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07.08.

2013

Option Implied Volatility Skew Parameters by Terms:


2
IVt = atx + btx + ct

At The Money Implied Volatilities by Terms


Ticker

S&P 1000 Index

AAN UN Equity

Name
AARON'S INC

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

Consumer Discretionary

28.57

0.26%

03.09.2013

25.55

26.29

26.89

AAON UW Equity AAON INC

Industrials

23.00

0.61%

03.12.2013

43.45

41.13

39.05

AAP UN Equity

Consumer Discretionary

83.18

0.29%

18.09.2013

27.10

26.21

25.25

24.35

AAWW UW Equity ATLAS AIR WORLDWIDE HOLDINGS

Industrials

43.50

24.50

28.33

30.94

ABAX UW Equity

ABAXIS INC

Health Care

40.60

33.58

36.27

38.07

ABFS UW Equity

ARKANSAS BEST CORP

Industrials

ABM UN Equity

ABM INDUSTRIES INC

ADVANCE AUTO PARTS INC

27.05

-0.223 -0.206 -0.183 -0.128

0.003

0.004

0.004

-0.149 -0.104 -0.110

0.009

0.014

0.015

-0.202 -0.203 -0.197 -0.157 -0.127

0.001

0.001

0.002

0.001

30.90

-0.219 -0.244 -0.245 -0.172

0.007

0.005

0.003

0.002

37.18

-0.207 -0.220 -0.219 -0.164

0.002

0.002

0.002

0.001
0.002

26.02

0.003

21.00

0.76%

06.11.2013

50.08

51.40

52.42

51.82

-0.201 -0.200 -0.191 -0.130

0.008

0.006

0.004

Industrials

26.00

2.37%

01.10.2013

24.34

25.04

25.04

0.000 -0.030 -0.055

0.000

0.001

0.001

ABMD UW Equity ABIOMED INC

Health Care

22.49

41.69

41.60

41.37

40.95

-0.288 -0.251 -0.206 -0.162

0.009

0.007

0.005

0.003

ACAT UW Equity ARCTIC CAT INC

Consumer Discretionary

57.23

0.72%

28.08.2013

30.96

32.20

33.42

34.74

-0.271 -0.204 -0.140 -0.084

0.009

0.007

0.004

0.002

ACC UN Equity

AMERICAN CAMPUS COMMUNITIES

Financials

37.74

3.82%

13.11.2013

22.12

20.83

19.39

19.90

-0.378 -0.251 -0.133 -0.086

0.002

0.003

0.004

0.004

ACI UN Equity

ARCH COAL INC

Energy

3.95

3.54%

27.11.2013

59.10

59.93

60.71

61.39

-0.222 -0.172 -0.139 -0.123 -0.099

0.008

0.006

0.004

0.002

ACIW UW Equity

ACI WORLDWIDE INC

Information Technology

49.22

30.30

30.07

28.53

23.29

-0.171 -0.248 -0.275 -0.099

0.002

0.003

0.005

0.007

ACM UN Equity

AECOM TECHNOLOGY CORP

Industrials

29.36

31.12

30.01

29.18

29.93

-0.065 -0.088 -0.105 -0.089

0.002

0.003

0.003

0.002

ACO UN Equity

AMCOL INTERNATIONAL CORP

29.47

-0.043 -0.088 -0.128 -0.155

0.003

Materials

33.63

29.84

29.47

29.22

ACOR UW Equity ACORDA THERAPEUTICS INC

Health Care

36.38

45.54

45.65

44.58

ACXM UW Equity ACXIOM CORP

Information Technology

25.87

30.83

31.82

31.94

ADC UN Equity

AGREE REALTY CORP

Financials

38.34

29.13

22.15

ADS UN Equity

ALLIANCE DATA SYSTEMS CORP

Information Technology

204.65

19.36

20.30

ADTN UW Equity ADTRAN INC

Information Technology

26.58

30.24

ADVS UW Equity ADVENT SOFTWARE INC

Information Technology

29.79

29.93

AEC UN Equity

Financials

15.37

AEGN UW Equity AEGION CORP

Industrials

22.95

AEIS UW Equity

ADVANCED ENERGY INDUSTRIES

Information Technology

21.46

AEO UN Equity

AMERICAN EAGLE OUTFITTERS

Consumer Discretionary

AF UN Equity

ASTORIA FINANCIAL CORP

ASSOCIATED ESTATES REALTY CP

29.15

2.50%

5.69%
1.35%

06.12.2013

27.09.2013
22.10.2013

0.001

0.002

0.003

-0.291 -0.066 0.062

0.036

0.021

0.009

28.73

-0.085 -0.119 -0.139 -0.098

0.003

0.002

0.002

0.000 -0.003 0.014

0.000

0.000

0.000

21.27

22.51

-0.427 -0.352 -0.275 -0.187

0.013

0.011

0.008

0.004

33.22

35.42

35.09

-0.109 -0.123 -0.129 -0.118 -0.116

0.004

0.004

0.003

0.002

30.82

31.57

31.46

-0.113 -0.109 -0.107 -0.092

0.008

0.006

0.005

0.002

18.88

19.91

21.06

22.77

0.000

0.017 -0.022

0.000

0.000

0.000

0.001

26.23

31.83

-0.289 -0.283 -0.269 -0.208

0.005

0.006

0.007

0.004

-0.087 -0.141 -0.170

0.001

0.005

0.007

-0.233 -0.223 -0.210 -0.189 -0.143

0.006

0.006

0.005

0.000

4.94%

15.10.2013

28.16

29.93

31.40

31.63

32.43

17.57

2.93%

26.09.2013

33.70

32.09

30.91

1.25%

14.11.2013

20.77

24.75

26.42

27.60

26.51

25.56

24.92

Financials

12.76

AFAM UW Equity ALMOST FAMILY INC

Health Care

19.21

AFFX UW Equity

AFFYMETRIX INC

Health Care

5.00

AFG UN Equity

AMERICAN FINANCIAL GROUP INC

62.23

32.52

35.44

32.82

0.015

0.002

0.007 -0.023

0.000

0.000

0.001

-0.206 -0.178 -0.151 -0.132

0.002

0.001

0.001

0.003

57.48

58.36

59.03

58.68

0.000 -0.238 -0.395 -0.347

0.000

0.008

0.012

0.006

Financials

52.36

1.64%

11.10.2013

17.87

17.42

16.78

14.97

0.000 -0.066 -0.119 -0.182

0.000

0.007

0.012

0.009

Industrials

56.17

0.78%

15.11.2013

22.61

23.85

24.98

25.97

-0.128 -0.146 -0.153 -0.122

0.003

0.004

0.004

0.003

AGYS UW Equity AGILYSYS INC

Information Technology

11.36

42.21

43.61

44.29

-0.177 -0.114 -0.088

0.002

0.001

0.001

AHL UN Equity

ASPEN INSURANCE HOLDINGS LTD

Financials

36.73

18.59

19.26

19.84

0.000 -0.014 -0.030 -0.058

0.000

0.000

0.000

AHS UN Equity

AMN HEALTHCARE SERVICES INC

Health Care

16.00

0.008 -0.197 -0.269

AIN UN Equity

ALBANY INTL CORP-CL A

Industrials

AINV UW Equity

APOLLO INVESTMENT CORP

AIR UN Equity

AAR CORP

AIRM UW Equity

1.47%

08.11.2013

32.40

31.53

31.57

0.000

0.006

0.008

34.30

1.75%

05.09.2013

26.78

26.78

26.78

26.78

0.000

0.000

0.000

0.000

0.000

0.000

Financials

7.97

10.04%

17.09.2013

25.50

23.55

22.78

22.94

-0.278 -0.203 -0.137 -0.075

0.006

0.004

0.002

0.002

Industrials

24.43

1.23%

22.10.2013

33.94

33.63

33.12

31.87

-0.274 -0.234 -0.188 -0.151

0.010

0.005

0.001

0.001

AIR METHODS CORP

Health Care

34.82

53.52

51.50

49.23

-0.366 -0.320 -0.251

0.006

0.004

0.003

AIT UN Equity

APPLIED INDUSTRIAL TECH INC

Industrials

52.51

1.98%

15.11.2013

26.14

26.42

26.37

25.19

-0.083 -0.088 -0.102 -0.145

0.001

0.001

0.003

AJG UN Equity

ARTHUR J GALLAGHER & CO

Financials

44.48

3.19%

29.11.2013

13.61

12.73

13.06

0.000

0.024 -0.093

0.000

0.000

0.002

AKR UN Equity

ACADIA REALTY TRUST

Financials

25.49

3.53%

26.12.2013

37.50

37.50

37.50

37.50

-0.353 -0.350 -0.347 -0.335

0.008

0.008

0.008

0.009

AKRX UW Equity AKORN INC

Health Care

15.32

34.53

32.74

31.12

31.54

0.090

AKS UN Equity

AK STEEL HOLDING CORP

Materials

3.33

55.87

54.93

55.62

60.94

ALB UN Equity

ALBEMARLE CORP

Materials

63.14

1.65%

13.12.2013

19.93

21.17

22.39

23.59

ALE UN Equity

ALLETE INC

Utilities

52.20

3.70%

15.11.2013

15.13

14.12

13.44

ALEX UN Equity

ALEXANDER & BALDWIN INC

64.74

0.000

0.000

0.003 -0.080 -0.107

0.002

0.004

0.007

0.005

-0.451 -0.418 -0.380 -0.308 -0.250

0.014

0.011

0.008

0.005

-0.224 -0.261 -0.286 -0.250

0.006

0.006

0.006

0.004

0.000 -0.062 -0.127

0.000

0.000

0.001

-0.170 -0.173 -0.183 -0.231

Financials

43.42

32.21

29.52

28.04

28.46

0.001

0.005

0.008

0.005

Health Care

44.27

27.87

34.13

37.25

36.89

-0.300 -0.262 -0.232 -0.187 -0.158

0.007

0.007

0.006

0.003

ALLEGIANT TRAVEL CO

Industrials

98.00

26.41

26.54

27.13

-0.256 -0.162 -0.092

0.006

0.003

0.000

ALK UN Equity

ALASKA AIR GROUP INC

Industrials

60.77

35.11

35.15

35.14

-0.197 -0.185 -0.171

0.008

0.006

0.004

ALOG UW Equity ANALOGIC CORP

Health Care

26.45

25.44

24.56

-0.326 -0.296 -0.256

0.008

0.007

0.005

AM UN Equity

29.34

28.76

28.23

27.86

-0.215 -0.128 -0.060 -0.084

0.007

0.012

73.27

0.66%

27.09.2013

Consumer Discretionary

18.96

3.16%

01.10.2013

Consumer Discretionary

70.84

AME UN Equity

AMERICAN GREETINGS CORP-CL A

0.002

0.006

ALGT UW Equity

AMCX UW Equity AMC NETWORKS INC-A

0.001

0.000

ALGN UW Equity ALIGN TECHNOLOGY INC

38.75

0.001

0.006

AGCO UN Equity AGCO CORP

20.10

0.001

0.002

0.001

0.015

0.009

Industrials

47.15

17.11

17.19

17.27

17.90

-0.394 -0.400 -0.406 -0.300

0.014

0.014

0.014

0.011

AMED UW Equity AMEDISYS INC

Health Care

14.00

50.71

51.63

52.39

52.44

-0.119 -0.128 -0.136 -0.133

0.005

0.004

0.002

0.001

AMG UN Equity

Financials

184.22

21.40

22.30

23.11

23.95

-0.399 -0.335 -0.264 -0.210

0.013

0.009

0.005

0.002

AMSF UW Equity AMERISAFE INC

Financials

33.73

30.15

30.15

30.15

0.000

0.000

0.000

0.000

AMSG UW Equity AMSURG CORP

Health Care

39.87

21.84

21.87

21.90

22.26

-0.082 -0.083 -0.084 -0.098

0.002

0.002

0.002

0.001

ANDE UW Equity ANDERSONS INC/THE

Consumer Staples

60.40

23.34

23.37

23.49

24.08

-0.119 -0.125 -0.130 -0.132

0.002

0.003

0.003

0.003

ANN UN Equity

ANN INC

Consumer Discretionary

32.66

36.15

35.92

35.55

34.97

36.75

-0.286 -0.234 -0.185 -0.159 -0.139

0.005

0.004

0.002

0.001

0.001

ANR UN Equity

ALPHA NATURAL RESOURCES INC

Energy

4.92

56.00

59.28

60.77

61.27

66.39

-0.255 -0.263 -0.233 -0.157 -0.155

0.011

0.006

0.003

0.003

0.001

ANSS UW Equity ANSYS INC

Information Technology

87.60

20.14

19.92

20.11

-0.247 -0.125 -0.041

0.004

0.003

0.002

AOI UN Equity

ALLIANCE ONE INTERNATIONAL

Consumer Staples

3.79

65.78

65.78

65.78

58.33

0.000

0.000

0.000

0.000

0.000

AOL UN Equity

AOL INC

Information Technology

36.18

46.71

43.36

40.64

39.92

-0.165 -0.172 -0.161 -0.107 -0.086

0.001

AOS UN Equity

SMITH (A.O.) CORP

Industrials

41.67

21.48

23.62

24.52

APEI UW Equity

AMERICAN PUBLIC EDUCATION

Consumer Discretionary

40.36

34.79

35.24

35.63

35.68

APOG UW Equity APOGEE ENTERPRISES INC

Industrials

27.12

1.33%

25.10.2013

31.79

30.80

30.26

31.73

APOL UW Equity APOLLO GROUP INC-CL A

Consumer Discretionary

20.20

41.72

43.78

45.37

45.22

ARB UN Equity

ARBITRON INC

Consumer Discretionary

46.09

0.87%

17.09.2013

16.19

15.73

14.83

12.14

ARE UN Equity

ALEXANDRIA REAL ESTATE EQUIT

Financials

68.65

4.41%

27.09.2013

18.64

18.97

19.18

AREX UW Equity APPROACH RESOURCES INC

Energy

25.14

37.60

37.24

37.35

ARO UN Equity

AEROPOSTALE INC

Consumer Discretionary

14.60

51.55

49.07

46.95

ARQL UQ Equity

ARQULE INC

Health Care

2.71

74.86

74.61

75.75

ARRS UW Equity ARRIS GROUP INC

Information Technology

15.31

38.31

36.17

33.94

31.57

ARW UN Equity

AMETEK INC
AFFILIATED MANAGERS GROUP

ARROW ELECTRONICS INC

0.55%

0.95%
1.16%

1.25%

06.12.2013

09.12.2013
03.10.2013

31.10.2013

45.60

39.31

45.62

44.16

0.000

0.000

0.000

0.000 -0.108

0.001

0.003

0.003

0.348 -0.140 -0.390

0.006

0.010

0.008

-0.259 -0.200 -0.148 -0.151

0.011

0.008

0.004

0.002

-0.317 -0.298 -0.267 -0.158

0.010

0.009

0.007

0.003

-0.193 -0.177 -0.159 -0.129 -0.125

0.008

0.005

0.003

0.002

-0.420 -0.324 -0.240 -0.251

0.012

0.009

0.007

0.009

-0.247 -0.273 -0.264

0.006

0.007

0.007

-0.171 -0.262 -0.294

0.006

0.008

0.007

-0.317 -0.309 -0.269 -0.160 -0.125

0.001

0.002

0.002

0.397

0.004

0.005

0.003

-0.192 -0.214 -0.215 -0.138

0.001

0.004

0.005

0.002

0.390

0.254

0.001

Information Technology

46.92

20.76

22.13

23.65

25.98

-0.166 -0.159 -0.157 -0.169

0.002

0.005

0.006

0.004

ASBC UW Equity ASSOCIATED BANC-CORP

Financials

17.31

2.37%

07.11.2013

17.92

19.26

20.66

22.76

0.000 -0.009 -0.024 -0.077

0.000

0.001

0.001

0.001

ASEI UW Equity

AMERICAN SCIENCE & ENGINEERI

Industrials

61.00

3.28%

21.11.2013

22.13

20.42

19.85

0.011 -0.006 -0.036

0.000

0.000

0.000

ASGN UN Equity

ON ASSIGNMENT INC

Industrials

31.42

34.37

34.86

35.40

-0.091 -0.125 -0.151 -0.149

-0.001 0.001

0.003

ASH UN Equity

ASHLAND INC

23.80

24.13

24.68

-0.250 -0.238 -0.217

0.010

0.008

0.005

31.03

31.58

31.72

30.42

-0.190 -0.145 -0.115 -0.130 -0.099

0.001

0.001

0.002

0.002

1.54%

29.11.2013

36.04

88.10

Consumer Discretionary

17.91

ASTE UW Equity

ASTEC INDUSTRIES INC

Industrials

35.00

1.43%

23.10.2013

25.34

25.86

26.27

26.11

-0.221 -0.237 -0.248 -0.224

0.006

0.005

0.004

0.003

ATK UN Equity

ALLIANT TECHSYSTEMS INC

Industrials

96.96

1.07%

21.11.2013

22.34

23.56

24.29

23.57

-0.278 -0.247 -0.207 -0.153

0.011

0.007

0.004

0.004

ATMI UW Equity

ATMI INC

21.78

Information Technology

24.71

24.09

26.00

26.23

0.000 -0.031 -0.062 -0.127

0.000

0.001

0.001

0.002

ATML UW Equity ATMEL CORP

Information Technology

7.61

42.31

43.51

44.48

44.38

0.023 -0.055 -0.119 -0.123

0.004

0.005

0.005

0.002

ATNI UW Equity

ATLANTIC TELE-NETWORK INC

Telecommunication Services 50.37

2.22%

30.09.2013

27.24

29.39

30.91

30.76

-0.375 -0.287 -0.209 -0.167

0.006

0.004

0.003

0.002

ATO UN Equity

ATMOS ENERGY CORP

Utilities

44.10

3.21%

26.11.2013

13.62

13.62

14.15

0.000

0.000

0.000

0.000

ATR UN Equity

APTARGROUP INC

Materials

59.47

1.68%

04.11.2013

13.94

15.36

16.60

17.33

-0.108 -0.152 -0.179 -0.154

0.002

0.003

0.004

0.004

ATU UN Equity

ACTUANT CORP-A

Industrials

36.32

0.11%

25.09.2013

21.02

20.97

21.29

23.48

0.000 -0.152 -0.247 -0.189

0.000

0.005

0.008

0.005

ATW UN Equity

ATWOOD OCEANICS INC

Energy

57.86

23.38

24.21

25.09

26.42

-0.298 -0.239 -0.180 -0.147

0.011

0.009

0.007

0.003

AVA UN Equity

AVISTA CORP

Utilities

28.48

26.18

26.18

26.18

31.60

0.000

0.000 -0.636

0.000

0.000

0.000

0.017

AVAV UW Equity

AEROVIRONMENT INC

Industrials

23.22

39.22

38.62

37.76

35.41

-0.070 -0.060 -0.051 -0.049

0.002

0.003

0.003

0.002

AVD UN Equity

AMERICAN VANGUARD CORP

Materials

25.69

33.62

35.71

37.09

35.93

-0.290 -0.298 -0.283 -0.179

0.002

0.003

0.004

0.003

AVID UW Equity

AVID TECHNOLOGY INC

Information Technology

5.87

50.77

51.07

51.12

49.93

0.000 -0.076 -0.141 -0.148

0.000

0.000

0.000

0.000

AVT UN Equity

AVNET INC

Information Technology

38.57

25.60

25.76

25.89

26.02

-0.260 -0.277 -0.278 -0.222

0.005

0.006

0.006

0.004

AWR UN Equity

AMERICAN STATES WATER CO

Utilities

64.91

21.83

21.06

20.50

21.27

-0.345 -0.274 -0.188 -0.118

0.012

0.008

0.004

0.000

AXE UN Equity

ANIXTER INTERNATIONAL INC

Information Technology

85.23

19.65

20.71

21.53

21.54

-0.176 -0.190 -0.196 -0.166

0.004

0.004

0.004

0.004

AYI UN Equity

ACUITY BRANDS INC

Industrials

85.73

0.75%

16.10.2013

24.08

27.03

29.13

28.90

-0.318 -0.244 -0.183 -0.176

0.009

0.004

0.001

0.003

AZZ UN Equity

AZZ INC

Industrials

37.75

1.56%

10.10.2013

29.97

31.16

32.07

32.07

-0.084 -0.140 -0.176 -0.167

0.000

0.004

0.007

0.004

B UN Equity

BARNES GROUP INC

Industrials

32.89

1.52%

29.11.2013

22.25

22.22

22.19

22.20

-0.082 -0.082 -0.082 -0.158

0.001

0.001

0.001

0.005

BABY UW Equity

NATUS MEDICAL INC

Health Care

13.68

35.99

35.65

34.45

-0.081 -0.120 -0.136

0.000

0.000

0.001

BANR UW Equity BANNER CORPORATION

Financials

37.70

25.82

26.01

0.089 -0.231 -0.423 -0.171

-0.001 0.006

0.009

BAS UN Equity

0.001

Energy

11.76

BBCN UW Equity BBCN BANCORP INC

BASIC ENERGY SERVICES INC

Financials

14.27

BBG UN Equity

BILL BARRETT CORP

4.38%
0.78%

1.56%

20.08.2013
18.09.2013

12.11.2013

25.81

0.000

0.000

0.002

1.75%

02.10.2013

25.97
47.57

47.18

47.43

-0.104 -0.133 -0.159

0.002

2.10%

06.11.2013

122.84

100.31

69.20

47.73

0.000

0.000 -0.004 -0.005 0.013

0.100

0.160 -0.747

0.001

Energy

22.47

40.07

40.65

41.24

41.84

-0.251 -0.216 -0.178 -0.123

0.006

0.005

0.004

0.002

Information Technology

28.33

1.31%

02.10.2013

36.82

35.93

35.37

36.31

-0.115 -0.142 -0.164 -0.169

0.002

0.004

0.006

0.004

BC UN Equity

BRUNSWICK CORP

Consumer Discretionary

39.21

0.13%

15.11.2013

34.82

36.00

37.10

38.08

-0.137 -0.146 -0.151 -0.149

0.006

0.004

0.003

0.001

BCO UN Equity

BRINK'S CO/THE

Industrials

27.56

1.45%

12.11.2013

23.99

24.73

25.96

29.45

-0.159 -0.176 -0.181 -0.151

0.001

0.003

0.005

0.003

BCOR UW Equity BLUCORA INC

Information Technology

20.90

29.91

29.30

30.00

-0.244 -0.201 -0.157

0.006

0.006

0.006

BCPC UW Equity BALCHEM CORP

Materials

52.77

0.45%

13.12.2013

25.52

27.09

28.37

28.34

-0.073 -0.145 -0.192 -0.147

0.000 -0.001 -0.002 0.001

BDC UN Equity

BELDEN INC

Information Technology

57.46

28.71

28.43

28.42

29.52

-0.291 -0.273 -0.253 -0.183

0.010

0.011

0.011

BEAV UW Equity

B/E AEROSPACE INC

21.48

22.44

23.41

-0.228 -0.257 -0.251

0.004

0.006

0.006

0.35%

17.09.2013

Industrials

71.21

Information Technology

17.02

1.65%

15.01.2014

BFS UN Equity

SAUL CENTERS INC

Financials

16.10.2013

BGC UN Equity

GENERAL CABLE CORP

45.90

3.14%

Industrials

31.69

0.57%

31.22

33.16

34.69

-0.227 -0.209 -0.176 -0.121

0.009

0.007

0.005

BGFV UW Equity BIG 5 SPORTING GOODS CORP

Consumer Discretionary

19.90

2.01%

29.11.2013

42.31

40.98

40.63

-0.471 -0.071 0.180

0.010

0.015

0.013

BGG UN Equity

BRIGGS & STRATTON

Industrials

19.77

2.53%

20.08.2013

31.33

32.86

33.28

-0.108 -0.115 -0.116

0.003

0.004

0.004

BGS UN Equity

B&G FOODS INC

Consumer Staples

35.15

3.61%

30.12.2013

22.08

21.92

22.18

BH UN Equity

BIGLARI HOLDINGS INC

Consumer Discretionary

428.47

BHE UN Equity

BENCHMARK ELECTRONICS INC

Information Technology

22.30

25.60

26.49

27.26

BID UN Equity

SOTHEBY'S

Consumer Discretionary

BIG UN Equity

BIG LOTS INC

Consumer Discretionary

BIO UN Equity

BIO-RAD LABORATORIES-A

Health Care

BJRI UW Equity

BJ'S RESTAURANTS INC

BKE UN Equity
BKH UN Equity

0.89%

03.12.2013

24.57

0.000 -0.196 -0.296 -0.121

0.000

0.006

0.008

-0.110 -0.113 -0.120

0.002

0.001

0.001

0.001

0.007

0.002

0.000

29.70

28.99

28.90

30.36

31.77

-0.353 -0.293 -0.236 -0.179 -0.134

0.009

0.007

0.005

0.002

0.001

36.24

34.33

31.73

30.04

30.83

30.17

-0.309 -0.315 -0.282 -0.158 -0.129

0.008

0.009

0.008

0.002

0.001

123.40

24.01

22.90

21.89

21.59

-0.202 -0.266 -0.318 -0.289

0.004

0.007

0.008

0.006

Consumer Discretionary

31.18

30.75

28.89

28.12

-0.046 -0.085 -0.116

-0.001 0.007

0.010

BUCKLE INC/THE

Consumer Discretionary

54.82

1.46%

15.10.2013

29.80

30.90

31.66

31.39

-0.324 -0.280 -0.222 -0.135

0.012

0.007

0.002

0.000

BLACK HILLS CORP

Utilities

54.04

2.85%

15.11.2013

20.16

20.68

21.30

22.77

-0.098 -0.127 -0.151 -0.170

0.002

0.003

0.004

0.003

Materials
Financials

37.30
6.31

0.97%
1.90%

15.11.2013
13.11.2013

8.19
41.28

8.19
41.28

8.19
41.28

40.54

0.000
0.000

0.000
0.000

0.000
0.000

0.000
0.000

0.000

BKI UN Equity
BUCKEYE TECHNOLOGIES INC
BKMU UW Equity BANK MUTUAL CORP

44.91

35.41

0.001

0.004

BBOX UW Equity BLACK BOX CORP

BELFB UW Equity BEL FUSE INC-CL B

0.001

0.001

Materials

ASNA UW Equity ASCENA RETAIL GROUP INC

31.06

0.001

0.000
0.000

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

0.000
0.000

0.045

07.08.2013

Option Implied Volatility Skew Parameters by Terms:


