A fenestration construction member includes a monolithic frame having a front surface, a rear surface, and peripheral wall extending between the front and rear surfaces. The peripheral wall having an inward facing surface and an outward facing surface. The inward facing surface of the peripheral wall defining a through opening into which is positionable a window assembly in sealing contact with the inward facing surface. The monolithic frame further having a sill pan flange extending continuously around the interior facing surface in a direction inwardly therefrom. The monolithic frame further having a fastening flange extending in a direction outwardly from the outward facing surface. The monolithic frame being positionable in a wall frame having a rough opening defined by a sill, a header and a pair vertical jambs extending therebetween with the peripheral wall extending into the rough opening and with the fastening flange abutting an exterior surface of the wall frame.