SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

Reg SHO Pilot Report 2/12/2007
Table 13: Sample Deciles
This table shows the number of stocks in each market capitalization, turnover, and short selling
decile. The deciles are set so that each decile contains the same number of stocks for the full
sample. This table reports the subsample sizes separately for pilot and control stocks and for
Listed and Nasdaq NM Stocks. It also gives the proportion of stocks in that decile and market
that are pilot or control stocks.
Listed Nasdaq
Pilot Control Pilot Control
Count Proportion Count Proportion Count Proportion Count Proportion
Decile
Market Capitalization
Lowest 22 33.9 43 66.1 62 28.4 156 71.6
2 19 31.1 42 66.9 61 27.6 160 72.4
3 28 33.3 56 66.7 69 34.5 131 65.5
4 35 33.0 71 67.0 63 35.6 114 64.4
5 41 32.8 84 67.2 63 39.9 95 60.1
6 59 34.9 110 65.1 34 29.6 81 70.4
7 65 35.1 120 64.9 34 34.7 64 65.3
8 75 35.2 138 64.8 27 38.0 44 62.0
9 70 31.4 153 68.6 16 26.7 44 73.3
Highest 90 36.7 155 63.3 10 26.3 28 73.7
Decile
Turnover
Lowest 36 35.3 66 64.7 49 27.2 131 72.8
2 54 32.0 115 68.0 47 41.2 67 58.8
3 61 32.4 127 67.6 36 37.5 60 62.5
4 71 37.6 118 62.4 23 24.5 71 75.5
5 62 33.5 123 66.5 33 33.7 65 66.3
6 53 32.5 110 67.5 39 32.2 82 67.8
7 71 44.7 88 55.4 42 33.9 82 66.1
8 39 31.0 87 69.0 59 37.3 99 62.7
9 36 30.0 84 70.0 46 28.2 117 71.8
Highest 21 28.0 54 72.0 65 31.3 143 68.8
Prepared by the Office of Economic Analysis 74