<SEC-DOCUMENT>0001445546-17-005729.txt : 20171229
<SEC-HEADER>0001445546-17-005729.hdr.sgml : 20171229
<ACCEPTANCE-DATETIME>20171229130811
ACCESSION NUMBER:		0001445546-17-005729
CONFORMED SUBMISSION TYPE:	NSAR-B
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20171031
FILED AS OF DATE:		20171229
DATE AS OF CHANGE:		20171229
EFFECTIVENESS DATE:		20171229

FILER:

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

	FILING VALUES:
		FORM TYPE:		NSAR-B
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21727
		FILM NUMBER:		171280989

	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>NSAR-B
<SEQUENCE>1
<FILENAME>answer.fil
<DESCRIPTION>ANNUAL REPORT OF INVESTMENT MANAGEMENT COMPANY
<TEXT>
<PAGE>      PAGE  1
000 B000000 10/31/2017
000 C000000 0001319183
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 FIRST TRUST MORTGAGE INCOME FUND
001 B000000 811-21727
001 C000000 6307658000
002 A000000 120 E. LIBERTY DRIVE, SUITE 400
002 B000000 WHEATON
002 C000000 IL
002 D010000 60187
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 N
007 B000000  1
007 C010100  1
007 C020100 First Trust Mortgage Income Fund
007 C030100 N
008 A000001 FIRST TRUST ADVISORS L.P.
008 B000001 A
008 C000001 801-39950
008 D010001 Wheaton
008 D020001 IL
008 D030001 60187
010 A000001 BNY MELLON INVESTMENT SERVICING (US) INC.
010 B000001 84-1761
010 C010001 WILMINGTON
010 C020001 DE
010 C030001 19809
011 A000001 MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
011 B000001 8-007221
011 C010001 NEW YORK
011 C020001 NY
011 C030001 10281
012 A000001 BNY MELLON INVESTMENT SERVICING (US) INC.
012 B000001 84-1761
012 C010001 WILMINGTON
012 C020001 DE
012 C030001 19809
013 A000001 DELOITTE & TOUCHE LLP
013 B010001 CHICAGO
013 B020001 IL
013 B030001 60606
013 B040001 4301
<PAGE>      PAGE  2
015 A000001 THE BANK OF NEW YORK MELLON
015 B000001 C
015 C010001 NEW YORK
015 C020001 NY
015 C030001 10286
018  000000 Y
019 A000000 Y
019 B000000  151
019 C000000 FIRSTDEFIN
020 A000001 JPMORGAN CHASE & COMPANY
020 B000001 13-4994650
020 C000001      1
021  000000        1
022 A000001 STEPHENS, INC.
022 B000001 20-3456509
022 C000001      5277
022 D000001         0
022 A000002 CREDIT SUISSE FIRST BOSTON CORP.
022 B000002 13-5659485
022 C000002      4341
022 D000002         0
022 A000003 NATHAN HALE CAPITAL
022 C000003      2626
022 D000003         0
022 A000004 HILLTOP SECURITIES INC
022 C000004      2358
022 D000004         0
022 A000005 MORGAN STANLEY & CO., INC.
022 B000005 36-3145972
022 C000005       981
022 D000005         0
022 A000006 AK CAPITAL LLC
022 C000006       918
022 D000006         0
022 A000007 FCSTONE PARTNERS
022 C000007       627
022 D000007         0
022 A000008 KEYBANK CAPITAL MARKETS, INC.
022 B000008 34-1391952
022 C000008       548
022 D000008         0
022 A000009 WELLS FARGO
022 B000009 41-0449260
022 C000009       524
022 D000009         0
022 A000010 INTL TRADING INC
022 C000010       401
022 D000010         0
023 C000000      20087
023 D000000          0
024  000000 Y
<PAGE>      PAGE  3
025 A000001 WELLS FARGO
025 B000001 41-0449260
025 C000001 D
025 D000001    5107
025 A000002 CREDIT SUISSE FIRST BOSTON CORP.
025 B000002 13-5659485
025 C000002 D
025 D000002    1141
025 A000003 MORGAN STANLEY & CO., INC.
025 B000003 36-3145972
025 C000003 D
025 D000003     750
026 A000000 N
026 B000000 N
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 N
028 A010000         0
028 A020000         0
028 A030000         0
028 A040000         0
028 B010000         0
028 B020000         0
028 B030000         0
028 B040000         0
028 C010000         0
028 C020000         0
028 C030000         0
028 C040000         0
028 D010000         0
028 D020000         0
028 D030000         0
028 D040000         0
028 E010000         0
028 E020000         0
028 E030000         0
028 E040000         0
028 F010000         0
028 F020000         0
028 F030000         0
028 F040000         0
028 G010000         0
028 G020000         0
028 G030000         0
028 G040000         0
028 H000000         0
<PAGE>      PAGE  4
030 A000000      0
030 B000000  0.00
030 C000000  0.00
031 A000000      0
031 B000000      0
032  000000      0
