{"ticker":"AGG","periods":{"2019-11-30":{"filedDate":"2020-01-28","netAssetsUSD":67156502265.44,"borrowerCount":21,"onLoanToBorrowersUSD":269058531.69,"positionsWithLoansUSD":494169823.79,"onLoanPctOfNetAssets":0.4,"largestBorrowerSharePct":24.0,"cashCollateralPct":0.41,"cashCollateralCoverPct":102.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":64462359.2},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49802805.7},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":45259056.26},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":19934923.54},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":16389969.67},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":14863146.54},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10756560.09},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":8590302.76},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":8519252.46},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":8472839.11},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4396301.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4341149.28},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4088882.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2898029.86},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2052940.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1320779.13},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1034520.0},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":809573.61},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":508470.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":496608.32},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":60061.8}]},"2020-02-29":{"filedDate":"2020-04-27","netAssetsUSD":76311094221.13,"borrowerCount":18,"onLoanToBorrowersUSD":126404613.45,"positionsWithLoansUSD":254061103.76,"onLoanPctOfNetAssets":0.17,"largestBorrowerSharePct":56.0,"cashCollateralPct":0.17,"cashCollateralCoverPct":102.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":70787224.05},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":19582081.94},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7378620.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5610829.7},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5298888.8},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4147254.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2398325.18},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2294342.35},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2227775.17},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1339288.8},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1293128.04},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1274355.82},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1269126.47},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":512050.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":440586.02},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":328778.2},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":161368.32},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":60589.8}]},"2020-05-31":{"filedDate":"2020-07-30","netAssetsUSD":72639865028.07,"borrowerCount":17,"onLoanToBorrowersUSD":550584540.73,"positionsWithLoansUSD":832377787.56,"onLoanPctOfNetAssets":0.76,"largestBorrowerSharePct":38.9,"cashCollateralPct":0.78,"cashCollateralCoverPct":102.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":214277182.56},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":95285373.25},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":90321168.58},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":86452295.78},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":25765847.82},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8993881.23},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6145010.08},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":6015034.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":4617314.27},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4175557.93},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2801318.22},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":2306215.44},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1142264.73},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1026360.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":789094.8},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":443256.54},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":27365.5}]},"2020-08-31":{"filedDate":"2020-10-28","netAssetsUSD":78989009622.95,"borrowerCount":16,"onLoanToBorrowersUSD":509360276.66,"positionsWithLoansUSD":767593396.14,"onLoanPctOfNetAssets":0.64,"largestBorrowerSharePct":54.4,"cashCollateralPct":0.66,"cashCollateralCoverPct":102.3,"borrowers":[{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":276999828.14},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":92958195.23},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":64015319.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":31107329.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":13220236.72},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13204354.93},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5760087.91},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3599413.21},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2698297.17},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":2313179.68},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1807687.06},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":787585.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":575373.57},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":281555.89},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":27675.27},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":4158.88}]},"2020-11-30":{"filedDate":"2021-01-27","netAssetsUSD":83425472696.47,"borrowerCount":14,"onLoanToBorrowersUSD":417348993.06,"positionsWithLoansUSD":671089866.65,"onLoanPctOfNetAssets":0.5,"largestBorrowerSharePct":54.2,"cashCollateralPct":0.51,"cashCollateralCoverPct":101.9,"borrowers":[{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":226067650.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":129525033.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":31550294.2},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13456734.23},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":5079593.12},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3596812.17},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3548855.04},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1857909.07},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":784415.9},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":769644.53},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":562060.92},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":408844.06},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":114038.15},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":27108.0}]},"2021-02-28":{"filedDate":"2021-04-27","netAssetsUSD":85938726174.78,"borrowerCount":16,"onLoanToBorrowersUSD":1299966713.05,"positionsWithLoansUSD":1487492987.1,"onLoanPctOfNetAssets":1.51,"largestBorrowerSharePct":61.6,"cashCollateralPct":1.55,"cashCollateralCoverPct":102.