$$\Sigma =
\begin{pmatrix}
\sigma_{xx} & \sigma_{xy} & \sigma_{xu} & \sigma_{xv} \\
\sigma_{yx} & \sigma_{yy} & \sigma_{yu} & \sigma_{yv} \\
\sigma_{ux} & \sigma_{uy} & \sigma_{uu} & \sigma_{uv} \\
\sigma_{vx} & \sigma_{vy} & \sigma_{vu} & \sigma_{vv} \\
\end{pmatrix}
$$
$$\Sigma =
\begin{pmatrix}
\color{red}{\sigma_{xx}} & \sigma_{xy} & \sigma_{xu} & \sigma_{xv} \\
\sigma_{yx} & \color{black}{\sigma_{yy}} & \sigma_{yu} & \sigma_{yv} \\
\sigma_{ux} & \sigma_{uy} & \color{blue}{\sigma_{uu}} & \sigma_{uv} \\
\sigma_{vx} & \sigma_{vy} & \sigma_{vu} & \color{black}{\sigma_{vv}} \\
\end{pmatrix}
$$