Correlated Assets

Assets that tend to move strongly with FMC

---

  IFF  International Flavors & Fragrances (0.89)

  SAFE  Safehold (0.88)

  LEN  Lennar (0.88)

  KHC  Kraft Heinz (0.86)

  AEO  American Eagle Outfitters (0.85)

Uncorrelated Assets

Assets with little price relationship to FMC

---

  BBWI  Bath & Body Works (0.0)

  VSCO  Victoria's Secret (0.0)

  KKR  KKR (0.0)

  DDD  3D Systems (0.0)

  STLD  Steel Dynamics (0.02)

Anticorrelated Assets

Assets that tend to move strongly against FMC

---

  BB  BlackBerry (-0.71)

  USAU  U.S. Gold (-0.76)

  LRN  Stride (-0.77)

  HOOD  Robinhood Markets (-0.79)

  HIMS  Hims & Hers Health (-0.84)

---