First Trust Mortgage Income Fund
Sponsor: First Trust · Inception May 26, 2005 · Pays monthly
Market priceShare price
$11.39
+0.53% (+$0.06)
NAVAsset value per share
$12.01
as of Oct 14, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
5.16% discount *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
6.85%
regular, annualised · on NAV 6.49%
Expense ratioAnnual cost
Not reported
no tagged fee table
LeverageBorrowing
Not reported
senior securities not tagged
Quote status: Market closed — last regular-session price · last trade Oct 16, 2026, 3:11 PM EDT (exchange time, ET) · retrieved Oct 16, 2026, 6:54 PM EDTRegular-session prices; extended-hours quotes are not displayed.
Full portfolio as filed on SEC Form N-PORT for the month ending Jul 31, 2026, filed Sep 24, 2026. 165 positions; weights are percent of net assets as reported. Weights sum to 100.0% — leverage, cash, derivatives and short positions mean totals need not equal 100%. This is a historical report, not a live portfolio.
Top 10 holdings
| # | Security | Type | Country | Weight | Value (USD) |
|---|---|---|---|---|---|
| 1 | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS | Short-term inv. | United States | 3.93% | $2.1M |
| 2 | FEDERAL HOME LOAN MORTGAGE CORP | ABS | United States | 2.15% | $1.2M |
| 3 | PRIORITY 1 ISSUER LOGISTICS DAC | ABS | Ireland | 2.14% | $1.1M |
| 4 | SFO COMMERCIAL MORTGAGE TRUST 2021-555 | ABS | United States | 2.05% | $1.1M |
| 5 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | ABS | United States | 1.96% | $1.1M |
| 6 | PRP Advisors, LLC | MBS | United States | 1.89% | $1M |
| 7 | GREAT WOLF TRUST 2015-WOLF | ABS | United States | 1.88% | $1M |
| 8 | VERUS SECURITIZATION TRUST 2025-INV1 | ABS | United States | 1.88% | $1M |
| 9 | FREDDIE MAC STACR REMIC TRUST 2025-DNA4 | ABS | United States | 1.88% | $1M |
| 10 | BX TRUST 2025-DELC | ABS | United States | 1.87% | $1M |
Asset class
| Asset class | % net assets | Value |
|---|---|---|
| ABS (other) | 91.71% | $49.2M |
| Mortgage-backed | 4.95% | $2.7M |
| Short-term investment vehicle | 3.93% | $2.1M |
| Derivative (interest rate) | -0.58% | $-314K |
Country (top 12)
| Country (top 12) | % net assets | Value |
|---|---|---|
| United States | 97.86% | $52.5M |
| Ireland | 2.14% | $1.1M |
Region
| Region | % net assets | Value |
|---|---|---|
| United States | 97.86% | $52.5M |
| Developed Europe | 2.14% | $1.1M |
Issuer type
| Issuer type | % net assets | Value |
|---|---|---|
| Corporate | 63.18% | $33.9M |
| U.S. government agency | 4.63% | $2.5M |
| Registered fund | 3.93% | $2.1M |
| U.S. GSE | 28.26% | $15.2M |
Fair-value level
| Fair-value level | % net assets | Value |
|---|---|---|
| Level 2 | 96.65% | $51.9M |
| Level 1 | 3.35% | $1.8M |
Level 3 = valued with unobservable inputs (typically private or illiquid).
Long / short
| Long / short | % net assets | Value |
|---|---|---|
| Long | 101.26% | $54.3M |
| Short | -0.68% | $-365K |
| N/A | -0.58% | $-314K |
All allocation percentages use net assets as the denominator (N-PORT convention). A position's share of invested assets may differ from its share of the whole fund including cash and leverage.
