Machine-readable data dictionary for Form N-PORT (monthly portfolio investments report), N-PORT-P and N-PORT-P/A: every field (277) with the agency's own definition and source citation, official code lists, the values actually found in the published files (2019q4 to 2026q2), with company identifiers named as CIK, LEI and FIGI.
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| Table | Field | Official definition | Form item | Code list |
|---|---|---|---|---|
| SUBMISSION | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| SUBMISSION | FILING_DATE | Filing date | ||
| SUBMISSION | FILE_NUM | File number | ||
| SUBMISSION | SUB_TYPE | NPORT-P, NPORT-P/A, NT NPORT-P | ||
| SUBMISSION | REPORT_ENDING_PERIOD | Date of fiscal year-end | A.3.a | |
| SUBMISSION | REPORT_DATE | Date as of which information is reported | A.3.b | |
| SUBMISSION | IS_LAST_FILING | Does the Fund anticipate that this will be its final filing on Form N-PORT | A.4 | |
| REGISTRANT | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| REGISTRANT | CIK | CIK number | A.1.c | |
| REGISTRANT | REGISTRANT_NAME | Name of Registrant | A.1.a | |
| REGISTRANT | FILE_NUM | Investment Company Act file number | A.1.b | |
| REGISTRANT | LEI | LEI of Registrant | A.1.d | |
| REGISTRANT | ADDRESS1 | Address line 1 | A.1.e | |
| REGISTRANT | ADDRESS2 | Address line 2 | A.1.e | |
| REGISTRANT | CITY | City | A.1.e | |
| REGISTRANT | STATE | State | A.1.e | |
| REGISTRANT | COUNTRY | Country | A.1.e | |
| REGISTRANT | ZIP | Zip code | A.1.e | |
| REGISTRANT | PHONE | Phone | A.1.e | |
| FUND_REPORTED_INFO | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| FUND_REPORTED_INFO | SERIES_NAME | Name of Series | A.2.a | |
| FUND_REPORTED_INFO | SERIES_ID | EDGAR Series Identifier | A.2.b | |
| FUND_REPORTED_INFO | SERIES_LEI | LEI of Series. | A.2.c | |
| FUND_REPORTED_INFO | TOTAL_ASSETS | Total assets | B.1.a | |
| FUND_REPORTED_INFO | TOTAL_LIABILITIES | Total liabilities | B.1.b | |
| FUND_REPORTED_INFO | NET_ASSETS | Net assets | B.1.c | |
| FUND_REPORTED_INFO | ASSETS_ATTRBT_TO_MISC_SECURITY | Assets attributable to miscellaneous securities | B.2.a | |
| FUND_REPORTED_INFO | ASSETS_INVESTED | Assets invested in a Controlled Foreign Corporation | B.2.b | |
| FUND_REPORTED_INFO | BORROWING_PAY_WITHIN_1YR | Amounts payable to banks or other financial institutions for borrowings within one year | B.2.c | |
| FUND_REPORTED_INFO | CTRLD_COMPANIES_PAY_WITHIN_1YR | Amounts payable to controlled companies within one year | B.2.c | |
| FUND_REPORTED_INFO | OTHER_AFFILIA_PAY_WITHIN_1YR | Amounts payable to other affiliates within one year | B.2.c | |
| FUND_REPORTED_INFO | OTHER_PAY_WITHIN_1YR | Amounts payable to others within one year | B.2.c | |
| FUND_REPORTED_INFO | BORROWING_PAY_AFTER_1YR | Amounts payable to banks or other financial institutions for borrowings after one year | B.2.c | |
| FUND_REPORTED_INFO | CTRLD_COMPANIES_PAY_AFTER_1YR | Amounts payable to controlled companies after one year | B.2.c | |
| FUND_REPORTED_INFO | OTHER_AFFILIA_PAY_AFTER_1YR | Amounts payable to other affiliates after one year | B.2.c | |
| FUND_REPORTED_INFO | OTHER_PAY_AFTER_1YR | Amounts payable to others after one year | B.2.c | |
| FUND_REPORTED_INFO | DELAYED_DELIVERY | Payables for investments purchased on a delayed delivery, when-issued, or other firm commitment basis | B.2.d | |
| FUND_REPORTED_INFO | STANDBY_COMMITMENT | Payables for investments purchased on a standby commitment basis | B.2.d | |
