Electronic Supplementary Material 2: Principal Component Analysis used to assess variability in boldness and Iberian wall-lizards (a) Boldness Six variables were entered in the PCA: number of times inside the refuge on day 1, number of times leaning out on day 1, number of times outside the refuge on day 1, and the same variables on day 2. We obtained two factors with eigenvalues >1 (percentage of total variance explained: PC1, 55.6%; PC2, 23.0%). PC1 (hereafter ‘boldness in refuge-use context’) correlated positively with the number of times outside of the refuge on day 1 (factor loading = 0.88) and on day 2 (factor loading = 0.92), and negatively with the number of times inside the refuge on day 1 (factor loading = -0.90) and on day 2 (factor loading = -0.93). PC1 represented a gradient from shy to bold individuals. PC2 correlated with the number of times lizards leaned out of the refuge on day 1 (factor loading = -0.83) and on day 2 (factor loading = -0.75). PC2 represented a gradient of the frequency of leaning out of refuge. A leaning lizard could be trying to ascertain whether the predator that attacked would be still nearby or not (Polo et al. in press). Because PC2 was not associated with habituation (r = 0.16, P = 0.401) nor with any other of the behavioural, morphological, and sex factors studied (P > 0.25), we excluded it from the following analyses. (b) Exploratory behaviour We entered the following variables in the PCA: time that took the lizard to leave the release area and start exploring the enclosure (latency), the number of different stacks visited during the observation period (stacks inspected), the number of movement bouts (i.e., a non-moving lizard starts walking for a given length and then stop moving for more than a second) performed per minute (movements per minute), the average number of hind-legs steps that composed each movement bout (steps per movement), total number of climbing attempts, and the average time spent at each climb attempt (time per climbing attempt). We obtained two factors with eigenvalues >1 (percentage of total variance explained: PC1, 29.3%; PC2, 27.7%). PC1 (hereafter, exploration) correlated positively with the number of stacks inspected (factor loading = 0.65) and the number of movements per minute (factor loading = 0.82), and negatively with the time per climbing attempt (factor loading = -0.76). We interpret PC1 as a gradient from slow to fast explorers, with fast explorers quickly inspecting the enclosure and quickly abandoning each climbing attempt after being unsuccessful. PC2 (hereafter, boldness in novel habitat) correlated negatively with latency to leave the release area (factor loading = - 0.69), and positively with steps per movement (factor loading = 0.76), and the number of climbing attempts (factor loading = 0.69). We interpret PC2 as representing another gradient of boldness, with shy individuals taking a long time to initiate the exploration of the novel environment, moving across the enclosure using short movement bouts that allow for pauses to scan the environment (Avery 1993), while performing few attempts to climb the walls. Our results are consistent with recent findings by Wilson & Godin (2010) on the negative association between antipredator boldness and a locomotor mode that allows for frequent antipredator scans. Réale et al. (2007) suggested that some past studies mixed true exploration and boldness in the same index. Our PCA results suggest that we effectively differentiated exploration from boldness in a novel habitat, obtaining a different (i.e., independent) PC factor for each of these two behaviours. As such, our exploration variable is not only independent from boldness in a novel habitat but also from boldness in refuge-use context (Spearman rank correlation, rs,= 0.03, N = 31, P = 0.831). References Wilson, A. D. M. & Godin, J. G. J. 2010. Boldness and intermittent locomotion in the bluegill sunfish, Lepomis macrochirus. Behav. Ecol. 21: 57-62.