| Identifier | Note |
|---|
| (1)
|
LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
| (2)
|
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
|
| (3)
|
Currency. Indicate the currency in which the investment is denominated.
|
| (4)
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
|
| (5)
|
Indicate payoff profile among the following categories (long, short, N/A).
For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
|
| (6)
|
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle),
repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity,
derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security,
ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other).
If “other” provide a brief description.
|
| (7)
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity,
municipal, non-U.S. sovereign, private fund, registered fund, other).
If “other” provide a brief description.
|
| (8)
|
Report the ISO country code that corresponds to the country where the issuer is organized.
|
| (9)
|
If different from the country where the issuer is organized,
also report the ISO country code that corresponds to the country of
investment or issuer based on the concentrations of the risk
and economic exposure of the investments.
|
| (10)
|
Liquidity classification information. For portfolio investments of open-end management investment companies,
provide the liquidity classification(s) for each portfolio investment among the following categories as specified
in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments,
Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
|
| (11)
|
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
|
| (12)
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant
to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3]
Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
| (13)
|
Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
|
| (14)
|
Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
|
| (15)
|
Enter "N" if the interest may be paid in kind but is not actually paid in kind
or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
|
| (16)
|
Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
|
| (17)
|
Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units
of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide
each conversion ratio.
|
| (18)
|
Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
| (19)
|
If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated.
|
| (20)
|
Category of investments that most closely represents the collateral,
selected from among the following (asset-backed securities;
agency collateralized mortgage obligations; agency debentures and agency strips;
agency mortgage-backed securities; private label collateralized mortgage obligations;
corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument).
If "other instrument", include a brief description, including,
if applicable, whether it is a collateralized debt obligation,
municipal debt, whole loan, or international debt
|
| (21)
|
Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other).
|
| (22)
|
In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
|
| (23)
|
Description and terms of payments necessary for a user of financial information
to understand the terms of payments to be paid and received, including, as applicable,
description of the reference instrument, obligation, or index, financing rate,
floating coupon rate, fixed coupon rate, and payment frequency.
|
| (24)
|
Depreciation shall be reported as a negative number.
|
| (25)
|
If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all
information required to be reported on this Form for that category.
|
| (26)
|
If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
|
| (27)
|
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
|
| (28)
|
If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
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