| FUND_REPORTED_INFO | LIQUIDATION_PREFERENCE | Liquidation preference of outstanding preferred stock issued by the Fund | B.2.e | |
| FUND_REPORTED_INFO | CASH_NOT_RPTD_IN_C_OR_D | Cash and cash equivalents not reported in Parts C or D | B.2.f | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_3MON_INVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade for 3 month maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_1YR_INVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade for 1 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_5YR_INVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade for 5 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_10YR_INVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade for 10 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_30YR_INVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade for 30 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_3MON_NONINVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by non investment grade for 3 month maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_1YR_NONINVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by non investment grade for 1 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_5YR_NONINVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by non investment grade for 5 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_10YR_NONINVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by non investment grade for 10 year maturity | B.3.c | |
| FUND_REPORTED_INFO | CREDIT_SPREAD_30YR_NONINVEST | The change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by non investment grade for 30 year maturity | B.3.c | |
| FUND_REPORTED_INFO | IS_NON_CASH_COLLATERAL | Did any securities lending counterparty provide any non-cash collateral | B.4.b | |
| FUND_REPORTED_INFO | NET_REALIZE_GAIN_NONDERIV_MON1 | First month net realized gain (loss) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | NET_UNREALIZE_AP_NONDERIV_MON1 | First month net change in unrealized appreciation (or depreciation) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | NET_REALIZE_GAIN_NONDERIV_MON2 | Second month net realized gain (loss) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | NET_UNREALIZE_AP_NONDERIV_MON2 | Second month net change in unrealized appreciation (or depreciation) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | NET_REALIZE_GAIN_NONDERIV_MON3 | Third month net realized gain (loss) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | NET_UNREALIZE_AP_NONDERIV_MON3 | Third month net change in unrealized appreciation (or depreciation) attributable to investments other than derivatives | B.5.d | |
| FUND_REPORTED_INFO | SALES_FLOW_MON1 | First Month Total net asset value of shares sold | B.6.a | |
| FUND_REPORTED_INFO | REINVESTMENT_FLOW_MON1 | First Month Total net asset value of shares sold in connection with reinvestments of dividends and distributions | B.6.b | |
| FUND_REPORTED_INFO | REDEMPTION_FLOW_MON1 | First Month Total net asset value of shares redeemed or repurchased, including exchanges | B.6.c | |
| FUND_REPORTED_INFO | SALES_FLOW_MON2 | Second Month Total net asset value of shares sold | B.6.a | |
| FUND_REPORTED_INFO | REINVESTMENT_FLOW_MON2 | Second Month Total net asset value of shares sold in connection with reinvestments of dividends and distributions | B.6.b | |
