Correlated Assets

Assets that tend to move strongly with CCAP

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  MEOH  Methanex (0.75)

  H  Hyatt Hotels (0.71)

  HXL  Hexcel (0.71)

  ENVX  Enovix (0.68)

  W  Wayfair (0.61)

Uncorrelated Assets

Assets with little price relationship to CCAP

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  HASI  Hannon Armstrong Sustainable Infrastructure (0.0)

  PHM  PulteGroup (-0.0)

  UWMC  UWM Holdings Corporation (-0.0)

  SPYD  SPDR Series Trust - SPDR Portfolio S&P 500 High Dividend (-0.0)

  TAL  TAL Education (0.0)

Anticorrelated Assets

Assets that tend to move strongly against CCAP

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  UVE  Universal Insurance (-0.48)

  UL  Unilever (-0.51)

  DUK  Duke Energy (-0.58)

  VXX  iPath Series B S&P 500 VIX Short-Term Futures (-0.58)

  VIXY  ProShares VIX Short-Term Futures (-0.64)

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