<SEC-DOCUMENT>0001752724-24-288173.txt : 20241219
<SEC-HEADER>0001752724-24-288173.hdr.sgml : 20241219
<ACCEPTANCE-DATETIME>20241219150535
ACCESSION NUMBER:		0001752724-24-288173
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20241031
FILED AS OF DATE:		20241219
DATE AS OF CHANGE:		20241219
PERIOD START:           	20241031

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:		241562829

	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>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdEnd>2024-10-31</repPdEnd>
      <repPdDate>2024-10-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
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      <invstOrSec>
        <name>FIVE 2023-V1</name>
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        <name>Life Financial Services Trust</name>
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        <name>Government National Mortgage A</name>
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        <name>Freddie Mac</name>
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        <name>Bank</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <name>Morgan Stanley Capital I Trust</name>
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        <name>Fannie Mae</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>Starwood Mortgage Residential</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae</name>
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        <title>Fannie Mae REMICS</title>
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        <name>WFLD MORTGAGE TRUST</name>
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        <name>Freddie Mac</name>
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        <name>GSR Mortgage Loan Trust</name>
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        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2024-R02</title>
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      <invstOrSec>
        <name>Exeter Automobile Receivables</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2024-1</title>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137FTZT7</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136A0EW3</cusip>
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          <isin value="US3136A0EW36"/>
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        <balance>124017.49000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2026-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137HCKN1</cusip>
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          <isin value="US3137HCKN16"/>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137AMGA9</cusip>
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          <isin value="US3137AMGA95"/>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137FURQ9</cusip>
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          <isin value="US3137FURQ99"/>
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      <invstOrSec>
        <name>FHLMC Structured Pass Through</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Structured Pass-Through Certificates</title>
        <cusip>31393RGJ3</cusip>
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          <isin value="US31393RGJ32"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>None</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4</title>
        <cusip>46645UAV9</cusip>
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          <isin value="US46645UAV98"/>
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        <balance>19852816.75000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>31396VUF3</cusip>
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          <isin value="US31396VUF39"/>
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        <balance>128459.25000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137F84K6</cusip>
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          <isin value="US3137F84K67"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CFCRE Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CFCRE Commercial Mortgage Trust 2017-C8</title>
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          <isin value="US12532CBE49"/>
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      <invstOrSec>
        <name>LSTAR Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>LSTAR Commercial Mortgage Trust 2017-5</title>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2009-10</title>
        <cusip>17316AAA8</cusip>
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      <invstOrSec>
        <name>VCAT Asset Securitization, LLC</name>
        <lei>N/A</lei>
        <title>VCAT 2021-NPL6 LLC</title>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
        <lei>N/A</lei>
        <title>CSAIL 2020-C19 Commercial Mortgage Trust</title>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>31364JL84</cusip>
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        <balance>10661.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>733.42000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2029-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Mid-State Trust</name>
        <lei>N/A</lei>
        <title>Mid-State Capital Corp 2005-1 Trust</title>
        <cusip>595481AA0</cusip>
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        <balance>77049.41000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.74500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38375LYK0</cusip>
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          <isin value="US38375LYK06"/>
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        <balance>115430.98000000</balance>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
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          <isin value="US36255YAG61"/>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137ARQP4</cusip>
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          <isin value="US3137ARQP42"/>
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        <balance>197471.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4833.09000000</valUSD>
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          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>CoreVest American Finance Ltd</name>
        <lei>N/A</lei>
        <title>Corevest American Finance 2020-2 Trust</title>
        <cusip>21872VAA0</cusip>
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          <isin value="US21872VAA08"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fanniemae Strip</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest Strip</title>
        <cusip>3136FCNT9</cusip>
        <identifiers>
          <isin value="US3136FCNT93"/>
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        <balance>24639.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2920.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F0326C3</cusip>
        <identifiers>
          <isin value="US01F0326C31"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>894142.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Great Wolf Trust</name>
        <lei>N/A</lei>
        <title>Great Wolf Trust 2024-WOLF</title>
        <cusip>39152MAJ4</cusip>
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          <isin value="US39152MAJ45"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1010590.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.44296000</annualizedRt>
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      <invstOrSec>
        <name>PRP Advisors, LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2024-NQM1 Trust</title>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2018-CD7 Mortgage Trust</title>
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      <invstOrSec>
        <name>ADAMS OUTDOOR ADVERTISING</name>
        <lei>549300BTFXNHDCUHER30</lei>
        <title>Adams Outdoor Advertising LP</title>
        <cusip>006346AX8</cusip>
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          <isin value="US006346AX84"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>New York Mortgage Trust</name>
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        <title>NYMT Loan Trust Series 2024-BPL1</title>
        <cusip>62956MAB1</cusip>
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          <isin value="US62956MAB19"/>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2019-L2</title>
        <cusip>61768HBB1</cusip>
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          <isin value="US61768HBB15"/>
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        <balance>1320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1090662.01000000</valUSD>
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          <maturityDt>2052-03-15</maturityDt>
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      <invstOrSec>
        <name>Gracie Point International Fun</name>
        <lei>N/A</lei>
        <title>Gracie Point International Funding 2024-1 LLC</title>
        <cusip>38410KAD1</cusip>
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          <isin value="US38410KAD19"/>
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        <balance>692000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.51841000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136B0QP4</cusip>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Fannie Mae</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>JP Morgan Mortgage Trust</name>
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      <invstOrSec>
        <name>CSAIL Commercial Mortgage Trus</name>
        <lei>549300ZAGI6FKGY8O078</lei>
        <title>CSAIL 2015-C3 Commercial Mortgage Trust</title>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
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      <invstOrSec>
        <name>Residential Accredit Loans, In</name>
        <lei>N/A</lei>
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          <annualizedRt>0.76677900</annualizedRt>
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      <invstOrSec>
        <name>HOUSTON GALLERIA MALL TRUST</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
        <cusip>3137BGK40</cusip>
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          <isin value="US3137BGK402"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Washington Mutual Mortgage Pas</name>
        <lei>N/A</lei>
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        <name>CoreVest American Finance Trus</name>
        <lei>N/A</lei>
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        <name>CoreVest American Finance Ltd</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
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        <name>JP Morgan Mortgage Trust</name>
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        <debtSec>
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        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>PRP Advisors, LLC</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac REMICS</title>
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        <name>Countrywide Home Loans</name>
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      <invstOrSec>
        <name>MASTR Alternative Loans Trust</name>
        <lei>N/A</lei>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage S</name>
        <lei>N/A</lei>
        <title>BBCMS 2018-TALL Mortgage Trust</title>
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        <name>FHLMC Multifamily Structured P</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Certificates</title>
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        <balance>1831144.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124628.76000000</valUSD>
        <pctVal>0.233544487247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.80430500</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-12-19</ncom:dateSigned>
      <ncom:nameOfApplicant>First Trust Mortgage Income Fund</ncom:nameOfApplicant>
      <ncom:signature>Derek Maltbie</ncom:signature>
      <ncom:signerName>Derek Maltbie</ncom:signerName>
      <ncom:title>Treasurer, Chief Financial Officer and Chief Accounting Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
