[N-CEN] iShares Trust iShares USD Systematic Bond ETF SEC Filing
Filing Impact
Filing Sentiment
Form Type
N-CEN
Key take-aways from the Form N-CEN filed for iShares USD Systematic Bond ETF (ticker USBF)
- Securities lending: The fund is authorised to lend securities and reported a monthly average of $18.53 million on loan, generating $165.74 thousand in net income during the period.
- Brokerage commissions: The ten brokers that earned the most commissions received an aggregate of $22.91 thousand; the single-largest broker earned $2.70 thousand.
- Principal transactions: Total purchases and sales with principal counterparties reached $54.26 million for the reporting period.
- No material events flagged: Items covering legal proceedings, valuation or accounting changes, fidelity-bond claims, expense limitations, swing pricing, and lines of credit were all marked “No,” implying no notable issues or structural changes.
The remainder of the filing consists largely of standard N-CEN boiler-plate fields, many of which are blank or answered “N/A,” providing limited additional insight into assets, performance or strategy.
Punti chiave dal modulo N-CEN presentato per iShares USD Systematic Bond ETF (ticker USBF)
- Prestito titoli: Il fondo è autorizzato a prestare titoli e ha riportato una media mensile di 18,53 milioni di $ in prestito, generando un reddito netto di 165,74 mila $ nel periodo.
- Commissioni di intermediazione: I dieci broker con le commissioni più elevate hanno ricevuto complessivamente 22,91 mila $; il broker con la commissione più alta ha guadagnato 2,70 mila $.
- Transazioni in conto proprio: Gli acquisti e le vendite totali con controparti principali hanno raggiunto 54,26 milioni di $ nel periodo di riferimento.
- Nessun evento rilevante segnalato: Voci relative a procedimenti legali, cambiamenti di valutazione o contabilità, richieste di fideiussione, limitazioni di spesa, swing pricing e linee di credito sono state tutte contrassegnate come “No”, indicando l'assenza di problemi significativi o modifiche strutturali.
Il resto della documentazione consiste principalmente in sezioni standard del modulo N-CEN, molte delle quali sono vuote o contrassegnate come “N/A”, offrendo quindi informazioni limitate su asset, performance o strategia.
Puntos clave del Formulario N-CEN presentado para iShares USD Systematic Bond ETF (símbolo USBF)
- Préstamo de valores: El fondo está autorizado para prestar valores y reportó un promedio mensual de 18,53 millones de $ en préstamo, generando un ingreso neto de 165,74 mil $ durante el período.
- Comisiones de corretaje: Los diez corredores que recibieron las comisiones más altas obtuvieron un total de 22,91 mil $; el corredor individual con la mayor comisión ganó 2,70 mil $.
- Transacciones principales: Las compras y ventas totales con contrapartes principales alcanzaron 54,26 millones de $ durante el período informado.
- No se reportaron eventos materiales: Los ítems relacionados con procedimientos legales, cambios en valoración o contabilidad, reclamaciones de fianza, limitaciones de gastos, swing pricing y líneas de crédito fueron marcados como “No”, lo que implica que no hubo problemas notables ni cambios estructurales.
El resto del informe consiste principalmente en campos estándar del formulario N-CEN, muchos de los cuales están en blanco o marcados como “N/A”, proporcionando una visión limitada sobre activos, rendimiento o estrategia.
iShares USD Systematic Bond ETF(티커 USBF)용 제출된 Form N-CEN의 주요 내용
- 증권 대여: 펀드는 증권 대여가 허가되어 있으며, 대여 중인 월평균 금액은 1,853만 달러로, 해당 기간 동안 16만 5,740달러의 순수익을 창출했습니다.
- 중개 수수료: 수수료를 가장 많이 받은 상위 10개 중개인은 총 2만 2,910달러를 받았으며, 단일 최대 중개인은 2,700달러를 벌었습니다.
- 주요 거래: 주요 거래 상대방과의 총 매수 및 매도 금액은 보고 기간 동안 5,426만 달러에 달했습니다.
- 중대한 사건 없음: 법적 절차, 평가 또는 회계 변경, 신의 보증 청구, 비용 제한, 스윙 프라이싱, 신용 한도 관련 항목 모두 “아니오”로 표시되어 주목할 만한 문제나 구조적 변경이 없음을 의미합니다.
나머지 제출 내용은 주로 표준 N-CEN 양식 필드로 구성되어 있으며, 많은 항목이 비어 있거나 “해당 없음(N/A)”으로 표시되어 자산, 성과 또는 전략에 대한 추가적인 통찰력을 제한적으로 제공합니다.
Points clés du formulaire N-CEN déposé pour l'iShares USD Systematic Bond ETF (symbole USBF)
- Prêt de titres : Le fonds est autorisé à prêter des titres et a déclaré une moyenne mensuelle de 18,53 millions de $ en prêt, générant un revenu net de 165,74 milliers de $ durant la période.
- Commissions de courtage : Les dix courtiers ayant perçu les commissions les plus élevées ont reçu un total de 22,91 milliers de $ ; le courtier individuel le plus rémunéré a gagné 2,70 milliers de $.
- Transactions principales : Les achats et ventes totaux avec des contreparties principales ont atteint 54,26 millions de $ pour la période déclarée.
- Aucun événement important signalé : Les items concernant les procédures judiciaires, les changements d’évaluation ou comptables, les réclamations de caution, les limitations de dépenses, le swing pricing et les lignes de crédit ont tous été marqués « Non », ce qui implique l’absence de problèmes notables ou de changements structurels.
