Basket Correlation Trade Report

Based off of Thursday July 29, 2010 Settlement Prices.
The following stocks are more than 2.2 Z Score +Rich/-Cheap to their hedge basket.

Ticker	Rich.Cheap	zscore	var1	var2	coef1	coef2	inter	adjr2
CTXS	8.64	7.76	BIIB	NKE	0.394	0.524	-12.763	0.929
K	-5.01	-6.385	PG	SNI	0.348	0.348	16.704	0.898
SYMC	-2.2	-5.691	HAL	PFE	0.12	0.746	0.36	0.91
CL	-5.92	-5.288	KO	EL	0.964	0.238	16.148	0.921
AMP	5.69	5.215	LTD	SYMC	1.134	1.921	-16.639	0.953
KO	4.6	5.077	CL	MIL	0.642	-0.088	9.699	0.864
LIFE	-4.72	-5.018	PAYX	WAT	0.911	0.236	8.042	0.865
LSI	-0.82	-4.705	CSC	INTC	0.102	0.177	-3.429	0.861
RF	1.08	4.592	BBT	TWC	0.267	0.069	-4.222	0.956
TMO	-4.24	-4.524	HD	NVLS	0.648	0.418	19.762	0.898
GENZ	10.49	4.488	CF	DGX	0.253	-0.77	74.49	0.532
BBT	-3.58	-4.487	BAC	RF	0.652	2.083	4.092	0.922
WY	-12.79	-4.423	DGX	ZION	1.436	0.782	-54.475	0.751
CRM	9.37	4.131	AKAM	RHT	1.191	1.632	-9.498	0.974
WMB	-1.67	-3.997	HES	WYN	0.278	0.32	-2.261	0.96
OI	-4.76	-3.959	JPM	PCS	1.209	0.833	-24.491	0.867
ADM	2.58	3.854	RF	SYMC	-0.772	1.134	15.359	0.878
HSP	-4.89	-3.824	AMT	TSN	0.917	0.928	-1.323	0.95
ABC	-2.46	-3.776	DTE	EXC	0.552	-0.37	20.344	0.971
AMT	4.42	3.763	HSP	UNM	0.72	-0.704	19.925	0.904
CTSH	4.13	3.754	HSP	MKC	0.536	1.367	-31.049	0.969
WAG	-4.32	-3.631	CPWR	BEN	-3.156	0.36	22.1	0.882
RTN	-3.31	-3.603	AIZ	NOC	-0.57	0.813	23.668	0.95
INTU	2.61	3.513	DE	HSY	0.271	0.375	2.104	0.947
HSY	-3.69	-3.484	KG	TMK	-2.007	0.645	32.495	0.951
SNI	3.69	3.436	K	MAR	1.003	0.413	-23.25	0.92
ATI	-5.12	-3.39	LLL	TIE	0.566	1.708	-26.65	0.97
KG	1.16	3.368	AKS	SYMC	0.224	0.629	-4.028	0.946
AKAM	-4.89	-3.322	AAPL	MFE	0.191	-0.716	15.638	0.971
VLO	-1.83	-3.294	TSO	ZION	0.811	0.219	3.529	0.798
MSFT	2.07	3.233	AMZN	SYMC	0.074	1.055	1.628	0.93
WDC	-4.05	-3.089	HRB	LLL	1.106	0.352	-11.998	0.902
EBAY	-2.04	-2.963	EFX	GS	0.429	0.078	-2.514	0.845
JDSU	1.23	2.962	A	TSN	0.256	0.547	-6.709	0.968
DO	-8.7	-2.961	CVX	ORLY	1.465	-2.69	88.902	0.955
NVDA	-2.12	-2.912	LLL	TJX	0.342	-0.408	2.776	0.904
MBI	1.94	2.867	FLR	ZION	0.147	0.287	-6.589	0.831
JWN	-2.48	-2.849	ADBE	LTD	0.819	0.975	-12.336	0.959
F	1.45	2.835	ISRG	KFT	0.034	0.554	-15.82	0.945
RSG	1.39	2.833	NEM	SCG	0.182	0.544	-0.575	0.923
