|
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). |