Lehman Brothers First Income Opportunity Fund N-PX 08/11/06
 
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 registrant as specified in charter)
 
399 Park Avenue, New York, NY
 
10022
(Address of principal executive offices)
(Zip code)
Jack L. Rivkin
Lehman Brothers First Trust Income Opportunity Fund
399 Park Avenue
New York, NY 10022
(Name and address of agent for service)
     
Registrant's telephone number, including area code:
(212) 526-7000
  
 
Date of fiscal year end:
       12/31/06
  
 
Date of reporting period:
7/1/05 - 6/30/06
  

 
 
 

Item 1. Proxy Voting Record.

The registrant did not hold any portfolio securities with respect to which the registrant was entitled to vote during the period from July 1, 2005 through June 30, 2006.

 
 
 


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.

(Registrant)
Lehman Brothers First Trust Income Opportunity Fund
 
By (Signature and Title)
  /s/ Jack L. Rivkin  
 
Jack L. Rivkin, President
   
 
Date
August 10, 2006