Correlated Assets

Assets that tend to move strongly with TRTX

---

  GNTX  Gentex (0.78)

  SCS  Steelcase (0.77)

  FDX  Fedex (0.76)

  AXL  American Axle & Manufacturing (0.75)

  HST  Host Hotels & Resorts (0.74)

Uncorrelated Assets

Assets with little price relationship to TRTX

---

  SNY  Sanofi (-0.0)

  HAS  Hasbro (-0.0)

  UPST  Upstart (-0.0)

  ES  Eversource Energy (-0.01)

  BKR  Baker Hughes (0.01)

Anticorrelated Assets

Assets that tend to move strongly against TRTX

---

  ATO  Atmos Energy (-0.57)

  PM  Philip Morris International (-0.57)

  VRSN  Verisign (-0.59)

  LRN  Stride (-0.59)

  VIXY  ProShares VIX Short-Term Futures (-0.69)

---