<SEC-DOCUMENT>0001445546-16-010577-index.html : 20160928 <SEC-HEADER>0001445546-16-010577.hdr.sgml : 20160928 <ACCEPTANCE-DATETIME>20160927174032 ACCESSION NUMBER: 0001445546-16-010577 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160731 FILED AS OF DATE: 20160928 DATE AS OF CHANGE: 20160927 EFFECTIVENESS DATE: 20160928 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST MORTGAGE INCOME FUND CENTRAL INDEX KEY: 0001319183 IRS NUMBER: 356758396 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-21727 FILM NUMBER: 161905308 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 </SEC-HEADER> <DOCUMENT> <TYPE>N-Q <SEQUENCE>1 <FILENAME>fmy_nq.txt <DESCRIPTION>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS <TEXT> Document 1 - file: fmy_nq.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.CERT <SEQUENCE>2 <FILENAME>cert_302.txt <DESCRIPTION>SECTION 302 CERTIFICATION <TEXT> Document 2 - file: cert_302.txt
</DOCUMENT> </SEC-DOCUMENT>