH SOLE 0 395 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1675.9 52553SH SOLE 0 52553 0 0
ALLERGAN INC COM 018490102 17976.8 194197SH SOLE 0 194197 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 415.8 3080SH SOLE 0 3080 0 0
ALLIANCEBERNSTEIN HOLDING LP U COM 01881G106 417.5 32900SH SOLE 0 32900 0 0
ALLIED WRLD ASSUR COM HLDG A COM H01531104 7001.3 88100SH SOLE 0 88100 0 0
ALLOT COMMUNICATIONS LTD COM M0854Q105 10.9 390SH SOLE 0 390 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 88.3 8076SH SOLE 0 8076 0 0
ALLSTATE CORP COM 020002101 5709.3 162704SH SOLE 0 162704 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 434.6 49900SH SOLE 0 49900 0 0
ALTERA CORP COM 021441100 14104.9 416812SH SOLE 0 416812 0 0
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 1678.9 71900SH SOLE 0 71900 0 0
ALTRA HOLDINGS INC COM 02208R106 123.1 7800SH SOLE 0 7800 0 0
ALTRIA GROUP INC COM 02209S103 14694.1 425300SH SOLE 0 425300 0 0
AMAZON COM INC COM 023135106 38045.6 166611SH SOLE 0 166611 0 0
AMEREN CORP COM 023608102 1734 51700SH SOLE 0 51700 0 0
AMERESCO INC CL COM 02361E108 489.6 41040SH SOLE 0 41040 0 0
AMERICA MOVIL SAB DE CV SPON A FS 02364W105 814.6 31260SH SOLE 0 31260 0 0
AMERICAN ASSETS TR INC COM 024013104 2572.9 106100SH SOLE 0 106100 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 97.6 9300SH SOLE 0 9300 0 0
AURIZON MINES LTD FS 05155P106 1933.4 428700SH SOLE 0 428700 0 0
AUTODESK INC COM 052769106 6386.4 182521SH SOLE 0 182521 0 0
AUTOLIV INC FS 052800109 574.1 10503SH SOLE 0 10503 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 12433.9 223391SH SOLE 0 223391 0 0
AUTOZONE INC COM 053332102 9913.6 27000SH SOLE 0 27000 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 5100.2 142067SH SOLE 0 142067 0 0
AVALONBAY CMNTYS INC COM 053484101 12180.3 86092SH SOLE 0 86092 0 0
AVEO PHARMACEUTICALS INC COM 053588109 1270.9 104516SH SOLE 0 104516 0 0
AVERY DENNISON CORP COM 053611109 82 3000SH SOLE 0 3000 0 0
AVG TECHNOLOGIES N V COM N07831105 95.9 7369SH SOLE 0 7369 0 0
AVISTA CORP COM 05379B107 106.8 4000SH SOLE 0 4000 0 0
AVNET INC COM 053807103 4005.6 129800SH SOLE 0 129800 0 0
AXIS CAPITAL HOLDINGS INV COM G0692U109 9090.8 279288SH SOLE 0 279288 0 0
BAIDU INC SPON ADR REP FS 056752108 42645.9 370898SH SOLE 0 370898 0 0
BAKER HUGHES INC COM 057224107 1191.5 28990SH SOLE 0 28990 0 0
BALDWIN & LYONS INC CL COM 057755209 127.8 5500SH SOLE 0 5500 0 0
BALL CORP COM 058498106 447.4 10900SH SOLE 0 10900 0 0
BALLY TECHNOLOGIES INC COM 05874B107 65.3 1400SH SOLE 0 1400 0 0
BANCO BRADESCO S A SP ADR PFD FS 059460303 10858.7 730239SH SOLE 0 730239 0 0
BANCOLOMBIA S A SPON ADR FS 05968L102 13740.8 222200SH SOLE 0 222200 0 0
