UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-PORT

This is a reference copy of Form N-PORT. You may not send a completed printout of this form to the SEC to satisfy a filing obligation. You can 

only satisfy an SEC filing obligation by submitting the information required by this form to the SEC in electronic format online at 

https://www.edgarfiling.sec.gov. 

This version of Form N-PORT is effective December 11, 2023 and includes amendments pursuant to Investment Company Names, Investment 

Company Act Release No. 35000 [88 FR 70436 (Oct. 11, 2023)]. More information about compliance dates and the amendments the Commission 

adopted may be found in this release.
Persons who respond to the collection of information contained in this form are not required to 

respond unless the form displays a currently valid OMB control number.

SEC 2940 (12/23) 

 

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549 

FORM N-PORT

MONTHLY PORTFOLIO INVESTMENTS REPORT

Form N-PORT is to be used by a registered management investment company, or an 

exchange-traded fund organized as a unit investment trust, or series thereof (“Fund”), other than 

a Fund that is regulated as a money market fund (“money market fund”) under rule 2a-7 under 

the Investment Company Act of 1940 [15 U.S.C. 80a] (“Act”) (17 CFR 270.2a-7) or a small 

business investment company (“SBIC”) registered on Form N-5 (17 CFR 239.24 and 274.5), to 

file reports of monthly portfolio holdings pursuant to rule 30b1-9 under the Act (17 CFR 

270.30b1-9). The Commission may use the information provided on Form N-PORT in its 

regulatory, enforcement, examination, disclosure review, inspection, and policymaking roles. 

GENERAL INSTRUCTIONS

A. Rule as to Use of Form N-PORT 

Form N-PORT is the reporting form that is to be used for monthly reports of Funds other 

than money market funds and SBICs under section 30(b) of the Act, as required by rule 30b1-9 

under the Act (17 CFR 270.30b1-9). Funds must report information quarterly about their 

portfolios and each of their portfolio holdings as of the last business day, or last calendar day, of 

each month, other than the information reported in Items B.11 and C.2.e, which Funds must 

report quarterly about their portfolios and each of their portfolio holdings as of the last business 

day, or calendar day, of the third month of the quarter. A registered investment company that has 

filed a registration statement with the Commission registering its securities for the first time 

under the Securities Act of 1933 is relieved of this reporting obligation with respect to any 

reporting period or portion thereof prior to the date on which that registration statement becomes 

effective or is withdrawn.

Reports on Form N-PORT must disclose portfolio information as calculated by the fund for 

the reporting period’s ending net asset value (commonly, and as permitted by rule 2a-4, the first 

business day following the trade date). A Fund must maintain in its records the information that 

is required to be included on Form N-PORT no later than 30 days after the end of each month, 
2 

other than the information reported in Items B.11 and C.2.e which is required to be maintained 

no later than 30 days after the end of each quarter. Such information shall be treated as a record 

under section 31(a)(1) of the Act and rule 31a-1(b) thereunder subject to the requirements of rule 

31a-2(a)(2). Reports on Form N-PORT for each month in each fiscal quarter of a fund must be 

filed with the Commission no later than 60 days after the end of such fiscal quarter. If the due 

date falls on a weekend or holiday, the filing deadline will be the next business day. 

A Fund may file an amendment to a previously filed report at any time, including an 

amendment to correct a mistake or error in a previously filed report. A Fund that files an 

amendment to a previously filed report must provide information in response to all items of 

Form N-PORT, regardless of why the amendment is filed.

B. Application of General Rules and Regulations 

The General Rules and Regulations under the Act contain certain general requirements that 

are applicable to reporting on any form under the Act. These general requirements shall be 

carefully read and observed in the preparation and filing of reports on this Form, except that any 

provision in the Form or in these instructions shall be controlling. 

C. Filing of Reports 

Reports must be filed electronically using the Commission’s Electronic Data Gathering, 

Analysis, and Retrieval (“EDGAR”) system in accordance with Regulation S-T. Consult the 

EDGAR Filer Manual and Appendices for EDGAR filing instructions. 