| FUND_REPORTED_INFO | REDEMPTION_FLOW_MON2 | Second Month Total net asset value of shares redeemed or repurchased, including exchanges | B.6.c | |
| FUND_REPORTED_INFO | SALES_FLOW_MON3 | Third Month Total net asset value of shares sold | B.6.a | |
| FUND_REPORTED_INFO | REINVESTMENT_FLOW_MON3 | Third Month Total net asset value of shares sold in connection with reinvestments of dividends and distributions | B.6.b | |
| FUND_REPORTED_INFO | REDEMPTION_FLOW_MON3 | Third Month Total net asset value of shares redeemed or repurchased, including exchanges | B.6.c | |
| INTEREST_RATE_RISK | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| INTEREST_RATE_RISK | INTEREST_RATE_RISK_ID | Surrogate Key | ||
| INTEREST_RATE_RISK | CURRENCY_CODE | Currency code | B.3.a,B.3.b | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_3MON_DV01 | Change in value of the portfolio resulting from a 1 basis point change in interest rates for maturity in 3 months | B.3.a | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_1YR_DV01 | Change in value of the portfolio resulting from a 1 basis point change in interest rates for maturity in 1 year | B.3.a | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_5YR_DV01 | Change in value of the portfolio resulting from a 1 basis point change in interest rates for maturity in 5 years | B.3.a | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_10YR_DV01 | Change in value of the portfolio resulting from a 1 basis point change in interest rates for maturity in 10 years | B.3.a | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_30YR_DV01 | Change in value of the portfolio resulting from a 1 basis point change in interest rates for maturity in 30 years | B.3.a | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_3MON_DV100 | Change in value of the portfolio resulting from a 100 basis point change in interest rates for maturity in 3 months | B.3.b | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_1YR_DV100 | Change in value of the portfolio resulting from a 100 basis point change in interest rates for maturity in 1 year | B.3.b | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_5YR_DV100 | Change in value of the portfolio resulting from a 100 basis point change in interest rates for maturity in 5 years | B.3.b | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_10YR_DV100 | Change in value of the portfolio resulting from a 100 basis point change in interest rates for maturity in 10 years | B.3.b | |
| INTEREST_RATE_RISK | INTRST_RATE_CHANGE_30YR_DV100 | Change in value of the portfolio resulting from a 100 basis point change in interest rates for maturity in 30 years | B.3.b | |
| BORROWER | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| BORROWER | BORROWER_ID | Surrogate Key | ||
| BORROWER | NAME | Name of borrower | B.4.a.i | |
| BORROWER | LEI | LEI (if any) of borrower. | B.4.a.ii | |
| BORROWER | AGGREGATE_VALUE | Aggregate value of all securities on loan to the borrower. | B.4.a.iii | |
| BORROW_AGGREGATE | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| BORROW_AGGREGATE | BORROW_AGGREGATE_ID | Surrogate Key | ||
| BORROW_AGGREGATE | AMOUNT | Aggregate principal amount | B.4.b.i | |
| BORROW_AGGREGATE | COLLATERAL | Aggregate value of collateral | B.4.b.ii | |
| BORROW_AGGREGATE | INVESTMENT_CAT | Category of investments | B.4.b.iii | yes |
| BORROW_AGGREGATE | OTHER_DESC | Brief description if category of investment is Other Instrument | B.4.b.iii | |
