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There’s a list of supported coins on Ledger’s web site, and SOL is one of them. Not all coins are directly visible on Ledger Live though. For some coins you’ll need to connect your Nano to an external UI or wallet, as was mentioned previously. Solflare in the case of SOL. Your assets are just as secure and the keys remain on your Nano and nowhere else.
Cardano is another example of keys that are safely stored on a Nano but viewed via a connected wallet (Yoroi, Daedalus etc).