D. Paperwork Reduction Act Information 

A Fund is not required to respond to the collection of information contained in Form NPORT unless the form displays a currently valid Office of Management and Budget (“OMB”) 

control number. Please direct comments concerning the accuracy of the information collection 

burden estimate and any suggestions for reducing the burden to the Secretary, Securities and 

Exchange Commission, Washington, DC 20549. OMB has reviewed this collection of 

information under the clearance requirements of 44 U.S.C. 3507. 

E. Definitions 

References to sections and rules in this Form N-PORT are to the Act, unless otherwise 

indicated. Terms used in this Form N-PORT have the same meanings as in the Act or related 

rules (including rule 18f-4 solely for Items B.9 and 10 of the Form), unless otherwise indicated. 

As used in this Form N-PORT, the terms set out below have the following meanings: 

“Absolute VaR Test” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“Class” means a class of shares issued by a Fund that has more than one class that represents 

interests in the same portfolio of securities under rule 18f-3 [17 CFR 270.18f-3] or under an 

order exempting the Fund from provisions of section 18 of the Act [15 U.S.C. 80a-18]. 
3 

“Controlled Foreign Corporation” has the meaning provided in section 957 of the Internal 

Revenue Code [26 U.S.C. 957]. 

“Derivatives Exposure” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“Designated Index” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“Designated Reference Portfolio” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f4(a)]

“Exchange-Traded Fund” means an open-end management investment company (or Series or 

Class thereof) or unit investment trust (or series thereof), the shares of which are listed and

traded on a national securities exchange at market prices, and that has formed and operates under 

an exemptive order under the Act granted by the Commission or in reliance on an exemptive rule 

under the Act adopted by the Commission. 

“Fund” means the Registrant or a separate Series of the Registrant. When an item of Form 

N-PORT specifically applies to a Registrant or a Series, those terms will be used. 

“Highly Liquid Investment Minimum” has the meaning defined in rule 22e-4(a)(7) [17 CFR 

270.22e-4(a)(7)].

“Illiquid Investment” has the meaning defined in rule 22e-4(a)(8) [17 CFR 270.22e-4(a)(8)]. 

“ISIN” means, with respect to any security, the “international securities identification 

number” assigned by a national numbering agency, partner, or substitute agency that is 

coordinated by the Association of National Numbering Agencies. 

“LEI” means, with respect to any company, the “legal entity identifier” as assigned by a 

utility endorsed by the Global LEI Regulatory Oversight Committee or accredited by the Global 

LEI Foundation. In the case of a financial institution, if a “legal entity identifier” has not been 

assigned, then provide the RSSD ID, if any, assigned by the National Information Center of the 

Board of Governors of the Federal Reserve System. 

“Multiple Class Fund” means a Fund that has more than one Class. 

“Registrant” means a management investment company, or an Exchange-Traded Fund 

organized as a unit investment trust, registered under the Act.

“Relative VaR Test” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“Restricted Security” has the meaning defined in rule 144(a)(3) under the Securities Act of 

1933 [17 CFR 230.144(a)(3)]. 

“Securities Portfolio” has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“Series” means shares offered by a Registrant that represent undivided interests in a portfolio 

of investments and that are preferred over all other series of shares for assets specifically 

allocated to that series in accordance with rule 18f-2(a) [17 CFR 270.18f-2(a)]. 
4 

“Swap” means either a “security-based swap” or a “swap” as defined in sections 3(a)(68) and 

(69) of the Securities Exchange Act of 1934 [15 U.S.C. 78c(a)(68) and (69)] and any rules, 

regulations, or interpretations of the Commission with respect to such instruments. 

“Value-at-Risk” or VaR has the meaning defined in rule 18f-4(a) [17 CFR 270.18f-4(a)].

“VaR Ratio” means the value of the Fund’s portfolio VaR divided by the VaR of the 

Designated Reference Portfolio.

F. Public Availability

Information reported on Form N-PORT for the third month of each Fund’s fiscal quarter will 

be made publicly available upon filing. 

