ISIN ShortInt InstiOwn Date shrout return Mreturn Excess0 Excess1 MonthD QuarterD YearD ASSV Liquidity Mcap ID1000068604 1.51E-05 0.006626672 3/07/2006 1924088000 -0.015789474 0.013 -0.029 -0.002 0 0 0 1.51E-05 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006625599 4/07/2006 1924088000 0.005347594 0.008 -0.002 0.016 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006626542 5/07/2006 1924088000 0.015957447 0 0.016 -0.007 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.00662743 6/07/2006 1924088000 -0.005235602 0.001 -0.007 0.005 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006627213 7/07/2006 1924088000 0.010526316 0.006 0.005 0.001 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006626782 10/07/2006 1924088000 -0.005208333 -0.006 0.001 0.002 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006626519 11/07/2006 1924088000 0.005235602 0.003 0.002 -0.001 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006619949 12/07/2006 1924088000 0 0.001 -0.001 0.009 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006620789 13/07/2006 1924088000 0 -0.009 0.009 0.028 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006620187 14/07/2006 1924088000 0.005208333 -0.023 0.028 0.01 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.00662032 17/07/2006 1924088000 -0.005181347 -0.015 0.01 -0.002 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006608521 18/07/2006 1924088000 0 0.002 -0.002 0.004 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006535766 19/07/2006 1924088000 0 -0.004 0.004 -0.007 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006535766 20/07/2006 1924088000 0.020833333 0.027 -0.007 0.006 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006535766 21/07/2006 1924088000 0.005102041 -0.001 0.006 -0.001 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006537748 24/07/2006 1924088000 -0.010152284 -0.009 -0.001 -0.009 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006537817 25/07/2006 1924088000 -0.005405405 0.004 -0.009 -0.004 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006410391 26/07/2006 1924088000 0 0.004 -0.004 -0.014 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006410473 27/07/2006 1924088000 0 0.014 -0.014 0 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006410018 28/07/2006 1924088000 0.005434783 0.005 0 -0.005 0 0 0 0.00E+00 777743.2872 3.60E+13 ID1000068604 1.51E-05 0.006410155 31/07/2006 1924088000 0.005405405 0.011 -0.005 -0.015 1 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006410332 1/08/2006 1924088000 0 0.015 -0.015 -0.011 0 0 0 -1.51E-05 777743.2872 3.60E+13 ID1000068604 0 0.006368302 2/08/2006 1924088000 0.005376344 0.017 -0.011 -0.011 0 0 0 -1.43E-05 777743.2872 3.60E+13 ID1000068604 0 0.006368877 3/08/2006 1924088000 -0.021390374 -0.011 -0.011 -0.002 0 0 0 -1.36E-05 777743.2872 3.60E+13 ID1000068604 0 0.006368946 4/08/2006 1924088000 0.005464481 0.007 -0.002 -0.01 0 0 0 -1.28E-05 777743.2872 3.60E+13 ID1000068604 0 0.007162741 7/08/2006 1924088000 0 0.01 -0.01 -0.006 0 0 0 -1.21E-05 777743.2872 3.60E+13 ID1000068604 0 0.007162977 8/08/2006 1924088000 -0.010869565 -0.005 -0.006 -0.007 0 0 0 -1.13E-05 777743.2872 3.60E+13 ID1000068604 0 0.007047461 9/08/2006 1924088000 0.005494506 0.012 -0.007 -0.002 0 0 0 -1.06E-05 777743.2872 3.60E+13 ID1000068604 0 0.007047618 10/08/2006 1924088000 -0.021857923 -0.02 -0.002 -0.001 0 0 0 -9.82E-06 777743.2872 3.60E+13 ID1000068604 0 0.00704744 11/08/2006 1924088000 0.011173184 0.013 -0.001 -0.02 0 0 0 -9.06E-06 777743.2872 3.60E+13 ID1000068604 