Correlated Assets

Assets that tend to move strongly with DFE

---

  UDN  Invesco DB US Dollar Index Bearish (0.8)

  AZN  Astrazeneca (0.76)

  TWO  Two Harbors Investment (0.75)

  ARR  ARMOUR Residential REIT (0.73)

  RIO  Rio Tinto (0.71)

Uncorrelated Assets

Assets with little price relationship to DFE

---

  UUUU  Energy Fuels (0.0)

  SCO  ProShares UltraShort Bloomberg Crude Oil (-0.0)

  AEHR  Aehr Test Systems (0.01)

  PTLO  Portillos (-0.01)

  HIMX  Himax (0.02)

Anticorrelated Assets

Assets that tend to move strongly against DFE

---

  COF  Capital One Financial (-0.56)

  CG  Carlyle (-0.56)

  BBW  Build A Bear Workshop (-0.58)

  UNIT  Uniti (-0.63)

  NOW  ServiceNow (-0.64)

---