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":800976771.34},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":186946020.27},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":124049340.57},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":110345110.83},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":42457832.73},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":13365654.33},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8691406.13},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3665710.0},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":3662061.78},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":2231017.51},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2082555.93},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":749099.89},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":346725.91},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":300184.85},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":70077.48},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":27143.5}]},"2021-05-31":{"filedDate":"2021-07-28","netAssetsUSD":88121050066.56,"borrowerCount":15,"onLoanToBorrowersUSD":1427315736.56,"positionsWithLoansUSD":1718320704.8,"onLoanPctOfNetAssets":1.62,"largestBorrowerSharePct":37.9,"cashCollateralPct":1.66,"cashCollateralCoverPct":102.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":540769279.56},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":306628485.44},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":157037281.56},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":138519340.75},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":120261995.05},{"name":"Credit Suisse AG, acting through its New York Branch","lei":"549300D0YARF5HYP1809","usd":91437500.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":30363514.93},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":18931557.18},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":11780808.3},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6013292.55},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":3765659.58},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1402656.96},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":154978.5},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":153301.99},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":96084.21}]},"2021-08-31":{"filedDate":"2021-10-27","netAssetsUSD":89307728523.27,"borrowerCount":15,"onLoanToBorrowersUSD":2311356303.96,"positionsWithLoansUSD":2707024459.66,"onLoanPctOfNetAssets":2.59,"largestBorrowerSharePct":42.7,"cashCollateralPct":2.65,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":987898752.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":513951390.76},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":497986713.2},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":143983894.8},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":126169927.29},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":17437610.45},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8612027.23},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":6009972.04},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4511891.97},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1461391.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1207507.92},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1030668.87},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":759210.29},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":178322.83},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":157022.35}]},"2021-11-30":{"filedDate":"2022-01-27","netAssetsUSD":90837732387.15,"borrowerCount":18,"onLoanToBorrowersUSD":706097658.84,"positionsWithLoansUSD":1076778841.98,"onLoanPctOfNetAssets":0.78,"largestBorrowerSharePct":49.2,"cashCollateralPct":0.79,"cashCollateralCoverPct":101.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":347177398.57},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":102138774.15},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":84237200.53},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":75494878.84},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":25704297.58},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20502967.46},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":18258019.8},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":6978215.46},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5761221.04},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":4332247.29},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3582216.22},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3514405.57},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2201645.16},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1540668.05},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":1488270.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1435747.72},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1083799.23},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":665686.17}]},"2022-02-28":{"filedDate":"2022-04-26","netAssetsUSD":87988619403.46,"borrowerCount":21,"onLoanToBorrowersUSD":870717822.58,"positionsWithLoansUSD":1735046054.2,"onLoanPctOfNetAssets":0.99,"largestBorrowerSharePct":59.4,"cashCollateralPct":1.01,"cashCollateralCoverPct":102.1,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":517514452.36},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":122893576.19},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":100077289.28},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":38787156.59},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18111584.25},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":12336800.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":10805633.13},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9637921.03},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":7674860.21},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":7004576.9},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":5466550.38},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4626100.3},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":3945081.43},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2915336.9},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1944921.89},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1557537.85},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":1460334.08},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1160619.02},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1095368.18},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":856380.73},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":845741.88}]},"2022-05-31":{"filedDate":"2022-07-27","netAssetsUSD":83004623975.47,"borrowerCount":25,"onLoanToBorrowersUSD":1288089178.02,"positionsWithLoansUSD":6072450826.48,"onLoanPctOfNetAssets":1.55,"largestBorrowerSharePct":15.2,"cashCollateralPct":1.6,"cashCollateralCoverPct":103.1,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":196319180.77},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":174961594.07},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":125683331.81},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":106654266.33},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":103430436.6},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":90182046.71},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":83692891.93},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":77018025.17},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":70427449.13},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":63230960.61},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":48791215.77},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":33736388.3},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":28994500.32},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":25403990.32},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15208527.25},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":12783004.48},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11973487.1},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":8175767.2},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":5637605.01},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2283368.33},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1350261.05},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1250162.38},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":737384.