| MONTHLY_TOTAL_RETURN | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| MONTHLY_TOTAL_RETURN | MONTHLY_TOTAL_RETURN_ID | Surrogate Key | ||
| MONTHLY_TOTAL_RETURN | CLASS_ID | Class identification number(s) (if any) of the Class(es) for which returns are reported. | B.5.b | |
| MONTHLY_TOTAL_RETURN | MONTHLY_TOTAL_RETURN1 | First Month total returns of the Fund | B.5.a | |
| MONTHLY_TOTAL_RETURN | MONTHLY_TOTAL_RETURN2 | Second Month total returns of the Fund | B.5.a | |
| MONTHLY_TOTAL_RETURN | MONTHLY_TOTAL_RETURN3 | Third Month total returns of the Fund | B.5.a | |
| MONTHLY_RETURN_CAT_INSTRUMENT | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| MONTHLY_RETURN_CAT_INSTRUMENT | ASSET_CAT | Asset category | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | INSTRUMENT_KIND | From each asset category further breakdown by derivatives instrument: forward, future, option, swaption, swap, warrant, and other | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_REALIZED_GAIN_MON1 | First month net realized gain (loss) attributable to derivatives | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_UNREALIZED_AP_MON1 | First month net change in unrealized appreciation (or depreciation) attributable to derivatives | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_REALIZED_GAIN_MON2 | Second month net realized gain (loss) attributable to derivatives | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_UNREALIZED_AP_MON2 | Second month net change in unrealized appreciation (or depreciation) attributable to derivatives | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_REALIZED_GAIN_MON3 | Third month net realized gain (loss) attributable to derivatives | B.5.c | |
| MONTHLY_RETURN_CAT_INSTRUMENT | NET_UNREALIZED_AP_MON3 | Third month net change in unrealized appreciation (or depreciation) attributable to derivatives | B.5.c | |
| FUND_VAR_INFO | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| FUND_VAR_INFO | DESIGNATED_INDEX_NAME | For Funds subject to Relative VaR Test during the period, the name of the Fund's Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund's Securities Portfolio | B.10.b.i | |
| FUND_VAR_INFO | DESIGNATED_INDEX_IDENTIFIER | The index identifier for the Fund's Designated Index. | B.10.b.ii | |
| FUND_REPORTED_HOLDING | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| FUND_REPORTED_HOLDING | HOLDING_ID | Surrogate Key | ||
| FUND_REPORTED_HOLDING | ISSUER_NAME | Name of issuer | C.1.a | |
| FUND_REPORTED_HOLDING | ISSUER_LEI | LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series | C.1.b | |
| FUND_REPORTED_HOLDING | ISSUER_TITLE | Title of the issue or description of the investment. | C.1.c | |
| FUND_REPORTED_HOLDING | ISSUER_CUSIP | CUSIP | C.1.d | |
| FUND_REPORTED_HOLDING | BALANCE | Balance | C.2.a | |
| FUND_REPORTED_HOLDING | UNIT | Indicate whether balance amount is expressed in number of shares, principal amount, or other units | C.2.a | yes |
| FUND_REPORTED_HOLDING | OTHER_UNIT_DESC | Other units description | C.2.a | |
| FUND_REPORTED_HOLDING | CURRENCY_CODE | Currency code | C.2.b | |
| FUND_REPORTED_HOLDING | CURRENCY_VALUE | Value | C.2.c | |
| FUND_REPORTED_HOLDING | EXCHANGE_RATE | Exchange rate | C.2.c | |
| FUND_REPORTED_HOLDING | PERCENTAGE | Percentage value compared to net assets of the Fund | C.2.d | |
| FUND_REPORTED_HOLDING | PAYOFF_PROFILE | Payoff profile -- long, short, N/A | C.3 | |
