S&P 1000 Index

17.08.
2012
Option Implied Volatility Skew Parameters by Terms:

2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend
Yield
Next ExDividend
Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
SHLM UW Equity SCHULMAN (A.) INC
Materials
23.67
3.56%
24.10.2012
32.31
30.15
30.11
AAON UW Equity AAON INC
Industrials
19.29
1.30%
30.11.2012
AIR UN Equity
AAR CORP
Industrials
13.52
2.37%
25.10.2012
41.11
39.31
38.78
39.40
-0.004 -0.124 -0.220
0.000
0.001
0.002
0.024
0.013 -0.024 -0.178
0.000
0.001
AAN UN Equity
AARON'S INC
Consumer Discretionary
29.77
0.22%
30.11.2012
33.09
33.09
33.09
ABAX UW Equity
ABAXIS INC
Health Care
38.61
29.20
39.89
41.24
0.002
0.006
33.09
0.000
0.000
0.000
0.000
0.000
0.000
0.000
34.91
-0.326 -0.332 -0.307 -0.206
0.004
0.006
0.005
ABM UN Equity
ABM INDUSTRIES INC
Industrials
20.26
2.94%
02.10.2012
101.10
81.07
65.40
0.002
0.000
0.000 -0.001 0.012
AKR UN Equity
ACADIA REALTY TRUST
Financials
24.19
2.98%
31.12.2012
ACIW UW Equity
ACI WORLDWIDE INC
Information Technology
44.87
25.94
26.62
29.04
38.30
-0.318 -0.342 -0.335 -0.208
0.007
0.007
0.008
ATU UN Equity
ACTUANT CORP-A
Industrials
28.37
0.14%
25.09.2013
31.48
32.79
35.06
41.76
-0.300 -0.231 -0.205 -0.219
0.004
0.009
0.007 -0.004
AYI UN Equity
ACUITY BRANDS INC
Industrials
64.69
0.93%
11.10.2012
31.07
34.35
35.06
34.18
-0.214 -0.232 -0.232 -0.242
0.023
0.013
0.009
0.007
ACXM UW Equity ACXIOM CORP
16.79
24.96
30.15
32.37
33.92
0.000
0.002
0.002
0.000
ADTN UW Equity ADTRAN INC
22.64
1.63%
23.10.2012
36.19
39.43
40.57
41.35
0.006
0.002
0.000
0.005
AAP UN Equity
ADVANCE AUTO PARTS INC
72.61
0.33%
19.12.2012
25.16
28.41
29.82
30.86
-0.222 -0.228 -0.224 -0.189
0.006
0.004
0.003
0.002
AEIS UW Equity
ADVANCED ENERGY INDUSTRIES
13.45
42.87
44.09
44.01
-0.129 -0.177 -0.190
-0.001 -0.002 -0.001
ADVS UW Equity ADVENT SOFTWARE INC
ACM UN Equity
0.000
0.003 -0.013
0.000 -0.039 -0.083 -0.205

41.90
-0.302 -0.335 -0.312 0.035
0.097
0.018
23.33
35.78
37.52
38.43
39.71
-0.057 -0.109 -0.136 -0.175
0.000
0.002
0.003
0.000
Industrials
19.07
32.77
34.42
35.27
36.19
-0.224 -0.308 -0.320 -0.232
0.004
0.004
0.003
0.002
AEGN UW Equity AEGION CORP
Industrials
19.98
35.89
32.19
33.21
41.90
0.000 -0.108 -0.143 -0.060
0.000
0.000
0.000
0.000
ARO UN Equity
AEROPOSTALE INC
12.31
59.22
53.01
51.40
52.12
-0.126 -0.189 -0.213 -0.189 -0.135
0.004
0.002
0.001
0.000
AVAV UW Equity
AEROVIRONMENT INC
Industrials
23.81
38.93
37.68
37.79
40.90
0.035 -0.090 -0.115 -0.052
0.005
0.008
0.007
0.000
AMG UN Equity
AFFILIATED MANAGERS GROUP
Financials
118.97
21.32
24.09
25.65
28.10
-0.575 -0.531 -0.474 -0.311
0.016
0.008
0.005
0.001
AFFX UW Equity
AFFYMETRIX INC
72.97
AECOM TECHNOLOGY CORP
52.51
Health Care
3.91
73.15
73.33
56.15
-0.571 -0.570 -0.569 -0.318
0.000
0.000
0.001
0.008
AGCO UN Equity AGCO CORP
Industrials
43.67
31.05
33.93
35.23
36.17
-0.362 -0.351 -0.330 -0.259
0.013
0.007
0.005
0.003
AGYS UW Equity AGILYSYS INC
8.57
50.31
50.32
50.32
-0.204 -0.204 -0.204
0.000
0.000
0.000
AIRM UW Equity
AIR METHODS CORP
Health Care
115.93
34.39
34.96
36.06
-0.592 -0.171 -0.034
0.027
0.003 -0.005
AKS UN Equity
AK STEEL HOLDING CORP
-0.437 -0.326 -0.287 -0.244 -0.138
1.37%
13.11.2012
Materials
5.44
55.73
57.28
59.69
63.57
AKRX UW Equity AKORN INC
Health Care
12.42
47.39
48.04
48.07
46.67
ALK UN Equity
ALASKA AIR GROUP INC
Industrials
33.85
14.11.2012
27.78
29.85
31.05
AIN UN Equity
ALBANY INTL CORP-CL A
Industrials
20.55
2.77%
06.09.2012
ALB UN Equity
ALBEMARLE CORP
Materials
61.16
1.39%
14.12.2012
24.85
29.22
30.96
32.54
ALEX UN Equity
ALEXANDER & BALDWIN INC
Financials
29.98
32.67
38.89
40.51
38.07
ARE UN Equity
ALEXANDRIA REAL ESTATE EQUIT
Financials
73.43
2.85%
28.09.2012
17.79
17.44
18.75
-0.055 -0.062 -0.123
41.08
48.57
50.22
31.62
32.33
33.02
18.94
20.98
21.99
ALGN UW Equity ALIGN TECHNOLOGY INC
Health Care
Y UN Equity
ALLEGHANY CORP
Financials
335.11
ALGT UW Equity
ALLEGIANT TRAVEL CO
Industrials
34.19
67.68
ALE UN Equity
ALLETE INC
Utilities
ADS UN Equity
ALLIANCE DATA SYSTEMS CORP
AOI UN Equity
ALLIANCE ONE INTERNATIONAL
Consumer Staples
2.83
LNT UN Equity
ALLIANT ENERGY CORP
Utilities
45.95
4.08%
31.10.2012
17.40
16.50
16.18
ATK UN Equity
ALLIANT TECHSYSTEMS INC
1.54%
03.12.2012
41.31
4.60%
61.17
0.016
0.011
0.008
0.003
0.044 -0.162 -0.238 -0.218
0.001
0.003
0.005
0.007
-0.220 -0.326 -0.320
0.004
0.010
0.008
-0.502 -0.396 -0.337 -0.255
0.014
0.007
0.005
0.554
0.013
0.002 -0.003 -0.002
0.001
0.001
0.002
-0.298 -0.298 -0.274
0.004
0.002
0.001
-0.120 -0.294 -0.334
0.015
0.006
0.002
-0.571 -0.481 -0.419 -0.325
0.017
0.009
0.006
0.000
0.000
0.000
0.000
0.084 -0.107 -0.082
23.45
0.000
0.000
0.004
Industrials
51.78
29.46
29.39
29.46
29.44
-0.192 -0.260 -0.269 -0.200
0.004
0.005
0.005
0.002
Health Care
11.38
36.21
43.77
46.73
48.26
-0.115 -0.163 -0.174 -0.148
0.003
0.003
0.002
0.002
Health Care
21.67
36.76
37.24
36.80
35.20
-0.201 -0.305 -0.309 -0.192
0.003
0.005
0.006
0.005
CAS UN Equity
Materials
8.95
48.23
50.39
51.28
51.58
0.000 -0.112 -0.156 -0.174
0.000
0.003
0.003
0.001
AMCX UW Equity AMC NETWORKS INC-A
40.56
38.82
42.25
43.57
43.82
-0.008 0.001 -0.015 -0.108
0.000
0.000
0.000
0.000
ACO UN Equity
Materials
30.40
37.61
38.79
39.50
40.73
0.000 -0.106 -0.148 -0.170
0.000
0.002
0.003
0.002
AMED UW Equity AMEDISYS INC
Health Care
14.20
42.51
43.34
45.32
50.71
-0.336 -0.244 -0.212 -0.223
0.011
0.008
0.006
0.002
ACC UN Equity
AMERICAN CAMPUS COMMUNITIES
Financials
45.72
3.23%
15.11.2012
15.92
22.78
24.82
23.79
0.000
0.000
0.000
0.000
0.000
AEO UN Equity
AMERICAN EAGLE OUTFITTERS
21.03
2.28%
25.09.2012
41.22
40.02
39.44
38.87
-0.237 -0.235 -0.225 -0.176 -0.130
0.005
0.003
0.002
0.001
AFG UN Equity
AMERICAN FINANCIAL GROUP INC
Financials
37.16
2.10%
10.10.2012
24.97
22.89
21.91
21.27
0.000 -0.032 -0.083 -0.209
0.000 -0.001 -0.001 0.003
AM UN Equity
AMERICAN GREETINGS CORP-CL A
14.03
4.42%
10.10.2012
25.27
34.46
35.04
0.000 -0.247 -0.242
0.000
0.004
0.005
APEI UW Equity
AMERICAN PUBLIC EDUCATION
33.90
33.39
36.19
37.67
-0.251 -0.267 -0.263 -0.221
0.005
0.005
0.004
ASEI UW Equity
AMERICAN SCIENCE & ENGINEERI
Industrials
59.75
3.35%
23.11.2012
26.01
27.10
28.10
-0.057 -0.080 -0.101
-0.001 -0.002 -0.001
AWR UN Equity
AMERICAN STATES WATER CO
Utilities
45.39
3.17%
09.11.2012
14.37
14.37
14.37
14.37
AVD UN Equity
AMERICAN VANGUARD CORP
Materials
28.66
0.42%
26.09.2012
39.03
42.13
43.05
42.41
AGP UN Equity
AMERIGROUP CORP
Health Care
90.02
9.33
7.11
5.89
7.02
AMSF UW Equity AMERISAFE INC
Financials
25.02
AME UN Equity
AMETEK INC
Industrials
33.90
18.09
28.08
30.81
29.27
AHS UN Equity
AMN HEALTHCARE SERVICES INC
30.42
06.11.2012
2.64%
07.12.2012
0.71%
07.12.2012
Health Care
7.44
Health Care
29.60
32.52
31.03
30.43
ALOG UW Equity ANALOGIC CORP
Health Care
68.00
0.62%
01.10.2012
28.33
29.03
29.64
ANDE UW Equity ANDERSONS INC/THE
Consumer Staples
37.25
1.85%
03.01.2013
28.26
31.59
32.98
33.72
AXE UN Equity
ANIXTER INTERNATIONAL INC
61.26
33.41
33.98
34.15
33.94
ANN UN Equity
ANN INC
33.43
40.37
39.57
39.30
39.52
ANSS UW Equity ANSYS INC
66.27
25.68
27.02
28.94
AOS UN Equity
SMITH (A.O.) CORP
Industrials
52.91
28.16
28.72
29.31
AOL UN Equity
AOL INC
1.57%
31.10.2012
38.78
39.56
AMSG UW Equity AMSURG CORP
0.000
5.73
40.56
31.45
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
-0.134 -0.125 -0.122 -0.125
0.002
0.002
0.002
0.001
0.000
0.000
0.000
0.001
0.017
0.000 -0.277 -0.344 -0.302
0.000
0.002
0.003
0.004
0.003
0.012 -0.029 -0.562 -0.478
0.000 -0.086 -0.114 -0.088
0.000
0.003
0.004
-0.416 -0.360 -0.296
0.011
0.009
0.007
0.029 -0.113 -0.175 -0.207
0.013
0.007
0.004
-0.254 -0.232 -0.198 -0.068
0.005
0.000 -0.001 0.004
-0.509 -0.381 -0.316 -0.248 -0.201
0.007
0.005
0.003
-0.236 -0.346 -0.296
0.004
0.009
0.006
-0.095 -0.186 -0.212
-0.001 0.004
0.004
0.003
0.001
0.001
0.000
0.000
33.19
26.33
29.34
30.49
31.48
-0.422 -0.336 -0.276 -0.194 -0.134
0.012
Industrials
16.17
2.23%
26.10.2012
66.66
65.44
64.19
58.71
-0.870 -0.877 -0.882 0.280
-0.004 -0.002 0.001 -0.001
APOLLO INVESTMENT CORP
Financials
7.74
10.34%
11.12.2012
24.64
24.43
24.26
25.27
-0.161 -0.144 -0.120 -0.078
0.010
0.010
0.010
0.006
AIT UN Equity
APPLIED INDUSTRIAL TECH INC
28.08
28.35
0.000
0.000
Industrials
41.56
2.38%
15.11.2012
28.08
28.08
0.000
0.000
0.000
AREX UW Equity APPROACH RESOURCES INC
Energy
28.82
52.11
52.91
53.35
-0.406 -0.294 -0.232
0.012
0.005
0.002
ATR UN Equity
APTARGROUP INC
Materials
50.78
1.77%
05.11.2012
21.86
23.94
24.83
25.52
0.000 -0.194 -0.238 -0.174
0.000
0.004
0.005
0.003
WTR UN Equity
AQUA AMERICA INC
Utilities
25.27
2.77%
15.02.2013
16.82
17.63
18.02
18.27
0.000 -0.128 -0.187 -0.261
0.000
0.009
0.012
0.010
ARB UN Equity
ARBITRON INC
36.43
1.10%
14.09.2012
37.04
37.04
37.04
36.17
0.000
0.000
0.000
0.000
0.014
ACI UN Equity
ARCH COAL INC
Energy
6.99
1.72%
28.11.2012
71.31
73.86
73.58
72.01
-0.307 -0.224 -0.208 -0.199 -0.158
0.006
0.003
0.003
0.002
ACAT UW Equity ARCTIC CAT INC
43.08
38.82
45.99
49.00
51.66
-0.216 -0.205 -0.191 -0.154
0.015
0.007
0.004
0.004
ABFS UW Equity
ARKANSAS BEST CORP
Industrials
10.35
52.61
56.11
57.19
56.30
0.000 -0.177 -0.231 -0.193
0.000
0.002
0.002
0.001
ARQL UQ Equity
ARQULE INC
0.000
09.11.2012
71.87
0.000
0.000
0.000
0.000 -0.661
Health Care
6.73
61.97
66.59
68.16
0.001 -0.016
0.000
0.000
0.000
ARRS UW Equity ARRIS GROUP INC
13.80
30.29
28.99
28.96
30.84
0.000 -0.218 -0.279 -0.200
0.000
0.008
0.009
0.004
ARW UN Equity
ARROW ELECTRONICS INC
37.34
26.26
28.48
29.77
32.58
0.750
0.281
0.031 -0.267
0.020
0.016
0.012
0.002
AJG UN Equity
ARTHUR J GALLAGHER & CO
Financials
35.81
34.88
34.88
29.43
0.000
0.000
0.000
0.000
0.000
0.000
ASNA UW Equity ASCENA RETAIL GROUP INC
18.77
36.29
35.53
35.23
35.32
-0.376 -0.305 -0.268 -0.227
0.004
0.003
0.003
0.002
ASH UN Equity
ASHLAND INC
Materials
73.83
0.98%
30.11.2012
23.92
25.89
27.52
30.51
-0.450 -0.406 -0.357 -0.274 -0.214
0.013
0.008
0.005
0.003
AHL UN Equity
ASPEN INSURANCE HOLDINGS LTD
Financials
28.74
2.37%
09.11.2012
24.29
24.21
24.13
23.15
-0.162 -0.161 -0.160 -0.256
0.002
0.002
0.002
0.007
ASBC UW Equity ASSOCIATED BANC-CORP
Financials
12.90
2.64%
07.11.2012
33.62
31.85
31.90
34.88
0.000 -0.102 -0.153 -0.186
0.000 -0.001 -0.001 -0.003
ASTE UW Equity
ASTEC INDUSTRIES INC
Industrials
30.37
34.25
36.16
36.90
37.10
0.000 -0.220 -0.317 -0.314
0.000 -0.007 -0.007 0.006
AF UN Equity
ASTORIA FINANCIAL CORP
Financials
9.84
1.63%
15.11.2012
25.77
28.59
29.77
0.000
ATNI UW Equity
ATLANTIC TELE-NETWORK INC
Telecommunication Services 38.89
2.58%
05.10.2012
57.61
49.82
45.59
42.04
3.85%
28.12.2012
33.18
0.004 -0.042
0.000
0.000
0.001
0.000 -0.127 -0.181 -0.147
0.000
0.001
0.002
0.003
-0.198 -0.166 -0.165 -0.173 -0.126
0.005
0.006
ATML UW Equity ATMEL CORP
5.81
45.78
50.25
51.34
52.37
0.005
0.002
ATMI UW Equity
ATMI INC
18.74
31.41
28.62
32.15
46.74
0.063 -0.203 -0.248 0.110
0.000
0.007
0.007
0.003
ATO UN Equity
ATMOS ENERGY CORP
Utilities
36.78
ATW UN Equity
ATWOOD OCEANICS INC
Energy
46.33
27.65
30.37
31.56
32.30
-0.322 -0.345 -0.344 -0.296
0.006
0.005
0.004
0.003
AVID UW Equity
AVID TECHNOLOGY INC
9.01
51.86
51.81
51.77
51.99
-0.347 -0.347 -0.347 -0.297
0.002
0.002
0.002
0.001
AVA UN Equity
AVISTA CORP
Utilities
26.30
15.17
15.17
15.17
15.07
0.000
0.000
0.000
0.000
0.000
0.000
AVT UN Equity
AVNET INC
33.25
26.17
28.84
29.75
31.49
-0.179 -0.340 -0.351 -0.092
0.004
0.004
0.006
0.011
AZZ UN Equity
AZZ INC
Industrials
32.19
1.55%
10.10.2012
38.60
38.60
38.60
30.93
0.000
0.000 -0.050
0.000
0.000
0.000
0.000
BGS UN Equity
B&G FOODS INC
Consumer Staples
28.97
3.87%
28.12.2012
20.89
23.83
25.27
26.93
0.000 -0.237 -0.276 -0.185
0.000
0.008
0.009
0.004
BMI UN Equity
BADGER METER INC
35.06
1.94%
30.11.2012
41.69
37.32
36.10
39.01
0.000 -0.081 -0.111 -0.054
0.000
0.002
0.003
0.005
BCPC UW Equity BALCHEM CORP
Materials
34.27
0.58%
14.12.2012
33.66
34.15
34.30
34.11
-0.066 -0.092 -0.106 -0.122
0.001
0.001
0.001
0.002
BYI UN Equity
BALLY TECHNOLOGIES INC
43.74
27.38
27.26
27.65
-0.242 -0.341 -0.329
0.005
0.009
0.007
BXS UN Equity
BANCORPSOUTH INC
Financials
14.50
0.28%
14.12.2012
27.67
28.97
30.25
0.000 -0.189 -0.208
0.000
0.004
0.004
BKMU UW Equity BANK MUTUAL CORP
0.000
0.000
0.000
BOH UN Equity
3.79%
23.11.2012
4.49%
27.11.2012
Financials
4.28
0.94%
16.11.2012
52.31
52.31
52.31
BANK OF HAWAII CORP
Financials
46.76
3.85%
30.11.2012
18.75
26.45
25.69
OZRK UW Equity BANK OF THE OZARKS
Financials
32.13
1.62%
10.10.2012
29.16
27.44
26.44
25.28
BKS UN Equity
BARNES & NOBLE INC
12.34
96.80
88.77
82.73
74.85
B UN Equity
BARNES GROUP INC
Industrials
24.37
1.95%
28.11.2012
24.48
27.51
28.98
30.70
BAS UN Equity
BASIC ENERGY SERVICES INC
Energy
11.87
56.00
58.12
59.03
BBCN UW Equity BBCN BANCORP INC
Financials
12.34
35.25
35.25
35.25
BEAV UW Equity
28.89
30.28
31.26
33.97
32.33
33.71
39.09
41.23
40.76
0.97%
26.09.2012
Industrials
39.97
BELFB UW Equity BEL FUSE INC-CL B
18.70
1.70%
12.10.2012
BDC UN Equity
BELDEN INC
Industrials
35.44
0.57%
12.09.2012
BHE UN Equity
BENCHMARK ELECTRONICS INC
4.28%
30.11.2012
B/E AEROSPACE INC
56.72
52.87
35.25
40.60
71.80
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000 -0.001 0.002

0.000 -0.001 0.000
0.005
-0.443 -0.331 -0.263 -0.183 -0.140
0.002
0.004
0.004
0.001
-0.194 -0.246 -0.257 -0.261
0.003
0.009
0.010
0.005
-0.238 -0.233 -0.218
0.005
0.003
0.003
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.005
0.004
0.003
-0.425 -0.315 -0.239 -0.166
0.011
0.003
0.001
-0.203 -0.191 -0.185
0.002
0.002
0.002
0.000
0.007
16.52
BGFV UW Equity BIG 5 SPORTING GOODS CORP
7.71
BH UN Equity
BIGLARI HOLDINGS INC
378.37
BBG UN Equity
BILL BARRETT CORP
Energy
23.11
44.85
48.88
50.07
48.45
-0.327 -0.211 -0.180 -0.244
0.011
0.004
0.002
0.003
BIO UN Equity
BIO-RAD LABORATORIES-A
Health Care
103.40
27.95
28.86
29.36
30.03
-0.264 -0.251 -0.243 -0.228
0.005
0.002
0.001
0.001
BRLI UW Equity
BIO-REFERENCE LABS INC
Health Care
28.78
34.49
33.89
34.75
39.61
-0.383 -0.225 -0.166 -0.233
0.017
0.012
0.009
0.003
BMR UN Equity
BIOMED REALTY TRUST INC
Financials
18.66
23.16
25.01
25.93
26.78
0.000 -0.039 -0.100 -0.249
0.000 -0.002 -0.001 0.005
BJRI UW Equity
BJ'S RESTAURANTS INC
39.66
28.28
29.04
29.88
-0.236 -0.276 -0.265
0.006
0.012
0.010
BBOX UW Equity BLACK BOX CORP
25.18
1.31%
26.12.2012
39.98
37.11
34.22
36.49
-0.645 -0.634 -0.618 -0.168
0.005
0.008
0.011
0.003
BKH UN Equity
BLACK HILLS CORP
Utilities
31.62
4.73%
16.11.2012
23.37
21.08
20.18
20.03
0.000
0.000 -0.001 0.000
0.007
BLKB UW Equity
BLACKBAUD INC
26.04
1.92%
28.11.2012
33.41
33.13
33.02
33.05
0.000 -0.124 -0.182 -0.242
0.000
0.003
0.005
0.004
NILE UW Equity
BLUE NILE INC
35.13
43.97
51.41
54.08
54.36
-0.377 -0.329 -0.294 -0.206
0.008
0.005
0.003
0.002
BTH UN Equity
BLYTH INC
44.29
0.45%
25.04.2013
41.56
37.78
36.13
35.75
0.000
0.000 -0.001 -0.001 0.001
Consumer Staples
39.93
108.07
2.75%
28.11.2012
27.55
29.67
25.85
31.58
26.16
32.76
29.56
33.74
-0.686 -0.404 -0.254 -0.135

-0.460 -0.350 -0.296 -0.178
BOBE UW Equity BOB EVANS FARMS

SAM UN Equity
BOSTON BEER COMPANY INC-A
4.72%
28.09.2012
0.037
0.016
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.004 -0.267
0.013 -0.033
0.021
0.019
0.014
0.010
0.009
0.006
0.001
0.002
0.001
0.000
0.028 -0.101
0.000 -0.076 -0.134 -0.243
-0.162 -0.172 -0.191
0.014
0.002
AINV UW Equity
0.000
0.006
0.002
0.002
0.000
APOG UW Equity APOGEE ENTERPRISES INC
1.74%
0.002
15.11.2012
136.21
AFAM UW Equity ALMOST FAMILY INC
AMCOL INTERNATIONAL CORP
0.000
0.002
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI

CASTLE (A.M.) & CO
0.001
0.002
0.002
0.001
17.08.2012

IVt = atx + btx2 + ct
S&P 1000 Index
Ticker
Name
BPFH UW Equity BOSTON PRIVATE FINL HOLDING