All 165 positions
| Security | Identifier | Type | Issuer | Country | Balance | Units | Value (USD) | Weight | FV level |
|---|---|---|---|---|---|---|---|---|---|
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS | 61747C582 | Short-term inv. | RF | United States | 2,109,777 | shares | $2.1M | 3.93% | 1 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137H4YR5 | ABS | USGSE | United States | 2,049,505 | principal | $1.2M | 2.15% | 2 |
| PRIORITY 1 ISSUER LOGISTICS DAC | 74448NAD6 | ABS | CORP | Ireland | 1,250,000 | principal | $1.1M | 2.14% | 2 |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555 | 78432WAA1 | ABS | CORP | United States | 1,102,700 | principal | $1.1M | 2.05% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754GAJ9 | ABS | USGSE | United States | 1,000,000 | principal | $1.1M | 1.96% | 2 |
| PRP Advisors, LLC | 74449JAD4 | MBS | CORP | United States | 1,050,000 | principal | $1M | 1.89% | 2 |
| GREAT WOLF TRUST 2015-WOLF | 39152MAJ4 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.88% | 2 |
| VERUS SECURITIZATION TRUST 2025-INV1 | 924929AG7 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.88% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4 | 35564UBS5 | ABS | USGSE | United States | 1,000,000 | principal | $1M | 1.88% | 2 |
| BX TRUST 2025-DELC | 05594MAA0 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.87% | 2 |
| FIDELIS MORTGAGE TRUST 2025-RTL1 | 31575LAJ2 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.87% | 2 |
| PRPM 2025-3 LLC | 74449DAB1 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.87% | 2 |
| PRET 2026-NPL4 LLC | 74144EAB7 | ABS | CORP | United States | 1,000,000 | principal | $1M | 1.87% | 2 |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555 | 78432WAG8 | ABS | CORP | United States | 1,000,000 | principal | $1,000K | 1.86% | 2 |
| ADAMS OUTDOOR ADVERTISING LP | 006346BA7 | ABS | CORP | United States | 1,000,000 | principal | $999K | 1.86% | 2 |
| REDWOOD FUNDING TRUST 2025-3 | 75806GAA0 | ABS | CORP | United States | 989,937 | principal | $998K | 1.86% | 2 |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-3 | 922978AE1 | ABS | CORP | United States | 997,162 | principal | $997K | 1.86% | 2 |
| PRPM 2025-RCF3 LLC | 69395KAC7 | ABS | CORP | United States | 1,000,000 | principal | $995K | 1.85% | 2 |
| TOWD POINT MORTGAGE TRUST 2017-4 | 89173UAH0 | ABS | CORP | United States | 1,250,000 | principal | $955K | 1.78% | 2 |
| BBCMS 2018-TALL MORTGAGE TRUST | 05548WAA5 | ABS | CORP | United States | 1,000,000 | principal | $947K | 1.76% | 2 |
| Redwood Funding Trust 2026-1 | 75806HAA8 | ABS | CORP | United States | 915,525 | principal | $914K | 1.70% | 2 |
| Federal Home Loan Mortgage Corp. | 3137FURQ9 | ABS | USGSE | United States | 907,979 | principal | $890K | 1.66% | 2 |
| MCR 2024-TWA MORTGAGE TRUST | 582923AF5 | ABS | CORP | United States | 885,000 | principal | $890K | 1.66% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BPEZ0 | ABS | USGSE | United States | 854,254 | principal | $844K | 1.57% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137FRTX9 | ABS | USGSE | United States | 834,096 | principal | $821K | 1.53% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137FVAV4 | ABS | USGSE | United States | 806,828 | principal | $789K | 1.47% | 2 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2016-3 | 30167PAG5 | ABS | CORP | United States | 750,000 | principal | $774K | 1.44% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HDTC4 | ABS | USGSE | United States | 856,188 | principal | $737K | 1.37% | 2 |
| PRPM 2024-NQM1 TRUST | 693977AD2 | ABS | CORP | United States | 725,000 | principal | $727K | 1.35% | 2 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2 | 85571RAA8 | ABS | CORP | United States | 694,754 | principal | $683K | 1.27% | 2 |
| PRKCM 2021-AFC1 TRUST | 69357TAF7 | ABS | CORP | United States | 1,000,000 | principal | $678K | 1.26% | 2 |
| ROC MORTGAGE TRUST 2021-RTL1 | 77118TAC7 | ABS | CORP | United States | 687,018 | principal | $677K | 1.26% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2019-K100 | 3137FQ3D3 | ABS | USGSE | United States | 12,589,940 | principal | $659K | 1.23% | 2 |
| BWAY TRUST 2025-1535 | 12430BAE0 | ABS | CORP | United States | 600,000 | principal | $618K | 1.15% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F050684 | MBS | USGSE | United States | 637,000 | principal | $615K | 1.15% | 2 |
