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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Defined Strategy FD | NYSE:DSF | NYSE | Ordinary Share |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 11.09 | 0.00 | 01:00:00 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY |
Investment Company Act file number 811-21621
Name of Fund: Defined Strategy Fund Inc. (DSF) Fund Address: P.O. Box 9011 Princeton, NJ 08543-9011 Name and address of agent for service: Mitchell M. Cox, Chief Executive Officer, Defined Strategy Fund Inc., 4 World Financial Center, 6 th Floor, New York, New York 10080. Registrants telephone number, including area code: (877) 449-4742 Date of fiscal year end: 09/30/2008 Date of reporting period: 12/31/2008 Item 1 Schedule of Investments |
Defined Strategy Fund Inc. | ||||||||
Schedule of Investments December 31, 2008 (Unaudited) | (Percentages shown are based on Net Assets) | |||||||
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Shares | ||||||||
Industry | Common Stocks | Held | Value | |||||
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Automobiles - 4.7% | Ford Motor Co. (a)(b) | 862,069 | $ 1,974,138 | |||||
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Chemicals - 14.6% | E.I. du Pont de Nemours & Co. | 163,043 | 4,124,988 | |||||
The Mosaic Co. (b) | 59,625 | 2,063,025 | ||||||
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6,188,013 | ||||||||
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Communications Equipment - 7.7% | Cisco Systems, Inc. (a)(b) | 199,924 | 3,258,761 | |||||
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Computers & Peripherals - 6.0% | Apple, Inc. (a)(b) | 29,769 | 2,540,784 | |||||
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Diversified Financial Services - 33.2% | Bank of America Corp. | 306,236 | 4,311,803 | |||||
IntercontinentalExchange, Inc. (a)(b) | 32,224 | 2,656,547 | ||||||
JPMorgan Chase & Co. | 131,036 | 4,131,565 | ||||||
The NASDAQ Stock Market, Inc. (a)(b) | 117,978 | 2,915,236 | ||||||
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14,015,151 | ||||||||
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Diversified Telecommunication | AT&T Inc. | 143,130 | 4,079,205 | |||||
Services - 19.4% | FairPoint Communications, Inc. | 3,502 | 11,487 | |||||
Verizon Communications, Inc. | 120,904 | 4,098,646 | ||||||
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8,189,338 | ||||||||
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Energy Equipment & Services - 8.4% | National Oilwell Varco, Inc. (a)(b) | 72,564 | 1,773,464 | |||||
Transocean Ltd. (a) | 37,538 | 1,773,671 | ||||||
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3,547,135 | ||||||||
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Food Products - 9.8% | Kraft Foods, Inc. | 154,784 | 4,155,950 | |||||
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Health Care Equipment & | Hologic, Inc. (a)(b) | 153,914 | 2,011,656 | |||||
Supplies - 14.4% | St. Jude Medical, Inc. (a)(b) | 123,239 | 4,061,957 | |||||
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6,073,613 | ||||||||
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Industrial Conglomerates - 9.8% | General Electric Co. | 256,370 | 4,153,194 | |||||
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Machinery - 4.8% | AGCO Corp. (a)(b) | 85,103 | 2,007,580 | |||||
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Metals & Mining - 12.7% | AK Steel Holding Corp. (b) | 141,167 | 1,315,676 | |||||
Alcoa, Inc. | 361,208 | 4,067,202 | ||||||
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5,382,878 | ||||||||
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Pharmaceuticals - 19.5% | Merck & Co., Inc. | 136,635 | 4,153,704 | |||||
Pfizer, Inc. | 230,834 | 4,088,070 | ||||||
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8,241,774 | ||||||||
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Semiconductors & Semiconductor | Lam Research Corp. (a)(b) | 135,729 | 2,888,313 | |||||
Equipment - 10.3% | Nvidia Corp. (a)(b) | 183,631 | 1,481,902 | |||||
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4,370,215 | ||||||||
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Software - 9.7% | Intuit, Inc. (a)(b) | 171,345 | 4,076,298 | |||||
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Total Common Stocks | ||||||||
(Cost - $129,487,025*) - 185.0% | 78,174,822 | |||||||
Liabilities in Excess of Other Assets - (85.0)% | (35,918,201) | |||||||
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Net Assets - 100.0% | $ 42,256,621 | |||||||
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* | The cost and unrealized appreciation (depreciation) of investments as of December 31, 2008, as computed for federal income tax purposes, were as follows: |
Aggregate cost | $ 134,437,655 | |
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Gross unrealized appreciation | $ 828,519 | |
Gross unrealized depreciation | (57,091,352) | |
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Net unrealized depreciation | $ (56,262,833) | |
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(a) | Non-income producing security. |
(b) | All of security has been pledged as collateral in connection with variable prepaid forward contracts. |
1
Defined Strategy Fund Inc.
