Correlated Assets

Assets that tend to move strongly with TM

---

  PTEN  Patterson-UTI Energy (0.89)

  TRIP  TripAdvisor (0.88)

  NGL  NGL Energy Partners (0.88)

  AAP  Advance Auto Parts (0.87)

  LSCC  Lattice Semiconductor (0.86)

Uncorrelated Assets

Assets with little price relationship to TM

---

  PAYC  Paycom Software (-0.0)

  FMC  FMC (0.01)

  HCC  Warrior Met Coal (-0.01)

  DELL  Dell (0.02)

  WPC  W. P. Carey (-0.02)

Anticorrelated Assets

Assets that tend to move strongly against TM

---

  ZETA  Zeta Global Holdings Corp (-0.85)

  PNW  Pinnacle West (-0.86)

  AFL  Aflac (-0.86)

  CLH  Clean Harbors (-0.86)

  SO  Southern (-0.89)

---