Le reste du dépôt se compose principalement de champs standard du formulaire N-CEN, dont beaucoup sont vides ou indiqués « N/A », fournissant ainsi peu d’informations supplémentaires sur les actifs, la performance ou la stratégie.
Wesentliche Erkenntnisse aus dem eingereichten Form N-CEN für iShares USD Systematic Bond ETF (Ticker USBF)
- Wertpapierleihe: Der Fonds ist berechtigt, Wertpapiere zu verleihen, und meldete einen monatlichen Durchschnitt von 18,53 Millionen $ verliehenen Wertpapieren, wodurch im Berichtszeitraum ein Nettogewinn von 165,74 Tausend $ erzielt wurde.
- Maklerprovisionen: Die zehn Makler mit den höchsten Provisionen erhielten zusammen 22,91 Tausend $; der einzelgrößte Makler verdiente 2,70 Tausend $.
- Eigenhandelstransaktionen: Die Gesamtkäufe und -verkäufe mit Hauptgeschäftspartnern beliefen sich im Berichtszeitraum auf 54,26 Millionen $.
- Keine wesentlichen Ereignisse gemeldet: Punkte zu Rechtsstreitigkeiten, Bewertungs- oder Buchhaltungsänderungen, Treuebürgschaftsforderungen, Ausgabenbeschränkungen, Swing-Pricing und Kreditlinien wurden alle mit „Nein“ markiert, was auf keine nennenswerten Probleme oder strukturelle Änderungen hinweist.
Der Rest der Einreichung besteht größtenteils aus standardmäßigen N-CEN-Feldern, von denen viele leer oder mit „N/A“ beantwortet sind, was nur begrenzte zusätzliche Einblicke in Vermögenswerte, Performance oder Strategie bietet.
Positive
- None.
Negative
- None.
Insights
TL;DR: Routine N-CEN; modest securities-lending revenue, low commission outlay; no red-flags or material changes disclosed.
The filing offers a narrow operational glimpse. Securities-lending income of $165.7k on an $18.5 m average loan book is consistent with typical ETF practices and contributes marginally to total return. Brokerage commissions of $22.9k and principal trading volume of $54.3 m appear modest for a systematic bond strategy, suggesting a relatively low-turnover approach or use of spread-based principal dealers. All compliance check-boxes (legal, accounting, valuation, swing-pricing, expense caps) are negative, indicating no extraordinary events. Overall, the document is informational but not materially impactful for valuation or risk assessment.
Punti chiave dal modulo N-CEN presentato per iShares USD Systematic Bond ETF (ticker USBF)
- Prestito titoli: Il fondo è autorizzato a prestare titoli e ha riportato una media mensile di 18,53 milioni di $ in prestito, generando un reddito netto di 165,74 mila $ nel periodo.
- Commissioni di intermediazione: I dieci broker con le commissioni più elevate hanno ricevuto complessivamente 22,91 mila $; il broker con la commissione più alta ha guadagnato 2,70 mila $.
- Transazioni in conto proprio: Gli acquisti e le vendite totali con controparti principali hanno raggiunto 54,26 milioni di $ nel periodo di riferimento.
- Nessun evento rilevante segnalato: Voci relative a procedimenti legali, cambiamenti di valutazione o contabilità, richieste di fideiussione, limitazioni di spesa, swing pricing e linee di credito sono state tutte contrassegnate come “No”, indicando l'assenza di problemi significativi o modifiche strutturali.
Il resto della documentazione consiste principalmente in sezioni standard del modulo N-CEN, molte delle quali sono vuote o contrassegnate come “N/A”, offrendo quindi informazioni limitate su asset, performance o strategia.
Puntos clave del Formulario N-CEN presentado para iShares USD Systematic Bond ETF (símbolo USBF)
- Préstamo de valores: El fondo está autorizado para prestar valores y reportó un promedio mensual de 18,53 millones de $ en préstamo, generando un ingreso neto de 165,74 mil $ durante el período.
- Comisiones de corretaje: Los diez corredores que recibieron las comisiones más altas obtuvieron un total de 22,91 mil $; el corredor individual con la mayor comisión ganó 2,70 mil $.
- Transacciones principales: Las compras y ventas totales con contrapartes principales alcanzaron 54,26 millones de $ durante el período informado.
- No se reportaron eventos materiales: Los ítems relacionados con procedimientos legales, cambios en valoración o contabilidad, reclamaciones de fianza, limitaciones de gastos, swing pricing y líneas de crédito fueron marcados como “No”, lo que implica que no hubo problemas notables ni cambios estructurales.
El resto del informe consiste principalmente en campos estándar del formulario N-CEN, muchos de los cuales están en blanco o marcados como “N/A”, proporcionando una visión limitada sobre activos, rendimiento o estrategia.
iShares USD Systematic Bond ETF(티커 USBF)용 제출된 Form N-CEN의 주요 내용
- 증권 대여: 펀드는 증권 대여가 허가되어 있으며, 대여 중인 월평균 금액은 1,853만 달러로, 해당 기간 동안 16만 5,740달러의 순수익을 창출했습니다.
- 중개 수수료: 수수료를 가장 많이 받은 상위 10개 중개인은 총 2만 2,910달러를 받았으며, 단일 최대 중개인은 2,700달러를 벌었습니다.
- 주요 거래: 주요 거래 상대방과의 총 매수 및 매도 금액은 보고 기간 동안 5,426만 달러에 달했습니다.
