Accrual and Net Stock

Return to Hedge Portfolios Using Accruals

By level of Net Stock

TACC CACC NCACC

XFIN 12.5 13.2 11.5

EQUITY 14.0 13.2

11.8

DEBT 10.9 10.3

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10.5

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LDEBT 10.3 10.2 9.8

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