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 pair stock.

Ticker	Rich.Cheap	Zscore	Hedge	Coef	Adjr2
CTXS	10.95	7.445	BA	0.455	0.877
LIFE	-7.57	-6.032	EMN	0.506	0.76
K	-4.61	-4.964	HRS	0.441	0.858
SYK	-8.65	-4.908	AMP	0.938	0.878
BBT	-5.27	-4.873	RF	2.366	0.857
GENZ	14.15	4.776	BIIB	0.45	0.252
CHRW	5.77	4.467	R	0.561	0.678
BIIB	8.12	4.145	CEPH	0.677	0.74
WY	-15.87	-4.016	JNJ	1.846	0.537
CEPH	-9.96	-3.998	BIIB	1.095	0.74
AN	3.68	3.955	EP	0.926	0.457
RTN	-5.86	-3.913	NOC	0.636	0.867
NOC	-5.78	-3.802	WYN	1.603	0.936
MBI	2.94	3.776	MI	1.293	0.778
HSP	-5.51	-3.731	CTSH	0.879	0.933
PCP	9.55	3.66	COL	2.037	0.952
AZO	23.08	3.611	AKAM	2.144	0.895
SYMC	-1.72	-3.565	PFE	0.916	0.859
COL	-4.37	-3.492	PCP	0.467	0.952
PPG	3.94	3.452	IFF	0.987	0.925
ITW	-3.54	-3.351	CVX	0.727	0.873
TMO	-3.97	-3.297	WHR	0.201	0.833
CVX	4.43	3.263	ITW	1.201	0.873
MHS	-6.18	-3.255	BDX	0.878	0.807
EK	-1.84	-3.191	XRX	0.982	0.7
R	-6.02	-3.17	CHRW	1.211	0.678
EXPD	4	3.114	HST	1.209	0.779
XRAY	-2.63	-3.111	MWW	0.884	0.782
JWN	-3.46	-3.03	COL	0.728	0.93
BBY	-5.41	-2.999	HOG	0.798	0.692
LSI	-0.72	-2.988	ODP	0.359	0.737
GPS	-3.34	-2.965	FLS	0.188	0.67
ETN	5.4	2.92	IFF	1.755	0.937
TIF	-4.4	-2.909	AMP	0.904	0.9
PH	-4.94	-2.885	ETN	0.784	0.919
PTV	3.56	2.83	PFE	-1.288	0.641
PFE	1.37	2.794	SYMC	0.939	0.859
A	-2.4	-2.739	NOC	0.512	0.925
QLGC	-2.05	-2.733	TIF	0.338	0.823
FTR	0.55	2.691	K	0.099	0.583
KO	3.14	2.689	GOOG	0.045	0.775
FDX	7.44	2.68	GD	1.133	0.852
WLP	-6.42	-2.619	UNH	1.972	0.804
GS	18.21	2.615	MFE	3.214	0.79
PRU	-4.15	-2.561	TMK	1.094	0.906
ALL	-1.89	-2.555	LNC	0.603	0.819
TJX	-3.21	-2.541	LTD	0.828	0.875
BMC	-1.9	-2.522	IP	0.673	0.779
CL	-3.71	-2.479	PG	1.139	0.86
IGT	-2.7	-2.478	VMC	0.356	0.597
JEC	-5.56	-2.47	PFG	1.457	0.668
PG	3	2.456	CL	0.756	0.86
BF.B	3.69	2.436	CTSH	0.795	0.915
UNH	2.71	2.434	WLP	0.408	0.804
OI	-3.92	-2.417	JPM	1.138	0.759
MO	0.92	2.402	TEG	0.232	0.905
AAPL	17.88	2.363	PXD	2.661	0.944
RRC	-5.09	-2.359	CHK	1.429	0.686
ED	1.25	2.328	TE	1.752	0.925
XOM	-4.86	-2.321	AVP	1.679	0.79
IPG	0.86	2.31	JDSU	0.376	0.847
CRM	8.02	2.307	AAPL	0.431	0.94
FIS	2.35	2.288	HSY	0.319	0.689
AGN	-3.27	-2.269	NI	2.392	0.76
DV	-5	-2.214	EFX	1.883	0.822
NKE	3.78	2.214	WAT	1	0.924
AEP	1.62	2.207	CNP	1.903	0.82

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