BANCORPSOUTH INC COM 059692103 126.3 8700SH SOLE 0 8700 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 943.5 18218SH SOLE 0 18218 0 0
BANK OF AMERICA CORPORATION COM 060505104 4826.9 590089SH SOLE 0 590089 0 0
BANK OF AMERICA CORPORATION 7. PFD 060505682 551.9 566SH SOLE 0 566 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1755.1 79960SH SOLE 0 79960 0 0
BANKUNITED INC COM 06652K103 5771.3 244754SH SOLE 0 244754 0 0
BARNES GROUP INC COM 067806109 75.3 3100SH SOLE 0 3100 0 0
BARRETT BILL CORP COM 06846N104 75 3500SH SOLE 0 3500 0 0
BARRICK GOLD CORP COM 067901108 5298.9 141041SH SOLE 0 141041 0 0
BAXTER INTL INC COM 071813109 3720.5 70000SH SOLE 0 70000 0 0
BB^T CORP COM 054937107 1181.6 38300SH SOLE 0 38300 0 0
BBCN BANCORP INC COM 073295107 2131.2 195700SH SOLE 0 195700 0 0
BE AEROSPACE INC COM 073302101 5021.2 115007SH SOLE 0 115007 0 0
BEAM INC COM 073730103 1439.8 23041SH SOLE 0 23041 0 0
BECTON DICKINSON & CO COM 075887109 501.3 6707SH SOLE 0 6707 0 0
BED BATH & BEYOND INC COM 075896100 9593.8 155240SH SOLE 0 155240 0 0
BEL FUSE INC CL COM 077347300 112.7 6400SH SOLE 0 6400 0 0
BELDEN INC COM 077454106 2447.6 73390SH SOLE 0 73390 0 0
BELO CORP COM SER COM 080555105 166.2 25800SH SOLE 0 25800 0 0
BEMIS INC COM 081437105 323.6 10327SH SOLE 0 10327 0 0
BENCHMARK ELECTRS INC COM 08160H101 67 4800SH SOLE 0 4800 0 0
BERKLEY W R CORP COM 084423102 2281.9 58630SH SOLE 0 58630 0 0
BERKSHIRE HATHAWAY INC DEL CL COM 084670702 748.2 8979SH SOLE 0 8979 0 0
BERRY PETE CO CL COM 085789105 67.4 1700SH SOLE 0 1700 0 0
BEST BUY INC COM 086516101 2351.7 112200SH SOLE 0 112200 0 0
BHP BILLITON LTD SPONSORED FS 088606108 14111.3 216100SH SOLE 0 216100 0 0
BIG LOTS INC COM 089302103 9728.4 238500SH SOLE 0 238500 0 0
BIOGEN IDEC INC COM 09062X103 35045.4 242730SH SOLE 0 242730 0 0
BIOMED REALTY TRUST INC COM 09063H107 4143.2 221800SH SOLE 0 221800 0 0
BJS RESTAURANTS INC COM 09180C106 3320.7 87387SH SOLE 0 87387 0 0
BLACK HILLS CORP COM 092113109 93.3 2900SH SOLE 0 2900 0 0
BLACKBAUD INC COM 09227Q100 1463.2 57000SH SOLE 0 57000 0 0
BLACKROCK INC COM 09247X101 16233.8 95594SH SOLE 0 95594 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 32.2 3300SH SOLE 0 3300 0 0
BLOCK H & R INC COM 093671105 742.6 46470SH SOLE 0 46470 0 0
BMC SOFTWARE INC COM 055921100 1392.4 32625SH SOLE 0 32625 0 0
BOB EVANS FARMS INC COM 096761101 6494.3 161550SH SOLE 0 161550 0 0
BOEING CO COM 097023105 1754.7 23617SH SOLE 0 23617 0 0
BOK FINL CORP COM COM 05561Q201 122.2 2100SH SOLE 0 2100 0 0
BOOZ ALLEN HAMILTON HLDG COR C COM 099502106 49.7 3251SH SOLE 0 3251 0 0
BORGWARNER INC COM 099724106 26427.3 402916SH SOLE 0 402916 0 0
CELGENE CORP COM 151020104 27394.8 426976SH SOLE 0 426976 0 0
CENOVUS ENERGY INC COM 15135U109 79.5 2500SH SOLE 0 2500 0 0
