Correlated Assets

Assets that tend to move strongly with NLY

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  TWO  Two Harbors Investment (0.8)

  FEZ  SPDR EURO Stoxx 50 (0.73)

  DAN  Dana (0.64)

  TAL  TAL Education (0.61)

  ATHM  Autohome (0.6)

Uncorrelated Assets

Assets with little price relationship to NLY

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  IMMR  Immersion (0.0)

  CEG  Constellation Energy (-0.0)

  BK  Bank Of New York Mellon (0.0)

  IMO  Imperial Oil (-0.0)

  M  Macy's (0.0)

Anticorrelated Assets

Assets that tend to move strongly against NLY

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  KIM  Kimco Realty (-0.48)

  VTRS  Viatris (-0.5)

  FLR  Fluor (-0.51)

  EA  Electronic Arts (-0.57)

  MKTX  MarketAxess (-0.58)

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