Correlated Assets

Assets that tend to move strongly with MTN

---

  DIN  Dine Brands (0.74)

  M  Macy's (0.72)

  ATKR  Atkore (0.71)

  PPG  PPG Industries (0.69)

  GT  Goodyear Tire & Rubber (0.69)

Uncorrelated Assets

Assets with little price relationship to MTN

---

  ACGL  Arch (-0.0)

  ROIV  Roivant Sciences (0.0)

  CAT  Caterpillar (-0.0)

  PFE  Pfizer (0.01)

  ROST  Ross Stores (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against MTN

---

  SATS  EchoStar (-0.7)

  PM  Philip Morris International (-0.71)

  ECL  Ecolab (-0.72)

  KGC  Kinross Gold (-0.73)

  SO  Southern (-0.73)

---