- 중대한 사건 없음: 법적 절차, 평가 또는 회계 변경, 신의 보증 청구, 비용 제한, 스윙 프라이싱, 신용 한도 관련 항목 모두 “아니오”로 표시되어 주목할 만한 문제나 구조적 변경이 없음을 의미합니다.
나머지 제출 내용은 주로 표준 N-CEN 양식 필드로 구성되어 있으며, 많은 항목이 비어 있거나 “해당 없음(N/A)”으로 표시되어 자산, 성과 또는 전략에 대한 추가적인 통찰력을 제한적으로 제공합니다.
Points clés du formulaire N-CEN déposé pour l'iShares USD Systematic Bond ETF (symbole USBF)
- Prêt de titres : Le fonds est autorisé à prêter des titres et a déclaré une moyenne mensuelle de 18,53 millions de $ en prêt, générant un revenu net de 165,74 milliers de $ durant la période.
- Commissions de courtage : Les dix courtiers ayant perçu les commissions les plus élevées ont reçu un total de 22,91 milliers de $ ; le courtier individuel le plus rémunéré a gagné 2,70 milliers de $.
- Transactions principales : Les achats et ventes totaux avec des contreparties principales ont atteint 54,26 millions de $ pour la période déclarée.
- Aucun événement important signalé : Les items concernant les procédures judiciaires, les changements d’évaluation ou comptables, les réclamations de caution, les limitations de dépenses, le swing pricing et les lignes de crédit ont tous été marqués « Non », ce qui implique l’absence de problèmes notables ou de changements structurels.
Le reste du dépôt se compose principalement de champs standard du formulaire N-CEN, dont beaucoup sont vides ou indiqués « N/A », fournissant ainsi peu d’informations supplémentaires sur les actifs, la performance ou la stratégie.
Wesentliche Erkenntnisse aus dem eingereichten Form N-CEN für iShares USD Systematic Bond ETF (Ticker USBF)
- Wertpapierleihe: Der Fonds ist berechtigt, Wertpapiere zu verleihen, und meldete einen monatlichen Durchschnitt von 18,53 Millionen $ verliehenen Wertpapieren, wodurch im Berichtszeitraum ein Nettogewinn von 165,74 Tausend $ erzielt wurde.
- Maklerprovisionen: Die zehn Makler mit den höchsten Provisionen erhielten zusammen 22,91 Tausend $; der einzelgrößte Makler verdiente 2,70 Tausend $.
- Eigenhandelstransaktionen: Die Gesamtkäufe und -verkäufe mit Hauptgeschäftspartnern beliefen sich im Berichtszeitraum auf 54,26 Millionen $.
- Keine wesentlichen Ereignisse gemeldet: Punkte zu Rechtsstreitigkeiten, Bewertungs- oder Buchhaltungsänderungen, Treuebürgschaftsforderungen, Ausgabenbeschränkungen, Swing-Pricing und Kreditlinien wurden alle mit „Nein“ markiert, was auf keine nennenswerten Probleme oder strukturelle Änderungen hinweist.
Der Rest der Einreichung besteht größtenteils aus standardmäßigen N-CEN-Feldern, von denen viele leer oder mit „N/A“ beantwortet sind, was nur begrenzte zusätzliche Einblicke in Vermögenswerte, Performance oder Strategie bietet.
| Form N-CEN Filer Information |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-CEN ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES | OMB APPROVAL |
| OMB Number: 3235-0729 Estimated average burden hours per response: 19.04 |
schemaVersion:
N-CEN: Filer Information
| Filer CIK | |
| Filer CCC | |
| Filer Investment Company Type | |
| Is this a LIVE or TEST Filing? | LIVE TEST |
| Is this an electronic copy of an official filing submitted in paper format? |
Submission Contact Information | |
| Name | |
| Phone | |
| E-Mail Address |
Notification Information |
| Notify via Filing Website only? |
N-CEN:Series/Class (Contract) Information
| Series ID |
| Class ID |
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N-CEN:Part A: General Information
Item A.1. Reporting period covered.
| a. Report for period ending: | |
| b. Does this report cover a period of less than 12 months? | Yes No |
N-CEN:Part B: Information About the Registrant
Item B.1. Background information.
| a. Full name of Registrant | |
| b. Investment Company Act file number ( e.g., 811-) | |
| c. CIK | |
| d. LEI |
Item B.2. Address and telephone number of Registrant.
| a. Street 1 | |
| Street 2 | |
| b. City | |
| c. State, if applicable | |
| d. Foreign country, if applicable | |
| e. Zip code and zip code extension, or foreign postal code | |
| f. Telephone number (including country code if foreign) | |
| g. Public Website, if any |
Item B.3. Location of books and records.
| Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section. |
| Location books Record: 1 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 2 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 3 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 4 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 5 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 6 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: | |
| Location books Record: 7 | |
| a. Name of person (e.g., a custodian of records) | |
| b. Street 1 | |
| Street 2 | |
| c. City | |
| d. State, if applicable | |
| e. Foreign country, if applicable | |
| f. Zip code and zip code extension, or foreign postal code | |
| g. Telephone number (including country code if foreign) | |
| h. Briefly describe the books and records kept at this location: |
Item B.4. Initial or final filings.
| Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form. |
| a. Is this the first filing on this form by the Registrant? | Yes No |
| b. Is this the last filing on this form by the Registrant? | Yes No |
Item B.5. Family of investment companies.
| Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically. |
| Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar. |
| a. Is the Registrant part of a family of investment companies? | Yes No |
| i. Full name of family of investment companies |
Item B.6. Organization.
| Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act). |
| Indicate the classification of the Registrant by checking the applicable item below. |
| i. Total number of Series of the Registrant |
Item B.7. Securities Act registration.
| Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? | Yes No |
Item B.8. Directors.
| Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
| Director Record: 1 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 2 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 3 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 4 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 5 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 6 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 7 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 8 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 9 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 10 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: | |
| Director Record: 11 | |
| a. Full Name | |
| b. CRD number, if any | |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? | Yes No |
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | |
| File Number Record: 2 | |
| File Number Record: |
Item B.9. Chief compliance officer.
| Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
| Chief compliance officer Record: 1 | |
| a. Full Name | |
| b. CRD Number, if any | |
| c. Street Address 1 | |
| Street Address 2 | |
| d. City | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Zip code and zip code extension, or foreign postal code | |
| h. Telephone number (including country code if foreign) | |
| i. Has the chief compliance officer changed since the last filing? | Yes No |
| If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
| CCO employer Record: 1 | |
| i. Name of the person | |
| ii. Person's IRS Employer Identification Number |
Item B.10. Matters for security holder vote.
| Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters. |
| Were any matters submitted by the Registrant for its security holders' vote during the reporting period? | Yes No |
Item B.11. Legal proceeding.
| Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities. |
| a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? | Yes No |
| b. Has any proceeding previously reported been terminated? | Yes No |
Item B.12. Fidelity bond and insurance (management investment companies only).
| a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? | Yes No |
Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).
| a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? | Yes No |
| i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? | Yes No |
Item B.14. Provision of financial support.
| Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. |
| Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? | Yes No |
Item B.15. Exemptive orders.
| a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? | Yes No |
| Release number Record: 1 | |
| i. If yes, provide below the release number for each order |
Item B.16. Principal underwriters.
| a. Provide the information requested below about each principal underwriter: |
| Principal underwriter Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 8-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? | Yes No |
| b. Have any principal underwriters been hired or terminated during the reporting period? | Yes No |
Item B.17. Independent public accountant.
| Provide the following information about each independent public accountant: |
| Public accountant Record: 1 | |
| a. Full Name | |
| b. PCAOB Number | |
| c. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| d. State, if applicable | |
| e. Foreign country, if applicable |
| f. Has the independent public accountant changed since the last filing? | Yes No |
Item B.18. Report on internal control (management investment companies only).
| Instruction. Small business investment companies are not required to respond to this item. |
| For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? | Yes No |
Item B.19. Audit opinion.
| For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? | Yes No |
Item B.20. Change in valuation methods.
| Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category. |
| Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? | Yes No |
Item B.21. Change in accounting principles and practices.
| Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? | Yes No |
Item B.22. Net asset value error corrections (open-end management investment companies only).
| a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? | Yes No |
Item B.23. Rule 19a-1 notice (management investment companies only).
| During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? | Yes No |
| Payment dividend series info Record: 1 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 2 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 3 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 4 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 5 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 6 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 7 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 8 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 9 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 10 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
| Payment dividend series info Record: 11 | |
| a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: | |
| i. Series name | |
| ii. Series identification number |
N-CEN:Part C: Additional Questions for Management Investment Companies
General Instruction.Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below. |
| Management Investment Record: 1 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 17,147.00000000 |
| g. Provide the net income from securities lending activities | 18,926.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,051.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 943.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,696.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,224.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,265.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,409.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,728.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 958.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,384.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,774.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 22,912.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 264.96000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54,251,493.33000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,977.70000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 266.48000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,444.49000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 476.86000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 915.63000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 54,258,839.45000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 2 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 18,525,799.16000000 |
| g. Provide the net income from securities lending activities | 165,736.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 10,158.69000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 11,999.33000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,760.03000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,637.69000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,194.95000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,985.97000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 9,859.60000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 15,258.06000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 37,142.15000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,904.30000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 134,416.79000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 130,851,095.70000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 573,500,000.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,603,177.15000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,804,134.79000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 223,932,489.03000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 961,667,072.42000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 3 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 40,659,321.69000000 |
| g. Provide the net income from securities lending activities | 96,661.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 625.97000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,694.05000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 288.47000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 9,254.67000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 565.41000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 495.70000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 365.94000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 336.48000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,366.30000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,007.35000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17,849.51000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,809,361.46000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 378,540,398.51000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 243,447,625.57000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 232,243,096.08000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 189,751,493.08000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 260,538,286.12000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 87,491,566.18000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 95,740,253.23000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9,085,369.29000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 117,072,082.18000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,619,720,233.55000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 4 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 48,545.80000000 |
| g. Provide the net income from securities lending activities | 401.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 181.91000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 64.39000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 51.63000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 114.52000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 64.45000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 52.14000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 32.70000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 100.80000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 48.36000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 102.07000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 921.01000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 954.76000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 138.76000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 375.49000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,600,000.00000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,173.13000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6.16000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,629.20000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 791.60000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 626.09000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,609,060.44000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 800,000,000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 5 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,726,002.18000000 |
| g. Provide the net income from securities lending activities | 22,365.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 108.95000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 566.12000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 158.81000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 900.98000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 171.38000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,605.07000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 114.28000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 564.98000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,019.47000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 167.40000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 8,977.84000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,527,552.37000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 916.72000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 156,979,778.81000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 163,921,475.47000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 125,138,778.30000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 60,539,206.84000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 64,982,620.67000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26,960,007.85000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106,006,685.61000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 998.58000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 711,093,211.42000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 6 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,613,254.14000000 |
| g. Provide the net income from securities lending activities | 13,694.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 726.11000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,672.39000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,450.73000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 12,552.82000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,931.12000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,150.27000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,945.63000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 465.49000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 29,656.98000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,415.96000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 70,982.47000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 398,980,342.09000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 215,893,902.69000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 614,874,244.78000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 7 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 32,166,022.18000000 |
| g. Provide the net income from securities lending activities | 1,014,169.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 20,131.88000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 23,818.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 132,706.40000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 59,150.36000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 28,115.47000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 52,934.61000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 12,696.57000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 25,919.25000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 81,502.52000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 21,510.28000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 508,255.24000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 874,973.22000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 135,249,545.81000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 718,170,000.00000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 163,559,376.97000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 92,275,498.61000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20,435,626.65000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,130,565,021.26000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 800,000,000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 8 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,399,183.00000000 |