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":141134.25},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":22199.13}]},"2022-08-31":{"filedDate":"2022-10-25","netAssetsUSD":82227338613.06,"borrowerCount":26,"onLoanToBorrowersUSD":1262391757.31,"positionsWithLoansUSD":5273417699.12,"onLoanPctOfNetAssets":1.54,"largestBorrowerSharePct":15.7,"cashCollateralPct":1.59,"cashCollateralCoverPct":103.6,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":197607170.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":176252849.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":117923345.05},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":110140035.6},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":105236236.31},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":104276888.92},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":84029606.98},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":78291527.45},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":57029046.5},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":44345129.55},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":37851403.99},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":37651010.98},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":24205128.11},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":19884077.03},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":18290759.31},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":12884924.78},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11158088.9},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":11153478.16},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3176143.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3016689.79},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2804219.39},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2286544.22},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":1934299.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":530890.59},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":411084.53},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":21177.72}]},"2022-11-30":{"filedDate":"2023-01-25","netAssetsUSD":80536461161.29,"borrowerCount":26,"onLoanToBorrowersUSD":457768263.5,"positionsWithLoansUSD":1756052076.08,"onLoanPctOfNetAssets":0.57,"largestBorrowerSharePct":26.7,"cashCollateralPct":0.58,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":122108468.06},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":43448385.37},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":37670608.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":30840375.5},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":25807562.77},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":25557342.47},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":24210836.09},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22922362.85},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":18901825.41},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":16939906.07},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":16706842.4},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15997513.86},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":11904322.57},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":8072990.73},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8012474.91},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5316105.3},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":5301026.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4558324.83},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3098629.05},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2829427.3},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2621018.1},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2017612.1},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":1087057.7},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1021583.63},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":412130.34},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":403531.51}]},"2023-02-28":{"filedDate":"2023-04-25","netAssetsUSD":85475730169.15,"borrowerCount":23,"onLoanToBorrowersUSD":617474247.46,"positionsWithLoansUSD":1174380682.43,"onLoanPctOfNetAssets":0.72,"largestBorrowerSharePct":37.4,"cashCollateralPct":0.74,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":230957286.13},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":150723318.07},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":93328278.42},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":25075782.56},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":21816011.16},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":13791492.41},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11035436.61},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10804543.97},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9285264.79},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7996474.38},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":7692920.11},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":6694930.93},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6415912.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6372499.26},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":3843341.8},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2975830.57},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2802016.21},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1723023.19},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1619428.93},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1404591.13},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":711857.21},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":383379.15},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":20627.7}]},"2023-05-31":{"filedDate":"2023-07-27","netAssetsUSD":91214619358.77,"borrowerCount":25,"onLoanToBorrowersUSD":441568497.01,"positionsWithLoansUSD":975436215.62,"onLoanPctOfNetAssets":0.48,"largestBorrowerSharePct":36.1,"cashCollateralPct":0.49,"cashCollateralCoverPct":101.2,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":159200740.48},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":62770206.84},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":58309838.3},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":23050921.17},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":22766586.67},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":19199473.15},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":17887616.36},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":17520784.16},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":12341682.44},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":9256897.48},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":6356144.91},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5314705.5},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5282545.78},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4341796.81},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3281300.04},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2885191.49},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2402799.49},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":2400712.97},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2094441.88},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2080239.04},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1610640.61},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":509847.97},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":392709.91},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":308584.15},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2089.41}]},"2023-08-31":{"filedDate":"2023-10-27","netAssetsUSD":93275284620.85,"borrowerCount":26,"onLoanToBorrowersUSD":915017794.44,"positionsWithLoansUSD":1775076281.48,"onLoanPctOfNetAssets":0.98,"largestBorrowerSharePct":38.6,"cashCollateralPct":1.01,"cashCollateralCoverPct":103.