The SEC does not intend to make public the information reported on Form N-PORT for the 

first and second months of each Fund’s fiscal quarter that is identifiable to any particular fund or 

adviser, or any information reported with respect to a Fund’s Highly Liquid Investment 

Minimum (Item B.7), derivatives transactions (Item B.8), Derivatives Exposure for limited 

derivatives users (Item B.9), median daily VaR (Item B.10.a), median VaR Ratio (Item 

B.10.b.iii), VaR backtesting results (Item B.10.c), country of risk and economic exposure (Item 

C.5.b), delta (Items C.9.f.v, C.11.c.vii, or C.11.g.iv), liquidity classification for portfolio 

investments (Item C.7), or miscellaneous securities (Part D), or explanatory notes related to any 

of those topics (Part E) that is identifiable to any particular fund or adviser. However, the SEC 

may use information reported on this Form in its regulatory programs, including examinations, 

investigations, and enforcement actions. 

G. Responses to Questions

In responding to the items on this Form, the following guidelines apply unless otherwise 

specifically indicated: 

• Funds may respond to this Form using their own internal methodologies and the conventions 

of their service providers, provided the information is consistent with information that they 

report internally and to current and prospective investors. However, the methodologies and 

conventions must be consistently applied and the Fund’s responses must be consistent with 

any instructions or other guidance relating to this Form. A Fund may explain any of its 

methodologies, including related assumptions, in Part E. 

• A Fund is not required to respond to an item that is wholly inapplicable (for example, no 

response would be required for Item C.11 when reporting information about an investment 

that is not a derivative). If a sub-item requests information that is not applicable (for 

example, an LEI for a counterparty that does not have an LEI), respond N/A; 

• If an item requests the name of an entity, provide the full name to the extent known, and do 

not use abbreviations (other than abbreviations that are part of the full name); 
5 

• If an item requests information expressed as a percentage, enter the response as a percentage 

(not a decimal), (e.g., 5.27%); 

• For currencies other than U.S. dollars, also report the applicable three-letter alphabetic 

currency code pursuant to the International Organization for Standardization (“ISO”) 4217 

standard; 

• If an item requests a unique identifier, such an identifier may be internally generated by the 

Fund or provided by a third party, but should be consistently used across the Fund’s filings 

for reporting that investment so that the Commission, investors, and other users of the 

information can track the investment from report to report; 

• If an item requests a date, provide information in yyyy/mm/dd format; and 

• If an item requests information regarding a “holding” or “investment,” separately report 

information as to each holding or investment that is recorded in the Fund’s books as part of a 

larger transaction. For example, two or more partially offsetting legs of a transaction entered 

into with the same counterparty under a common master agreement shall each be separately 

reported.
6 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, DC 20549

FORM N-PORT

MONTHLY SCHEDULE OF PORTFOLIO INVESTMENTS

Part A: General Information 

Item A.1. Information about the Registrant.

a. Name of Registrant.

b. Investment Company Act file number for Registrant: (e.g., 811-___________). 

c. CIK number of Registrant. 

d. LEI of Registrant.

e. Address and telephone number of Registrant. 

Item A.2. Information about the Series. 

a. Name of Series.

b. EDGAR series identifier (if any).

c. LEI of Series.

Item A.3. Reporting period. 

a. Date of fiscal year-end. 

b. Date as of which information is reported. 

Item A.4. Does the Fund anticipate that this will be its final filing on Form N-PORT? [Y/N] 

Part B: Information About the Fund 

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. 

b. Total liabilities.

c. Net assets. 

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
7 

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.

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)].

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.

e. Liquidation preference of outstanding preferred stock issued by the Fund. 

f. Cash and cash equivalents not reported in Parts C and D. 

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: 

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. 

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. 

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. 

