PAGE 1
000 B000000 03/31/2010
000 C000000 0000790202
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 OPPORTUNITY FUND, INC.
001 B000000 811-4605
001 C000000 3034445483
002 A000000 2344 SPRUCE STREET, SUITE A
002 B000000 BOULDER
002 C000000 CO
002 D010000 80302
003 000000 N
004 000000 N
005 000000 N
006 000000 N
007 A000000 N
007 B000000 0
007 C010100 1
007 C010200 2
007 C010300 3
007 C010400 4
007 C010500 5
007 C010600 6
007 C010700 7
007 C010800 8
007 C010900 9
007 C011000 10
008 A000001 WELLINGTON MANAGEMENT COMPANY, LLP
008 B000001 A
008 C000001 801-15908
008 D010001 BOSTON
008 D020001 MA
008 D030001 02109
010 A000001 FUND ADMINISTRATIVE SERVICES, LLC
010 B000001 84-1282398
010 C010001 BOULDER
010 C020001 CO
010 C030001 80302
010 A000002 ALPS FUND SERVICES, INC.
010 B000002 84-5730
010 C010002 DENVER
010 C020002 CO
010 C030002 80203
012 A000001 COMPUTERSHARE TRUST COMPANY, NA
012 B000001 85-11340
012 C010001 CANTON
PAGE 2
012 C020001 MA
012 C030001 02021
013 A000001 DELOITTE & TOUCHE LLP
013 B010001 DENVER
013 B020001 CO
013 B030001 80202
015 A000001 BANK OF NEW YORK MELLON
015 B000001 C
015 C010001 NEW YORK
015 C020001 NY
015 C030001 10286
015 E010001 X
015 A000002 BANK AUSTRIA CREDITANTSTALT AG
015 B000002 S
015 C010002 VIENNA
015 D010002 AUSTRIA
015 E040002 X
015 A000003 NATIONAL AUSTRALIA BANK
015 B000003 S
015 C010003 MELBOURNE
015 D010003 AUSTRALIA
015 E040003 X
015 A000004 ING BELGIUM SA/NV
015 B000004 S
015 C010004 BRUSSLES
015 D010004 BELGIUM
015 E040004 X
015 A000005 CITIBANK, N.A. (BRAZIL)
015 B000005 S
015 C010005 SAO PAULO
015 D010005 BRAZIL
015 E040005 X
015 A000006 CIBC MELLON TRUST COMPANY CANADA
015 B000006 S
015 C010006 TORONTO
015 D010006 CANADA
015 E040006 X
015 A000007 HSBC BANK (EGYPT)
015 B000007 S
015 C010007 CAIRO
015 D010007 EGYPT
015 E040007 X
015 A000008 CREDIT SUISSE
015 B000008 S
015 C010008 ZURICH
015 D010008 SWITZERLAND
015 E040008 X
015 A000009 THE HONG KONG AND SHANGHAI BANKING CORPORATIO
015 B000009 S
015 C010009 SEOUL
015 D010009 KOREA
PAGE 3
015 E040009 X
015 A000010 BHF-BANK
015 B000010 S
015 C010010 FRANKFURT
015 D010010 GERMANY
015 E040010 X
015 A000011 DANSKE BANK
015 B000011 S
015 C010011 COPENHAGEN
015 D010011 DENMARK
015 E040011 X
015 A000012 BANCO BILBAO VIZCAYA ARGENTARIA
015 B000012 S
015 C010012 MADRID
015 D010012 SPAIN
015 E040012 X
015 A000013 BNP PARIBAS SECURITIES SERVICES
015 B000013 S
015 C010013 PARIS
015 D010013 FRANCE
015 E040013 X
015 A000014 BANK OF NEW YORK, LONDON
015 B000014 S
015 C010014 LONDON
015 D010014 UNITED KINGDOM
015 E040014 X
015 A000015 THE HONG KONG AND SHANGHAI BANKING CORPORATIO
015 B000015 S
015 C010015 HONG KONG
015 D010015 HONG KONG
015 E040015 X
015 A000016 DEUTSCHE BANK, AG (INDIA)
015 B000016 S
015 C010016 MUMBAI
015 D010016 INDIA
015 E040016 X
015 A000017 MIZHUO CORPORATE BANK LTD
015 B000017 S
015 C010017 TOKYO
015 D010017 JAPAN
015 E040017 X
015 A000018 BANCO NACIONAL DE MEXICO (BANAMEX)
015 B000018 S
015 C010018 MEXICO CITY
015 D010018 MEXICO
015 E040018 X
015 A000019 BNY MELLON ASSET SERVICING BV (NETHERLANDS)
015 B000019 S
015 C010019 AMSTERDAM
015 D010019 NETHERLANDS
015 E040019 X
PAGE 4
015 A000020 NATIONAL AUSTRALIA BANK NEW ZEALAND-NATIONAL
015 B000020 S
015 C010020 AUCKLAND
015 D010020 AUSTRALIA
015 E040020 X