EPAY UW Equity BOTTOMLINE TECHNOLOGIES INC
BYD UN Equity
BOYD GAMING CORP
BRC UN Equity
BRADY CORPORATION - CL A
BRE UN Equity
BRE PROPERTIES INC
BGG UN Equity
BRIGGS & STRATTON
CELL UW Equity BRIGHTPOINT INC
BCO UN Equity
BRINK'S CO/THE
EAT UN Equity
BRINKER INTERNATIONAL INC
BRS UN Equity
BRISTOW GROUP INC
BR UN Equity
BROADRIDGE FINANCIAL SOLUTIO
BRKL UW Equity BROOKLINE BANCORP INC
BRKS UW Equity BROOKS AUTOMATION INC
BRO UN Equity
BROWN & BROWN INC
BWS UN Equity
BROWN SHOE COMPANY INC
BC UN Equity
BRUNSWICK CORP
BKI UN Equity
BUCKEYE TECHNOLOGIES INC
BKE UN Equity
BUCKLE INC/THE
BWLD UW Equity BUFFALO WILD WINGS INC
CAB UN Equity
CABELA'S INC
CBT UN Equity
CABOT CORP
CCMP UW Equity CABOT MICROELECTRONICS CORP
CACI UN Equity
CACI INTERNATIONAL INC -CL A
CDNS UW Equity CADENCE DESIGN SYS INC
CALM UW Equity CAL-MAINE FOODS INC
CLMS UW Equity CALAMOS ASSET MANAGEMENT-A
CVGW UW Equity CALAVO GROWERS INC
CCC UN Equity
CALGON CARBON CORP
ELY UN Equity
CALLAWAY GOLF COMPANY
CBM UN Equity
CAMBREX CORP
CPT UN Equity
CAMDEN PROPERTY TRUST
CMN UN Equity
CANTEL MEDICAL CORP
CPLA UW Equity CAPELLA EDUCATION CO
CRR UN Equity
CARBO CERAMICS INC
CATM UW Equity CARDTRONICS INC
CECO UW Equity CAREER EDUCATION CORP
CSL UN Equity
CARLISLE COS INC
CRS UN Equity
CARPENTER TECHNOLOGY
CRI UN Equity
CARTER'S INC
CASC UN Equity CASCADE CORP
CASY UW Equity CASEY'S GENERAL STORES INC
CSH UN Equity
CASH AMERICA INTL INC
CHSI UW Equity CATALYST HEALTH SOLUTIONS IN
CATY UW Equity CATHAY GENERAL BANCORP
CATO UN Equity CATO CORP-CLASS A
CBEY UW Equity CBEYOND INC
CBOE UW Equity CBOE HOLDINGS INC
CDI UN Equity
CDI CORP
CEC UN Equity
CEC ENTERTAINMENT INC
CDR UN Equity
CEDAR REALTY TRUST INC
CNC UN Equity
CENTENE CORP
CENTA UW Equity CENTRAL GARDEN AND PET CO-A
CV UN Equity
CENTRAL VERMONT PUBLIC SERV
CENX UW Equity CENTURY ALUMINUM COMPANY
CRDN UW Equity CERADYNE INC
CEVA UW Equity CEVA INC
CHG UN Equity
CH ENERGY GROUP INC
CRL UN Equity
CHARLES RIVER LABORATORIES
CKP UN Equity
CHECKPOINT SYSTEMS INC
CAKE UW Equity CHEESECAKE FACTORY INC/THE
CHE UN Equity
CHEMED CORP
CHS UN Equity
CHICO'S FAS INC
PLCE UW Equity CHILDREN'S PLACE
CBK UN Equity
CHRISTOPHER & BANKS CORP
CHD UN Equity
CHURCH & DWIGHT CO INC
CBR UN Equity
CIBER INC
CIEN UW Equity CIENA CORP
XEC UN Equity
CIMAREX ENERGY CO
CBB UN Equity
CINCINNATI BELL INC
CIR UN Equity
CIRCOR INTERNATIONAL INC
CRUS UW Equity CIRRUS LOGIC INC
CHCO UW Equity CITY HOLDING CO
CYN UN Equity
CITY NATIONAL CORP
CLC UN Equity
CLARCOR INC
CLH UN Equity
CLEAN HARBORS INC
CLW UN Equity
CLEARWATER PAPER CORP
CNL UN Equity
CLECO CORPORATION
CLD UN Equity
CLOUD PEAK ENERGY INC
CGNX UW Equity COGNEX CORP
COHU UW Equity COHU INC
CSTR UW Equity COINSTAR INC
CWTR UW Equity COLDWATER CREEK INC
PSS UN Equity
COLLECTIVE BRANDS INC
CLP UN Equity
COLONIAL PROPERTIES TRUST
COLB UW Equity COLUMBIA BANKING SYSTEM INC
FIX UN Equity
COMFORT SYSTEMS USA INC
CBSH UW Equity COMMERCE BANCSHARES INC
CMC UN Equity
COMMERCIAL METALS CO
CBU UN Equity
COMMUNITY BANK SYSTEM INC
CYH UN Equity
COMMUNITY HEALTH SYSTEMS INC
CVLT UW Equity COMMVAULT SYSTEMS INC
CMP UN Equity
COMPASS MINERALS INTERNATION
CPSI UW Equity COMPUTER PROGRAMS & SYSTEMS
CPWR UW Equity COMPUWARE CORP
SCOR UW Equity COMSCORE INC
CRK UN Equity
COMSTOCK RESOURCES INC
CMTL UW Equity COMTECH TELECOMMUNICATIONS
CNW UN Equity CON-WAY INC
CNQR UW Equity CONCUR TECHNOLOGIES INC
CNMD UW Equity CONMED CORP
CGX UN Equity
CONSOLIDATED GRAPHICS INC
MCF UA Equity
CONTANGO OIL & GAS
CVG UN Equity
CONVERGYS CORP
COO UN Equity
COOPER COS INC/THE
CPRT UW Equity COPART INC
CLGX UN Equity CORELOGIC INC
COCO UW Equity CORINTHIAN COLLEGES INC
CPO UN Equity
CORN PRODUCTS INTL INC
EXBD UN Equity CORPORATE EXECUTIVE BOARD CO
OFC UN Equity
CORPORATE OFFICE PROPERTIES
CXW UN Equity
CORRECTIONS CORP OF AMERICA
CRVL UW Equity CORVEL CORP
CUZ UN Equity
COUSINS PROPERTIES INC
CVD UN Equity
COVANCE INC
CBRL UW Equity CRACKER BARREL OLD COUNTRY
CR UN Equity
CRANE CO
CREE UW Equity CREE INC
CROX UW Equity CROCS INC
CCRN UW Equity CROSS COUNTRY HEALTHCARE INC
CRY UN Equity
CRYOLIFE INC
CSGS UW Equity CSG SYSTEMS INTL INC
CTS UN Equity
CTS CORP
CUB UN Equity
CUBIC CORP
CBST UW Equity CUBIST PHARMACEUTICALS INC
CFR UN Equity
CULLEN/FROST BANKERS INC
CW UN Equity
CURTISS-WRIGHT CORP
GICS_SECTOR_NAME
ATM Ref
Financials
9.48
23.25
6.13
Industrials
28.25
Financials
49.36
Industrials
17.62
8.96
Industrials
23.37
33.75
Energy
46.21
23.13
Financials
8.63
8.34
Financials
25.62
14.95
22.71
Materials
31.18
41.74
74.38
47.84
Materials
36.87
31.81
52.49
12.69
Consumer Staples
38.57
Financials
10.93
Consumer Staples
26.20
Materials
13.98
6.06
Health Care
12.46
Financials
68.38
Health Care
26.49
32.76
Energy
71.17
29.51
3.49
Industrials
51.64
Materials
50.40
53.18
Industrials
49.68
Consumer Staples
57.58
Financials
39.43
#N/A N/A
#N/A N/A
Financials
16.54
30.04
Financials
28.99
Industrials
16.82
29.75
Financials
5.38
Health Care
41.62
Consumer Staples
10.85
#N/A N/A
#N/A N/A
Materials
6.43
Industrials
24.99
16.85
Utilities
65.08
Health Care
36.57
7.72
33.44
Health Care
64.69
16.66
56.25
2.35
Consumer Staples
52.85
3.52
17.41
Energy
61.55
Industrials
34.86
39.57
Financials
33.37
Financials
50.82
Industrials
48.86
Industrials
57.25
Materials
36.19
Utilities
42.40
Energy
17.66
36.40
9.34
51.59
0.53
21.63
Financials
21.72
Financials
17.79
Industrials
10.77
Financials
39.55
Materials
13.59
Financials
28.05
Health Care
25.64
52.27
Materials
72.20
Health Care
47.58
9.94
13.83
Energy
17.65
28.48
Industrials
30.86
71.96
Health Care
26.92
Industrials
26.22
Energy
56.22
15.35
Health Care
82.94
Industrials
26.06
24.49
2.37
Consumer Staples
#N/A N/A
Industrials
46.25
Financials
22.49
Industrials
33.35
Health Care
44.39
Financials
7.78
Health Care
48.28
63.54
Industrials
40.59
28.44
17.12
Health Care
4.04
Health Care
5.16
20.00
9.56
Industrials
49.17
Health Care
42.81
Financials
56.49
Industrials
29.93
Dividend
Yield
Next ExDividend
Date
1.05%
16.11.2012
2.83%
3.16%
2.04%
10.10.2012
14.12.2012
30.11.2012
1.71%
2.37%
2.27%
3.11%
3.94%
3.84%
1.41%
1.87%
0.22%
1.22%
1.92%
13.11.2012
05.09.2012
16.11.2012
12.12.2012
31.10.2012
12.12.2012
29.10.2012
12.09.2012
16.11.2012
13.11.2012
12.10.2012
2.22%
21.11.2012
2.26%
4.12%
2.29%
22.10.2012
16.11.2012
28.11.2012
0.66%
14.11.2012
3.45%
0.45%
28.09.2012
16.01.2013
1.57%
01.11.2012
1.59%
1.49%
14.11.2012
26.10.2012
3.02%
1.18%
0.36%
24.09.2012
01.11.2012
29.10.2012
0.97%
3.43%
29.08.2012
13.09.2012
2.07%
3.09%
3.16%
3.72%
28.11.2012
06.11.2012
27.11.2012
09.11.2012
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
31.26
49.32
43.28
31.26
49.32
49.07
32.89
49.32
50.43
22.92
29.66
31.61
27.05
27.63
26.84
21.89
22.48
30.81
31.61
29.96
28.22
25.80
19.86
26.94
32.53
31.61
31.74
29.17
25.99
19.36
39.85
22.69
47.53
41.51
35.36
33.09
28.39
28.11
32.84
31.14
27.18
26.08
21.68
48.89
36.11
30.17
29.66
49.32
22.97
34.55
42.11
37.50
42.88
69.23
29.23
31.59
27.40
40.37
27.86
25.16
39.87
24.05
45.26
42.90
38.23
34.38
31.69
34.09
33.62
31.30
28.69
28.99
24.92
45.66
36.11
34.13
37.82
52.61
22.88
34.59
44.41
41.36
40.51
74.95
30.02
34.50
30.59
41.81
27.84
25.84
39.36
24.37
44.40
44.20
39.55
34.86
33.54
36.25
34.34
32.21
29.30
30.63
26.31
43.98
36.11
35.43
39.08
51.51
22.78
34.71
45.74
43.65
40.31
75.31
30.43
35.99
32.14
41.71
27.81
27.10
35.02
32.84
75.24
15.27
35.14
32.74
74.80
16.19
35.65
32.65
74.37
16.85
37.60
35.49
35.71
50.85
34.99
35.49
35.71
51.29
33.78
35.49
36.68
51.27
33.18
35.49
49.11
31.04
46.48
49.10
38.03
47.68
49.90
39.64
48.74
51.60
40.27
51.27
25.24
55.83
22.70
24.67
37.02
27.69
26.98
53.96
24.56
26.08
35.45
29.73
27.87
53.65
25.59
26.57
34.86
31.05
28.81
55.68
27.20
26.69
36.25
33.47
18.16
80.68
59.18
39.00
40.38
39.77
45.35
33.40
21.85
25.64
28.94
32.66
13.64
41.23
29.85
16.61
80.68
55.12
41.70
40.38
39.78
51.98
33.30
23.85
26.75
30.86
34.14
13.61
41.73
27.18
17.01
80.68
53.89
42.42
40.38
39.80
54.28
33.19
24.93
27.07
31.79
35.48
13.58
42.34
28.04
46.34
42.96
43.01
44.55
43.73
6.34
6.34
6.34
5.95
7.10
35.81
35.81
35.81
25.25
31.26
28.25
39.59
45.70
20.67
62.15
33.96
52.70
56.11
26.11
36.71
33.77
37.59
42.13
33.67
26.47
32.08
22.98
26.23
89.09
25.25
33.71
26.56
42.61
45.84
23.33
49.29
33.76
49.81
58.17
30.77
39.69
37.32
37.60
42.58
32.31
26.55
30.18
21.42
27.53
83.67
43.01
49.22
52.27
34.89
28.38
20.60
23.40
44.50
47.46
35.03
36.40
36.60
29.70
33.08
27.19
45.27
35.02
22.49
35.17
45.63
46.61
41.07
72.88
30.92
37.72
33.03
48.52
70.36
27.31
30.00
52.76
18.49
20.96
50.47
32.69
0.000 0.000 0.000

0.000 0.000 0.000 0.000
0.000 -0.267 -0.347 -0.294 -0.188
0.000 0.000 0.000

0.000 0.000 0.000 0.000
0.000 -0.004 -0.004 0.003
-0.341
0.000
0.000
-0.266
-0.256
-0.420
0.000
-0.339
-0.286
0.000
-0.279
-0.274
-0.298
0.000
-0.185
-0.264
0.000
-0.268 -0.214
-0.258
-0.226 -0.139
0.000 0.000
0.005
0.000
0.000
0.008
0.005
0.020
0.000
0.005
0.008
0.000
0.005
0.008
0.013
0.000
0.000
0.008
0.000
0.003
0.008
0.009
0.000
0.013
0.000
-0.224
-0.457
-0.372
-0.336
-0.424
-0.386
-0.133
-0.169
-0.143
-0.187
-0.194
0.000
0.000
0.000
0.000
0.094
-0.062
-0.060
-0.435
-0.203
-0.796
-0.370
-0.232
-0.525
-0.301
0.000
0.021
0.000
0.013
-0.114
-0.156
-0.414
-0.284
-0.304
-0.330
-0.288
-0.153
-0.090
-0.215
-0.267
-0.212
-0.204
0.000
-0.126
-0.374
-0.126
-0.062
-0.134
-0.459
-0.093
-0.453
-0.315
-0.301
-0.451
-0.347
-0.049
0.021
0.182
-0.035
-0.150
-0.126
-0.358
-0.240
-0.284
-0.273
-0.249
-0.167
-0.108
-0.227
-0.274
-0.213
-0.294
0.000
-0.175
-0.396
-0.134
-0.062
-0.162
-0.448
-0.104
-0.278
-0.256
-0.321
-0.402
-0.347
-0.080
0.021
0.148
-0.218
-0.166
0.000
0.000
0.006
0.009
0.013
0.012
0.012
0.014
-0.001
0.000
0.002
0.002
0.003
0.000
0.000
0.000
0.000
0.003
0.000
0.001
0.004
0.010
0.021
0.000
0.004
0.016
0.005
0.000
0.000
0.000
0.000
0.004
0.005
0.006
0.005
0.004
0.007
0.004
-0.001
0.000
0.002
0.008
0.007
-0.002
0.000
0.001
0.000
0.008
0.000
0.003
0.003
0.004
0.010
0.000
0.003
0.008
0.004
0.001
0.000
0.009
0.000
0.005
0.003
0.005
0.002
0.001
0.005
0.001
0.000
0.000
0.002
0.008
0.007
-0.001
0.000
0.001
0.000
0.006
0.000
0.004
0.001
0.002
0.004
0.001
0.003
0.004
0.003
0.001
0.000
0.011
-0.160
-0.074
-0.455
-0.313
-0.117
-0.073
-0.458
-0.314
-0.107 -0.139
-0.072
-0.461 -0.169
-0.301 -0.225 -0.236
0.001
0.002
0.001
0.014
0.001
0.002
0.001
0.008
0.001
0.002
0.001
0.007
0.002
0.000
0.000
-0.172
0.000
0.000
0.000
-0.221
-0.019
0.000 0.000
0.000
-0.224 -0.145
-0.030 -0.047
0.000
0.000
0.004
0.000
0.000
0.000
0.002
0.000
0.000
0.000
0.001
0.000
0.000
-0.408 -0.287 -0.263 -0.287 -0.173

0.123 -0.095 -0.198 -0.254
-0.053 -0.141 -0.170 -0.156
0.015
0.013
0.001
0.008
0.004
0.001
0.005 0.004 0.003

0.001 -0.001
0.001 0.001
-0.096
0.000
-0.310
-0.443
-0.452
-0.426
-0.258
0.049
-0.265
-0.426
-0.431
-0.342
-0.290
0.005
-0.255
-0.399
-0.382
-0.283
0.000 0.004 0.005

0.000 -0.001 0.000
0.006 0.007 0.006
0.013 0.009 0.007
0.010 0.005 0.004
0.013 0.007 0.004
-0.082
0.000
-0.283
-0.314
0.000
-0.123
-0.217
-0.112
-0.293
-0.069
-0.248
0.000
-0.063
-0.193
-0.243
-0.324
0.000
-0.271
-0.261
0.000
-0.123
-0.188
-0.112
-0.341
-0.275
-0.301
-0.171
-0.063
-0.194
-0.304
-0.238
0.000
-0.264
-0.237
0.000
-0.123
-0.173
-0.112
-0.340
-0.320
-0.290
-0.199
-0.063
-0.189
-0.311
-0.140
-0.122
-0.226
-0.193
-0.186
-0.230
-0.167
-0.231
-0.202
-0.228
-0.126
-0.062
-0.161
-0.333
-0.186 -0.101
-0.118
-0.147 -0.059
-0.294
-0.292
-0.255
0.001
0.002
0.003
0.000
0.005
0.001
0.001
0.001
0.003
0.003
0.003
0.001
0.003
-0.001
0.003
0.001
0.002
0.000
0.001
0.001
0.002
0.003
0.001
0.002
0.001
0.001
0.003
0.009
0.000
0.008
0.000
0.001
0.000
02.11.2012
2.40%
07.12.2012
3.41%
11.10.2012
1.43%
1.16%
1.47%
06.11.2012
16.11.2012
06.12.2012
1.99%
05.10.2012
15.11.2012
0.85%
14.11.2012
0.43%
14.11.2012
4.20%
2.26%
1.06%
10.10.2012
29.10.2012
10.10.2012
3.24%
08.11.2012
1.32%
2.57%
28.11.2012
23.11.2012
3.73%
2.53%
1.39%
2.38%
3.68%
3.99%
08.11.2012
05.11.2012
28.11.2012
28.11.2012
01.10.2012
12.09.2012
2.89%
4.25%
30.11.2012
06.11.2012
3.86%
1.30%
19.10.2012
15.11.2012
2.23%
14.09.2012
1.30%
0.07%
19.12.2012
17.01.2013
53.79
29.07
37.43
-0.203
-0.298
-0.242 -0.199
-0.319
-0.252 -0.193
-0.206
0.004
0.007
0.003
0.005
0.002
0.001
0.002
0.002
0.001
0.000
0.005
0.009
0.000
0.003
0.007
0.001
0.006
0.001
0.003
0.000
0.000
0.006
0.009
0.014
0.000
0.003
0.005
0.000
0.003
0.004
0.001
0.006
0.005
0.002
0.008
0.000
0.005
0.011
0.012
0.000
0.002
0.003
0.000
0.003
0.003
0.001
0.005
0.006
0.002
0.008
0.000
0.004
0.012
-0.063 -0.181 -0.225 -0.217 -0.190
0.005
0.005
0.004
0.002
0.001
-0.190 -0.191 -0.192 -0.135 -0.033
0.005
0.005
0.005
0.003
0.001
33.88
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
25.25
34.82
25.85
44.02
45.88
24.60
40.90
33.66
48.43
58.83
32.42
41.04
38.64
37.62
43.68
32.17
27.30
29.34
21.66
29.05
80.73
25.25
35.84
26.50
44.66
0.000
-0.316
0.000
-0.506
-0.220
-0.284
0.550
0.000
0.000
-0.202
-0.114
-0.389
-0.329
-0.110
-0.089
-0.255
0.000
-0.372
0.000
-0.091
0.000
0.000
-0.409
-0.103
-0.387
-0.142
-0.261
0.384
0.038
-0.041
-0.187
-0.316
-0.329
-0.307
-0.100
-0.145
-0.273
0.004
-0.300
-0.236
-0.249
-0.213
0.000
-0.412
-0.153
-0.319
-0.143
-0.248
0.244
0.004
-0.072
-0.181
-0.303
-0.294
-0.291
-0.090
-0.162
-0.264
-0.048
-0.263
-0.313
-0.276
-0.305
0.000
-0.277
-0.151
-0.203
0.000
0.005
0.000
0.007
0.007
0.013
-0.002
0.000
0.000
0.001
0.000
0.007
0.009
0.012
0.002
0.004
0.000
0.009
0.000
0.001
0.000
0.000
0.004
0.000
0.003
0.004
0.008
0.000
-0.001
-0.001
0.001
0.012
0.004
0.004
0.012
0.008
0.006
0.000
0.004
0.007
0.009
0.004
0.000
0.004
0.001
0.001
0.003
0.006
0.005
0.000
-0.001
0.001
0.010
0.002
0.002
0.012
0.009
0.005
0.000
0.002
0.008
0.007
0.005
0.000
0.002
0.006
0.001
-0.001 -0.005
80.68
52.91
41.99
40.38
40.98
55.11
32.15
26.88
26.65
50.83
56.13
13.92
43.96
36.34
25.97
34.05
33.51
47.61
58.87
42.11
39.06
35.63
47.55
29.09
23.53
78.01
75.89
0.000
-0.236 -0.191
-0.214
0.000
-0.199
-0.161 -0.163
-0.043
-0.284
-0.137
-0.037
-0.159
-0.139
-0.227
-0.043
-0.206
-0.128
-0.176
-0.240
-0.256
-0.131
-0.124
-0.234
-0.206
-0.209 -0.084
0.000
0.002
0.002
0.000
0.002
0.001
0.003
0.003
0.002
0.001
0.001
0.000
0.002
0.014
0.003
0.012
0.005
0.000
0.001
0.001
0.001
0.010
0.002
0.005
0.003
4.89%
2.40%
28.09.2012
07.09.2012
38.29
34.12
38.29
35.11
38.29
36.36
38.29
39.72
0.000 0.000 0.000 0.000

-0.059 -0.085 -0.078 -0.033
0.000
0.001
0.000
0.004
0.000
0.004
0.000
0.003
2.31%
13.11.2012
2.52%
2.76%
17.10.2012
28.11.2012
35.71
22.43
25.68
23.80
37.06
37.49
35.71
26.07
26.11
26.07
40.59
42.48
33.32
27.57
26.47
26.74
42.71
44.78
29.22
27.31
26.32
45.62
47.95
0.000
-0.182
-0.494
0.000
-0.336
-0.273
0.000
-0.262
-0.396
-0.220
-0.300
-0.345
0.000
-0.279
-0.333
-0.300
-0.285
-0.335
-0.268
-0.239
-0.346
-0.265 -0.215
-0.231 -0.190
0.000
0.002
0.012
0.000
0.010
0.010
0.000
0.008
0.007
0.005
0.006
0.006
0.000
0.008
0.005
0.006
0.004
0.004
0.002
0.003
0.006
0.002
0.001
46.76
30.09
34.36
33.28
25.63
19.71
30.11
36.54
30.10
35.25
46.37
27.46
16.62
30.11
34.24
30.11
35.55
42.31
28.62
15.96
30.11
0.000
-0.134
0.000
0.000
-0.101
0.000
0.000
0.000
-0.133
0.000
0.005
-0.185
-0.270
0.000
0.000
-0.132 -0.118
0.000
-0.051
-0.218 -0.231 -0.216
-0.338
0.000 0.000
0.000
-0.002
0.000
0.000
0.003
0.000
0.000
0.000
-0.002
0.000
-0.001
0.005
0.007
0.000
0.000
-0.003 -0.001
0.000
0.007
0.005 0.003 0.003
0.008
0.000 0.000
1.46%
0.49%
26.09.2012
06.03.2013
3.42%
1.20%
30.11.2012
03.10.2012
47.98
51.08
30.79
30.75
30.11
32.59
0.001
0.001
17.08.2012
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM2 Ref
Dividend
Yield
Next ExDividend
Date
CYBX UW Equity CYBERONICS INC
Health Care
44.19
CYMI UW Equity
CYMER INC
61.70
CY UW Equity
CYPRESS SEMICONDUCTOR CORP
12.22
3.76%
02.10.2012
CYT UN Equity
CYTEC INDUSTRIES INC
Materials
65.20
0.88%
DAKT UW Equity DAKTRONICS INC
7.89
2.91%
DAR UN Equity
DARLING INTERNATIONAL INC

