Correlated Assets

Assets that tend to move strongly with AGNC

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  TWO  Two Harbors Investment (0.78)

  EC  Ecopetrol SA (0.6)

  ARR  ARMOUR Residential REIT (0.6)

  KLAC  KLA (0.6)

  FEZ  SPDR EURO Stoxx 50 (0.59)

Uncorrelated Assets

Assets with little price relationship to AGNC

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  GT  Goodyear Tire & Rubber (-0.0)

  AMPL  Amplitude (0.0)

  BK  Bank Of New York Mellon (0.01)

  BOX  Box (0.01)

  DAVE  Dave (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against AGNC

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  CXW  CoreCivic (-0.42)

  FLR  Fluor (-0.43)

  MMYT  MakeMyTrip (-0.43)

  EA  Electronic Arts (-0.46)

  CALM  Cal-Maine Foods (-0.49)

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