Native Authentication

I am new to Elasticsearch.
I got the idea that in the Native Authentication realm, the user credentials are hashed and stored in the .security index. So the question which came in my mind is that for a multi-node cluster with master, data and coordinator nodes, do the shards of .security index get created in every node of the cluster or in some specific nodes only (data nodes)?

As for every index, shards are located on data nodes.

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