2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
36.54
39.90
39.87
30.60
32.86
34.15
35.65
36.60
39.83
41.24
42.75
09.11.2012
29.75
34.72
36.49
38.04
04.12.2012
43.51
42.87
42.19
Consumer Staples
17.26
25.68
26.89
28.50
TRAK UW Equity DEALERTRACK HOLDINGS INC
28.10
39.87
41.18
41.73
41.93
DECK UW Equity DECKERS OUTDOOR CORP
49.60
46.67
50.55
51.83
51.64
DFG UN Equity
DELPHI FINANCIAL GROUP-CL A
#N/A N/A
#N/A N/A
DEL UN Equity
DELTIC TIMBER CORP
Materials
62.37
0.48%
30.11.2012
DLX UN Equity
DELUXE CORP
45.90
51.81
-0.227 -0.145 -0.159
0.006
0.001
0.000
-0.496 -0.400 -0.360 -0.328
0.013
0.008
0.005
0.003
-0.151 -0.270 -0.299 -0.261 -0.213
0.001
0.001
0.001
0.003
-0.368 -0.286 -0.262 -0.315
0.010
0.008
0.008
0.006
0.000
0.006 -0.063
0.000
0.000
0.001
0.000 -0.149 -0.201
0.000
0.003
0.004
-0.089 -0.136 -0.156 -0.169
0.001
0.002
0.003
0.003
-0.197 -0.189 -0.189 -0.192 -0.145
0.004
0.002
0.001
0.001
Industrials
28.26
2.65%
23.11.2012
27.63
29.97
30.48
-0.422 -0.473 -0.373
0.004
0.010
0.009
DMND UW Equity DIAMOND FOODS INC
Consumer Staples
18.27
0.99%
24.10.2012
74.89
70.70
67.89
63.82
-0.052 -0.140 -0.137 -0.092
0.005
0.004
0.003
0.002
DRH UN Equity
DIAMONDROCK HOSPITALITY CO
Financials
9.79
3.88%
05.09.2012
DKS UN Equity
DICK'S SPORTING GOODS INC
50.71
0.99%
03.12.2012
25.44
27.25
28.62
31.49
-0.322 -0.301 -0.282 -0.238
0.006
0.005
0.004
0.002
DBD UN Equity
DIEBOLD INC
33.04
3.48%
14.11.2012
30.13
31.72
32.47
32.98
-0.082 -0.172 -0.197 -0.181
0.001
0.004
0.004
0.003
DGII UW Equity
DIGI INTERNATIONAL INC
10.44
59.78
59.78
59.78
55.24
0.000
0.000
0.000
0.000
0.000
0.003
DGIT UW Equity
DIGITAL GENERATION INC
9.35
83.85
87.96
89.85
92.34
0.690
0.129 -0.081 -0.132
-0.006 0.000
0.001
0.000
DRIV UW Equity
DIGITAL RIVER INC
16.20
40.57
46.51
48.15
47.22
-0.188 -0.225 -0.230 -0.193
0.004
0.002
0.001
0.001
DCOM UW Equity DIME COMMUNITY BANCSHARES
Financials
13.99
DIN UN Equity
DINEEQUITY INC
52.80
31.86
33.76
34.79
36.14
-0.362 -0.443 -0.423 -0.220
0.011
0.005
0.003
0.003
DIOD UW Equity
DIODES INC
19.10
38.38
41.78
42.94
42.37
-0.133 -0.270 -0.306 -0.240
0.002 -0.001 -0.001 0.002
DM UN Equity
DOLAN CO/THE
Industrials
4.12
54.68
54.68
54.68
0.000
0.000
0.000
0.000
0.000
UFS UN Equity
DOMTAR CORP
Materials
73.21
2.60%
10.12.2012
27.46
28.48
30.23
-0.071 -0.283 -0.330
0.004
0.010
0.009
DCI UN Equity
DONALDSON CO INC
Industrials
35.04
0.88%
05.12.2012
29.38
29.76
29.69
28.78
0.000 -0.307 -0.367 -0.214
0.000
0.007
0.008
0.004
DWA UW Equity
DREAMWORKS ANIMATION SKG-A
17.66
30.51
32.46
33.60
35.42
0.000 -0.071 -0.099 -0.116
0.000
0.001
0.001
0.001
DRC UN Equity
DRESSER-RAND GROUP INC
Energy
50.45
29.60
32.62
33.09
32.43
-0.208 -0.192 -0.177 -0.190
0.005
0.003
0.003
0.004
DW UN Equity
DREW INDUSTRIES INC
29.28
28.72
31.76
32.26
0.000 -0.351 -0.321
0.000
0.010
0.007
DRQ UN Equity
DRIL-QUIP INC
Energy
71.16
31.33
33.40
34.27
35.21
-0.453 -0.427 -0.381 -0.261
0.013
0.007
0.005
0.004
44.49
44.52
44.54
44.61
-0.094 -0.094 -0.093 -0.092
0.000
0.000
0.000
0.000
25.05
25.15
25.15
26.48
0.000 -0.225 -0.260 -0.137
0.000
0.006
0.007
0.002
44.39
42.69
42.26
43.18
-0.113 -0.253 -0.283 -0.178
0.001
0.002
0.003
0.002
23.95
23.84
23.73
24.02
-0.212 -0.212 -0.211 -0.190
0.001
0.001
0.002
0.002
42.84
43.12
43.34
44.12
-0.127 -0.206 -0.226 -0.148
0.010
0.005
0.003
0.003
4.00%
0.000
0.108
0.000
5.79
DST UN Equity
DST SYSTEMS INC
51.95
DTSI UW Equity
DTS INC
21.79
DRE UN Equity
DUKE REALTY CORP
Financials
13.96
DY UN Equity
DYCOM INDUSTRIES INC
Industrials
19.10
EXP UN Equity
EAGLE MATERIALS INC
Materials
40.58
0.99%
05.10.2012
34.38
36.04
37.07
-0.375 -0.389 -0.360
0.010
0.003
0.001
EWBC UW Equity EAST WEST BANCORP INC
Financials
21.89
2.51%
09.11.2012
21.63
28.60
29.91
-0.137 -0.224 -0.243
0.002
0.003
0.005
EGP UN Equity
EASTGROUP PROPERTIES INC
Financials
52.40
3.97%
12.09.2012
22.33
20.84
20.56
21.86
-0.062 -0.113 -0.144 -0.189
0.000
0.002
0.004
0.004
EV UN Equity
EATON VANCE CORP
Financials
27.36
2.92%
31.10.2012
31.20
37.34
35.03
29.96
0.000 -0.347 -0.454 -0.315
0.000 -0.005 0.001
0.003
EBIX UW Equity
EBIX INC
24.03
0.92%
14.11.2012
30.31
33.78
35.59
38.39
-0.537 -0.454 -0.384 -0.243
0.014
0.008
0.005
0.002
EHTH UW Equity EHEALTH INC
Financials
17.23
32.44
32.57
32.71
33.67
0.000 -0.132 -0.183 -0.183
0.000
0.000
0.001
0.004
EE UN Equity
EL PASO ELECTRIC CO
Utilities
33.30
3.09%
11.12.2012
19.38
19.32
19.27
19.09
-0.088 -0.088 -0.088 -0.086
0.001
0.001
0.001
0.001
ESIO UW Equity
ELECTRO SCIENTIFIC INDS INC
11.90
3.61%
24.10.2012
43.88
43.88
43.88
43.88
0.000
0.000
0.000
0.000
0.000
0.000
0.000
EME UN Equity
EMCOR GROUP INC
Industrials
28.14
0.71%
10.10.2012
31.90
33.36
36.15
0.000
0.263
0.217
EBS UN Equity
EMERGENT BIOSOLUTIONS INC
Health Care
15.15
45.29
43.39
43.07
44.04
EIG UN Equity
EMPLOYERS HOLDINGS INC
36.01
39.07
39.80
37.76
23.16
26.81
28.48
29.75
27.40
27.30
27.58
4.87%
10.10.2012
16.11.2012
13.11.2012
0.28%
02.01.2013
0.000 -0.002 -0.003
0.000 -0.152 -0.167 -0.010
0.000 -0.002 -0.003 -0.001
0.000 -0.044 -0.071 -0.137
0.000
0.001
0.001
0.001
0.000 -0.135 -0.191 -0.245
0.000
0.003
0.004
0.002
-0.130 -0.086 -0.118
0.001
0.001
0.001
-0.102 -0.348 -0.326
0.001
0.011
0.009
Financials
17.97
Industrials
29.20
WIRE UW Equity ENCORE WIRE CORP
Industrials
29.03
ENDP UW Equity ENDO HEALTH SOLUTIONS INC
Health Care
32.30
EGN UN Equity
ENERGEN CORP
Energy
52.17
1.10%
14.11.2012
31.06
30.40
30.64
ENR UN Equity
ENERGIZER HOLDINGS INC
Consumer Staples
67.43
2.37%
15.01.2013
22.87
26.03
26.85
25.84
-0.190 -0.202 -0.194 -0.157
0.004
0.004
0.004
0.005
ENS UN Equity
ENERSYS
Industrials
37.92
32.53
33.93
34.72
35.83
-0.083 -0.209 -0.251 -0.236
0.001
0.003
0.003
0.003
NPO UN Equity
ENPRO INDUSTRIES INC
Industrials
36.06
33.85
35.73
36.02
34.00
0.000 -0.036 -0.060 -0.138
0.000
0.003
0.004
0.001
ENSG UW Equity ENSIGN GROUP INC/THE
Health Care
28.93
0.88%
28.09.2012
28.02
31.10
32.84
35.53
0.000 -0.178 -0.245 -0.275
0.000
0.001
0.001
0.002
EPR UN Equity
Financials
45.59
6.80%
28.09.2012
17.78
19.13
19.34
0.000
0.000
0.000
0.000
ENTR UW Equity ENTROPIC COMMUNICATIONS INC
5.85
51.46
54.72
55.84
ENZ UN Equity
ENZO BIOCHEM INC
Health Care
115.26
115.26
115.26
EPIQ UW Equity
EPIQ SYSTEMS INC
11.34
EQIX UW Equity
EQUINIX INC
186.88
28.37
33.97
35.87
36.23
EQY UN Equity
EQUITY ONE INC
Financials
21.10
ERT UW Equity
ERESEARCH TECHNOLOGY INC
#N/A N/A
#N/A N/A
ESE UN Equity
ESCO TECHNOLOGIES INC
Industrials
ESS UN Equity
ESSEX PROPERTY TRUST INC
Financials
ESL UN Equity
ESTERLINE TECHNOLOGIES CORP
Industrials
55.12
ETH UN Equity
ETHAN ALLEN INTERIORS INC
RE UN Equity
EVEREST RE GROUP LTD
Financials
SSP UN Equity
EW SCRIPPS CO/THE-A
1.51
2.29%
55.80
0.001 -0.009
-0.271 -0.238 -0.209 -0.142
0.005 -0.001 -0.002 0.000
0.000
0.000
0.000
0.000
0.000
-0.440 -0.389 -0.339 -0.217 -0.165
0.000
0.013
0.006
0.003
0.002
0.000
0.062 -0.022
0.000
0.000
0.000
0.000
0.001
23.10.2012
37.16
4.17%
14.12.2012
27.77
27.17
26.57
24.31
36.43
0.93%
04.01.2013
31.45
30.58
30.37
30.96
0.000 -0.116 -0.159 -0.150
0.000
0.003
0.003
150.84
2.98%
28.09.2012
17.36
18.50
20.05
-0.234 -0.105 -0.112
0.004
0.003
0.004
35.03
37.21
37.76
36.41
0.000 -0.243 -0.305 -0.234
0.000
0.004
0.004
0.053
0.003
48.99
-0.267 -0.496 -0.516 -0.263
0.006
0.009
0.006
0.000
-0.672 -0.595 -0.491
0.019
0.017
0.012
22.22
1.66%
09.01.2013
40.88
45.36
48.29
104.48
1.88%
26.11.2012
17.08
17.96
18.77
74.73
75.45
76.13
33.30
32.02
28.75
35.27
45.79
50.20
51.62
51.32
-0.375 -0.306 -0.278 -0.265
0.012
0.007
0.005
0.003
25.17
22.71
21.38
19.95
0.000
0.000
0.000
0.000
0.000
0.000
27.61
32.27
33.78
33.01
-0.133 -0.069 -0.075 -0.240
0.000
0.002
0.003
0.003
27.22
-0.442 -0.353 -0.302 -0.256
0.012
0.007
0.004
0.003
-0.171 -0.366 -0.377
0.003
0.006
0.005
10.25
EXAR UW Equity EXAR CORP
7.85
XLS UN Equity
EXELIS INC
1.34%
0.000
ECPG UW Equity ENCORE CAPITAL GROUP INC
ENTERTAINMENT PROPERTIES TR
Industrials
10.60
EXPO UW Equity EXPONENT INC
Industrials
51.80
EXH UN Equity
EXTERRAN HOLDINGS INC
Energy
19.07
EXR UN Equity
EXTRA SPACE STORAGE INC
3.90%
07.11.2012
2.49%
14.09.2012
78.03
0.913
0.874
0.837
31.40
0.000
0.000
0.000
37.94
0.000 -0.129 -0.183
0.000
0.000
0.000
0.000 -0.002 -0.002
33.75
Financials
23.29
FDS UN Equity
FACTSET RESEARCH SYSTEMS INC
94.27
1.36%
28.11.2012
28.72
28.81
28.49
FICO UN Equity
FAIR ISAAC CORP
44.93
0.18%
10.09.2012
27.21
28.84
29.98
FCS UN Equity
FAIRCHILD SEMICONDUCTOR INTE
15.52
35.35
37.66
39.11
41.60
-0.404 -0.420 -0.401 -0.288
0.008
0.004
0.003
0.002
39.53
42.87
44.25
44.92
-0.391 -0.259 -0.200 -0.164
0.011
0.004
0.001
0.000
13.61
16.17
17.50
18.88
-0.401 -0.415 -0.391 -0.285
0.007
0.009
0.009
0.004
31.45
31.23
31.39
32.36
-0.119 -0.128 -0.121 -0.077
-0.001 0.002
0.003
0.001
19.69
21.13
21.80
22.40
-0.252 -0.280 -0.280 -0.241
0.003
0.007
0.007
0.004
33.91
35.85
36.90
38.53
0.000 -0.218 -0.295 -0.314
0.000
0.007
0.008
0.004
41.57
-0.236 -0.263 -0.245 -0.133
0.002
0.006
0.006
0.002
-0.291 -0.160 -0.156
0.005
0.003
0.001
FEDERAL REALTY INVS TRUST
Financials
106.84
36.19
FSS UN Equity
FEDERAL SIGNAL CORP
Industrials
6.00
FEIC UW Equity
FEI COMPANY
55.96
FNF UN Equity
FIDELITY NATIONAL FINL-A
2.73%
03.01.2013
0.000
12.09.2012
Financials
19.00
FNGN UW Equity FINANCIAL ENGINES INC
Financials
21.35
FINL UW Equity
FINISH LINE/THE - CL A
22.76
1.14%
21.11.2012
38.17
38.60
39.35
FAF UN Equity
FIRST AMERICAN FINANCIAL
Financials
19.32
1.86%
26.09.2012
23.62
23.70
25.43
FBP UN Equity
FIRST BANCORP PUERTO RICO
Financials
3.66
60.58
60.53
60.49
60.34
-0.026 -0.026 -0.026 -0.023
0.000
0.000
0.000
0.001
FCFS UW Equity
FIRST CASH FINL SVCS INC
Financials
41.93
29.61
30.32
31.29
33.75
-0.457 -0.381 -0.324 -0.211
0.012
0.007
0.005
0.003
FCF UN Equity
FIRST COMMONWEALTH FINL CORP
Financials
6.91
3.47%
31.10.2012
FFBC UW Equity
FIRST FINANCIAL BANCORP
Financials
16.34
7.65%
28.11.2012
FFIN UW Equity
FIRST FINL BANKSHARES INC
Financials
FMBI UW Equity
3.16%
14.12.2012
FIRST MIDWEST BANCORP INC/IL
34.84
2.90%
14.12.2012
23.91
24.51
24.81
Financials
11.74
0.85%
12.12.2012
69.63
101.42
115.98
FNFG UW Equity FIRST NIAGARA FINANCIAL GRP
Financials
8.13
3.94%
09.11.2012
31.26
31.23
31.21
FMER UW Equity FIRSTMERIT CORP
Financials
15.68
4.08%
29.11.2012
38.69
38.69
38.69
FLO UN Equity
FLOWERS FOODS INC
Consumer Staples
19.84
3.29%
05.12.2012
21.73
21.65
22.22
FNB UN Equity
FNB CORP
Financials
11.24
4.27%
30.11.2012
33.02
33.02
33.02
26.64
FL UN Equity
FOOT LOCKER INC
35.45
2.14%
16.01.2013
33.69
33.28
33.03
32.93
FST UN Equity
FOREST OIL CORP
Energy
7.57
64.07
66.76
67.47
64.81
FOR UN Equity
FORESTAR GROUP INC
Financials
12.55
41.50
43.07
43.83
FORR UW Equity FORRESTER RESEARCH INC
29.41
28.60
30.88
FBHS UN Equity
30.36
25.68
37.29
FORTUNE BRANDS HOME & SECURI
1.90%
27.11.2012
1.18%
26.11.2012
0.000
0.030
0.035
0.000
0.005
0.006
0.000 -0.233
0.000
0.000
0.000
0.000
-0.465 -0.355 -0.295 -0.231
0.009
0.006
0.004
0.002
-0.362 -0.262 -0.202 -0.180 -0.221
0.013
0.004
0.000
0.001
44.39
0.000 -0.110 -0.141 -0.089
0.000
0.010
0.012
0.006
32.14
33.96
0.000 -0.008 -0.025 -0.078
0.000
0.000
0.000
0.001
28.38
30.93
40.62
-0.208 -0.144 -0.166 -0.319
27.82
28.74
29.06
44.94
47.80
49.63
29.05
31.74
32.77
23.93
Industrials
33.83
89.74
FELE UW Equity
FRANKLIN ELECTRIC CO INC
Industrials
56.00
1.09%
06.11.2012
FSP UA Equity
FRANKLIN STREET PROPERTIES C
Financials
10.88
6.99%
24.10.2012
FRED UW Equity FRED'S INC-CLASS A
15.71
1.65%
31.08.2012
FCN UN Equity
FTI CONSULTING INC
Industrials
25.89
27.55
29.70
FULT UW Equity
FULTON FINANCIAL CORP
Financials
9.74
3.39%
04.10.2012
21.18
25.55
GKSR UW Equity G & K SERVICES INC -CL A
Industrials
32.68
2.38%
18.09.2012
35.45
35.45
GDI UN Equity
GARDNER DENVER INC
Industrials
60.60
0.33%
09.11.2012
31.14
30.91
31.92
IT UN Equity
GARTNER INC
48.78
23.76
24.71
25.18
GMT UN Equity
GATX CORP
23.48
25.81
0.000
0.000
0.000
0.020
0.000
60.01
0.000
0.000
0.000 -0.047 -0.074
Industrials
14.12.2012
0.000
0.000
-0.003 -0.003 -0.003
0.000
0.000
0.000
FOSSIL INC
38.69
0.000
0.000 -0.584 -1.777 -1.346

-0.215 -0.216 -0.217
0.000
FOSL UW Equity
2.85%
0.000
86.84
0.000
FWRD UW Equity FORWARD AIR CORPORATION
0.000
0.003
0.008
0.007
0.001
0.000 -0.161 -0.229 -0.263
0.000
0.003
0.004
0.005
-0.294 -0.291 -0.272 -0.186 -0.131
0.008
0.004
0.002
0.001
32.89
-0.466 -0.214 -0.110 -0.106
0.021
0.013
0.008
0.000
30.72
31.75
-0.342 -0.319 -0.280 -0.149
0.005
0.004
0.004
0.007
27.38
28.76
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
35.45
34.94
0.000
0.000
0.000 -0.040
0.000
0.000
0.000
0.000
-0.234 -0.382 -0.350
0.004
0.016
0.014
25.63
-0.128 -0.215 -0.237 -0.197
0.001
0.002
0.002
0.002
27.14
28.99
-0.178 -0.266 -0.276 -0.204
0.001
0.003
0.003
0.003
50.84
Industrials
42.90
GPRO UW Equity GEN-PROBE INC
Health Care
82.69
GY UN Equity
GENCORP INC
Industrials
8.69
138.92
154.11
167.94
55.28
-2.301 -2.564 -2.571 -0.406
0.056
0.040
0.013
0.004
BGC UN Equity
GENERAL CABLE CORP
Industrials
28.64
44.75
-0.396 -0.353 -0.325 -0.271
0.008
0.004
0.002
0.001
0.000
0.003 -0.039
0.000
0.000
0.001
38.82
43.70
45.21
GNCMA UW EquityGENERAL COMMUNICATION INC-A
38.02
36.40
36.82
GCO UN Equity
68.63
41.61
40.70
40.54
41.59
0.000 -0.232 -0.320 -0.316
0.000
0.005
0.006
0.003
GNTX UW Equity GENTEX CORP
18.25
32.39
34.35
35.47
37.18
-0.281 -0.272 -0.247 -0.159
0.010
0.005
0.003
0.001
GTIV UW Equity
GENTIVA HEALTH SERVICES
Health Care
10.85
53.61
53.01
52.53
51.64
-0.037 -0.018 -0.045 -0.128
0.000
0.007
0.009
0.005
GEO UN Equity
GEO GROUP INC/THE
Industrials
25.56
GEOI UW Equity
GEORESOURCES INC
Energy
33.46
GTY UN Equity
GETTY REALTY CORP
Financials
17.79
ROCK UW Equity GIBRALTAR INDUSTRIES INC
Industrials
10.94
GBCI UW Equity
GLACIER BANCORP INC
Financials
GPN UN Equity
GLOBAL PAYMENTS INC
GGG UN Equity
GRACO INC
GVA UN Equity
GXP UN Equity
GRANITE CONSTRUCTION INC

GREAT PLAINS ENERGY INC
GENESCO INC
0.002
-0.018 -0.018 -0.017 -0.015
Financials
FRT UN Equity
0.000
0.734
EZPW UW Equity EZCORP INC-CL A
FARO UW Equity FARO TECHNOLOGIES INC
0.001
08.11.2012
DSPG UW Equity DSP GROUP INC
1.54%
0.001
2.96%
05.10.2012
1.76%
20.11.2012
28.71
29.64
30.45
32.26
0.000
0.055
0.053 -0.058
0.000
0.005
0.006
0.004
2.81%
26.09.2012
30.42
28.29
27.12
26.01
0.000 -0.137 -0.194 -0.187
0.000
0.001
0.002
0.004
48.05
42.83
44.74
96.99
0.022 -0.043 -0.107 -0.131
0.000
0.000 -0.001 0.035
15.18
3.43%
12.10.2012
41.29
0.19%
16.11.2012
40.80
32.70
29.38
33.75
0.000 -0.063 -0.169 -0.281
0.000
0.001
0.001
0.005
Industrials
50.39
1.88%
18.10.2012
29.18
30.95
31.52
31.27
-0.078 -0.128 -0.152 -0.180
0.002
0.003
0.003
0.001
Industrials
Utilities
26.35
21.73
1.97%
4.03%
31.12.2012
28.11.2012
38.29
20.82
37.45
20.48
36.99
20.15
36.67
18.54
-0.269 -0.237 -0.215 -0.182