SYK	-3.2	-2.795	TSN	ZMH	0.711	0.807	-5.094	0.948
NOC	2.59	2.79	LTD	RTN	0.694	0.881	-2.954	0.976
CAH	-3.97	-2.785	TXT	WYN	-0.991	1.052	30.136	0.751
BAC	-1.39	-2.765	LNC	PXD	0.529	-0.078	6.355	0.83
A	-1.69	-2.757	NOC	VMC	0.509	0.168	-7.475	0.963
NTRS	-3.18	-2.714	STT	YUM	0.854	0.464	-1.806	0.921
SRCL	-3.3	-2.673	DTE	LLL	1.16	-0.392	38.843	0.934
PDCO	-1.7	-2.664	FAST	NVDA	0.265	0.366	11.468	0.895
DF	-2.43	-2.602	ABC	NBL	-0.739	0.272	16.813	0.904
INTC	0.91	2.577	CMI	LSI	0.086	1.694	6.389	0.924
BF.B	2.21	2.568	CL	TIE	0.434	1.04	4.621	0.972
ORLY	-2.7	-2.539	CVX	DO	0.524	-0.353	32.99	0.95
ETN	3.19	2.517	DE	PH	0.461	0.763	-2.48	0.97
AGN	-2.92	-2.514	FRX	PSA	0.785	0.3	11.977	0.843
AXP	2.49	2.503	IP	MCD	0.914	0.528	-16.572	0.941
QLGC	-1.51	-2.474	AMZN	HIG	0.047	0.405	2.487	0.883
MA	-17.09	-2.442	DF	UTX	4.087	3.848	-95.234	0.885
EK	-1.07	-2.435	GNW	PHM	0.276	0.379	-2.587	0.824
TJX	-2.04	-2.429	DYN	M	-0.606	0.934	27.69	0.944
AN	1.9	2.424	CMI	TSN	0.191	-0.495	15.917	0.614
BLL	2.02	2.414	MMC	XLNX	0.322	1.007	19.574	0.849
LLL	3.61	2.413	NVDA	RTN	1.149	1.284	-0.469	0.958
AMAT	-0.83	-2.413	AEE	WPO	0.377	0.011	-1.518	0.719
XRX	0.71	2.407	JDSU	PHM	0.311	0.311	2.702	0.892
UNH	1.54	2.403	DF	WLP	-0.306	0.433	10.805	0.935
DD	1.49	2.373	PCAR	PPG	0.342	0.298	2.876	0.936
CEPH	-4.06	-2.347	F	GILD	2.101	0.58	14.162	0.874
LM	-2.19	-2.329	MRO	NWL	0.744	1.024	-9.623	0.776
WAT	2.51	2.327	AAPL	LIFE	0.145	0.774	-8.069	0.967
MHS	-3.35	-2.31	HUM	DGX	0.425	0.965	-12.501	0.886
QCOM	3.76	2.303	HPQ	LXK	0.871	-0.638	17.861	0.857
APH	2.33	2.288	ITW	RHT	0.619	0.741	-8.072	0.915
TE	-0.47	-2.276	ED	DOV	0.384	0.077	-4.614	0.964
ED	0.94	2.275	DUK	TE	0.967	1.333	7.07	0.955
KEY	0.41	2.272	FITB	HBAN	0.234	0.641	1.137	0.966
XRAY	-1.52	-2.27	MAS	MWW	0.428	0.664	17.417	0.862
DNR	-1.26	-2.266	CBG	FLR	0.491	0.186	-0.018	0.827
UNP	2.55	2.252	CSX	FITB	0.853	1.525	7.474	0.962
ORCL	-1.11	-2.249	ETR	F	0.244	0.625	-2.366	0.903
NOVL	-0.45	-2.231	RRD	TMK	-0.147	0.151	0.84	0.929
WLP	-3.06	-2.231	AKS	UNH	0.603	1.725	-7.95	0.938
IFF	-1.6	-2.228	PPG	DIS	0.443	0.718	-7.542	0.968
PCL	-1.7	-2.209	CAT	GLW	0.169	1.318	2.472	0.936
GILD	-3.1	-2.203	PXD	WMB	-0.48	1.876	28.625	0.91

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