033  000000      0
035  000000      0
036 B000000      0
038  000000      0
042 A000000   0
042 B000000   0
042 C000000   0
042 D000000   0
042 E000000   0
042 F000000   0
042 G000000   0
042 H000000   0
043  000000      0
044  000000      0
045  000000 Y
046  000000 N
047  000000 Y
048  000000  0.850
048 B010000        0
048 B020000 0.000
049  000000 N
050  000000 N
051  000000 N
052  000000 N
053 A000000 N
054 A000000 Y
054 B000000 Y
054 C000000 N
054 D000000 N
054 E000000 N
054 F000000 N
054 G000000 Y
054 H000000 Y
054 I000000 N
054 J000000 Y
054 K000000 N
054 L000000 N
054 M000000 Y
054 N000000 N
054 O000000 Y
055 A000000 N
055 B000000 N
056  000000 Y
057  000000 N
058 A000000 N
<PAGE>      PAGE  5
059  000000 Y
060 A000000 Y
060 B000000 Y
061  000000     2000
062 A000000 Y
062 B000000   0.0
062 C000000   0.0
062 D000000   0.0
062 E000000   0.0
062 F000000   0.0
062 G000000   0.0
062 H000000   0.0
062 I000000   0.0
062 J000000   0.0
062 K000000   0.0
062 L000000   0.0
062 M000000   0.0
062 N000000  33.6
062 O000000   0.0
062 P000000   0.0
062 Q000000  59.6
062 R000000   0.0
063 B000000 20.5
064 A000000 N
064 B000000 Y
065  000000 N
066 A000000 N
067  000000 N
068 A000000 N
068 B000000 N
069  000000 N
070 A010000 Y
070 A020000 N
070 B010000 Y
070 B020000 N
070 C010000 Y
070 C020000 N
070 D010000 Y
070 D020000 N
070 E010000 Y
070 E020000 Y
070 F010000 Y
070 F020000 N
070 G010000 Y
070 G020000 N
070 H010000 Y
070 H020000 N
070 I010000 Y
070 I020000 N
070 J010000 Y
070 J020000 Y
<PAGE>      PAGE  6
070 K010000 Y
070 K020000 N
070 L010000 Y
070 L020000 N
070 M010000 Y
070 M020000 N
070 N010000 Y
070 N020000 N
070 O010000 Y
070 O020000 N
070 P010000 Y
070 P020000 N
070 Q010000 Y
070 Q020000 N
070 R010000 N
070 R020000 N
071 A000000     18051
071 B000000     16717
071 C000000     61617
071 D000000   27
072 A000000 12
072 B000000     1547
072 C000000        0
072 D000000        0
072 E000000        0
072 F000000      554
072 G000000       58
072 H000000        0
072 I000000       37
072 J000000       17
072 K000000        0
072 L000000       38
072 M000000       17
072 N000000        0
072 O000000        0
072 P000000        0
072 Q000000        0
072 R000000       51
072 S000000        4
072 T000000        0
072 U000000        0
072 V000000        0
072 W000000       42
072 X000000      818
072 Y000000        0
072 Z000000      729
072AA000000       57
072BB000000        0
072CC010000     2259
072CC020000        0
072DD010000     1918
<PAGE>      PAGE  7
072DD020000        0
072EE000000        0
073 A010000   0.4600
073 A020000   0.0000
073 B000000   0.0000
073 C000000   0.3200
074 A000000     4209
074 B000000        0
074 C000000        0
074 D000000    60767
074 E000000        0
074 F000000        0
074 G000000        0
074 H000000        0
074 I000000        0
074 J000000        0
074 K000000        0
074 L000000      363
074 M000000        4
074 N000000    65343
074 O000000       14
074 P000000       47
074 Q000000        0
074 R010000        0
074 R020000        0
074 R030000        0
074 R040000       86
074 S000000        0
074 T000000    65196
074 U010000     4213
074 U020000        0
074 V010000    15.47
074 V020000     0.00
074 W000000   0.0000
074 X000000        8
074 Y000000        0
075 B000000    65226
076  000000    14.39
077 A000000 Y
077 B000000 Y
077 C000000 N
077 D000000 N
077 E000000 N
077 F000000 N
077 G000000 N
077 H000000 N
077 I000000 N
077 J000000 N
077 K000000 N
077 L000000 N
077 M000000 N
<PAGE>      PAGE  8
077 N000000 N
077 O000000 N
077 P000000 N
077 Q010000 N
077 Q020000 N
077 Q030000 N
078  000000 N
080 A000000 ICI MUTUAL INSURANCE COMPANY
080 C000000    32000
081 A000000 Y
081 B000000 154
082 A000000 Y
082 B000000       50
083 A000000 N
084 A000000 N
085 A000000 Y
085 B000000 N
086 A010000      0
086 A020000      0
086 B010000      0
086 B020000      0
086 C010000      0
086 C020000      0
086 D010000      0
086 D020000      0
086 E010000      0
086 E020000      0
086 F010000      0
086 F020000      0
087 A010000 COMMON STOCK
087 A020000 33734E103
087 A030000 FMY
088 A030000 Y
088 B030000 N
088 C030000 N
088 D030000 N
SIGNATURE   DONALD P. SWADE
TITLE       TREASURER

