Correlated Assets

Assets that tend to move strongly with MORT

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  ARR  ARMOUR Residential REIT (0.84)

  TWO  Two Harbors Investment (0.83)

  WU  Western Union (0.73)

  CDW  CDW (0.72)

  OGN  Organon (0.72)

Uncorrelated Assets

Assets with little price relationship to MORT

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  HSIC  Henry Schein (0.0)

  RMBS  Rambus (0.0)

  H  Hyatt Hotels (-0.0)

  IPI  Intrepid Potash (-0.01)

  ICE  Intercontinental Exchange (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against MORT

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  CXW  CoreCivic (-0.61)

  RKLB  Rocket Lab USA (-0.61)

  LNG  Cheniere Energy (-0.62)

  GGAL  Grupo Financiero Galicia (-0.62)

  CALM  Cal-Maine Foods (-0.69)

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