| CSMC TRUST 2017-FHA1 | 12651RAA5 | ABS | CORP | United States | 637,894 | principal | $596K | 1.11% | 2 |
| VERUS SECURITIZATION TRUST 2022-1 | 92538WAA5 | ABS | CORP | United States | 620,942 | principal | $580K | 1.08% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST 2020-EXP1 | 17328JAE7 | ABS | CORP | United States | 640,000 | principal | $574K | 1.07% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137H2NR1 | ABS | USGSE | United States | 5,487,440 | principal | $551K | 1.03% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HCKN1 | ABS | USGSE | United States | 2,454,000 | principal | $526K | 0.98% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137H4C81 | ABS | USGSE | United States | 4,571,896 | principal | $520K | 0.97% | 2 |
| Government National Mortgage Association | 38384RFK7 | ABS | USGA | United States | 8,185,000 | principal | $512K | 0.95% | 2 |
| ISLAND FINANCE TRUST 2025-1 | 463920AB4 | ABS | CORP | United States | 500,000 | principal | $503K | 0.94% | 2 |
| ISLAND FINANCE TRUST 2025-1 | 463920AC2 | ABS | CORP | United States | 500,000 | principal | $503K | 0.94% | 2 |
| GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC | 38411WAD4 | ABS | CORP | United States | 500,000 | principal | $500K | 0.93% | 2 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-C1 | 46656AAD9 | ABS | CORP | United States | 540,000 | principal | $488K | 0.91% | 2 |
| REDWOOD FUNDING TRUST 2026-2 | 75805CAA0 | ABS | CORP | United States | 483,957 | principal | $487K | 0.91% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HAYT7 | ABS | USGSE | United States | 550,654 | principal | $449K | 0.84% | 2 |
| FREMF 2020-K110 MORTGAGE TRUST | 3137FTZT7 | ABS | USGSE | United States | 4,000,000 | principal | $436K | 0.81% | 2 |
| RCO IX MORTGAGE LLC 2026-2 | 74940MAA7 | ABS | CORP | United States | 414,668 | principal | $413K | 0.77% | 2 |
| OBX 2021-NQM4 TRUST | 67115DAA0 | ABS | CORP | United States | 476,225 | principal | $403K | 0.75% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K118 | 3137F62Q9 | ABS | USGSE | United States | 4,326,216 | principal | $402K | 0.75% | 2 |
| VERUS SECURITIZATION TRUST 2021-5 | 92538KAF0 | ABS | CORP | United States | 533,000 | principal | $399K | 0.74% | 2 |
| RCO IX MORTGAGE LLC 2026-2 | 74940MAC3 | ABS | CORP | United States | 400,000 | principal | $398K | 0.74% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137HH6A4 | ABS | USGSE | United States | 1,663,400 | principal | $385K | 0.72% | 2 |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290 | 62955HAJ6 | ABS | CORP | United States | 380,000 | principal | $379K | 0.71% | 2 |
| PRET 2024-RPL1 TRUST | 693989AG0 | ABS | CORP | United States | 500,000 | principal | $370K | 0.69% | 2 |
| COLT 2021-HX1 MORTGAGE LOAN TRUST | 19688KAG9 | ABS | CORP | United States | 500,000 | principal | $369K | 0.69% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137FYUM6 | ABS | USGSE | United States | 3,343,856 | principal | $358K | 0.67% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F030686 | MBS | USGSE | United States | 418,000 | principal | $356K | 0.66% | 2 |
| VERUS SECURITIZATION TRUST 2021-R2 | 92538DAG4 | ABS | CORP | United States | 425,000 | principal | $350K | 0.65% | 2 |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN | 12988DAG7 | ABS | CORP | United States | 350,000 | principal | $349K | 0.65% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 3137FCLG7 | ABS | USGSE | United States | 14,500,000 | principal | $348K | 0.65% | 2 |
| MSWF 2023-1 | 55376CAP8 | ABS | CORP | United States | 7,560,566 | principal | $336K | 0.63% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38379FN62 | ABS | USGA | United States | 2,675,629 | principal | $322K | 0.60% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F052698 | MBS | USGSE | United States | 304,000 | principal | $300K | 0.56% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F052680 | MBS | USGSE | United States | 300,000 | principal | $297K | 0.55% | 2 |
| REDWOOD FUNDING TRUST 2026-2 | 75805CAB8 | ABS | CORP | United States | 290,000 | principal | $290K | 0.54% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31396YQB1 | ABS | USGSE | United States | 294,177 | principal | $286K | 0.53% | 2 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 | 95003DBP2 | ABS | CORP | United States | 4,798,193 | principal | $278K | 0.52% | 2 |