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.
8 

Item B.4. Securities lending. 

a. For each borrower in any securities lending transaction, provide the following 

information: 

i. Name of borrower. 

ii. LEI (if any) of borrower.

iii. Aggregate value of all securities on loan to the borrower. 

b. Did any securities lending counterparty provide any non-cash collateral? [Y/N] If yes, 

unless the non-cash collateral is included in the Schedule of Portfolio Investments in Part 

C, provide the following information for each category of non-cash collateral received for 

loaned securities:

i. Aggregate principal amount. 

ii. Aggregate value of collateral.

iii. 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; 

U.S. Treasuries (including strips); other instrument). If “other instrument,” include a 

brief description, including, if applicable, whether it is an irrevocable letter of credit.

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. 

b. Class identification number(s) (if any) of the Class(es) for which returns are reported. 

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 asset 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 investments other than 

derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative 

numbers. 

Item B.6. Flow information. Provide the aggregate dollar amounts for sales and 

redemptions/repurchases of Fund shares during each of the preceding three 
9 

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). 

b. Total net asset value of shares sold in connection with reinvestments of dividends and 

distributions. 

c. Total net asset value of shares redeemed or repurchased, including exchanges. 

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? 

[Y/N]

i. If yes, provide any Highly Liquid Investment Minimums set by the Fund during the 

reporting period. 

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 pledged as margin or collateral 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
10 

For purposes of Item B.8, when computing the required percentage, the 

denominator should only include assets (and exclude liabilities) that are 

categorized by the Fund as Highly Liquid Investments. 

Item B.9. Derivatives Exposure for limited derivatives users. If the Fund is excepted 

from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund 

leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the 

following information: 

a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a 

percentage of the Fund’s net asset value.

b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund’s net 

asset value. 

c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 

18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund’s 

net asset value. 

d. The number of business days, if any, in excess of the five-business-day period described 

in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure 

exceeded 10 percent of its net assets during the reporting period. 

Item B.10. VaR information. For Funds subject to the limit on fund leverage risk 

described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following 

information, as determined in accordance with the requirement under rule 18f4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at 

least once each business day: 

a. Median daily VaR during the reporting period, reported as a percentage of the Fund’s net 

asset value.

b. For Funds that were subject to the Relative VaR Test during the reporting period, 

provide: 

i. As applicable, the name of the Fund’s Designated Index, or a statement that the

Fund’s Designated Reference Portfolio is the Fund’s Securities Portfolio. 

ii. As applicable, the index identifier for the Fund’s Designated Index. 

iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaR 

of the Fund’s Designated Reference Portfolio. 

c. Backtesting Results. Number of exceptions that the Fund identified as a result of its 

backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 

270.18f-4(c)(1)(iv)] during the reporting period. 
11 

[Effective December 11, 2023, new Item B.11 appears as follows, pursuant to Investment 

Company Names, Investment Company Act Release No. 35000 (Sept. 20, 2023) [88 FR 70436 

(Oct. 11, 2023)]. More information about compliance dates may be found in this release.] 

Item B.11. Investment Company Act Names Rule Investment Policy. If the Fund is required 

to adopt a policy as described in rule 35d-1(a)(2)(i) or (a)(3)(i) [17 CFR 270.35d1(a)(2)(i) or (3)(i)], provide the following:

a. The definitions of the terms used in the Fund’s name, including the specific criteria the 

Fund uses to select the investments the term describes, if any; and 

b. The value of the Fund’ 80% basket, as defined in rule 35d-1(g)(1), as a percentage of the 

value of the Fund’s assets. 

Instruction to Item B.11: Consistent with rule 35d-1(g)(2), if the Fund uses a derivatives 

instrument’s notional amount (which must be converted to 10-year bond equivalents for interest 

rate derivatives and delta adjusted for options contracts) and/or values a physical short position 

using the value of the asset sold short, for purposes of determining the fund’s compliance with an 

investment policy adopted under rule 35d-1(a)(2)(i) or (a)(3)(i)(A), the percentage that the Fund 

reports in response to Item B.11.b must reflect the use of notional amounts with certain 

adjustments (and/or the value of the asset sold short) as set forth above. This percentage also 

must reflect any reduction of the value of the Fund’s assets resulting from, as applicable, the 

fund’s exclusion of cash and cash equivalents and U.S. Treasury securities with remaining 

maturities of one year or less, closed-out derivatives positions, and currency derivatives 

instruments, each as provided in rule 35d-1(g)(2).

Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information 

requested in Part C. A Fund may report information for securities in an aggregate amount not 

exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting 

those securities in Part C, provided that the securities so listed are not restricted, have been held 

for not more than one year prior to the end of the reporting period covered by this report, and 

have not been previously reported by name to the shareholders of the Fund or to any exchange, 

or set forth in any registration statement, application, or report to shareholders or otherwise 

made available to the public. 

Item C.1. Identification of investment.

a. Name of issuer (if any). 

b. 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.

c. Title of the issue or description of the investment. 
12 

d. CUSIP (if any).

e. At least one of the following other identifiers: 

i. ISIN.

ii. Ticker (if ISIN is not available).

iii. Other unique identifier (if ticker and ISIN are not available). Indicate the type of 

identifier used. 

Item C.2. Amount of each investment. 

a. 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. 

b. Currency. Indicate the currency in which the investment is denominated. 

c. 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.

d. Percentage value compared to net assets of the Fund.

[Effective December 11, 2023, new Item C.2.e appears as follows, pursuant to Investment 

Company Names, Investment Company Act Release No. 35000 (Sept. 20, 2023) [88 FR 70436 

(Oct. 11, 2023)]. More information about compliance dates may be found in this release.] 

e. If the Fund is required to adopt a policy as described in rule 35d-1(a)(2)(i) or (a)(3)(i) [17 

CFR 270.35d-1(a)(2)(i) or (3)(i)], is the investment included in the Fund’s 80% basket, as 

defined in rule 35d-1(g), as applicable? [Y/N]

Item C.3. 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.11. 

Item C.4. Asset and issuer type. Select the category that most closely identifies the 

instrument among each of the following: 

a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or 

other cash management vehicle), repurchase agreement, equity-common, equitypreferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivativeforeign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABSmortgage backed security, ABS-asset backed commercial paper, ABS-collateralized 

bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a 

brief description. 

b. 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. 
13 

Item C.5. Country of investment or issuer. 

a. Report the ISO country code that corresponds to the country where the issuer is 

organized. 

b. 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. 

Item C.6. Is the investment a Restricted Security? [Y/N]

Item C.7.

a. 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 270.22e4]. For portfolio investments with multiple liquidity classifications, indicate the 

percentage amount attributable to each classification. 

i. Highly Liquid Investments 

ii. Moderately Liquid Investments 

iii. Less Liquid Investments 

iv. Illiquid Investments

b. If attributing multiple classification categories to the holding, indicate which of the three 

circumstances listed in the Instructions to Item C.7 is applicable. 

Instructions to Item C. 7 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. 

Item C.8. Indicate the level within the fair value hierarchy in which the fair value 

measurements fall pursuant to U.S. Generally Accepted Accounting Principles 

(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). 

Item C.9. For debt securities, also provide: 

a. Maturity date.

b. Coupon. 
14 

i. Select the category that most closely reflects the coupon type among the following 

(fixed, floating, variable, none). 

ii. Annualized rate.

c. Currently in default? [Y/N] 

d. Are there any interest payments in arrears or have any coupon payments been legally 

deferred by the issuer? [Y/N] 

e. Is any portion of the interest paid in kind? [Y/N] 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. 

f. For convertible securities, also provide: 

i. Mandatory convertible? [Y/N] 

ii. Contingent convertible? [Y/N] 

iii. 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.

iv. 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. 

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. 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.

b. Counterparty. 

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central 

counterparty. 

ii. If N, provide the name and LEI (if any) of counterparty. 

c. Tri-party? [Y/N]

d. Repurchase rate.

e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase 

agreement (i.e., collateral). If multiple securities of an issuer are subject to the 
15 

repurchase agreement, those securities may be aggregated in responding to Items 

C.10.f.i-iii. 

i. Principal amount. 

ii. Value of collateral.

iii. 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. 

