CEF Advisors AICA Event NAVigator Podcast

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

Go to AICA CEF/BDC Screener Learn More @ www.AICalliance.org

Nuveen Mortgage Opportunity Term Fund (JLS)

Taxable Bond Funds - Mortgage Bond Funds

Data as of April 23, 2024
Current
Market Price $17.46 (+ $0.07)
NAV (April 23, 2024) $19.34 (+ $0.02)
Fund Listed NYSE
Premium / Discount -9.72% (+0.27%)
Fund Info
Inception Nov. 25, 2009
Sponsor Nuveen Fund Advisors
Website https://www.nuveen.com...
Phone 800-257-8787
NAV Symbol XJLSX
Location Illinois
Incorporated Massachusetts
Staggered Board Yes
Term Date N/A
Objective: Total returns; non-agency residential and commercial mortgage-backed securities
Related Indexes
US Bond Index
Capital & Leverage
Outstanding Shares 5,476,626
Total Assets (Reported: March 30, 2024) $141M
Estimated Total Assets $141M
Net Assets $106M
Market Cap $96M
Portfolio Turnover 28.00%
Total Leverage 24.65%
Structural Leverage (out of total) 10.14%
Portfolio Leverage (out of total) 89.86%
Expense Ratio 4.21%
Non Lev Exp Ratio 1.61%
Rel Lev Cost 7.95%
Discount Data
Average Discount (3 Yr) -11.51%
Discount Low(3 Yr) -16.88%
Discount High(3 Yr) -4.34%
Discount Rel Range (3 Yr) 54.93%
Comp Discount -7.75
Discount St Dev (1Yr) 2.60
Z-Stat
Z-Stat (6mo) 0.34
Z-Stat (1Yr) 1.04
Z-Stat (3Yr) 0.44
Comp Z-Stat (6mo) -0.33
Comp Z-Stat (3Yr) 0.40
Distribution Data
Market Yield 9.76%
Income Yield 9.76%
Lev Adj NAV Yield 7.07%
Distribution Frequency M
Current Distribution $0.142
Current Income $0.142
Ex-Date 4/12/24
Payable Date 5/1/24
Div Growth (3yr) 71.08%
Dividend Change 15.5% on 10/2/23
Expected Div 5/1/24
RoC (1yr) 1.43%
RoC (3yr) 8.07%
Tax Dividend Data 2023 2021 - 2023
Income 100% 89.4%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 0% 10.6%
Volume & Liquidity
Average Daily $ (K) $450
Avg Volume 30 day 18,111
Avg Volume 90 day 25,789
Volume Trend -29.77%
Comp Volume Trend -19.93%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
28.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
51.0%
Price Correlation (1yr)
vs. CEFA's Taxable Bond & BDC Index
57.0%
Most Correlated Peer (Mk Pr): OPP 56.0%
NAV - Price Correlation (30 d) 83.6%
NAV - Price Correlation (90 d) 69.9%
NAV - Price Correlation (1 Yr) 71.8%
Price St Dev (1Yr) 12.2%
NAV St Dev (1Yr) 3.3%
Earnings
Earnings / Share (2/29/24) $0.134
Earn Coverage 94.37%
Earnings Trend Up
UNII / Share (12/31/23) $0.253
Rel UNII 14.87
UNII Trend Up
Bond Specific Data
Maturity 17.78
Duration 1.96
Credit Rating (rbo) B
Investment Grade 39.90%
Non Investment Grade 52.60%
Unrated Bonds 7.60%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.25
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.25
NAV Beta (2yr)
vs. CEFA's Taxable Bond & BDC Index
0.39

DISCLOSURES:

CEFData.com makes data for the universe of closed-end funds (CEFs) and business development companies (BDCs) available to its users. This material is not intended to be relied upon as investment advice or recommendations, does not constitute a solicitation to buy or sell securities and should not be considered specific legal, investment or tax advice. This site does not list all the risks associated with each fund. Investors should contact a fund’s sponsor for fund-specific risk information and/or contact a financial advisor before investing.

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.).

© Closed-End Fund Advisors Inc.(CEFadvisors) and CEFdata.com 2019. All rights reserved. Any copying, republication or redistribution of CEFadvisors, CEFdata.com, content, including by caching, framing or similar means, is expressly prohibited without the prior written consent of CEFAdvisors. CEFAdvisors shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.