CENTENE CORP DEL COM 15135B101 621.3 20600SH SOLE 0 20600 0 0
CENTERPOINT ENERGY INC COM 15189T107 347.3 16800SH SOLE 0 16800 0 0
CENTRAIS ELETRICAS BRASILEIR S FS 15234Q108 21.1 2200SH SOLE 0 2200 0 0
CENTRAIS ELETRICAS BRASILEIR S COM 15234Q207 43 6117SH SOLE 0 6117 0 0
CENTURYLINK INC COM 156700106 6707.3 169849SH SOLE 0 169849 0 0
CEPHEID COM 15670R107 642.2 14350SH SOLE 0 14350 0 0
CERAGON NETWORKS LTD COM M22013102 2409.9 281200SH SOLE 0 281200 0 0
CERNER CORP COM 156782104 18613.7 225184SH SOLE 0 225184 0 0
CF INDS HLDGS INC COM 125269100 8272.7 42700SH SOLE 0 42700 0 0
CHART INDS INC COM PAR COM 16115Q308 3866 56225SH SOLE 0 56225 0 0
CHECK POINT SOFTWARE TECH LT FS M22465104 23148.1 466789SH SOLE 0 466789 0 0
CHEESECAKE FACTORY INC COM 163072101 2305.2 72129SH SOLE 0 72129 0 0
CHELSEA THERAPEUTICS INTL LT COM 163428105 598.2 404191SH SOLE 0 404191 0 0
CHESAPEAKE ENERGY CORP NOTE CB 165167CB1 29.7 37000SH SOLE 0 37000 0 0
CHESAPEAKE MIDSTREAM PARTNER COM 16524K108 2938.7 108000SH SOLE 0 108000 0 0
CHESAPEAKE UTILS CORP COM 165303108 21.9 500SH SOLE 0 500 0 0
CHEVRON CORP NEW COM 166764100 26064.1 247053SH SOLE 0 247053 0 0
CHICOS FAS INC COM 168615102 3679.7 247960SH SOLE 0 247960 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 2860.2 57400SH SOLE 0 57400 0 0
CHIMERA INVT CORP COM 16934Q109 70.1 29700SH SOLE 0 29700 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5573.1 14668SH SOLE 0 14668 0 0
CHUBB CORP COM 171232101 12568.7 172599SH SOLE 0 172599 0 0
CHURCH & DWIGHT INC COM 171340102 1466.3 26435SH SOLE 0 26435 0 0
CIGNA CORPORATION COM 125509109 1654.9 37611SH SOLE 0 37611 0 0
CIMAREX ENERGY CO COM 171798101 3157.7 57287SH SOLE 0 57287 0 0
CINCINNATI FINL CORP COM 172062101 582.5 15300SH SOLE 0 15300 0 0
CINTAS CORP COM 172908105 677.5 17548SH SOLE 0 17548 0 0
CIRCOR INTL INC COM 17273K109 2962.7 86907SH SOLE 0 86907 0 0
CISCO SYS INC COM 17275R102 19056.3 1109858SH SOLE 0 11098580 0
CIT GROUP INC COM COM 125581801 1504 42200SH SOLE 0 42200 0 0
CITIGROUP INC COM COM 172967424 4957.4 180860SH SOLE 0 180860 0 0
CITRIX SYS INC COM 177376100 5779.4 68852SH SOLE 0 68852 0 0
CITY NATL CORP COM 178566105 48.6 1000SH SOLE 0 1000 0 0
CLARCOR INC COM 179895107 1761.7 36580SH SOLE 0 36580 0 0
CLEARWATER PAPER CORP COM 18538R103 4312.8 126400SH SOLE 0 126400 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 714.2 14490SH SOLE 0 14490 0 0
CLOROX CO DEL COM 189054109 1680.6 23193SH SOLE 0 23193 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 2981.2 176300SH SOLE 0 176300 0 0
CME GROUP INC COM 12572Q105 1132 4222SH SOLE 0 4222 0 0
CMS ENERGY CORP COM 125896100 6974.8 296800SH SOLE 0 296800 0 0
COACH INC COM 189754104 18919.2 323516SH SOLE 0 323516 0 0