IVt = atx + btx2 + ct

At The Money Implied Volatilities by Terms

S&P 1000 Index

Ticker

Name

BKS UN Equity
BARNES & NOBLE INC
BLKB UW Equity BLACKBAUD INC
BMI UN Equity
BADGER METER INC
BMR UN Equity
BIOMED REALTY TRUST INC
BOBE UW Equity BOB EVANS FARMS
BOH UN Equity
BANK OF HAWAII CORP
BPFH UW Equity BOSTON PRIVATE FINL HOLDING
BR UN Equity
BROADRIDGE FINANCIAL SOLUTIO
BRC UN Equity
BRADY CORPORATION - CL A
BRE UN Equity
BRE PROPERTIES INC
BRKL UW Equity BROOKLINE BANCORP INC
BRKS UW Equity BROOKS AUTOMATION INC
BRLI UW Equity BIO-REFERENCE LABS INC
BRO UN Equity
BROWN & BROWN INC
BRS UN Equity
BRISTOW GROUP INC
BTH UN Equity
BLYTH INC
BWLD UW Equity BUFFALO WILD WINGS INC
BWS UN Equity
BROWN SHOE COMPANY INC
BXS UN Equity
BANCORPSOUTH INC
BYD UN Equity
BOYD GAMING CORP
BYI UN Equity
BALLY TECHNOLOGIES INC
CAB UN Equity
CABELA'S INC
CACI UN Equity
CACI INTERNATIONAL INC -CL A
CAKE UW Equity CHEESECAKE FACTORY INC/THE
CALM UW Equity CAL-MAINE FOODS INC
CAMP UW Equity CALAMP CORP
CAS UN Equity
CASTLE (A.M.) & CO
CASY UW Equity CASEY'S GENERAL STORES INC
CATM UW Equity CARDTRONICS INC
CATO UN Equity CATO CORP-CLASS A
CATY UW Equity CATHAY GENERAL BANCORP
CBB UN Equity
CINCINNATI BELL INC
CBEY UW Equity CBEYOND INC
CBK UN Equity
CHRISTOPHER & BANKS CORP
CBM UN Equity
CAMBREX CORP
CBOE UW Equity CBOE HOLDINGS INC
CBR UN Equity
CIBER INC
CBRL UW Equity CRACKER BARREL OLD COUNTRY
CBSH UW Equity COMMERCE BANCSHARES INC
CBST UW Equity CUBIST PHARMACEUTICALS INC
CBT UN Equity
CABOT CORP
CBU UN Equity
COMMUNITY BANK SYSTEM INC
CCC UN Equity
CALGON CARBON CORP
CCMP UW Equity CABOT MICROELECTRONICS CORP
CCRN UW Equity CROSS COUNTRY HEALTHCARE INC
CDI UN Equity
CDI CORP
CDNS UW Equity CADENCE DESIGN SYS INC
CDR UN Equity
CEDAR REALTY TRUST INC
CEB UN Equity
CORPORATE EXECUTIVE BOARD CO
CEC UN Equity
CEC ENTERTAINMENT INC
CECO UW Equity CAREER EDUCATION CORP
CENTA UW Equity CENTRAL GARDEN AND PET CO-A
CENX UW Equity CENTURY ALUMINUM COMPANY
CEVA UW Equity CEVA INC
CFR UN Equity
CULLEN/FROST BANKERS INC
CGNX UW Equity COGNEX CORP
CGX UN Equity
CONSOLIDATED GRAPHICS INC
CHCO UW Equity CITY HOLDING CO
CHD UN Equity
CHURCH & DWIGHT CO INC
CHE UN Equity
CHEMED CORP
CHS UN Equity
CHICO'S FAS INC
CIEN UW Equity CIENA CORP
CIR UN Equity
CIRCOR INTERNATIONAL INC
CJES UN Equity C&J ENERGY SERVICES INC
CKH UN Equity
SEACOR HOLDINGS INC
CKP UN Equity
CHECKPOINT SYSTEMS INC
CLC UN Equity
CLARCOR INC
CLD UN Equity
CLOUD PEAK ENERGY INC
CLGX UN Equity CORELOGIC INC
CLH UN Equity
CLEAN HARBORS INC
CLI UN Equity
MACK-CALI REALTY CORP
CLMS UW Equity CALAMOS ASSET MANAGEMENT-A
CLP UN Equity
COLONIAL PROPERTIES TRUST
CLW UN Equity
CLEARWATER PAPER CORP
CMC UN Equity
COMMERCIAL METALS CO
CMN UN Equity
CANTEL MEDICAL CORP
CMP UN Equity
COMPASS MINERALS INTERNATION
CMTL UW Equity COMTECH TELECOMMUNICATIONS
CNC UN Equity
CENTENE CORP
CNK UN Equity
CINEMARK HOLDINGS INC
CNL UN Equity
CLECO CORPORATION
CNMD UW Equity CONMED CORP
CNQR UW Equity CONCUR TECHNOLOGIES INC
CNW UN Equity CON-WAY INC
COCO UW Equity CORINTHIAN COLLEGES INC
COHR UW Equity COHERENT INC
COHU UW Equity COHU INC
COLB UW Equity COLUMBIA BANKING SYSTEM INC
COO UN Equity
COOPER COS INC/THE
COR UN Equity
CORESITE REALTY CORP
CPLA UW Equity CAPELLA EDUCATION CO
CPRT UW Equity COPART INC
CPSI UW Equity COMPUTER PROGRAMS & SYSTEMS
CPT UN Equity
CAMDEN PROPERTY TRUST
CPWR UW Equity COMPUWARE CORP
CR UN Equity
CRANE CO
CREE UW Equity CREE INC
CRI UN Equity
CARTER'S INC
CRK UN Equity
COMSTOCK RESOURCES INC
CRL UN Equity
CHARLES RIVER LABORATORIES
CROX UW Equity CROCS INC
CRR UN Equity
CARBO CERAMICS INC
CRS UN Equity
CARPENTER TECHNOLOGY
CRUS UW Equity CIRRUS LOGIC INC
CRVL UW Equity CORVEL CORP
CRY UN Equity
CRYOLIFE INC
CRZO UW Equity CARRIZO OIL & GAS INC
CSGS UW Equity CSG SYSTEMS INTL INC
CSH UN Equity
CASH AMERICA INTL INC
CSL UN Equity
CARLISLE COS INC
CST UN Equity
CST BRANDS INC
CTS UN Equity
CTS CORP
CUB UN Equity
CUBIC CORP
CUZ UN Equity
COUSINS PROPERTIES INC
CVBF UW Equity CVB FINANCIAL CORP
CVD UN Equity
COVANCE INC
CVG UN Equity
CONVERGYS CORP
CVGW UW Equity CALAVO GROWERS INC
CVLT UW Equity COMMVAULT SYSTEMS INC
CW UN Equity
CURTISS-WRIGHT CORP
CXW UN Equity
CORRECTIONS CORP OF AMERICA
CY UW Equity
CYPRESS SEMICONDUCTOR CORP
CYBX UW Equity CYBERONICS INC
CYH UN Equity
COMMUNITY HEALTH SYSTEMS INC
CYN UN Equity
CITY NATIONAL CORP
CYNO UW Equity CYNOSURE INC-A

GICS_SECTOR_NAME

ATM Ref

Consumer Discretionary
18.10
Information Technology
34.65
Information Technology
48.15
Financials
20.25
Consumer Discretionary
50.47
Financials
55.68
Financials
11.35
Information Technology
29.19
Industrials
35.01
Financials
50.62
Financials
10.00
Information Technology
9.85
Health Care
26.00
Financials
33.27
Energy
67.10
Consumer Discretionary
11.47
Consumer Discretionary
106.90
Consumer Discretionary
23.43
Financials
20.03
Consumer Discretionary
12.00
Consumer Discretionary
73.02
Consumer Discretionary
71.14
Information Technology
67.41
Consumer Discretionary
42.88
Consumer Staples
50.58
Information Technology
15.77
Materials
16.38
Consumer Staples
66.48
Information Technology
34.29
Consumer Discretionary
28.46
Financials
24.38
Telecommunication Services 3.40
Telecommunication Services 6.94
Consumer Discretionary
6.89
Health Care
14.27
Financials
47.60
Information Technology
3.77
Consumer Discretionary
99.05
Financials
45.86
Health Care
62.99
Materials
39.43
Financials
34.24
Materials
18.05
Information Technology
36.62
Health Care
5.83
Industrials
15.84
Information Technology
14.50
Financials
5.45
Industrials
67.86
Consumer Discretionary
43.05
Consumer Discretionary
3.49
Consumer Staples
7.71
Materials
8.05
Information Technology
17.85
Financials
72.06
Information Technology
55.18
Industrials
54.90
Financials
44.37
Consumer Staples
62.75
Health Care
72.53
Consumer Discretionary
16.54
Information Technology
22.45
Industrials
58.34
Energy
21.44
Energy
86.72
Information Technology
15.78
Industrials
55.29
Energy
16.36
Information Technology
28.53
Industrials
57.08
Financials
23.41
Financials
10.78
Financials
23.43
Materials
48.89
Materials
15.61
Health Care
27.20
Materials
75.28
Information Technology
27.12
Health Care
57.88
Consumer Discretionary
31.03
Utilities
48.37
Health Care
32.91
Information Technology
99.80
Industrials
44.03
Consumer Discretionary
2.46
Information Technology
57.78
Information Technology
11.52
Financials
24.94
Health Care
130.15
Financials
34.48
Consumer Discretionary
54.41
Industrials
32.80
Health Care
56.65
Financials
69.41
Information Technology
11.39
Industrials
60.83
Information Technology
72.52
Consumer Discretionary
72.05
Energy
16.68
Health Care
47.24
Consumer Discretionary
14.18
Energy
85.09
Materials
53.69
Information Technology
20.04
Health Care
36.00
Health Care
7.06
Energy
32.29
Information Technology
23.74
Financials
41.10
Industrials
68.28
Consumer Discretionary
32.85
Information Technology
14.56
Industrials
51.60
Financials
10.46
Financials
13.40
Health Care
83.47
Information Technology
19.32
Consumer Staples
27.57
Information Technology
88.51
Industrials
43.13
Financials
32.66
Information Technology
12.79
Health Care
53.43
Health Care
45.07
Financials
70.03
Health Care
25.98

Dividend
Yield

Next ExDividend
Date

1.44%
1.50%
4.79%
2.46%
3.23%
1.85%
2.60%
2.23%
3.16%
3.40%
3.25%

29.11.2013
30.08.2013
27.09.2013
06.09.2013
27.11.2013
15.11.2013
13.09.2013
09.10.2013
13.12.2013
06.11.2013
04.09.2013

1.14%
1.56%
2.18%

04.11.2013
27.11.2013
01.10.2013

1.20%
0.60%

18.09.2013
11.09.2013

1.33%
1.71%

04.11.2013
20.11.2013

1.22%
1.11%

05.11.2013
31.10.2013

2.67%
0.66%

12.09.2013
29.08.2013

3.08%

04.07.2014

1.51%

04.12.2013

3.08%
1.96%

16.10.2013
27.11.2013

2.21%
3.27%

27.11.2013
13.09.2013

3.28%

05.11.2013

3.67%
1.46%
2.44%

06.11.2013
13.12.2013
26.11.2013

2.80%

29.11.2013
28.08.2013

3.38%
1.88%
1.10%
1.39%

16.10.2013
14.11.2013
15.11.2013
05.12.2013

0.26%

13.11.2013

1.09%

09.10.2013

5.13%
4.82%
0.90%

03.10.2013
21.11.2013
07.11.2013

3.07%
0.20%
3.07%
4.06%

07.11.2013
15.01.2014
30.08.2013
21.10.2013

2.71%
2.25%
1.82%

21.08.2013
07.11.2013
11.09.2013

0.91%

15.11.2013

2.08%
1.92%
0.09%
3.57%

22.11.2013
04.11.2013
16.01.2014
25.09.2013

3.87%
3.75%
4.39%
1.97%

05.11.2013
27.09.2013
30.08.2013
27.11.2013

0.91%
3.00%

28.08.2013
28.08.2013

1.43%
1.36%

31.10.2013
30.08.2013

1.59%

11.09.2013

0.34%
1.29%

28.10.2013
13.11.2013

0.96%
0.50%
1.96%
2.99%

02.10.2013
22.08.2013
06.12.2013
30.09.2013

1.24%
2.36%

18.12.2013
27.11.2013

0.95%
5.88%
3.44%

02.10.2013
09.09.2013
31.12.2013

1.64%

30.10.2013

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
51.99
22.27
31.18
18.10
27.17
16.40
29.73
16.60
20.91
18.86
24.96
34.61
41.98
19.16
20.60
55.68
22.79
39.23
20.01
46.04
27.02
25.82
24.94
18.60
22.52
37.84
37.47
27.32
23.56
29.94
27.60
74.74
34.76
66.46
33.99
23.86
59.52
24.28
18.91
37.63
26.13
21.76
24.83
29.56
49.42
35.21
22.52
36.50
24.13
24.15
73.87
44.46
50.00
35.86
15.88
24.10
38.71
21.09
14.67
31.89
37.45
52.02
24.81
27.69
30.87
41.83
23.40
36.10
30.96
35.03
22.00
33.88
23.72
21.03
24.47
27.35
28.65
21.77
30.01
18.10
15.37
22.46
24.73
30.82
86.17
39.94
64.00
29.61
30.27
30.12
32.74
27.73
25.53
16.90
39.33
18.99
48.07
20.80
36.32
26.09
29.08
32.08
26.33
41.98

50.93
23.37
32.92
17.68
27.03
16.97
29.84
16.64
20.91
21.30
23.46
35.56
41.72
19.50
21.81
61.10
25.64
38.24
22.15
47.24
26.08
28.37
24.95
18.99
23.27
40.58
36.48
27.68
24.21
29.94
28.01
74.74
38.50
61.33
33.45
23.14
59.52
24.26
18.91
37.92
27.17
21.52
24.96
26.65
49.42
33.47
24.27
36.50
24.35
24.64
71.43
44.74
50.86
35.84
16.04
26.52
38.92
21.20
14.01
31.67
35.11
48.81
25.37
29.33
21.02
39.67
23.16
36.13
30.56
32.77
24.50
34.17
21.50
21.40
25.07
27.43
27.43
26.97
32.09
19.04
15.36
23.14
27.14
32.56
81.54
35.95
63.25
27.23
28.46
30.17
34.13
28.41
26.79
17.19
40.51
19.84
47.47
22.23
37.76
26.16
31.03
33.65
27.02
44.84

49.71
24.28
34.45
17.45
26.67
17.23
29.95
16.84
20.91
21.92
22.42
35.72
41.28
19.77
22.98
65.30
27.76
37.38
23.32
48.53
25.26
30.63
25.05
19.72
23.82
42.75
35.60
26.90
25.31
29.63
28.41
74.74
41.44
56.61
33.21
22.73
59.52
24.28
18.91
38.22
28.24
21.29
25.45
24.88
49.42
32.21
25.51
35.81
24.31
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68.29
44.72
51.47
35.66
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13.85
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33.15
46.34
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31.24
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32.36
36.82
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20.75
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43.32
38.80
31.30
28.90
23.25
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31.87
21.17
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Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

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0.001
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0.003
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07.08.2013

Ticker

S&P 1000 Index

CYT UN Equity

Name
CYTEC INDUSTRIES INC

GICS_SECTOR_NAME

ATM2 Ref

Dividend
Yield

Next ExDividend
Date

At The Money Implied Volatilities by Terms

Option Implied Volatility Skew Parameters by Terms:


2
IVt = atx + btx + ct

ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

Materials

79.45

0.53%

08.11.2013

21.38

22.61

23.73

-0.082 -0.170 -0.212 -0.159

0.001

0.006

0.008

DAKT UW Equity DAKTRONICS INC

Information Technology

11.23

2.18%

10.12.2013

38.25

34.84

31.92

-0.104 -0.169 -0.221

0.000

0.000

0.000

DAR UN Equity

DARLING INTERNATIONAL INC

Consumer Staples

20.89

22.87

23.10

23.50

24.54

-0.115 -0.071 -0.060

0.000

0.000

0.000

DBD UN Equity

DIEBOLD INC

Information Technology

DCI UN Equity

DONALDSON CO INC

0.003

31.31

3.70%

20.12.2013

24.62

25.30

25.86

25.84

0.019 -0.091 -0.161 -0.097

0.000

0.002

0.004

0.003

Industrials

36.88

1.41%

04.12.2013

23.67

22.68

21.83

21.59

0.000 -0.043 -0.095 -0.163

0.000

0.000

0.000

0.003

DCOM UW Equity DIME COMMUNITY BANCSHARES

Financials

17.49

2.40%

07.11.2013

106.42

83.08

55.81

34.31

0.000

0.000

0.001

0.000

0.008

DDD UN Equity

Information Technology

46.30

46.53

48.94

50.73

50.40

52.35

-0.109 -0.105 -0.096 -0.070 -0.065

0.002

0.002

0.002

0.001

0.000

DECK UW Equity DECKERS OUTDOOR CORP

Consumer Discretionary

58.34

36.07

35.78

37.29

39.41

41.71

-0.120 -0.132 -0.138 -0.130 -0.123

0.006

0.004

0.002

0.001

0.000

DEL UN Equity

DELTIC TIMBER CORP

Materials

62.19

DF UN Equity

DEAN FOODS CO

Consumer Staples

11.26

33.54

33.13

33.03

33.76

33.93

-0.404 -0.294 -0.184 -0.115 -0.142

0.013

0.009

0.004

0.002

0.001

DGII UW Equity

DIGI INTERNATIONAL INC

Information Technology

9.70

30.80

30.80

30.80

32.36

0.000

0.000

0.000

0.000

0.000

0.000

DGIT UW Equity

DIGITAL GENERATION INC

Consumer Discretionary

8.16

49.24

51.26

52.80

52.00

0.000 -0.110 -0.192 -0.156

0.000

0.001

0.002

0.001

DHX UN Equity

DICE HOLDINGS INC

Information Technology

8.67

38.58

38.60

38.62

40.84

-0.056 -0.056 -0.056 -0.092

0.000

0.000

0.000

0.000

DIN UN Equity

DINEEQUITY INC

Consumer Discretionary

71.23

21.82

23.00

24.31

26.25

-0.309 -0.272 -0.242 -0.154

0.015

0.010

0.006

0.004

DIOD UW Equity

DIODES INC

Information Technology

27.56

36.28

35.85

35.48

35.36

-0.025 -0.094 -0.157 -0.192

0.000

0.002

0.003

0.003

DKS UN Equity

DICK'S SPORTING GOODS INC

Consumer Discretionary

52.62

0.95%

03.09.2013

27.86

26.79

25.81

25.42

-0.334 -0.280 -0.225 -0.176 -0.141

0.009

0.007

0.005

0.002

0.001

DLX UN Equity

DELUXE CORP

Industrials

42.52

2.35%

21.11.2013

23.82

25.03

26.12

-0.388 -0.279 -0.191

0.015

0.010

0.005

DMND UW Equity DIAMOND FOODS INC

Consumer Staples

21.29

38.07

41.07

42.88

40.80

-0.299 -0.267 -0.241 -0.151 -0.060

0.017

0.010

0.005

0.003

0.001

DORM UW Equity DORMAN PRODUCTS INC

Consumer Discretionary

48.84

31.06

31.53

31.86

31.94

-0.216 -0.177 -0.142 -0.137

0.007

0.006

0.004

0.002

DPZ UN Equity

DOMINO'S PIZZA INC

Consumer Discretionary

62.95

23.66

24.74

25.66

26.13

-0.374 -0.309 -0.237 -0.128 -0.130

0.013

0.009

0.006

0.002

DRC UN Equity

DRESSER-RAND GROUP INC

Energy

61.45

DRE UN Equity

DUKE REALTY CORP

Financials

DRH UN Equity

DIAMONDROCK HOSPITALITY CO

Financials

DRIV UW Equity

DIGITAL RIVER INC

Information Technology

DRQ UN Equity

DRIL-QUIP INC

Energy

3D SYSTEMS CORP

0.64%

4.21%

0.077

0.106 -0.269

03.12.2013

11.12.2013

26.44
41.79
27.26

0.000

0.000

1.37%

11.12.2013

27.93

28.89

29.74

30.10

0.009 -0.031 -0.066 -0.082

0.010

0.007

0.004

0.002

15.87

4.28%

14.11.2013

21.56

21.23

21.20

22.46

0.000

0.022 -0.033

0.000

0.000

0.000

0.001

9.82

3.67%

04.09.2013

0.019

27.62

27.99

28.27

28.16

0.000 -0.093 -0.161 -0.135

0.000

0.003

0.004

0.004

17.55

32.58

35.23

37.52

38.79

-0.024 -0.061 -0.086 -0.075

0.000

0.001

0.002

0.001

101.09

20.43

21.69

22.74

22.95

-0.205 -0.201 -0.197 -0.191

0.005

0.005

0.005

0.004

44.98

45.12

45.01

0.000

0.000

0.000

0.000

15.79

15.28

14.84

15.13

-0.067 -0.132 -0.172 -0.104

0.000

0.002

0.003

0.004

42.05

41.55

41.01

40.35

-0.118 -0.103 -0.087 -0.066

0.006

0.004

0.003

0.001

58.75

58.00

55.28

46.05

-0.148 -0.177 -0.176 -0.097

0.003

0.002

0.002

0.001

-0.168 -0.253 -0.278

0.002

0.004

0.005

DSPG UW Equity DSP GROUP INC

Information Technology

7.25

DST UN Equity

DST SYSTEMS INC

Information Technology

72.62

DTSI UW Equity

DTS INC

Information Technology

23.16

DV UN Equity

DEVRY INC

Consumer Discretionary

31.84

DW UN Equity

DREW INDUSTRIES INC

Consumer Discretionary

43.39

24.86

25.04

25.28

DWA UW Equity

DREAMWORKS ANIMATION SKG-A

Consumer Discretionary

27.56

31.71

33.93

35.93

37.41

-0.212 -0.201 -0.181 -0.141

0.011

0.007

0.004

0.002

DXPE UW Equity DXP ENTERPRISES INC

Industrials

68.70

30.32

30.13

30.11

31.18

-0.088 -0.106 -0.100 0.024

0.001

0.001

0.001

0.000

DY UN Equity

DYCOM INDUSTRIES INC

Industrials

26.64

32.69

33.17

33.51

33.11

-0.292 -0.255 -0.213 -0.131

0.013

0.009

0.005

0.001

EAT UN Equity

BRINKER INTERNATIONAL INC

Consumer Discretionary

42.42

2.17%

11.09.2013

24.78

24.78

25.07

-0.208 -0.171 -0.129

0.008

0.006

0.004

EBIX UW Equity

EBIX INC

Information Technology

10.91

2.93%

15.08.2013

106.10

102.54

97.64

83.85

-0.865 -0.696 -0.519 -0.331

0.005

0.004

0.003

0.003

EBS UN Equity

EMERGENT BIOSOLUTIONS INC

1.69%

08.11.2013

1.19%

29.11.2013

0.000

0.000

Health Care

18.18

35.92

36.06

36.00

35.18

-0.186 -0.243 -0.279 -0.173

0.006

0.009

0.011

0.007

ECPG UW Equity ENCORE CAPITAL GROUP INC

Financials

39.96

31.81

31.28

30.97

31.90

-0.352 -0.289 -0.208 -0.110

0.015

0.013

0.009

0.003

EE UN Equity

EL PASO ELECTRIC CO

Utilities

37.77

19.58

19.54

19.51

19.59

-0.042 -0.042 -0.042 -0.062

0.000

0.000

0.000

0.001

EFII UW Equity

ELECTRONICS FOR IMAGING

Information Technology

30.04

26.06

30.28

30.74

0.000 -0.075 -0.129

0.000

0.002

0.005

EGL UN Equity

ENGILITY HOLDINGS INC

Industrials

34.15

EGN UN Equity

ENERGEN CORP

25.44

25.34

25.57

-0.172 -0.144 -0.131

0.004

0.003

0.002

29.14

29.12

29.87

-0.057 -0.057 -0.106

0.000

0.000

0.003

16.51

16.25

15.99

16.09

0.000 -0.124 -0.227 -0.257

0.000

0.003

0.005

0.005

40.46

41.44

42.18

41.85

-0.120 -0.107 -0.102 -0.120

0.004

0.003

0.002

0.001

-0.124 -0.124 -0.124

0.005

0.005

0.005

0.064 -0.052 -0.144 -0.139

0.000

0.004

0.008

-0.459 -0.401 -0.334

0.015

0.008

0.002

-0.072 -0.041 -0.036 -0.079 -0.080

0.002

0.002

0.001

0.000

2.90%

10.12.2013

Energy

64.59

EGOV UW Equity NIC INC

Information Technology

23.20

EGP UN Equity

Financials

60.71

EHTH UW Equity EHEALTH INC

Financials

29.43

EIG UN Equity

EMPLOYERS HOLDINGS INC

Financials

26.44

0.91%

12.08.2013

28.51

28.51

28.51

ELY UN Equity

CALLAWAY GOLF COMPANY

Consumer Discretionary

7.54

0.53%

20.11.2013

35.59

33.45

31.30

EME UN Equity

EMCOR GROUP INC

0.63%

16.10.2013

23.08

21.80

22.26

32.58

32.48

32.92

34.14

22.49

24.16

25.24

24.66

-0.300 -0.263 -0.218 -0.166

0.011

0.008

0.005

0.003

25.54

25.62

25.81

26.39

-0.129 -0.117 -0.113 -0.145

0.007

0.005

0.002

0.001

EASTGROUP PROPERTIES INC

0.91%

15.11.2013

3.62%

18.09.2013

30.82

0.006

Industrials

41.04

ENDP UW Equity ENDO HEALTH SOLUTIONS INC

Health Care

37.47

ENR UN Equity

ENERGIZER HOLDINGS INC

Consumer Staples

101.10

1.68%

ENS UN Equity

ENERSYS

Industrials

53.11

0.24%

ENSG UW Equity ENSIGN GROUP INC/THE

Health Care

39.04

0.70%

25.03

25.58

26.21

26.82

-0.217 -0.258 -0.286 -0.251

0.004

0.003

0.003

0.002

ENTR UW Equity ENTROPIC COMMUNICATIONS INC

Information Technology

3.76

40.33

45.03

48.58

48.95

0.000 -0.056 -0.102 -0.144

0.000

0.002

0.002

0.001

EPAY UW Equity

BOTTOMLINE TECHNOLOGIES (DE)

Information Technology

30.11

46.30

43.25

40.24

36.66

-0.238 -0.191 -0.146 -0.119

0.004

0.005

0.006

0.004

EPIQ UW Equity

EPIQ SYSTEMS INC

Information Technology

13.01

2.77%

05.11.2013

30.93

30.02

29.06

0.000

0.008 -0.033

0.000

0.000

0.001

EPR UN Equity

EPR PROPERTIES

Financials

51.50

6.41%

28.08.2013

21.26

20.81

20.25

-0.102 -0.145 -0.159

0.000

0.001

0.002

EQIX UW Equity

EQUINIX INC

Information Technology

28.01

30.00

31.48

31.66

-0.198 -0.185 -0.165 -0.111 -0.085

0.012

0.008

0.005

EQY UN Equity

EQUITY ONE INC

Financials

23.13

3.80%

11.09.2013

17.53

18.39

19.02

18.21

0.000

0.000 -0.001 -0.001 0.002

ERA UN Equity

ERA GROUP INC

Energy

24.87

54.77

52.99

51.02

48.09

-0.240 -0.208 -0.180 -0.190

0.005

0.004

0.004

0.002

ESE UN Equity

ESCO TECHNOLOGIES INC

Industrials

34.16

55.99

47.43

38.03

28.06

0.000 -0.138 -0.298 -0.312

0.000

0.001

0.003

0.008

ESI UN Equity

ITT EDUCATIONAL SERVICES INC

Consumer Discretionary

30.26

60.77

61.64

62.41

62.80

-0.117 -0.088 -0.075 -0.102 -0.097

0.003

0.003

0.002

0.001

ESIO UW Equity

ELECTRO SCIENTIFIC INDS INC

Information Technology

11.80

39.34

37.55

37.08

41.80

-0.123 -0.066 -0.039 -0.156

0.002

0.001

0.001

0.004

ESL UN Equity

ESTERLINE TECHNOLOGIES CORP

Industrials

82.66

26.67

27.08

27.44

27.45

0.061 -0.095 -0.217 -0.147

0.017

0.015

0.011

0.006

ESS UN Equity

ESSEX PROPERTY TRUST INC

Financials

157.87

3.18%

27.09.2013

18.13

18.47

18.48

-0.071 -0.163 -0.220

0.001

0.001

0.002

ETH UN Equity

ETHAN ALLEN INTERIORS INC

Consumer Discretionary

29.47

1.46%

06.12.2013

31.57

33.37

34.81

34.82

0.000 -0.215 -0.353 -0.249

0.000

0.002

0.002

0.004

EV UN Equity

EATON VANCE CORP

Financials

41.43

2.03%

30.10.2013

26.27

25.32

24.45

23.73

-0.081 -0.056 -0.066 -0.213

0.000

0.006

0.010

0.005

EVR UN Equity

EVERCORE PARTNERS INC-CL A

Financials

46.01

2.04%

27.11.2013

31.55

31.57

31.69

31.96

-0.084 -0.062 -0.052 -0.103

0.007

0.006

0.005

0.003

EWBC UW Equity EAST WEST BANCORP INC

Financials

31.52

1.62%

08.11.2013

20.22

21.52

21.93

0.000

0.000

0.000

0.000

0.000

0.000

EXAR UN Equity

EXAR CORP

Information Technology

12.89

31.65

32.34

32.48

0.000

0.030

0.034

0.000

0.000

0.001

EXH UN Equity

EXTERRAN HOLDINGS INC

Energy

29.73

30.81

32.04

33.07

-0.064 -0.156 -0.218 -0.191

0.001

0.002

0.003

EXLS UW Equity

EXLSERVICE HOLDINGS INC

Information Technology

28.46

36.94

36.94

36.94

0.000

0.000

0.000

0.000

0.000

EXP UN Equity

EAGLE MATERIALS INC

Materials

66.82

0.75%

38.49

38.91

38.97

-0.174 -0.226 -0.244

0.001

0.003

0.004

EXPO UW Equity EXPONENT INC

Industrials

25.79

25.93

26.19

26.64

-0.240 -0.222 -0.199 -0.149

0.003

0.004

0.005

0.003

EXR UN Equity

19.40

19.88

20.49

21.09

-0.177 -0.190 -0.196 -0.168

0.002

0.003

0.004

0.004

32.77

33.86

34.89

35.10

-0.357 -0.239 -0.131 -0.072

0.011

0.007

0.003

0.001

29.37

27.40

29.97

0.000

0.031 -0.029

0.000

0.000 -0.001

32.35

32.94

33.91

36.63

-0.073 -0.120 -0.154 -0.148

0.001

0.002

0.003

0.003

30.34

31.46

32.60

33.76

-0.007 -0.082 -0.151 -0.151

0.010

0.009

0.007

0.004

44.85

44.39

43.93

37.63

-0.589 -0.586 -0.583 -0.333

0.007

0.008

0.008

0.006

128.48

128.48

128.48

0.000

0.000

0.000

0.000

-0.087 -0.135 -0.187 -0.279

0.007

0.004

0.002

0.002

15.11.2013
30.09.2013

177.17

1.02%

04.10.2013

2.71%

23.08.2013

02.10.2013

34.34

32.71

62.56

34.12

0.039

0.000

0.048 -0.066

0.001

0.002

0.000

0.001

0.001

0.002

66.33

0.23%

Financials

43.40

3.73%

EZPW UW Equity EZCORP INC-CL A

Financials

17.95

FAF UN Equity

Financials

22.16

FARO UW Equity FARO TECHNOLOGIES INC

Information Technology

37.69

FBHS UN Equity

FORTUNE BRANDS HOME & SECURI

Industrials

40.00

FBP UN Equity

FIRST BANCORP PUERTO RICO

Financials

7.64

FCF UN Equity

FIRST COMMONWEALTH FINL CORP

Financials

7.53

FCFS UW Equity

FIRST CASH FINL SVCS INC

Financials

53.49

21.82

24.69

26.98

26.90

FCN UN Equity

FTI CONSULTING INC

Industrials

37.37

32.50

31.34

30.59

31.62

-0.303 -0.301 -0.293 -0.236 -0.141

0.006

0.008

0.009

0.003

FCS UN Equity

FAIRCHILD SEMICONDUCTOR INTE

Information Technology

12.25

32.61

34.74

36.41

36.55

-0.060 -0.112 -0.146 -0.128

0.005

0.005

0.004

0.002

FDS UN Equity

FACTSET RESEARCH SYSTEMS INC

Information Technology

110.28

1.31%

28.08.2013

26.88

26.16

25.41

24.31

-0.307 -0.280 -0.251 -0.198

0.013

0.010

0.007

0.004

FEIC UW Equity

FEI COMPANY

Information Technology

76.43

0.65%

07.10.2013

20.96

22.89

24.55

26.14

-0.189 -0.317 -0.388 -0.284

0.002

0.004

0.005

0.006

FELE UW Equity

FRANKLIN ELECTRIC CO INC

Industrials

37.43

0.85%

05.11.2013

33.14

31.74

29.60

0.000 -0.034 -0.097

0.000

0.000

0.002

FFBC UW Equity

FIRST FINANCIAL BANCORP

Financials

16.44

6.69%

27.11.2013

34.63

34.56

34.50

30.52

-0.215 -0.216 -0.216 -0.181

0.001

0.002

0.002

FFIN UW Equity

FIRST FINL BANKSHARES INC

Financials

61.01

1.72%

13.12.2013

23.89

25.24

26.11

-0.041 -0.114 -0.125

0.000

0.005

0.007

FHN UN Equity

FIRST HORIZON NATIONAL CORP

Financials

12.30

1.95%

18.12.2013

25.09

26.41

27.42

-0.050 -0.121 -0.168 -0.168

0.000

0.003

0.005

FICO UN Equity

FAIR ISAAC CORP

Information Technology

51.77

0.23%

10.09.2013

19.79

19.37

19.77

-0.163 -0.129 -0.134

0.006

0.008

0.008

FII UN Equity

FEDERATED INVESTORS INC-CL B

Financials

28.80

2.60%

08.11.2013

32.75

31.39

30.42

-0.248 -0.263 -0.255

0.004

0.006

0.006

FINL UW Equity

FINISH LINE/THE - CL A

Consumer Discretionary

22.19

1.35%

27.11.2013

24.58

28.74

31.80

32.29

-0.087 -0.144 -0.170 -0.115

0.002

0.003

0.004

0.002

FIRE UW Equity

SOURCEFIRE INC

Information Technology

75.49

4.40

4.34

4.41

4.81

0.000

0.000 -0.002 0.004

0.024

0.006

FIX UN Equity

COMFORT SYSTEMS USA INC

Industrials

16.13

1.36%

27.11.2013

29.65

29.65

30.29

FL UN Equity

FOOT LOCKER INC

Consumer Discretionary

35.63

2.36%

16.10.2013

30.94

29.50

28.06

0.002

0.001

FLO UN Equity

FLOWERS FOODS INC

Consumer Staples

23.74

1.92%

28.08.2013

27.62

25.77

24.29

FMBI UW Equity

FIRST MIDWEST BANCORP INC/IL

Financials

15.59

1.54%

25.09.2013

30.50

29.01

27.65

27.20

FMER UW Equity FIRSTMERIT CORP

Financials

22.61

2.83%

29.08.2013

23.11

22.70

22.09

20.68

FNB UN Equity

FNB CORP

Financials

12.84

3.74%

29.08.2013

18.73

20.05

21.28

22.42

FNF UN Equity

FIDELITY NATIONAL FINL-A

Financials

24.72

2.75%

16.12.2013

25.50

25.71

26.08

26.74

FNFG UW Equity FIRST NIAGARA FINANCIAL GRP

Financials

10.89

2.94%

30.10.2013

22.62

22.62

22.63

0.000

FNGN UW Equity FINANCIAL ENGINES INC

Financials

52.58

0.46%

11.12.2013

28.74

29.69

30.84

33.06

FNP UN Equity

FIFTH & PACIFIC COS INC

Consumer Discretionary

24.14

40.48

39.44

38.67

38.87

FOR UN Equity

FORESTAR GROUP INC

Financials

21.66

36.45

36.34

36.56

38.22

FORR UW Equity FORRESTER RESEARCH INC

Information Technology

34.98

19.54

20.33

21.03

21.43

FRAN UW Equity FRANCESCAS HOLDINGS CORP

Consumer Discretionary

49.19

FRED UW Equity FRED'S INC-CLASS A

Consumer Discretionary

FRT UN Equity

FEDERAL REALTY INVS TRUST

Financials

FSP UA Equity

FRANKLIN STREET PROPERTIES C

Financials

FSS UN Equity

FEDERAL SIGNAL CORP

Industrials

FST UN Equity

FOREST OIL CORP

Energy

5.04

FUL UN Equity

H.B. FULLER CO.