| g. Provide the net income from securities lending activities | 25,200.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 810.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 706.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,175.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 981.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,284.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,498.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 995.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 721.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 533.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 606.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 14,736.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 312.40000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 70,550,363.93000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,517.71000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,658.60000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,392.71000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 783.61000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,116.32000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 13,912.18000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 70,573,057.46000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 9 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 131,684,585.60000000 |
| g. Provide the net income from securities lending activities | 1,581,691.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 34 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 35 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 36 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 37 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 38 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 39 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 40 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 41 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 42 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 43 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 44 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 45 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 46 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 47 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 48 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 49 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 50 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 12,651.87000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 14,976.21000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 35,840.16000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 124,753.87000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 71,493.38000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 61,857.35000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 13,015.78000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 16,406.30000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 56,272.58000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 87,184.46000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 560,161.27000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 203,931,969.60000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 741,517.51000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22,663,708.01000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46,401,230.48000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 649,070,000.00000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 306,868,222.98000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,242,463,225.93000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| Line of Credit details Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| i. Is the line of credit a committed or uncommitted line of credit? | Committed Uncommitted | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ii. What size is the line of credit? | 800,000,000.00000000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iii. With which institution(s) is the line of credit? | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 1 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 3 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Line Institutions Record: 4 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Name of institution | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| iv. Is the line of credit just for the Fund, or is it shared among multiple funds? | Sole Shared | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Shared Credit Users Record: 1 |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| Name of fund | |
| SEC File number( e.g., 811- ) |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 10 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,319,448.64000000 |
| g. Provide the net income from securities lending activities | 28,895.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,968.28000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 905.35000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 11,106.19000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 884.89000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,708.86000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,343.19000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,232.96000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,371.55000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,288.11000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,688.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 36,374.25000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 464,418,512.46000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 791,566,098.63000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 506,443,211.58000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25,092,229.52000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 197,995,703.00000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 180,817,590.13000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 742,323,580.89000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 240,873,737.12000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,072,074,726.86000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 80,705,903.81000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 4,308,058,202.00000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 11 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund
h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,243,706.00000000 |
| g. Provide the net income from securities lending activities | 78,132.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,378.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,015.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,015.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 14,258.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 15,392.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,442.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 8,885.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,726.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 9,919.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,310.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 90,591.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 307,780,850.43000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 307,780,850.43000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 12 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 19,902,233.84000000 |
| g. Provide the net income from securities lending activities | 43,035.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,899.91000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,111.38000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,610.53000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 8,747.96000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 8,961.96000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 11,858.40000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,734.37000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,319.09000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,619.43000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,077.60000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 72,696.73000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,493,276.36000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 112,387,456.49000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 148,542,141.11000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 168,873,781.98000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,946.39000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,901.15000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 51,165,074.80000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 471,936,207.95000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,432,718.08000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 853.06000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 963,838,226.88000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 13 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 70,471,410.25000000 |
| g. Provide the net income from securities lending activities | 446,449.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,155.30000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,530.67000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,674.17000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,410.22000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 8,476.67000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 9,247.69000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,152.90000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,824.64000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,881.72000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,491.80000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 66,666.83000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,057.42000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 138.13000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 177.25000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,186.81000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 54.03000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 74,767,005.79000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 193.62000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 174,250,249.40000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 249,022,062.45000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 14 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | N/A |
| g. Provide the net income from securities lending activities | N/A |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 73,494.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 190,239.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 86,284.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 77,710.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 391,110.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 107,774.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 66,320.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 46,125.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 322,591.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 124,094.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,639,008.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,247,577,705.42000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,247,577,705.42000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 15 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 14,722,640.73000000 |
| g. Provide the net income from securities lending activities | 44,766.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,534.42000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,521.95000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,982.80000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,630.26000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 945.37000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,127.69000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,878.32000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,605.45000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,545.51000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,531.90000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 28,923.90000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,311.00000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 706.47000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 51,454,459.68000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 260.93000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4,318.07000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,080.24000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 702,567,653.41000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 754,031,789.80000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 16 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 25,709,491.39000000 |
| g. Provide the net income from securities lending activities | 153,197.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,183.44000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,677.86000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,850.91000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,306.19000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,063.17000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,491.99000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,932.13000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,607.48000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,869.33000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,730.34000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 51,479.62000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 364.91000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11,027.15000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,074.86000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 58,535,428.87000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 927.13000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 804.43000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,001.77000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 146,459,981.70000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,328.86000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25,611.55000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 205,062,197.67000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 17 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 19,335,583.84000000 |