COCA COLA CO COM 191216100 21444.8 274265SH SOLE 0 274265 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 346.9 12371SH SOLE 0 12371 0 0
COGENT COMM GROUP INC COM COM 19239V302 1851.1 96160SH SOLE 0 96160 0 0
COGNEX CORP COM 192422103 2288.2 72296SH SOLE 0 72296 0 0
COGNIZANT TECHNOLOGY SOLUTIO C COM 192446102 4413.5 73559SH SOLE 0 73559 0 0
COHERENT INC COM 192479103 3663.2 84600SH SOLE 0 84600 0 0
COLFAX CORP COM 194014106 6018.5 218300SH SOLE 0 218300 0 0
COLGATE PALMOLIVE CO COM 194162103 4823.9 46339SH SOLE 0 46339 0 0
COLLECTIVE BRANDS INC COM 19421W100 77.1 3600SH SOLE 0 3600 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 515.1 9607SH SOLE 0 9607 0 0
COMCAST CORP NEW CL COM 20030N101 4718.6 147594SH SOLE 0 147594 0 0
COMERICA INC COM 200340107 1437.1 46795SH SOLE 0 46795 0 0
COMMERCE BANCSHARES INC COM 200525103 7838.6 206822SH SOLE 0 206822 0 0
COMMONWEALTH REIT COM SH BEN COM 203233101 99.4 5200SH SOLE 0 5200 0 0
COMMUNITY BK SYS INC COM 203607106 132.9 4900SH SOLE 0 4900 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 40.4 1441SH SOLE 0 1441 0 0
COMMVAULT SYSTEMS INC COM 204166102 302.4 6100SH SOLE 0 6100 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1802.8 70700SH SOLE 0 70700 0 0
DELTIC TIMBER CORP COM 247850100 2853.9 46800SH SOLE 0 46800 0 0
DEMANDWARE INC COM 24802Y105 1423.3 60080SH SOLE 0 60080 0 0
DENBURY RES INC COM COM 247916208 4883.4 323190SH SOLE 0 323190 0 0
DENDREON CORP COM 24823Q107 1291.3 174500SH SOLE 0 174500 0 0
DENDREON CORP NOTE 2.875% NOTE 24823QAC1 23.6 34000SH SOLE 0 34000 0 0
DENTSPLY INTL INC NEW COM 249030107 3697 97779SH SOLE 0 97779 0 0
DESTINATION MATERNITY CORP COM 25065D100 123.1 5700SH SOLE 0 5700 0 0
DEVON ENERGY CORP NEW COM 25179M103 77.1 1329SH SOLE 0 1329 0 0
DEXCOM INC COM 252131107 5828 449694SH SOLE 0 449694 0 0
DFC GLOBAL CORP COM 23324T107 117.5 6374SH SOLE 0 6374 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 3680.2 360800SH SOLE 0 360800 0 0
DIANA SHIPPING INC FS Y2066G104 61.5 7900SH SOLE 0 7900 0 0
DICE HLDGS INC COM 253017107 927.8 98811SH SOLE 0 98811 0 0
DICKS SPORTING GOODS INC COM 253393102 3630.3 75632SH SOLE 0 75632 0 0
DIGITAL RLTY TR INC COM 253868103 3746.7 49910SH SOLE 0 49910 0 0
DINEEQUITY INC COM 254423106 1495.4 33500SH SOLE 0 33500 0 0
DIRECTV COM CL COM 25490A101 6300.7 129060SH SOLE 0 129060 0 0
DISCOVER FINL SVCS COM 254709108 1324.4 38300SH SOLE 0 38300 0 0
DISCOVERY COMMUNICATNS NEW COM COM 25470F104 1413.2 26170SH SOLE 0 26170 0 0
DISCOVERY COMMUNICATNS NEW COM COM 25470F302 7989.4 159500SH SOLE 0 159500 0 0
DISNEY WALT CO COM COM 254687106 2005.5 41350SH SOLE 0 41350 0 0
DOLE FOOD CO INC NEW COM 256603101 56.2 6400SH SOLE 0 6400 0 0
DOLLAR GEN CORP NEW COM 256677105 19062.3 350474SH SOLE 0 350474 0 0
