<SEC-DOCUMENT>0001445546-18-000081-index.html : 20180105 <SEC-HEADER>0001445546-18-000081.hdr.sgml : 20180105 <ACCEPTANCE-DATETIME>20180105162905 ACCESSION NUMBER: 0001445546-18-000081 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20171031 FILED AS OF DATE: 20180105 DATE AS OF CHANGE: 20180105 EFFECTIVENESS DATE: 20180105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST MORTGAGE INCOME FUND CENTRAL INDEX KEY: 0001319183 IRS NUMBER: 356758396 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-21727 FILM NUMBER: 18513722 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-CSR <SEQUENCE>1 <FILENAME>fmy_ncsr.txt <DESCRIPTION>ANNUAL REPORT TO SHAREHOLDERS <TEXT> Document 1 - file: fmy_ncsr.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.CERT <SEQUENCE>2 <FILENAME>certs_302.txt <DESCRIPTION>SECTION 302 CERTIFICATION <TEXT> Document 2 - file: certs_302.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.906 CERT <SEQUENCE>3 <FILENAME>certs_906.txt <DESCRIPTION>SECTION 906 CERTIFICATION <TEXT> Document 3 - file: certs_906.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.CODE ETH <SEQUENCE>4 <FILENAME>ethics.txt <DESCRIPTION>CODE OF ETHICS <TEXT> Document 4 - file: ethics.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99 <SEQUENCE>5 <FILENAME>proxyinst.txt <DESCRIPTION>PROXY VOTING GUIDELINES <TEXT> Document 5 - file: proxyinst.txt
</DOCUMENT> </SEC-DOCUMENT>