-0.397 -0.392 -0.387 -0.348
0.010
0.010
0.005
0.010
0.003
0.011
0.002
0.009
0.001
0.000
17.08.2012
S&P 1000 Index
Ticker
GB UN Equity
GMCR UW Equity
GHL UN Equity
GEF UN Equity
GFF UN Equity
GPI UN Equity
GTAT UW Equity
GES UN Equity
GIFI UW Equity
GPOR UW Equity
HAE UN Equity
HAIN UW Equity
HBHC UW Equity
HBI UN Equity
HGR UN Equity
HAFC UW Equity
THG UN Equity
HLIT UW Equity
HSC UN Equity
HHS UN Equity
HVT UN Equity
HE UN Equity
HWKN UW Equity
HAYN UW Equity
FUL UN Equity
HCC UN Equity
HW UN Equity
HMA UN Equity
HNT UN Equity
HR UN Equity
HCSG UW Equity
HWAY UW Equity
HTLD UW Equity
HPY UN Equity
HSII UW Equity
HELE UW Equity
HLX UN Equity
HSIC UW Equity
MLHR UW Equity
HITK UW Equity
HIBB UW Equity
ONE UN Equity
HIW UN Equity
HRC UN Equity
HI UN Equity
HITT UW Equity
HMSY UW Equity
HNI UN Equity
HFC UN Equity
HOLX UW Equity
HOMB UW Equity
HME UN Equity
HMN UN Equity
HOS UN Equity
HPT UN Equity
HOTT UW Equity
HSNI UW Equity
HUBG UW Equity
HUB/B UN Equity
HII UN Equity
ICON UW Equity
ICUI UW Equity
IDA UN Equity
IEX UN Equity
IDXX UW Equity
IGTE UW Equity
IIVI UW Equity
INDB UW Equity
IPCC UW Equity
INFA UW Equity
INSP UW Equity
IM UN Equity
IRC UN Equity
NSIT UW Equity
NSP UN Equity
IART UW Equity
IDTI UW Equity
IPAR UW Equity
IBKR UW Equity
ININ UW Equity
IFSIA UW Equity
IN UN Equity
IBOC UW Equity
IRF UN Equity
ISCA UW Equity
ISIL UW Equity
IILG UW Equity
IVAC UW Equity
IPI UN Equity
IVC UN Equity
ITG UN Equity
IO UN Equity
IPCM UW Equity
IRBT UW Equity
ITRI UW Equity
ITT UN Equity
ESI UN Equity
JJSF UW Equity
JCOM UW Equity
JKHY UW Equity
JACK UW Equity
JAKK UW Equity
JNS UN Equity
JBHT UW Equity
JDAS UW Equity
JEF UN Equity
JBLU UW Equity
JBT UN Equity
JW/A UN Equity
JLL UN Equity
JOSB UW Equity
KSWS UW Equity
KALU UW Equity
KAMN UN Equity
KSU UN Equity
KS UN Equity
KDN UN Equity
KBH UN Equity
KBR UN Equity
KELYA UW Equity
KMPR UN Equity
KMT UN Equity
KNSY UW Equity
KRC UN Equity
KND UN Equity
KEX UN Equity
Name
GREATBATCH INC
GREEN MOUNTAIN COFFEE ROASTE
GREENHILL & CO INC
GREIF INC-CL A
GRIFFON CORP
GROUP 1 AUTOMOTIVE INC
GT ADVANCED TECHNOLOGIES INC
GUESS? INC
GULF ISLAND FABRICATION INC
GULFPORT ENERGY CORP
HAEMONETICS CORP/MASS
HAIN CELESTIAL GROUP INC
HANCOCK HOLDING CO
HANESBRANDS INC
HANGER INC
HANMI FINANCIAL CORPORATION
HANOVER INSURANCE GROUP INC/
HARMONIC INC
HARSCO CORP
HARTE-HANKS INC
HAVERTY FURNITURE
HAWAIIAN ELECTRIC INDS
HAWKINS INC
HAYNES INTERNATIONAL INC
H.B. FULLER CO.
HCC INSURANCE HOLDINGS INC
HEADWATERS INC
HEALTH MGMT ASSOCIATES INC-A
HEALTH NET INC
HEALTHCARE REALTY TRUST INC
HEALTHCARE SERVICES GROUP
HEALTHWAYS INC
HEARTLAND EXPRESS INC
HEARTLAND PAYMENT SYSTEMS IN
HEIDRICK & STRUGGLES INTL
HELEN OF TROY LTD
HELIX ENERGY SOLUTIONS GROUP
HENRY SCHEIN INC
HERMAN MILLER INC
HI-TECH PHARMACAL CO INC
HIBBETT SPORTS INC
HIGHER ONE HOLDINGS INC
HIGHWOODS PROPERTIES INC
HILL-ROM HOLDINGS INC
HILLENBRAND INC
HITTITE MICROWAVE CORP
HMS HOLDINGS CORP
HNI CORP
HOLLYFRONTIER CORP
HOLOGIC INC
HOME BANCSHARES INC
HOME PROPERTIES INC
HORACE MANN EDUCATORS
HORNBECK OFFSHORE SERVICES
HOSPITALITY PROPERTIES TRUST
HOT TOPIC INC
HSN INC
HUB GROUP INC-CL A
HUBBELL INC -CL B
HUNTINGTON INGALLS INDUSTRIE
ICONIX BRAND GROUP INC
ICU MEDICAL INC
IDACORP INC
IDEX CORP
IDEXX LABORATORIES INC
IGATE CORP
II-VI INC
INDEPENDENT BANK CORP/MA
INFINITY PROPERTY & CASUALTY
INFORMATICA CORP
INFOSPACE INC
INGRAM MICRO INC-CL A
INLAND REAL ESTATE CORP
INSIGHT ENTERPRISES INC
INSPERITY INC
INTEGRA LIFESCIENCES HOLDING
INTEGRATED DEVICE TECH INC
INTER PARFUMS INC
INTERACTIVE BROKERS GRO-CL A
INTERACTIVE INTELLIGENCE GRO
INTERFACE INC
INTERMEC INC
INTERNATIONAL BANCSHARES CRP
INTL RECTIFIER CORP
INTL SPEEDWAY CORP-CL A
INTERSIL CORP-A
INTERVAL LEISURE GROUP
INTEVAC INC
INTREPID POTASH INC
INVACARE CORP
INVESTMENT TECHNOLOGY GROUP
ION GEOPHYSICAL CORP
IPC THE HOSPITALIST CO
IROBOT CORP
ITRON INC
ITT CORP
ITT EDUCATIONAL SERVICES INC
J & J SNACK FOODS CORP
J2 GLOBAL INC
JACK HENRY & ASSOCIATES INC
JACK IN THE BOX INC
JAKKS PACIFIC INC
JANUS CAPITAL GROUP INC
HUNT (JB) TRANSPRT SVCS INC
JDA SOFTWARE GROUP INC
JEFFERIES GROUP INC
JETBLUE AIRWAYS CORP
JOHN BEAN TECHNOLOGIES CORP
WILEY (JOHN) & SONS-CLASS A
JONES LANG LASALLE INC
JOS A BANK CLOTHIERS INC
K-SWISS INC-A
KAISER ALUMINUM CORP
KAMAN CORP
KANSAS CITY SOUTHERN
KAPSTONE PAPER AND PACKAGING
KAYDON CORP
KB HOME
KBR INC
KELLY SERVICES INC -A
KEMPER CORP
KENNAMETAL INC
KENSEY NASH CORP
KILROY REALTY CORP
KINDRED HEALTHCARE INC
KIRBY CORP
GICS_SECTOR_NAME
Health Care
Consumer Staples
Financials
Materials
Industrials
Energy
Energy
Health Care
Consumer Staples
Financials
Health Care
Financials
Financials
Industrials
Utilities
Materials
Materials
Materials
Financials
Materials
Health Care
Health Care
Financials
Industrials
Health Care
Industrials
Industrials
Energy
Health Care
Industrials
Health Care
Financials
Health Care
Health Care
Industrials
Energy
Health Care
Financials
Financials
Financials
Energy
Financials
Industrials
Industrials
Industrials
Health Care
Utilities
Industrials
Health Care
Industrials
Financials
Financials
Financials
Industrials
Health Care
Consumer Staples
Financials
Industrials
Financials
Materials
Health Care
Financials
Energy
Health Care
Industrials
Consumer Staples
Financials
Industrials
Financials
Industrials
Industrials
Financials
Materials
Industrials
Industrials
Materials
Industrials
Industrials
Industrials
Financials
Industrials
#N/A N/A
Financials
Health Care
Industrials
ATM2 Ref
23.66
24.74
41.14
41.35
9.96
55.05
6.53
33.11
27.90
25.65
71.78
54.70
30.33
32.60
26.75
13.00
35.84
4.45
21.87
6.96
12.32
27.38
38.42
49.68
29.95
32.38
7.10
7.02
21.58
24.13
21.51
11.07
13.50
30.72
12.59
30.73
18.69
77.46
19.82
35.89
58.64
11.39
33.13
27.06
18.73
52.53
36.10
28.07
40.00
19.82
31.02
63.05
18.07
42.46
23.89
9.94
45.05
32.31
82.26
40.27
18.78
56.03
42.44
40.97
94.35
16.19
18.58
29.34
56.09
31.40
#N/A N/A
15.64
8.25
18.23
24.73
39.13
5.44
17.37
13.59
29.04
13.96
5.98
18.03
18.78
25.60
9.46
19.15
6.12
22.06
13.51
8.25
6.58
43.63
25.81
44.63
20.74
32.15
57.30
29.08
37.08
25.96
15.91
8.52
55.55
30.29
13.71
5.08
16.77
48.05
71.50
40.89
2.95
57.56
33.57
76.60
19.70
22.59
10.86
27.57
12.79
30.60
37.56
#N/A N/A
47.14
11.02
55.44
Dividend
Yield
Next ExDividend
Date
4.37%
4.06%
0.80%
1.16%
03.12.2012
17.09.2012
30.11.2012
30.11.2012
2.69%
1.65%
04.09.2012
14.11.2012
3.17%
31.08.2012
3.46%
06.09.2012
3.75%
4.89%
1.30%
4.53%
1.80%
1.89%
1.20%
2.10%
4.97%
3.10%
0.59%
0.78%
4.13%
11.01.2013
28.11.2012
23.11.2012
23.11.2012
20.03.2013
30.11.2012
09.10.2012
28.09.2012
13.11.2012
24.10.2012
19.09.2012
23.11.2012
31.10.2012
1.82%
28.11.2012
5.13%
1.99%
4.16%
15.11.2012
14.09.2012
14.09.2012
2.78%
1.75%
21.11.2012
12.12.2012
1.55%
4.33%
3.21%
13.11.2012
16.11.2012
20.09.2012
7.53%
3.22%
1.11%
26.10.2012
18.10.2012
30.01.2013
2.09%
20.09.2012
3.32%
2.05%
07.11.2012
10.10.2012
1.24%
22.02.2013
2.93%
1.69%
27.09.2012
28.11.2012
6.91%
29.08.2012
2.75%
23.11.2012
2.07%
2.94%
28.12.2012
27.11.2012
0.75%
07.11.2012
2.33%
28.09.2012
0.86%
5.07%
2.09%
22.05.2013
09.11.2012
31.12.2012
0.37%
02.01.2013
1.84%
07.11.2012
0.95%
2.27%
1.29%
14.09.2012
14.11.2012
06.09.2012
2.51%
2.82%
1.12%
11.12.2012
31.10.2012
14.11.2012
2.19%
17.10.2012
1.67%
2.06%
0.77%
29.08.2012
28.09.2012
13.11.2012
1.79%
2.03%
1.11%
25.10.2012
27.12.2012
06.12.2012
3.55%
0.92%
0.73%
1.17%
3.33%
1.70%
13.12.2012
30.10.2012
12.12.2012
28.11.2012
14.11.2012
09.11.2012
3.18%
28.09.2012

ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
28.39
63.95
30.98
33.10
28.54
73.39
33.52
30.88
28.88
75.22
34.17
29.54
38.12
69.31
49.81
42.16
46.38
25.09
35.17
35.59
25.27
32.22
37.08
68.62
46.65
47.18
50.67
25.06
35.09
35.59
26.33
31.65
37.53
68.44
44.76
47.40
52.21
25.04
34.60
35.59
27.71
31.90
48.30
29.99
49.06
48.30
29.82
44.38
46.38
31.39
42.49
42.46
29.26
45.55
30.86
50.82
41.38
64.69
18.13
30.11
72.16
33.08
-0.228
-0.135
-0.053
0.000
-0.172
-0.149
-0.172
-0.217
-0.150 -0.138
-0.148 -0.114 -0.127
-0.216 -0.216
-0.274
0.001
0.009
0.002
0.000
0.003
0.004
0.001
0.000
0.003
0.002
0.001
0.004
33.84
-0.761
-0.139
-0.400
-0.140
-0.288
-0.030
-0.302
0.000
-0.234
0.000
-0.461
0.046
-0.325
-0.154
-0.382
-0.030
-0.260
0.000
-0.235
-0.122
-0.258
0.103
-0.279
-0.176
-0.345
-0.031
-0.222
0.000
-0.247
-0.161
0.010
0.000
0.003
0.001
0.008
0.000
0.007
0.000
0.001
0.000
0.008
0.000
0.001
0.001
0.006
0.000
0.004
0.000
0.001
0.005
0.005
0.000
0.001
0.005
0.004
0.000
0.003
0.000
0.002
0.006
42.18
0.000 0.000 0.000

-0.173 -0.335 -0.327
0.000 0.051 0.038 -0.085
0.000 0.000 0.000

0.003 0.011 0.011
0.000 -0.001 -0.001 0.002
46.98
31.67
48.19
32.52
-0.347 -0.320 -0.288 -0.189

0.000 -0.111 -0.145 -0.121
0.009
0.000
0.003
0.001
0.001
0.002
0.000
0.003
56.05
45.50
65.55
18.14
57.82
46.15
64.53
18.14
59.04
44.25
-0.350
-0.432
-0.124
-0.269
-0.344 -0.286
-0.389 -0.206
-0.121
-0.264 -0.150
0.002
0.009
0.007
0.011
0.002
0.004
0.004
0.011
0.002
0.002
0.002
0.012
0.002
0.000
20.96
-0.321
-0.406
-0.205
-0.274
73.17
73.17
73.17
73.17
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
29.51
44.27
33.92
35.74
20.91
42.56
38.77
37.35
31.13
43.25
34.69
38.62
20.69
44.21
39.26
34.17
31.03
42.69
35.36
39.86
21.08
44.89
39.31
35.82
0.000
0.000
0.000
-0.467
-0.135
-0.116
-0.040
-1.172
-0.050
-0.257
-0.192
-0.357
-0.192
-0.187
-0.051
-0.036
-0.099
-0.320
-0.243 -0.129
-0.315 -0.286
-0.235
-0.204 -0.173
-0.062
0.075
0.000
0.000
0.000
0.012
0.001
-0.001
0.000
0.016
0.010
0.009
0.005
0.006
0.002
0.001
0.000
0.012
0.005
0.011
0.006
0.004
0.003
0.002
0.000
0.002
23.27
30.88
29.49
31.89
27.42
73.05
35.17
28.17
23.15
30.96
26.92
30.70
29.85
75.46
36.29
30.52
23.04
31.09
25.81
30.52
30.93
63.03
36.99
31.66
-0.077
-0.114
0.000
0.000
-0.042
-0.933
-0.318
-0.279
-0.077
-0.182
-0.189
0.158
-0.114
-0.948
-0.292
-0.344
-0.077
-0.207
-0.243
0.179
-0.146
-0.799
-0.287
-0.331
0.000
0.000
0.000
0.000
0.000
0.013
0.007
0.008
0.001
0.002
0.001
0.016
0.003
0.009
0.003
0.005
0.001
0.003
0.003
0.020
0.004
0.015
0.002
0.004
24.46
24.40
22.51
36.33
19.20
44.03
24.84
37.52
19.89
23.02
34.14
31.68
42.89
20.75
44.07
28.28
37.52
22.96
24.88
34.12
33.57
44.71
21.46
44.26
30.25
34.18
24.36
25.80
34.09
34.28
32.47
26.82
36.40
40.16
24.55
20.10
46.30
32.47
25.82
40.34
35.88
25.71
20.10
49.34
32.47
24.66
41.77
35.19
26.40
20.10
50.35
27.61
26.81
38.95
27.08
33.97
40.95
46.06
20.25
33.50
26.57
26.81
38.94
28.72
34.64
41.32
48.12
19.91
36.67
26.09
26.81
38.77
30.01
34.98
41.54
48.31
20.83
39.14
25.89
25.29
37.76
50.49
29.05
39.80
37.42
37.50
45.85
59.40
30.09
47.48
36.78
48.42
34.90
36.37
30.50
25.66
68.37
50.48
31.97
41.70
37.21
38.08
45.85
59.39
32.18
42.97
37.19
50.79
36.53
40.25
34.81
23.48
67.92
50.47
35.88
42.54
36.26
38.05
45.85
59.38
33.61
40.59
36.07
52.05
37.37
42.28
36.29
23.28
63.87
47.38
51.83
42.85
31.45
23.22
25.83
30.04
36.75
33.77
22.06
24.44
37.15
34.97
26.89
22.82
30.66
33.87
35.02
24.87
25.80
36.44
37.40
28.14
21.55
30.79
32.84
35.75
26.08
29.21
36.91
38.40
27.95
21.64
30.25
34.30
36.80
27.08
25.48
29.71
36.53
92.71
42.33
56.16
24.46
30.40
22.97
49.54
35.33
34.20
25.48
31.84
34.40
92.71
35.92
56.47
27.42
32.51
24.26
52.33
37.32
39.49
25.48
33.09
33.86
88.24
32.83
53.78
29.38
33.23
25.06
52.51
38.38
41.14
25.48
34.99
29.84
32.72
33.61
20.03
44.74
25.03
22.26
52.80
27.12
23.51
54.51
28.30
68.59
42.91
71.57
43.29
25.25
33.23
35.59
36.14
40.92
45.00
22.50
31.45
31.49
31.83
37.83
32.75
39.60
0.000
0.000
-0.140
0.089
0.000
0.000
-0.235
0.000
-0.065
-0.327
-0.175
-0.050
0.000
-0.203
0.000
-0.108
-0.376
-0.248
-0.066
0.000
-0.198
0.000
0.000
0.029
-0.070
-0.025
-0.117
0.000
-0.012
-0.482
-0.226
0.000
-0.161
-0.254
-0.090
-0.070
0.019
-0.163
-0.414
-0.305
0.000
-0.194
-0.273
-0.115
-0.111
0.002
-0.185
-0.371
-0.268
0.000
-0.082
-0.064
-0.185
-0.133
0.092
-0.150
0.000
-0.151
-0.292
-0.093
0.019
-0.263
-0.165
-0.302
-0.280
-0.323
-0.214
-0.064
-0.363
-0.164
0.113
-0.186
0.000
-0.152
-0.281
-0.143
-0.091
-0.293
-0.092
-0.265
-0.265
-0.421
-0.241
-0.125
-0.106
-0.154
-0.251
55.87
-0.064
0.000
-0.051
-0.103
-0.093
0.000
-0.151
-0.285
0.000
0.000
-0.179
-0.361
-0.387
-0.319
0.000
-0.208
-0.238
-0.033
-0.221
-0.329
-0.262
-0.260
0.002
-0.359
-0.073
-0.293
-0.058
-0.232
-0.565
-0.310
-0.254
-0.021
-0.318
-0.105
-0.175
-0.093
-0.220
-0.276
-0.193
-0.221
40.59
43.97
0.000
0.000
-0.186
0.351
-0.052
-0.248
0.000
-0.492
0.000
0.000
-0.305
-0.538
0.000
0.000
0.000
-0.396
0.000
0.000
-0.207
-0.442
0.000
0.000
-0.308
-0.410
0.000
0.133
-0.205
-0.422
-0.096
0.004
-0.187
-0.381
-0.061
0.000
-0.301
-0.326
0.000
0.162
-0.382
-0.410
-0.132
-0.049
-0.183
-0.339
-0.076
0.000
-0.263
50.39
23.35
39.28
31.77
36.16
32.72
32.96
51.58
39.54
40.89
25.48
52.15
30.16
-0.254 -0.145
-0.215
-0.621
-0.223
-0.041
-0.346
-0.121
-0.268
-0.297
-0.121
-0.230
53.81
37.48
45.00
36.10
38.74
39.91
0.041
-0.186
0.057 -0.102
45.85
58.77
-0.160
-0.206
-0.595
-0.219
-0.119
-0.516
0.000
-0.300
-0.301
-0.121
-0.224
41.71
36.43
38.40
-0.125
0.057
25.76
26.80
34.02
34.44
35.31
43.31
46.24
23.82
43.96
-0.054
-0.141
0.000
-0.318
-0.210
-0.202
-0.889
0.000
-0.347
-0.285
-0.121
-0.155
43.05
22.03
52.69
32.08
27.43
20.10
49.82
0.030
-0.218 -0.182
51.29
0.000
0.001
0.001
0.001
0.001
0.002
0.000
0.002
0.003
0.005
0.002
0.001
0.002
0.003
0.012
0.003
0.002
0.002
0.001
-0.001 -0.001 0.000

-0.279
-0.216
-0.740
-0.202
-0.198
-0.247
-0.122
-0.139
-0.307
-0.060
0.000
-0.199 -0.167
-0.112
-0.255
-0.091
-0.196 -0.137
-0.298
0.000
-0.238 -0.188
-0.175
-0.303
-0.080
-0.233
-0.188
-0.246 -0.197
-0.293 -0.223
-0.182 -0.198
-0.006
-0.310
-0.330
-0.150
-0.171 -0.139
-0.255
-0.056
0.006 -0.002 -0.003 0.000

0.001 0.004 0.006 0.007
0.019 0.017 0.016 -0.002
0.024 0.015 0.010 0.003
0.000 0.000 0.000
0.010 0.009 0.008 0.005
0.008 0.006 0.005 0.003
0.001 0.001 0.001 0.001
0.005 0.002 0.001 0.001
0.000
0.000
0.001
0.000
0.000
0.000
0.005
0.000
0.001
0.003
0.008
0.002
0.000
0.002
0.000
0.001
0.004
0.008
0.002
0.000
0.002
0.000
0.000
0.000
0.001
0.002
0.001
0.000
0.000
0.008
0.006
0.000
0.007
0.008
0.001
0.000
0.000
0.004
0.006
0.008 0.006
0.000 0.000
0.008 0.002
0.008
0.001 0.001
0.001 -0.001
0.000 0.001
0.007 0.005 0.004
0.005 0.002
0.000
0.000
0.000
0.003
0.000
0.000
0.000
0.006
0.000
0.000
0.003
0.006
0.015
0.011
0.000
-0.002
0.000
-0.002
0.003
-0.001
0.005
0.000
0.000
0.005
0.000
0.000
0.005
0.008
0.010
0.004
0.005
-0.002
0.000
0.000
0.003
-0.002
0.005
0.000
0.000
0.004
0.000
0.001
0.005
0.009
0.007
0.002
0.005
0.000
0.000
0.035
-0.001
0.003
0.000
0.000
0.006
-0.001
0.000
0.004
0.000
0.011
0.000
0.000
-0.001
0.004
0.012
0.002
0.005
0.000
0.009
0.008
0.000
0.000
0.003
0.015
0.003
0.004
0.003
0.007
0.009
0.002
0.002
0.002
0.003
0.004
0.002
0.005
0.001
0.000
0.001
0.001
0.000
0.002 0.001
-0.001
0.003
0.006
0.004
0.004
0.002
0.003
0.003
0.002
0.002
0.001
0.000 0.000 0.000 0.000

0.005 0.004 0.003 0.003
0.012 0.009 0.006
0.000 0.000 0.000
0.000 0.009 0.011 0.004
0.000 -0.013 -0.011 0.024
0.012 0.007 0.005 0.002
0.000 0.001 0.001 0.003
0.000 0.000 0.001
0.005 0.002 0.002 0.002 0.002
0.007 0.004 0.003 0.002
0.000 -0.001 -0.001 -0.001
-0.220 -0.098 -0.103
0.000
0.000
0.001
-0.261 -0.272 -0.267 -0.275

-0.267 -0.203 -0.154 -0.178
-0.298 -0.342 -0.342 -0.274
0.004 0.009
-0.001 0.005
0.004 0.006
0.008
0.006
0.006
0.003
0.001
0.001
0.002
0.003
0.003
17.08.2012
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend
Yield
Next ExDividend
Date
10.01

