First Trust Mortgage Income Fund
US ˙ NYSE

SecurityFMY / First Trust Mortgage Income Fund
InstitutionMorgan Stanley
Latest Disclosed Ownership16,052 shares
Latest Disclosed Value $ 188,947
Morgan Stanley reports 16.70% decrease in ownership of FMY / First Trust Mortgage Income Fund

On May 15, 2026 - Morgan Stanley filed a 13F-HR form disclosing ownership of 16,052 shares of First Trust Mortgage Income Fund (US:FMY) valued at $188,932 USD as of March 31, 2026. The entity filed a previous 13F-HR/A on May 27, 2026 disclosing 19,269 shares of First Trust Mortgage Income Fund. This represents a change in shares of -16.70% during the quarter. The current value of the position is $186,123 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

Upgrade to unlock premium data and export to Excel .

Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 16,052 -3,217 -16.70 189 -19.66 0.0000
2026-05-27 2025-12-31 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 19,269 -4,700 -19.61 234 -20.14 0.0000
2026-02-13 2025-12-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 19,269 -4,700 234 0.0000
2026-05-27 2025-09-30 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 23,969 -15,064 -38.59 294 -38.45 0.0000
2025-11-14 2025-09-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 23,969 -15,064 294 0.0000
2025-08-15 2025-06-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 39,033 -13,454 -25.63 476 -25.74 0.0000
2025-05-15 2025-03-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 52,487 -20,809 -28.39 641 -26.99 0.0000
2025-05-15 2024-12-31 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 73,296 4,274 6.19 879 1.86 0.0001
2025-02-14 2024-12-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 73,296 4,274 879 0.0001
2025-05-14 2024-09-30 13F/A-2 FIRST TR MTG INCOME FD COM SHS 33734E103 69,022 -7,534 -9.84 862 -5.59 0.0001
2025-02-14 2024-09-30 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 69,022 -7,534 862 0.0001
2024-11-14 2024-09-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 69,022 -7,534 862 0.0000
2025-05-14 2024-06-30 13F/A-2 FIRST TR MTG INCOME FD COM SHS 33734E103 76,556 19,134 33.32 913 30.62 0.0001
2024-10-17 2024-06-30 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 76,556 19,134 913 0.0001
2024-08-14 2024-06-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 76,556 19,134 913 0.0001
2024-10-17 2024-03-31 13F/A-2 FIRST TR MTG INCOME FD COM SHS 33734E103 57,422 52,393 1,041.82 699 1,065.00 0.0001
2024-08-16 2024-03-31 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 57,422 52,393 699 0.0000
2024-05-15 2024-03-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 57,422 52,393 699 0.0001
2024-08-16 2023-12-31 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 5,029 72 1.45 61 9.09 0.0000
2024-02-13 2023-12-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 5,029 72 61 0.0000
2023-11-15 2023-09-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 4,957 153 3.18 55 3.77 0.0000
2023-08-14 2023-06-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 4,804 -26 -0.54 54 -1.85 0.0000
2023-05-15 2023-03-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 4,830 -7,071 -59.42 55 -59.40 0.0000
2023-02-14 2022-12-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 11,901 4,674 64.67 133 64.20 0.0000
2022-11-14 2022-09-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 7,227 409 6.00 81 2.53 0.0000
2022-10-27 2022-06-30 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 6,818 -1,629 -19.28 79 -24.04 0.0000
2022-08-15 2022-06-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 6,818 -1,629 79 0.0000
2022-10-27 2022-03-31 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 8,447 -285 -3.26 104 -12.61 0.0000
2022-05-13 2022-03-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 8,447 -285 104 0.0000
2022-02-14 2021-12-31 13F FIRST TR MTG INCOME FD COM SHS 33734E103 8,732 440 5.31 119 4.39 0.0000
2021-11-15 2021-09-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 8,292 600 7.80 114 7.55 0.0000
2021-08-23 2021-06-30 13F/A-1 FIRST TR MTG INCOME FD COM SHS 33734E103 7,692 2,000 35.14 106 39.47 0.0000
2021-08-16 2021-06-30 13F FIRST TR MTG INCOME FD COM SHS 33734E103 7,692 2,000 106 0.0000
2021-05-17 2021-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 5,692 -11,059 -66.02 76 -67.38 0.0000
2021-02-16 2020-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 16,751 -696 -3.99 233 -1.69 0.0000
2020-11-13 2020-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 17,447 -943 -5.13 237 -6.69 0.0000
2020-08-14 2020-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 18,390 980 5.63 254 15.45 0.0001
2020-05-26 2020-03-31 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 17,410 -4,195 -19.42 220 -27.39 0.0001
2020-05-15 2020-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 17,410 220
2020-02-14 2019-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 21,605 354 1.67 303 2.02 0.0001
2019-11-14 2019-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 21,251 932 4.59 297 4.58 0.0001
2019-08-14 2019-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 20,319 -7,798 -27.73 284 -25.26 0.0001
2019-05-15 2019-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 28,117 -18,563 -39.77 380 -37.81 0.0001
2019-02-14 2018-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 46,680 -4,601 -8.97 611 -11.06 0.0002
2019-04-23 2018-09-30 13F/A-2 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 51,281 -4,424 -7.94 687 -8.16 0.0002
2018-11-20 2018-09-30 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 51,281 0 687 0.0002
2018-11-14 2018-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 51,281 687
2019-04-23 2018-06-30 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 55,705 -3,295 -5.58 748 -9.11 0.0002
2018-08-14 2018-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 55,705 748
2019-04-23 2018-03-31 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 59,000 3,956 7.19 823 4.57 0.0002
2018-05-14 2018-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 59,000 823
2019-04-23 2017-12-31 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 55,044 17,852 48.00 787 48.49 0.0002
2018-02-14 2017-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 55,044 787
2017-11-14 2017-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 37,192 -5,683 -13.25 530 -12.69 0.0002
2017-08-11 2017-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 42,875 12,626 41.74 607 42.49 0.0002
2017-05-22 2017-03-31 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 30,249 -1,418 -4.48 426 -4.48 0.0001
2017-05-12 2017-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 30,249 426
2017-02-22 2016-12-31 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 31,667 2,900 10.08 446 7.21 0.0001
2017-02-13 2016-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 31,667 446
2016-11-10 2016-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 28,767 7,783 37.09 416 37.29 0.0001
2016-08-12 2016-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 20,984 -1,351 -6.05 303 -5.61 0.0001
2016-05-12 2016-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 22,335 -1,618 -6.75 321 -7.76 0.0001
2016-02-09 2015-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 23,953 1,264 5.57 348 7.41 0.0001
2016-02-08 2015-09-30 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 22,689 3,416 17.72 324 19.12 0.0001
2015-11-09 2015-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 22,689 324
2015-08-12 2015-06-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 19,273 -2,491 -11.45 272 -15.79 0.0001
2015-05-14 2015-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 21,764 1,214 5.91 323 5.90 0.0001
2015-02-13 2014-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 20,550 2,431 13.42 305 11.31 0.0001
2014-12-16 2014-09-30 13F/A-1 FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 18,119 -692 -3.68 274 -7.43 0.0001
2014-11-14 2014-09-30 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 18,119 274
2014-05-13 2014-03-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 18,811 -9,984 -34.67 296 -33.93 0.0001
2014-02-13 2013-12-31 13F FIRST TRUST MORTGAGE INCM FD COM SHS 33734E103 28,795 -26,322 -47.76 448 -47.79 0.0002
2013-11-13 2013-09-30 13F FIRST TRUST MORTGAGEINCOME COM 33734E103 55,117 -3,714 -6.31 858 -8.33 0.0004
2013-08-08 2013-06-30 13F FIRST TRUST MORTGAGEINCOME COM 33734E103 58,831 58,831 936 0.0005
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.