| MASTR ALTERNATIVE LOAN TRUST | 5764342K9 | ABS | CORP | United States | 3,511,308 | principal | $276K | 0.52% | 2 |
| LIFE 2021-BMR MORTGAGE TRUST | 53218CAG5 | ABS | CORP | United States | 280,000 | principal | $269K | 0.50% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381LAV4 | ABS | USGA | United States | 4,975,650 | principal | $257K | 0.48% | 2 |
| REDWOOD FUNDING TRUST 2025-3 | 75806GAB8 | ABS | CORP | United States | 255,000 | principal | $257K | 0.48% | 2 |
| BANK 2019-BNK19 | 06540WBH5 | ABS | CORP | United States | 11,288,106 | principal | $256K | 0.48% | 2 |
| MORGAN STANLEY CAPITAL I TRUST 2018-MP | 61691DAA5 | ABS | CORP | United States | 265,000 | principal | $250K | 0.47% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381L5V0 | ABS | USGA | United States | 3,488,778 | principal | $246K | 0.46% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381J2J5 | ABS | USGA | United States | 4,760,716 | principal | $246K | 0.46% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38380RVN7 | ABS | USGA | United States | 3,489,082 | principal | $239K | 0.45% | 2 |
| GALTON FUNDING MORTGAGE TRUST 2018-2 | 36418GBX1 | ABS | CORP | United States | 245,123 | principal | $235K | 0.44% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BATB0 | ABS | USGSE | United States | 235,078 | principal | $231K | 0.43% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136B7HP9 | ABS | USGSE | United States | 15,150,000 | principal | $196K | 0.37% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137F84K6 | ABS | USGSE | United States | 1,900,000 | principal | $179K | 0.33% | 2 |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST | 12597NAU7 | ABS | CORP | United States | 5,744,492 | principal | $167K | 0.31% | 2 |
| BANK 2019-BNK23 | 06541RBC6 | ABS | CORP | United States | 8,809,158 | principal | $163K | 0.30% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F032682 | MBS | USGSE | United States | 184,000 | principal | $163K | 0.30% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136B0QP4 | ABS | USGSE | United States | 1,729,349 | principal | $162K | 0.30% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38382CDC2 | ABS | USGA | United States | 7,399,186 | principal | $159K | 0.30% | 2 |
| FIVE 2023-V1 MORTGAGE TRUST | 337964AD2 | ABS | CORP | United States | 22,201,254 | principal | $159K | 0.30% | 2 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH | 46650FAA0 | ABS | CORP | United States | 242,271 | principal | $159K | 0.30% | 2 |
| BANK 2020-BNK26 | 06540JBM3 | ABS | CORP | United States | 5,130,492 | principal | $155K | 0.29% | 2 |
| PAGAYA AI DEBT TRUST 2024-10 | 69546UAA7 | ABS | CORP | United States | 151,402 | principal | $153K | 0.28% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38376R7P5 | ABS | USGA | United States | 150,146 | principal | $141K | 0.26% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38380CUP6 | ABS | USGA | United States | 175,466 | principal | $141K | 0.26% | 2 |
| WINWATER MORTGAGE LOAN TRUST 2015-3 | 97651JBB1 | ABS | CORP | United States | 152,114 | principal | $140K | 0.26% | 2 |
| BENCHMARK 2018-B5 MORTGAGE TRUST | 08160BAF1 | ABS | CORP | United States | 20,199,955 | principal | $138K | 0.26% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136A9D96 | ABS | USGSE | United States | 972,771 | principal | $124K | 0.23% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F052482 | MBS | USGSE | United States | 100,000 | principal | $101K | 0.19% | 2 |
| CHL MORTGAGE PASS-THROUGH TRUST | 170256AK7 | ABS | CORP | United States | 110,750 | principal | $98.6K | 0.18% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38374DNW5 | ABS | USGA | United States | 100,000 | principal | $97.5K | 0.18% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136AK7M9 | ABS | USGSE | United States | 961,166 | principal | $94.4K | 0.18% | 2 |
| BANK 2017-BNK7 | 06541XAG5 | ABS | CORP | United States | 20,022,856 | principal | $90.1K | 0.17% | 2 |
| CD 2018-CD7 MORTGAGE TRUST | 12512JAX2 | ABS | CORP | United States | 8,188,812 | principal | $86.1K | 0.16% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F042699 | MBS | USGSE | United States | 80,000 | principal | $75K | 0.14% | 2 |