2
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
KIRK UW Equity
KIRKLAND'S INC
57.89
57.89
56.06
0.000
0.009 -0.146
0.000
0.001
0.002
KRG UN Equity
KITE REALTY GROUP TRUST
Financials
5.20
5.38%
05.10.2012
30.97
31.42
31.53
31.31
0.000
0.000
0.000
0.000
0.000
0.000
0.000
KNX UN Equity
KNIGHT TRANSPORTATION INC
Industrials
15.21
1.64%
28.11.2012
24.02
26.64
27.81
28.75
0.000 -0.147 -0.203 -0.227
0.000
0.001
0.002
0.002
KOPN UW Equity KOPIN CORP
3.56
KOP UN Equity
KOPPERS HOLDINGS INC
Materials
31.85
3.02%
15.11.2012
34.07
37.07
38.50
39.92
-0.529 -0.398 -0.332 -0.257
0.014
0.008
0.005
0.002
KFY UN Equity
KORN/FERRY INTERNATIONAL
Industrials
14.55
43.95
37.36
38.87
57.83
-0.311 -0.251 -0.240 -0.416
0.006
0.005
0.005
0.023
KRA UN Equity
KRATON PERFORMANCE POLYMERS Materials
21.51
48.61
47.09
46.57
-0.506 -0.307 -0.235
0.010
0.012
0.009
KLIC UW Equity
KULICKE & SOFFA INDUSTRIES
11.95
37.65
41.63
43.44
-0.280 -0.157 -0.136
0.008
0.007
0.005
LZB UN Equity
LA-Z-BOY INC
13.47
50.92
-0.091 -0.276 -0.322
-0.001 -0.002 -0.001
LG UN Equity
LACLEDE GROUP INC/THE
49.37
49.20
Utilities
43.13
17.31
16.49
16.04
15.48
LRCX UW Equity LAM RESEARCH CORP
35.47
25.56
28.67
30.02
31.58
LAMR UW Equity LAMAR ADVERTISING CO-A
32.20
34.32
34.26
35.13
LANC UW Equity LANCASTER COLONY CORP
Consumer Staples
69.21
2.17%
07.09.2012
20.60
20.60
20.60
LDR UN Equity
LANDAUER INC
Health Care
59.97
3.92%
05.09.2012
LSTR UW Equity
LANDSTAR SYSTEM INC
Industrials
50.25
0.50%
01.11.2012
23.72
24.88
26.05
LHO UN Equity
LASALLE HOTEL PROPERTIES
Financials
27.39
3.07%
28.09.2012
33.93
31.86
32.47
37.57
LAWS UW Equity LAWSON PRODUCTS INC
Industrials
9.20
5.22%
28.09.2012
LPS UN Equity
LENDER PROCESSING SERVICES
27.57
1.45%
27.11.2012
28.06
32.88
35.66
LII UN Equity
LENNOX INTERNATIONAL INC
Industrials
47.49
1.60%
03.10.2012
32.41
33.37
LXP UN Equity
LEXINGTON REALTY TRUST
Financials
9.17
5.78%
28.09.2012
28.81
28.77
LHCG UW Equity LHC GROUP INC
Health Care
17.79
35.06
LRY UN Equity
LIBERTY PROPERTY TRUST
Financials
35.92
LTM UN Equity
LIFE TIME FITNESS INC
LPNT UW Equity
LIFEPOINT HOSPITALS INC
3.92%
0.000 -0.015 -0.023 -0.032
0.000
0.000
0.000
0.000
-0.402 -0.316 -0.269 -0.224 -0.184
0.014
0.007
0.004
0.002
-0.442 -0.356 -0.303
0.010
0.006
0.003
0.000
0.000
0.000
0.000
-0.199 -0.370 -0.386
0.004
0.008
0.007
0.000 -0.156 -0.179 -0.057
0.000
0.005
0.006
0.002
40.13
-0.520 -0.456 -0.407 -0.301
0.013
0.008
0.006
0.003
33.92
34.77
-0.229 -0.189 -0.178 -0.199
0.007
0.005
0.004
0.002
28.73
28.60
-0.067 -0.067 -0.067 -0.066
0.000
0.001
0.001
0.001
35.82
36.24
36.84
0.000 -0.088 -0.129 -0.160
0.000
0.000
0.000
0.001
29.02
29.02
29.02
0.000
0.000
0.000
0.000
47.98
33.52
31.61
31.87
35.58
-0.515 -0.253 -0.189 -0.356
0.008
0.008
0.006
0.001
25.50
28.43
29.61
30.53
-0.299 -0.347 -0.336 -0.221
0.007
0.004
0.003
0.002
5.29%
07.12.2012
0.000
01.10.2012
34.19
20.83
0.000
0.000
0.000 -0.050
0.000
Health Care
40.01
LNCR UW Equity LINCARE HOLDINGS INC
Health Care
41.49
LINC UW Equity
4.05
6.91%
14.12.2012
62.53
62.53
62.53
67.30
0.000
0.000 -0.344
0.000
0.000
0.000
0.001
LECO UW Equity LINCOLN ELECTRIC HOLDINGS
Industrials
42.47
1.74%
31.12.2012
36.24
31.59
30.77
34.62
-0.051 -0.180 -0.232 -0.241
0.000
0.004
0.005
0.006
LNN UN Equity
Industrials
71.83
0.66%
14.11.2012
34.09
36.51
37.48
38.33
-0.167 -0.169 -0.162 -0.125
0.002
0.002
0.002
0.003
LQDT UW Equity LIQUIDITY SERVICES INC
47.14
52.81
55.81
57.01
57.65
-0.175 -0.202 -0.193 -0.136
0.004
0.002
0.001
0.001
LAD UN Equity
LITHIA MOTORS INC-CL A
29.23
1.57%
09.11.2012
41.45
45.88
47.46
47.20
-0.292 -0.285 -0.270 -0.206
0.012
0.000 -0.002 0.007
LFUS UW Equity
LITTELFUSE INC
55.24
1.85%
15.11.2012
33.86
33.80
33.75
34.08
-0.059 -0.058 -0.058 -0.094
0.001
0.001
0.001
LYV UN Equity
LIVE NATION ENTERTAINMENT IN
8.85
40.82
40.82
41.87
-0.163 -0.280 -0.294
0.003
0.004
0.004
LPSN UR Equity
LIVEPERSON INC
15.77
44.14
45.01
46.56
-0.079 -0.357 -0.306
0.000
0.026
0.022
LIZ UN Equity
LIZ CLAIBORNE INC
-0.420 -0.308 -0.261 -0.178
LINCOLN EDUCATIONAL SERVICES

LINDSAY CORP
0.000
0.000
#N/A N/A
LKQX UW Equity LKQ CORP
#N/A N/A
LOGM UW Equity LOGMEIN INC
20.21
61.10
58.36
57.60
57.02
0.007
0.004
0.003
0.002
LPX UN Equity
LOUISIANA-PACIFIC CORP
Materials
13.18
39.72
42.57
44.02
45.18
-0.311 -0.359 -0.358 -0.320 -0.298
0.006
0.004
0.003
0.003
LXU UN Equity
LSB INDUSTRIES INC
Materials
37.56
31.57
37.96
40.74
43.30
-0.563 -0.307 -0.203 -0.152
0.018
0.011
0.007
0.002
LTC UN Equity
LTC PROPERTIES INC
Financials
33.73
5.51%
19.10.2012
22.41
22.06
21.71
20.25
-0.286 -0.283 -0.279 -0.122
0.003
0.004
0.004
0.002
LUFK UW Equity
LUFKIN INDUSTRIES INC
Energy
50.63
1.09%
30.11.2012
34.85
37.51
38.65
39.64
-0.205 -0.212 -0.206 -0.168
0.004
0.003
0.002
0.001
LL UN Equity
LUMBER LIQUIDATORS HOLDINGS
46.13
33.65
37.12
38.55
39.71
-0.340 -0.302 -0.252 -0.135
0.010
0.005
0.004
0.003
6.37%
12.12.2012
-0.084 -0.049 -0.039
0.012
0.001 -0.002
-0.456 -0.499 -0.487 -0.314
0.007
0.006
0.006
0.000
0.000
0.000
0.000
0.000
0.000
0.010 -0.007 -0.111
LMOS UW Equity LUMOS NETWORKS CORP
LDL UN Equity
LYDALL INC
Industrials
13.64
MHO UN Equity
M/I HOMES INC
18.44
52.26
53.85
55.31
MAC UN Equity
MACERICH CO/THE
Financials
57.45
3.13%
09.11.2012
21.84
25.88
26.81
CLI UN Equity
MACK-CALI REALTY CORP
Financials
26.69
6.74%
05.10.2012
22.72
22.72
22.72
MGLN UW Equity MAGELLAN HEALTH SERVICES INC
Health Care
48.40
57.73
49.48
44.74
MFB UN Equity
MAIDENFORM BRANDS INC
46.26
24.89
39.19
0.000
0.000 -0.001 0.000
21.66
37.37
37.81
37.93
-0.064 -0.121 -0.156
0.001
0.001
0.002
MANH UW Equity MANHATTAN ASSOCIATES INC
49.15
24.56
26.59
27.29
-0.130 -0.224 -0.246
0.002
0.004
0.004
MAN UN Equity
MANPOWER INC
0.002
Industrials
37.48
2.38%
05.12.2012
30.12
33.49
34.84
35.91
-0.449 -0.510 -0.491 -0.315
0.013
0.007
0.005
0.002
22.25
3.78%
05.12.2012
27.66
32.54
35.79
41.60
-0.106 0.006
0.002
0.000
0.000
0.002
MCS UN Equity
MARCUS CORPORATION
13.31
2.55%
25.10.2012
HZO UN Equity
MARINEMAX INC
7.50
VAC UN Equity
MARRIOTT VACATIONS WORLD
31.70
37.47
34.24
33.91
0.000 -0.326 -0.411
0.000
0.011
0.010
MLM UN Equity
MARTIN MARIETTA MATERIALS
Materials
78.53
2.04%
31.08.2012
28.13
30.07
30.21
-0.571 -0.428 -0.338
0.015
0.007
0.005
MASI UW Equity
MASIMO CORPORATION
Health Care
22.12
30.47
31.38
32.29
35.71
-0.341 -0.486 -0.447 -0.036
0.007
0.007
0.006 -0.002
MTRN UN Equity MATERION CORP
Materials
20.35
46.09
53.53
56.22
56.14
0.000
0.274
0.000 -0.016 -0.018 0.002
MTRX UW Equity MATRIX SERVICE CO
Energy
11.19
57.07
49.26
45.77
45.61
0.052
0.000 -0.046 -0.151
0.000 -0.001 0.000
0.004
MATW UW Equity MATTHEWS INTL CORP-CLASS A
30.19
1.32%
01.11.2012
32.06
32.06
32.06
32.06
0.000
0.000
0.000
MMS UN Equity
MAXIMUS INC
53.00
0.68%
14.11.2012
22.98
22.60
23.10
MDC UN Equity
MDC HOLDINGS INC
33.24
3.01%
05.11.2012
32.05
34.40
36.10
MDU UN Equity
MDU RESOURCES GROUP INC
Utilities
22.37
3.06%
04.12.2012
19.13
20.76
21.05
MIG UN Equity
MEADOWBROOK INSURANCE GROUP Financials
7.49
2.40%
07.11.2012
34.68
34.68
34.68
8.06%
04.12.2012
16.31
18.79
19.46
46.44
44.51
44.92
-0.423 -0.677 -0.424
28.74
30.60
31.49
-0.211 -0.246 -0.234
0.004
0.004
0.003
0.000 -0.155 -0.153
0.000
0.005
0.006
MEAS UW Equity MEASUREMENT SPECIALTIES INC
MPW UN Equity
MEDICAL PROPERTIES TRUST INC
1.47%
14.11.2012
30.99
38.95
0.317 -0.003
0.000
0.000
0.000
-0.102 -0.046 -0.056
0.000
0.000
0.001
0.000
0.000
-0.481 -0.397 -0.330 -0.181
0.011
0.008
0.006
0.000
0.001 -0.012
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
-0.005 0.029
0.020
0.003
Financials
9.92
MDCO UW Equity MEDICINES COMPANY
Health Care
24.73
MRX UN Equity
Health Care
32.87
MDSO UW Equity MEDIDATA SOLUTIONS INC
Health Care
35.41
33.04
33.19
34.67
MED UN Equity
MEDIFAST INC
Consumer Staples
28.46
29.60
33.83
35.90
38.76
-0.310 -0.307 -0.285 -0.198
0.006
0.006
0.005
0.003
MD UN Equity
MEDNAX INC
Health Care
69.83
21.19
23.68
24.72
25.00
-0.123 -0.224 -0.262 -0.270
0.002
0.003
0.003
0.003
WFR UN Equity
MEMC ELECTRONIC MATERIALS
2.73
81.35
85.32
86.21
85.22
-0.296 -0.433 -0.362 -0.189 -0.115
0.012
0.009
0.006
0.002
MW UN Equity
MEN'S WEARHOUSE INC/THE
29.70
38.84
36.67
36.24
37.52
-0.493 -0.422 -0.379 -0.308
0.008
0.005
0.004
0.003
15.96
39.31
38.63
37.93
-0.254 -0.260 -0.252
-0.001 0.004
0.005
MEDICIS PHARMACEUTICAL-CL A
MENT UW Equity MENTOR GRAPHICS CORP
1.34%
2.63%
03.10.2012
14.12.2012
82.55
MRCY UW Equity MERCURY COMPUTER SYSTEMS INC Information Technology
9.63
161.65
161.65
161.65
0.000
0.000
0.000
0.000
0.000
0.000
MCY UN Equity
MERCURY GENERAL CORP
Financials
37.58
6.57%
14.12.2012
29.30
29.30
29.30
25.49
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
MDP UN Equity
MEREDITH CORP
33.10
4.83%
30.11.2012
28.07
27.53
27.48
28.83
-0.050 -0.144 -0.167 -0.137
0.001
0.003
0.004
0.004
VIVO UW Equity
MERIDIAN BIOSCIENCE INC
Health Care
18.17
4.35%
23.11.2012
28.20
31.02
31.98
0.000 -0.241 -0.267
0.000
0.008
0.013
MMSI UW Equity
MERIT MEDICAL SYSTEMS INC
Health Care
14.06
34.60
34.57
34.55
-0.103 -0.103 -0.102
0.001
0.001
0.001
MTH UN Equity
MERITAGE HOMES CORP
41.05
41.89
42.57
-0.246 -0.256 -0.251 -0.219
0.002
0.002
0.002
MEI UN Equity
METHODE ELECTRONICS INC
40.68
36.87
37.19
0.000
0.002 -0.021
0.000
0.000
0.000
MTD UN Equity
METTLER-TOLEDO INTERNATIONAL
Health Care
23.80
23.89
24.88
-0.107 -0.147 -0.181
0.001
0.002
0.002
36.90
8.97
3.11%
10.10.2012
164.16
10.03
35.44
35.81
35.98
36.09
0.000
0.000
0.000
0.000
0.000
0.000
MCRS UW Equity MICROS SYSTEMS INC
47.92
38.01
36.13
35.08
33.68
-0.273 -0.289 -0.281 -0.199
0.007
0.005
0.003
0.002
MSCC UW Equity MICROSEMI CORP
20.63
35.97
46.59
50.38
46.01
-0.427 0.174
0.005
0.001 -0.002 -0.005
MSTR UW Equity MICROSTRATEGY INC-CL A
126.30
37.47
36.51
37.35
0.004 -0.126 -0.176
0.011
0.017
0.014
MAA UN Equity
MID-AMERICA APARTMENT COMM
Financials
67.34
4.05%
10.10.2012
15.70
17.05
17.79
18.89
-0.128 -0.234 -0.250 -0.162
0.000
0.005
0.006
0.003
MDS UN Equity
MIDAS INC
#N/A N/A
#N/A N/A
MSA UN Equity
MINE SAFETY APPLIANCES CO
Industrials
35.56
3.26%
16.11.2012
30.89
33.40
34.28
33.98
0.000 -0.087 -0.127 -0.174
0.000
0.001
0.001
0.002
MTX UN Equity
MINERALS TECHNOLOGIES INC
Materials
68.27
0.29%
30.11.2012
27.80
27.57
27.35
27.77
-0.080 -0.080 -0.078 -0.086
0.001
0.001
0.001
0.003
MKSI UW Equity
MKS INSTRUMENTS INC
27.54
2.32%
30.11.2012
34.56
34.10
33.34
-0.226 -0.230 -0.206
0.000
0.001
0.003
MINI UW Equity
MOBILE MINI INC
Industrials
18.20
35.86
35.58
35.99
37.90
0.000 -0.183 -0.229 -0.145
0.000
0.005
0.005
0.000
MHK UN Equity
MOHAWK INDUSTRIES INC
74.72
29.90
32.37
33.57
34.65
-0.287 -0.291 -0.287 -0.265
0.008
0.003
0.001
0.002
MOH UN Equity
MOLINA HEALTHCARE INC
Health Care
25.65
59.15
60.60
60.67
58.32
-0.221 -0.187 -0.168 -0.151
0.012
0.006
0.003
0.001
MNTA UW Equity MOMENTA PHARMACEUTICALS INC
Health Care
13.65
52.29
51.51
51.75
51.67
0.108 -0.030 -0.066 -0.068 -0.314
0.010
0.007
0.005
0.005
MCRI UW Equity
7.67
44.69
44.69
44.69
44.69
0.000
0.000
0.000
0.000
0.000
0.000
MPWR UW Equity MONOLITHIC POWER SYSTEMS INC
21.66
43.48
41.96
42.06
44.85
-0.121 -0.128 -0.122 -0.090
0.001
0.003
0.003
0.002
TYPE UW Equity
40.63
38.77
0.000
0.000 -0.001 0.000
0.003
MONOTYPE IMAGING HOLDINGS IN
05.11.2012
49.67
0.000
0.000
0.313 -0.029
0.000
14.72
0.27%
39.41
38.92
36.20
1.16%
29.88
33.41
34.08
0.000 -0.046 -0.081
0.000 -0.004 -0.004
MNST UW Equity MONSTER BEVERAGE CORP
Consumer Staples
60.74
44.55
46.78
46.67
43.54
40.99
-0.096 -0.084 -0.097 -0.154 -0.131
0.016
0.008
0.005
0.003
0.001
MWW UN Equity
74.93
70.40
67.46
61.64
54.40
0.193 -0.067 -0.170 -0.157 -0.140
0.005
0.004
0.003
0.000
0.001
MONSTER WORLDWIDE INC
0.003 -0.185
0.012
MNRO UW Equity MONRO MUFFLER BRAKE INC
06.09.2012
0.033
0.000
0.001
0.002
MCRL UW Equity MICREL INC
MONARCH CASINO & RESORT INC
1.65%
44.21
0.002
0.004
MANT UW Equity MANTECH INTERNATIONAL CORP-A
0.002 -0.162
0.001
0.001
7.06
MOG/A UN Equity MOOG INC-CLASS A
Industrials
38.69
MOV UN Equity
MOVADO GROUP INC
27.75
0.86%
13.09.2012
50.67
51.55
51.82
51.44
-0.138 -0.141 -0.146 -0.136
0.012
0.007
0.005
0.002
MSM UN Equity
MSC INDUSTRIAL DIRECT CO-A
Industrials
69.93
29.78
0.008
0.011
0.008
MSCI UN Equity
MSCI INC
1.60%
02.11.2012
30.61
31.10
32.03
0.000 -0.054 -0.087 -0.176
0.000
Financials
36.20
37.28
32.95
30.91
29.92
0.000
0.005
0.000 -0.003 -0.002 0.011
MTSC UW Equity MTS SYSTEMS CORP
50.05
2.37%
14.09.2012
30.53
30.53
29.90
0.000
0.000 -0.003
0.000
0.000
0.000
MLI UN Equity
0.98%
30.11.2012
MUELLER INDUSTRIES INC
Industrials
44.95
43.83
38.58
34.09
-1.514 -0.984 -0.625 -0.103
0.030
0.029
0.029
MGAM UW Equity MULTIMEDIA GAMES HOLDING CO
16.05
42.44
45.64
48.24
-0.056 -0.208 -0.226
0.000
0.008
0.008
MWIV UW Equity MWI VETERINARY SUPPLY INC
Health Care
94.59
28.07
30.51
31.50
-0.156 -0.191 -0.200
0.003
0.001
0.001
MYE UN Equity
33.75
34.87
35.24
35.16
0.000 -0.141 -0.190 -0.172
0.000
0.001
0.001
40.06
37.11
38.83
48.16
-0.071 -0.194 -0.206 -0.097
-0.001 0.009
0.009 -0.005
42.10
42.10
42.10
33.26
0.000
0.000
0.000
0.000
0.000
Materials
15.20
NANO UW Equity NANOMETRICS INC
15.68
NAFC UW Equity NASH FINCH CO
MYERS INDUSTRIES INC
Consumer Staples
19.01
NFP UN Equity
NATIONAL FINANCIAL PARTNERS
Financials
15.27
NFG UN Equity
NATIONAL FUEL GAS CO
Utilities
NATI UW Equity
NATIONAL INSTRUMENTS CORP
29.24
0.005 -0.114
0.026
2.17%
28.11.2012
3.79%
14.11.2012
29.48
28.35
27.79
0.000
0.006 -0.069
0.000
0.000
0.001
50.64
2.90%
28.09.2012
30.04
31.01
31.51
-0.247 -0.236 -0.216
0.003
0.006
0.005
31.25
32.18
32.68
33.38
0.000 -0.153 -0.203 -0.168
0.000 -0.002 -0.003 0.000
16.12
0.000 -0.002 -0.001 0.003
0.000
0.000
0.000
0.000
26.25
2.36%
08.11.2012
NPBC UW Equity NATL PENN BCSHS INC
Financials
8.93
4.03%
07.11.2012
NPK UN Equity
NATIONAL PRESTO INDS INC
Industrials
74.59
1.41%
01.03.2013
NNN UN Equity
NATIONAL RETAIL PROPERTIES
Financials
30.48
5.22%
31.10.2012
14.71
15.36
15.79
0.000
0.070
BABY UW Equity
NATUS MEDICAL INC
Health Care
12.30
37.50
35.63
35.53
0.000
0.001 -0.012
0.000
0.000
0.001
NCI UN Equity
NAVIGANT CONSULTING INC
Industrials
11.53
32.84
32.13
33.06
-0.069 -0.066 -0.079
0.000
0.002
0.001
NAVG UW Equity NAVIGATORS GROUP INC
Financials
49.53
NBTB UW Equity N B T BANCORP INC
Financials
21.31
40.46
32.41
29.19
28.52
0.000 -0.104 -0.225 -0.293
0.000
0.001
0.001
NCS UN Equity
NCI BUILDING SYSTEMS INC
Industrials
11.07
50.27
50.25
50.24
48.93
-0.075 -0.075 -0.075 -0.120
0.000
0.000
0.000 -0.001
NCIT UW Equity
NCR UN Equity
NCI INC-A
NCR CORPORATION
7.69
22.52
42.21
42.81
42.92
-0.256 -0.238 -0.211
0.009
0.003
0.000
3.75%
30.11.2012
0.048 -0.103
0.009
17.08.2012
S&P 1000 Index
Ticker
NP UN Equity
NEOG UW Equity
NTGR UW Equity
NTCT UW Equity
NSR UN Equity
IQNT UW Equity
NJR UN Equity
NYB UN Equity
NYT UN Equity
NEU UN Equity
NEWP UW Equity
NDSN UW Equity
NOG UA Equity
NWBI UW Equity
NWN UN Equity
NWE UN Equity
NVTL UW Equity
NST UN Equity
NTLS UW Equity
NTRI UW Equity
NUVA UW Equity
NVE UN Equity
NVR UN Equity
CHUX UW Equity
OII UN Equity
ODP UN Equity
OMX UN Equity
OGE UN Equity
OIS UN Equity
ODFL UW Equity
ONB UN Equity
ORI UN Equity
OLN UN Equity
ZEUS UW Equity
OMG UN Equity
OHI UN Equity
OCR UN Equity
OMCL UW Equity
ASGN UW Equity
OPLK UW Equity
OPNT UW Equity
ORB UN Equity
ORN UN Equity
ORIT UW Equity
OSK UN Equity
OSIS UW Equity
OSG UN Equity
OMI UN Equity
OXM UN Equity
OYOG UW Equity
PKG UN Equity
PACW UW Equity
PMTI UW Equity
PNRA UW Equity
PZZA UW Equity
PRX UN Equity
PMTC UW Equity
PRXL UW Equity
PKE UN Equity
PKY UN Equity
PCX UN Equity
PTEN UW Equity
PCTI UQ Equity
PEET UW Equity
PVA UN Equity
PEI UN Equity
PNR UN Equity
PBY UN Equity
PRFT UW Equity
PSEM UW Equity
PERY UW Equity
PETS UW Equity
PETD UW Equity
PQ UN Equity
PETM UW Equity
PFCB UW Equity
PMC UN Equity
PNY UN Equity
PNK UN Equity
PNFP UW Equity
PDC UA Equity
PJC UN Equity
PXP UN Equity
PLT UN Equity
PLXS UW Equity
PNM UN Equity
PII UN Equity
PLCM UW Equity
POL UN Equity
POOL UW Equity
PRAA UW Equity
POST UN Equity
PPS UN Equity
PCH UW Equity
POWL UW Equity
POWI UW Equity
PLFE UW Equity
PBH UN Equity
PVTB UW Equity
PRA UN Equity
PRGS UW Equity
PSEC UW Equity
PB UN Equity
PL UN Equity
PFS UN Equity
PSB UN Equity
PSSI UW Equity
PULS UN Equity
PVH UN Equity
QLGC UW Equity
KWR UN Equity
QSII UW Equity
NX UN Equity
QSFT UW Equity
STR UN Equity
QCOR UW Equity
KWK UN Equity
ZQK UN Equity
RAX UN Equity
RSH UN Equity
RSYS UW Equity
RAH UN Equity
RJF UN Equity
RYN UN Equity
O UN Equity
RRGB UW Equity
Name
NEENAH PAPER INC
NEOGEN CORP
NETGEAR INC
NETSCOUT SYSTEMS INC
NEUSTAR INC-CLASS A
NEUTRAL TANDEM INC
NEW JERSEY RESOURCES CORP
NEW YORK COMMUNITY BANCORP
NEW YORK TIMES CO-A
NEWMARKET CORP
NEWPORT CORP
NORDSON CORP
NORTHERN OIL AND GAS INC
NORTHWEST BANCSHARES INC
NORTHWEST NATURAL GAS CO
NORTHWESTERN CORP
NOVATEL WIRELESS INC
NSTAR LLC
NTELOS HOLDINGS CORP
NUTRISYSTEM INC
NUVASIVE INC
NV ENERGY INC
NVR INC
O'CHARLEYS INC
OCEANEERING INTL INC
OFFICE DEPOT INC
OFFICEMAX INC
OGE ENERGY CORP
OIL STATES INTERNATIONAL INC
OLD DOMINION FREIGHT LINE
OLD NATIONAL BANCORP
OLD REPUBLIC INTL CORP
OLIN CORP
OLYMPIC STEEL INC
OM GROUP INC
OMEGA HEALTHCARE INVESTORS
OMNICARE INC
OMNICELL INC
ON ASSIGNMENT INC
OPLINK COMMUNICATIONS INC
OPNET TECHNOLOGIES INC
ORBITAL SCIENCES CORP
ORION MARINE GROUP INC
ORITANI FINANCIAL CORP
OSHKOSH CORP
OSI SYSTEMS INC
OVERSEAS SHIPHOLDING GROUP
OWENS & MINOR INC
OXFORD INDUSTRIES INC
OYO GEOSPACE CORP
PACKAGING CORP OF AMERICA
PACWEST BANCORP
PALOMAR MEDICAL TECHNOLOGIES
PANERA BREAD COMPANY-CLASS A
PAPA JOHN'S INTL INC
PAR PHARMACEUTICAL COS INC
PARAMETRIC TECHNOLOGY CORP
PAREXEL INTERNATIONAL CORP
PARK ELECTROCHEMICAL CORP
PARKWAY PROPERTIES INC
PATRIOT COAL CORP
PATTERSON-UTI ENERGY INC
PC-TEL INC
PEETS COFFEE & TEA INC
PENN VIRGINIA CORP
PENN REAL ESTATE INVEST TST
PENTAIR INC
PEP BOYS-MANNY MOE & JACK
PERFICIENT INC
PERICOM SEMICONDUCTOR CORP
PERRY ELLIS INTERNATIONAL
PETMED EXPRESS INC
PDC ENERGY INC
PETROQUEST ENERGY INC
PETSMART INC
PF CHANG'S CHINA BISTRO INC
PHARMERICA CORP
PIEDMONT NATURAL GAS CO
PINNACLE ENTERTAINMENT INC
PINNACLE FINANCIAL PARTNERS
PIONEER DRILLING COMPANY
PIPER JAFFRAY COS
PLAINS EXPLORATION & PRODUCT
PLANTRONICS INC
PLEXUS CORP
PNM RESOURCES INC
POLARIS INDUSTRIES INC
POLYCOM INC
POLYONE CORPORATION
POOL CORP
PORTFOLIO RECOVERY ASSOCIATE
POST HOLDINGS INC
POST PROPERTIES INC
POTLATCH CORP
POWELL INDUSTRIES INC
POWER INTEGRATIONS INC
PRESIDENTIAL LIFE CORP
PRESTIGE BRANDS HOLDINGS INC
PRIVATEBANCORP INC
PROASSURANCE CORP
PROGRESS SOFTWARE CORP
PROSPECT CAPITAL CORP
PROSPERITY BANCSHARES INC
PROTECTIVE LIFE CORP
PROVIDENT FINANCIAL SERVICES
PS BUSINESS PARKS INC/CA
PSS WORLD MEDICAL INC
PULSE ELECTRONICS CORP
PVH CORP
QLOGIC CORP
QUAKER CHEMICAL CORP
QUALITY SYSTEMS INC
QUANEX BUILDING PRODUCTS
QUEST SOFTWARE INC
QUESTAR CORP
QUESTCOR PHARMACEUTICALS
QUICKSILVER RESOURCES INC
QUIKSILVER INC
RACKSPACE HOSTING INC
RADIOSHACK CORP
RADISYS CORP
RALCORP HOLDINGS INC
RAYMOND JAMES FINANCIAL INC
RAYONIER INC
REALTY INCOME CORP
RED ROBIN GOURMET BURGERS
GICS_SECTOR_NAME
ATM3 Ref
Materials
27.82
Health Care
40.34
38.86
24.35
37.14
Utilities
45.84
Financials
13.21
9.43
Materials
248.22
12.61
Industrials
55.00
Energy
17.61
Financials
11.83
Utilities
49.76
Utilities
36.23
2.11
#N/A N/A
#N/A N/A
10.69
Health Care
21.27
Utilities
18.24
832.10
#N/A N/A
#N/A N/A
Energy
55.78
1.62
5.51
Utilities
54.33
Energy
80.13
Industrials
45.44
Financials
12.92
Financials
9.06
Materials
21.13
Materials
16.25
Materials
18.08
Financials
23.73
Health Care
31.63
Health Care
14.46
Industrials
16.80
16.50
31.42
Industrials
13.73
Industrials
7.50
Financials
14.60
Industrials
25.17
73.65
Energy
7.12
Health Care
28.13
48.83
Energy
97.89
Materials
31.94
Financials
24.37
Health Care
8.73
155.28
51.73
Health Care
49.94
21.82
Health Care
27.65
26.89
Financials
11.43
Energy
0.61
Energy
16.13
6.14
73.80
Energy
7.28
Financials
15.09
Industrials
43.40
9.74
11.16
8.33
18.65
9.75
Energy
25.57
Energy
6.47
71.26
#N/A N/A
#N/A N/A
Health Care
12.51
Utilities
32.16
11.43
Financials
19.64
Energy
#N/A N/A
Financials
23.18
Energy
42.07
36.35
30.95
Utilities
20.70
76.21
9.97
Materials
16.10
37.75
Industrials
98.49
Consumer Staples
30.01
Financials
50.16
Financials
35.57
Industrials
38.77
35.26
Financials
13.95
Consumer Staples
16.41
Financials
16.13
Financials
90.60
19.97
Financials
11.30
Financials
41.01
Financials
28.44
Financials
15.35
Financials
68.20
Health Care
21.09
1.34
88.35
12.21
Materials
45.00
Health Care
18.55
Industrials
18.22
27.94
Utilities
20.20
Health Care
39.26
Energy
4.09
2.90
56.00
3.13
3.61
Consumer Staples
67.15
Financials
35.21
Financials
47.81
Financials
41.81
31.02
Dividend
Yield
Next ExDividend
Date
1.83%
07.11.2012
3.45%
7.57%
13.12.2012
07.11.2012
1.33%
14.12.2012
1.09%
21.12.2012
4.06%
3.66%
4.20%
30.10.2012
31.10.2012
14.12.2012
9.80%
6.55%
14.12.2012
14.11.2012
3.73%
07.12.2012
1.34%
27.11.2012
1.45%
2.99%
13.11.2012
05.10.2012
2.94%
7.89%
3.79%
0.50%
30.11.2012
05.09.2012
09.11.2012
28.11.2012
7.25%
0.98%
26.10.2012
19.09.2012
1.97%
14.12.2012
4.11%
07.11.2012
3.27%
1.35%
06.11.2012
14.12.2012
12.10.2012
3.13%
2.46%
14.09.2012
16.11.2012
1.49%
3.94%
05.10.2012
10.12.2012
1.49%
1.95%
14.12.2012
08.11.2012

ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
37.29
31.63
34.12
40.24
24.13
27.86
26.67
18.18
32.96
27.90
36.34
39.16
40.14
22.10
16.60
21.14
57.92
34.59
36.94
40.56
43.04
25.05
29.42
33.95
37.77
42.26
44.06
26.39
31.74
17.23
35.55
30.48
43.88
36.40
40.21
22.01
16.60
21.03
57.92
17.83
36.89
31.79
46.81
35.14
42.48
21.92
16.60
20.96
57.92
19.91
26.25
45.30
28.31
31.89
47.95
28.63
34.20
49.35
29.27
36.51
51.00
23.35
23.29
60.96
53.21
17.62
30.48
27.73
49.21
30.46
25.00
41.14
34.49
19.43
28.01
35.41
52.24
49.56
45.60
31.04
39.78
25.28
61.93
52.46
17.62
31.58
28.38
49.21
30.46
24.86
40.70
37.82
18.57
30.71
37.94
51.43
44.28
46.58
31.03
40.25
27.12
66.23
53.31
17.62
32.94
29.73
49.21
30.46
24.80
40.74
39.26
18.57
32.06
39.13
51.00
43.91
47.17
31.03
40.81
34.65
36.61
88.12
36.70
32.54
90.48
38.10
30.95
91.76
51.45
50.95
49.09
21.89
39.68
50.32
25.12
25.73
4.23
37.91
38.68
24.48
36.70
50.32
29.66
25.58
4.23
42.40
39.68
25.49
36.66
50.33
31.13
26.58
4.23
44.15
40.17
40.57
-0.292
0.000
-0.100
-0.373
-0.124
0.000
-0.300
-0.262
41.18
41.14
41.10
40.22
-0.110 -0.109 -0.109 -0.093
0.001
0.001
0.001
0.002
36.58
39.31
40.52
41.92
-0.387 -0.330 -0.292 -0.219 -0.140
0.012
0.006
0.004
0.002
9.09
62.28
37.58
30.56
37.44
39.62
50.59
34.00
32.01
7.66
63.59
38.66
30.41
38.54
40.29
50.58
35.88
33.86
6.16
63.43
0.188
0.000
-0.408
-0.109
0.000
-0.158
0.000
-0.310
0.000
0.003 0.011 0.014

0.000 0.000 -0.001
0.006 0.008 0.006
0.000 0.001 0.001
0.000 -0.001 0.000
0.000 0.000 0.000
0.000 0.000 0.000
0.006 0.006 0.008
0.000 0.013 0.015
0.012
0.000
43.21
43.93
38.08
33.37
48.88
34.83
48.03
21.65
16.60
20.72
56.58
73.62
55.59
17.62
36.87
40.77
19.36
33.54
40.42
50.33
31.71
42.48
40.41
42.08
91.91
88.88
43.43
45.89
31.90
7.08%
07.11.2012
0.97%
24.10.2012
61.57
20.73
60.68
21.64
57.77
22.88
3.79%
19.09.2012
35.38
77.80
39.96
55.30
38.33
60.15
36.92
51.84
40.24
46.85
38.26
46.81
43.43
32.51
46.96
32.77
0.83%
14.11.2012
3.00%
2.63%
01.11.2012
01.11.2012
26.12.2012
23.11.2012
37.79
37.65
41.87
38.31
20.48
33.58
53.04
32.34
30.51
30.41
33.43
23.94
18.10
37.67
40.29
38.40
38.61
43.72
39.30
20.48
34.98
54.94
32.65
31.18
30.86
34.67
23.94
20.64
39.16
40.29
38.70
39.60
41.90
39.84
19.11
36.26
1.37%
1.80%
36.31
35.39
34.39
36.40
20.48
30.87
47.52
32.17
26.43
29.50
29.39
23.94
13.39
35.64
40.29
34.31
53.35
19.85
37.86
26.36
34.31
52.32
19.85
38.09
26.36
34.31
51.28
19.85
38.24
26.36
25.52
26.21
39.69
47.73
29.83
50.08
36.05
29.92
42.51
44.32
44.87
36.32
33.02
42.57
45.56
44.17
36.30
34.59
42.44
46.21
43.60
15.10
55.74
78.68
59.96
36.22
70.00
16.36
60.12
90.72
56.77
40.17
86.69
17.31
61.04
90.51
54.86
41.62
90.38
78.71
51.81
41.98
91.45
18.09
21.93
17.30
15.34
37.15
18.26
24.05
15.41
17.05
38.79
18.85
25.27
15.23
17.71
39.39
20.21
27.26
18.58
17.24
39.16
28.11.2012
14.12.2012
0.25%
1.24%
14.09.2012
28.09.2012
10.80%
2.08%
2.67%
3.65%
2.70%
26.09.2012
12.09.2012
07.11.2012
15.11.2012
14.12.2012
0.21%
03.10.2012
13.11.2012
2.19%
4.04%
0.93%
17.10.2012
20.12.2012
14.09.2012
2.52%
14.11.2012
12.12.2012
1.65%
3.68%
4.46%
03.10.2012
10.12.2012
28.09.2012
33.84
4.21
08.11.2012
27.11.2012
24.10.2012
11.10.2012
0.62%
1.79%
73.88
56.18
27.00
4.31%
2.17%
27.09.2012
19.09.2012
48.63
49.21
11.52
58.72
29.74
30.70
33.61
39.64
47.59
39.19
28.76
2.19%
3.49%
21.03
43.47
25.84
51.61
36.81
-0.149
0.000
-0.264
-0.382
-0.202
0.000
0.000
0.000
-0.171
-0.324
0.000
-0.064
-0.471
-0.188
0.000
0.000
0.000
-0.153
-0.273
-0.304
-0.289
-0.367
-0.105
-0.151
-0.287
-0.270 -0.216
-0.228 -0.122
-0.292
-0.167 -0.261
0.001
0.000
0.007
0.015
0.000
0.000
0.000
0.000
0.000
0.009
0.000
-0.005
0.014
0.002
0.000
0.000
0.000
0.001
0.000
0.004
0.007
0.015
0.005
0.003
0.000
0.003
0.004
0.011
0.007
-0.186
-0.198
-0.302
0.008
-0.165
-0.521
-0.188
0.000
0.028
0.000
-0.260
-0.190
-0.281
-0.064
-0.202
-0.458
-0.187
0.000
0.019
0.000
0.004
0.004
0.005
0.015
0.000
0.006
0.002
0.000
-0.002
0.000
0.005
0.005
0.004
0.015
0.002
0.003
0.003
0.000
-0.002
0.000
0.006
-0.183 -0.296 -0.297 -0.191

-0.132 -0.125 -0.112 -0.063
-0.053 -0.014 0.016 0.273
0.002
0.008
0.024
0.005
0.004
0.023
0.005
0.003
0.021
0.002
0.001
0.017
-0.356
0.000
-0.279
0.000
-0.306
-0.407
0.000
0.000
0.000
-0.399
-0.243
-0.403
-0.374
0.000
-0.204
-0.099
-0.338
-0.254
0.000
0.005
0.000
-0.001
0.000
0.010
0.004
0.000
0.000
0.000
0.001
0.011
0.015
0.007
0.000
0.003
0.001
0.008
0.003
0.000
0.010 0.008
0.000 -0.001 -0.003 -0.002
0.005 0.006 0.002 0.001
0.000 0.000 0.000
0.007 0.005 0.001
0.009 0.008
0.000 0.000 0.000
0.000 0.000
0.005 0.007 0.004
0.001 0.002
0.005 0.003 0.001
0.009 0.004 0.004
0.005 0.003 0.002
0.001 0.001 0.000
0.000 -0.002 -0.001
0.002 0.002
0.005 0.003
0.003 0.003 0.003
0.000 0.000 0.001
-0.304 -0.299 -0.283 -0.252 -0.221

-0.296 -0.174 -0.071
-0.439 -0.424 -0.369 -0.270 -0.209
0.010
0.007
0.007
0.006
0.005
0.004
0.004
0.004
0.003
-0.413 -0.481 -0.436
-0.005 0.004
0.004
-0.384
0.006
-0.378
0.000
-0.258
-0.382
0.000
0.000
-0.205
-0.156
-0.396
-0.222
-0.291
-0.048
-0.141
-0.183
-0.262
-0.254
0.058
-0.333
-0.076
-0.100
-0.301
-0.311
0.000
-0.453
-0.234
-0.038
-0.095
-0.276
-0.109
0.089
-0.158
0.003
-0.262
-0.235
-0.354
-0.071
-0.385
0.000
-0.239
-0.342
0.000
0.000
-0.291
-0.052
-0.418
-0.125
-0.250
-0.069
-0.115
-0.239
-0.183
-0.254
0.046
-0.317
-0.132
-0.100
-0.266
-0.290
0.000
-0.419
-0.218
-0.124
-0.126
-0.341
-0.109
0.017
-0.135
-0.034
-0.263
-0.267
-0.266 -0.199
-0.223
-0.266
-0.177
-0.276 -0.242
-0.185
0.000
-0.038
0.049
-0.171 -0.130
-0.275 -0.196
0.000
-0.246
0.000
-0.287
-0.317
-0.167
-0.198
-0.086
-0.105
-0.178
-0.091
-0.083
-0.015
-0.225 -0.180
-0.279
-0.195
-0.131
-0.104
0.049
-0.259
-0.080
-0.283 -0.288 -0.296

-0.428 -0.329 -0.265
0.010 0.012 0.010

0.000 -0.004 -0.001
0.000 0.000 0.000
0.011 0.006 0.004
0.003 0.008 0.007
0.000 0.000 0.000
0.005 0.001 0.001
0.001 0.001 0.001
-0.001 0.000
0.014 0.009
0.003
0.006
0.006
0.002
0.001
0.001
0.001
0.003
0.000
0.003
0.001
0.002
0.001
0.014
0.002
0.002
0.002
0.005
0.002
0.021
0.005
-0.156
-1.508
-0.366
-0.145
0.000
-0.001
0.021
0.008
-0.001
0.016
0.021
-0.009
0.000
0.026
-0.007
0.007
-0.226
-0.392
-0.076
-0.398
0.000
-0.517
0.000
-0.442
-0.266
-0.380
-0.328
0.000
0.000
-0.136
0.000
-0.209
-0.307
-0.215
-0.356
0.000
-0.406
-0.273
-0.258
-0.314
-0.368
-0.239
0.000
0.008
-0.052
0.000
-0.208
-0.270
-0.270
-0.338
0.000
-0.356
-0.296
-0.177
-0.290
-0.355
-0.194
0.000
0.001
-0.058
0.000
-0.251
-0.254 -0.208
-0.277
-0.301
0.000
-0.293
0.008 0.007 0.007

0.009 0.005 0.004
0.000 -0.006 -0.004
0.012 0.009 0.007
0.000 0.000 0.000
0.008 0.004 0.002
0.000 0.006 0.005
0.020 0.015 0.011
0.001 0.003 0.003
0.014 0.009 0.006
0.010 0.006 0.004
0.000 0.000 0.000
0.000 -0.001 0.000
0.002 0.002 0.002
0.000 0.000 0.000
0.003
0.003
0.010
0.003
0.000
0.002
34.31
48.00
20.01
38.51
19.42
0.000
-0.447
0.000
-0.127
0.000
0.000
-0.466
0.000
-0.197
0.000
0.000
-0.485
0.000
-0.220
0.000
0.000
-0.524
-0.109
-0.206
-0.233
0.000
-0.010
0.000
0.003
0.000
0.000
-0.009
0.000
0.003
0.000
0.000
-0.006
0.000
0.003
0.000
0.000
0.000
0.001
0.002
0.010
27.68
0.000
0.005 -0.061
0.000
0.000
0.001
25.30
49.01
42.14
-0.476 -0.668 -0.553

0.108 -0.030 -0.071 -0.085
0.005
0.009
0.018
0.008
0.022
0.006
-0.411
0.000
0.000
-0.128
-0.151
-0.349
-0.257
0.002
-0.114
-0.216
-0.303 -0.198
-0.303
-0.027
-0.112 -0.122
-0.245 -0.264
0.004
0.000
0.000
0.011
0.000
0.003
0.007
0.000
0.006
0.003
0.003
0.007
0.000
0.004
0.004
-0.252
-0.364
-0.317
0.000
-0.390
-0.563
-0.272
-0.322
-0.537
0.036
-0.325
-0.772
-0.287
-0.289
-0.566
0.004
-0.291
-0.635
-0.108 -0.262
-0.190
-0.244 -0.206
-0.306 -0.188
0.004 0.005 0.006

0.005 0.004 0.003
0.005 -0.003 -0.003
0.000 0.000 0.000
0.015 0.008 0.004
0.015 0.009 0.006
0.003
0.003
0.002
0.003
-0.140
0.000
0.000
-0.424
-0.444
-0.043
-0.250
-0.140
-0.199
-0.358
-0.009
-0.315
-0.213
-0.113
-0.309
0.005
-0.268
-0.302
-0.196
-0.229
0.002
0.000
0.000
0.015
0.007
0.003
0.003
0.009
0.003
0.003
35.58
46.99
42.10
77.65
42.98
91.14
-0.157
-0.309
-0.143
0.000
-0.024
0.005
0.005
0.006
0.010
0.005
0.005
0.006
0.008
0.007
0.003
0.001
0.000
-0.218
-1.466
-0.183
-0.565
31.17
33.56
23.94
24.60
0.001
0.001
-0.175
-1.353
-0.311
-0.557
33.54
0.004
0.002
0.000
-1.232
-0.689
-0.407
41.74
-0.001
0.008
0.026
-0.005
0.001
0.002
0.002
0.006
0.003
0.002
0.000
0.003
0.004
0.001
0.002
0.003
0.002
0.002
0.001
17.08.2012
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
RBC UN Equity
REGAL-BELOIT CORP
Industrials
REG UN Equity
REGENCY CENTERS CORP
Financials