| FUND_REPORTED_HOLDING | ASSET_CAT | Asset type | C.4.a | yes |
| FUND_REPORTED_HOLDING | OTHER_ASSET | If Asset type is Other, provide a brief description. | C.4.a | |
| FUND_REPORTED_HOLDING | ISSUER_TYPE | Issuer type | C.4.b | yes |
| FUND_REPORTED_HOLDING | OTHER_ISSUER | If Issuer type is Other, provide a brief description. | C.4.b | |
| FUND_REPORTED_HOLDING | INVESTMENT_COUNTRY | Report the ISO country code that corresponds to the country where the issuer is organized | C.5.a | |
| FUND_REPORTED_HOLDING | IS_RESTRICTED_SECURITY | Is the investment a Restricted Security | C.6 | |
| FUND_REPORTED_HOLDING | FAIR_VALUE_LEVEL | The level within the fair value hierarchy in which the fair value measurements fall pursuant to US GAAP | C.8 | yes |
| FUND_REPORTED_HOLDING | DERIVATIVE_CAT | Type of derivative instrument | C.11.a | |
| IDENTIFIERS | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| IDENTIFIERS | IDENTIFIERS_ID | Surrogate Key | ||
| IDENTIFIERS | IDENTIFIER_ISIN | ISIN | C.1.e.i | |
| IDENTIFIERS | IDENTIFIER_TICKER | Ticker | C.1.e.ii | |
| IDENTIFIERS | OTHER_IDENTIFIER | Other identifier | C.1.e.iii | |
| IDENTIFIERS | OTHER_IDENTIFIER_DESC | Other identifier type used | C.1.e.iii | |
| DEBT_SECURITY | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DEBT_SECURITY | MATURITY_DATE | Maturity date | C.9.a | |
| DEBT_SECURITY | COUPON_TYPE | The category that most closely reflects the coupon type among the following: fixed, floating, variable, none. | C.9.b.i | yes |
| DEBT_SECURITY | ANNUALIZED_RATE | Annualized rate. | C.9.b.ii | |
| DEBT_SECURITY | IS_DEFAULT | Currently in default | C.9.c | |
| DEBT_SECURITY | ARE_ANY_INTEREST_PAYMENT | Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer | C.9.d | |
| DEBT_SECURITY | IS_ANY_PORTION_INTEREST_PAID | Is any portion of the interest paid in kind? | C.9.e | |
| DEBT_SECURITY | IS_CONVTIBLE_MANDATORY | Is it Mandatory convertible | C.9.f.i | |
| DEBT_SECURITY | IS_CONVTIBLE_CONTINGENT | Is it Contingent convertible | C.9.f.ii | |
| DEBT_SECURITY_REF_INSTRUMENT | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DEBT_SECURITY_REF_INSTRUMENT | DEBT_SECURITY_REF_ID | Surrogate Key | ||
| DEBT_SECURITY_REF_INSTRUMENT | ISSUER_NAME | Name of issuer | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | ISSUE_TITLE | Title of issue | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | CURRENCY_CODE | Currency code | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | CUSIP | CUSIP of reference instrument | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | ISIN | ISIN | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | TICKER | Ticker | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | OTHER_IDENTIFIER | Other identifier | C.9.f.iii | |
| DEBT_SECURITY_REF_INSTRUMENT | OTHER_DESC | Type of identifier if 'other' identifier provided | C.9.f.iii | |
| CONVERTIBLE_SECURITY_CURRENCY | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| CONVERTIBLE_SECURITY_CURRENCY | CONVERTIBLE_SECURITY_ID | Surrogate Key | ||
| CONVERTIBLE_SECURITY_CURRENCY | CONVERSION_RATIO | Conversion ratio | C.9.f.iv | |
| CONVERTIBLE_SECURITY_CURRENCY | CURRENCY_CODE | Currency code | C.9.f.iv | |
| REPURCHASE_AGREEMENT | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| REPURCHASE_AGREEMENT | TRANSACTION_TYPE | Category that most closely reflects the transaction (repurchase, reverse repurchase) | C.10.a | |
| REPURCHASE_AGREEMENT | IS_CLEARED | Cleared by central counterparty | C.10.b.i | |