| g. Provide the net income from securities lending activities | 90,283.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 960.19000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 717.91000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,709.04000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,196.95000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 496.67000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 885.10000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 932.31000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 454.28000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 467.16000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,260.10000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 11,421.86000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31,679,798.32000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27,772,210.07000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 175,801,480.98000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 155,530,757.61000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,151,387.15000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 95,413,404.72000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,108.68000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 88,968,891.03000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,521,672.57000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 72,922,060.95000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 658,767,266.54000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 18 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 20,520,767.11000000 |
| g. Provide the net income from securities lending activities | 96,379.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 526.22000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 897.14000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,423.87000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 398.51000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 604.07000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 893.94000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 366.56000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 830.16000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 541.45000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 612.41000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 9,276.65000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,005.22000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 151,681,977.50000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47,095,565.56000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11,442.82000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,276.12000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57,531,665.31000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 20,212,150.83000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 92,501,051.39000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46,039,088.04000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,983,950.84000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 422,075,689.70000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 19 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 21,180,974.00000000 |
| g. Provide the net income from securities lending activities | 135,617.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,132.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 916.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 878.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 842.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 972.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 970.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,043.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,294.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,485.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,070.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17,105.35000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27,371,120.49000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 503.68000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 987.40000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,966.45000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,546.49000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 217.11000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,686.42000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10,269.34000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,223.36000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 27,391,520.74000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 20 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 82,320,484.97000000 |
| g. Provide the net income from securities lending activities | 204,925.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,658.64000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 12,946.51000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,749.22000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,615.97000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,471.49000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,886.22000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,204.32000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 7,762.57000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,738.48000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,466.42000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 68,251.49000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 68.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 457.27000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 562.54000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,375.52000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,242.84000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 737,250,409.89000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 92,486,368.33000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 41,223.60000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 829,793,708.18000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 21 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 946,348.95000000 |
| g. Provide the net income from securities lending activities | 2,338.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,228.25000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,693.38000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,244.99000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 414.68000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 288.65000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 290.96000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 645.75000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 269.95000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 476.87000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,065.05000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 12,572.03000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 123,415,763.92000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 153,851,445.66000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9,633,422.46000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 644,226,043.32000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 172,619,680.50000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40,689,474.83000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 516,826,127.98000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 445,077,003.60000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 44,036,677.85000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 256,510,222.99000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,406,886,452.72000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 22 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 8,999,150.00000000 |
| g. Provide the net income from securities lending activities | 78,095.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,306.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,205.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,809.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,582.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,097.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,125.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,981.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,440.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,269.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,211.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 25,161.97000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15,004.40000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10,647.71000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,347.51000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,237.02000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 171.49000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,186.60000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,457.68000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 61,934,020.48000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,086.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 61,996,159.02000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 23 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 28,907,137.80000000 |
| g. Provide the net income from securities lending activities | 184,340.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 523.64000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,622.47000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,257.45000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,864.56000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,919.11000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 922.53000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,190.21000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 682.41000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,634.22000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 671.76000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 16,665.10000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 367,812,095.03000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 312,731,023.75000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 37,572,304.76000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9,913,046.25000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 285,964,206.59000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 247,569,646.65000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 561,030,780.41000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 99,854,946.74000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,078,608.94000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 268,003,525.45000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,198,530,238.97000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 24 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,298,527.00000000 |
| g. Provide the net income from securities lending activities | 25,371.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 342.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 504.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 323.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 262.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 269.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 316.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 397.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 327.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 282.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 455.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 4,766.38000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,315.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45,931,201.59000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,933.18000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,346.61000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,657.03000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,063.93000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,621.23000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 45,972,138.76000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 25 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,821,418.38000000 |
| g. Provide the net income from securities lending activities | 20,549.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 4 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 5 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 6 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 7 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 8 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 9 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 10 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 11 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 12 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 13 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 14 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 15 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 16 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 17 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 18 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 19 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 20 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 21 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 22 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 23 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 24 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 25 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 26 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 27 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 28 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 29 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 30 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 31 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 32 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 33 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 461.55000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 222.12000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 298.07000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 173.85000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 647.95000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 403.60000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 212.24000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,367.48000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 363.54000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 308.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 5,315.75000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,786,852.72000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,011,924.25000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2.70000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14,950,000.00000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10,101,925.36000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 34,975,127.64000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 26 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 19,616,338.56000000 |