2
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
ATM4 Ref
Dividend
Yield
Next ExDividend
Date
69.29
1.11%
26.12.2012
25.86
26.13
26.59
48.70
3.80%
13.11.2012
25.01
25.01
25.84
35.30
39.06
39.88
39.45
29.36
135.68
27.94
0.038 -0.065 -0.097 -0.058
-0.001 0.000
0.000
-0.519 -0.495 -0.327
0.022
0.022
0.012
-0.434 -0.385 -0.339 -0.243 -0.193
0.009
0.002
0.000
0.002
-0.114 -0.203 -0.241 -0.244
0.003
0.007
0.007
0.004
-0.347 -0.345 -0.343
0.009
0.009
0.010
33.90
-0.331 -0.290 -0.263 -0.214
0.011
0.006
0.004
0.002
32.87
0.000 -0.159 -0.211 -0.209
0.000
0.003
0.004
0.002
0.000 -0.028 -0.073
0.000
0.000
0.001
0.324
-0.003 -0.005 -0.007 0.004
Health Care
RGS UN Equity
REGIS CORP
17.46
1.37%
04.09.2012
34.14
30.22
28.77
RGA UN Equity
REINSURANCE GROUP OF AMERICA
Financials
57.41
1.78%
02.11.2012
21.00
20.97
20.93
RS UN Equity
RELIANCE STEEL & ALUMINUM
Materials
52.76
1.42%
28.11.2012
28.44
30.80
32.09
RCII UW Equity
RENT-A-CENTER INC
36.43
2.33%
10.10.2012
28.42
31.34
32.47
RMD UN Equity
RESMED INC
Health Care
36.69
1.85%
23.11.2012
23.90
23.57
23.91
RECN UW Equity RESOURCES CONNECTION INC
Industrials
11.99
2.00%
23.11.2012
39.31
40.38
41.43
40.41
RFMD UW Equity RF MICRO DEVICES INC
3.82
50.60
54.81
55.48
54.22
57.27
0.000 -0.306 -0.345 -0.186 -0.138
0.000
0.005
0.005
0.001 -0.001
RVBD UW Equity RIVERBED TECHNOLOGY INC
20.94
49.38
56.93
59.42
59.66
59.07
-0.217 -0.216 -0.209 -0.170 -0.146
0.008
0.004
0.003
0.001
RLI UN Equity
RLI CORP
Financials
63.74
2.04%
30.11.2012
39.08
39.08
39.08
26.35
0.000
0.000
0.000
0.000
0.000
0.000
RBN UN Equity
ROBBINS & MYERS INC
Industrials
59.98
0.36%
19.10.2012
3.87
3.87
3.40
0.000
0.000 -0.133
0.000
0.000
0.003
RKT UN Equity
ROCK-TENN COMPANY -CL A
Materials
65.62
1.22%
09.11.2012
33.22
32.32
32.37
0.003
0.003
0.005
RSTI UW Equity
ROFIN-SINAR TECHNOLOGIES INC
21.34
36.18
35.98
36.29
38.14
-0.271 -0.346 -0.344 -0.229
0.002
0.001
0.001
ROG UN Equity
ROGERS CORP
40.13
34.71
34.69
34.67
35.66
-0.140 -0.141 -0.142 -0.034
-0.003 -0.003 -0.003 -0.001
ROL UN Equity
ROLLINS INC
Industrials
23.67
26.53
25.45
24.87
24.37
0.000 -0.052 -0.079 -0.099
0.000
0.000
0.000
ROVI UW Equity
ROVI CORP
14.88
42.41
44.66
46.69
-0.270 -0.343 -0.322
0.006
0.005
0.004
RPM UN Equity
RPM INTERNATIONAL INC
Materials
26.90
27.59
24.30
22.95
22.70
0.000 -0.099 -0.295 -1.101
0.000
0.004
0.011
0.037
RTI UN Equity
RTI INTERNATIONAL METALS INC
1.48%
09.11.2012
3.27%
15.10.2012
42.66
0.002
REGN UW Equity REGENERON PHARMACEUTICALS
0.312
0.300 -0.048
0.000 -0.021
-0.176 -0.257 -0.265
0.002
Materials
23.45
41.58
43.96
45.23
46.77
-0.363 -0.356 -0.339 -0.272
0.010
0.005
0.003
0.001
9.63
55.94
59.66
61.21
61.89
-0.594 -0.428 -0.347 -0.279
0.021
0.010
0.005
0.001
RT UN Equity
RUBY TUESDAY INC
6.75
44.66
44.66
45.14
0.000
0.000
0.000
0.001
RDK UN Equity
RUDDICK CORP
Consumer Staples
RTEC UW Equity RUDOLPH TECHNOLOGIES INC
RUE UW Equity
#N/A N/A
9.85
40.22
44.25
46.07
46.20
0.000 -0.186 -0.234 -0.165
0.000
0.006
0.007
0.002
27.78
48.12
47.00
46.29
45.59
-0.154 -0.199 -0.197 -0.132
0.000
0.002
0.002
0.001
RUTH UW Equity RUTH'S HOSPITALITY GROUP INC
6.48
36.81
36.81
36.81
36.81
0.000
0.000
0.000
0.000
0.000
RYL UN Equity
RYLAND GROUP INC/THE
25.96
0.46%
15.01.2013
40.35
41.65
43.17
45.30
-0.297 -0.277 -0.238 -0.173 -0.140
0.003
0.004
0.003
0.001
STBA UW Equity
S & T BANCORP INC
Financials
17.05
3.52%
08.11.2012
34.34
36.05
36.90
0.000 -0.059 -0.112
0.000
0.001
0.001
SAFT UW Equity
SAFETY INSURANCE GROUP INC
Financials
46.80
5.13%
30.11.2012
18.14
19.18
19.63
19.59
0.000 -0.040 -0.076 -0.160
0.000
0.001
0.002
0.002
SKS UN Equity
SAKS INC
11.84
33.89
36.94
38.21
38.99
-0.241 -0.350 -0.366 -0.283 -0.234
0.007
0.005
0.004
0.003
SLXP UW Equity
SALIX PHARMACEUTICALS LTD
42.28
43.92
44.62
-0.123 -0.320 -0.323
0.002
0.012
0.012
38.38
38.59
38.02
35.38
-0.198 -0.066 -0.039 -0.140
0.004 -0.001 -0.003 0.001
105.68
RUE21 INC
Health Care
45.43
SAFM UW Equity SANDERSON FARMS INC
Consumer Staples
39.96
1.90%
05.10.2012
BFS UN Equity
SAUL CENTERS INC
Financials
42.00
3.62%
17.10.2012
SVNT UQ Equity
SAVIENT PHARMACEUTICALS INC
46.03
41.03
0.000
0.000
Health Care
0.99
106.54
105.23
123.66
0.000 -0.363 -0.335 -0.013 0.030
0.000
29.83
39.25
39.48
39.04
36.35
0.000 -0.034 -0.060 -0.120
0.000 -0.003 -0.003 -0.001
SCHL UW Equity SCHOLASTIC CORP
31.13
1.77%
31.10.2012
36.59
37.94
38.87
40.59
-0.452 -0.271 -0.187 -0.148
0.018
0.008
0.004
0.001
SWM UN Equity
1.14%
29.11.2012
27.19
30.47
31.69
31.65
-0.276 -0.298 -0.294 -0.232
0.004
0.001
0.000
0.000
45.58
46.55
47.43
0.000
0.002 -0.027
0.000
0.000
0.000
32.21
33.40
33.81
-0.223 -0.236 -0.235 -0.203
0.005
0.004
0.003
28.48
28.67
28.64
0.000 -0.097 -0.166
0.000
0.002
0.000
36.45
36.45
36.45
36.45
0.000
0.000
0.000
0.000
0.000
0.000
44.47
48.42
50.58
53.58
-0.306 -0.384 -0.384 -0.260
0.011
0.005
0.003
0.001
21.47
22.85
23.70
25.11
0.000 -0.101 -0.145 -0.187
0.000
0.003
0.003
0.003
30.41
32.62
33.25
34.14
-0.336 -0.325 -0.310 -0.286
0.006
0.002
0.001
0.003
17.69
17.68
17.50
17.29
-0.527 -0.272 -0.130 0.010
0.009
0.004
0.002
0.000
50.63
50.63
50.63
63.53
0.000
0.000
0.000
0.000
0.000
-0.564 -0.788 -0.954 -0.987 -0.767
0.019
0.017
0.011
0.004
-0.201 -0.185 -0.180 -0.186
0.004
0.001
0.001
0.002
0.000
0.004 -0.046
0.000
0.000
0.001
-0.034 -0.034 -0.034 -0.090
0.001
0.001
0.001
-0.366 -0.403 -0.352
0.005
0.010
0.009
0.000 -0.119 -0.193 -0.310
0.000
0.003
0.004
-0.330 -0.292 -0.264
0.004
0.006
0.005
0.110
Materials
65.57
SGMS UW Equity SCIENTIFIC GAMES CORP-A
6.75
SMG UN Equity
SCOTTS MIRACLE-GRO CO-CL A
Materials
43.06
CKH UN Equity
SEACOR HOLDINGS INC
Energy
89.57
SEIC UW Equity
SEI INVESTMENTS COMPANY
Financials
21.76
SCSS UW Equity SELECT COMFORT CORPORATION
28.98
SIGI UW Equity
Financials
17.53
SMTC UW Equity SEMTECH CORP
25.30
SENEA UW Equity SENECA FOODS CORP - CL A
Consumer Staples
26.88
SNH UN Equity
SENIOR HOUSING PROP TRUST
Financials
21.98
7.10%
19.10.2012
SXT UN Equity
SENSIENT TECHNOLOGIES CORP
Materials
36.75
2.45%
09.11.2012
SCI UN Equity
SERVICE CORP INTERNATIONAL
12.90
1.86%
11.01.2013
SHAW UN Equity SHAW GROUP INC
Industrials
41.61
18.23
20.55
25.45
28.79
SHFL UW Equity
SHUFFLE MASTER INC
14.56
46.39
43.97
43.26
44.46
SIGM UW Equity
SIGMA DESIGNS INC
6.83
45.10
44.22
44.63
SBNY UW Equity SIGNATURE BANK
Financials
64.20
SIG UN Equity
SELECTIVE INSURANCE GROUP
3.02%
20.11.2012
1.42%
21.12.2012
2.97%
14.11.2012
142.62
0.000
SCSC UW Equity SCANSOURCE INC

SCHWEITZER-MAUDUIT INTL INC
33.68
24.33
0.000
0.000
0.000
0.000
29.15
29.15
29.14
47.44
1.01%
24.10.2012
32.83
31.74
32.37
Materials
41.17
1.21%
30.11.2012
18.18
18.86
19.98
SLAB UW Equity
29.39
30.52
31.50
37.37
37.48
37.69
0.012
0.012
0.011
39.08
40.91
42.56
-0.219 -0.218 -0.218
0.003
0.002
0.002
48.33
51.64
50.93
0.000 -0.003 0.031
0.000
0.000
0.000
SILICON LABORATORIES INC
39.90
Financials
23.21
3.45%
14.09.2012
SSD UN Equity
SIMPSON MANUFACTURING CO INC
Industrials
26.38
1.90%
02.01.2013
SKX UN Equity
SKECHERS USA INC-CL A
1.92%
28.09.2012
23.02
38.10
0.132
0.152 -0.071
0.006
0.007
19.41
Industrials
8.35
SWKS UW Equity SKYWORKS SOLUTIONS INC
29.43
44.31
48.79
50.29
50.35
-0.314 -0.287 -0.267 -0.217 -0.160
0.005
0.003
0.002
0.001
SLG UN Equity
SL GREEN REALTY CORP
Financials
80.80
1.42%
28.09.2012
19.11
23.43
25.07
26.02
-0.345 -0.356 -0.332 -0.216
0.009
0.005
0.005
0.007
SM UN Equity
SM ENERGY CO
Energy
48.34
0.21%
24.10.2012
52.66
53.26
53.01
50.92
-0.035 -0.087 -0.117 -0.162
0.005
0.003
0.002
0.001
SFD UN Equity
SMITHFIELD FOODS INC
Consumer Staples
19.48
40.35
39.04
38.35
38.10
-0.361 -0.291 -0.255 -0.227 -0.209
0.010
0.005
0.003
0.003
LNCE UW Equity SNYDERS-LANCE INC
Consumer Staples
22.86
3.50%
15.11.2012
25.28
25.22
25.91
29.03
0.000 -0.165 -0.210 -0.173
0.000
0.004
0.005
0.004
SLH UN Equity
SOLERA HOLDINGS INC
43.82
1.14%
06.09.2012
25.89
25.89
25.89
25.89
0.000
0.000
0.000
0.000
0.000
0.000
SAH UN Equity
SONIC AUTOMOTIVE INC-CLASS A
18.06
39.42
0.000
0.000
0.55%
11.12.2012
41.13
41.49
40.59
0.000 -0.344 -0.395 -0.188
0.000
0.007
0.007
0.000
SONC UW Equity SONIC CORP
9.25
33.30
36.36
37.84
39.45
0.000 -0.083 -0.122 -0.165
0.000
0.002
0.003
0.001
SON UN Equity
SONOCO PRODUCTS CO
Materials
30.91
2.94%
14.11.2012
19.90
20.14
21.08
0.000
0.000
0.000
0.002
BID UN Equity
SOTHEBY'S
33.46
0.96%
30.11.2012
37.39
39.25
40.71
42.71
-0.440 -0.379 -0.322 -0.221 -0.149
0.010
0.005
0.003
0.001
FIRE UW Equity
SOURCEFIRE INC
50.57
51.80
56.19
58.05
59.00
-0.161 -0.186 -0.183 -0.122
0.007
0.004
0.002
0.001
SJI UN Equity
SOUTH JERSEY INDUSTRIES
Utilities
51.79
3.33%
07.12.2012
SUG UN Equity
SOUTHERN UNION CO
#N/A N/A
SWX UN Equity
SOUTHWEST GAS CORP
Utilities
43.44
2.85%
15.11.2012
19.50
19.50
19.80
0.000
0.000 -0.029
0.000
0.000
0.000
SSS UN Equity
SOVRAN SELF STORAGE INC
Financials
57.32
3.14%
12.10.2012
21.03
21.03
21.03
21.03
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
SPAR UW Equity SPARTAN MOTORS INC
5.07
1.98%
06.11.2012
39.97
44.05
45.95
47.03
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
SPTN UW Equity SPARTAN STORES INC
Consumer Staples
15.08
2.25%
30.11.2012
45.07
45.07
45.07
SPW UN Equity
SPX CORP
Industrials
66.16
1.51%
14.09.2012
30.42
32.45
33.65
SSI UN Equity
STAGE STORES INC
1.95%
07.09.2012
41.10
42.81
43.75
49.49
53.86
55.34
20.52
19.29
SFG UN Equity
Financials
30.38
SMSC UW Equity STANDARD MICROSYSTEMS CORP
36.98
SMP UN Equity
STANDARD MOTOR PRODS
18.01
SPF UN Equity
STANDARD PACIFIC CORP
6.46
SR UN Equity
STANDARD REGISTER CO
Industrials
0.83
SXI UN Equity
STANDEX INTERNATIONAL CORP
Industrials
43.93
0.82%
STLD UW Equity
STEEL DYNAMICS INC
3.05%
-0.078 -0.070 -0.063
-0.005 -0.005 -0.004
35.57
-0.427 -0.359 -0.317 -0.251
0.010
0.006
0.004
0.000 -0.168 -0.228
0.000
0.002
0.003
55.61
-0.281 -0.249 -0.209 -0.106
0.014
0.007
0.003
0.000
0.000
0.000
0.000
0.001
50.17
43.98
40.15
2.25%
15.11.2012
36.19
39.24
41.81
47.63
0.000 -0.022 -0.053 -0.198
0.000
0.004
0.004 -0.001
51.32
54.53
56.00
57.07
-0.167 -0.208 -0.221 -0.212
0.001
0.002
0.003
0.002
08.11.2012
35.52
35.45
35.37
33.87
-0.049 -0.049 -0.048 -0.078
0.000
0.001
0.001
0.001
28.09.2012
33.41
36.15
37.35
38.94
-0.302 -0.318 -0.302 -0.207 -0.149
0.010
0.006
0.004
0.002
57.24
57.24
57.24
57.24
0.000
0.000
0.000
0.000
0.000
0.000
29.95
29.88
29.82
31.12
-0.186 -0.186 -0.185 -0.203
0.003
0.003
0.003
0.001
39.50
39.50
39.50
39.75
0.000
0.000
0.000 -0.090
0.000
0.000
0.000
0.002
56.64
0.000
0.437
0.511 -0.213
0.000 -0.002 0.002
0.029
13.12
7.95
SCL UN Equity
STEPAN CO
Materials
95.00
1.28%
28.11.2012
STE UN Equity
STERIS CORP
Health Care
STL UN Equity
STERLING BANCORP-N Y
34.00
2.24%
23.11.2012
Financials
9.47
3.80%
14.12.2012
SHOO UW Equity STEVEN MADDEN LTD
41.58
STC UN Equity
STEWART INFORMATION SERVICES
Financials
18.46
118.14
99.84
83.99
SF UN Equity
STIFEL FINANCIAL CORP
Financials
31.25
29.46
30.50
31.02
SGY UN Equity
STONE ENERGY CORP
Energy
24.65
50.09
53.38
54.38
STRI UN Equity
STR HOLDINGS INC
0.54%
14.12.2012
40.75
0.000
0.000
0.000
0.001
21.11.2012
Materials
0.000
0.000 -0.187 -0.250
0.000 -0.002 -0.001
53.42
-0.447 -0.341 -0.285 -0.205
0.007
0.003
0.002
0.001
3.45
69.84
69.76
69.69
69.45
-0.094 -0.094 -0.094 -0.095
0.000
0.000
0.000
0.000
SSYS UW Equity STRATASYS INC
66.48
47.11
48.38
48.96
49.25
-0.338 -0.260 -0.226 -0.199
0.014
0.008
0.006
0.003
STRA UW Equity STRAYER EDUCATION INC
69.76
6.16%
23.11.2012
52.18
53.30
54.03
-0.501 -0.326 -0.267
0.005
0.007
0.006
RGR UN Equity
STURM RUGER & CO INC
44.65
2.75%
14.11.2012
40.26
44.15
45.29
-0.266 -0.234 -0.213
0.011
0.007
0.004
SXC UN Equity
SUNCOKE ENERGY INC
Materials
16.99
41.19
41.26
41.32
40.99
-0.144 -0.083 -0.085 -0.135
0.004
0.016
0.020
0.020
SMCI UW Equity
SUPER MICRO COMPUTER INC
11.82
SPN UN Equity
SUPERIOR ENERGY SERVICES INC
Energy
22.76
37.78
39.46
40.46
41.96
-0.249 -0.298 -0.301 -0.233
0.003
0.004
0.004
0.003
SUP UN Equity
SUPERIOR INDUSTRIES INTL
33.66
34.48
34.93
-0.063 -0.154 -0.170
-0.001 0.004
0.004
33.86
34.88
35.77
38.53
0.000 -0.209 -0.272 -0.230
0.000
0.004
0.005
31.37
31.37
31.37
28.69
0.000
0.000
0.000 -0.068
0.000
0.000
0.000 -0.001
26.37
26.37
26.37
27.09
0.000
0.000
0.000 -0.103
0.000
0.000
0.000
0.001
51.17
54.07
55.12
54.87
-0.259 -0.261 -0.249 -0.194
0.011
0.005
0.003
0.001
62.92
62.92
62.92
62.92
0.000
0.000
0.000
0.000
0.000
0.000
0.000
34.57
34.57
34.57
0.000
0.000
0.000
0.000
0.000
0.000
17.97
SUPX UW Equity SUPERTEX INC
18.32
SRDX UW Equity SURMODICS INC
Health Care
18.37
SUSQ UW Equity SUSQUEHANNA BANCSHARES INC
Financials
10.62
SIVB UW Equity
SVB FINANCIAL GROUP
Financials
57.61
SFY UN Equity
SWIFT ENERGY CO
Energy
21.14
SWS UN Equity
SWS GROUP INC
Financials
5.92
SYKE UW Equity SYKES ENTERPRISES INC
Industrials
13.64
SYMM UW Equity SYMMETRICOM INC
6.20
SMA UN Equity
3.56%
26.09.2012
2.45%
02.11.2012
14.09.2012
0.000
Health Care
9.06
30.31
36.29
38.23
39.29
40.75
-0.290 -0.267 -0.236 -0.168 -0.140
0.007
0.004
0.003
0.001
SNCR UW Equity SYNCHRONOSS TECHNOLOGIES INC
23.09
50.65
55.46
57.20
56.42
-0.340 -0.208 -0.170 -0.124
0.014
0.006
0.002
0.000
SNX UN Equity
SYNNEX CORP
35.09
26.51
28.82
29.76
30.29
-0.203 -0.276 -0.290 -0.235
0.005
0.005
0.004
0.003
SNPS UW Equity SYNOPSYS INC
31.22
24.23
23.47
23.29
23.80
0.000 -0.217 -0.296 -0.281
0.000
0.004
SNV UN Equity
34.60
38.86
40.77
42.42
0.000
52.06
53.35
53.02
50.24
Financials
1.99
TTWO UW Equity TAKE-TWO INTERACTIVE SOFTWRE
9.90
2.01%
11.09.2012
TLEO UW Equity TALEO CORP-CLASS A
#N/A N/A
#N/A N/A
SKT UN Equity
TANGER FACTORY OUTLET CENTER
Financials
33.17
2.59%
24.10.2012
20.81
20.75
20.69
TCO UN Equity
TAUBMAN CENTERS INC
Financials
TCB UN Equity
TCF FINANCIAL CORP
42.04
0.004
0.005
0.000
0.000
0.000 -0.001
-0.074 -0.072 -0.091 -0.146 -0.102
0.006
0.004
0.003
0.002
21.23
-0.185 -0.185 -0.185 -0.222
0.002
0.002
0.002
0.004
23.47
-0.156 -0.356 -0.398 -0.308
0.004
49.24
0.006
0.001 -0.030
79.00
2.45%
14.09.2012
18.20
20.25
21.50
0.002
0.008
0.009
Financials
10.58
1.89%
24.10.2012
28.20
37.87
38.72
-0.194 -0.093 -0.186
0.001
0.015
0.008
TECD UW Equity TECH DATA CORP
51.20
31.88
31.26
30.85
30.22
-0.488 -0.391 -0.332 -0.251
0.014
0.008
0.005
0.002
TECH UW Equity TECHNE CORP

TDY UN Equity
TELEDYNE TECHNOLOGIES INC
Health Care
Industrials
66.62
64.58
23.96
30.67
23.96
30.19
23.97
29.78
29.34
-0.087 -0.087 -0.087

0.141 -0.141 -0.231 -0.158
0.000 0.000
-0.002 0.007
0.000
0.009
0.002
1.80%
06.11.2012
0.001
0.002
SYNA UW Equity SYNAPTICS INC
SYNOVUS FINANCIAL CORP
0.002
0.002
3.03%
SMRT UW Equity STEIN MART INC
SYMMETRY MEDICAL INC
0.001
#N/A N/A
STMP UW Equity STAMPS.COM INC