| REPURCHASE_AGREEMENT | CENTRAL_COUNTER_PARTY | Name of the central counterparty | C.10.b.i | |
| REPURCHASE_AGREEMENT | IS_TRIPARTY | Tri-party | C.10.c | |
| REPURCHASE_AGREEMENT | REPURCHASE_RATE | Repurchase rate | C.10.d | |
| REPURCHASE_AGREEMENT | MATURITY_DATE | Maturity date | C.10.e | |
| REPURCHASE_COUNTERPARTY | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| REPURCHASE_COUNTERPARTY | REPURCHASE_COUNTERPARTY_ID | Surrogate Key | ||
| REPURCHASE_COUNTERPARTY | NAME | Name of counterparty | C.10.b.ii | |
| REPURCHASE_COUNTERPARTY | LEI | LEI (if any) of counterparty | C.10.b.ii | |
| REPURCHASE_COLLATERAL | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| REPURCHASE_COLLATERAL | REPURCHASE_COLLATERAL_ID | Surrogate Key | ||
| REPURCHASE_COLLATERAL | PRINCIPAL_AMOUNT | Principal amount | C.10.f.i | |
| REPURCHASE_COLLATERAL | PRINCIPAL_CURRENCY_CODE | Principal currency code | C.10.f.i | |
| REPURCHASE_COLLATERAL | COLLATERAL_AMOUNT | Value of collateral | C.10.f.ii | |
| REPURCHASE_COLLATERAL | COLLATERAL_CURRENCY_CODE | Collateral currency code | C.10.f.ii | |
| REPURCHASE_COLLATERAL | INVESTMENT_CAT | Category of investments that most closely represents the collateral | C.10.f.iii | yes |
| REPURCHASE_COLLATERAL | OTHER_INTRUMENT_DESC | Brief description if category of investment is Other Instrument | C.10.f.iii | |
| DERIVATIVE_COUNTERPARTY | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DERIVATIVE_COUNTERPARTY | DERIVATIVE_COUNTERPARTY_ID | Surrogate Key | ||
| DERIVATIVE_COUNTERPARTY | DERIVATIVE_COUNTERPARTY_NAME | Name of counterparty | C.11.b.i | |
| DERIVATIVE_COUNTERPARTY | DERIVATIVE_COUNTERPARTY_LEI | LEI (if any) of counterparty | C.11.b.i | |
| SWAPTION_OPTION_WARNT_DERIV | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| SWAPTION_OPTION_WARNT_DERIV | PUT_OR_CALL | Type, selected from among the following (put, call). Respond call for warrants | C.11.c.i | yes |
| SWAPTION_OPTION_WARNT_DERIV | WRITTEN_OR_PURCHASED | Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants | C.11.c.ii | yes |
| SWAPTION_OPTION_WARNT_DERIV | SHARES_CNT | Number of shares of underlying reference instrument per contract | C.11.c.iv | |
| SWAPTION_OPTION_WARNT_DERIV | PRINCIPAL_AMOUNT | Principal amount of underlying reference instrument per contract | C.11.c.iv | |
| SWAPTION_OPTION_WARNT_DERIV | CURRENCY_CODE | Currency code | C.11.c.iv | |
| SWAPTION_OPTION_WARNT_DERIV | EXERCISE_PRICE | Exercise price or rate | C.11.c.v | |
| SWAPTION_OPTION_WARNT_DERIV | EXPIRATION_DATE | Expiration date. | C.11.c.vi | |
| SWAPTION_OPTION_WARNT_DERIV | UNREALIZED_APPRECIATION | Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number | C.11.c.viii | |
| DESC_REF_INDEX_BASKET | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DESC_REF_INDEX_BASKET | INDEX_NAME | Index Name | C.11.c.iii.2 | |
| DESC_REF_INDEX_BASKET | INDEX_IDENTIFIER | Index Identifier | C.11.c.iii.2 | |
| DESC_REF_INDEX_BASKET | NARRATIVE_DESC | Narrative Description | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DESC_REF_INDEX_COMPONENT | DESC_REF_INDEX_COMPONENT_ID | Surrogate Key | ||