0 0.007080288 14/08/2006 1924088000 -0.011049724 0.009 -0.02 -0.04 0 0 0 -8.31E-06 777743.2872 3.60E+13 ID1000068604 0 0.007081424 15/08/2006 1924088000 -0.033519553 0.006 -0.04 0.002 0 0 0 -7.55E-06 777743.2872 3.60E+13 ID1000068604 0 0.007012888 16/08/2006 1924088000 0.011560694 0.009 0.002 0.049 0 0 0 -6.80E-06 777743.2872 3.60E+13 ID1000068604 0 0.007061315 23/08/2006 1924088000 0.049723757 0.001 0.049 0.001 0 0 0 -6.04E-06 777743.2872 3.60E+13 ID1000068604 0 0.00706275 24/08/2006 1924088000 -0.005263158 -0.006 0.001 0.014 0 0 0 -5.29E-06 777743.2872 3.60E+13 ID1000068604 0 0.007062535 25/08/2006 1924088000 0.005291005 -0.009 0.014 -0.006 0 0 0 -4.53E-06 777743.2872 3.60E+13 ID1000068604 0 0.007062753 28/08/2006 1924088000 -0.005263158 0.001 -0.006 -0.005 0 0 0 -3.78E-06 777743.2872 3.60E+13 ID1000068604 0 0.007062556 29/08/2006 1924088000 0.005291005 0.011 -0.005 0.042 0 0 0 -3.02E-06 777743.2872 3.60E+13 ID1000068604 0 0.007061513 30/08/2006 1924088000 0.036842105 -0.005 0.042 0.021 0 0 0 -2.27E-06 777743.2872 3.60E+13 ID1000068604 0 0.007062279 31/08/2006 1924088000 0.025380711 0.004 0.021 0.011 1 0 0 -1.51E-06 777743.2872 3.60E+13 ID1000068604 0 0.007062598 1/09/2006 1924088000 0.01980198 0.009 0.011 -0.027 0 0 0 -7.55E-07 777743.2872 3.60E+13 ID1000068604 0 0.007247885 4/09/2006 1924088000 -0.009708738 0.017 -0.027 0.04 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007247024 5/09/2006 1924088000 0.039215686 -0.001 0.04 0.021 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007200145 6/09/2006 1924088000 0.023584906 0.003 0.021 0.015 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007200654 7/09/2006 1924088000 0.013824885 -0.001 0.015 -0.002 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007201117 8/09/2006 1924088000 -0.004545455 -0.003 -0.002 -0.005 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007201313 11/09/2006 1924088000 -0.01826484 -0.013 -0.005 -0.024 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007201111 12/09/2006 1924088000 -0.03255814 -0.008 -0.024 -0.001 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007316865 13/09/2006 1924088000 0.009615385 0.011 -0.001 0.007 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007316909 14/09/2006 1924088000 0.014285714 0.007 0.007 -0.022 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.007317711 15/09/2006 1924088000 -0.018779343 0.003 -0.022 -0.006 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.00731712 18/09/2006 1924088000 0 0.006 -0.006 -0.017 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413756 19/09/2006 1924088000 -0.009569378 0.008 -0.017 -0.025 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006414726 20/09/2006 1924088000 -0.028985507 -0.004 -0.025 -0.004 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413655 21/09/2006 1924088000 0.014925373 0.019 -0.004 -0.022 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006414276 22/09/2006 1924088000 -0.019607843 0.002 -0.022 -0.007 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413665 25/09/2006 1924088000 -0.01 -0.003 -0.007 0.015 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413343 26/09/2006 1924088000 0.01010101 -0.004 0.015 -0.015 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413884 27/09/2006 1924088000 0 0.015 -0.015 0.013 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006413709 28/09/2006 1924088000 0.02 0.007 0.013 0.014 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006414083 29/09/2006 1924088000 0.014705882 0.001 0.014 0.018 0 1 