FIRST TRUST MORTGAGE INCOME FUND : Regulation FD Disclosure, Financial Statements and Exhibits (form 8-K)

Item 7.01 Regulation FD Disclosure.

First Trust Mortgage Income Fund (the "Fund") is filing herewith a press release issued on October 18, 2021, as Exhibit 99.1. The press release was issued by First Trust Advisors L.P. ("FTA") to report that on October 20, 2021, First Trust Advisors L.P. ("First"), investment sub-advisor for the Fund, will release an update on the market and the Fund. Details regarding the update are contained in the press release included herein.

Item 9.01 Financial Statements and Exhibits.

(d) Exhibits

  Exhibit
  Number  Description

99.1 Press release of First Trust Advisors L.P. dated October 18, 2021 .

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