Item C.11. For derivatives, also provide: 

a. 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). If 

“other,” provide a brief description. 

b. Counterparty. 

i. Provide the name and LEI (if any) of counterparty (including a central counterparty). 

c. For options and warrants, including options on a derivative (e.g., swaptions) provide: 

i. Type, selected from among the following (put, call). Respond call for warrants. 

ii. Payoff profile, selected from among the following (written, purchased). Respond 

purchased for warrants. 

iii. Description of reference instrument. 

1. 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. 

2. 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 
16 

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. 

3. If the reference instrument is neither a derivative, an index, or a custom basket, 

the description of the reference instrument shall include the name of issuer and 

title of issue, 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. 

iv. Number of shares or principal amount of underlying reference instrument per 

contract. 

v. Exercise price or rate.

vi. Expiration date. 

vii. Delta. 

viii. Unrealized appreciation or depreciation. Depreciation shall be reported as a 

negative number. 

d. For futures and forwards (other than forward foreign currency contracts), provide: 

i. Payoff profile, selected from among the following (long, short). 

ii. Description of reference instrument, as required by sub-Item C.11.c.iii.

iii. Expiration date. 

iv. Aggregate notional amount or contract value on trade date. 

v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative 

number. 

e. For forward foreign currency contracts and foreign currency swaps, provide: 

i. Amount and description of currency sold. 
17 

ii. Amount and description of currency purchased. 

iii. Settlement date. 

iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative 

number. 

f. For swaps (other than foreign exchange swaps), provide: 

i. 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 (including the 

information required by sub-Item C.11.c.iii), financing rate, floating coupon rate, 

fixed coupon rate, and payment frequency. 

1. Description and terms of payments to be received from another party. 

2. Description and terms of payments to be paid to another party. 

ii. Termination or maturity date.

iii. Upfront payments or receipts. 

iv. Notional amount. 

v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative 

number. 

g. For other derivatives, provide: 

i. Description of information sufficient for a user of financial information to understand 

the nature and terms of the investment, including as applicable, among other things, 

currency, payment terms, payment rates, call or put feature, exercise price, and 

information required by sub-Item C.11.c.iii. 

ii. Termination or maturity (if any). 

iii. Notional amount(s). 

iv. Delta (if applicable).

v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative 

number. 

Item C.12. Securities lending. 

a. Does any amount of this investment represent reinvestment of cash collateral received for 

loaned securities? [Y/N] If Yes, provide the value of the investment representing cash 

collateral. 

b. Does any portion of this investment represent non-cash collateral that is treated as a Fund 

asset and received for loaned securities? [Y/N] If yes, provide the value of the securities 

representing non-cash collateral.
18 

c. Is any portion of this investment on loan by the Fund? [Y/N] If Yes, provide the value of 

the securities on loan. 

Part D: Miscellaneous Securities

For reports filed for the last month of each fiscal quarter, report miscellaneous securities, if any, 

using the same Item numbers and reporting the same information that would be reported for each 

investment in Part C if it were not a miscellaneous security. Information reported in this Item 

will be nonpublic.

Part E: Explanatory Notes (if any) 

The Fund may provide any information it believes would be helpful in understanding the 

information reported in response to any Item of this Form. The Fund may also explain any 

assumptions that it made in responding to any Item of this Form. To the extent responses relate 

to a particular Item, provide the Item number(s), as applicable. 

Part F: Exhibits

For reports filed for the end of the first and third quarters of the Fund’s fiscal year, attach no later 

than 60 days after the end of the reporting period the Fund’s complete portfolio holdings as of 

the close of the period covered by the report. These portfolio holdings must be presented in 

accordance with the schedules set forth in §§210.12-12 – 210.12-14 of Regulation S-X [17 CFR 

210.12-12 – 210.12-14]. 

SIGNATURES

The Registrant has duly caused this report to be signed on its behalf by the undersigned 

hereunto duly authorized. 

Registrant: _________________________ By (Signature): ______________________ 

Name: __________________________________________________ 

Title: ___________________________________________________ 

Date: ___________________________________________________