| COREVEST AMERICAN FINANCE 2021-1 TRUST | 21873LAA1 | ABS | CORP | United States | 63,426 | principal | $62.4K | 0.12% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38374K2D4 | ABS | USGA | United States | 62,186 | principal | $62.1K | 0.12% | 2 |
| GS MORTGAGE SECURITIES CORP | 36242DUQ4 | ABS | CORP | United States | 72,293 | principal | $60.2K | 0.11% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31398TW80 | ABS | USGSE | United States | 444,493 | principal | $60.1K | 0.11% | 2 |
| Csmcrestricted | 12665CAA2 | ABS | CORP | United States | 515,582 | principal | $54.1K | 0.10% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38380A3T2 | ABS | USGA | United States | 79,495 | principal | $50K | 0.09% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136AA7M1 | ABS | USGSE | United States | 793,793 | principal | $47.9K | 0.09% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136FG2L0 | MBS | USGSE | United States | 315,987 | principal | $46.8K | 0.09% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 01F040685 | MBS | USGSE | United States | 50,000 | principal | $45.7K | 0.09% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 31393RGJ3 | ABS | USGSE | United States | 42,498 | principal | $41.6K | 0.08% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3137F64S3 | ABS | USGSE | United States | 1,831,144 | principal | $40.9K | 0.08% | 2 |
| LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 | 54910TBA9 | ABS | CORP | United States | 16,844,933 | principal | $40.7K | 0.08% | 2 |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS9 | 61766CAM1 | ABS | CORP | United States | 2,180,000 | principal | $38.9K | 0.07% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136ATF58 | ABS | USGSE | United States | 168,142 | principal | $36.4K | 0.07% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3 | 17307GXP8 | ABS | CORP | United States | 30,871 | principal | $31.4K | 0.06% | 2 |
| CFCRE 2017-C8 MORTGAGE TRUST | 12532CBE4 | ABS | CORP | United States | 6,936,271 | principal | $29.9K | 0.06% | 2 |
| RALI SERIES 2005-QO1 TRUST | 761118RJ9 | ABS | CORP | United States | 64,114 | principal | $28.1K | 0.05% | 2 |
| COREVEST AMERICAN FINANCE 2021-3 TRUST | 21873NAC3 | ABS | CORP | United States | 4,500,716 | principal | $25.2K | 0.05% | 2 |
| BANK OF AMERICA CORP | 05948JAA0 | ABS | CORP | United States | 27,308 | principal | $23.8K | 0.04% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 31395UCS8 | ABS | USGSE | United States | 299,552 | principal | $23.4K | 0.04% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31398T5K3 | ABS | USGSE | United States | 22,702 | principal | $21.8K | 0.04% | 2 |
| JP MORGAN MORTGAGE TRUST | 466247K93 | ABS | CORP | United States | 16,173 | principal | $16.1K | 0.03% | 2 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR14 | 45660NF75 | ABS | CORP | United States | 14,535 | principal | $13.9K | 0.03% | 2 |
| RALI SERIES 2006-QS6 TRUST | 74922EAV1 | ABS | CORP | United States | 510,309 | principal | $13.6K | 0.03% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136AHX88 | ABS | USGSE | United States | 16,897 | principal | $11.7K | 0.02% | 2 |
| Federal Home Loan Mortgage Corp. | 31397WVU6 | ABS | USGSE | United States | 135,434 | principal | $10.1K | 0.02% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31396VUF3 | ABS | USGSE | United States | 98,190 | principal | $10K | 0.02% | 2 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST | 93936PAL2 | ABS | CORP | United States | 8,174 | principal | $9.1K | 0.02% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38378VMF9 | ABS | USGA | United States | 118,804 | principal | $7.9K | 0.01% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 31339WYT7 | ABS | USGSE | United States | 55,719 | principal | $5.7K | 0.01% | 2 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker ZT U26 | Rate deriv. | CORP | United States | -14 | contracts | $5.4K | 0.01% | 1 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137B2FS4 | ABS | USGSE | United States | 112,139 | principal | $4.9K | 0.01% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31393CVP5 | ABS | USGSE | United States | 28,725 | principal | $3.3K | 0.01% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31392JMY2 | ABS | USGSE | United States | 25,086 | principal | $2.4K | 0.00% | 2 |
