proc sort data=return.abreturn out=return.abreturn nodupkey;
by CUSIP6 PERSONID TRANDATE;
RUN;
PROC SQL;
create table return.abreturn1 as
select * from return.abreturn a left join return.return01 b
on a.trandate=b.trandate and a.personid=b.personid and a.cusip6=b.cusip6;
quit;