N-PX 1 wrapper.txt As filed with the Securities and Exchange Commission on August 28, 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-PX ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number: 811-21342 LEHMAN BROTHERS FIRST TRUST INCOME OPPORTUNITY FUND --------------------------------------------------- (Exact Name of the Registrant as Specified in Charter) 605 Third Avenue, 2nd Floor New York, New York 10158-0180 (Address of Principal Executive Offices - Zip Code) Registrant's telephone number, including area code: (212) 476-8800 Peter E. Sundman, Chief Executive Officer Lehman Brothers First Trust Income Opportunity Fund 605 Third Avenue, 2nd Floor New York, New York 10158-0180 Arthur Delibert, Esq. K&L Gates LLP 1601 K Street, N.W. Washington, D.C. 20006-1600 (Names and Addresses of agents for service) Date of fiscal year end: December 31, 2008 Date of reporting period: July 1, 2007 to June 30, 2008 Form N-PX is to be used by a registered management investment company, other than a small business investment company registered on Form N-5 (s.s. 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than August 31, of each year, containing the registrant's proxy voting record for the most recent twelve-month period ended, June 30, pursuant to section 30 of the Investment Company Act of 1940 and rule 30b1-4 thereunder (17 CFR 270.30b1-4). The Commission may use the information provided on Form N-PX in its regulatory, disclosure review, inspection and policymaking roles. A registrant is required to disclose the information specified by Form N-PX, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained on Form N-PX unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden of the Secretary, Securities of Exchange Commission, 100 F Street, NE, Washington DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. s. 3507. ITEM 1. PROXY VOTING RECORD. LEHMAN BROTHERS FIRST TRUST INCOME OPPORTUNITY FUND No proxies were received from July 1, 2007 to June 30, 2008. SIGNATURES Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. Lehman Brothers First Trust Income Opportunity Fund By: /s/ Peter E. Sundman ------------------------------------ Peter E. Sundman Chief Executive Officer Date: August 22, 2008