NCLO Nuveen AA-BBB CLO ETF

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

FLRT Pacer Aristotle Pacific Floating Rate High Income ETF

horizon 10dρ +0.50holdout +0.46stable 62%moderate

CLOB VanEck AA-BB CLO ETF

horizon 10dρ +0.50holdout +0.38stable 38%moderate

CLOI VanEck CLO ETF

horizon 10dρ +0.49holdout +0.35stable 25%moderate

JAAA Janus Henderson AAA CLO ETF

horizon 10dρ +0.48holdout +0.42stable 38%moderate

CLOX Eldridge AAA CLO ETF

horizon 10dρ +0.46holdout +0.26stable 38%moderate

PFRL PGIM Floating Rate Income ETF

horizon 10dρ +0.46holdout +0.35stable 50%moderate

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

LGCY Legacy Education Inc.

Δ -0.52recent -0.48prior +0.05beyond mkt -0.06

CPSS Consumer Portfolio Services, Inc. Common Stock

Δ +0.48recent +0.45prior -0.03beyond mkt -0.03

ENOV Enovis Corporation

Δ -0.45recent -0.32prior +0.13beyond mkt -0.04

BJ BJs Wholesale Club Holdings, Inc. Common Stock

Δ +0.43recent +0.35prior -0.08beyond mkt -0.02

BIPI BIP Bermuda Holdings I Limited 5.125% Perpetual Subordinated Notes

Δ -0.41recent -0.32prior +0.10beyond mkt -0.05

CAL Caleres Inc

Δ +0.40recent +0.40prior -0.00beyond mkt -0.06