17 C.F.R. § 270.30a-4
Annual report for wholly-owned registered management investment company subsidiary of registered management investment company
Notwithstanding the provisions of § 270.30a-1, a registered management investment company that is a wholly-owned subsidiary of a registered management investment company need not file an annual report on Form N-CEN if financial information with respect to that subsidiary is reported in the parent's annual report on Form N-CEN.