Materials

40.64

1.01%

FULT UW Equity

FULTON FINANCIAL CORP

Financials

12.71

FWRD UW Equity FORWARD AIR CORPORATION

Industrials

36.81

GB UN Equity

GREATBATCH INC

Health Care

37.38

GBCI UW Equity

GLACIER BANCORP INC

Financials

GCO UN Equity

GENESCO INC

GEF UN Equity
GEO UN Equity

EXTRA SPACE STORAGE INC


FIRST AMERICAN FINANCIAL

2.17%

18.09.2013
30.09.2013

0.25%
3.19%

06.11.2013

27.11

27.35

1.72%

02.12.2013

53.03

51.40

49.92

17.09

1.52%

04.09.2013

31.52

28.75

26.85

103.87

3.00%

03.01.2014

19.71

19.93

20.37

20.67

13.10

5.80%

23.10.2013

27.62

26.23

25.03

24.91

9.49

1.05%

11.09.2013

39.13

42.22

44.06

41.74

62.42

61.71

60.92

59.68

08.10.2013

25.35

25.82

26.10

2.52%

03.10.2013

18.54

19.20

1.17%

25.11.2013

22.07

24.78

2.42%

11.10.2013

Consumer Discretionary

69.92

1.09%

GREIF INC-CL A

Materials

55.99

GEO GROUP INC/THE

Financials

34.55

GEOS UW Equity GEOSPACE TECHNOLOGIES CORP

Energy

72.14

GES UN Equity

GUESS? INC

Consumer Discretionary

GFF UN Equity

GRIFFON CORP

GGG UN Equity
GHL UN Equity
GIFI UW Equity

24.85

32.36

3.53
27.95

39.62

50.04

0.000

0.000

0.035 -0.119 -0.607 -0.230

0.001
0.005

-0.099 -0.076 -0.072

0.000

0.000

0.000

-0.201 -0.214 -0.220 -0.189 -0.137

0.000

0.002

0.003

-0.073 -0.157 -0.213

0.000

0.002

0.004

0.000 -0.005 -0.003 0.035

0.000

0.000

0.000

0.000

0.000 -0.113 -0.198 -0.113

0.000

0.001

0.003

0.005

0.000

0.000

0.000

0.000

0.000

0.000

-0.193 -0.262 -0.305 -0.230

0.003

0.006

0.008

0.005

0.000 -0.031

0.000

0.000

0.000

-0.275 -0.236 -0.197 -0.158

0.016

0.012

0.008

0.003

-0.136 -0.176 -0.188 -0.139 -0.097

0.003

0.005

0.005

0.002

-0.021 -0.067 -0.106 -0.128

0.000

0.002

0.004

0.002

0.000 -0.070 -0.122 -0.105

0.000

0.001

0.002

0.002

-0.173 -0.194 -0.206 -0.177 -0.175

0.002

0.000

0.000

0.000

0.005

0.004

0.003

0.004 -0.020

0.000

0.000

0.000

-0.305 -0.308 -0.303 -0.244

0.005

0.007

0.006

0.000

0.001

0.001

0.003

0.023 -0.037

0.000

0.000

0.001 -0.001

0.000 -0.139 -0.213 -0.136

0.000

0.003

0.005

0.004

0.042 -0.050 -0.131 -0.122 -0.061

0.001

0.003

0.004

0.001 -0.001

25.80

0.000 -0.082 -0.139 -0.105

0.000

0.001

0.002

0.004

19.94

21.09

0.000

0.000 -0.001 -0.001 0.002

22.07

22.07

22.07

-0.175 -0.174 -0.173 -0.172

21.35

22.64

23.62

24.21

20.55

21.83

23.04

10.10.2013

34.08

33.83

33.81

3.07%

16.09.2013

24.34

24.71

24.96

2.01%

19.08.2013

28.52

27.29

26.25

26.64

51.91

48.69

45.65

44.69

33.34

2.40%

03.09.2013

36.23

35.64

34.87

33.29

Industrials

11.78

0.85%

29.11.2013

37.20

36.18

36.08

GRACO INC

Industrials

72.52

1.48%

24.10.2013

20.80

21.80

22.75

GREENHILL & CO INC


GULF ISLAND FABRICATION INC

Financials
Energy

49.82
24.72

3.61%
1.21%

02.12.2013
14.11.2013

28.69
36.90

29.38
36.89

30.24
37.30

61.34

33.05

0.017

0.001

0.041

0.046 -0.063

0.017

0.017

0.017

0.016

-0.156 -0.106 -0.085 -0.172

0.001

0.000

0.000

0.002

0.370

-0.001 -0.003 -0.004

0.370

0.366

-0.256 -0.225 -0.203 -0.184

0.006

0.004

0.002

-0.213 -0.222 -0.225

0.003

0.006

0.007

0.075 -0.072 -0.186 -0.173

0.006

0.009

0.010

0.008

-0.125 -0.126 -0.120 -0.087

0.005

0.004

0.003

0.001

-0.317 -0.291 -0.261 -0.189 -0.150

0.007

0.005

0.003

0.002

-0.179 -0.148 -0.114

0.003

0.003

0.001

23.49

-0.143 -0.166 -0.179 -0.153

0.003

0.004

0.004

0.003

31.19

-0.061 -0.096 -0.124 -0.130


-0.140 -0.120 -0.120

0.001
0.007

0.002
0.006

0.003
0.004

0.003

34.61

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

0.002

0.001

07.08.2013

S&P 1000 Index

Ticker

Name

GK UW Equity
G & K SERVICES INC -CL A
GLT UN Equity
GLATFELTER
GMCR UW Equity GREEN MOUNTAIN COFFEE ROASTE
GMT UN Equity
GATX CORP
GNCMA UW EquityGENERAL COMMUNICATION INC-A
GNTX UW Equity GENTEX CORP
GOV UN Equity
GOVERNMENT PROPERTIES INCOME
GPI UN Equity
GROUP 1 AUTOMOTIVE INC
GPN UN Equity
GLOBAL PAYMENTS INC
GPOR UW Equity GULFPORT ENERGY CORP
GSM UW Equity GLOBE SPECIALTY METALS INC
GTAT UW Equity GT ADVANCED TECHNOLOGIES INC
GTIV UW Equity GENTIVA HEALTH SERVICES
GTY UN Equity
GETTY REALTY CORP
GVA UN Equity
GRANITE CONSTRUCTION INC
GWR UN Equity GENESEE & WYOMING INC-CL A
GXP UN Equity
GREAT PLAINS ENERGY INC
GY UN Equity
GENCORP INC
HAE UN Equity
HAEMONETICS CORP/MASS
HAFC UW Equity HANMI FINANCIAL CORPORATION
HAIN UW Equity HAIN CELESTIAL GROUP INC
HAYN UW Equity HAYNES INTERNATIONAL INC
HBHC UW Equity HANCOCK HOLDING CO
HBI UN Equity
HANESBRANDS INC
HCC UN Equity
HCC INSURANCE HOLDINGS INC
HCSG UW Equity HEALTHCARE SERVICES GROUP
HE UN Equity
HAWAIIAN ELECTRIC INDS
HELE UW Equity HELEN OF TROY LTD
HF UN Equity
HFF INC-CLASS A
HFC UN Equity
HOLLYFRONTIER CORP
HGR UN Equity
HANGER INC
HHS UN Equity
HARTE-HANKS INC
HI UN Equity
HILLENBRAND INC
HIBB UW Equity HIBBETT SPORTS INC
HII UN Equity
HUNTINGTON INGALLS INDUSTRIE
HITK UW Equity HI-TECH PHARMACAL CO INC
HITT UW Equity HITTITE MICROWAVE CORP
HIW UN Equity
HIGHWOODS PROPERTIES INC
HLIT UW Equity HARMONIC INC
HLX UN Equity
HELIX ENERGY SOLUTIONS GROUP
HMA UN Equity
HEALTH MGMT ASSOCIATES INC-A
HME UN Equity
HOME PROPERTIES INC
HMN UN Equity
HORACE MANN EDUCATORS
HMSY UW Equity HMS HOLDINGS CORP
HNI UN Equity
HNI CORP
HNT UN Equity
HEALTH NET INC
HOLX UW Equity HOLOGIC INC
HOMB UW Equity HOME BANCSHARES INC
HOS UN Equity
HORNBECK OFFSHORE SERVICES
HPT UN Equity
HOSPITALITY PROPERTIES TRUST
HPY UN Equity
HEARTLAND PAYMENT SYSTEMS IN
HR UN Equity
HEALTHCARE REALTY TRUST INC
HRC UN Equity
HILL-ROM HOLDINGS INC
HSC UN Equity
HARSCO CORP
HSH UN Equity
HILLSHIRE BRANDS CO
HSIC UW Equity HENRY SCHEIN INC
HSII UW Equity
HEIDRICK & STRUGGLES INTL
HSNI UW Equity HSN INC
HSTM UW Equity HEALTHSTREAM INC
HTLD UW Equity HEARTLAND EXPRESS INC
HTSI UN Equity
HARRIS TEETER SUPERMARKETS
HUB/B UN Equity HUBBELL INC -CL B
HUBG UW Equity HUB GROUP INC-CL A
HVT UN Equity
HAVERTY FURNITURE
HW UN Equity
HEADWATERS INC
HWAY UW Equity HEALTHWAYS INC
HWKN UW Equity HAWKINS INC
HZO UN Equity
MARINEMAX INC
IART UW Equity INTEGRA LIFESCIENCES HOLDING
IBKR UW Equity INTERACTIVE BROKERS GRO-CL A
IBOC UW Equity INTERNATIONAL BANCSHARES CRP
ICON UW Equity ICONIX BRAND GROUP INC
ICUI UW Equity
ICU MEDICAL INC
IDA UN Equity
IDACORP INC
IDCC UW Equity INTERDIGITAL INC
IDTI UW Equity
INTEGRATED DEVICE TECH INC
IDXX UW Equity IDEXX LABORATORIES INC
IEX UN Equity
IDEX CORP
IGTE UW Equity IGATE CORP
IILG UW Equity
INTERVAL LEISURE GROUP
IIVI UW Equity
II-VI INC
IM UN Equity
INGRAM MICRO INC-CL A
IN UN Equity
INTERMEC INC
INDB UW Equity INDEPENDENT BANK CORP/MA
INFA UW Equity INFORMATICA CORP
INGR UN Equity INGREDION INC
ININ UW Equity
INTERACTIVE INTELLIGENCE GRO
INT UN Equity
WORLD FUEL SERVICES CORP
IO UN Equity
ION GEOPHYSICAL CORP
IPAR UW Equity INTER PARFUMS INC
IPCC UW Equity INFINITY PROPERTY & CASUALTY
IPCM UW Equity IPC THE HOSPITALIST CO
IPHS UW Equity INNOPHOS HOLDINGS INC
IPI UN Equity
INTREPID POTASH INC
IPXL UW Equity
IMPAX LABORATORIES INC
IRBT UW Equity IROBOT CORP
IRC UN Equity
INLAND REAL ESTATE CORP
IRF UN Equity
INTL RECTIFIER CORP
ISCA UW Equity INTL SPEEDWAY CORP-CL A
ISIL UW Equity
INTERSIL CORP-A
IT UN Equity
GARTNER INC
ITG UN Equity
INVESTMENT TECHNOLOGY GROUP
ITRI UW Equity
ITRON INC
ITT UN Equity
ITT CORP
IVAC UW Equity INTEVAC INC
IVC UN Equity
INVACARE CORP
JACK UW Equity JACK IN THE BOX INC
JAH UN Equity
JARDEN CORP
JAKK UW Equity JAKKS PACIFIC INC
JBHT UW Equity HUNT (JB) TRANSPRT SVCS INC
JBLU UW Equity JETBLUE AIRWAYS CORP
JBT UN Equity
JOHN BEAN TECHNOLOGIES CORP
JCOM UW Equity J2 GLOBAL INC
JJSF UW Equity J & J SNACK FOODS CORP
JKHY UW Equity JACK HENRY & ASSOCIATES INC
JLL UN Equity
JONES LANG LASALLE INC
JNS UN Equity
JANUS CAPITAL GROUP INC
JOSB UW Equity JOS A BANK CLOTHIERS INC
JW/A UN Equity WILEY (JOHN) & SONS-CLASS A
KALU UW Equity KAISER ALUMINUM CORP
KAMN UN Equity KAMAN CORP
KBH UN Equity
KB HOME
KBR UN Equity
KBR INC
KDN UN Equity
KAYDON CORP
KELYA UW Equity KELLY SERVICES INC -A
KEX UN Equity
KIRBY CORP

GICS_SECTOR_NAME

ATM2 Ref

Industrials
53.34
Materials
27.88
Consumer Staples
81.32
Industrials
46.11
Telecommunication Services 9.43
Consumer Discretionary
22.77
Financials
24.50
Consumer Discretionary
77.17
Information Technology
48.46
Energy
55.64
Materials
12.05
Information Technology
5.47
Health Care
11.09
Financials
20.39
Industrials
30.93
Industrials
86.65
Utilities
24.15
Industrials
17.00
Health Care
42.81
Financials
17.46
Consumer Staples
74.24
Materials
48.44
Financials
33.47
Consumer Discretionary
62.93
Financials
44.19
Industrials
25.02
Utilities
26.48
Consumer Discretionary
42.34
Financials
21.79
Energy
45.92
Health Care
33.08
Consumer Discretionary
9.54
Consumer Discretionary
24.44
Consumer Discretionary
61.00
Industrials
63.19
Health Care
35.13
Information Technology
61.38
Financials
36.43
Information Technology
7.73
Energy
25.85
Health Care
13.27
Financials
61.93
Financials
28.23
Health Care
24.13
Industrials
38.55
Health Care
30.87
Health Care
22.58
Financials
27.37
Energy
57.54
Financials
28.42
Information Technology
39.05
Financials
24.80
Health Care
37.02
Industrials
26.45
Consumer Staples
34.32
Health Care
105.01
Industrials
15.59
Consumer Discretionary
61.77
Health Care
33.39
Industrials
14.43
Consumer Staples
49.29
Industrials
108.54
Industrials
38.69
Consumer Discretionary
27.23
Materials
8.78
Health Care
17.51
Materials
40.87
Consumer Discretionary
12.03
Health Care
38.00
Financials
16.74
Financials
24.49
Consumer Discretionary
34.10
Health Care
71.52
Utilities
52.72
Information Technology
36.00
Information Technology
8.57
Health Care
97.49
Industrials
61.15
Information Technology
23.56
Consumer Discretionary
21.87
Industrials
18.18
Information Technology
23.04
Information Technology
9.90
Financials
37.18
Information Technology
38.01
Consumer Staples
68.42
Information Technology
66.29
Energy
35.57
Energy
6.37
Consumer Staples
33.20
Financials
65.64
Health Care
51.35
Materials
50.28
Materials
11.51
Health Care
21.05
Consumer Discretionary
33.61
Financials
10.31
Information Technology
24.35
Consumer Discretionary
34.46
Information Technology
10.81
Information Technology
57.87
Financials
15.21
Information Technology
39.96
Industrials
34.15
Information Technology
6.54
Health Care
15.88
Consumer Discretionary
40.38
Consumer Discretionary
46.67
Consumer Discretionary
5.89
Industrials
75.95
Industrials
6.38
Industrials
23.92
Information Technology
46.96
Consumer Staples
81.17
Information Technology
49.65
Financials
89.49
Financials
9.52
Consumer Discretionary
40.76
Consumer Discretionary
45.64
Materials
65.49
Industrials
37.82
Consumer Discretionary
16.79
Industrials
30.98
Industrials
29.38
Industrials
19.67
Industrials
84.67

Dividend
Yield

Next ExDividend
Date

1.89%
1.43%

17.09.2013
04.10.2013

2.78%

13.12.2013

2.55%
7.02%
0.84%
0.17%

07.10.2013
24.10.2013
04.09.2013
15.11.2013

2.49%

30.08.2013

4.22%
1.68%

24.09.2013
30.09.2013

3.66%

27.11.2013

1.94%
2.87%
1.32%
1.63%
3.42%
4.98%

04.09.2013
05.12.2013
18.11.2013
03.10.2013
30.10.2013
15.08.2013

3.49%

10.09.2013

3.67%
3.22%

04.12.2013
16.09.2013

0.63%

28.08.2013

4.67%

14.11.2013

4.65%
2.98%

15.11.2013
19.09.2013

2.65%

19.11.2013

1.21%

12.11.2013

6.62%
0.79%
4.92%
1.49%
3.14%
1.92%

22.10.2013
22.11.2013
12.11.2013
11.09.2013
13.01.2014
29.08.2013

3.34%
1.23%

06.11.2013
02.12.2013

0.55%
1.22%
1.75%

25.09.2013
04.09.2013
12.12.2013

0.59%

23.08.2013

1.76%

19.03.2014

2.39%
1.88%

29.11.2013
27.09.2013

2.31%
1.00%

07.11.2013
07.10.2013

1.60%
2.01%

16.10.2013
24.02.2014
06.09.2013

2.42%

26.09.2013

2.28%

03.10.2013

0.42%

18.09.2013

1.45%
1.98%

25.09.2013
04.12.2013

3.78%

16.10.2013

5.53%

28.08.2013

0.70%
4.44%

28.05.2014
08.11.2013

1.23%

28.08.2013

0.31%

02.10.2013
03.10.2013

0.87%

13.11.2013

1.51%
2.15%
0.86%
1.65%
0.58%
2.21%

04.09.2013
15.08.2013
13.09.2013
05.09.2013
15.11.2013
07.11.2013

2.30%
1.88%
1.90%
0.60%
1.03%
2.72%
1.02%

27.09.2013
25.10.2013
10.10.2013
29.10.2013
12.12.2013
12.12.2013
15.08.2013

At The Money Implied Volatilities by Terms

Option Implied Volatility Skew Parameters by Terms:


IVt = atx + btx2 + ct

ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

34.50
27.17
62.37
21.64
35.27
23.48
16.87
23.82
21.94
45.52
31.92
65.98
45.99
24.08
26.64
24.56
17.31
34.12
19.48
25.85
30.80
35.55
28.81
22.97
42.96

31.33
30.14
57.86
21.65
35.27
24.64
17.54
26.07
23.23
44.42
30.86
65.12
47.09
23.73
28.08
24.22
17.84
35.67
20.40
25.75
30.93
33.81
28.81
23.55
37.87

28.22
29.86
55.72
21.92
36.01
25.83
18.07
27.75
24.32
43.58
30.34
64.28
47.80
23.46
29.31
24.48
18.15
36.83
21.27
25.32
30.94
32.52
28.81
24.26
31.81

27.23

21.67
21.92
29.53
35.12
47.88
36.89
20.89
25.72
22.42
38.96
22.77
18.17
28.05
31.40
25.29
19.49
24.53
32.95
36.04
31.00
27.73
24.62
34.53
23.20
28.86
21.28
25.90
30.50
30.86
15.89
38.00
22.46
33.05
55.84
9.45
34.91
24.43
45.53
43.11
44.48

21.67
24.72
33.00
34.55
45.76
34.06
20.61
24.95
22.83
38.71
23.94
18.31
29.58
31.63
26.88
19.05
24.30
34.70
36.76
31.54
29.29
23.18
36.26
22.76
28.46
21.18
24.98
27.41
29.92
15.87
37.33
22.23
35.70
55.88
9.23
29.72
25.27
43.09
44.72
44.52

21.67
26.73
34.53
33.98
42.31
33.60
20.69
24.36
23.09
38.81
25.00
18.37
31.16
32.01
27.01
18.66
24.19
36.45
36.04
32.74
30.73
23.67
37.71
22.37
27.95
20.97
24.30
24.68
28.80
16.19
37.21
22.23
37.79
55.92
9.01
23.75
26.42
40.65
46.36
44.30

21.67
27.08

41.84
36.68
20.41
79.03
29.06
25.24
26.23
39.25
34.45
19.98
19.98
29.18
29.59
24.49
18.92

44.63
36.65
20.95
74.72
32.05
21.37
26.23
39.65
35.86
20.15
19.70
30.92
28.88
25.12
18.79

46.25
36.53
21.55
63.39
33.61
16.16
26.23
39.91
36.95
20.63
19.91
32.37
28.76
25.82
18.71

20.82
31.01
20.35
34.04
31.11
37.63
38.04
21.22
30.24
20.74
65.67
38.73
40.92
24.63
34.21
18.69
28.48
19.85
29.34
22.58
21.24
47.21
39.15
25.93
20.02
69.60
19.60
31.28
36.12
33.30
20.74
14.87
25.45
29.13
37.90
19.46
24.45
27.36
48.84
25.39
21.17
28.27
20.38

20.81
33.45
20.95
35.10
33.11
39.49
36.73
21.22
30.51
21.08
69.82
38.04
43.01
23.45
32.76
20.75
29.63
20.74
28.94
25.20
21.37
47.21
39.57
25.14
20.89
69.77
21.22
31.56
35.79
32.16
20.74
15.79
26.32
29.48
36.09
19.46
23.34
25.74
47.91
26.38
21.51
27.81
21.08

20.81
35.20
21.39
36.05
34.36
41.00
35.01
21.22
30.85
21.54
71.60
37.35
44.99
22.51
31.32
22.47
30.46
21.67
28.80
27.30
21.80
47.20
39.76
24.35
21.97
68.88
22.40
32.31
34.15
30.89
20.92
16.44
27.05
29.89
34.76
19.46
22.52
24.28
47.26
27.36
22.10
27.44
21.95

54.10
22.88

53.60

27.42
19.02
24.79
32.36
63.73
46.57
23.70
29.91
17.30
36.68
21.83
30.35
32.37
28.81
23.47

33.46
33.55
41.50

34.79

23.25
25.82
19.39
32.96
21.41
24.64
38.04

31.66
31.56
37.75
22.24
21.20
24.89
27.21

26.08

24.05
37.60
55.97
8.31
18.17
38.53
48.25
43.14

35.54
22.08
47.62
30.94
15.67
22.40
39.80
36.80

22.99

40.37

32.57
30.30
18.93
22.01
35.12

37.20

36.62
33.10
41.50
32.68
21.05
31.58
22.25
62.52
36.86
46.88
22.91
30.80
23.19
22.90
27.90

38.89
23.75
61.52
22.38
34.49

23.79
35.05

29.38
20.91
15.89
27.16
30.55
19.46
22.78
24.03
47.47
28.48
27.35
23.49

48.03

-0.217
-0.019
-0.383
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0.000
0.038
0.000
-0.187
-0.090
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0.000
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0.000
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0.014
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0.000
-0.175
-0.090
-0.068
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0.000

-0.168
0.085
-0.334
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-0.088
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-0.177
-0.249
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0.002
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-0.123
0.072
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0.000
-0.078
-0.023
-0.184
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0.000
-0.271
-0.209
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0.000
0.000
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0.004
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0.000
-0.235
-0.292
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0.000
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0.000
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0.041
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0.000
-0.231
0.141
-0.160
0.103
0.041
-0.164
-0.126
-0.193
-0.162
-0.302
-0.164
0.000
-0.135
-0.182
-0.071
-0.017
-0.240
-0.351
-0.123
-0.246
-0.088
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-0.253
-0.141
-0.177
0.027
0.004
-0.066
-0.324
-0.151
-0.118
-0.066
0.000
-0.249
-0.079
-0.004
-0.077
-0.115
-0.106

0.000
-0.301
0.152
-0.135
0.278
0.044
-0.064
-0.061
-0.221
-0.186
-0.271
-0.283
0.000
-0.132
-0.308
-0.122
-0.028
-0.237
-0.380
-0.071
-0.248
-0.086
-0.135
-0.214
-0.153
-0.220
0.030
-0.016
-0.056
-0.320
-0.152
-0.123
-0.101
0.000
-0.248
-0.166
-0.044
-0.175
-0.107
-0.084

0.000
-0.216

-0.101
-0.111
-0.053
-1.229
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0.015
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-0.029
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0.000
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-0.205
0.000
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-0.144
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-0.062
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-0.102
0.274
0.000
-0.169
-0.092
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-0.176
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0.426
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0.052
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-0.035
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0.016
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-0.035
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0.000
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0.010
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-0.073
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-0.108
-0.295

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

-0.247 -0.172
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0.004
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0.003

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0.003
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0.003
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0.002
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0.002
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0.003
0.006

0.001

07.08.2013

Ticker

Name

ATM3 Ref

Dividend
Yield

Next ExDividend
Date

Option Implied Volatility Skew Parameters by Terms:


