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
TickerCompanyROEHedge1Hedge2Coef1Coef2InterceptRSqrd
IGTIntl Game Technology-24.3%MMAR-0.46 0.79 5.110.838
HOTStarwood Hotel & Resort W-18.1%LTDMAR 1.11 1.33-21.980.893
RHIRobert Half Intl Inc-17.7%FASTGR 0.32 0.23 -1.120.896
ABCAmerisourceBergen Corp-17.5%AGNBIIB-0.16 0.38 16.270.892
TSSTotal System Services Inc-16.6%CSCJBL 0.65-0.34-14.040.954
AMDAdvanced Micro Devices-15.3%CSCXLNX 0.30 0.28-14.500.939
CBGCB Richard Ellis Group In-14.8%AVBHST 0.06 0.75 0.080.885
CTASCintas Corp-14.7%RSNA 0.39-0.40 28.000.851
BACBank of America Corp-14.6%ALLC 0.47 1.97 -5.210.855
AKSAK Steel Hldg Corp-14.3%ATIDOW 0.19 0.61 -3.580.865
CTLCenturytel Inc-14.3%TFTR 0.45 1.41 12.440.742
NEMNewmont Mining Corp-13.9%FCXNUE 0.95-1.42 36.780.819
DHIHorton D.R. Inc-13.3%EKPHM 0.33 0.99 -0.320.974
ADBEAdobe Systems Inc-11.7%HPQTSS 0.48 0.83 -2.360.900
TGTTarget Corp-11.5%FDOGCI 0.52 0.65 24.040.873
ROKRockwell Automation Inc-11.5%MASNOC-0.78 1.19 -8.890.910
ODPOffice Depot Inc-11.2%CMCSAVFC 0.51 0.15-13.080.897
UTXUnited Technologies Corp-11.1%RRDPH 1.34 0.40 18.010.882
MRKMerck & Co Inc-11.1%PFESTJ 1.35 0.56 -8.510.790
TWCTime Warner Cable Inc-10.9%SBUXWYN-0.99 1.78 28.250.896
WYNWyndham Worldwide Corp-10.9%SBUXTWC 0.57 0.50-13.720.913
SRESempra Energy-10.8%AEENU 2.19-1.31 27.960.930
RLPolo Ralph Lauren A-10.1%NWLSHLD 2.62 0.14 30.670.763
MURMurphy Oil Corp-10.0%CVXHES 0.56 0.35 -9.000.936
SLESara Lee Corp -9.9%COSTHRL 0.18 0.40-13.380.953
DEDeere & Co -9.6%DHRUNP 0.65 0.70-38.810.924
EPEl Paso Corp -9.2%VLOWMB 0.17 0.38 -0.990.906
BDXBecton Dickinson & Co -9.2%WPIWLP 1.36-0.38 47.100.703
TDCTeradata Corp -8.9%JNPRMCHP 0.31 0.92 -3.770.863
ORLYO'Reilly Automotive -8.8%HARLTD 0.10 0.20 30.750.661
TROWT Rowe Price Group Inc -8.7%CBGJNS 1.33 1.50 14.500.897
FOFortune Brands Inc -8.7%JWNSHLD 0.65 0.15 5.870.940
CVXChevron Corp -8.5%MROVLO 2.22-0.43 15.170.940
TIETitanium Metals Corp -8.5%APDATI 0.07 0.29 -5.800.950
MCHPMicrochip Technology Inc -7.9%LLTCNVLS 0.37 0.49 6.010.928
NOCNorthrop Grumman Corp -7.7%DNBLLL-0.23 0.51 32.060.936
JNJJohnson & Johnson -7.7%BMYMHS 0.73 0.25 30.290.878
VMCVulcan Materials Co -7.6%CFNUE-0.27 1.12 24.920.946
NSMNational Semiconductor -7.6%BRCMTXN 0.10 0.43 1.000.959
PHParker-Hannifin Corp -7.4%ETNFSLR 0.73-0.09 19.930.935
DELLDell Inc -6.9%AAPLWDC 0.03 0.17 1.330.864
PFGPrincipal Financial Group -6.8%BENTROW 0.10 0.38 -5.750.907
DVNDevon Energy Corp -6.8%COGHES 0.67 0.73 -1.370.954
LIFELife Technologies Corp -6.8%FRXPKI 1.22 0.80 -3.700.808
BBTBB&T Corp -6.6%RFUSB 1.10 0.53 7.750.941
SBUXStarbucks Corp -6.5%MARNWSA 0.38 0.65 3.810.752
CTSHCognizant Tech Solutions -6.5%CVGSNDK 1.63 0.33 18.530.874
HUMHumana Inc -6.4%CEPHWLP 0.23 0.61 -5.860.907
FLSFlowserve Corp -6.4%ETNMWW 1.43 1.31-17.010.877
CACA Inc -6.3%CPWRIBM 0.69 0.13 0.520.862
CMSCMS Energy Corp -6.2%TEGTE 0.08 0.65 1.680.898
COFCapital One Financial -6.2%AXPBAC 1.08 0.83-17.640.880
AVBAvalonBay Communities Inc -6.1%MCOSPG 1.13 0.84-15.360.930
DFDean Foods Co -6.0%MOSLE 1.40-2.13 15.940.839
MYLMylan Inc. -5.9%CAHMIL 0.31 0.07 3.190.889
LTDLimited Brands Inc -5.9%KBHM 0.53 0.60 1.630.911
STJSt Jude Medical Inc -5.8%LLYSYK-0.38 0.34 33.230.720
APOLApollo Group Inc -5.6%DVNYT 0.25 0.99 33.210.642
EBAYeBay Inc. -5.3%CPWRNSM 1.60 0.43 5.010.579
FLRFluor Corp -5.3%PLLSNA-0.53 1.72 -7.810.775
GPCGenuine Parts Co -5.3%AZOBBBY 0.17 0.34 -1.520.845
DFSDiscover Financial Servic -5.3%COFMBI 0.30-0.80 6.480.874
XLXL Capital Ltd A (Bermuda -5.1%AFLNYX-0.18 0.60 11.590.848
ETREntergy Corp -5.0%NIPPL 2.41 1.08 10.130.938
DRIDarden Restaurants Inc -5.0%HOGMAT-0.85 2.74 1.740.949



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