<SEC-DOCUMENT>0001445546-17-001611-index.html : 20170331 <SEC-HEADER>0001445546-17-001611.hdr.sgml : 20170331 <ACCEPTANCE-DATETIME>20170331094111 ACCESSION NUMBER: 0001445546-17-001611 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170131 FILED AS OF DATE: 20170331 DATE AS OF CHANGE: 20170331 EFFECTIVENESS DATE: 20170331 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: 17728309 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
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