Correlated Assets

Assets that tend to move strongly with CURV

---

  VAL  Valaris (0.61)

  OGN  Organon (0.59)

  BIIB  Biogen (0.59)

  WFRD  Weatherford International plc - New (0.54)

  CHPT  ChargePoint (0.54)

Uncorrelated Assets

Assets with little price relationship to CURV

---

  WW  WW International (-0.01)

  DELL  Dell (0.01)

  FEZ  SPDR EURO Stoxx 50 (-0.02)

  SU  Suncor Energy (0.02)

  WPC  W. P. Carey (0.02)

Anticorrelated Assets

Assets that tend to move strongly against CURV

---

  MCD  McDonald's (-0.71)

  V  Visa (-0.72)

  BYRN  Byrna (-0.72)

  BHVN  Biohaven Pharmaceutical (-0.73)

  TRV  Travelers Companies (-0.76)

---