PAGE 1 000 B000000 01/31/2006 000 C000000 0001260563 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 NFJ DIVIDEND, INTEREST & PREMIUM STRATEGY FD 001 B000000 811-21417 001 C000000 2127393371 002 A000000 1345 AVENUE OF AMERICAS 002 B000000 NEW YORK 002 C000000 NY 002 D010000 10105 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 ALLIANZ GLOBAL INVESTORS FUND MANAGEMENT LLC 008 B000001 A 008 C000001 801-31227 008 D010001 NEW YORK 008 D020001 NY 008 D030001 10105 008 A000002 NICHOLAS-APPLEGATE CAPITAL MANAGEMENT LLC 008 B000002 S 008 C000002 801-21442 008 D010002 SAN DIEGO 008 D020002 CA 008 D030002 92101 008 A000003 NFJ INVESTMENT GROUP L.P. 008 B000003 S 008 C000003 801-47940 008 D010003 DALLAS 008 D020003 TX 008 D030003 75201 008 A000004 PEA CAPITAL LLC PAGE 2 008 B000004 S 008 C000004 801-60575 008 D010004 NEW YORK 008 D020004 NY 008 D030004 10105 011 A000001 CITIGROUP GLOBAL MARKETS, INC. 011 B000001 8-008177 011 C010001 NEW YORK 011 C020001 NY 011 C030001 10013 011 C040001 2396 011 A000002 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 011 B000002 8-007221 011 C010002 NEW YORK 011 C020002 NY 011 C030002 10281 011 A000003 UBS SECURITIES LLC 011 B000003 8-022651 011 C010003 STAMFORD 011 C020003 CT 011 C030003 06901 011 A000004 A.G. EDWARDS & SONS, INC. 011 B000004 8-013580 011 C010004 ST. LOUIS 011 C020004 MO 011 C030004 63103 011 A000005 WACHOVIA CAPITAL MARKETS, LLC 011 B000005 8-065876 011 C010005 CHAROLOTTE 011 C020005 NC 011 C030005 28288 011 C040005 0601 011 A000006 H&R BLOCK FINANCIAL ADVISORS, INC. 011 B000006 8-016752 011 C010006 DETROIT 011 C020006 MI 011 C030006 48226 011 A000007 JANNEY MONTGOMERY SCOTT LLC 011 B000007 8-000462 011 C010007 PHILADELPHIA 011 C020007 PA 011 C030007 19103 011 C040007 1675 011 A000008 LEGG MASON WOOD WALKER, INC. 011 B000008 8-015939 011 C010008 BALTIMORE 011 C020008 MD 011 C030008 21202 011 C040008 1476 011 A000009 OPPENHEIMER & CO., INC. 011 B000009 8-004077 PAGE 3 011 C010009 NEW YORK 011 C020009 NY 011 C030009 10004 011 A000010 RAYMOND JAMES & ASSOCIATES, INC. 011 B000010 8-010999 011 C010010 ST. PETERSBURG 011 C020010 FL 011 C030010 33716 011 A000011 RBC CAPITAL MARKETS CORP. 011 B000011 8-001672 011 C010011 NEW YORK 011 C020011 NY 011 C030011 10006 011 C040011 1404 011 A000012 WELLS FARGO SECURITIES, LLC 011 B000012 8-022947 011 C010012 SAN FRANCISCO 011 C020012 CA 011 C030012 94108 012 A000001 PFPC INC. 012 B000001 84-58023 012 C010001 PROVIDENCE 012 C020001 RI 012 C030001 02940 012 C040001 3027 013 A000001 PRICEWATERHOUSECOOPERS LLP 013 B010001 NEW YORK 013 B020001 NY 013 B030001 10017 014 A000001 DRESDNER BANK AG 014 B000001 8-12859 014 A000002 DRESDNER KLEINWORT WASSERSTEIN SECURITIES LLC 014 B000002 8-00000 014 A000003 DRESDNER KLEINWORT WASSERSTEIN 014 B000003 8-49647 014 A000004 GRANTCHESTER SECURITIES 014 B000004 8-00000 014 A000005 US ALLIANZ SECURITIES 014 B000005 8-00000 014 A000006 NICHOLAS-APPLEGATE CAPITAL MANAGEMENT 014 B000006 8-000000 014 A000007 DRESDNER KLEINWORT BENSON 014 B000007 8-00000 014 A000008 NFJ INVESTMENT GROUP L.P. 014 B000008 8-00000 014 A000009 PEA CAPITAL LLC 014 B000009 8-00000 015 A000001 BROWN BROTHERS HARRIMAN & CO. 015 B000001 C 015 C010001 BOSTON 015 C020001 MA PAGE 4 015 C030001 02109 015 E010001 X 018 000000 Y 019 A000000 Y 019 B000000 64 019 C000000 ALLIANZGLO 020 A000001 CREDIT SUISSE GROUP 020 B000001 13-1898818 020 C000001 930 020 A000002 CANTOR FITZGERALD & CO. 020 B000002 13-3680184 020 C000002 630 020 A000003 JONES TRADING INSTITUTIONAL SERVICES LLC 020 B000003 51-0484896 020 C000003 448 020 A000004 MERRILL LYNCH & CO., INC. 020 B000004 13-2740599 020 C000004 382 020 A000005 VERITAS SECURITIES CORP. 020 B000005 13-4044324 020 C000005 379 020 A000006 JEFFRIES GROUP, INC. 020 B000006 95-4719745 020 C000006 369 020 A000007 UBS SECURITIES LLC 020 B000007 13-3873456 020 C000007 368 020 A000008 GOLDMAN SACHS GROUP, INC. 020 B000008 13-4019460 020 C000008 316 020 A000009 BRIDGE TRADING CO. 020 B000009 43-1450530 020 C000009 304 020 A000010 BEAR STEARNS COS., INC. 020 B000010 13-3286161 020 C000010 299 021 000000 6007 022 A000001 BEAR STEARNS COS., INC. 022 B000001 13-3286161 022 C000001 63507 022 D000001 49882 022 A000002 GOLDMAN SACHS GROUP, INC. 022 B000002 13-4019460 022 C000002 87590 022 D000002 19612 022 A000003 CITIGROUP, INC. 022 B000003 52-1568099 022 C000003 64722 022 D000003 482 022 A000004 LEHMAN BROTHERS HOLDINGS, INC. 022 B000004 13-3216325 PAGE 5 022 C000004 52807 022 D000004 7793 022 A000005 UBS SECURITIES LLC 022 