Correlated Assets

Assets that tend to move strongly with IVOV

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  IJH  BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap (0.95)

  RF  Regions Financial (0.95)

  PNC  PNC Financial Services (0.95)

  KKR  KKR (0.94)

  BX  Blackstone (0.94)

Uncorrelated Assets

Assets with little price relationship to IVOV

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  PM  Philip Morris International (0.0)

  CAL  Caleres (0.0)

  VRSN  Verisign (0.0)

  DEO  Diageo (0.01)

  PSEC  Prospect (0.01)

Anticorrelated Assets

Assets that tend to move strongly against IVOV

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  TMDX  Transmedics (-0.5)

  KO  Coca-Cola (-0.54)

  BVN  Compania de Minas Buenaventura S.A. (-0.54)

  STNE  StoneCo (-0.57)

  SPXU  ProShares UltraPro Short S&P 500 (-0.67)

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