2
IVt = atx + btx + ct

ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

KFY UN Equity

KORN/FERRY INTERNATIONAL

Industrials

19.67

33.03

32.84

32.66

-0.036 -0.095 -0.149 -0.156

0.004

0.004

0.003

KIRK UW Equity

KIRKLAND'S INC

Consumer Discretionary

17.65

38.63

37.54

37.20

-0.083 -0.065 -0.059

0.000

0.001

0.001

KLIC UW Equity

KULICKE & SOFFA INDUSTRIES

Information Technology

11.69

28.81

29.52

30.54

-0.042 -0.057 -0.068

0.001

0.001

0.001

KMPR UN Equity KEMPER CORP

Financials

35.01

2.86%

20.11.2013

KMT UN Equity

KENNAMETAL INC

Industrials

44.66

1.21%

08.11.2013

22.82

23.49

24.14

-0.157 -0.149 -0.144

0.003

0.002

0.002

KND UN Equity

KINDRED HEALTHCARE INC

Health Care

15.84

0.76%

35.94

38.62

40.22

39.06

-0.088 -0.125 -0.151 -0.178

0.000

0.002

0.004

KNX UN Equity

KNIGHT TRANSPORTATION INC

Industrials

16.88

1.66%

04.09.2013

22.78

22.26

21.81

22.88

-0.404 -0.250 -0.105 -0.065

0.006

0.005

0.003 -0.001

KOP UN Equity

KOPPERS HOLDINGS INC

Materials

38.58

2.64%

21.08.2013

30.89

31.30

31.44

31.23

-0.307 -0.284 -0.240 -0.179

0.011

0.008

0.005

KOPN UW Equity KOPIN CORP

S&P 1000 Index

GICS_SECTOR_NAME

At The Money Implied Volatilities by Terms

Information Technology

32.38

0.000

0.003

0.003
0.003

3.56

64.60

64.60

64.60

0.000

0.000

0.000

0.000

0.000

KRA UN Equity

KRATON PERFORMANCE POLYMERS Materials

20.14

34.26

34.94

35.96

-0.239 -0.195 -0.170

0.006

0.004

0.002

KRC UN Equity

KILROY REALTY CORP

Financials

51.50

2.91%

30.09.2013

21.82

22.31

22.42

22.04

0.006

0.006

0.005

0.003

KRG UN Equity

KITE REALTY GROUP TRUST

Financials

5.71

4.20%

04.10.2013

29.69

29.69

29.69

29.69

0.000

0.000

0.000

0.000

0.000

KS UN Equity

KAPSTONE PAPER AND PACKAGING

Materials

44.99

30.00

30.42

30.78

31.06

-0.040 -0.070 -0.096 -0.115

-0.001 0.001

0.002

0.001

KWR UN Equity

QUAKER CHEMICAL CORP

Materials

67.98

1.48%

16.10.2013

25.15

27.00

28.03

-0.229 -0.203 -0.166

0.006

0.007

0.007

LAD UN Equity

LITHIA MOTORS INC-CL A

Consumer Discretionary

67.49

0.61%

12.11.2013

28.86

30.13

31.49

33.51

-0.178 -0.190 -0.189 -0.129

0.005

0.005

0.004

0.002

LAMR UW Equity LAMAR ADVERTISING CO-A

Consumer Discretionary

44.05

31.64

30.65

29.63

28.81

-0.284 -0.256 -0.226 -0.191 -0.165

0.006

0.006

0.005

0.002

LANC UW Equity LANCASTER COLONY CORP

Consumer Staples

84.90

1.88%

04.09.2013

21.40

19.71

17.88

16.40

-0.643 -0.593 -0.504 -0.270

0.011

0.012

0.013

0.010

LDL UN Equity

LYDALL INC

Industrials

16.16

38.02

38.02

38.01

37.75

-0.105 -0.105 -0.105 -0.116

0.000

0.000

0.000

0.001

LDR UN Equity

LANDAUER INC

-0.302 -0.321 -0.311 -0.212

29.10

0.000

0.000

0.000

Health Care

48.80

4.82%

11.09.2013

LECO UW Equity LINCOLN ELECTRIC HOLDINGS

Industrials

60.27

1.45%

02.01.2014

22.24

22.67

23.31

23.76

-0.376 -0.280 -0.208 -0.164

0.002

0.007

0.010

0.008

LFUS UW Equity

LITTELFUSE INC

Information Technology

80.08

1.10%

21.11.2013

23.45

24.78

26.06

27.27

-0.114 -0.129 -0.134 -0.149

0.002

0.008

0.012

0.007

LG UN Equity

LACLEDE GROUP INC/THE

Utilities

45.21

3.83%

11.12.2013

20.18

20.13

20.07

19.91

-0.431 -0.429 -0.427 -0.420

0.009

0.009

0.009

0.010

LHCG UW Equity LHC GROUP INC

Health Care

23.09

34.81

35.01

35.07

34.69

-0.268 -0.233 -0.191 -0.128

0.006

0.006

0.006

0.004

LHO UN Equity

LASALLE HOTEL PROPERTIES

Financials

27.45

4.08%

27.12.2013

23.50

23.47

23.45

23.80

-0.144 -0.144 -0.144 -0.159

0.003

0.003

0.003

0.003

LII UN Equity

LENNOX INTERNATIONAL INC

Industrials

71.41

1.40%

04.10.2013

24.04

24.26

24.55

25.15

-0.112 -0.135 -0.154 -0.160

0.002

0.003

0.004

0.003

LINC UW Equity

LINCOLN EDUCATIONAL SERVICES

Consumer Discretionary

6.46

4.33%

13.09.2013

59.33

55.88

52.90

50.58

-0.451 -0.397 -0.321 -0.114

0.003

0.003

0.003

0.001

LKQ UW Equity

LKQ CORP

Consumer Discretionary

28.96

25.19

26.48

27.22

26.63

-0.225 -0.234 -0.230 -0.194

0.005

0.005

0.005

0.003

LL UN Equity

LUMBER LIQUIDATORS HOLDINGS

Consumer Discretionary

94.80

34.84

38.47

41.46

42.52

-0.246 -0.235 -0.221 -0.178 -0.134

0.005

0.004

0.003

0.002

LMNX UW Equity LUMINEX CORP

Health Care

20.45

35.58

34.33

33.86

0.215

0.012

0.011

0.009

LMOS UW Equity LUMOS NETWORKS CORP

Telecommunication Services 17.54

3.19%

11.12.2013

44.32

41.87

40.52

0.000 -0.075 -0.132

0.000 -0.001 -0.002

LNCE UW Equity SNYDERS-LANCE INC

Consumer Staples

29.77

2.15%

14.11.2013

24.32

23.43

22.75

23.71

0.000 -0.058 -0.112 -0.144

0.000

0.001

0.002

0.005

LNN UN Equity

LINDSAY CORP

Industrials

75.47

0.69%

14.11.2013

28.72

30.23

31.52

32.28

-0.107 -0.102 -0.100 -0.124

0.006

0.005

0.004

0.002

LNT UN Equity

ALLIANT ENERGY CORP

Utilities

52.93

3.67%

30.10.2013

15.42

15.42

14.91

0.000

0.000 -0.022

0.000

0.000

0.000

LOGM UW Equity LOGMEIN INC

Information Technology

30.03

35.03

37.22

39.46

42.33

-0.187 -0.178 -0.163 -0.107

0.011

0.009

0.007

0.004

LPNT UW Equity

LIFEPOINT HOSPITALS INC

Health Care

48.62

25.69

25.50

25.43

25.97

-0.170 -0.262 -0.309 -0.216

0.002

0.008

0.011

0.006

LPS UN Equity

LENDER PROCESSING SERVICES

Information Technology

32.88

14.72

16.62

17.97

17.55

-0.536 -0.402 -0.261 -0.092

0.017

0.011

0.005

0.000

LPSN UW Equity LIVEPERSON INC

Information Technology

10.15

43.53

42.33

42.01

0.000

0.023

0.000

0.001

0.001

LPX UN Equity

Materials

16.84

39.49

41.09

42.21

41.26

-0.205 -0.192 -0.181 -0.175 -0.153

0.005

0.003

0.002

0.002

LQDT UW Equity LIQUIDITY SERVICES INC

Information Technology

28.97

45.63

-0.120 -0.098 -0.083 -0.084

0.004

0.003

0.002

0.001

LRY UN Equity

LIBERTY PROPERTY TRUST

Financials

36.73

0.000 -0.001 -0.012

0.000

0.000

0.000

LSTR UW Equity

LANDSTAR SYSTEM INC

Industrials

53.65

LTC UN Equity

LTC PROPERTIES INC

Financials

38.00

LTM UN Equity

LIFE TIME FITNESS INC

Consumer Discretionary

53.23

LXK UN Equity

LEXMARK INTERNATIONAL INC-A

Information Technology

38.73

3.10%

LXP UN Equity

LEXINGTON REALTY TRUST

Financials

12.51

5.04%

LXU UN Equity

LSB INDUSTRIES INC

Materials

32.05

LYV UN Equity

LIVE NATION ENTERTAINMENT IN

Consumer Discretionary

16.32

LZB UN Equity

LA-Z-BOY INC

Consumer Discretionary

21.42

0.75%

06.09.2013

MAA UN Equity

MID-AMERICA APARTMENT COMM

Financials

65.08

4.39%

16.10.2013

MAN UN Equity

MANPOWERGROUP INC

1.42%

05.12.2013

2.96%

06.12.2013

LOUISIANA-PACIFIC CORP

Industrials

67.57

MANH UW Equity MANHATTAN ASSOCIATES INC

Information Technology

89.68

MANT UW Equity MANTECH INTERNATIONAL CORP-A

Information Technology

28.35

MASI UW Equity

MASIMO CORPORATION

1.22%

5.17%
5.12%

26.11.2013

42.97

42.88

0.053 -0.098

0.030

49.18

48.36

47.44

01.10.2013

20.24

18.77

17.84

13.11.2013

21.07

21.03

21.35

-0.095 -0.194 -0.242

0.003

0.006

0.007

18.10.2013

23.25

23.94

24.52

23.80

-0.157 -0.123 -0.100 -0.106

0.001

0.001

0.001

0.002

23.57

25.22

26.51

26.67

-0.196 -0.195 -0.186 -0.142

0.005

0.004

0.003

0.002

27.11.2013

28.29

29.01

30.83

34.79

-0.195 -0.192 -0.187 -0.159 -0.139

0.007

0.005

0.003

0.002

27.09.2013

22.77

23.47

24.35

25.98

0.000

0.007

0.004 -0.041

0.000

0.000

0.000

0.001

85.80

70.19

55.44

40.17

0.705

0.363

0.020 -0.337

-0.007 0.013

0.030

0.030

40.01

38.28

37.15

37.18

-0.378 -0.289 -0.213 -0.174 -0.140

0.011

0.009

0.006

0.003

38.46

38.90

38.99

-0.158 -0.212 -0.239

0.005

0.004

0.002

18.79

18.89

18.96

18.03

-0.155 -0.031 0.064 -0.012

0.000 -0.001 -0.003 0.002

27.22

28.11

28.89

29.40

-0.401 -0.321 -0.244 -0.187

0.010

0.008

0.006

23.76

24.64

25.42

-0.209 -0.227 -0.231

0.008

0.006

0.004

27.53

24.74

23.06

27.53

-0.200 -0.216 -0.195 -0.103

0.002

0.009

0.013

0.006

36.70

36.70

Health Care

24.95

28.65

28.90

29.18

29.51

-0.071 -0.085 -0.102 -0.142

0.001

0.004

0.005

0.003

Consumer Discretionary

39.72

1.11%

29.11.2013

22.80

22.93

23.05

23.41

-0.318 -0.311 -0.304 -0.287

0.019

0.019

0.019

0.018

MATX UN Equity

MATSON INC

Industrials

27.95

2.29%

05.11.2013

29.39

28.62

27.84

27.15

-0.192 -0.192 -0.190 -0.167

0.010

0.009

0.007

0.005

MBFI UW Equity

MB FINANCIAL INC

Financials

28.94

1.52%

11.09.2013

24.30

23.08

22.15

22.45

-0.249 -0.135 -0.020 -0.068

0.005

0.003

0.001

0.001

MCF UA Equity

CONTANGO OIL & GAS

Energy

38.90

29.83

29.09

28.88

-0.131 -0.210 -0.245

0.004

0.008

0.010

MCRI UW Equity

MONARCH CASINO & RESORT INC

Consumer Discretionary

20.51

31.87

32.30

32.53

32.11

-0.290 -0.235 -0.187 -0.194

0.007

0.005

0.003

0.002

MCRL UW Equity MICREL INC

Information Technology

10.25

25.50

28.61

30.43

28.37

0.000

0.000

0.000

0.000

0.000

0.000

MCRS UW Equity MICROS SYSTEMS INC

Information Technology

48.21

24.19

22.98

21.95

23.18

-0.226 -0.242 -0.252 -0.204

0.003

0.010

0.015

0.008

MCS UN Equity

MARCUS CORPORATION

Consumer Discretionary

13.00

2.62%

24.10.2013

MCY UN Equity

MERCURY GENERAL CORP

Financials

43.98

5.59%

13.12.2013

16.59

16.69

17.18

18.23

-0.186 -0.141 -0.110 -0.132

0.003

0.006

0.008

0.005

MD UN Equity

MEDNAX INC

Health Care

98.12

20.29

21.97

23.52

25.00

-0.419 -0.298 -0.226 -0.268

0.012

0.018

0.019

0.008

MDC UN Equity

MDC HOLDINGS INC

Consumer Discretionary

30.32

2.47%

03.02.2014

38.39

39.00

39.60

40.11

-0.122 -0.120 -0.119 -0.123

0.001

0.001

0.001

0.001

MDCO UW Equity MEDICINES COMPANY

Health Care

32.00

38.16

40.52

41.52

39.96

-0.214 -0.188 -0.152 -0.111 -0.112

0.007

0.002 -0.001 0.001

MDP UN Equity

Consumer Discretionary

48.17

28.33

28.36

28.49

28.92

-0.036 -0.101 -0.148 -0.122

0.000

0.002

0.003

0.002

MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI

Health Care

16.08

37.99

36.75

36.55

38.93

-0.180 -0.225 -0.197 -0.011 -0.144

0.005

0.002

0.000

0.002

MDSO UW Equity MEDIDATA SOLUTIONS INC

Health Care

85.99

43.84

43.43

43.53

-0.166 -0.175 -0.176

0.007

0.005

0.004

MDU UN Equity

Utilities

29.37

64.53

44.64

28.59

0.000

0.000

0.000

0.000

0.000

MEAS UW Equity MEASUREMENT SPECIALTIES INC

Information Technology

48.39

29.39

-0.357 -0.322 -0.272

MED UN Equity

MEDIFAST INC

Consumer Staples

27.49

MEI UN Equity

METHODE ELECTRONICS INC

Information Technology

MENT UW Equity MENTOR GRAPHICS CORP


MFB UN Equity

MEREDITH CORP

MDU RESOURCES GROUP INC

MAIDENFORM BRANDS INC

3.44%

04.11.2013

30.08.2013

38.43
37.24

0.000

2.43%

03.09.2013

29.04

28.82

0.010

0.008

0.006

44.18

42.52

41.06

-0.335 -0.299 -0.263 -0.219

0.007

0.006

0.004

18.24

1.75%

09.10.2013

37.25

36.94

36.79

-0.054 -0.092 -0.124

0.000

0.004

0.006

Information Technology

20.94

0.91%

10.09.2013

26.83

26.33

26.40

-0.047 -0.033 -0.037

0.000

0.000

0.000

0.000

40.44

0.000

0.000

Consumer Discretionary

23.38

10.78

10.78

10.14

0.000

0.000

0.000

0.000

Consumer Discretionary

34.88

33.78

35.86

37.87

-0.168 -0.166 -0.164

0.006

0.008

0.008

MGLN UW Equity MAGELLAN HEALTH SERVICES INC

Health Care

57.90

37.83

34.08

29.30

26.32

-0.457 -0.462 -0.445 -0.290

0.004

0.006

0.008

0.007

MHK UN Equity

MOHAWK INDUSTRIES INC

Consumer Discretionary

127.86

29.94

31.08

31.97

31.88

-0.133 -0.129 -0.127 -0.123

0.006

0.005

0.003

0.002

MHO UN Equity

M/I HOMES INC

Consumer Discretionary

20.91

47.17

45.97

45.50

-0.028 0.046

0.040

0.002

0.002

0.003

MIG UN Equity

MEADOWBROOK INSURANCE GROUP Financials

6.88

39.32

39.32

39.81

0.000

0.026

0.000

0.000

0.000

MINI UW Equity

MOBILE MINI INC

Industrials

34.49

MKSI UW Equity

MKS INSTRUMENTS INC

13.11.2013

0.000

37.05

38.02

38.65

38.00

-0.069 -0.144 -0.196 -0.183

0.002

0.003

0.004

Information Technology

27.25

2.35%

29.11.2013

27.90

27.27

26.95

0.000 -0.102 -0.173

0.000

0.004

0.006

MKTX UW Equity MARKETAXESS HOLDINGS INC

Financials

52.80

0.81%

08.11.2013

29.23

29.93

30.56

30.45

-0.075 -0.200 -0.269 -0.167

0.002

0.006

0.007

0.003

MLHR UW Equity HERMAN MILLER INC

Industrials

28.43

1.86%

27.11.2013

33.63

31.25

29.08

29.19

-0.157 -0.174 -0.196 -0.200

0.002

0.006

0.010

0.006

MLI UN Equity

MUELLER INDUSTRIES INC

Industrials

55.87

0.89%

03.12.2013

21.69

22.06

22.48

23.18

0.000 -0.081 -0.148 -0.198

0.000

0.004

0.007

0.004

MLM UN Equity

MARTIN MARIETTA MATERIALS

Materials

99.34

1.61%

04.09.2013

26.50

26.81

27.33

-0.351 -0.295 -0.246

0.011

0.010

0.008

MMS UN Equity

MAXIMUS INC

Information Technology

37.26

0.48%

15.11.2013

54.83

41.06

16.36

0.000

1.294

0.000

0.006

0.029

MMSI UW Equity

MERIT MEDICAL SYSTEMS INC

Health Care

13.79

32.22

34.79

35.91

-0.172 -0.207 -0.186

0.001

0.002

0.002

MNK UN Equity

MALLINCKRODT PLC

37.07

35.99

35.33

-0.290 -0.187 -0.094

0.004

0.002

0.000

1.01%

10.09.2013

27.28

26.62

25.75

-0.167 -0.235 -0.275

0.003

0.005

0.007

44.38

47.02

49.92

53.99

-0.065 -0.083 -0.082 -0.013

0.010

0.006

0.003

0.002

37.64

37.15

37.41

36.80

-0.086 -0.079 -0.071 -0.130

-0.002 0.002

0.004

0.004

40.47

-0.265 -0.264 -0.258 -0.233

0.002

0.002

0.003

0.003

-0.088 -0.145 -0.177

0.001

0.002

0.004

33.57

-0.188 -0.180 -0.170 -0.138

0.003

0.004

0.005

0.000

0.000

0.000

0.000

-0.335 -0.299 -0.251 -0.175

0.009

0.008

0.007

0.005

0.997

0.001

0.001

0.002

0.002
0.001

0.002

MGAM UW Equity MULTIMEDIA GAMES HOLDING CO

2.03%

0.000

0.001

0.003

MATW UW Equity MATTHEWS INTL CORP-CLASS A

2.44%

0.001

0.003

Health Care

44.36

MNRO UW Equity MONRO MUFFLER BRAKE INC

Consumer Discretionary

44.46

MNTA UW Equity MOMENTA PHARMACEUTICALS INC

Health Care

16.04

MOG/A UN Equity MOOG INC-CLASS A

Industrials

56.18

MOH UN Equity

MOLINA HEALTHCARE INC

Health Care

37.00

MOV UN Equity

MOVADO GROUP INC

Consumer Discretionary

37.84

0.63%

12.09.2013

43.55

42.30

41.12

MPW UN Equity

MEDICAL PROPERTIES TRUST INC

Financials

14.24

5.76%

10.09.2013

29.83

31.13

31.02

MPWR UW Equity MONOLITHIC POWER SYSTEMS INC

Information Technology

26.31

34.68

34.34

34.07

MRCY UW Equity MERCURY SYSTEMS INC

Information Technology

9.60

53.47

48.95

44.71

MSA UN Equity

Industrials

53.41

24.45

25.22

25.59

26.32

MSCC UW Equity MICROSEMI CORP

Information Technology

25.52

23.65

22.78

22.71

25.99

0.000 -0.222 -0.375 -0.289

0.000

0.008

0.013

0.008

MSCI UN Equity

MSCI INC

Financials

37.62

16.71

18.85

20.82

22.90

-0.080 -0.181 -0.245 -0.220

0.002

0.004

0.005

0.005

MSM UN Equity

MSC INDUSTRIAL DIRECT CO-A

Industrials

82.77

17.82

20.93

23.31

24.98

-0.164 -0.503 -0.678 -0.409

0.001

0.016

0.024

0.013

MSTR UW Equity MICROSTRATEGY INC-CL A

Information Technology

96.18

26.92

27.84

29.70

0.143 -0.061 -0.213

0.017

0.013

0.006

MTD UN Equity

METTLER-TOLEDO INTERNATIONAL

Health Care

229.00

19.55

21.23

22.47

-0.272 -0.165 -0.145

0.004

0.006

0.006

MTH UN Equity

MERITAGE HOMES CORP

37.75

39.05

40.24

40.99

-0.203 -0.188 -0.171 -0.144

0.006

0.004

0.003

0.002

31.35

33.03

34.35

34.40

-0.199 -0.225 -0.242 -0.231

0.006

0.003

0.002

0.002

41.36

39.25

37.35

37.54

0.159

0.000

0.002

0.003

0.001

0.001

0.007

0.009

0.000

0.002

0.001 -0.014

-0.147 -0.151 -0.151 -0.111 -0.097

0.001

0.001

0.002

0.001

0.001

-0.014 -0.075 -0.118

0.000

0.002

0.003

0.217

0.008 -0.005 -0.011 0.005

0.001

MINE SAFETY APPLIANCES CO

2.28%

1.55%

15.11.2013

07.11.2013

Consumer Discretionary

44.66

MTRN UN Equity MATERION CORP

Materials

29.76

MTRX UW Equity MATRIX SERVICE CO

Energy

16.53

MTSC UW Equity MTS SYSTEMS CORP

Information Technology

61.68

1.95%

12.12.2013

26.31

25.64

24.86

MTX UN Equity

MINERALS TECHNOLOGIES INC

Materials

46.57

0.43%

20.12.2013

22.59

20.56

19.66

28.41

MW UN Equity

MEN'S WEARHOUSE INC/THE

Consumer Discretionary

39.78

1.96%

13.12.2013

1.09%

13.11.2013

0.000

0.158

0.000

0.135

0.001

-0.099 -0.283 -0.348


0.000

39.95

37.13

34.51

34.34

33.49

MWIV UW Equity MWI VETERINARY SUPPLY INC

Health Care

148.26

24.91

25.88

27.37

MWW UN Equity

MONSTER WORLDWIDE INC

Information Technology

4.89

44.64

49.41

52.08

48.01

52.84

MYE UN Equity

MYERS INDUSTRIES INC

0.014

0.161

0.044

0.082

0.056 -0.200 -0.139

0.003

Materials

19.48

1.95%

27.11.2013

25.45

27.37

29.04

30.05

0.000 -0.124 -0.212 -0.206

0.000

0.002

0.003

0.003

NAFC UW Equity NASH FINCH CO

Consumer Staples

25.38

2.84%

20.11.2013

34.44

34.44

34.44

33.21

0.000

0.000

0.000 -0.120

0.000

0.000

0.000

0.003

NANO UW Equity NANOMETRICS INC

Information Technology

15.65

23.83

26.81

29.46

31.95

0.004

0.012

0.003 -0.078

0.003

0.001

0.000

0.000

NATI UW Equity

2.15%

14.11.2013

78.18

80.15

67.61

40.26

-1.905 -1.922 -1.875 -1.270

0.029

0.003 -0.003 0.020

22.81

22.81

22.81

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.016

0.010 -0.084

Information Technology

27.97

NAVG UW Equity NAVIGATORS GROUP INC

NATIONAL INSTRUMENTS CORP

Financials

57.41

NBTB UW Equity N B T BANCORP INC

Financials

23.05

16.93

18.22

19.28

0.000

0.000

0.000

NCI UN Equity

NAVIGANT CONSULTING INC

Industrials

13.61

28.27

27.90

27.98

-0.233 -0.269 -0.288

0.006

0.003

0.001

NCR UN Equity

NCR CORPORATION

Information Technology

35.99

23.47

25.44

26.87

-0.217 -0.218 -0.209

0.006

0.008

0.008

27.89

27.51

27.12

-0.111 -0.100 -0.091 -0.086

0.003

0.002

0.001

26.60

26.65

26.57

-0.071 -0.077 -0.098

0.001

0.002

0.005

19.82

21.54

23.14

24.57

-0.117 -0.143 -0.161 -0.156

0.001

0.002

0.003

0.002

29.20

32.90

35.75

36.34

-0.046 -0.112 -0.147 -0.110

0.000

0.003

0.004

0.003

21.37
32.09

20.66
35.41

20.11
37.99

38.67

-0.223 -0.222 -0.213


-0.223 -0.185 -0.138 -0.092

0.003
0.011

0.005
0.007

0.007
0.004

0.002

NDSN UW Equity NORDSON CORP

Industrials

NEOG UW Equity NEOGEN CORP

Health Care

NEU UN Equity

Materials

NEWMARKET CORP

73.88

29.11.2013

0.97%

30.08.2013

1.38%

13.12.2013

2.28%

30.09.2013

57.81
272.55

NEWP UW Equity NEWPORT CORP

Information Technology

15.73

NFG UN Equity
NILE UW Equity

Utilities
Consumer Discretionary

66.31
38.65

NATIONAL FUEL GAS CO


BLUE NILE INC

3.47%

19.68

26.66

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

0.002

0.001

07.08.2013

S&P 1000 Index

Ticker
NJR UN Equity
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OFC UN Equity
OGE UN Equity
OHI UN Equity
OII UN Equity
OIS UN Equity
OLN UN Equity
OMCL UW Equity
OMG UN Equity
OMI UN Equity
OMX UN Equity
ONB UN Equity
ONE UN Equity
OPEN UW Equity
OPLK UW Equity
ORB UN Equity
ORI UN Equity
ORIT UW Equity
ORN UN Equity
OSIS UW Equity
OSK UN Equity
OUTR UW Equity
OXM UN Equity
OZRK UW Equity
PACW UW Equity
PAY UN Equity
PB UN Equity
PBH UN Equity
PBY UN Equity
PCH UW Equity
PCTI UQ Equity
PDCE UW Equity
PEI UN Equity
PERY UW Equity
PES UN Equity
PETS UW Equity
PFS UN Equity
PII UN Equity
PJC UN Equity
PKE UN Equity
PKG UN Equity
PKT UW Equity
PKY UN Equity
PL UN Equity
PLCE UW Equity
PLCM UW Equity
PLT UN Equity
PLXS UW Equity
PMC UN Equity
PMTC UW Equity
PNFP UW Equity
PNK UN Equity
PNM UN Equity
PNRA UW Equity
PNY UN Equity
POL UN Equity
POOL UW Equity
POST UN Equity
POWI UW Equity
POWL UW Equity
PPS UN Equity
PQ UN Equity
PRA UN Equity
PRAA UW Equity
PRFT UW Equity
PRGS UW Equity
PRI UN Equity
PRXL UW Equity
PSB UN Equity
PSEC UW Equity
PSEM UW Equity
PTEN UW Equity
PVA UN Equity
PVTB UW Equity
PZZA UW Equity
QCOR UW Equity
QLGC UW Equity
QNST UW Equity
QSII UW Equity
RAX UN Equity
RBC UN Equity
RBCN UW Equity
RCII UW Equity
RE UN Equity
RECN UW Equity
REG UN Equity
RFMD UW Equity
RGA UN Equity
RGLD UW Equity
RGR UN Equity
RGS UN Equity
RJF UN Equity
RKT UN Equity
RLI UN Equity
RMD UN Equity
ROCK UW Equity
ROG UN Equity
ROL UN Equity
ROSE UW Equity
ROVI UW Equity

