UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-PX ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act File No. 811-22442 First Trust High Income Long/Short Fund ------------------------------------------------------------- Exact Name of Registrant as Specified in Declaration of Trust 120 East Liberty Drive, Suite 400, Wheaton, Illinois 60187 ------------------------------------------------------------------------------ Address of Principal Executive Offices (Number, Street, City, State, Zip Code) W. Scott Jardine First Trust Portfolios L.P. 120 East Liberty Drive, Suite 400 Wheaton, Illinois 60187 ----------------------------------------------------------------------------- Name and Address (Number, Street, City, State, Zip Code) of Agent for Service (630) 765-8000 -------------------------------------------------- Registrant's Telephone Number, including Area Code Date of fiscal year end: October 31 ---------- Date of reporting period: July 1, 2011 - June 30, 2012 ---------------------------- 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 (ss.ss. 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 in 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 to the Secretary, Securities and Exchange Commission, 100 F Street, N.E., Washington D.C. 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. Section 3507. Item 1. Proxy Voting Record Vote Item Instruc- VAM Company Name CUSIP Meeting Date Proponent No. Proposal tion YN ------------------------------------------------------------------------------------------------------------------------------------ Citigroup Inc. 172967424 17-Apr-12 Management 1 Elect Director Franz B. Humer For No Citigroup Inc. 172967424 17-Apr-12 Management 2 Elect Director Robert L. Joss For No Citigroup Inc. 172967424 17-Apr-12 Management 3 Elect Director Michael E. O'Neill For No Citigroup Inc. 172967424 17-Apr-12 Management 4 Elect Director Vikram S. Pandit For No Citigroup Inc. 172967424 17-Apr-12 Management 5 Elect Director Lawrence R. For No Ricciardi Citigroup Inc. 172967424 17-Apr-12 Management 6 Elect Director Judith Rodin For No Citigroup Inc. 172967424 17-Apr-12 Management 7 Elect Director Robert L. Ryan For No Citigroup Inc. 172967424 17-Apr-12 Management 8 Elect Director Anthony M. Santomero For No Citigroup Inc. 172967424 17-Apr-12 Management 9 Elect Director Joan E. Spero For No Citigroup Inc. 172967424 17-Apr-12 Management 10 Elect Director Diana L. Taylor For No Citigroup Inc. 172967424 17-Apr-12 Management 11 Elect Director William S. Thompson, For No Jr. Citigroup Inc. 172967424 17-Apr-12 Management 12 Elect Director Ernesto Zedillo For No Ponce de Leon Citigroup Inc. 172967424 17-Apr-12 Management 13 Ratify Auditors For No Citigroup Inc. 172967424 17-Apr-12 Management 14 Amend Omnibus Stock Plan For No Citigroup Inc. 172967424 17-Apr-12 Management 15 Advisory Vote to Ratify Named Against Yes Executive Officers' Compensation Citigroup Inc. 172967424 17-Apr-12 Share Holder 16 Disclose Prior Government Service Against No Citigroup Inc. 172967424 17-Apr-12 Share Holder 17 Report on Political Contributions Against No and Lobbying Expenditures Citigroup Inc. 172967424 17-Apr-12 Share Holder 18 Stock Retention/Holding Period For Yes Citigroup Inc. 172967424 17-Apr-12 Share Holder 19 Require Audit Committee Review and Against No Report on Controls Related to Loans, Foreclosure and Securitizations Ford Motor Company 345370860 10-May-12 Management 1 Elect Director Stephen G. Butler For No Ford Motor Company 345370860 10-May-12 Management 2 Elect Director Kimberly A. Casiano For No Ford Motor Company 345370860 10-May-12 Management 3 Elect Director Anthony F. Earley, For No Jr. Ford Motor Company 345370860 10-May-12 Management 4 Elect Director Edsel B. Ford II For No Ford Motor Company 345370860 10-May-12 Management 5 Elect Director William Clay Ford, For No Jr. Ford Motor Company 345370860 10-May-12 Management 6 Elect Director Richard A. Gephardt For No Ford Motor Company 345370860 10-May-12 Management 7 Elect Director James H. Hance, Jr. For No Ford Motor Company 345370860 10-May-12 Management 8 Elect Director William W. Helman IV For No Ford Motor Company 345370860 10-May-12 Management 9 Elect Director Irvine O. Hockaday, For No Jr. Ford Motor Company 345370860 10-May-12 Management 10 Elect Director Jon M. Huntsman, Jr. For No Ford Motor Company 345370860 10-May-12 Management 11 Elect Director Richard A. Manoogian Against Yes Ford Motor Company 345370860 10-May-12 Management 12 Elect Director Ellen R. Marram For No Ford Motor Company 345370860 10-May-12 Management 13 Elect Director Alan Mulally For No Ford Motor Company 345370860 10-May-12 Management 14 Elect Director Homer A. Neal For No Ford Motor Company 345370860 10-May-12 Management 15 Elect Director Gerald L. Shaheen For No Ford Motor Company 345370860 10-May-12 Management 16 Elect Director John L. Thornton For No Ford Motor Company 345370860 10-May-12 Management 17 Ratify Auditors For No Ford Motor Company 345370860 10-May-12 Management 18 Advisory Vote to Ratify Named For No Executive Officers' Compensation Ford Motor Company 345370860 10-May-12 Share Holder 19 Provide for Cumulative Voting For Yes Ford Motor Company 345370860 10-May-12 Share Holder 20 Approve Recapitalization Plan for For Yes all Stock to have One-vote per Share Ford Motor Company 345370860 10-May-12 Share Holder 21 Amend Articles/Bylaws/Charter -- For Yes Call Special Meetings General Motors Company 37045V100 12-Jun-12 Management 1 Elect Director Daniel F. Akerson For No General Motors Company 37045V100 12-Jun-12 Management 2 Elect Director David Bonderman For No General Motors Company 37045V100 12-Jun-12 Management 3 Elect Director Erroll B. Davis, Jr. For No General Motors Company 37045V100 12-Jun-12 Management 4 Elect Director Stephen J. Girsky For No General Motors Company 37045V100 12-Jun-12 Management 5 Elect Director E. Neville Isdell For No General Motors Company 37045V100 12-Jun-12 Management 6 Elect Director Robert D. Krebs For No General Motors Company 37045V100 12-Jun-12 Management 7 Elect Director Philip A. Laskawy For No General Motors Company 37045V100 12-Jun-12 Management 8 Elect Director Kathryn V. Marinello For No General Motors Company 37045V100 12-Jun-12 Management 9 Elect Director James J. Mulva For No General Motors Company 37045V100 12-Jun-12 Management 10 Elect Director Patricia F. Russo For No General Motors Company 37045V100 12-Jun-12 Management 11 Elect Director Thomas M. Schoewe For No General Motors Company 37045V100 12-Jun-12 Management 12 Elect Director Carol M. Stephenson For No General Motors Company 37045V100 12-Jun-12 Management 13 Elect Director Theodore M. Solso For No General Motors Company 37045V100 12-Jun-12 Management 14 Elect Director Cynthia A. Telles For No General Motors Company 37045V100 12-Jun-12 Management 15 Ratify Auditors For No General Motors Company 37045V100 12-Jun-12 Management 16 Advisory Vote to Ratify Named For No Executive Officers' Compensation SIGNATURES [See General Instruction F] 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) FIRST TRUST HIGH INCOME LONG/SHORT FUND --------------------------------------- By (Signature and Title)* /s/ Mark R. Bradley ----------------------------------- Mark R. Bradley, President Date July 30, 2012 ------------------------- * Print the name and title of each signing officer under his or her signature.