B000005 13-3873456 022 C000005 32643 022 D000005 15042 022 A000006 MERRILL LYNCH & CO., INC. 022 B000006 13-2740599 022 C000006 40992 022 D000006 6406 022 A000007 DEUTSCHE BANK SECURITIES, INC. 022 B000007 13-2730828 022 C000007 42580 022 D000007 2839 022 A000008 MORGAN STANLEY 022 B000008 36-3145972 022 C000008 38184 022 D000008 6901 022 A000009 BANK OF AMERICA CORP. 022 B000009 56-0906609 022 C000009 29458 022 D000009 11249 022 A000010 CREDIT SUISSE GROUP 022 B000010 13-1898818 022 C000010 35681 022 D000010 0 023 C000000 554696 023 D000000 134948 024 000000 Y 025 A000001 BANK OF AMERICA CORP. 025 B000001 94-1687665 025 C000001 E 025 D000001 31810 025 A000002 JP MORGAN CHASE & CO. 025 B000002 13-2624428 025 C000002 E 025 D000002 23850 025 A000003 MORGAN STANLEY 025 B000003 13-2655998 025 C000003 E 025 D000003 15363 025 D000004 0 025 D000005 0 025 D000006 0 025 D000007 0 025 D000008 0 026 A000000 N 026 B000000 N 026 C000000 N 026 D000000 Y 026 E000000 N PAGE 6 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 028 A010000 0 028 A020000 0 028 A030000 0 028 A040000 0 028 B010000 0 028 B020000 0 028 B030000 0 028 B040000 0 028 C010000 0 028 C020000 0 028 C030000 0 028 C040000 0 028 D010000 0 028 D020000 0 028 D030000 0 028 D040000 0 028 E010000 0 028 E020000 0 028 E030000 0 028 E040000 0 028 F010000 0 028 F020000 0 028 F030000 0 028 F040000 0 028 G010000 0 028 G020000 0 028 G030000 0 028 G040000 0 028 H000000 0 030 A000000 0 030 B000000 0.00 030 C000000 0.00 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 035 000000 0 036 B000000 0 038 000000 0 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 PAGE 7 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 Y 048 000000 0.900 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 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 0 048 K020000 0.000 049 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 Y 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 Y 054 N000000 N 054 O000000 N 055 A000000 N 055 B000000 N PAGE 8 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 Y 060 B000000 Y 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 E000000 Y 067 000000 N 068 A000000 N 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 Y 070 B020000 N 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 Y 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 N 070 I020000 N PAGE 9 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 N 070 L010000 Y 070 L020000 Y 070 M010000 N 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 N 070 P010000 N 070 P020000 N 070 Q010000 N 070 Q020000 N 070 R010000 Y 070 R020000 Y 071 A000000 3972300 071 B000000 2064713 071 C000000 2128321 071 D000000 97 072 A000000 11 072 B000000 18165 072 C000000 67356 072 D000000 0 072 E000000 0 072 F000000 18290 072 G000000 0 072 H000000 0 072 I000000 24 072 J000000 331 072 K000000 0 072 L000000 149 072 M000000 76 072 N000000 0 072 O000000 0 072 P000000 0 072 Q000000 0 072 R000000 81 072 S000000 38 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 122 072 X000000 19111 072 Y000000 0 072 Z000000 66410 072AA000000 124754 072BB000000 0 072CC010000 0 PAGE 10 072CC020000 3902 072DD010000 61637 072DD020000 0 072EE000000 93845 073 A010000 0.6474 073 A020000 0.0000 073 B000000 1.0026 073 C000000 0.0000 074 A000000 1 074 B000000 0 074 C000000 224930 074 D000000 337778 074 E000000 215193 074 F000000 1540958 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 24198 074 K000000 0 074 L000000 11278 074 M000000 24 074 N000000 2354360 074 O000000 29742 074 P000000 1724 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 36965 074 R040000 277 074 S000000 0 074 T000000 2285652 074 U010000 94524 074 U020000 0 074 V010000 24.18 074 V020000 0.00 074 W000000 0.0000 074 X000000 61 074 Y000000 879297 075 A000000 0 075 B000000 2188054 076 000000 22.20 077 A000000 Y 077 B000000 Y 077 C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N PAGE 11 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 N 077 Q020000 N 077 Q030000 N 078 000000 N 080 A000000 ICI MUTUAL INSURANCE COMPANY 080 C000000 28000 081 A000000 Y 081 B000000 63 082 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 93600 086 A020000 999999 086 B010000 920 086 B020000 21485 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 A030000 NFJ 087 B010000 CONVERTIBLE BONDS & NOTES 087 B030000 NFJ 087 C010000 CONVERTIBLE PREFERRED STOCK 087 C030000 NFJ 088 A000000 Y 088 B000000 N 088 C000000 N 088 D000000 Y SIGNATURE LAWRENCE ALTADONNA TITLE TREASURER & CEO