015 A000021 BANQUE ET CAISSE D'EPARGNE DE L'ETAT
015 B000021 S
015 C010021 LUXEMBOURG
015 D010021 LUXEMBOURG
015 E040021 X
015 A000022 BANCO COMERCIAL PROTUGUES
015 B000022 S
015 C010022 LISBON
015 D010022 PORTUGAL
015 E040022 X
015 A000023 DBS BANK LTD
015 B000023 S
015 C010023 SINGAPORE
015 D010023 SINGAPORE
015 E040023 X
015 A000024 SKANDINAVISKA ENSKILDA BANKEN
015 B000024 S
015 C010024 STOCKHOLM
015 D010024 SWEDEN
015 E040024 X
015 A000025 THE HONG KONG AND SHANGHAI BANKING CORPORATIO
015 B000025 S
015 C010025 BANGKOK
015 D010025 THAILAND
015 E040025 X
015 A000026 DEUTSCHE BANK (TURKEY)
015 B000026 S
015 C010026 ISTANBUL
015 D010026 TURKEY
015 E040026 X
015 A000027 HONGKONG AND SHANGHAI BANKING CORPORATION
015 B000027 S
015 C010027 JAKARTA
015 D010027 INDONESIA
015 E040027 X
015 A000028 DNB NOR BANK ASA
015 B000028 S
015 C010028 OSLO
015 D010028 NORWAY
015 E040028 X
015 A000029 DEUTSCHE BANK AG
015 B000029 S
015 C010029 KARACHI
015 D010029 PAKISTAN
015 E040029 X
015 A000030 HONGKONG AND SHANGHAI BANKING CORPORATION
PAGE 5
015 B000030 S
015 C010030 COLOMBO
015 D010030 SRI LANKA
015 E040030 X
018 000000 Y
019 A000000 N
019 B000000 0
020 A000001 MORGAN STANLEY & CO., INC.
020 B000001 13-2655998
020 C000001 108
020 A000002 MERRILL LYNCH PIERCE FENNER AND SMITH
020 B000002 13-5674085
020 C000002 82
020 A000003 KNIGHT EQUITY MARKETS, L.P.
020 B000003 22-3660471
020 C000003 74
020 A000004 FRIEDMAN, BILLINGS, RAMSEY & CO, INC.
020 B000004 52-1630477
020 C000004 55
020 A000005 UBS FINANCIAL SERVICES INC.
020 B000005 13-2638166
020 C000005 53
020 A000006 CREDIT SUISSE SECURITIES (USA) LLC
020 B000006 05-0546650
020 C000006 52
020 A000007 SANDLER, O'NEILL & PARTNERS, L.P.
020 B000007 13-3481277
020 C000007 46
020 A000008 GOLDMAN SACHS GROUP, INC.
020 B000008 13-5108880
020 C000008 44
020 A000009 JP MORGAN CHASE & CO.
020 B000009 72-1091384
020 C000009 43
020 A000010 KEEFE, BRUYETTE & WOODS, INC.
020 B000010 13-1964616
020 C000010 36
021 000000 889
022 A000001 DEUTSCHE BANK SECURITIES, INC.
022 B000001 13-2730828
022 C000001 2912050
022 D000001 14177
022 A000002 MORGAN STANLEY & CO., INC.
022 B000002 13-2655998
022 C000002 30690
022 D000002 2538
022 A000003 MERRILL LYNCH PIERCE FENNER AND SMITH
022 B000003 13-5674085
022 C000003 29579
022 D000003 2692
022 A000004 JMP SECURITIES LLC
PAGE 6
022 B000004 74-3023395
022 C000004 24604
022 D000004 1157
022 A000005 UBS FINANCIAL SERVICES INC.
022 B000005 13-2638166
022 C000005 21805
022 D000005 531
022 A000006 CREDIT SUISSE SECURITIES (USA) LLC
022 B000006 05-0546650
022 C000006 18430
022 D000006 3059
022 A000007 RBC CAPITAL MARKETS CORP.
022 B000007 13-5033225
022 C000007 17114
022 D000007 0
022 A000008 BANK OF NEW YORK BROKERAGE, INC.
022 B000008 13-3989198
022 C000008 11660
022 D000008 4711
022 A000009 GOLDMAN SACHS GROUPS, INC.
022 B000009 13-5108880
022 C000009 12094
022 D000009 1178
022 A000010 KEEFE, BRUYETTE & WOODS, INC.
022 B000010 13-1964616
022 C000010 10717
022 D000010 1524
023 C000000 3172790
023 D000000 53458
024 000000 Y
025 A000001 GOLDMAN SACHS GROUP, INC.
025 B000001 13-5108880
025 C000001 E
025 D000001 10340
025 A000002 UBS FINANCIAL SERVICES INC.
025 B000002 13-2638166
025 C000002 E
025 D000002 5144
025 A000003 DELETE
025 D000003 0
025 A000004 DELETE
025 D000004 0
025 D000005 0
025 D000006 0