</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.77B ACCT LTTR
<SEQUENCE>2
<FILENAME>exhibit_77b.txt
<DESCRIPTION>REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
<TEXT>
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the shareholders and the Board of Trustees of First Trust Mortgage Income
Fund:

In planning and performing our audit of the financial statements of First Trust
Mortgage Income Fund (the "Fund"), as of and for the year ended October 31,
2017, in accordance with the standards of the Public Company Accounting
Oversight Board (United States) (PCAOB), we considered the Fund's internal
control over financial reporting, including control over safeguarding
securities, as a basis for designing our auditing procedures for the purpose of
expressing our opinion on the financial statements and to comply with the
requirements of Form N-SAR, but not for the purpose of expressing an opinion on
the effectiveness of the Fund's internal control over financial reporting.
Accordingly, we express no such opinion.

The management of the Fund is responsible for establishing and maintaining
effective internal control over financial reporting. In fulfilling this
responsibility, estimates and judgments by management are required to assess the
expected benefits and related costs of controls. A fund's internal control over
financial reporting is a process designed to provide reasonable assurance
regarding the reliability of financial reporting and the preparation of
financial statements for external purposes in accordance with generally accepted
accounting principles. A fund's internal control over financial reporting
includes those policies and procedures that (1) pertain to the maintenance of
records that, in reasonable detail, accurately and fairly reflect the
transactions and dispositions of the assets of the fund; (2) provide reasonable
assurance that transactions are recorded as necessary to permit preparation of
financial statements in accordance with generally accepted accounting
principles, and that receipts and expenditures of the fund are being made only
in accordance with authorizations of management and directors of the fund; and
(3) provide reasonable assurance regarding prevention or timely detection of
unauthorized acquisition, use, or disposition of a fund's assets that could have
a material effect on the financial statements.

Because of its inherent limitations, internal control over financial reporting
may not prevent or detect misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that controls may become
inadequate because of changes in conditions or that the degree of compliance
with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design
or operation of a control does not allow management or employees, in the normal
course of performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is a deficiency, or a
combination of deficiencies, in internal control over financial reporting, such
that there is a reasonable possibility that a material misstatement of the
fund's annual or interim financial statements will not be prevented or detected
on a timely basis.

Our consideration of the Fund's internal control over financial reporting was
for the limited purpose described in the first paragraph and would not
necessarily disclose all deficiencies in internal control that might be material
weaknesses under standards established by the PCAOB. However, we noted no
deficiencies in the Fund's internal control over financial reporting and its
operation, including controls for safeguarding securities that we consider to be
a material weakness, as defined above, as of October 31, 2017.

This report is intended solely for the information and use of management and the
Board of Trustees of First Trust Mortgage Income Fund and the Securities and
Exchange Commission and is not intended to be and should not be used by anyone
other than these specified parties.

/s/ Deloitte & Touche LLP

Chicago, Illinois
December 20, 2017

</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