| g. Provide the net income from securities lending activities | 97,916.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,146.96000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,818.06000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,902.98000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 847.63000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,145.47000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,645.60000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,990.20000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,786.36000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,709.95000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,077.56000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 19,726.98000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,943.57000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 441.23000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 150.37000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 62,242,253.98000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 225,753,633.35000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 100.97000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 78.44000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9,048.10000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,343.13000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 288,010,993.14000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 27 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 759,465.00000000 |
| g. Provide the net income from securities lending activities | 919,727.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 108,066.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 151,131.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 64,088.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 26,268.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 43,178.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 14,725.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 48,890.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 46,810.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 73,623.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 62,797.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 724,724.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,255,771,536.14000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,255,771,536.14000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 28 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 18,872,889.54000000 |
| g. Provide the net income from securities lending activities | 89,463.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,247.47000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 800.29000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 977.60000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 836.18000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 751.41000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,207.07000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,469.27000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,494.04000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,358.09000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,868.84000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 15,647.08000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 388,736,605.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 116,399,259.76000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 315,094,438.50000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 65,621,699.67000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 353,276,258.24000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 288,908,297.62000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 66,340,751.03000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 80,155,493.39000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 236,691,065.60000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 79,994,587.41000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,094,060,871.16000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 29 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 291,557,482.36000000 |
| g. Provide the net income from securities lending activities | 801,749.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 26,089.12000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,740.79000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 9,012.88000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 5,135.37000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,368.26000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 8,712.96000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,779.01000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 3,199.19000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,072.46000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,614.87000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 75,007.27000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,951,007,847.29000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 487,089,817.01000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 692,846,191.46000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 605,196,784.39000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 115,261,009.80000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 471,794,911.88000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,252,075,875.43000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 654,594,402.21000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 287,516,070.42000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 957,850,995.95000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 9,592,581,780.34000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 30 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,207,868.11000000 |
| g. Provide the net income from securities lending activities | 24,504.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,732.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,594.41000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,337.36000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,283.02000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 423.86000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 409.67000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,357.71000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,241.42000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 827.76000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 941.76000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 17,432.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 82,116,556.85000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 58,635,154.85000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31,643,120.22000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 135,450,115.98000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 303,686,797.30000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 350,400,853.61000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 27,846,152.37000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 89,907,718.26000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 112,846,553.81000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,863,889.06000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,199,396,912.31000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 31 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 12,024,829.62000000 |
| g. Provide the net income from securities lending activities | 17,726.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 248.85000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,336.44000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 858.21000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,006.29000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,069.31000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 257.71000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 215.68000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 551.52000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 383.98000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 451.28000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 7,589.98000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,333,680.19000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,242,295.46000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 86,205,828.98000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 36,077,241.07000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,473,608.60000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 78,987,660.07000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 84,890,058.11000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,662,839.01000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15,636,614.21000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 346,509,825.70000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 32 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,887,265.36000000 |
| g. Provide the net income from securities lending activities | 12,486.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,065.58000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 644.03000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 932.76000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 399.99000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 838.42000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 425.14000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 415.25000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,732.94000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,843.45000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 2,373.49000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 12,199.11000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21,903,467.91000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 39,654,171.44000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,797,962.87000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 63,086,811.49000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28,299,390.09000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 78,486,895.18000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14,174,920.93000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 34,651,411.40000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 286,055,031.31000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 33 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 6,917,167.52000000 |
| g. Provide the net income from securities lending activities | 29,549.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,713.86000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,714.86000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 6,095.89000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 713.40000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,133.24000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 4,292.48000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 484.07000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 575.77000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,609.09000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 1,550.29000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 21,722.14000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 37,921,833.20000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 26,794,126.23000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 57,179,068.35000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 122,400,494.42000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 92,160,905.35000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 78,903,936.55000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 81,226,384.36000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 32,264,501.74000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18,728,293.46000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 108,547,319.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 663,088,425.29000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
| Management Investment Record: 34 |
Item C.1. Background information.
| a. Full Name of the Fund | |
| b. Series identication number, if any | |
| c. LEI | |
| d. Is this the first filing on this form by the Fund? | Yes No |
Item C.2. Classes of open-end management investment companies.
| a. How many Classes of shares of the Fund (if any) are authorized? | |
| b. How many new Classes of shares of the Fund were added during the reporting period? | |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | |
| ii. Class identification number, if any | |
| iii. Ticker symbol, if any |
Item C.3. Type of fund.
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. Exchange-Traded Fund ii. Exchange-Traded Managed Fund b. Index Fund
c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark d. Interval Fund e. Fund of Funds f. Master-Feeder Fund g. Money Market Fund h. Target Date Fund i. Underlying fund to a variable annuity or variable life insurance contract N/A |
Item C.4. Diversification.
| Does the Fund seek to operate as a "non-diversified company" as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? | Yes No |
Item C.5. Investments in certain foreign corporations.
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? | Yes No |
Item C.6. Securities lending.
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? | Yes No |
| b. Did the Fund lend any of its securities during the reporting period? | Yes No |
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? | Yes No |
| 2. The Fund was otherwise adversely impacted? | Yes No |
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? | Yes No |
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | |
| 2. Identifying number(s) | |
| LEI | |
| RSSD ID |
| vi. Did the Fund exercise its indemnification rights during the reporting period? | Yes No |
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? | Yes No |
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? | Yes No |
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative fee) iii. Administrative fee iv. Cash collateral reinvestment fee v. Indemnification fee vi. Other N/A |
| If other, describe: | |
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,669,599.00000000 |
| g. Provide the net income from securities lending activities | 34,816.00000000 |
Item C.7. Reliance on certain statutory exemption and rules.
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1) c. Rule 15a-4 (17 CFR 270.15a-4) d. Rule 17a-6 (17 CFR 270.17a-6) e. Rule 17a-7 (17 CFR 270.17a-7) f. Rule 17a-8 (17 CFR 270.17a-8) g. Rule 17e-1 (17 CFR 270.17e-1) h. Rule 22d-1 (17 CFR 270.22d-1) i. Rule 23c-1 (17 CFR 270.23c-1) j. Rule 32a-4 (17 CFR 270.32a-4) k. Rule 6c-11 (17 CFR 270.6c-11) l. Rule 12d1-4 (17 CFR 270.12d1-4) m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) n. Rule 18f-4 (17 CFR 270.18f-4)
|
Item C.8. Expense limitations.
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? | Yes No |
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? | Yes No |
| c. Are the fees waived subject to recoupment? | Yes No |
| d. Were any expenses previously waived recouped during the period? | Yes No |
Item C.9. Investment advisers.
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii.CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Was the investment adviser hired during the reporting period? | Yes No |
| b. If an investment adviser (other than a sub-adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number (e.g., 801-), if applicable | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? | Yes No |
| viii. Was the sub-adviser hired during the reporting period? | Yes No |
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number (e.g., 801-) | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
Item C.10. Transfer agents.