| DESC_REF_INDEX_COMPONENT | NAME | Name of component | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | CUSIP | CUSIP | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | ISIN | ISIN | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | TICKER | Ticker | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | OTHER_IDENTIFIER | Other identifier | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | OTHER_DESC | Other identifier type used | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | NOTIONAL_AMOUNT | Notional amount | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | CURRENCY_CODE | Currency code | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | VALUE | Value | C.11.c.iii.2 | |
| DESC_REF_INDEX_COMPONENT | ISSUER_CURRENCY_CODE | Currency code of issuer | C.11.c.iii.2 | |
| DESC_REF_OTHER | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| DESC_REF_OTHER | DESC_REF_OTHER_ID | Surrogate Key | ||
| DESC_REF_OTHER | ISSUER_NAME | Issuer name | C.11.c.iii.3 | |
| DESC_REF_OTHER | ISSUE_TITLE | Issuer title | C.11.c.iii.3 | |
| DESC_REF_OTHER | CUSIP | CUSIP | C.11.c.iii.3 | |
| DESC_REF_OTHER | ISIN | ISIN | C.11.c.iii.3 | |
| DESC_REF_OTHER | TICKER | Ticker | C.11.c.iii.3 | |
| DESC_REF_OTHER | OTHER_IDENTIFIER | Other identifier | C.11.c.iii.3 | |
| DESC_REF_OTHER | OTHER_DESC | Other identifier type used | C.11.c.iii.3 | |
| FUT_FWD_NONFOREIGNCUR_CONTRACT | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| FUT_FWD_NONFOREIGNCUR_CONTRACT | PAYOFF_PROFILE | Payoff profile, selected from among the following (long, short). | C.11.d.i | yes |
| FUT_FWD_NONFOREIGNCUR_CONTRACT | EXPIRATION_DATE | Expiration date. | C.11.d.iii | |
| FUT_FWD_NONFOREIGNCUR_CONTRACT | NOTIONAL_AMOUNT | Aggregate notional amount or contract value on trade date | C.11.d.iv | |
| FUT_FWD_NONFOREIGNCUR_CONTRACT | CURRENCY_CODE | Currency code | C.11.d.iv | |
| FUT_FWD_NONFOREIGNCUR_CONTRACT | UNREALIZED_APPRECIATION | Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | C.11.d.v | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| FWD_FOREIGNCUR_CONTRACT_SWAP | CURRENCY_SOLD_AMOUNT | Amount of currency sold | C.11.e.i | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | DESC_CURRENCY_SOLD | Description of currency sold | C.11.e.i | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | CURRENCY_PURCHASED_AMOUNT | Amount of currency purchased. | C.11.e.ii | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | DESC_CURRENCY_PURCHASED | Description of currency purchased. | C.11.e.ii | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | SETTLEMENT_DATE | Settlement date | C.11.e.iii | |
| FWD_FOREIGNCUR_CONTRACT_SWAP | UNREALIZED_APPRECIATION | Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number | C.11.e.iv | |
| NONFOREIGN_EXCHANGE_SWAP | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| NONFOREIGN_EXCHANGE_SWAP | SWAP_FLAG | Custom swap flag | ||
| NONFOREIGN_EXCHANGE_SWAP | TERMINATION_DATE | Termination or maturity date | C.11.f.ii | |
| NONFOREIGN_EXCHANGE_SWAP | UPFRONT_PAYMENT | Upfront payments | C.11.f.iii | |
| NONFOREIGN_EXCHANGE_SWAP | PMNT_CURRENCY_CODE | Payment currency code | C.11.f.iii | |
| NONFOREIGN_EXCHANGE_SWAP | UPFRONT_RECEIPT | Upfront receipts | C.11.f.iii | |
| NONFOREIGN_EXCHANGE_SWAP | RCPT_CURRENCY_CODE | Receipts currency code | C.11.f.iii | |
| NONFOREIGN_EXCHANGE_SWAP | NOTIONAL_AMOUNT | Notional amount | C.11.f.iv | |
| NONFOREIGN_EXCHANGE_SWAP | CURRENCY_CODE | Currency code | C.11.f.iv | |
| NONFOREIGN_EXCHANGE_SWAP | UNREALIZED_APPRECIATION | Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | C.11.f.v | |