STANCORP FINANCIAL GROUP
43.90
0.006 -0.072
0.006
0.002
38.93
0.002
0.001
SKYW UW Equity SKYWEST INC
51.31
0.001
0.010 -0.001 -0.003
SFNC UW Equity SIMMONS FIRST NATL CORP-CL A
29.98
0.000
0.006
SLGN UW Equity SILGAN HOLDINGS INC
SIGNET JEWELERS LTD
0.001
0.003
RBCN UW Equity RUBICON TECHNOLOGY INC
0.000 -0.049
0.002
0.001
0.001
17.08.2012
S&P 1000 Index
Ticker
TFX UN Equity
TDS UN Equity
TTEC UW Equity
TLAB UW Equity
TNC UN Equity
TEX UN Equity
TSRA UW Equity
TTEK UW Equity
TTI UN Equity
TCBI UW Equity
TXI UN Equity
TXRH UW Equity
TNB UN Equity
THO UN Equity
THOR UW Equity
TIBX UW Equity
TDW UN Equity
TKR UN Equity
TOL UN Equity
TMP UA Equity
TR UN Equity
TTC UN Equity
TWGP UW Equity
TW UN Equity
TSCO UW Equity
TG UN Equity
THS UN Equity
TRMB UW Equity
TRN UN Equity
TQNT UW Equity
TGI UN Equity
TRLG UW Equity
TBI UN Equity
TRST UW Equity
TRMK UW Equity
TTMI UW Equity
TUES UW Equity
TUP UN Equity
TWTC UW Equity
TYL UN Equity
UDR UN Equity
UGI UN Equity
UIL UN Equity
UTEK UW Equity
UMBF UW Equity
UMPQ UW Equity
UA UN Equity
UNF UN Equity
UNS UN Equity
UNT UN Equity
UBSI UW Equity
UCBI UW Equity
UFCS UW Equity
UNFI UW Equity
UNTD UW Equity
URI UN Equity
USTR UW Equity
UTHR UW Equity
UVV UN Equity
UEIC UW Equity
UFPI UW Equity
UHT UN Equity
UHS UN Equity
UTI UN Equity
URS UN Equity
UBA UN Equity
USMO UW Equity
UTIW UW Equity
VCI UN Equity
VLY UN Equity
VMI UN Equity
VAL UN Equity
VCLK UW Equity
WOOF UW Equity
VVC UN Equity
VECO UW Equity
PAY UN Equity
VRTX UW Equity
VVI UN Equity
VSAT UW Equity
VICR UW Equity
VPFG UW Equity
VPHM UW Equity
VRTS UQ Equity
VRTU UW Equity
VSH UN Equity
VSI UN Equity
VLTR UW Equity
VOXX UW Equity
WAB UN Equity
WDR UN Equity
WRC UN Equity
WAFD UW Equity
WCN UN Equity
WSO UN Equity
WTS UN Equity
WPP UN Equity
WDFC UW Equity
WBSN UW Equity
WBS UN Equity
WRI UN Equity
WCG UN Equity
WEN UW Equity
WERN UW Equity
WST UN Equity
WABC UW Equity
WR UN Equity
WGL UN Equity
WSM UN Equity
WIBC UW Equity
WGO UN Equity
WTFC UW Equity
WMS UN Equity
WWW UN Equity
WWD UW Equity
WRLD UW Equity
INT UN Equity
WOR UN Equity
WRB UN Equity
WXS UN Equity
XOXO UN Equity
ZLC UN Equity
ZBRA UW Equity
ZEP UN Equity
ZOLL UW Equity
ZUMZ UW Equity
Name
TELEFLEX INC
TELEPHONE AND DATA SYSTEMS
TELETECH HOLDINGS INC
TELLABS INC
TENNANT CO
TEREX CORP
TESSERA TECHNOLOGIES INC
TETRA TECH INC
TETRA TECHNOLOGIES INC
TEXAS CAPITAL BANCSHARES INC
TEXAS INDUSTRIES INC
TEXAS ROADHOUSE INC
THOMAS & BETTS CORP
THOR INDUSTRIES INC
THORATEC CORP
TIBCO SOFTWARE INC
TIDEWATER INC
TIMKEN CO
TOLL BROTHERS INC
TOMPKINS FINANCIAL CORP
TOOTSIE ROLL INDS
TORO CO
TOWER GROUP INC
TOWERS WATSON & CO-CL A
TRACTOR SUPPLY COMPANY
TREDEGAR CORP
TREEHOUSE FOODS INC
TRIMBLE NAVIGATION LTD
TRINITY INDUSTRIES INC
TRIQUINT SEMICONDUCTOR INC
TRIUMPH GROUP INC
TRUE RELIGION APPAREL INC
TRUEBLUE INC
TRUSTCO BANK CORP NY
TRUSTMARK CORP
TTM TECHNOLOGIES
TUESDAY MORNING CORP
TUPPERWARE BRANDS CORP
TW TELECOM INC
TYLER TECHNOLOGIES INC
UDR INC
UGI CORP
UIL HOLDINGS CORP
ULTRATECH INC
UMB FINANCIAL CORP
UMPQUA HOLDINGS CORP
UNDER ARMOUR INC-CLASS A
UNIFIRST CORP/MA
UNS ENERGY CORP
UNIT CORP
UNITED BANKSHARES INC
UNITED COMMUNITY BANKS/GA
UNITED FIRE GROUP INC
UNITED NATURAL FOODS INC
UNITED ONLINE INC
UNITED RENTALS INC
UNITED STATIONERS INC
UNITED THERAPEUTICS CORP
UNIVERSAL CORP/VA
UNIVERSAL ELECTRONICS INC
UNIVERSAL FOREST PRODUCTS
UNIVERSAL HEALTH RLTY INCOME
UNIVERSAL HEALTH SERVICES-B
UNIVERSAL TECHNICAL INSTITUT
URS CORP
URSTADT BIDDLE - CLASS A
USA MOBILITY INC
UTI WORLDWIDE INC
VALASSIS COMMUNICATIONS INC
VALLEY NATIONAL BANCORP
VALMONT INDUSTRIES
VALSPAR CORP
VALUECLICK INC
VCA ANTECH INC
VECTREN CORPORATION
VEECO INSTRUMENTS INC
VERIFONE SYSTEMS INC
VERTEX PHARMACEUTICALS INC
VIAD CORP
VIASAT INC
VICOR CORP
VIEWPOINT FINANCIAL GROUP IN
VIROPHARMA INC
VIRTUS INVESTMENT PARTNERS
VIRTUSA CORP
VISHAY INTERTECHNOLOGY INC
VITAMIN SHOPPE INC
VOLTERRA SEMICONDUCTOR CORP
VOXX INTERNATIONAL CORP
WABTEC CORP
WADDELL & REED FINANCIAL-A
WARNACO GROUP INC/THE
WASHINGTON FEDERAL INC
WASTE CONNECTIONS INC
WATSCO INC
WATTS WATER TECHNOLOGIES-A
WAUSAU PAPER CORP
WD-40 CO
WEBSENSE INC
WEBSTER FINANCIAL CORP
WEINGARTEN REALTY INVESTORS
WELLCARE HEALTH PLANS INC
WENDY'S CO/THE
WERNER ENTERPRISES INC
WEST PHARMACEUTICAL SERVICES
WESTAMERICA BANCORPORATION
WESTAR ENERGY INC
WGL HOLDINGS INC
WILLIAMS-SONOMA INC
WILSHIRE BANCORP INC
WINNEBAGO INDUSTRIES
WINTRUST FINANCIAL CORP
WMS INDUSTRIES INC
WOLVERINE WORLD WIDE INC
WOODWARD INC
WORLD ACCEPTANCE CORP
WORLD FUEL SERVICES CORP
WORTHINGTON INDUSTRIES
WR BERKLEY CORP
WRIGHT EXPRESS CORP
XO GROUP INC
ZALE CORP
ZEBRA TECHNOLOGIES CORP-CL A
ZEP INC
ZOLL MEDICAL CORP
ZUMIEZ INC
GICS_SECTOR_NAME
ATM4 Ref
Health Care
62.62
16.84
3.31
Industrials
43.30
Industrials
21.95
14.58
Industrials
26.74
Energy
6.70
Financials
43.98
Materials
42.08
17.31
#N/A N/A
#N/A N/A
32.85
Health Care
31.61
28.79
Energy
49.18
Industrials
41.46
31.90
Financials
38.51
Consumer Staples
24.85
Industrials
38.46
Financials
18.78
Industrials
54.20
92.93
Materials
14.52
Consumer Staples
50.10
47.43
Industrials
29.40
5.81
Industrials
63.48
22.93
Industrials
16.00
Financials
5.69
Financials
24.07
9.77
5.20
53.76
40.37
Financials
25.10
Utilities
31.00
Utilities
35.90
34.33
Financials
48.86
Financials
12.28
57.40
Industrials
66.90
Utilities
40.29
Energy
41.72
Financials
24.49
Financials
7.60
Financials
22.52
Consumer Staples
55.34
5.00
Industrials
34.44
Industrials
25.74
Health Care
56.15
Consumer Staples
48.06
15.36
Industrials
34.13
Financials
42.47
Health Care
40.37
11.70
Industrials
38.09
Financials
19.16
Industrials
14.45
24.68
Financials
9.63
Industrials
129.62
Materials
51.68
15.45
Health Care
18.91
Utilities
29.05
36.08
33.74
Health Care
54.56
Industrials
18.74
38.98
Industrials
6.48
Financials
18.39
Health Care
25.54
Financials
86.25
16.70
9.95
54.28
25.18
7.56
Industrials
80.86
Financials
29.63
49.95
Financials
16.00
Industrials
30.48
Industrials
74.58
Industrials
38.39
Materials
8.81
Consumer Staples
49.54
15.40
Financials
21.71
Financials
27.89
Health Care
55.35
4.38
Industrials
22.99
Health Care
48.01
Financials
46.24
Utilities
29.51
Utilities
40.60
37.56
Financials
6.44
11.06
Financials
36.75
15.51
45.61
Industrials
37.46
Financials
73.89
Energy
36.40
Materials
22.62
Financials
37.38
66.70
8.22
3.67
37.07
Materials
14.98
#N/A N/A
#N/A N/A
35.07
Dividend
Yield
Next ExDividend
Date
2.24%
2.06%
15.11.2012
14.09.2012
2.42%
1.71%
14.11.2012
30.11.2012
2.74%
19.11.2012
2.20%
07.11.2012
10.12.2012
2.44%
28.09.2012
2.14%
1.81%
05.12.2012
21.11.2012
3.84%
1.30%
1.30%
4.19%
0.89%
1.08%
1.65%
31.10.2012
03.10.2012
03.10.2012
13.12.2012
28.09.2012
15.11.2012
12.12.2012
1.53%
10.10.2012
0.25%
3.49%
30.11.2012
13.11.2012
4.61%
3.82%
29.08.2012
30.11.2012
2.90%
20.09.2012
3.71%
3.53%
4.81%
12.10.2012
11.12.2012
19.12.2012
1.74%
2.93%
07.12.2012
28.09.2012
0.22%
5.49%
05.12.2012
14.12.2012
5.19%
1.32%
2.68%
05.09.2012
11.12.2012
31.08.2012
8.01%
14.11.2012
2.02%
11.12.2012
4.14%
10.01.2013
1.17%
5.87%
0.50%
3.42%
2.10%
5.21%
4.53%
0.48%
30.11.2012
19.09.2012
28.11.2012
12.09.2012
29.11.2012
26.09.2012
14.11.2012
25.06.2013
6.67%
0.71%
1.72%
12.09.2012
19.09.2012
28.09.2012
4.89%
14.11.2012
0.85%
05.09.2012
2.32%
1.79%
05.08.2013
06.11.2012
0.25%
3.58%
16.11.2012
03.10.2012
2.50%
1.57%
3.49%
1.22%
1.36%
2.42%
03.10.2012
02.11.2012
12.10.2012
16.11.2012
01.11.2012
17.10.2012
2.03%
4.23%
08.11.2012
30.11.2012
1.83%
0.87%
1.58%
3.29%
4.61%
4.00%
2.50%
30.11.2012
04.10.2012
15.10.2012
08.11.2012
07.09.2012
10.10.2012
26.10.2012
26.09.2012
0.65%
05.02.2013
1.14%
0.93%
03.01.2013
16.11.2012
0.41%
2.30%
0.99%
12.09.2012
14.12.2012
04.12.2012
1.07%
12.10.2012

ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
42.70
24.61
27.20
36.55
40.12
50.04
35.46
31.67
50.51
25.22
37.10
27.07
29.20
27.79
28.50
36.56
36.20
52.84
38.39
31.67
50.49
26.68
41.69
30.08
23.60
29.26
30.54
36.57
35.08
54.51
39.55
31.67
50.47
28.02
42.81
31.58
-0.900
0.000
0.000
-0.029
-0.027
-0.390
-0.083
0.000
-0.241
0.000
-0.309
0.000
-1.140
-0.208
-0.090
-0.029
-0.083
-0.377
-0.132
0.000
-0.240
0.124
-0.318
-0.132
-0.969
-0.234
-0.147
-0.029
-0.119
-0.339
-0.152
0.000
-0.239
0.119
-0.297
-0.176
35.35
30.39
39.04
27.73
39.03
33.67
39.88
32.09
40.23
26.99
39.69
35.83
41.15
38.43
40.85
27.30
40.23
36.43
39.52
-0.175
0.010
-0.424
-0.128
-0.264
-0.366
-0.224
-0.087
-0.348
-0.260
-0.254
-0.364
-0.232
-0.090
-0.303
-0.287
-0.243
-0.326
-0.173
28.29
43.60
25.35
25.43
40.06
26.11
29.29
35.19
42.60
24.32
36.41
38.66
26.28
43.71
23.61
29.35
39.41
28.65
31.79
37.93
50.36
25.59
37.27
40.53
25.96
43.82
23.32
30.91
39.23
30.45
33.44
38.91
52.27
26.25
39.41
41.36
27.79
-0.196
-0.124
-0.155
-0.314
0.000
-0.330
-0.454
-0.444
0.000
-0.043
-0.410
-0.017
-0.241
-0.124
-0.164
-0.313
-0.044
-0.267
-0.319
-0.317
-0.137
-0.155
-0.359
-0.136
-0.227
-0.124
-0.140
-0.290
-0.066
-0.235
-0.259
-0.270
-0.165
-0.197
-0.310
-0.170
-0.154
94.64
36.50
49.31
19.97
25.71
26.88
25.12
17.71
77.96
38.62
46.08
21.58
29.39
27.29
23.83
17.71
61.83
39.44
45.05
23.30
30.16
27.63
22.97
17.70
43.14
39.65
46.15
-1.405
0.000
0.000
-0.110
-0.069
0.000
0.000
0.000
-1.106
-0.158
0.000
-0.282
-0.114
-0.053
0.005
0.000
-0.895
-0.209
0.000
-0.302
-0.140
-0.083
-0.060
-0.106
-0.998
-0.174
0.000
44.15
22.28
28.33
30.93
34.18
44.76
23.92
35.13
32.98
29.54
44.75
24.88
38.07
34.81
27.15
41.03
26.43
40.81
-0.261
-0.453
0.000
-0.401
-0.139
-0.349
-0.378
0.000
-0.359
-0.208
-0.205
-0.283
0.000
25.71
0.073
-0.587
0.000
-0.443
0.000
33.83
36.64
37.74
37.97
26.66
39.47
48.90
36.03
30.95
18.81
29.56
39.12
50.94
30.59
39.15
52.67
30.23
39.89
55.84
35.29
18.69
36.16
18.58
34.02
20.95
41.37
43.92
45.16
-0.015 -0.151 -0.216
0.000
0.003
25.92
39.04
25.32
31.45
46.10
37.83
28.41
23.78
29.01
25.61
36.96
28.30
26.51
42.44
27.27
31.43
46.10
38.59
34.43
23.69
31.29
25.48
39.63
29.92
27.71
43.33
28.62
31.41
44.16
38.73
36.83
24.71
32.19
25.97
40.88
30.81
-0.227
0.000
-0.317
-0.015
0.000
0.000
-0.130
-0.054
-0.074
-0.316
-0.247
0.184
-0.274
-0.064
-0.328
-0.015
0.000
-0.098
-0.264
-0.175
-0.174
-0.321
-0.271
0.043
-0.276
-0.095
-0.319
-0.015
-0.088
-0.142
-0.296
-0.211
-0.187
-0.309
-0.254
-0.042
0.006
0.000
0.004
0.000
0.000
0.000
0.002
0.001
0.020
0.007
0.006
0.015
0.004 0.003
0.001 0.002
0.009 0.008
0.000 0.000 0.000
0.000 -0.001
0.001 0.002 0.003
0.004 0.004 0.002
0.006 0.006 0.000
0.012 0.008 0.004
0.010 0.008
0.003 0.002 0.001
0.008 0.004 0.002
44.02
52.22
41.35
39.33
35.71
128.04
46.63
48.19
47.20
38.58
36.68
128.04
48.15
47.24
47.52
38.35
37.16
128.04
47.65
46.10
38.88
37.60
-0.388
-0.337
-0.141
0.000
-0.126
0.000
-0.317
-0.319
-0.087
-0.103
-0.168
0.000
-0.281
-0.287
-0.092
-0.150
-0.192
0.000
0.005
0.002
0.004
0.000
0.002
0.000
0.001
0.002
0.002
0.002
0.002
0.000
0.000
0.002
0.002
0.002
0.002
0.000
0.002
0.002
0.001
0.002
44.18
45.84
46.50
46.36
-0.229 -0.246 -0.238 -0.159
0.009
0.006
0.004
0.002
56.08
41.99
67.84
38.06
54.96
25.75
29.60
31.48
60.00
39.84
39.43
42.00
53.89
25.75
33.49
33.84
60.63
40.25
38.39
43.90
53.80
26.64
34.79
34.09
58.24
0.000
0.000
-0.505
-0.088
0.000
-0.883
-0.506
-0.271
-0.285
0.004
-0.264
-0.027
0.046
-0.864
-0.362
-0.323
-0.284
-0.054
-0.279
-0.026
0.052
-0.615
-0.284
-0.286
-0.094
0.000
0.000
-0.031
0.003
0.000
0.028
0.017
0.000
0.011
0.000
0.037
0.002
0.001
0.029
0.006
0.009
0.011
0.000
0.035
0.002
0.001
0.017
0.003
0.008
0.005
23.66
26.10
26.10
46.41
28.32
33.21
35.20
34.08
48.75
29.74
30.06
26.07
20.28
14.13
18.12
32.12
42.43
45.89
28.86
37.84
28.19
32.81
35.71
28.98
29.75
21.97
31.24
39.63
77.57
25.41
46.00
22.58
28.72
27.21
46.41
26.75
36.23
35.38
33.42
48.69
29.74
28.05
26.06
21.56
14.13
18.09
31.19
42.43
43.79
29.59
37.40
29.63
34.88
32.47
30.63
34.65
14.93
31.42
39.89
77.57
23.71
45.57
22.15
28.81
27.93
42.00
26.07
36.90
35.87
32.75
48.56
29.74
27.66
26.05
22.43
14.13
18.04
31.31
42.43
42.92
29.08
38.14
30.15
36.45
31.35
31.54
36.19
13.03
31.69
40.08
77.57
23.92
45.17
22.14
25.86
29.12
0.000
-0.076
-0.259
0.000
0.000
0.000
-0.180
-0.883
0.061
-0.011
-0.046
-0.049
0.000
0.000
0.000
-0.502
0.000
0.000
0.000
-0.129
-0.234
-0.257
0.171
0.000
-0.255
0.000
-0.182
0.000
0.000
0.000
0.000
-0.104
-0.194
-0.268
0.000
-0.110
-0.105
-0.323
-0.881
-0.106
-0.011
-0.159
-0.049
-0.151
0.000
0.003
-0.380
0.000
-0.233
-0.117
-0.208
-0.277
-0.343
-0.250
-0.235
-0.207
-0.522
-0.176
-0.074
0.000
-0.166
-0.181
-0.152
-0.209
-0.268
0.000
-0.125
-0.146
-0.378
-0.880
-0.174
-0.011
-0.206
-0.049
-0.190
0.000
-0.033
-0.324
0.000
-0.323
-0.218
-0.234
-0.284
-0.307
-0.283
-0.300
-0.186
-0.458
-0.174
-0.101
0.000
-0.239
-0.209
-0.196
-0.161
-0.261
0.000
0.004
0.003
0.000
0.000
0.000
0.002
0.008
0.004
0.000
0.000
0.000
0.000
0.000
0.000
0.009
0.000
0.000
0.000
-0.001
0.004
0.000
-0.002
0.000
0.006
0.000
0.002
0.000
0.000
0.000
0.000
0.004
0.010
0.004
0.000
0.004
0.007
0.012
0.009
0.003
0.000
0.006
0.000
0.003
0.000
0.000
0.005
0.000
-0.001
-0.007
0.005
0.003
0.010
0.009
0.005
0.004
0.021
0.004
-0.001
0.000
0.004
0.004
0.006
0.008
0.004
0.000
0.004
0.007
0.012
0.011
0.002
0.000
0.007
0.000
0.004
0.000
0.001
0.003
0.000
0.001
-0.004
0.005
0.002
0.010
0.010
0.005
0.003
0.017
0.004
-0.001
0.000
0.005
0.004
0.005
0.001
0.003
57.02
53.17
51.66
51.46
0.003
0.003
0.003
31.78
37.08
42.14
56.77
39.86
31.43
52.79
31.09
58.37
33.55
41.36
41.43
36.40
41.42
38.20
39.60
33.82
36.88
51.46
27.04
54.64
42.03
28.47
58.13
31.19
38.26
38.24
28.18
32.22
42.31
32.02
47.82
46.39
37.74
45.89
55.01
35.16
25.98
48.12
30.06
29.34
26.02
15.03
34.02
43.66
23.11
30.39
32.95
35.36
32.38
77.69
26.93
37.02
0.008
0.000
0.000
0.000
0.000
0.004
-0.001
0.000
0.005
0.000
0.008
0.000
0.020
0.004
0.002
0.000
0.000
0.002
-0.001
0.000
0.005
-0.001
0.004
0.003
0.027
0.005
0.002
0.000
0.002
0.002
-0.001
0.000
0.005
-0.001
0.003
0.003
0.002
0.007
0.010
0.002
0.006
0.005
0.001
0.002
0.005
0.006
0.004
0.001
0.001
0.000
0.002
0.006
0.003
0.001
0.003
0.003 0.011 0.011

0.001 0.001 0.001
0.003 0.003 0.002
0.011 0.007 0.004
0.000 0.001 0.002
0.014 0.010 0.007
0.014 0.005 0.002
0.009 0.002 0.000
0.000 -0.007 -0.006
0.001 0.002 0.002
0.010 0.005 0.003
0.000 0.001 0.001
0.003
0.017
0.000
0.000
0.002
0.001
0.000
0.000
0.000
0.008
0.007
0.000
0.006
0.001
0.000
0.000
0.000
0.009
0.008
0.000
0.006
0.003
0.001
0.002
0.004
0.023
0.002
0.000
0.002
0.014
0.000
0.006
0.003
0.002
0.010
0.000
0.004
0.005
0.001
0.004
0.000
-0.244
-0.001
0.021
0.000
0.012
0.000
-0.331 -0.290 -0.267 -0.232
0.009
0.005
0.003
0.002
-0.067
0.000
-0.419
0.000
-0.231
-0.295
0.001 -0.002 -0.001

0.000 0.000 0.000
0.007 0.004 0.003
0.000
0.004 0.005 0.004
0.009 0.009 0.009
0.006
0.000
0.002
-0.098
-0.068 -0.014
-0.262 -0.208
-0.161
-0.030
-0.284
-0.042
-0.192
-0.246 -0.265
-0.202
-0.228 -0.202
-0.089
-0.183
-0.231
-0.128 -0.115
-0.205
-0.142
-0.125
-0.052 -0.097 -0.330

0.000 0.000 0.000
-0.391 -0.365 -0.302 -0.227
-0.290 -0.278 -0.178
-0.288 -0.281 -0.224
-0.030
-0.137
-0.245
-0.193
-0.185
-0.168
-0.158
-0.222 -0.181
-0.113 -0.109
-0.191
-0.227
-0.203
-0.128
-0.005
-0.237
-0.037
-0.166
-0.075
-0.234
-0.049
-0.068
-0.266 -0.188
0.004
-0.266
-0.246
-0.251
-0.169
-0.175
-0.147
-0.231
-0.368 -0.377 -0.368 -0.303
0.002
0.004 -0.001
0.002
0.001
0.004
0.003
0.001
0.001
0.002
0.002
0.002
0.002
0.002
0.001
0.001
0.001
0.004
0.002 -0.001
0.002
0.001
0.000
0.010
0.001
0.001
0.006
0.003
0.001
0.001
0.015
0.001
0.000
0.002
-0.001
0.001
0.000
0.006
0.000
0.002
0.002
0.000
0.033
0.002
0.002
0.001
0.005
0.000
0.002
0.003
0.000

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17.08.

Option Implied Volatility Skew Parameters by Terms:

At The Money Implied Volatilities by Terms

SHLM UW Equity SCHULMAN (A.) INC

AAON UW Equity AAON INC

-0.004 -0.124 -0.220

0.013 -0.024 -0.178

-0.326 -0.332 -0.307 -0.206

ABM INDUSTRIES INC

0.000 -0.001 0.012

ACADIA REALTY TRUST

ACI WORLDWIDE INC

-0.318 -0.342 -0.335 -0.208

-0.300 -0.231 -0.205 -0.219

ACUITY BRANDS INC

-0.214 -0.232 -0.232 -0.242

ACXM UW Equity ACXIOM CORP

ADTN UW Equity ADTRAN INC

ADVANCE AUTO PARTS INC

-0.222 -0.228 -0.224 -0.189

ADVANCED ENERGY INDUSTRIES

-0.129 -0.177 -0.190

-0.001 -0.002 -0.001

ADVS UW Equity ADVENT SOFTWARE INC

0.000 -0.039 -0.083 -0.205

-0.302 -0.335 -0.312 0.035

-0.057 -0.109 -0.136 -0.175

-0.224 -0.308 -0.320 -0.232

AEGN UW Equity AEGION CORP

0.000 -0.108 -0.143 -0.060

-0.126 -0.189 -0.213 -0.189 -0.135

0.035 -0.090 -0.115 -0.052

AFFILIATED MANAGERS GROUP

-0.575 -0.531 -0.474 -0.311

AECOM TECHNOLOGY CORP

-0.571 -0.570 -0.569 -0.318

AGCO UN Equity AGCO CORP

-0.362 -0.351 -0.330 -0.259

AGYS UW Equity AGILYSYS INC

-0.204 -0.204 -0.204

AIR METHODS CORP

-0.592 -0.171 -0.034

AK STEEL HOLDING CORP

-0.437 -0.326 -0.287 -0.244 -0.138

AKRX UW Equity AKORN INC

ALASKA AIR GROUP INC

ALBANY INTL CORP-CL A

ALEXANDER & BALDWIN INC

ALEXANDRIA REAL ESTATE EQUIT

-0.055 -0.062 -0.123

ALGN UW Equity ALIGN TECHNOLOGY INC

ALLIANCE DATA SYSTEMS CORP

ALLIANCE ONE INTERNATIONAL

ALLIANT ENERGY CORP

ALLIANT TECHSYSTEMS INC

0.044 -0.162 -0.238 -0.218

-0.220 -0.326 -0.320

S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters

S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters

S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters