Amendment to Schedule 13D Filing for First Trust Mortgage Income Fund

This filing is an amendment (Amendment No. 31) to the Schedule 13D filed on March 18, 2015, by Sit Investment Associates Inc. and Sit Fixed Income Advisors II, LLC (collectively, "Sit Entities") relating to the Common Stock of First Trust Mortgage Income Fund. The Sit Entities collectively beneficially own 2,192,343 shares, representing 52.0% of the Issuer's outstanding shares. The report details transactions in the last 60 days, including various buy transactions and one sell transaction of 101,000 shares on December 18, 2025. The aggregate percentage of shares reported owned by Sit Entities is based on 4,213,115 shares outstanding as of April 30, 2025. The filing also notes that none of SIA's or SFI's directors or executive officers own shares directly, but clients of SIA and SFI have the right to participate in dividends and proceeds from sales of shares held for their accounts.