CEF Advisors AICA Event NAVigator Podcast

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First Trust Mortgage Income Fund (FMY)

Taxable Bond Funds - Mortgage Bond Funds

Data as of Dec. 6, 2024
Current
Market Price $12.17 (+ $0.13)
NAV (Dec. 6, 2024) $12.81 (+ $0.04)
Fund Listed NYSE
Premium / Discount -5.00% (+0.72%)
Fund Info
Inception May 17, 2005
Sponsor First Trust Advisors
Website www.ftportfolios.com/R...
Phone 1.800.621.1675
NAV Symbol XFMYX
Location Illinois
Incorporated Massachusetts
Staggered Board Yes
Term Date N/A
Objective: High current income and preserve capital by investing primarily in mortgage-backed securities representing part ownership in a pool.
Capital & Leverage
Outstanding Shares 4,213,115
Total Assets (Reported: April 30, 2024) $62M
Estimated Total Assets $54M
Net Assets $54M
Market Cap $51M
Portfolio Turnover 149.00%
Total Leverage 0.00%
Structural Leverage (out of total) 0.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 1.36%
Non Lev Exp Ratio 1.36%
Rel Lev Cost %
Discount Data
Average Discount (3 Yr) -6.26%
Discount Low(3 Yr) -12.89%
Discount High(3 Yr) -0.59%
Discount Rel Range (3 Yr) 64.17%
Comp Discount -5.31
Discount St Dev (1Yr) 0.96
Z-Stat
Z-Stat (6mo) -0.27
Z-Stat (1Yr) 0.07
Z-Stat (3Yr) 0.61
Comp Z-Stat (6mo) -0.59
Comp Z-Stat (3Yr) -0.28
Distribution Data
Market Yield 7.40%
Income Yield 7.40%
Lev Adj NAV Yield 7.03%
Distribution Frequency M
Current Distribution $0.075
Current Income $0.075
Ex-Date 12/2/24
Payable Date 12/16/24
Div Growth (3yr) 36.36%
Dividend Change -9.1% on 8/20/24
Expected Div 12/19/24
RoC (1yr) 0.00%
RoC (3yr) 9.73%
Tax Dividend Data 2023 2021 - 2023
Income 100% 71.0%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 0% 29.0%
Volume & Liquidity
Average Daily $ (K) $142
Avg Volume 30 day 4,012
Avg Volume 90 day 11,657
Volume Trend -65.58%
Comp Volume Trend -49.58%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
16.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
39.0%
Price Correlation (1yr)
vs. CEFA's Taxable Bond & BDC Index
41.0%
Most Correlated Peer (Mk Pr): BKT 52.0%
NAV - Price Correlation (30 d) 77.6%
NAV - Price Correlation (90 d) 89.7%
NAV - Price Correlation (1 Yr) 85.9%
Price St Dev (1Yr) 12.2%
NAV St Dev (1Yr) 5.7%
Earnings
Earnings / Share (4/30/24) $0.079
Earn Coverage 105.73%
Earnings Trend Up
UNII / Share (4/30/24) $0.036
Rel UNII 4.01
UNII Trend Up
Bond Specific Data
Maturity 9.59
Duration 6.18
Credit Rating (rbo) AA
Investment Grade 62.96%
Non Investment Grade 15.54%
Unrated Bonds 21.50%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.89
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.38
NAV Beta (2yr)
vs. CEFA's Taxable Bond & BDC Index
0.55

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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