| Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
|
a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
| 5338.250000 |
|
b. Total liabilities.
| 3663.290000 |
|
c. Net assets.
| 1674.960000 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
|
a. Assets attributable to miscellaneous securities reported in Part D.
| 0.000000 |
|
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
| 0.000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
| Amounts payable within one year. |
|
Banks or other financial institutions for borrowings.
| 0.000000 |
|
Controlled companies.
| 0.000000 |
|
Other affiliates.
| 0.000000 |
|
Others.
| 0.000000 |
| Amounts payable after one year. |
|
Banks or other financial institutions for borrowings.
| 0.000000 |
|
Controlled companies.
| 0.000000 |
|
Other affiliates.
| 0.000000 |
|
Others.
| 0.000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
|
(i) On a delayed delivery, when-issued, or other firm commitment basis:
| 0.000000 |
|
(ii) On a standby commitment basis:
| 0.000000 |
|
e. Liquidation preference of outstanding preferred stock issued by the Fund.
| 0.000000 |
|
f. Cash and cash equivalents not reported in Parts C and D.
| 5338.250000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate,
exceeds 25% or more of the Fund's net asset value, provide:
|
Currency Metric: 1 |
|
ISO Currency code
|
United States Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset
value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. |
|
3 month.
| 0.000000 |
|
1 year.
| 0.000000 |
|
5 years.
| 0.000000 |
|
10 years.
| 0.000000 |
|
30 years.
| 0.000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset
value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates,
for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. |
|
3 month.
| 0.000000 |
|
1 year.
| 0.000000 |
|
5 years.
| 0.000000 |
|
10 years.
| 0.000000 |
|
30 years.
| 0.000000 |
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point
change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment
grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Investment grade. |
| Maturity period. |
|
3 month.
| 0.000000 |
|
1 year.
| 0.000000 |
|
5 years.
| 0.000000 |
|
10 years.
| 0.000000 |
|
30 years.
| 0.000000 |
|
| Non-Investment grade. |
| Maturity period. |
|
3 month.
| 0.000000 |
|
1 year.
| 0.000000 |
|
5 years.
| 0.000000 |
|
10 years.
| 0.000000 |
|
30 years.
| 0.000000 |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
| b. Did any securities lending counterparty provide any non-cash collateral? |
Yes
X
No
|
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund,
report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item
26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
|
Monthly Total Return Record:
1 |
|
Monthly total returns of the Fund for each of the preceding three months – Month 1.
| 0.324333 |
|
Monthly total returns of the Fund for each of the preceding three months – Month 2.
| -0.04902 |
|
Monthly total returns of the Fund for each of the preceding three months – Month 3.
| N/A |
|
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
| C000073853 |
c. For each of the preceding three months, monthly net realized gain
(loss) and net change in unrealized appreciation (or depreciation)
attributable to derivatives for each of the following categories:
commodity contracts, credit contracts, equity contracts, foreign
exchange contracts, interest rate contracts, and other contracts.
Within each such asset category, further report the same information
for each of the following types of derivatives instrument: forward,
future, option, swaption, swap, warrant, and other. Report in U.S.
dollars. Losses and depreciation shall be reported as negative
numbers.
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
Month 1
|
Monthly net realized gain(loss) – Month 1 | -2471.950000 |
|
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 79133.210000 |
Month 2
|
Monthly net realized gain(loss) – Month 2 | 4317.300000 |
|
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -124141.880000 |
Month 3
|
Monthly net realized gain(loss) – Month 3 | 469949.310000 |
|
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -491513.450000 |
Item B.6. Flow information.
|
Provide the aggregate dollar amounts for sales and
redemptions/repurchases of Fund shares during each of the preceding
three months. If shares of the Fund are held in omnibus accounts,
for purposes of calculating the Fund's sales, redemptions, and
repurchases, use net sales or redemptions/repurchases from such
omnibus accounts. The amounts to be reported under this Item should
be after any front-end sales load has been deducted and before any
deferred or contingent deferred sales load or charge has been
deducted. Shares sold shall include shares sold by the Fund to a
registered unit investment trust. For mergers and other
acquisitions, include in the value of shares sold any transaction in
which the Fund acquired the assets of another investment company or
of a personal holding company in exchange for its own shares. For
liquidations, include in the value of shares redeemed any
transaction in which the Fund liquidated all or part of its assets.
Exchanges are defined as the redemption or repurchase of shares of
one Fund or series and the investment of all or part of the proceeds
in shares of another Fund or series in the same family of investment
companies.
|
|
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
| 0.000000 |
|
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
| 0.000000 |
|
c. Total net asset value of shares redeemed or repurchased, including exchanges.
| 0.000000 |
|
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
| 0.000000 |
|
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
| 0.000000 |
|
c. Total net asset value of shares redeemed or repurchased, including exchanges.
| 0.000000 |
|
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
| 0.000000 |
|
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
| 0.000000 |
|
c. Total net asset value of shares redeemed or repurchased, including exchanges.
| -50922626.970000 |
Item B.7. Highly Liquid Investment Minimum information.
|
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
| |
|
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
| |
|
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?
|
Yes
No
N/A
|
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the
Fund's Highly Liquid Investments that it has segregated to cover or pledged to
satisfy margin requirements in connection with derivatives transactions that are classified among the
following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
|
Classification
| |