| NONFOREIGN_EXCHANGE_SWAP | FIXED_OR_FLOATING_RECEIPT | Fixed, floating, or other receipt | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | FIXED_RATE_RECEIPT | Receipt: fixed rate | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | FLOATING_RATE_INDEX_RECEIPT | Receipt: floating rate index | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | FLOATING_RATE_SPREAD_RECEIPT | Receipt: floating rate spread | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | CURRENCY_CODE_RECEIPT | Receipt: currency code | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | AMOUNT_RECEIPT | Receipt: amount | C.11.f.i.1 | |
| NONFOREIGN_EXCHANGE_SWAP | FIXED_OR_FLOATING_PAYMENT | Fixed, floating, or other payment | C.11.f.i.2 | |
| NONFOREIGN_EXCHANGE_SWAP | FIXED_RATE_PAYMENT | Payment: fixed rate | C.11.f.i.2 | |
| NONFOREIGN_EXCHANGE_SWAP | FLOATING_RATE_INDEX_PAYMENT | Payment: floating rate index | C.11.f.i.2 | |
| NONFOREIGN_EXCHANGE_SWAP | FLOATING_RATE_SPREAD_PAYMENT | Payment: floating rate spread | C.11.f.i.2 | |
| NONFOREIGN_EXCHANGE_SWAP | CURRENCY_CODE_PAYMENT | Payment: currency code | C.11.f.i.2 | |
| NONFOREIGN_EXCHANGE_SWAP | AMOUNT_PAYMENT | Payment: amount | C.11.f.i.2 | |
| FLOATING_RATE_RESET_TENOR | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| FLOATING_RATE_RESET_TENOR | RATE_RESET_TENOR_ID | Surrogate Key | ||
| FLOATING_RATE_RESET_TENOR | RECEIPT_OR_PAYMENT | Receipt or payment | C.11.f.i | |
| FLOATING_RATE_RESET_TENOR | RESET_DATE | Rate reset date | C.11.f.i | yes |
| FLOATING_RATE_RESET_TENOR | RESET_DATE_UNIT | Rate reset unit | C.11.f.i | |
| FLOATING_RATE_RESET_TENOR | RATE_TENOR | Rate tenor | C.11.f.i | yes |
| FLOATING_RATE_RESET_TENOR | RATE_TENOR_UNIT | Rate tenor unit | C.11.f.i | |
| OTHER_DERIV | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| OTHER_DERIV | OTHER_DESC | Other description | C.11.g.i | |
| OTHER_DERIV | TERMINATION_DATE | Termination date or maturity date | C.11.g.ii | |
| OTHER_DERIV | UNREALIZED_APPRECIATION | Unrealized appreciation or depreciation | C.11.g.v | |
| OTHER_DERIV_NOTIONAL_AMOUNT | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| OTHER_DERIV_NOTIONAL_AMOUNT | OTHER_DERIV_NOTIONAL_AMOUNT_ID | Surrogate Key | ||
| OTHER_DERIV_NOTIONAL_AMOUNT | NOTIONAL_AMOUNT | Notional amount | C.11.g.iii | |
| OTHER_DERIV_NOTIONAL_AMOUNT | CURRENCY_CODE | Currency code | C.11.g.iii | |
| SECURITIES_LENDING | HOLDING_ID | Key for each holding in the schedule of portfolio investments | ||
| SECURITIES_LENDING | IS_CASH_COLLATERAL | Does any amount of this investment represent reinvestment of cash collateral received for loaned securities | C.12.a | |
| SECURITIES_LENDING | CASH_COLLATERAL_AMOUNT | Provide the value of the investment representing cash collateral | C.12.a | |
| SECURITIES_LENDING | IS_NON_CASH_COLLATERAL | Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities | C.12.b | |
| SECURITIES_LENDING | NON_CASH_COLLATERAL_VALUE | Provide the value of the securities representing non-cash collateral | C.12.b | |
| SECURITIES_LENDING | IS_LOAN_BY_FUND | Is any portion of this investment on loan by the Fund | C.12.c | |
| SECURITIES_LENDING | LOAN_VALUE | Provide the value of the securities on loan | C.12.c | |
| EXPLANATORY_NOTE | ACCESSION_NUMBER | The 20-character string formed from the 18-digit number assigned by the Commission to each EDGAR submission. | ||
| EXPLANATORY_NOTE | EXPLANATORY_NOTE_ID | Surrogate Key | ||
| EXPLANATORY_NOTE | ITEM_NO | Item number | E | |
| EXPLANATORY_NOTE | EXPLANATORY_NOTE | Explanatory note | E |