Schedule of Investments December 31, 2008 (Unaudited) |
Shares | ||||
Held | Issue | Value | ||
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85,103 | AGCO Corp. (a) | $ (2,007,151) | ||
141,167 | AK Steel Holding Corp. | (1,315,392) | ||
29,769 | Apple, Inc. (a) | (2,540,239) | ||
199,924 | Cisco Systems, Inc. (a) | (3,258,065) | ||
862,069 | Ford Motor Co. (a) | (1,973,237) | ||
153,914 | Hologic, Inc. (a) | (2,011,226) | ||
32,224 | IntercontinentalExchange, Inc. (a) | (2,655,979) | ||
171,345 | Intuit, Inc. (a) | (4,075,428) | ||
135,729 | Lam Research Corp. (a) | (2,887,697) | ||
59,625 | The Mosaic Co. | (2,062,575) | ||
117,978 | The NASDAQ Stock Market, Inc. (a) | (2,914,614) | ||
183,631 | Nvidia Corp. (a) | (1,481,586) | ||
72,564 | National Oilwell Varco, Inc. (a) | (1,773,083) | ||
123,239 | St. Jude Medical, Inc. (a) | (4,061,088) | ||
37,538 | Transocean, Inc. (a) | (1,773,291) | ||
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Total (Proceeds - $77,594,490) | $ (36,790,651) | |||
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Effective October 1, 2008, the Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" ("FAS 157"). FAS 157 clarifies the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are as follows: | |
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Level 1 - price quotations in active markets/exchanges for identical securities | |
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Level 2 - other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, and default rates) or other market-corroborated inputs) | |
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Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Fund's own assumption used in determining the fair value of investments) | |
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For information about the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements as contained in its annual report. | ||
The following table summarizes the inputs used as of December 31, 2008 in determining the fair valuation of the Fund's investments:
Valuation | Investments in | Investments | ||
Inputs | Securities | Sold Short | ||
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Assets | Liabilities | |||
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Level 1 | $ 78,174,822 | - | ||
Level 2 | - | $ (36,790,651) | ||
Level 3 | - | - | ||
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Total | $ 78,174,822 | $ (36,790,651) | ||
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2
Item 2 Controls and Procedures
2(a) The registrants principal executive and principal financial officers or persons performing similar functions have concluded that the registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the 1940 Act)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended. 2(b) There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting. Item 3 Exhibits Certifications Attached hereto Pursuant to the requirements of the Securities Exchange Act of 1934 and 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. Defined Strategy Fund Inc. By: /s/ Mitchell M. Cox Mitchell M. Cox Chief Executive Officer (principal executive officer) of Defined Strategy Fund Inc. Date: February 25, 2009 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By: /s/ Mitchell M. Cox Mitchell M. Cox Chief Executive Officer (principal executive officer) of Defined Strategy Fund Inc. Date: February 25, 2009 By: /s/ Mitchell M. Cox James E. Hillman Chief Financial Officer (principal financial officer) of Defined Strategy Fund Inc. Date: February 25, 2009 |
1 Year Defined Strgy Fund Chart |
1 Month Defined Strgy Fund Chart |
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