<SEC-DOCUMENT>0000897101-16-003055-index.html : 20161013
<SEC-HEADER>0000897101-16-003055.hdr.sgml : 20161013
<ACCEPTANCE-DATETIME>20161013163454
ACCESSION NUMBER:		0000897101-16-003055
CONFORMED SUBMISSION TYPE:	SC 13D/A
PUBLIC DOCUMENT COUNT:		1
FILED AS OF DATE:		20161013
DATE AS OF CHANGE:		20161013
GROUP MEMBERS:		SIT FIXED INCOME ADVISORS II, LLC

SUBJECT COMPANY:	

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			FIRST TRUST MORTGAGE INCOME FUND
		CENTRAL INDEX KEY:			0001319183
		IRS NUMBER:				356758396

	FILING VALUES:
		FORM TYPE:		SC 13D/A
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	005-82257
		FILM NUMBER:		161935265

	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

FILED BY:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			SIT INVESTMENT ASSOCIATES INC
		CENTRAL INDEX KEY:			0000769317
		IRS NUMBER:				411404829
		STATE OF INCORPORATION:			MN
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		SC 13D/A

	BUSINESS ADDRESS:	
		STREET 1:		3300 IDS CENTER
		STREET 2:		80 SOUTH EIGHTH STREET
		CITY:			MINNEAPOLIS
		STATE:			MN
		ZIP:			55402
		BUSINESS PHONE:		6123323223

	MAIL ADDRESS:	
		STREET 1:		3300 IDS CENTER
		STREET 2:		80 SOUTH EIGHTH STREET
		CITY:			MINNEAPOLIS
		STATE:			MN
		ZIP:			55402
</SEC-HEADER>
<DOCUMENT>
<TYPE>SC 13D/A
<SEQUENCE>1
<FILENAME>sit163508fmy_13da.txt
<DESCRIPTION>AMENDMENT NO. 4 TO SCHEDULE 13D
<TEXT>
Document 1 - file: sit163508fmy_13da.txt

</DOCUMENT>
</SEC-DOCUMENT>