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006414292 2/10/2006 1924088000 0.014492754 -0.004 0.018 -0.006 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006397024 3/10/2006 1924088000 0 0.006 -0.006 -0.004 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006396351 4/10/2006 1924088000 -0.004761905 0 -0.004 0.009 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006396116 5/10/2006 1924088000 0.014354067 0.005 0.009 -0.003 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006396609 6/10/2006 1924088000 0 0.003 -0.003 0.004 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006396599 9/10/2006 1924088000 0 -0.004 0.004 0.007 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006918879 10/10/2006 1924088000 0.014150943 0.007 0.007 -0.031 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.00681405 11/10/2006 1924088000 -0.03255814 -0.001 -0.031 -0.012 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006813232 12/10/2006 1924088000 -0.014423077 -0.002 -0.012 -0.005 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006812711 13/10/2006 1924088000 0.009756098 0.015 -0.005 0.011 0 0 0 0 777743.2872 3.60E+13 ID1000068604 0 0.006812928 16/10/2006 1924088000 0.004830918 -0.007 0.011 -0.013 0 0 0 0 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006813442 17/10/2006 1924088000 -0.009615385 0.003 -0.013 -0.008 0 0 0 3.12E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006813407 18/10/2006 1924088000 -0.009708738 -0.001 -0.008 -0.012 0 0 0 2.96E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0 19/10/2006 1924088000 -0.009803922 0.003 -0.012 -0.037 0 0 0 2.81E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0 20/10/2006 1924088000 -0.034653465 0.003 -0.037 -0.001 0 0 0 2.65E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006812981 31/10/2006 1924088000 0.005102041 0.006 -0.001 -0.005 1 0 0 2.50E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891127 1/11/2006 1924088000 0 0.005 -0.005 -0.032 0 0 0 2.34E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891689 2/11/2006 1924088000 -0.020304569 0.011 -0.032 -0.014 0 0 0 2.18E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891377 3/11/2006 1924088000 -0.010362694 0.003 -0.014 -0.007 0 0 0 2.03E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006890647 6/11/2006 1924088000 0.010471204 0.017 -0.007 -0.008 0 0 0 1.87E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891079 7/11/2006 1924088000 0 0.008 -0.008 0.015 0 0 0 1.72E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006890779 8/11/2006 1924088000 0.010362694 -0.005 0.015 -0.009 0 0 0 1.56E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891013 9/11/2006 1924088000 0 0.009 -0.009 -0.003 0 0 0 1.40E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891078 10/11/2006 1924088000 0 0.003 -0.003 0.015 0 0 0 1.25E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006891008 13/11/2006 1924088000 0 -0.015 0.015 0.021 0 0 0 1.09E-06 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006889748 14/11/2006 1924088000 0.041025641 0.02 0.021 -0.023 0 0 0 9.36E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006053352 15/11/2006 1924088000 -0.024630542 -0.001 -0.023 0.011 0 0 0 7.80E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006051623 16/11/2006 1924088000 0.01010101 -0.001 0.011 0.028 0 0 0 6.24E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006050824 17/11/2006 1924088000 0.03 0.002 0.028 0.012 0 0 0 4.68E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006051229 20/11/2006 1924088000 0.019417476 0.007 0.012 -0.017 0 0 0 