SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                  SCHEDULE 13D
                   Under the Securities Exchange Act of 1934
                               (Amendment No. 8)

First Trust Mortgage Income Fund
                                    ( FMY )
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                                (Name of Issuer)

                                  Common Stock
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                         (Title of Class of Securities)

                                   33734E103
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                                 (CUSIP Number)

                               Paul E. Rasmussen
                                3300 IDS Center
                             80 South Eighth Street
                           Minneapolis, MN 55402-4130
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                 (Name, Address, and Telephone Number of Person
               Authorized to Receive Notices and Communications)

                               December 29, 2017
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            (Date of Event which Requires Filing of this Statement)

If the filing person has previously filed a statement on Schedule 13G to report
the acquisition which is the subject of this Schedule 13D, and is filing this
schedule because of sections 240.13d-1(e), 240.13d-1(f) or 240.13d-1(g),
check the following box. [X]

Note: Schedules filed in paper format shall include a signed original and five
copies of the schedule, including all exhibits. See Rule 13d-7(b) for other
parties to whom copies are to be sent.

* The remainder of this cover page shall be filled out for a reporting person's
initial filing on this form with respect to the subject class of securities, and
for an subsequent amendment containing information which would alter
disclosures provided in a prior cover page.

The information required on the remainder of this cover page shall not be
deemed to be "filed" for the purpose of Section 18 of the Securities Exchange
Act of 1934 ("Act") or otherwise subject to the liabilities of that section
of the Act but shall be subject to all other provisions of the Act (however,
see the Notes).







CUSIP No. 33734E103
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1    NAME OF REPORTING PERSON

     Sit Investment Associates, Inc.
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2    CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP (See Instructions) (a) [ ]
                                                                         (b) [x]
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3    SEC USE ONLY
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4    SOURCE OF FUNDS (See Instructions)
	00
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5    CHECK BOX IF DISCLOSURE OF LEGAL PROCEEDINGS IS REQUIRED
     PURSUANT TO ITEMS 2(d) or 2(e)                        [ ]
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6    CITIZENSHIP OR PLACE OF ORGANIZATION

     Incorporated in Minnesota
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                    7     SOLE VOTING POWER
   NUMBER OF
   SHARES           -----------------------------------------------------------
   BENEFICIALLY     8     SHARED VOTING POWER
   OWNED BY
   EACH	 		   1,673,162 Shares
   REPORTING        -----------------------------------------------------------
   PERSON        	9     SOLE DISPOSITIVE POWER
   WITH
   	              -----------------------------------------------------------
                    10    SHARED DISPOSITIVE POWER

			   1,673,162 Shares
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11   AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON

      1,673,162 Shares
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12   CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (11) EXCLUDES CERTAIN SHARES
     (See instructions)                                                 [ ]

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13   PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW (11)

     39.71%
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14   TYPE OF REPORTING PERSON (See Instructions)

     IA
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CUSIP No. 33734E103
-------------------------------------------------------------------------------
1    NAME OF REPORTING PERSON

     Sit Fixed Income Advisors II, LLC
-------------------------------------------------------------------------------
2    CHECK THE APPROPRIATE BOX IF A MEMBER OF A GROUP (See Instructions) (a) [ ]
                                                                         (b) [x]
-------------------------------------------------------------------------------
3    SEC USE ONLY
-------------------------------------------------------------------------------
4    SOURCE OF FUNDS (See Instructions)
	00
-------------------------------------------------------------------------------
5    CHECK BOX IF DISCLOSURE OF LEGAL PROCEEDINGS IS REQUIRED
     PURSUANT TO ITEMS 2(d) or 2(e)                        [ ]
-------------------------------------------------------------------------------
6    CITIZENSHIP OR PLACE OF ORGANIZATION

     Incorporated in Minnesota
-------------------------------------------------------------------------------
                    7     SOLE VOTING POWER
   NUMBER OF
   SHARES           -----------------------------------------------------------
   BENEFICIALLY     8     SHARED VOTING POWER
   OWNED BY
   EACH	 		   1,673,162 Shares
   REPORTING        -----------------------------------------------------------
   PERSON        	9     SOLE DISPOSITIVE POWER
   WITH
   	              -----------------------------------------------------------
                    10    SHARED DISPOSITIVE POWER

