Correlated Assets

Assets that tend to move strongly with SMLF

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  IJH  BlackRock Institutional Trust Company N.A. - iShares Core S&P Mid-Cap (0.97)

  SSO  ProShares Ultra S&P500 (0.96)

  KKR  KKR (0.95)

  WCC  Wesco International (0.95)

  PNC  PNC Financial Services (0.94)

Uncorrelated Assets

Assets with little price relationship to SMLF

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  JFIN  Jiayin (0.0)

  REXR  Rexford Industrial Realty (0.0)

  ARR  ARMOUR Residential REIT (-0.0)

  VRSN  Verisign (0.0)

  PM  Philip Morris International (0.0)

Anticorrelated Assets

Assets that tend to move strongly against SMLF

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  TMDX  Transmedics (-0.41)

  HII  Huntington Ingalls Industries (-0.45)

  STNE  StoneCo (-0.49)

  KO  Coca-Cola (-0.54)

  SPXU  ProShares UltraPro Short S&P 500 (-0.74)

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