<SEC-DOCUMENT>0001445546-16-010577-index.html : 20160928
<SEC-HEADER>0001445546-16-010577.hdr.sgml : 20160928
<ACCEPTANCE-DATETIME>20160927174032
ACCESSION NUMBER:		0001445546-16-010577
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20160731
FILED AS OF DATE:		20160928
DATE AS OF CHANGE:		20160927
EFFECTIVENESS DATE:		20160928

FILER:

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

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21727
		FILM NUMBER:		161905308

	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
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>fmy_nq.txt
<DESCRIPTION>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
<TEXT>
Document 1 - file: fmy_nq.txt
</DOCUMENT> <DOCUMENT> <TYPE>EX-99.CERT <SEQUENCE>2 <FILENAME>cert_302.txt <DESCRIPTION>SECTION 302 CERTIFICATION <TEXT> Document 2 - file: cert_302.txt
</DOCUMENT> </SEC-DOCUMENT>