Correlated Assets

Assets that tend to move strongly with NLY

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  AVY  Avery Dennison (0.57)

  FEZ  SPDR EURO Stoxx 50 (0.57)

  TWO  Two Harbors Investment (0.57)

  ST  Sensata (0.56)

  XYL  Xylem (0.52)

Uncorrelated Assets

Assets with little price relationship to NLY

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  DB  Deutsche (0.0)

  LCID  Lucid (0.0)

  CWH  Camping World (0.0)

  RRR  Red Rock Resorts (-0.0)

  SPYV  SPDR Portfolio S&P 500 Value (0.0)

Anticorrelated Assets

Assets that tend to move strongly against NLY

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  ILMN  Illumina (-0.36)

  JDST  Direxion Daily Junior Gold Miners Index Be (-0.38)

  NOW  ServiceNow (-0.38)

  VIXY  ProShares VIX Short-Term Futures (-0.47)

  VXX  iPath Series B S&P 500 VIX Short-Term Futures (-0.48)

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