Name
NEW JERSEY RESOURCES CORP
NATIONAL RETAIL PROPERTIES
NORTHERN OIL AND GAS INC
NEENAH PAPER INC
NATL PENN BCSHS INC
NATIONAL PRESTO INDS INC
ENPRO INDUSTRIES INC
INSIGHT ENTERPRISES INC
INSPERITY INC
NEUSTAR INC-CLASS A
NETSCOUT SYSTEMS INC
NETGEAR INC
NTELOS HOLDINGS CORP
NUTRISYSTEM INC
NUVASIVE INC
NV ENERGY INC
NVR INC
NORTHWEST BANCSHARES INC
NORTHWESTERN CORP
NORTHWEST NATURAL GAS CO
QUANEX BUILDING PRODUCTS
NEW YORK COMMUNITY BANCORP
NEW YORK TIMES CO-A
REALTY INCOME CORP
OMNICARE INC
OLD DOMINION FREIGHT LINE
OFFICE DEPOT INC
CORPORATE OFFICE PROPERTIES
OGE ENERGY CORP
OMEGA HEALTHCARE INVESTORS
OCEANEERING INTL INC
OIL STATES INTERNATIONAL INC
OLIN CORP
OMNICELL INC
OM GROUP INC
OWENS & MINOR INC
OFFICEMAX INC
OLD NATIONAL BANCORP
HIGHER ONE HOLDINGS INC
OPENTABLE INC
OPLINK COMMUNICATIONS INC
ORBITAL SCIENCES CORP
OLD REPUBLIC INTL CORP
ORITANI FINANCIAL CORP
ORION MARINE GROUP INC
OSI SYSTEMS INC
OSHKOSH CORP
OUTERWALL INC
OXFORD INDUSTRIES INC
BANK OF THE OZARKS
PACWEST BANCORP
VERIFONE SYSTEMS INC
PROSPERITY BANCSHARES INC
PRESTIGE BRANDS HOLDINGS INC
PEP BOYS-MANNY MOE & JACK
POTLATCH CORP
PC-TEL INC
PDC ENERGY INC
PENN REAL ESTATE INVEST TST
PERRY ELLIS INTERNATIONAL
PIONEER ENERGY SERVICES CORP
PETMED EXPRESS INC
PROVIDENT FINANCIAL SERVICES
POLARIS INDUSTRIES INC
PIPER JAFFRAY COS
PARK ELECTROCHEMICAL CORP
PACKAGING CORP OF AMERICA
PROCERA NETWORKS INC
PARKWAY PROPERTIES INC
PROTECTIVE LIFE CORP
CHILDREN'S PLACE
POLYCOM INC
PLANTRONICS INC
PLEXUS CORP
PHARMERICA CORP
PTC INC
PINNACLE FINANCIAL PARTNERS
PINNACLE ENTERTAINMENT INC
PNM RESOURCES INC
PANERA BREAD COMPANY-CLASS A
PIEDMONT NATURAL GAS CO
POLYONE CORPORATION
POOL CORP
POST HOLDINGS INC
POWER INTEGRATIONS INC
POWELL INDUSTRIES INC
POST PROPERTIES INC
PETROQUEST ENERGY INC
PROASSURANCE CORP
PORTFOLIO RECOVERY ASSOCIATE
PERFICIENT INC
PROGRESS SOFTWARE CORP
PRIMERICA INC
PAREXEL INTERNATIONAL CORP
PS BUSINESS PARKS INC/CA
PROSPECT CAPITAL CORP
PERICOM SEMICONDUCTOR CORP
PATTERSON-UTI ENERGY INC
PENN VIRGINIA CORP
PRIVATEBANCORP INC
PAPA JOHN'S INTL INC
QUESTCOR PHARMACEUTICALS
QLOGIC CORP
QUINSTREET INC
QUALITY SYSTEMS INC
RACKSPACE HOSTING INC
REGAL-BELOIT CORP
RUBICON TECHNOLOGY INC
RENT-A-CENTER INC
EVEREST RE GROUP LTD
RESOURCES CONNECTION INC
REGENCY CENTERS CORP
RF MICRO DEVICES INC
REINSURANCE GROUP OF AMERICA
ROYAL GOLD INC
STURM RUGER & CO INC
REGIS CORP
RAYMOND JAMES FINANCIAL INC
ROCK TENN COMPANY -CL A
RLI CORP
RESMED INC
GIBRALTAR INDUSTRIES INC
ROGERS CORP
ROLLINS INC
ROSETTA RESOURCES INC
ROVI CORP

GICS_SECTOR_NAME

ATM3 Ref

Utilities
44.63
Financials
33.75
Energy
13.38
Materials
39.08
Financials
10.82
Industrials
74.87
Industrials
59.57
Information Technology
22.11
Industrials
33.65
Information Technology
54.23
Information Technology
26.88
Information Technology
30.06
Telecommunication Services 18.40
Consumer Discretionary
12.41
Health Care
23.26
Utilities
23.75
Consumer Discretionary
899.00
Financials
13.98
Utilities
42.24
Utilities
43.65
Industrials
17.32
Financials
15.40
Consumer Discretionary
12.08
Financials
42.60
Health Care
54.29
Industrials
44.74
Consumer Discretionary
4.31
Financials
24.99
Utilities
37.51
Financials
30.24
Energy
82.62
Energy
91.43
Materials
24.49
Health Care
23.07
Materials
30.06
Health Care
35.74
Consumer Discretionary
11.22
Financials
14.52
Information Technology
10.73
Information Technology
66.75
Information Technology
21.26
Industrials
18.85
Financials
14.90
Financials
16.30
Industrials
10.01
Information Technology
69.51
Industrials
46.00
Consumer Discretionary
58.79
Consumer Discretionary
67.96
Financials
47.72
Financials
35.35
Information Technology
19.04
Financials
59.62
Consumer Staples
33.59
Consumer Discretionary
12.56
Financials
43.58
Information Technology
9.34
Energy
55.22
Financials
20.34
Consumer Discretionary
20.57
Energy
6.80
Consumer Discretionary
16.43
Financials
18.02
Consumer Discretionary
115.21
Financials
34.09
Information Technology
27.70
Materials
54.29
Information Technology
15.50
Financials
17.95
Financials
43.58
Consumer Discretionary
53.49
Information Technology
9.77
Information Technology
46.35
Information Technology
35.17
Health Care
14.96
Information Technology
27.02
Financials
28.56
Consumer Discretionary
21.50
Utilities
23.79
Consumer Discretionary
170.97
Utilities
34.48
Materials
29.13
Consumer Discretionary
54.71
Consumer Staples
47.09
Information Technology
53.27
Industrials
50.29
Financials
46.51
Energy
4.49
Financials
50.53
Financials
51.75
Information Technology
16.65
Information Technology
25.72
Financials
41.01
Health Care
51.08
Financials
72.76
Financials
10.86
Information Technology
7.61
Energy
20.11
Energy
5.07
Financials
23.93
Consumer Discretionary
65.99
Health Care
66.07
Information Technology
11.32
Information Technology
9.35
Health Care
22.89
Information Technology
46.20
Industrials
67.10
Information Technology
9.40
Consumer Discretionary
40.02
Financials
134.43
Industrials
13.72
Financials
51.91
Information Technology
5.07
Financials
67.51
Materials
48.11
Consumer Discretionary
55.16
Consumer Discretionary
17.75
Financials
44.15
Materials
115.13
Financials
82.29
Health Care
47.97
Industrials
14.02
Information Technology
54.53
Industrials
25.32
Energy
47.51
Information Technology
18.10

Dividend
Yield

Next ExDividend
Date

3.72%
4.83%

13.12.2013
30.10.2013

2.71%
3.70%
1.47%

13.11.2013
30.10.2013
28.02.2014

2.20%

09.09.2013

9.13%
4.23%

13.12.2013
14.11.2013

3.45%

06.12.2013

4.65%
3.74%
4.26%
0.92%
6.49%
0.83%
5.13%
1.03%

29.10.2013
13.12.2013
29.10.2013
13.09.2013
06.11.2013
30.08.2013
29.08.2013
24.09.2013

4.40%
1.11%
6.55%
1.11%

26.09.2013
10.10.2013
31.10.2013
27.11.2013

2.45%

08.11.2013

2.80%
0.71%
3.03%

13.12.2013
13.11.2013
29.11.2013

4.87%
4.29%

04.09.2013
06.11.2013

1.12%
1.68%
2.83%

15.10.2013
09.10.2013
15.08.2013

1.49%

11.09.2013

2.85%
1.12%

17.09.2013
08.11.2013

3.64%

29.11.2013

4.14%
3.16%
1.55%

08.11.2013
15.11.2013
27.11.2013

1.44%
2.99%

07.10.2013
17.09.2013

3.34%
1.88%

09.09.2013
13.11.2013

0.86%

20.11.2013

2.86%

01.11.2013

3.65%
0.96%
1.44%

24.09.2013
24.12.2013
14.11.2013

0.60%

29.11.2013

2.88%

25.09.2013

2.08%

27.09.2013

1.51%

21.08.2013

2.42%
12.19%

09.12.2013
31.01.2014

1.19%

13.12.2013
09.08.2013
13.09.2013

0.17%
0.38%
1.51%

18.10.2013

3.12%

11.12.2013

1.22%

02.01.2014

2.25%
1.53%
2.04%
3.63%

01.10.2013
26.08.2013
12.11.2013
12.11.2013

1.33%
1.79%
3.63%
1.35%
1.40%
0.78%
1.68%
2.08%

1.22%

04.11.2013
02.10.2013
13.11.2013
03.09.2013
01.10.2013
08.11.2013
30.08.2013
22.11.2013

08.11.2013

At The Money Implied Volatilities by Terms

Option Implied Volatility Skew Parameters by Terms:


IVt = atx + btx2 + ct

ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

18.43
23.77
38.31
26.52
25.39

18.43
24.02
39.54
24.95
25.38

18.43
24.16
40.49
23.52
25.37

18.43
23.76
40.56

34.16
37.28
19.96
29.05
32.41
28.65
52.83
31.50
35.59
12.57

33.31
44.07
19.45
30.06
33.80
30.73
58.34
32.94
46.96
12.57

32.32
44.90
19.67
30.50
34.86
32.64
63.17
34.42
54.07
12.57

30.77
31.84

21.53
15.44
21.19
36.02
15.20
33.87
17.07
19.46
23.86
32.89
20.00
35.19
25.81
24.10
30.16
20.63
27.34
29.17
16.61
30.50
23.37
42.86
34.65
38.01
24.58
19.15
77.51
39.16
45.91
28.93
35.63
31.06
21.35
23.67
51.63
31.38
23.83
30.90
18.31
37.48
43.74
25.49
33.78
46.02
30.52
59.36
23.25
27.29
32.04
17.19
54.96
26.60
21.09
36.70
36.45
30.01
25.89
32.08
30.26
23.05
33.76
17.56
20.05
13.11
34.20
22.08
23.86
30.96
28.85
23.57
38.89
34.60
26.48
31.82
25.34
21.25
29.39
19.23
23.20
42.41
32.12
47.67
28.00
23.27
62.19
32.16
43.30
32.25
50.68
22.08
57.12
18.09
16.52
25.73
22.20
40.56
17.49
42.97
26.54
26.03
20.98
23.87
31.67
28.56
42.25
20.23
17.11
31.26
40.17

21.53
15.44
24.45
35.04
15.95
33.54
18.54
21.46
23.95
40.29
20.31
46.04
25.67
24.74
29.97
22.71
28.43
31.64
17.24
31.87
25.23
41.45
35.66
36.44
26.44
18.73
76.68
38.94
44.03
29.56
35.54
29.61
23.16
23.66
50.75
28.67
24.41
30.40
20.06
37.46
44.39
25.31
33.81
45.27
31.71
59.36
24.34
28.03
35.42
19.37
55.31
25.87
20.38
34.90
37.35
29.94
27.99
33.79
31.83
23.10
34.81
18.15
22.35
13.05
35.26
24.25
24.39
32.48
28.85
23.61
39.95
31.90
27.36
31.51
26.86
20.69
28.96
19.17
22.31
41.24
33.11
47.29
26.82
21.31
62.02
32.98
45.35
33.51
49.43
24.20
56.46
20.86
17.46
25.65
18.49
40.73
19.01
42.84
26.99
26.76
22.50
24.59
29.36
27.16
41.57
22.80
19.50
30.86
38.75

21.53
15.44
26.34
34.22
16.43
33.28
19.75
22.87
24.15
42.05
20.85
39.73
25.59
25.41
29.86
24.31
29.24
33.62
17.63
33.36
26.65
40.05
36.75
34.78
27.70
18.92
75.84
39.00
42.19
30.50
35.87
29.12
24.13
23.64
49.95
25.67
25.28
29.81
21.48
37.45
45.07
25.50
33.79
44.81
32.90
59.36
25.21
28.92
36.88
21.08
54.71
25.37
20.38
33.05
38.91
29.37
29.67
35.13
33.56
23.16
35.92
18.31
24.09
12.99
36.21
25.84
25.02
34.02
28.85
23.61
41.58
27.01
28.32
31.63
28.16
20.50
28.72
18.48
21.36
40.66
33.98
47.03
25.96
19.86
65.11
33.38
47.22
34.63
47.76
25.89
55.56
22.99
18.28
25.57
15.87
40.97
19.38
42.71
28.81
27.58
23.54
25.66
24.54
27.33
39.87
24.91
21.13
31.37
38.13

21.53
15.55
24.48
34.52

41.94

34.32
34.34
65.13
36.10
43.84
12.57

20.22
22.78
37.58
22.21
33.25
25.78
30.18
24.84
29.04
34.09
16.62
35.60
26.16
39.17
38.18

26.39
39.80

39.25

27.00

40.34

37.14
23.47
23.80
49.49
22.27

38.10

49.76

21.43

33.70
45.81
33.86
25.62
29.97
32.25

28.58

49.99
25.52
31.28
27.19
29.78
34.90
22.98
37.71
17.27
24.45
12.81
36.33

27.26

26.45

23.23
19.05
29.81
28.79
21.96
29.51
20.13
34.49
47.42
26.86

36.76

72.35

69.55

48.45
35.43
44.49
26.19
52.88
23.36

43.39

26.99
41.67
42.89
30.71
29.02
23.13

43.75
32.86

18.07
38.06
25.78
20.74
33.73

34.82

0.000
-0.131
-0.074
-0.375
-0.016

0.000
-0.180
-0.093
-0.279
-0.016

0.000 0.000
-0.211 -0.177
-0.097 -0.064 -0.144
-0.178
-0.016

0.000
0.002
-0.001
0.007
0.000

0.000
0.007
0.002
0.004
0.000

0.000
0.004
0.001

-0.183
-2.686
0.000
-0.088
0.000
-0.310
-0.224
-0.159
0.025
0.000

-0.139
-2.018
0.002
-0.221
-0.092
-0.244
-0.209
-0.174
-0.044
0.000

-0.095
-1.025
-0.007
-0.301
-0.162
-0.184
-0.206
-0.183
-0.108
0.000

-0.066
-0.233

0.006 0.006 0.006


0.060 0.031 -0.003
0.000 0.000 0.000
0.003 0.009 0.012
0.000 0.002 0.004
0.007 0.005 0.004
0.008 0.008 0.006
0.003 0.004 0.004
0.003 -0.009 -0.015
0.000 0.000 0.000

0.003
0.000

0.000
0.000
0.000
0.000
-0.079
-0.148
-0.131
-0.218
-0.149
-0.040
0.000
1.048
0.071
-0.196
-0.211
-0.098
-0.036
-0.199
0.000
-0.143
0.000
0.000
-0.114
0.079
-0.198
0.000
1.891
0.000
-0.245
-0.207
-0.009
-0.094
-0.203
0.000
-0.149
0.000
-0.176
-0.073
0.000
-0.134
-0.227
-0.235
-0.006
0.000
-0.206
0.000
-0.226
-0.121
-0.071
-0.231
-0.046
0.000
-0.186
-0.093
0.000
-0.191
0.000
0.000
-0.046
-0.133
-0.244
-0.082
-0.215
-0.151
-0.187
-0.121
-0.060
-0.206
0.157
-0.263
-0.405
0.000
-0.305
-0.149
0.000
0.000
-0.143
-0.085
0.000
0.000
-0.241
0.000
-0.025
-0.004
-0.118
-0.157
0.000
-0.182
-0.201
-0.079
-0.223
0.000
-0.509
-0.215
0.234
0.000
-0.183
-0.158
-0.151
0.000
-0.195
-0.207
0.405
-0.118
-0.317
0.000
0.000
-0.172
-0.136

0.000
0.000
0.080
-0.122
-0.088
-0.137
-0.175
-0.252
-0.233
0.060
0.036
1.070
-0.037
-0.240
-0.196
-0.081
-0.011
-0.214
0.018
-0.151
-0.008
-0.168
-0.134
0.061
-0.180
0.004
1.894
0.019
-0.194
-0.252
-0.057
-0.193
-0.150
-0.043
-0.127
0.000
-0.137
0.037
-0.280
-0.134
-0.191
-0.316
-0.089
-0.028
-0.155
0.000
-0.234
-0.162
-0.023
-0.270
-0.136
0.041
-0.326
-0.124
0.065
-0.180
-0.095
0.017
-0.415
-0.133
-0.240
-0.091
-0.181
-0.148
-0.132
-0.228
-0.078
-0.174
0.157
-0.278
-0.263
0.015
-0.287
-0.118
-0.089
-0.051
-0.133
-0.086
0.002
0.006
-0.232
0.000
-0.050
-0.246
-0.130
-0.119
-0.071
-0.139
-0.202
-0.118
-0.224
-0.087
-0.342
-0.216
0.030
-0.120
-0.110
-0.160
-0.184
-0.037
-0.222
-0.223
0.347
-0.123
-0.184
-0.051
0.025
-0.234
-0.140

0.000
0.000
0.101
-0.219
-0.109
-0.126
-0.216
-0.262
-0.285
0.005
0.034
0.815
-0.130
-0.251
-0.177
-0.073
-0.006
-0.222
0.024
-0.165
-0.023
-0.297
-0.147
0.029
-0.164
-0.016
1.897
0.022
-0.145
-0.274
-0.097
-0.249
-0.117
-0.085
-0.110
0.000
-0.115
0.061
-0.423
-0.134
-0.156
-0.358
-0.159
-0.056
-0.110
0.000
-0.231
-0.192
-0.020
-0.265
-0.192
0.073
-0.370
-0.154
0.070
-0.171
-0.166
0.017
-0.577
-0.134
-0.232
-0.099
-0.156
-0.144
-0.089
-0.276
-0.095
-0.147
0.157
-0.282
-0.189
0.022
-0.256
-0.107
-0.153
-0.101
-0.124
-0.087
0.001
-0.025
-0.218
0.000
-0.086
-0.287
-0.140
-0.093
-0.128
-0.111
-0.195
-0.144
-0.225
-0.149
-0.216
-0.216
-0.173
-0.208
-0.140
-0.144
-0.169
-0.072
-0.236
-0.229
0.263
-0.106
-0.065
-0.092
0.030
-0.277
-0.145

0.000
-0.024
-0.216
-0.201

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

-0.158
-0.130
-0.187
-0.171
-0.125
0.000

-0.201
-0.168 -0.142
-0.191 -0.195
-0.094
0.038
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-0.141
-0.095
-0.076
-0.198
-0.032
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-0.263
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-0.050

-0.123 -0.115
-0.127
-0.113
-0.105 -0.099
0.000

-0.350

-0.200
-0.081
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-0.159
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-0.129
-0.015
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-0.179
-0.168
-0.104
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-0.204
-0.108
-0.146 -0.125
-0.133
-0.099
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-0.222
-0.387
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-0.147
-0.114
-0.011
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0.000
-0.168
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-0.145
-0.089
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-0.142
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-0.155
-0.001
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0.019
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0.000
0.000
0.000
0.000
0.000
0.001
0.024
0.008
0.001
0.000
0.000
0.022
0.002
0.005
0.007
0.002
0.000
0.006
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0.000
0.000
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0.004
0.004
0.009
0.006
0.008
0.008
-0.001
0.000
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0.005
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0.008
0.001
0.003
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0.004
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0.004
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-0.024
0.003
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0.004
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0.006
0.002
0.000
0.002
0.000
0.002
0.005
0.013
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0.004
0.004
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0.002
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0.002
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0.001
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0.005
0.014
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0.001

0.004
0.002
0.004
0.002
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0.000
0.000
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0.004
0.005
0.005
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0.016
0.005
0.002
0.005
0.004
0.003
0.001
0.002
0.002
0.004
0.002

0.001
0.002

0.001

0.005

0.003

0.002
0.002
0.002
0.001
0.000

0.001

0.001

0.011

0.003
0.003
0.004
0.002
0.003
0.005

0.001

0.002
0.005
0.002
0.006
0.002
0.005
0.002
0.003
0.002
0.003
0.011
0.000

0.001

0.002

0.003
0.006
0.002
0.003
0.002
0.004
0.000
0.002
0.000
0.005

0.001

0.001

0.001

0.001
0.002
0.001
0.001
0.001
0.002

0.000

0.000
0.002
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0.003
0.003

0.001
0.000

0.004
0.003
0.005
0.001
0.002

0.002

07.08.2013

S&P 1000 Index

Ticker

Name

GICS_SECTOR_NAME

RPM UN Equity

RPM INTERNATIONAL INC

Materials

RRD UW Equity

RR DONNELLEY & SONS CO

ATM4 Ref

Dividend
Yield

Next ExDividend
Date

At The Money Implied Volatilities by Terms

Option Implied Volatility Skew Parameters by Terms:


