SCHEDULE 13D/A 0000897101-15-000362 0000769317 XXXXXXXX LIVE 33 Common Stock 03/10/2026 false 0001319183 33734E103 First Trust Mortgage Income Fund

120 East Liberty Drive, Suite 400 Wheaton IL 60187

Paul E. Rasmussen 612-332-3223 80 South Eighth Street, Suite 3300 Minneapolis MN 55402-4130 0000769317 N Sit Investment Associates, Inc. b OO N MN 0.00 2225186.00 0.00 2225186.00 2225186.00 N 52.8 IA 0001053046 N Sit Fixed Income Advisors II, LLC b OO N DE 0.00 2225186.00 0.00 2225186.00 2225186.00 N 52.8 IA Common Stock First Trust Mortgage Income Fund 120 East Liberty Drive, Suite 400 Wheaton IL 60187 This Amendment No. 33 ("Amendment") amends and supplements the statement on Schedule 13D filed on March 18, 2015, and amended by Amendments No. 1 through No. 32 (as amended, the "Original Schedule 13D" and, as amended by this Amendment, the "Schedule 13D"), relating to the shares of Common Stock ("Shares)" of First Trust Mortgage Income Fund (the "Issuer"). Except as specifically provided herein, each Item of the Original Schedule 13D remains unchanged. Capitalized terms used but not otherwise defined herein have the meanings set forth in the Original Schedule 13D. The aggregate percentage of Shares reported owned by Sit Entities herein is based upon 4,213,115 Shares outstanding as of October 31, 2025, which is the total number of Shares outstanding as reported in the Issuer's Report on Form N-CSR filed with the Securities Exchange Commission. As of the date hereof, the Sit Entities may be deemed to be the beneficial owner of 2,225,186 Shares held in client accounts which represent 52.8% of the Issuer's outstanding Shares. Each of the Sit Entities may be deemed to have shared power to vote and dispose of such Shares. However, none of SIA's or SFI's directors or executive officers own Shares directly Transactions in Shares by the Sit Entities in the last 60 days are set forth in Exhibit A. The clients of SIA and SFI have the right to participate in the receipt of dividends from, or proceeds from the sales of, the Shares held for their respective accounts. Not applicable Exhibit A: Schedule of Transactions in Shares by Sit Entities in the last 60 days. Sit Investment Associates, Inc. /s/ Roger J. Sit 03/11/2026 Sit Fixed Income Advisors II, LLC /s/ Roger J. Sit 03/11/2026