Wash Sale Avoidance Report
Based off of Tuesday March 09, 2010 Settlement Prices.
Wash sale hedges for SP500 members with returns worse than -5% over the last 3 months
| Ticker | Company | ROE | Hedge1 | Hedge2 | Coef1 | Coef2 | Intercept | RSqrd |
|---|---|---|---|---|---|---|---|---|
| IGT | Intl Game Technology | -24.3% | M | MAR | -0.46 | 0.79 | 5.11 | 0.838 |
| HOT | Starwood Hotel & Resort W | -18.1% | LTD | MAR | 1.11 | 1.33 | -21.98 | 0.893 |
| RHI | Robert Half Intl Inc | -17.7% | FAST | GR | 0.32 | 0.23 | -1.12 | 0.896 |
| ABC | AmerisourceBergen Corp | -17.5% | AGN | BIIB | -0.16 | 0.38 | 16.27 | 0.892 |
| TSS | Total System Services Inc | -16.6% | CSC | JBL | 0.65 | -0.34 | -14.04 | 0.954 |
| AMD | Advanced Micro Devices | -15.3% | CSC | XLNX | 0.30 | 0.28 | -14.50 | 0.939 |
| CBG | CB Richard Ellis Group In | -14.8% | AVB | HST | 0.06 | 0.75 | 0.08 | 0.885 |
| CTAS | Cintas Corp | -14.7% | R | SNA | 0.39 | -0.40 | 28.00 | 0.851 |
| BAC | Bank of America Corp | -14.6% | ALL | C | 0.47 | 1.97 | -5.21 | 0.855 |
| AKS | AK Steel Hldg Corp | -14.3% | ATI | DOW | 0.19 | 0.61 | -3.58 | 0.865 |
| CTL | Centurytel Inc | -14.3% | T | FTR | 0.45 | 1.41 | 12.44 | 0.742 |
| NEM | Newmont Mining Corp | -13.9% | FCX | NUE | 0.95 | -1.42 | 36.78 | 0.819 |
| DHI | Horton D.R. Inc | -13.3% | EK | PHM | 0.33 | 0.99 | -0.32 | 0.974 |
| ADBE | Adobe Systems Inc | -11.7% | HPQ | TSS | 0.48 | 0.83 | -2.36 | 0.900 |
| TGT | Target Corp | -11.5% | FDO | GCI | 0.52 | 0.65 | 24.04 | 0.873 |
| ROK | Rockwell Automation Inc | -11.5% | MAS | NOC | -0.78 | 1.19 | -8.89 | 0.910 |
| ODP | Office Depot Inc | -11.2% | CMCSA | VFC | 0.51 | 0.15 | -13.08 | 0.897 |
| UTX | United Technologies Corp | -11.1% | RRD | PH | 1.34 | 0.40 | 18.01 | 0.882 |
| MRK | Merck & Co Inc | -11.1% | PFE | STJ | 1.35 | 0.56 | -8.51 | 0.790 |
| TWC | Time Warner Cable Inc | -10.9% | SBUX | WYN | -0.99 | 1.78 | 28.25 | 0.896 |
| WYN | Wyndham Worldwide Corp | -10.9% | SBUX | TWC | 0.57 | 0.50 | -13.72 | 0.913 |
| SRE | Sempra Energy | -10.8% | AEE | NU | 2.19 | -1.31 | 27.96 | 0.930 |
| RL | Polo Ralph Lauren A | -10.1% | NWL | SHLD | 2.62 | 0.14 | 30.67 | 0.763 |
| MUR | Murphy Oil Corp | -10.0% | CVX | HES | 0.56 | 0.35 | -9.00 | 0.936 |
| SLE | Sara Lee Corp | -9.9% | COST | HRL | 0.18 | 0.40 | -13.38 | 0.953 |
| DE | Deere & Co | -9.6% | DHR | UNP | 0.65 | 0.70 | -38.81 | 0.924 |
| EP | El Paso Corp | -9.2% | VLO | WMB | 0.17 | 0.38 | -0.99 | 0.906 |
| BDX | Becton Dickinson & Co | -9.2% | WPI | WLP | 1.36 | -0.38 | 47.10 | 0.703 |
| TDC | Teradata Corp | -8.9% | JNPR | MCHP | 0.31 | 0.92 | -3.77 | 0.863 |
| ORLY | O'Reilly Automotive | -8.8% | HAR | LTD | 0.10 | 0.20 | 30.75 | 0.661 |
| TROW | T Rowe Price Group Inc | -8.7% | CBG | JNS | 1.33 | 1.50 | 14.50 | 0.897 |
