It's a color phase of the Fox Squirrel. There is considerable variation in the coloration of Fox Squirrels based on geography so that Fox Squirrels in southeastern Mississippi and Fox Squirrels in Tennessee look quite different from one another.

Thanks, Wayne! There must be variations in tail length also, since these squirrels had shorter tails than our fox squirrels, or maybe the ones I saw were young ones?
Reelfoot Lake is in the NW corner of TN, where Kentucky and Missouri meet with TN, so these fox squirrels are a long way from those here.
Anyway, it was fun to see something different!
Sherry

In my area, KCMO, our fox and gray squirrels are interbreeding. Makes for some strange combinations. Gray squirrels with or without white bellys. Fox colored with white bellies and gray heads. Gray patches of fur on the rumps. The body sizes range from about 6 inches to 10-12 inches. It looked weird to see a squirrel hanging upside down on a bird feeder with one of the same coloration on the next feeder that appeared a quarter size of the biggie.

I had no idea that squirrels would cross breed like that! That could explain these squirrels, though - they looked like gray squirrels with some red added.
Sherry

There is a town near here that has a significant population of black squirrels, another color variant.

There is another town in Southern Il, who has tons of white squirrels...

I had a frequent visitor to my bird feeders who was mix with a black belly and reddish brown back.

We have Fox, Grey, Black,Red and flying squirrles here in west MI. The Fox, Grey and Black do interbreed here.