Correlated Assets

Assets that tend to move strongly with FUNC

---

  UPST  Upstart (0.96)

  QTWO  Q2 (0.95)

  CRH  CRH Plc (0.95)

  WH  Wyndham Hotels & Resorts (0.94)

  MTB  M & T (0.94)

Uncorrelated Assets

Assets with little price relationship to FUNC

---

  DAN  Dana (-0.0)

  UROY  Uranium Royalty (0.01)

  EIX  Edison International (-0.01)

  TBT  PowerShares UltraShort Lehman 20+ Yea (0.01)

  DDD  3D Systems (-0.02)

Anticorrelated Assets

Assets that tend to move strongly against FUNC

---

  EC  Ecopetrol SA (-0.82)

  DVN  Devon Energy (-0.82)

  UDN  Invesco DB US Dollar Index Bearish (-0.83)

  SPDN  Direxion Daily S&P 500 Bear 1X Shares (-0.89)

  DG  Dollar General (-0.89)

---