| FO | Fortune Brands Inc | -8.7% | JWN | SHLD | 0.65 | 0.15 | 5.87 | 0.940 |
| CVX | Chevron Corp | -8.5% | MRO | VLO | 2.22 | -0.43 | 15.17 | 0.940 |
| TIE | Titanium Metals Corp | -8.5% | APD | ATI | 0.07 | 0.29 | -5.80 | 0.950 |
| MCHP | Microchip Technology Inc | -7.9% | LLTC | NVLS | 0.37 | 0.49 | 6.01 | 0.928 |
| NOC | Northrop Grumman Corp | -7.7% | DNB | LLL | -0.23 | 0.51 | 32.06 | 0.936 |
| JNJ | Johnson & Johnson | -7.7% | BMY | MHS | 0.73 | 0.25 | 30.29 | 0.878 |
| VMC | Vulcan Materials Co | -7.6% | CF | NUE | -0.27 | 1.12 | 24.92 | 0.946 |
| NSM | National Semiconductor | -7.6% | BRCM | TXN | 0.10 | 0.43 | 1.00 | 0.959 |
| PH | Parker-Hannifin Corp | -7.4% | ETN | FSLR | 0.73 | -0.09 | 19.93 | 0.935 |
| DELL | Dell Inc | -6.9% | AAPL | WDC | 0.03 | 0.17 | 1.33 | 0.864 |
| PFG | Principal Financial Group | -6.8% | BEN | TROW | 0.10 | 0.38 | -5.75 | 0.907 |
| DVN | Devon Energy Corp | -6.8% | COG | HES | 0.67 | 0.73 | -1.37 | 0.954 |
| LIFE | Life Technologies Corp | -6.8% | FRX | PKI | 1.22 | 0.80 | -3.70 | 0.808 |
| BBT | BB&T Corp | -6.6% | RF | USB | 1.10 | 0.53 | 7.75 | 0.941 |
| SBUX | Starbucks Corp | -6.5% | MAR | NWSA | 0.38 | 0.65 | 3.81 | 0.752 |
| CTSH | Cognizant Tech Solutions | -6.5% | CVG | SNDK | 1.63 | 0.33 | 18.53 | 0.874 |
| HUM | Humana Inc | -6.4% | CEPH | WLP | 0.23 | 0.61 | -5.86 | 0.907 |
| FLS | Flowserve Corp | -6.4% | ETN | MWW | 1.43 | 1.31 | -17.01 | 0.877 |
| CA | CA Inc | -6.3% | CPWR | IBM | 0.69 | 0.13 | 0.52 | 0.862 |
| CMS | CMS Energy Corp | -6.2% | TEG | TE | 0.08 | 0.65 | 1.68 | 0.898 |
| COF | Capital One Financial | -6.2% | AXP | BAC | 1.08 | 0.83 | -17.64 | 0.880 |
| AVB | AvalonBay Communities Inc | -6.1% | MCO | SPG | 1.13 | 0.84 | -15.36 | 0.930 |
| DF | Dean Foods Co | -6.0% | MO | SLE | 1.40 | -2.13 | 15.94 | 0.839 |
| MYL | Mylan Inc. | -5.9% | CAH | MIL | 0.31 | 0.07 | 3.19 | 0.889 |
| LTD | Limited Brands Inc | -5.9% | KBH | M | 0.53 | 0.60 | 1.63 | 0.911 |
| STJ | St Jude Medical Inc | -5.8% | LLY | SYK | -0.38 | 0.34 | 33.23 | 0.720 |
| APOL | Apollo Group Inc | -5.6% | DV | NYT | 0.25 | 0.99 | 33.21 | 0.642 |
| EBAY | eBay Inc. | -5.3% | CPWR | NSM | 1.60 | 0.43 | 5.01 | 0.579 |
| FLR | Fluor Corp | -5.3% | PLL | SNA | -0.53 | 1.72 | -7.81 | 0.775 |
| GPC | Genuine Parts Co | -5.3% | AZO | BBBY | 0.17 | 0.34 | -1.52 | 0.845 |
| DFS | Discover Financial Servic | -5.3% | COF | MBI | 0.30 | -0.80 | 6.48 | 0.874 |
| XL | XL Capital Ltd A (Bermuda | -5.1% | AFL | NYX | -0.18 | 0.60 | 11.59 | 0.848 |
| ETR | Entergy Corp | -5.0% | NI | PPL | 2.41 | 1.08 | 10.13 | 0.938 |
| DRI | Darden Restaurants Inc | -5.0% | HOG | MAT | -0.85 | 2.74 | 1.74 | 0.949 |
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