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | |
| ii.SEC file number (e.g., 84- or 85-) | |
| iii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vii. Is the transfer agent a sub-transfer agent? | Yes No |
| b. Has a transfer agent been hired or terminated during the reporting period? | Yes No |
Item C.11. Pricing services.
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| Pricing Services Record: 3 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| b. Was a pricing service hired or terminated during the reporting period? | Yes No |
Item C.12. Custodians.
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| Custodians Record: 2 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the custodian a sub-custodian? | Yes No |
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other |
| b. Has a custodian been hired or terminated during the reporting period?* | Yes No |
Item C.13. Shareholder servicing agents.
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? | Yes No |
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? | Yes No |
Item C.14. Administrators.
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Is the administrator a sub-administrator? | Yes No |
| b.Has a third-party administrator been hired or terminated during the reporting period? | Yes No |
Item C.15. Affiliated broker-dealers.
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Broker Dealers Record: 2 | |
| a. Full name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. State, if applicable | |
| f. Foreign country, if applicable | |
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
Item C.16. Brokers.
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund's portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 35,249.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 124,701.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 145,434.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 152,419.00000000 |
| Brokers Record: 5 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 35,091.00000000 |
| Brokers Record: 6 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 44,953.00000000 |
| Brokers Record: 7 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 171,345.00000000 |
| Brokers Record: 8 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 164,797.00000000 |
| Brokers Record: 9 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 96,798.00000000 |
| Brokers Record: 10 | |
| i. Full name of broker | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Gross commissions paid by the Fund for the reporting period | 136,913.00000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 1,194,283.00000000 |
Item C.17. Principal transactions.
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | |
| ii. SEC file number | |
| iii. CRD number | |
| iv. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,557,981,292.18000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,557,981,292.18000000 |
Item C.18. Payments for brokerage and research.
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? | Yes No |
Item C.19. Average net assets.
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | |
| b. Provide the money market fund's daily average net assets during the reporting period |
Item C.20. Lines of credit, interfund lending and interfund borrowing.
| a. Does the Fund have available a line of credit? | Yes No |
| b. Did the Fund engage in interfund lending? | Yes No |
| c.Did the Fund engage in interfund borrowing? | Yes No |
Item C.21. Swing pricing.
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? | Yes No |
Item C.22. Liquidity classification services. For open-end management investment companies subject to rule 22e-4 (17 CFR 270.22e-4), respond to the following:
| a. Provide the following information about each person that provided liquidity classification services to the Fund during the reporting period: |
| i. Full name | |
| ii. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| Other identifying number | |
| Description of other identifying number | |
| iii. State, if applicable | |
| iv. Foreign country, if applicable | |
| v. Is the liquidity classification service an affiliated person of the Fund or its investment adviser(s)? | Yes No |
| vi. Asset class(es) for which liquidity classification services were provided to the Fund (check all that apply) |
Short-term investment vehicle
Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-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 |
| b. Was a liquidity classification service hired or terminated during the reporting period? | Yes No |
N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds
| Exchange Record: 1 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 2 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 35 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 36 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 3 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 4 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 35 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 36 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 5 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 6 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 7 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 35 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 36 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 8 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 9 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 35 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 36 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 10 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 11 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 12 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 13 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 14 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 15 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 16 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 17 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 18 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 19 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 20 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 21 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 22 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 23 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 24 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 25 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 35 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 36 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 26 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 27 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 28 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 29 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 30 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 31 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 32 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 33 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
| Exchange Record: 34 |
| Fund Name |
Item E.1. Exchange.
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund's shares are listed: | |
| b. Ticker. Provide the Fund's ticker symbol: |
Item E.2. Authorized participants.
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 2 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 3 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 4 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 5 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 6 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 7 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 8 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 9 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 10 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 11 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 12 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 13 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 14 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 15 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 16 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 17 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 18 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 19 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 20 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 21 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 22 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 23 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 24 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 25 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 26 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 27 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 28 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 29 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 30 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 31 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 32 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 33 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | |
| Authorized Participants Record: 34 | |
| a. Full Name | |
| b. SEC file number | |
| c. CRD number | |
| d. Identifying number(s) | |
| LEI | |
| RSSD ID | |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? | Yes No |
Item E.3. Creation units.
| Instructions. The term "creation unit" means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | |
| ii. The standard deviation of the percentage of that value composed of cash: | |
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | |
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: |
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | |
| 3. A percentage of the value of each creation unit, if charged on that basis: |
Item E.5. In-Kind ETF.
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? | Yes No |
N-CEN:Part G: Attachments
Item G.1a. Attachments.
| Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: |
i. Legal proceedings
ii. Provision of financial support iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only) iv. Change in accounting principles and practices v. Information required to be filed pursuant to exemptive orders vi. Other information required to be included as an attachment pursuant to Commission rules and regulations |
| Instructions. 1. Item G.1.a.i. Legal proceedings. (a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding. (b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination. 2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support. (b) Person providing support. (c) Brief description of relationship between the person providing support and the Registrant. (d) Date support provided. (e) Amount of support. (f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI, RSSD ID). (g) Value of security supported on date support was initiated (if applicable). (h) Brief description of reason for support. (i) Term of support. (j) Brief description of any contractual restrictions relating to support. 3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year. The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued. Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed. The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant. 4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description. 5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant. 6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations. |
N-CEN: Signature
| Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. | ||
| Registrant | ||
| Date | ||
| Signature | ||
| Title | ||
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