	 		   1,673,162 Shares
-------------------------------------------------------------------------------
11   AGGREGATE AMOUNT BENEFICIALLY OWNED BY EACH REPORTING PERSON

      1,673,162 Shares
-------------------------------------------------------------------------------
12   CHECK BOX IF THE AGGREGATE AMOUNT IN ROW (11) EXCLUDES CERTAIN SHARES
     (See instructions)                                                 [ ]

-------------------------------------------------------------------------------
13   PERCENT OF CLASS REPRESENTED BY AMOUNT IN ROW (11)

     39.71%
-------------------------------------------------------------------------------
14   TYPE OF REPORTING PERSON (See Instructions)

     IA
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ITEM 1   Security and Issuer

         Common Stock

        First Trust Mortgage Income Fund
	First Trust Advisors L.P.
	120 East Liberty Drive, Suite 400
	Wheaton, IL 60187

ITEM 2   Identity and Background

	a) and c)

       This statement is filed by:
	Sit Investment Associates, Inc., a Minnesota corporation (SIA), and Sit
	Fixed Income Advisors II, LLC, a Delaware limited liability company (SFI).
	Both SIA and SFI are parties to a Joint Filing Agreement as further
	described in Exhibit B to the initial Schedule 13D filed by SIA and SFI on
	March 18, 2015.

	SIA is a registered investment adviser.
	SFI is a registered investment adviser and subsidiary of SIA.

	SIA or SFI serves as investment adviser on behalf of its clients pursuant
	to investment management agreements with each of its clients which give
	SIA or SFI full discretionary authority to direct the investments of its
	client in accordance with the investment objectives and restrictions of
	the client.  The investment management agreements also provide that SIA or
	SFI has assumed the responsibility to vote on behalf of its clients all
	shares held by its clients in accounts managed by SIA or SFI.

	Roger J. Sit is chairman and CEO of SIA and SFI.
	Michael C. Brilley is senior vice President of SIA and director, president
	and chief fixed income officer of SFI.
	Mr. Ronald D. Sit is a vice president of SIA and director.
	Mr. Ralph L. Strangis is a director of SIA and SFI.  Mr. Strangis is a
	partner with the law firm Kaplan Strangis & Kaplan, P.A.

	By virtue of these positions, each of SIA, SFI, Mr. Roger Sit, Mr.
	Brilley, Mr. Ronald Sit, and Mr. Strangis, may be deemed to beneficially
	own the Shares held by SIA and SFI.  None of the named individuals own
	shares directly.  Additionally, Mr. Strangis is not involved in investment
	or voting decisions.  Together SIA, SFI, Mr. Roger Sit, Mr. Brilley, Mr.
	Ronald Sit, and Mr. Strangis are the "Sit Entities".

	b) The business address of each of the Sit Entities is 3300 IDS Center, 80
	South Eighth Street, Minneapolis, MN 55402

	d) During the last five years, neither Roger J. Sit, Michael C. Brilley,
	Ronald D. Sit, nor Ralph L. Strangis, have been convicted in a criminal
	proceeding (excluding traffic violations or similar misdemeanors).

	e) During the last five years, none of the Sit Entities have been a party to
	a civil proceeding of a judicial or administrative body of competent
	jurisdiction and as a result of such proceeding was or is subject to a
	judgment, decree, or final order enjoining future violations of, or
	prohibiting or mandating activities subject to, federal or state
	securities laws or finding any violation with respect to such laws.

	f) Roger J. Sit, Michael C. Brilley, Ronald D. Sit, and Ralph L. Strangis
	are United States citizens.

ITEM 3   Source and Amount of Funds or Other Consideration

	The Sit Entities acquired the Issuer's Shares in open market transactions
	with client funds held in custody accounts managed by SIA and SFI.

ITEM 4   Purpose of Transaction

	The Sit Entities have acquired the Issuer's Shares for investment purposes,
	and such purchases have been made in the ordinary course of business.  The
	Issuer's Shares have been acquired on behalf of SIA's and SFI's clients.