2
IVt = atx + btx + ct

ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

35.36

2.71%

16.10.2013

17.53

18.50

19.29

19.41

0.000 -0.020 -0.043 -0.096

0.000

0.003

0.005

0.005

Industrials

19.26

6.75%

05.11.2013

30.76

31.73

32.31

32.86

-0.426 -0.431 -0.404 -0.317 -0.157

0.013

0.010

0.007

0.005

RRGB UW Equity RED ROBIN GOURMET BURGERS

Consumer Discretionary

57.03

37.85

37.16

36.41

35.62

-0.226 -0.186 -0.141 -0.096

0.006

0.006

0.004

0.003

RS UN Equity

RELIANCE STEEL & ALUMINUM

Materials

69.78

23.73

24.57

25.41

26.80

-0.278 -0.246 -0.205 -0.149

0.010

0.008

0.005

0.003

RSTI UW Equity

ROFIN-SINAR TECHNOLOGIES INC

-0.211 -0.212 -0.203 -0.151

0.006

0.007

0.007

0.003

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

1.95%

27.11.2013

30.47

0.003

Information Technology

22.74

31.13

31.28

31.66

33.15

RSYS UW Equity RADISYS CORP

Information Technology

3.94

70.64

70.64

70.64

120.92

RT UN Equity

Consumer Discretionary

7.22

33.49

34.85

35.39

RTEC UW Equity RUDOLPH TECHNOLOGIES INC

Information Technology

11.59

36.37

37.46

37.96

37.06

-0.417 -0.332 -0.244 -0.139

0.005

0.004

0.003

0.002

RTI UN Equity

RTI INTERNATIONAL METALS INC

Materials

31.07

30.63

31.42

32.29

33.60

-0.082 -0.117 -0.146 -0.156

-0.001 0.001

0.002

0.002

RUE UW Equity

RUE21 INC

Consumer Discretionary

41.84

10.42

10.42

10.42

10.42

0.000

0.000

0.000

0.000

0.000

0.000

0.000

RUTH UW Equity RUTH'S HOSPITALITY GROUP INC

Consumer Discretionary

12.34

30.79

33.81

35.99

35.82

0.279

0.018 -0.149 -0.140

0.008

0.010

0.009

0.001

RVBD UW Equity RIVERBED TECHNOLOGY INC

Information Technology

15.74

35.00

39.74

43.07

42.93

45.61

0.075

0.037

0.001 -0.057 -0.074

0.013

0.008

0.004

0.002

0.001

RYL UN Equity

RYLAND GROUP INC/THE

Consumer Discretionary

39.01

0.31%

15.01.2014

41.66

41.81

42.08

42.82

43.72

-0.148 -0.143 -0.129 -0.097 -0.086

0.004

0.004

0.003

0.001

0.001

RYN UN Equity

RAYONIER INC

Financials

58.28

3.36%

17.12.2013

16.74

16.36

16.40

17.41

-0.185 -0.243 -0.271 -0.201

0.002

0.005

0.007

0.002

SAFM UW Equity SANDERSON FARMS INC

Consumer Staples

74.17

0.73%

04.10.2013

29.90

28.40

27.02

26.52

-0.208 -0.237 -0.248 -0.147

0.007

0.007

0.008

0.007

SAFT UW Equity

SAFETY INSURANCE GROUP INC

Financials

53.71

4.47%

30.08.2013

19.99

SAH UN Equity

SONIC AUTOMOTIVE INC-CLASS A

Consumer Discretionary

22.70

0.44%

10.12.2013

SAM UN Equity

BOSTON BEER COMPANY INC-A

Consumer Staples

RUBY TUESDAY INC

1.30%

13.11.2013

0.000

0.000

0.000

0.000

19.99

19.99

18.76

0.000

0.000

0.000

0.000

0.000

0.000

30.91

30.94

31.10

31.79

-0.062 -0.206 -0.284 -0.170

0.002

0.007

0.010

0.006

210.72

22.94

24.08

25.32

27.05

-0.237 -0.179 -0.131 -0.111

0.013

0.010

0.007

0.003

26.41

24.82

20.62

17.26

-0.376 -0.257 -0.143 -0.152

0.004

0.005

0.007

0.008

SBNY UW Equity SIGNATURE BANK

Financials

93.20

SBRA UW Equity SABRA HEALTH CARE REIT INC

Financials

25.94

5.36%

13.11.2013

SCHL UW Equity SCHOLASTIC CORP

Consumer Discretionary

30.77

1.79%

31.10.2013

32.54

32.36

32.20

32.14

0.000 -0.006 -0.021 -0.099

0.000

0.002

0.004

0.004

SCI UN Equity

SERVICE CORP INTERNATIONAL

Consumer Discretionary

18.93

1.53%

16.10.2013

22.60

22.60

22.59

21.80

-0.103 -0.103 -0.103 -0.127

0.003

0.003

0.003

0.011

SCL UN Equity

STEPAN CO

Materials

59.32

1.13%

27.11.2013

28.16

27.65

27.20

27.19

-0.089 -0.163 -0.218 -0.171

0.002

0.004

0.006

0.003

SCOR UW Equity COMSCORE INC

Information Technology

28.94

32.06

34.07

35.89

37.10

0.000 -0.096 -0.168 -0.162

0.000

0.002

0.004

0.004

SCSC UW Equity SCANSOURCE INC

Information Technology

36.35

33.18

31.16

29.21

27.72

0.091 -0.003 -0.089 -0.141

0.000

0.004

0.007

0.008

SCSS UW Equity SELECT COMFORT CORPORATION

Consumer Discretionary

22.18

39.07

41.29

43.20

43.87

-0.228 -0.217 -0.200 -0.143

0.005

0.004

0.003

0.002

SEIC UW Equity

Financials

32.11

22.41

27.79

31.45

26.92

0.000

0.000 -0.001 -0.002 0.002

SENEA UW Equity SENECA FOODS CORP - CL A

Consumer Staples

33.40

SF UN Equity

STIFEL FINANCIAL CORP

Financials

38.16

25.03

25.02

25.43

SFD UN Equity

SMITHFIELD FOODS INC

Consumer Staples

33.39

12.80

12.65

11.85

SFG UN Equity

STANCORP FINANCIAL GROUP

Financials

13.59

13.93

14.29

SFNC UW Equity SIMMONS FIRST NATL CORP-CL A


SFY UN Equity

SEI INVESTMENTS COMPANY

SWIFT ENERGY CO

1.35%

20.12.2013

54.81

1.79%

20.11.2013

Financials

27.45

3.13%

13.09.2013

12.15

13.85

0.024

0.036 -0.049

-0.157 -0.216 -0.272

0.001

0.002

0.003

-0.136 -0.500 -0.566 -0.520 -0.487

0.002

0.020

0.022

0.000 -0.216 -0.337

0.000

0.004

0.008

0.015

Energy

12.32

42.93

43.55

44.30

45.80

0.000 -0.013 -0.039 -0.120

0.000

0.000

0.001

SGMS UW Equity SCIENTIFIC GAMES CORP-A

Consumer Discretionary

13.66

46.94

43.88

41.63

0.009 -0.018 -0.045

0.000

0.001

0.001

SGY UN Equity

STONE ENERGY CORP

Energy

27.82

33.34

34.64

35.82

36.58

-0.244 -0.211 -0.179 -0.138

0.007

0.005

0.004

0.002

SHFL UW Equity

SHFL ENTERTAINMENT INC

6.93

0.000

0.001

Consumer Discretionary

22.78

SHLM UW Equity SCHULMAN (A.) INC

Materials

27.17

7.41

6.72

6.09

26.35

26.54

26.90

SHOO UW Equity STEVEN MADDEN LTD

Consumer Discretionary

55.01

22.90

23.88

24.87

SIG UN Equity

SIGNET JEWELERS LTD

Consumer Discretionary

73.29

0.90%

SIGI UW Equity

SELECTIVE INSURANCE GROUP

Financials

24.88

2.09%

23.10.2013

27.06

24.94

23.54

13.11.2013

17.14

17.34

17.53

SIGM UW Equity

SIGMA DESIGNS INC

Information Technology

SIVB UW Equity

SVB FINANCIAL GROUP

Financials

5.25

38.12

40.40

41.96

87.12

23.00

23.70

24.43

SJI UN Equity

SOUTH JERSEY INDUSTRIES

Utilities

61.04

SKS UN Equity

SAKS INC

Consumer Discretionary

16.13

24.28

24.28

24.28

5.68

5.29

4.91

5.04

SKT UN Equity

TANGER FACTORY OUTLET CENTER

Financials

32.02

SKX UN Equity

SKECHERS USA INC-CL A

Consumer Discretionary

28.21

22.46

21.76

21.11

20.67

29.81

29.52

30.53

34.57

SKYW UW Equity SKYWEST INC

Industrials

15.28

SLAB UW Equity

SILICON LABORATORIES INC

Information Technology

39.86

37.67

36.61

26.16

26.42

SLG UN Equity

SL GREEN REALTY CORP

3.24%

3.11%
2.90%
1.05%

18.10.2013

06.12.2013
30.10.2013
27.09.2013

25.97

0.000

0.000

0.000

0.000 -0.162 -0.254

0.003

0.004 -0.103

0.000

0.003

0.004

-0.166 -0.201 -0.225 -0.211

0.002

0.003

0.003

-0.152 -0.187 -0.233

-0.002 0.001

0.003

18.12

-0.559 -0.554 -0.549 -0.534

0.027

0.027

0.027

0.000 -0.002 0.006

0.000

0.000

0.000

24.96

-0.215 -0.214 -0.208 -0.167

0.006

0.006

0.006

0.001

0.003
0.027
0.003

0.000

0.000

0.000

0.000

0.000

0.000

5.63

0.000

0.001

0.015 -0.127 -0.069

0.000

0.000

0.000

0.004

0.000 -0.128 -0.232 -0.240

0.000

0.004

0.008

0.007

36.71

-0.145 -0.165 -0.169 -0.141 -0.130

0.002

0.004

0.004

0.001

35.84

-0.209 -0.239 -0.262

0.007

0.006

0.004

26.86

-0.060 -0.013 -0.005

0.002

0.004

0.004

Financials

89.55

1.71%

30.09.2013

20.00

20.93

21.36

20.12

-0.295 -0.274 -0.255 -0.239

0.008

0.007

0.007

0.008

SLGN UW Equity SILGAN HOLDINGS INC

Materials

49.21

1.18%

04.09.2013

13.24

13.92

15.07

18.44

0.000

0.007 -0.070

0.000

0.000

0.000

0.002

SLH UN Equity

SOLERA HOLDINGS INC

Information Technology

57.04

0.98%

06.09.2013

24.73

24.24

23.76

23.06

-0.170 -0.182 -0.191 -0.159

0.004

0.004

0.003

0.002

SLXP UW Equity

SALIX PHARMACEUTICALS LTD

Health Care

73.96

38.81

37.96

36.38

33.35

-0.178 -0.446 -0.434 -0.140

0.003

0.014

0.013

0.002

SM UN Equity

SM ENERGY CO

Energy

69.32

30.90

32.23

33.24

33.12

-0.128 -0.163 -0.180 -0.142 -0.130

0.001

0.003

0.003

0.002

SMA UN Equity

SYMMETRY MEDICAL INC

Health Care

8.94

27.47

33.57

38.73

0.911

1.099

0.015

0.009

0.002

SMCI UW Equity

SUPER MICRO COMPUTER INC

Information Technology

11.78

45.97

45.37

44.69

-0.177 -0.188 -0.181

0.003

0.002

0.001

SMG UN Equity

SCOTTS MIRACLE-GRO CO-CL A

Materials

SMP UN Equity

STANDARD MOTOR PRODS

0.22%

24.10.2013

34.23

0.011

1.018

52.63

3.33%

21.11.2013

21.01

22.46

23.60

23.41

-0.029 -0.077 -0.117 -0.142

0.000

0.001

0.001

0.003

Consumer Discretionary

34.38

1.40%

16.08.2013

36.47

36.76

36.43

33.95

-0.361 -0.301 -0.234 -0.157

0.009

0.006

0.004

0.003

SMRT UW Equity STEIN MART INC

Consumer Discretionary

13.75

1.45%

02.10.2013

36.62

37.98

39.16

39.90

-0.155 -0.094 -0.060 -0.134

0.001

0.000

0.000

0.002

SMTC UW Equity SEMTECH CORP

Information Technology

31.24

35.30

34.69

34.13

33.23

-0.278 -0.221 -0.170 -0.121

0.016

0.012

0.008

0.004

SNCR UW Equity SYNCHRONOSS TECHNOLOGIES INC

Information Technology

34.80

28.70

34.46

37.70

35.33

-0.157 -0.085 -0.062 -0.170

0.009

0.003

0.000

0.004

SNH UN Equity

Financials

24.65

19.08

19.80

20.21

19.10

0.000 -0.069 -0.113 -0.093

0.000

0.005

0.009

0.006

SNPS UW Equity SYNOPSYS INC

Information Technology

37.29

20.83

19.83

18.80

18.44

-0.142 -0.257 -0.329 -0.205

0.000

0.008

0.013

0.007

SNV UN Equity

SYNOVUS FINANCIAL CORP

Financials

3.38

34.99

34.20

33.72

34.82

0.000

0.000

0.000

0.001

0.001

SNX UN Equity

SYNNEX CORP

Information Technology

49.97

31.08

31.69

31.99

31.57

-0.554 -0.452 -0.342 -0.226

0.013

0.010

0.008

0.004

SON UN Equity

SONOCO PRODUCTS CO

Materials

39.04

16.67

16.48

16.22

-0.215 -0.214 -0.219

0.003

0.003

0.005

SONC UW Equity SONIC CORP

Consumer Discretionary

15.76

23.52

26.01

28.09

28.92

SPAR UW Equity SPARTAN MOTORS INC

Consumer Discretionary

6.02

42.57

42.52

42.47

42.29

SPF UN Equity

STANDARD PACIFIC CORP

Consumer Discretionary

7.94

39.25

41.99

44.05

43.90

SPN UN Equity

SUPERIOR ENERGY SERVICES INC

Energy

25.51

28.43

29.69

31.00

32.55

SPPI UW Equity

SPECTRUM PHARMACEUTICALS INC

Health Care

8.33

59.62

58.92

57.49

52.88

SPTN UW Equity SPARTAN STORES INC

Consumer Staples

21.25

1.74%

04.12.2013

29.08

29.59

30.36

SPW UN Equity

Industrials

77.70

1.29%

13.09.2013

22.43

22.74

23.15

23.79

SRDX UW Equity SURMODICS INC

Health Care

22.76

33.89

34.14

34.36

33.97

SSD UN Equity

SIMPSON MANUFACTURING CO INC

Industrials

32.28

1.70%

31.12.2013

25.32

25.02

24.57

23.14

SSI UN Equity

STAGE STORES INC

Consumer Discretionary

23.98

2.09%

29.08.2013

37.72

36.49

35.70

SSP UN Equity

EW SCRIPPS CO/THE-A

Consumer Discretionary

14.45

27.50

28.14

28.86

SSS UN Equity

SOVRAN SELF STORAGE INC

Financials

71.89

2.95%

11.10.2013

20.20

20.63

21.17

STBA UW Equity

S & T BANCORP INC

Financials

24.50

1.84%

08.11.2013

24.09

23.81

24.07

STC UN Equity

STEWART INFORMATION SERVICES

Financials

31.30

0.64%

13.12.2013

49.73

53.83

47.74

STE UN Equity

STERIS CORP

Health Care

45.54

1.93%

21.08.2013

25.25

24.45

STL UN Equity

STERLING BANCORP-N Y

Financials

13.90

0.65%

13.12.2013

STLD UW Equity

STEEL DYNAMICS INC

Materials

15.57

2.83%

30.09.2013

27.16

STMP UW Equity STAMPS.COM INC

Information Technology

40.30

STR UN Equity

Utilities

24.78

2.91%

20.11.2013

STRA UW Equity STRAYER EDUCATION INC

Consumer Discretionary

46.17

4.33%

29.08.2013

STRI UN Equity

STR HOLDINGS INC

Information Technology

2.32

SUNE UN Equity

SUNEDISON INC

Information Technology

9.73

SUP UN Equity

SUPERIOR INDUSTRIES INTL

Consumer Discretionary

18.53

SUPX UW Equity SUPERTEX INC

Information Technology

26.20

SUSQ UW Equity SUSQUEHANNA BANCSHARES INC

Financials

13.46

SVU UN Equity

SUPERVALU INC

Consumer Staples

7.94

SWC UN Equity

STILLWATER MINING CO

Materials

11.96

SWI UN Equity

SOLARWINDS INC

Information Technology

SWKS UW Equity SKYWORKS SOLUTIONS INC


SWM UN Equity

SENIOR HOUSING PROP TRUST

SPX CORP

6.49%
1.18%

22.10.2013
17.09.2013

3.20%

13.11.2013

1.66%

05.11.2013

35.28

46.51
55.38

0.062

0.095 -0.041 -0.063

0.000 -0.112 -0.187 -0.172

0.000

0.004

0.007

0.004

-0.179 -0.180 -0.181 -0.138

0.000

0.000

0.000

0.000

-0.050 -0.129 -0.177 -0.097 -0.087

0.004

0.005

0.005

0.002

-0.220 -0.201 -0.182 -0.148

0.004

0.003

0.002

0.001

0.016 -0.012 -0.046 -0.104 0.004

0.004

0.003

0.003

0.003

-0.105 -0.261 -0.279

0.000

0.009

0.011

-0.269 -0.280 -0.280 -0.212

0.007

0.008

0.008

0.005

-0.229 -0.342 -0.401 -0.242

0.007

0.008

0.008

0.005

0.000

0.000 -0.001 -0.001 0.002

0.022

0.020 -0.095

-0.066 -0.018 -0.013

0.000

0.006

0.008

29.97

0.000 -0.069 -0.121 -0.116

0.000

0.004

0.006

0.004

21.81

-0.152 -0.153 -0.150 -0.124

0.001

0.002

0.002

0.001

-0.191 -0.075 0.012

0.003

0.001

0.000

41.02

0.000 -0.040 -0.319 -0.422

0.000

0.006

0.030

0.031

23.93

24.38

-0.166 -0.114 -0.087 -0.094

0.023

0.016

0.008

0.001

28.02

28.72

29.43

-0.129 -0.165 -0.179 -0.130 -0.149

0.001

0.003

0.003

0.003

38.97

43.09

45.69

43.77

-0.149 -0.163 -0.169 -0.156

0.007

0.005

0.004

0.003

15.89

16.75

17.49

-0.122 -0.169 -0.202

0.002

0.003

0.004

43.92

45.37

47.32

-0.271 -0.272 -0.266

83.21

81.74

80.02

76.97

68.69

67.02

64.84

62.21

24.73

24.69

25.00

39.60

38.17

36.69

35.26

28.10.2013

24.05

24.06

24.06

24.07

30.08.2013

39.27

46.06

49.50

48.15

47.16

38.42

38.71

39.82

42.92

44.99

36.51

35.96

40.97

44.21

41.99

Information Technology

24.26

33.58

36.72

39.03

39.05

SCHWEITZER-MAUDUIT INTL INC

Materials

56.30

17.96

19.89

21.66

SWS UN Equity

SWS GROUP INC

Financials

5.98

46.04

46.09

46.14

SWX UN Equity

SOUTHWEST GAS CORP

Utilities

49.34

2.73%

14.11.2013

15.53

15.55

15.59

SXC UN Equity

SUNCOKE ENERGY INC

Materials

15.64

29.27

29.16

29.34

30.85

0.000 -0.107 -0.194 -0.214

SXI UN Equity

STANDEX INTERNATIONAL CORP

Industrials

59.40

0.64%

14.11.2013

30.00

29.75

29.54

29.44

-0.184 -0.162 -0.131 -0.064

SXT UN Equity

SENSIENT TECHNOLOGIES CORP

Materials

43.88

2.12%

08.11.2013

35.52

38.53

35.99

SYKE UW Equity SYKES ENTERPRISES INC

Information Technology

17.60

28.39

26.15

25.45

SYMM UW Equity SYMMETRICOM INC

Information Technology

5.05

38.88

38.88

38.88

35.60

SYNA UW Equity SYNAPTICS INC

Information Technology

41.32

34.56

36.44

37.83

37.89

-0.222 -0.195 -0.171 -0.154 -0.116

TAYC UW Equity TAYLOR CAPITAL GROUP INC

Financials

22.27

43.11

43.11

43.11

43.11

0.000

0.000

TBI UN Equity

TRUEBLUE INC

Industrials

27.38

28.76

28.94

28.95

27.86

TCB UN Equity

TCF FINANCIAL CORP

Financials

14.96

1.34%

13.11.2013

24.17

26.19

27.34

TCBI UW Equity

TEXAS CAPITAL BANCSHARES INC

Financials

45.60

23.13

23.69

24.19

24.46

TCO UN Equity

TAUBMAN CENTERS INC

Financials

71.97

2.89%

17.09.2013

19.42

20.20

21.04

21.38

TDS UN Equity

TELEPHONE AND DATA SYSTEMS

Telecommunication Services 29.25

1.74%

13.09.2013

31.44

31.70

31.78

31.14

0.134

TDW UN Equity

TIDEWATER INC

Energy

56.90

1.86%

06.12.2013

21.21

22.44

23.90

TDY UN Equity

TELEDYNE TECHNOLOGIES INC

Industrials

82.27

25.11

25.09

25.03

TECD UW Equity TECH DATA CORP

Information Technology

52.43

47.87

46.29

43.92

TECH UW Equity TECHNE CORP

Health Care

74.04

17.50

17.50

17.50

TESO UW Equity TESCO CORP

Energy

13.14

42.79

39.63

36.81

36.07

TEX UN Equity

TEREX CORP

Industrials

30.33

39.39

40.46

41.70

43.53

TFX UN Equity

TELEFLEX INC

Health Care

78.35

1.74%

15.11.2013

28.05

26.61

23.06

TG UN Equity

TREDEGAR CORP

Materials

25.44

1.14%

18.12.2013

40.99

40.42

40.03

TGI UN Equity

TRIUMPH GROUP INC

Industrials

78.45

0.20%

29.11.2013

25.23

24.58

THG UN Equity

HANOVER INSURANCE GROUP INC/

Financials

55.42

2.49%

06.09.2013

16.28

16.28

THO UN Equity

THOR INDUSTRIES INC

Consumer Discretionary

55.90

1.57%

30.09.2013

28.09

29.65

THOR UW Equity THORATEC CORP

Health Care

35.59

36.32

35.37

34.65

THS UN Equity

TREEHOUSE FOODS INC

Consumer Staples

72.09

25.18

24.09

23.56

24.28

TIBX UW Equity
TILE UW Equity

TIBCO SOFTWARE INC


INTERFACE INC

Information Technology
Industrials

24.58
18.97

46.66
34.14

44.80
33.40

42.84
32.94

40.59

QUESTAR CORP

2.59%
2.38%

2.13%

1.70%

0.66%

08.01.2014

29.11.2013

06.11.2013

06.11.2013

32.18

0.014

0.001
0.001

0.002

0.002

0.001
0.000

0.001

0.006

0.006

0.005

0.000 -0.007 -0.009 0.013

0.000

0.000

0.000

0.001

-0.061 -0.075 -0.083 -0.078 -0.080

0.005

0.004

0.003

0.002

-0.163 -0.122 -0.102

0.000

0.000

0.000

0.000 -0.021 -0.045 -0.064

0.000

0.002

0.003

0.002

-0.077 -0.077 -0.077 -0.077

0.000

0.000

0.000

0.000

-0.140 -0.121 -0.150 -0.223 -0.192

0.007

0.004

0.002

0.003

0.002

0.025 -0.096 -0.177 -0.159 -0.141

0.010

0.009

0.007

0.003

0.001

42.09

0.082

0.025 -0.024 -0.085 -0.076

0.008

0.005

0.003

0.001

0.000

41.47

-0.177 -0.181 -0.177 -0.139 -0.113

0.007

0.005

0.003

0.001

0.000

23.54

0.036

0.008 -0.017 -0.050

0.000

0.001

0.001

0.000

45.75

-0.259 -0.257 -0.256 -0.270

0.000

0.000

0.000 -0.001

0.000

0.000

0.000

0.000

0.000

0.003

0.006

0.005

0.004

0.003

0.003

0.007

-0.908 -0.936 -0.809

0.018

0.015

0.013

0.000

0.003 -0.013

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.008

0.006

0.004

0.002

0.000

0.000

0.000

0.000

-0.093 -0.083 -0.080 -0.120

0.000

0.000

0.000

0.003

0.101 -0.097 -0.234

0.004

0.005

0.005

0.005 -0.057 -0.108 -0.132

0.000

0.002

0.003

0.002

-0.104 -0.146 -0.183 -0.168

0.006

0.009

0.010

0.006

0.015

0.010

0.005

0.003

-0.214 -0.201 -0.194

0.004

0.002

0.001

24.76

-0.057 -0.092 -0.125 -0.175

0.000

0.003

0.004

0.004

36.81

-0.634 -0.490 -0.334 -0.250

0.012

0.009

0.006

0.004

0.000

0.000

0.000

0.000

0.021 -0.101 -0.199 -0.112

0.000

0.002

0.004

0.005

-0.264 -0.238 -0.210 -0.172 -0.140

0.004

0.003

0.002

0.001

-0.597 -0.445 -0.304

0.007

0.005

0.003

40.63

-0.127 -0.119 -0.113 -0.112

0.003

0.003

0.003

0.002

24.23

25.35

-0.104 -0.149 -0.183 -0.160

0.003

0.007

0.009

0.007

16.28

16.28

0.000

0.000

0.000

0.000

0.000

0.000

30.83

30.70

-0.354 -0.316 -0.272 -0.199

0.010

0.008

0.006

0.003

-0.094 -0.094 -0.092

0.004

0.001 -0.001

-0.123 -0.255 -0.349 -0.303

0.002

0.008

0.012

0.008

0.021 0.011 -0.002 -0.033 -0.004


-0.080 -0.020 0.003

0.007
0.001

0.004
0.002

0.002
0.003

0.000

63.02

39.03

44.96

39.27

0.006

0.000

0.012

0.000
0.000

0.000

0.028 -0.082 -0.121

0.000

0.000

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

0.000

0.000

0.001

0.001

0.001

0.000

07.08.2013

S&P 1000 Index

Ticker
TKR UN Equity
TMP UA Equity
TNC UN Equity
TNGO UW Equity
TOL UN Equity
TPX UN Equity
TQNT UW Equity
TR UN Equity
TRAK UW Equity
TRMB UW Equity
TRMK UW Equity
TRN UN Equity
TRST UW Equity
TSCO UW Equity
TSRA UW Equity
TTC UN Equity
TTEC UW Equity
TTEK UW Equity
TTI UN Equity
TTMI UW Equity
TTWO UW Equity
TUES UW Equity
TUP UN Equity
TW UN Equity
TWGP UW Equity
TWI UN Equity
TWTC UW Equity
TXI UN Equity
TXRH UW Equity
TYL UN Equity
TYPE UW Equity
UA UN Equity
UBA UN Equity
UBSI UW Equity
UCBI UW Equity
UDR UN Equity
UEIC UW Equity
UFCS UW Equity
UFPI UW Equity
UFS UN Equity
UGI UN Equity
UHS UN Equity
UHT UN Equity
UIL UN Equity
UMBF UW Equity
UMPQ UW Equity
UNF UN Equity
UNFI UW Equity
UNS UN Equity
UNT UN Equity
UNTD UW Equity
URI UN Equity
URS UN Equity
USMO UW Equity
USTR UW Equity
UTEK UW Equity
UTHR UW Equity
UTI UN Equity
UTIW UW Equity
UVV UN Equity
VAC UN Equity
VAL UN Equity
VCI UN Equity
VCLK UW Equity
VDSI UR Equity
VECO UW Equity
VICR UW Equity
VIVO UW Equity
VLTR UW Equity
VLY UN Equity
VMI UN Equity
VOXX UW Equity
VPFG UW Equity
VPHM UW Equity
VRTS UW Equity
VRTU UW Equity
VRTX UW Equity
VSAT UW Equity
VSH UN Equity
VSI UN Equity
VVC UN Equity
VVI UN Equity
WAB UN Equity
WABC UW Equity
WAFD UW Equity
WAGE UN Equity
WBS UN Equity
WCG UN Equity
WCN UN Equity
WDFC UW Equity
WDR UN Equity
WEN UW Equity
WERN UW Equity
WEX UN Equity
WGL UN Equity
WGO UN Equity
WIBC UW Equity
WIRE UW Equity
WMS UN Equity
WOOF UW Equity
WOR UN Equity
WPP UN Equity
WR UN Equity
WRB UN Equity
WRI UN Equity
WRLD UW Equity
WSM UN Equity
WSO UN Equity
WST UN Equity
WTFC UW Equity
WTR UN Equity
WTS UN Equity
WWAV UN Equity
WWD UW Equity
WWW UN Equity
XEC UN Equity
XLS UN Equity
XOXO UN Equity
XXIA UW Equity
Y UN Equity
ZBRA UW Equity
ZEP UN Equity
ZEUS UW Equity
ZLC UN Equity
ZQK UN Equity
ZUMZ UW Equity

