0001752724-23-286229.txt : 20231220 0001752724-23-286229.hdr.sgml : 20231220 20231220130649 ACCESSION NUMBER: 0001752724-23-286229 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20231220 DATE AS OF CHANGE: 20231220 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST MORTGAGE INCOME FUND CENTRAL INDEX KEY: 0001319183 ORGANIZATION NAME: IRS NUMBER: 356758396 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21727 FILM NUMBER: 231500632 BUSINESS ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630765-8000 MAIL ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 FORMER COMPANY: FORMER CONFORMED NAME: FIRST TRUST/FIDAC MORTGAGE INCOME FUND DATE OF NAME CHANGE: 20050228 NPORT-P 1 primary_doc.xml NPORT-P false 0001319183 XXXXXXXX First Trust Mortgage Income Fund 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549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-29 1253724.34000000 USD -5.62000000 N N N Freddie Mac Multiclass Certifi N/A 3137H2NR1 5782630.32000000 PA USD 666270.04000000 1.348895369722 Long ABS-MBS USGSE US N 2 2045-09-25 Variable 1.78099300 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380A3T2 76284.16000000 PA USD 53740.02000000 0.108799225231 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 1.50000000 N N N N N N 2023-12-20 First Trust Mortgage Income Fund Derek Maltbie Derek Maltbie Treasurer, Chief Financial Officer and Chief Accounting Officer