	In pursuing such investment purposes, the Sit Entities purchased the Shares
	based on the Sit Entities' belief that the Shares represented an attractive
	investment opportunity, and the Sit Entities may further purchase, hold,
	vote, trade, sell or otherwise deal in the Shares at the time, and in such
	manner, as they deem advisable to benefit from, among many things, changes in
	market prices of such Shares, the market prices of such Shares relative to
	the value of the Issuer's assets, changes in the Issuer's investment
	strategy, and composition of the Issuer's portfolio.

	None of Sit Entities have any present plan or proposal which would relate to
	or result in any of the matters set forth in subparagraphs (a) - (j) of Item
	4 of Schedule 13D except as set forth herein or such as would occur upon or
	in connection with completion of, or following, any of the actions discussed
	herein.

	The Sit Entities intend to review their investment in the Issuer's Shares on
	a continuing basis and may from time to time engage in discussion with
	management, the Board of Directors and shareholders concerning, among other
	things, the Issuer's performance, the market prices of the Issuer's Shares
	relative to the value of the Issuer's assets, the Issuer's investment
	strategy and the Issuer's portfolio holdings.

ITEM 5   Interest in Securities of the Issuer

	a) and b)

	The aggregate percentage of Shares reported owned by Sit Entities herein
	is based upon 4,213,115 Shares outstanding as of April 30, 2017, which is
	the total number of Shares outstanding as reported in the Issuer's Semi-
	Annual Report (Form N-CSR) dated April 30, 2017 and filed on July 10,
	2017.

	As of the date hereof, the Sit Entities may be deemed to be the beneficial
	owner of 1,673,162 Shares held in client accounts which represent 39.71%
	of the Issuer's outstanding Shares. Each of the Sit Entities may be deemed
	to have shared power to vote and dispose of such Shares.  However, none of
	SIA's or SFI's client accounts own more than 5% of the Shares outstanding,
	and none of SIA's or SFI's directors or executive officers own Shares
	directly.

	b) Transactions in Shares by the Sit Entities during the past 60 days are set
	forth in Exhibit A.


	d) The clients of SIA and SFI have the right to participate in the receipt of
	dividends from, or proceeds from the sales of, the Shares held for their
	respective accounts.

        e) Not applicable


ITEM 6   Contracts, Arrangements, Understandings, or Relationships with Respect
         to Securities of the Issuer

	Not applicable.

ITEM 7   Materials to be Filed as Exhibits

	Exhibit A:  Schedule of Transactions in Shares by the Sit Entities during
	the past 60 days.

Signature

         After reasonable inquiry and to the best of my knowledge and belief, I
         certify that the information set forth in this statement is true,
         complete, and correct.
------------------
January 2, 2018

By:   Sit Investment Associates, Inc.
       /s/ Roger J. Sit
      -----------------------------------
      Name/Title: Roger J. Sit, Chairman & CEO

By:   Sit Fixed Income Advisors II, LLC
       /s/ Michael C. Brilley
      -----------------------------------
      Name/Title: Michael C. Brilley, President & CIO




                                   EXHIBIT A

Schedule of Transactions in Shares by Sit Entities during the past 60 days:


------------------ ------------------ ------------------ ------------------
					Shares of Common
Date of  	    Transaction	   	Stock Purchased	  Price
Transaction	    Type		/(Sold)		  Per Share ($)
------------------ ------------------ ------------------ ------------------
   12/11/2017		SELL		(16,600.00)	      14.0500
------------------ ------------------ ------------------ ------------------
   12/12/2017		PURCHASE	20,000.00	      14.1013
------------------ ------------------ ------------------ ------------------
   12/19/2017		PURCHASE	1,300.00	      14.0960
------------------ ------------------ ------------------ ------------------
   12/20/2017		PURCHASE	5,359.00	      14.1100
------------------ ------------------ ------------------ ------------------
   12/22/2017		PURCHASE	27,000.00	      14.1378
------------------ ------------------ ------------------ ------------------
   12/26/2017		PURCHASE	8,097.00	      14.1967
------------------ ------------------ ------------------ ------------------
   12/27/2017		PURCHASE	200.00		      14.1800
------------------ ------------------ ------------------ ------------------
   12/28/2017		PURCHASE	47.00		      14.3000
------------------ ------------------ ------------------ ------------------
   12/29/2017		PURCHASE	100.00		      14.2400
------------------ ------------------ ------------------ ------------------