DOLLAR TREE INC COM 256746108 12018.9 223400SH SOLE 0 223400 0 0
DOMINION RES INC VA NEW COM 25746U109 5016.6 92900SH SOLE 0 92900 0 0
DONNELLEY R R & SONS CO COM 257867101 454.3 38600SH SOLE 0 38600 0 0
DOVER CORP COM 260003108 393.2 7335SH SOLE 0 7335 0 0
DOW CHEM CO COM 260543103 2401.9 76252SH SOLE 0 76252 0 0
DR PEPPER SNAPPLE GROUP INC FS 26138E109 7362.1 168276SH SOLE 0 168276 0 0
DST SYS INC DEL COM 233326107 347.6 6400SH SOLE 0 6400 0 0
DTE ENERGY CO COM 233331107 284.8 4800SH SOLE 0 4800 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 10056.9 198870SH SOLE 0 198870 0 0
DUKE ENERGY CORP NEW COM 26441C105 705.6 30600SH SOLE 0 30600 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2925.1 41100SH SOLE 0 41100 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 4795.2 167900SH SOLE 0 167900 0 0
DYNAMIC MATLS CORP COM 267888105 78 4500SH SOLE 0 4500 0 0
E M C CORP MASS COM 268648102 42727.6 1667094SH SOLE 0 16670940 0
EAST WEST BANCORP INC COM 27579R104 7086.8 302079SH SOLE 0 302079 0 0
EASTMAN CHEM CO COM 277432100 3561.2 70700SH SOLE 0 70700 0 0
EATON CORP COM 278058102 7446.1 187890SH SOLE 0 187890 0 0
EBAY INC COM 278642103 29873.1 711094SH SOLE 0 711094 0 0
ECHOSTAR CORP CL COM 278768106 2964.4 112202SH SOLE 0 112202 0 0
ECOLAB INC COM 278865100 37084.3 541140SH SOLE 0 541140 0 0
E-COMMERCE CHINA DANGDANG IN S FS 26833A105 0 0SH SOLE 0 0 0 0
EDISON INTL COM 281020107 2424.9 52488SH SOLE 0 52488 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 17869.2 172984SH SOLE 0 172984 0 0
EL PASO ELEC CO COM COM 283677854 172.4 5200SH SOLE 0 5200 0 0
EL PASO PIPELINE PARTNERS L CO COM 283702108 5582.6 165166SH SOLE 0 165166 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 59.1 5000SH SOLE 0 5000 0 0
ELECTRONIC ARTS INC COM 285512109 165.5 13398SH SOLE 0 13398 0 0
ELIZABETH ARDEN INC COM 28660G106 6356.3 163779SH SOLE 0 163779 0 0
EMBRAER S A SP ADR REP 4 FS 29082A107 14015.4 528285SH SOLE 0 528285 0 0
EMCOR GROUP INC COM 29084Q100 80.7 2900SH SOLE 0 2900 0 0
EMERSON ELEC CO COM 291011104 1754.3 37662SH SOLE 0 37662 0 0
EMPIRE DIST ELEC CO COM 291641108 180.9 8573SH SOLE 0 8573 0 0
EMULEX CORP COM COM 292475209 672.9 93456SH SOLE 0 93456 0 0
ENCANA CORP COM 292505104 100 4800SH SOLE 0 4800 0 0
ENCORE CAP GROUP INC COM 292554102 59.1 1996SH SOLE 0 1996 0 0
ENCORE WIRE CORP COM 292562105 195.5 7300SH SOLE 0 7300 0 0
FLUOR CORP NEW COM 343412102 21370.3 433124SH SOLE 0 433124 0 0
FLUSHING FINL CORP COM 343873105 58.6 4300SH SOLE 0 4300 0 0
FLY LEASING LTD SPONSORED COM 34407D109 1859.4 152533SH SOLE 0 152533 0 0
FMC TECHNOLOGIES INC COM 30249U101 28390.8 723700SH SOLE 0 723700 0 0
FNB CORP PA COM 302520101 114.1 10500SH SOLE 0 10500 0 0