Name
TIMKEN CO
TOMPKINS FINANCIAL CORP
TENNANT CO
TANGOE INC/CT
TOLL BROTHERS INC
TEMPUR SEALY INTERNATIONAL I
TRIQUINT SEMICONDUCTOR INC
TOOTSIE ROLL INDS
DEALERTRACK TECHNOLOGIES INC
TRIMBLE NAVIGATION LTD
TRUSTMARK CORP
TRINITY INDUSTRIES INC
TRUSTCO BANK CORP NY
TRACTOR SUPPLY COMPANY
TESSERA TECHNOLOGIES INC
TORO CO
TELETECH HOLDINGS INC
TETRA TECH INC
TETRA TECHNOLOGIES INC
TTM TECHNOLOGIES
TAKE-TWO INTERACTIVE SOFTWRE
TUESDAY MORNING CORP
TUPPERWARE BRANDS CORP
TOWERS WATSON & CO-CL A
TOWER GROUP INTERNATIONAL LT
TITAN INTERNATIONAL INC
TW TELECOM INC
TEXAS INDUSTRIES INC
TEXAS ROADHOUSE INC
TYLER TECHNOLOGIES INC
MONOTYPE IMAGING HOLDINGS IN
UNDER ARMOUR INC-CLASS A
URSTADT BIDDLE - CLASS A
UNITED BANKSHARES INC
UNITED COMMUNITY BANKS/GA
UDR INC
UNIVERSAL ELECTRONICS INC
UNITED FIRE GROUP INC
UNIVERSAL FOREST PRODUCTS
DOMTAR CORP
UGI CORP
UNIVERSAL HEALTH SERVICES-B
UNIVERSAL HEALTH RLTY INCOME
UIL HOLDINGS CORP
UMB FINANCIAL CORP
UMPQUA HOLDINGS CORP
UNIFIRST CORP/MA
UNITED NATURAL FOODS INC
UNS ENERGY CORP
UNIT CORP
UNITED ONLINE INC
UNITED RENTALS INC
URS CORP
USA MOBILITY INC
UNITED STATIONERS INC
ULTRATECH INC
UNITED THERAPEUTICS CORP
UNIVERSAL TECHNICAL INSTITUT
UTI WORLDWIDE INC
UNIVERSAL CORP/VA
MARRIOTT VACATIONS WORLD
VALSPAR CORP
VALASSIS COMMUNICATIONS INC
VALUECLICK INC
VASCO DATA SECURITY INTL
VEECO INSTRUMENTS INC
VICOR CORP
MERIDIAN BIOSCIENCE INC
VOLTERRA SEMICONDUCTOR CORP
VALLEY NATIONAL BANCORP
VALMONT INDUSTRIES
VOXX INTERNATIONAL CORP
VIEWPOINT FINANCIAL GROUP IN
VIROPHARMA INC
VIRTUS INVESTMENT PARTNERS
VIRTUSA CORP
VERTEX PHARMACEUTICALS INC
VIASAT INC
VISHAY INTERTECHNOLOGY INC
VITAMIN SHOPPE INC
VECTREN CORPORATION
VIAD CORP
WABTEC CORP
WESTAMERICA BANCORPORATION
WASHINGTON FEDERAL INC
WAGEWORKS INC
WEBSTER FINANCIAL CORP
WELLCARE HEALTH PLANS INC
WASTE CONNECTIONS INC
WD-40 CO
WADDELL & REED FINANCIAL-A
WENDY'S CO/THE
WERNER ENTERPRISES INC
WEX INC
WGL HOLDINGS INC
WINNEBAGO INDUSTRIES
WILSHIRE BANCORP INC
ENCORE WIRE CORP
WMS INDUSTRIES INC
VCA ANTECH INC
WORTHINGTON INDUSTRIES
WAUSAU PAPER CORP
WESTAR ENERGY INC
WR BERKLEY CORP
WEINGARTEN REALTY INVESTORS
WORLD ACCEPTANCE CORP
WILLIAMS-SONOMA INC
WATSCO INC
WEST PHARMACEUTICAL SERVICES
WINTRUST FINANCIAL CORP
AQUA AMERICA INC
WATTS WATER TECHNOLOGIES-A
WHITEWAVE FOODS CO - CL A
WOODWARD INC
WOLVERINE WORLD WIDE INC
CIMAREX ENERGY CO
EXELIS INC
XO GROUP INC
IXIA
ALLEGHANY CORP
ZEBRA TECHNOLOGIES CORP-CL A
ZEP INC
OLYMPIC STEEL INC
ZALE CORP
QUIKSILVER INC
ZUMIEZ INC

GICS_SECTOR_NAME

ATM4 Ref

Industrials
60.27
Financials
45.96
Industrials
52.61
Information Technology
18.79
Consumer Discretionary
32.20
Consumer Discretionary
40.08
Information Technology
7.93
Consumer Staples
34.58
Information Technology
40.98
Information Technology
27.11
Financials
27.06
Industrials
40.35
Financials
5.98
Consumer Discretionary
122.12
Information Technology
19.60
Industrials
48.71
Information Technology
25.52
Industrials
23.39
Energy
9.89
Information Technology
9.34
Information Technology
17.96
Consumer Discretionary
11.17
Consumer Discretionary
85.90
Industrials
85.53
Financials
21.73
Industrials
16.72
Telecommunication Services 30.28
Materials
60.62
Consumer Discretionary
24.96
Information Technology
75.16
Information Technology
24.95
Consumer Discretionary
70.04
Financials
21.29
Financials
28.55
Financials
14.19
Financials
24.62
Consumer Discretionary
30.09
Financials
27.59
Industrials
40.77
Materials
69.61
Utilities
42.22
Health Care
70.71
Financials
42.76
Utilities
40.23
Financials
60.76
Financials
17.24
Industrials
100.57
Consumer Staples
61.01
Utilities
50.56
Energy
46.22
Information Technology
8.56
Industrials
57.34
Industrials
46.20
Telecommunication Services 15.19
Industrials
42.40
Information Technology
28.53
Health Care
73.84
Consumer Discretionary
11.75
Industrials
16.72
Consumer Staples
62.43
Consumer Discretionary
43.80
Materials
69.59
Consumer Discretionary
28.54
Information Technology
20.66
Information Technology
8.20
Information Technology
33.65
Industrials
8.48
Health Care
24.54
Information Technology
14.63
Financials
10.57
Industrials
142.76
Consumer Discretionary
13.75
Financials
21.42
Health Care
30.54
Financials
190.23
Information Technology
25.60
Health Care
77.33
Information Technology
67.29
Information Technology
14.03
Consumer Discretionary
44.81
Utilities
36.35
Industrials
25.04
Industrials
58.62
Financials
48.97
Financials
22.33
Industrials
34.20
Financials
27.30
Health Care
60.57
Industrials
43.45
Consumer Staples
58.51
Financials
52.35
Consumer Discretionary
7.43
Industrials
23.97
Information Technology
88.26
Utilities
45.84
Consumer Discretionary
24.91
Financials
8.97
Industrials
41.81
Consumer Discretionary
25.82
Health Care
28.73
Materials
35.71
Materials
11.38
Utilities
33.58
Financials
42.29
Financials
31.10
Financials
84.20
Consumer Discretionary
61.14
Industrials
93.29
Health Care
78.41
Financials
41.47
Utilities
33.89
Industrials
53.41
Consumer Staples
18.90
Industrials
41.25
Consumer Discretionary
58.36
Energy
79.47
Industrials
15.17
Information Technology
12.11
Information Technology
15.18
Financials
405.36
Information Technology
48.03
Materials
13.50
Materials
27.30
Consumer Discretionary
9.25
Consumer Discretionary
6.46
Consumer Discretionary
27.76

Dividend
Yield

Next ExDividend
Date

1.59%
3.48%
1.54%

27.11.2013
06.11.2013
30.08.2013

0.93%

03.10.2013

3.40%
1.34%
4.39%
0.91%
2.04%
1.30%

29.11.2013
17.10.2013
04.09.2013
21.11.2013
18.11.2013
03.10.2013

3.12%
0.44%
3.04%
0.12%

19.09.2013
18.12.2013
12.09.2013
30.09.2013

2.00%

07.08.2013
09.09.2013

1.04%

30.12.2013

4.73%
4.45%
1.41%
3.88%

02.10.2013
11.09.2013
11.09.2013
11.10.2013

2.61%
0.98%
3.30%
2.72%
0.28%
5.93%
4.30%
1.46%
3.60%
0.15%

03.09.2013
29.11.2013
13.12.2013
13.12.2013
27.11.2013
19.09.2013
19.12.2013
11.12.2013
02.10.2013
11.12.2013

3.62%

17.12.2013

4.67%

14.11.2013

1.86%
3.29%
1.39%

13.12.2013
20.11.2013
13.12.2013

3.40%
0.36%
3.25%

11.09.2013
27.06.2014
16.01.2014

1.54%
4.56%

30.09.2013
24.09.2013

3.54%
3.46%

16.08.2013
21.11.2013

3.41%
0.72%

11.09.2013
25.09.2013

2.05%

05.11.2013

3.95%
1.60%
0.17%
2.31%
1.84%

13.11.2013
11.09.2013
15.11.2013
07.11.2013
30.09.2013

2.27%

07.11.2013

1.04%
2.12%
2.25%
2.69%
0.88%

01.11.2013
16.10.2013
02.10.2013
03.12.2013
03.10.2013

3.75%

10.10.2013

1.34%
0.19%

27.09.2013
25.09.2013

1.68%
1.05%
4.11%
0.97%
4.02%

13.12.2013
01.11.2013
04.09.2013
04.12.2013
06.12.2013

2.16%
1.07%
0.64%
0.58%
2.24%
0.97%

23.10.2013
17.10.2013
13.01.2014
04.02.2014
15.11.2013
21.11.2013

0.82%
0.86%
0.73%
2.72%

19.11.2013
02.01.2014
13.11.2013
28.08.2013

1.18%
0.29%

18.10.2013
04.09.2013

At The Money Implied Volatilities by Terms

Option Implied Volatility Skew Parameters by Terms:


IVt = atx + btx2 + ct

ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M

Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
(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

30.12

30.74

31.30

31.55

-0.179 -0.213 -0.236 -0.207

0.003

0.003

0.003

0.003

24.84
53.08
36.51
38.27
29.45

25.60
52.89
37.10
41.31
34.79

26.22
52.48
37.54
43.62
38.45

51.09
37.56
44.13
38.11

38.06
45.91
41.30

-0.068
-0.314
-0.179
-0.216
-0.165

-0.094
-0.342
-0.143
-0.171
-0.214

-0.134
-0.349
-0.113
-0.139
-0.227

-0.260
-0.114 -0.101
-0.139 -0.111
-0.112 -0.056

0.000
0.004
0.007
0.006
0.004

0.002
0.003
0.005
0.004
0.005

0.003
0.002
0.003
0.002
0.006

0.001
0.002
0.001
0.003

0.001
0.001
0.001

22.14
25.46
82.22
29.67

24.46
28.26
67.03
29.61

26.25
30.17
49.89
29.88

25.95
29.57
39.62
31.21

32.37

0.000
-0.089
0.000
-0.309

-0.025
-0.149
-0.004
-0.301

-0.050
-0.186
-0.005
-0.270

-0.108
-0.174
0.111
-0.194 -0.146

0.000 0.001 0.002


0.004 0.005 0.005
0.000 -0.001 -0.001
0.006 0.005 0.004

0.003
0.003
0.016
0.003

0.002

21.71
34.49
24.04
17.25
30.67
45.71
28.34
37.64
46.41
19.36
23.81
22.39
36.63
27.47
39.99
21.94
25.94
32.18
26.52
30.68
21.99
30.40
19.03

21.76
34.86
28.91
18.36
28.12
45.34
30.66
38.03
47.30
19.98
23.03
21.15
37.61
27.06
42.71
23.28
26.82
32.63
26.69
28.14
22.01
30.40
18.42

22.40
35.20
32.05
19.72
26.29
44.96
32.58
38.49
47.96
20.98
22.45
20.60
38.89
26.91
44.05
24.63
27.73
33.13
27.10
25.81
22.04
30.40
17.94

24.55
35.39
25.71

-0.188
-0.040
-0.054
0.000
-0.167
0.140
0.000
0.019
-0.128
-0.218
-0.266
-0.248
-0.137
0.000
-0.298
-0.145
-0.294
-0.032
-0.268
0.145
0.010
-0.021
-0.151

-0.208
-0.030
-0.254
0.004
-0.146
0.070
-0.134
-0.047
-0.143
-0.247
-0.252
-0.368
-0.118
-0.065
-0.279
-0.154
-0.267
-0.065
-0.229
0.081
0.009
-0.021
-0.105

-0.210
-0.021
-0.398
-0.015
-0.123
0.001
-0.227
-0.105
-0.147
-0.251
-0.225
-0.407
-0.114
-0.108
-0.260
-0.159
-0.238
-0.079
-0.196
0.013
0.009
-0.021
-0.082

-0.173 -0.131
-0.018
-0.262

0.004
0.003
0.001
0.000
-0.001
0.005
0.000
0.008
0.000
0.005
0.007
0.003
0.002
0.000
0.006
0.003
0.009
0.001
0.007
-0.001
0.000
0.000
0.002

0.005
0.003
-0.005
0.000
0.001
0.005
0.003
0.006
0.001
0.007
0.007
0.010
0.005
0.005
0.005
0.005
0.008
0.003
0.005
-0.001
0.000
0.000
0.002

0.006
0.002
-0.009
0.001
0.002
0.004
0.004
0.004
0.002
0.007
0.006
0.012
0.006
0.007
0.005
0.006
0.007
0.005
0.004
0.000
0.000
0.000
0.002

0.004 0.002
0.001
-0.002

43.78
27.44
22.56
17.89
24.94
27.89
42.06
19.57
21.63
16.34
22.26
16.33
25.34
49.79
34.83
30.01
126.50
41.82
34.94
27.30
43.37
30.10
19.77
28.28
25.19
28.19
35.67
41.33
36.79
40.59
21.04
31.64
19.96
24.32
46.82
21.14
33.83

39.19
34.11
23.92
16.61
25.94
27.97
36.24
20.23
22.13
20.64
21.61
16.68
25.90
50.99
35.60
28.29
81.36
37.98
37.47
27.68
37.23
29.84
19.02
29.50
24.75
29.40
38.17
40.59
37.33
40.59
20.69
32.22
21.25
24.16
46.64
21.14
35.71

34.79
37.81
24.35
15.69
26.56
28.30
29.39
20.91
22.68
23.66
21.18
17.02
26.42
51.57
36.41
26.40
48.06
33.69
39.36
28.23
31.10
29.38
18.53
29.70
24.50
30.43
40.32
40.12
38.40
41.01
20.83
33.07
22.42
24.35
46.36
20.62
37.13

36.04

-0.168
-0.034
0.043
0.000
-0.324
-0.067
0.000
0.000
0.000
0.000
-0.014
0.000
-0.336
0.089
-0.218
-0.222
0.000
0.000
-0.097
-0.233
0.000
0.000
-0.361
-0.092
-0.287
-0.300
-0.273
0.000
-0.195
0.000
-0.130
0.000
-0.193
-0.371
-0.046
0.000
0.229

-0.255
-0.136
-0.159
-0.061
-0.246
-0.116
0.000
-0.071
-0.030
0.038
-0.040
-0.117
-0.265
0.027
-0.234
-0.175
0.570
-0.004
-0.143
-0.195
-0.172
0.002
-0.374
-0.121
-0.274
-0.221
-0.243
-0.006
-0.176
0.000
-0.124
-0.062
-0.137
-0.298
-0.027
0.000
0.064

-0.305
-0.197
-0.293
-0.111
-0.143
-0.148
0.000
-0.128
-0.060
0.052
-0.073
-0.201
-0.194
-0.024
-0.226
-0.149
0.872
-0.009
-0.178
-0.158
-0.318
-0.027
-0.345
-0.148
-0.251
-0.151
-0.212
-0.013
-0.157
-0.099
-0.127
-0.117
-0.092
-0.225
-0.021
-0.002
-0.052

-0.132

0.001
0.007
0.000
0.000
0.008
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.005
0.000
0.007
0.005
0.000
0.000
0.012
0.006
0.000
0.000
0.011
0.001
0.004
0.004
0.005
0.000
0.009
0.000
0.002
0.000
0.001
0.015
0.000
0.000
0.008

0.006
0.004
0.002
0.000
0.008
0.003
0.000
0.003
0.001
0.000
0.001
0.003
0.003
0.001
0.005
0.002
-0.008
0.000
0.008
0.005
0.003
-0.001
0.013
-0.001
0.005
0.004
0.004
-0.001
0.006
0.000
0.002
0.001
0.001
0.017
0.003
0.000
0.008

0.010
0.002
0.005
0.000
0.008
0.005
0.000
0.005
0.002
0.000
0.001
0.006
0.001
0.001
0.004
0.001
-0.035
0.000
0.004
0.004
0.006
0.000
0.014
0.000
0.005
0.003
0.003
-0.001
0.004
-0.001
0.003
0.002
0.001
0.017
0.005
0.000
0.006

0.006

0.001

0.002

43.05
40.18
45.65
33.56
33.90
18.99
37.52
20.21
14.90
16.62
45.13
22.57
42.55
17.08
21.06
24.04
29.48
23.15
27.99
17.25
37.68
30.33
22.72
27.13
23.01
26.91
28.92
18.92
15.19
19.41
30.10
27.24
22.01
18.40
21.36
19.92
21.86
37.45
22.80
25.42
33.70
24.59
32.05
39.52
19.07
28.99
33.18
34.33
65.20
48.38
46.29

43.73
41.74
44.14
32.42
36.00
18.21
37.66
19.21
16.01
17.68
44.09
22.57
41.68
17.11
22.55
24.55
30.25
22.49
26.36
16.82
40.26
30.32
24.11
27.13
24.23
27.14
28.92
17.65
15.21
19.10
30.88
26.72
22.55
18.41
20.65
19.35
22.93
37.15
22.12
27.41
33.42
24.53
30.02
41.89
18.80
29.93
31.63
32.27
63.15
45.86
44.54

43.51
42.94
42.29
31.84
37.57
17.43
38.07
18.44
17.16
18.62
43.41
22.49
40.66
17.14
23.98
25.17
30.82
22.16
25.44
16.65
41.41
30.32
24.93
27.13
25.27
27.81
29.09
16.62
14.30
18.75
31.52
26.30
23.15
18.41
19.71
18.75
23.99
37.36
22.18
28.81
33.05
24.79
28.63
43.73
18.64
30.83
30.50
31.19
61.55
43.47
42.76

39.86
44.02
39.69

-0.108
-0.010
-0.114
-0.089
-0.138
0.000
-0.362
-0.080
0.000
0.000
-0.195
-0.003
-0.260
-0.091
-0.011
-0.098
0.214
-0.048
-0.397
0.000
-0.035
-0.018
-0.144
0.000
0.000
-0.027
0.000
-0.255
-0.034
0.000
-0.402
-0.273
-0.091
-0.022
0.000
-0.180
-0.005
0.095
-0.144
-0.364
-0.219
0.000
0.000
-0.098
-0.035
-0.608
0.000
-0.090
-0.129
0.007
-0.232

-0.107
-0.053
-0.140
-0.142
-0.140
-0.097
-0.321
-0.407
0.000
0.007
-0.192
-0.003
-0.226
-0.091
-0.066
-0.124
0.121
-0.048
-0.396
0.004
-0.071
-0.018
-0.093
0.000
-0.049
-0.093
0.000
-0.178
-0.034
0.009
-0.353
-0.264
-0.094
-0.022
-0.054
-0.115
-0.065
0.003
-0.215
-0.289
-0.219
0.004
-0.136
-0.161
-0.057
-0.610
-0.011
-0.123
-0.152
-0.053
-0.208

-0.109
-0.084
-0.165
-0.186
-0.139
-0.176
-0.281
-0.503
-0.001
-0.024
-0.179
-0.047
-0.192
-0.091
-0.108
-0.151
0.035
-0.057
-0.386
-0.016
-0.113
-0.018
-0.078
0.000
-0.086
-0.147
-0.060
-0.101
-0.166
-0.037
-0.298
-0.246
-0.107
-0.022
-0.128
-0.066
-0.116
-0.064
-0.249
-0.214
-0.212
-0.016
-0.217
-0.189
-0.068
-0.610
-0.042
-0.136
-0.161
-0.118
-0.171

-0.089
-0.096 -0.104
-0.169

0.003
0.003
0.000
0.001
0.004
0.000
0.007
0.001
0.000
0.000
0.001
0.000
0.004
0.001
0.002
0.001
0.000
0.000
0.023
0.000
0.001
0.000
0.000
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0.000
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0.000
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0.008
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0.000
0.007
0.000
0.000
0.001
0.002
0.007

-0.005
0.004
0.002
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0.002
0.003
0.015
0.015
0.000
0.000
0.002
0.000
0.003
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0.002
0.001
0.000
0.001
0.030
0.000
0.002
0.000
0.000
0.000
0.001
0.003
0.000
0.003
0.000
0.000
0.008
0.004
0.002
0.000
-0.002
0.004
0.000
0.006
0.006
0.006
0.005
0.000
0.003
0.000
0.001
0.006
0.005
0.006
0.001
0.002
0.005

-0.009
0.003
0.004
0.002
0.001
0.005
0.022
0.018
0.000
0.000
0.003
0.001
0.002
0.001
0.003
0.001
0.000
0.002
0.032
0.000
0.003
0.000
0.000
0.000
0.002
0.005
0.000
0.002
0.005
0.001
0.006
0.003
0.002
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-0.003
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0.007
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0.003
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0.001
0.001
0.004
0.008
0.009
0.002
0.002
0.004

0.002
0.002
0.004

0.001

27.14
44.49
33.35
39.06
47.39

26.38
28.87
33.89
28.26
24.42
29.02
29.34

29.37
21.01
21.72
23.60
24.17
21.56
17.43
27.53
49.36
37.67

25.86

37.64

29.55

40.00

28.77
39.28
29.56
28.32
19.53

30.14
41.48
41.02
40.56

41.47

35.02
22.20
26.16
45.62
36.38

33.52

46.20

37.10
16.95
36.79

44.02
39.37
17.56
25.55
26.37
31.21
23.40
23.46

39.09

30.17
24.60
25.60
30.24
15.93

26.53
23.47
18.79
17.23
17.92
25.27
39.21

27.45

41.06

28.30
32.49

43.71
25.77

62.80
41.78
41.93

39.81

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

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