| CITIGROUP MORTGAGE LOAN TRUST INC | 17316AAA8 | ABS | CORP | United States | 2,367 | principal | $2.4K | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31394B6Z2 | ABS | USGSE | United States | 27,092 | principal | $1.7K | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136FCNT9 | MBS | USGSE | United States | 16,393 | principal | $1.5K | 0.00% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375XJW5 | ABS | USGA | United States | 75,828 | principal | $1.5K | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31396XXQ2 | ABS | USGSE | United States | 16,446 | principal | $1.4K | 0.00% | 2 |
| MID-STATE CAPITAL CORP | 595481AA0 | ABS | CORP | United States | 1,298 | principal | $1.3K | 0.00% | 2 |
| GS MORTGAGE SECURITIES CORP | 36228FYJ9 | ABS | CORP | United States | 1,039 | principal | $994 | 0.00% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 31397TP97 | ABS | USGSE | United States | 10,087 | principal | $635 | 0.00% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375LYK0 | ABS | USGA | United States | 88,424 | principal | $551 | 0.00% | 2 |
| STRUCTURED ASSET SECURITIES CORP TRUST 2007-9 | 86358RDU8 | ABS | CORP | United States | 266 | principal | $266 | 0.00% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137ARQP4 | ABS | USGSE | United States | 32,966 | principal | $238 | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31364JL84 | MBS | USGSE | United States | 4,438 | principal | $195 | 0.00% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137ARLU8 | ABS | USGSE | United States | 20,447 | principal | $164 | 0.00% | 2 |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP4 | 46645UAV9 | ABS | CORP | United States | 15,720,369 | principal | $157 | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31392FMN4 | ABS | USGSE | United States | 5,135 | principal | $136 | 0.00% | 2 |
| COMM 2015-CCRE26 MORTGAGE TRUST | 12593QAE0 | ABS | CORP | United States | 3,829,000 | principal | $38 | 0.00% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3137AMGA9 | ABS | USGSE | United States | 857 | principal | $5 | 0.00% | 2 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C31 | 61766RBA3 | ABS | CORP | United States | 259,185 | principal | $3 | 0.00% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATIONshort | 01F040693 | MBS | USGSE | United States | -400,000 | principal | $-365K | -0.68% | 2 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker TN U26 | Rate deriv. | CORP | United States | 62 | contracts | $-136K | -0.25% | 1 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker ZB U26 | Rate deriv. | CORP | United States | 14 | contracts | $-47.6K | -0.09% | 1 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker ZN U26 | Rate deriv. | CORP | United States | 32 | contracts | $-46.6K | -0.09% | 1 |
| CHICAGO BOARD OF TRADE | ticker OZBZ6 P1110 | Rate deriv. | CORP | United States | -19 | contracts | $-32.4K | -0.06% | 1 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker XUB U26 | Rate deriv. | CORP | United States | 6 | contracts | $-25.6K | -0.05% | 1 |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | ticker ZF U26 | Rate deriv. | CORP | United States | 24 | contracts | $-16.5K | -0.03% | 1 |
| CHICAGO BOARD OF TRADE | ticker OZFU6 P1075 | Rate deriv. | CORP | United States | -13 | contracts | $-13.9K | -0.03% | 1 |
| CHICAGO BOARD OF TRADE | ticker OZNU6 C1150 | Rate deriv. | CORP | United States | -2 | contracts | $-2 | -0.00% | 1 |
Equities show share counts; bonds and loans show principal amount. Coupon, maturity and ratings are shown where the filing discloses them. Source: SEC N-PORT via market-data vendor re-serve, position-level.
Holdings reports on file
| Report date | Filed | Positions | Σ weight | Net assets (calc.) | Coverage |
|---|---|---|---|---|---|
| Jul 31, 2026 | Sep 24, 2026 | 165 | 100.0% | $53.7M | full |
| Apr 30, 2026 | Jun 22, 2026 | 163 | 100.0% | $54.3M | full |
| Jan 30, 2026 | Mar 25, 2026 | 162 | 100.0% | $49.3M | full |
| Oct 31, 2025 | Dec 19, 2025 | 156 | 100.0% | $52M | full |
Net assets here are calculated from position values ÷ reported weights (median across positions), not a reported figure.
CEF Explorer research page for First Trust Mortgage Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.