FORD MTR CO DEL COM PAR COM 345370860 167.8 17500SH SOLE 0 17500 0 0
FOREST CITY ENTERPRISES INC CL COM 345550107 2442.6 167300SH SOLE 0 167300 0 0
FORESTAR GROUP INC COM 346233109 5140.7 401300SH SOLE 0 401300 0 0
FORMFACTOR INC COM 346375108 60.8 9400SH SOLE 0 9400 0 0
FORTINET INC COM 34959E109 803.6 34610SH SOLE 0 34610 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1640.8 83330SH SOLE 0 83330 0 0
FORWARD AIR CORP COM 349853101 391.2 12124SH SOLE 0 12124 0 0
FOSSIL INC COM 349882100 176 2300SH SOLE 0 2300 0 0
FOSTER WHEELER AG COM H27178104 6147 354700SH SOLE 0 354700 0 0
FRANKLIN RES INC COM 354613101 19607.4 176659SH SOLE 0 176659 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1042.8 30609SH SOLE 0 30609 0 0
FREIGHTCAR AMER INC COM 357023100 57.4 2500SH SOLE 0 2500 0 0
FULLER H B CO COM 359694106 64.5 2100SH SOLE 0 2100 0 0
FULTON FINL CORP PA COM 360271100 214.8 21500SH SOLE 0 21500 0 0
FUSION-IO INC COM 36112J107 1219 58351SH SOLE 0 58351 0 0
GAMESTOP CORP NEW CL COM 36467W109 49.6 2700SH SOLE 0 2700 0 0
GANNETT INC COM 364730101 655.5 44500SH SOLE 0 44500 0 0
GAP INC DEL COM 364760108 177.8 6500SH SOLE 0 6500 0 0
GENERAL CABLE CORP DEL NEW FRN NOTE 369300AL2 97.4 100000SH SOLE 0 100000 0 0
GENERAL DYNAMICS CORP COM 369550108 932.5 14137SH SOLE 0 14137 0 0
GENERAL ELECTRIC CO COM 369604103 9849.3 472614SH SOLE 0 472614 0 0
GENERAL MLS INC COM 370334104 114.2 2962SH SOLE 0 2962 0 0
GENERAL MTRS CO COM 37045V100 4346.3 220400SH SOLE 0 220400 0 0
GENESCO INC COM 371532102 177.4 2950SH SOLE 0 2950 0 0
GENESEE & WYO INC CL COM 371559105 3676.6 69579SH SOLE 0 69579 0 0
GENTEX CORP COM 371901109 801.4 38400SH SOLE 0 38400 0 0
GENUINE PARTS CO COM 372460105 9897.4 164272SH SOLE 0 164272 0 0
GENWORTH FINL INC COM CL COM 37247D106 267.2 47200SH SOLE 0 47200 0 0
GEO GROUP INC COM 36159R103 206.8 9100SH SOLE 0 9100 0 0
GEORGIA GULF CORP COM PAR$0.01 COM 373200302 324.6 12646SH SOLE 0 12646 0 0
G-III APPAREL GROUP LTD COM 36237H101 27.1 1145SH SOLE 0 1145 0 0
GILDAN ACTIVEWEAR INC FS 375916103 574 20859SH SOLE 0 20859 0 0
GILEAD SCIENCES INC COM 375558103 7826.9 152630SH SOLE 0 152630 0 0
GLAXOSMITHKLINE PLC SPONSORED FS 37733W105 0 0SH SOLE 0 0 0 0
GLOBAL PMTS INC COM 37940X102 8010.5 185300SH SOLE 0 185300 0 0
GLOBAL X FDS FTSE NORDIC MF 37950E101 12 713SH SOLE 0 713 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 64.5 4800SH SOLE 0 4800 0 0
GNC HLDGS INC COM CL COM 36191G107 350 8928SH SOLE 0 8928 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5660.1 59046SH SOLE 0 59046 0 0
GOODRICH CORP COM 382388106 1002.5 7900SH SOLE 0 7900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 336.6 28500SH SOLE 0 28500 0 0
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