025 D000007 0
025 D000008 0
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 Y
PAGE 7
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027 000000 N
045 000000 Y
046 000000 N
047 000000 Y
048 000000 0.000
048 A010000 150000
048 A020000 1.125
048 B010000 150000
048 B020000 1.000
048 C010000 0
048 C020000 0.000
048 D010000 0
048 D020000 0.000
048 E010000 0
048 E020000 0.000
048 F010000 0
048 F020000 0.000
048 G010000 0
048 G020000 0.000
048 H010000 0
048 H020000 0.000
048 I010000 0
048 I020000 0.000
048 J010000 0
048 J020000 0.000
048 K010000 300000
048 K020000 0.875
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 N
054 I000000 N
054 J000000 Y
054 K000000 N
054 L000000 N
054 M000000 Y
054 N000000 N
054 O000000 Y
PAGE 8
055 A000000 N
055 B000000 N
056 000000 Y
057 000000 N
058 A000000 N
059 000000 Y
060 A000000 N
060 B000000 N
061 000000 0
062 A000000 N
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 0.0
062 O000000 0.0
062 P000000 0.0
062 Q000000 0.0
062 R000000 0.0
063 A000000 0
063 B000000 0.0
066 A000000 Y
066 B000000 N
066 C000000 N
066 D000000 N
066 E000000 N
066 F000000 N
066 G000000 Y
067 000000 N
068 A000000 N
068 B000000 N
069 000000 N
070 A010000 Y
070 A020000 Y
070 B010000 Y
070 B020000 N
070 C010000 Y
070 C020000 N
070 D010000 Y
070 D020000 N
070 E010000 N
070 E020000 N
070 F010000 N
PAGE 9
070 F020000 N
070 G010000 Y
070 G020000 N
070 H010000 N
070 H020000 N
070 I010000 Y
070 I020000 N
070 J010000 Y
070 J020000 Y
070 K010000 Y
070 K020000 N
070 L010000 Y
070 L020000 Y
070 M010000 Y
070 M020000 Y
070 N010000 Y
070 N020000 N
070 O010000 Y
070 O020000 N
070 P010000 Y
070 P020000 N
070 Q010000 N
070 Q020000 N
070 R010000 Y
070 R020000 N
071 A000000 352851
071 B000000 324515
071 C000000 191798
071 D000000 169
072 A000000 12
072 B000000 -881
072 C000000 3695
072 D000000 0
072 E000000 0
072 F000000 2230
072 G000000 549
072 H000000 0
072 I000000 20
072 J000000 66
072 K000000 0
072 L000000 20
072 M000000 92
072 N000000 0
072 O000000 0
072 P000000 0
072 Q000000 0
072 R000000 48
072 S000000 222
072 T000000 0
072 U000000 0
072 V000000 0
PAGE 10
072 W000000 124
072 X000000 3371
072 Y000000 0
072 Z000000 -557
072AA000000 0
072BB000000 1448
072CC010000 74149
072CC020000 0
072DD010000 862
072DD020000 0
072EE000000 0
073 A010000 0.0300
073 A020000 0.0000
073 B000000 0.0000
073 C000000 0.0000
074 A000000 127
074 B000000 6900
074 C000000 0
074 D000000 1056
074 E000000 2737
074 F000000 227158
074 G000000 0
074 H000000 0
074 I000000 200
074 J000000 676
074 K000000 0
074 L000000 265
074 M000000 1019
074 N000000 240138
074 O000000 3638
074 P000000 586
074 Q000000 0
074 R010000 0
074 R020000 0
074 R030000 0
074 R040000 1342
074 S000000 0
074 T000000 234572
074 U010000 28739
074 U020000 0
074 V010000 8.16
074 V020000 0.00
074 W000000 0.0000
074 X000000 668
074 Y000000 0
075 A000000 0
075 B000000 205039
076 000000 7.04
077 A000000 Y
077 B000000 Y
078 000000 N
PAGE 11
080 A000000 ST PAUL FIRE AND MARINE INSURANCE CO.
080 C000000 2625
081 A000000 Y
081 B000000 3
082 A000000 N
082 B000000 0
083 A000000 N
083 B000000 0
084 A000000 N
084 B000000 0
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 33587T108
087 A030000 FF
088 A000000 N
088 B000000 N
088 C000000 N
088 D000000 Y
SIGNATURE NICOLE MURPHEY
TITLE ASSISTANT SECRETARY