3.12E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006899849 21/11/2006 1924088000 -0.019047619 -0.002 -0.017 -0.034 0 0 0 1.56E-07 777743.2872 3.60E+13 ID1000068604 3.12E-06 0.006096474 22/11/2006 1924088000 -0.019417476 0.014 -0.034 -0.009 0 0 0 0 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.006096153 23/11/2006 1924088000 -0.00990099 -0.001 -0.009 -0.008 0 0 0 3.64E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003638827 24/11/2006 1924088000 0 0.008 -0.008 -0.002 0 0 0 3.46E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003633995 27/11/2006 1924088000 0.005 0.007 -0.002 -0.013 0 0 0 3.27E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003639911 28/11/2006 1924088000 -0.034825871 -0.022 -0.013 -0.024 0 0 0 3.09E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003639289 29/11/2006 1924088000 -0.010309278 0.013 -0.024 0.033 0 0 0 2.91E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003632251 30/11/2006 1924088000 0.036458333 0.003 0.033 -0.004 1 0 0 2.73E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003633734 1/12/2006 1924088000 0.005025126 0.009 -0.004 0.012 0 0 0 2.55E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003633548 4/12/2006 1924088000 0.01 -0.002 0.012 -0.026 0 0 0 2.36E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003634111 5/12/2006 1924088000 0 0.026 -0.026 -0.024 0 0 0 2.18E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003634512 6/12/2006 1924088000 -0.01980198 0.004 -0.024 0.006 0 0 0 2.00E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.00363395 7/12/2006 1924088000 0.005050505 -0.001 0.006 -0.001 0 0 0 1.82E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003634167 8/12/2006 1924088000 -0.005025126 -0.004 -0.001 0.034 0 0 0 1.64E-05 777743.2872 3.60E+13 ID1000068604 3.95E-05 0.003633942 11/12/2006 1924088000 0.025252525 -0.009 0.034 -0.007 0 0 0 1.46E-05 777743.2872 3.60E+13 ID1000068604 0 0.003639119 12/12/2006 1924088000 -0.009852217 -0.003 -0.007 0.015 0 0 0 -2.68E-05 777743.2872 3.60E+13 ID1000068604 0 0.003655384 13/12/2006 1924088000 0.014925373 0 0.015 -0.008 0 0 0 -2.66E-05 777743.2872 3.60E+13 ID1000068604 0 0.003667238 14/12/2006 1924088000 0 0.008 -0.008 -0.004 0 0 0 -2.65E-05 777743.2872 3.60E+13 ID1000068604 0 0.003669186 15/12/2006 1924088000 0.009803922 0.014 -0.004 -0.002 0 0 0 -2.63E-05 777743.2872 3.60E+13 ID1000068604 0 0.003675215 18/12/2006 1924088000 -0.004854369 -0.003 -0.002 0.009 0 0 0 -2.61E-05 777743.2872 3.60E+13 ID1000068604 0 0.003678493 19/12/2006 1924088000 -0.019512195 -0.029 0.009 -0.002 0 0 0 -2.60E-05 777743.2872 3.60E+13 ID1000068604 0 0.00373826 20/12/2006 1924088000 0.014925373 0.017 -0.002 -0.018 0 0 0 -2.58E-05 777743.2872 3.60E+13 ID1000068604 0 0.003738681 21/12/2006 1924088000 -0.004901961 0.013 -0.018 -0.018 0 0 0 -2.57E-05 777743.2872 3.60E+13 ID1000068604 0 0.003739202 22/12/2006 1924088000 -0.019704433 -0.002 -0.018 0.021 0 0 0 -2.37E-05 777743.2872 3.60E+13 ID1000068604 0 0.003738073 27/12/2006 1924088000 0.020100503 -0.001 0.021 -0.006 0 0 0 -2.17E-05 777743.2872 3.60E+13 ID1000068604 0 0.003737811 28/12/2006 1924088000 0.004926108 0.011 -0.006 0.009 0 0 0 -1.98E-05 777743.2872 3.60E+13 ID1000068604 0 0.003738334 2/01/2007 1924088000 0.009803922 0.001 0.009 -0.027 0 0 1 -1.78E-05 777743.2872 3.60E+13 ID1000068604 0 0.00372125 3/01/2007 1924088000 -0.009708738 0.017 -0.027 0.001 0 0 0 -1.58E-05 777743.2872 3.60E+13 ID1000068604 0 0.003721027 4/01/2007 1924088000 0 -0.001 0.001 -0.004 0 0 0 -1.38E-05 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