Correlated Assets

Assets that tend to move strongly with SMLF

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  VB  Vanguard Group, Inc. - Vanguard Small Cap (1.0)

  IJH  BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap (0.99)

  IWR  BlackRock Institutional Trust Company N.A. - iShares Russell Mid-Cap (0.98)

  FITB  Fifth Third Bancorp (0.95)

  PNC  PNC Financial Services (0.95)

Uncorrelated Assets

Assets with little price relationship to SMLF

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  CVX  Chevron (-0.0)

  M  Macy's (-0.0)

  ENS  Enersys (-0.01)

  SIG  Signet Jewelers (-0.02)

  BAH  Booz Allen Hamilton (0.02)

Anticorrelated Assets

Assets that tend to move strongly against SMLF

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  SHEL  Shell Plc - ADR (Representing) (-0.68)

  BMRN  Registered Shares (-0.75)

  EC  Ecopetrol SA (-0.76)

  DG  Dollar General (-0.77)

  SPDN  Direxion Daily S&P 500 Bear 1X Shares (-0.94)

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