Correlated Assets

Assets that tend to move strongly with TMHC

---

  FITB  Fifth Third Bancorp (0.85)

  IRM  Iron Mountain (0.85)

  UBSI  United Bankshares (0.83)

  SCHD  Schwab US Dividend Equity (0.81)

  CAT  Caterpillar (0.81)

Uncorrelated Assets

Assets with little price relationship to TMHC

---

  FRSH  Freshworks (-0.0)

  CAL  Caleres (-0.0)

  BCE  BCE (-0.01)

  DELL  Dell (-0.01)

  TMDX  Transmedics (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against TMHC

---

  TBT  PowerShares UltraShort Lehman 20+ Yea (-0.46)

  YCS  ProShares UltraShort Yen (-0.47)

  RYAAY  Ryanair (-0.47)

  DAN  Dana (-0.47)

  ETR  Entergy (-0.61)

---