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":353079958.46},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":136585133.53},{"name":"Credit Agricole Corporate & Investment Bank","lei":"1VUV7VQFKUOQSJ21A208","usd":98823360.39},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":78640703.28},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":45092377.16},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":31738097.58},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":30737521.65},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20371344.85},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":17911347.75},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":14740909.19},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":14256055.6},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":12512615.36},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":10300490.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":9766250.5},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8923414.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7758195.85},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":6141881.79},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5040137.68},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2895638.75},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":2477014.9},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1981566.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1645621.04},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1025187.44},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1014621.54},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":878570.16},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":679779.21}]},"2023-11-30":{"filedDate":"2024-01-26","netAssetsUSD":95596637510.95,"borrowerCount":25,"onLoanToBorrowersUSD":690061882.82,"positionsWithLoansUSD":1953969655.97,"onLoanPctOfNetAssets":0.72,"largestBorrowerSharePct":18.7,"cashCollateralPct":0.74,"cashCollateralCoverPct":102.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":128936353.06},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":125551284.5},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":98360162.48},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":83422627.78},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":47860692.9},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":46938380.15},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":38738527.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":25650670.97},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":16210823.01},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":13101646.34},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":12445144.77},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11135606.96},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":10875940.3},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":7385259.78},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5757486.22},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3729978.8},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2864633.61},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2223442.45},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1952963.5},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1925759.29},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1850553.22},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1483849.88},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":970352.11},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":641794.11},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":47949.03}]},"2024-02-29":{"filedDate":"2024-04-24","netAssetsUSD":102243896042.56,"borrowerCount":26,"onLoanToBorrowersUSD":1833834457.61,"positionsWithLoansUSD":3402712966.37,"onLoanPctOfNetAssets":1.79,"largestBorrowerSharePct":31.8,"cashCollateralPct":1.84,"cashCollateralCoverPct":102.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":582895037.08},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":248105187.99},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":217026475.48},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":155086395.2},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":144407083.49},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":110935028.25},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":100714048.18},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":56551990.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":39821538.84},{"name":"Credit Agricole Corporate & Investment Bank","lei":"1VUV7VQFKUOQSJ21A208","usd":36932244.09},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":31531161.4},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":20460296.81},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":18096802.24},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":17957687.28},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":13737188.08},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":11749297.17},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":6477916.33},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":4302376.38},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":3468515.19},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3338530.69},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3186946.32},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2897267.17},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1886408.55},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1181673.17},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":923870.26},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":163491.37}]},"2024-05-31":{"filedDate":"2024-07-26","netAssetsUSD":107730816898.96,"borrowerCount":23,"onLoanToBorrowersUSD":597471825.08,"positionsWithLoansUSD":1139447758.61,"onLoanPctOfNetAssets":0.55,"largestBorrowerSharePct":50.8,"cashCollateralPct":0.57,"cashCollateralCoverPct":102.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":303684798.01},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":70398144.76},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":33005125.39},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":32537047.37},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":24869594.24},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":22926180.73},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":19871711.26},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":17148695.12},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10960043.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9833222.6},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9786947.01},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":7736470.69},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":6718829.63},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6367305.35},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":3692684.63},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":3685716.82},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3542728.33},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2720029.66},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":2635841.86},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2006606.52},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1716488.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1015670.62},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":611941.84}]},"2024-08-31":{"filedDate":"2024-10-25","netAssetsUSD":116890230590.76,"borrowerCount":23,"onLoanToBorrowersUSD":297939847.94,"positionsWithLoansUSD":964553021.92,"onLoanPctOfNetAssets":0.25,"largestBorrowerSharePct":21.7,"cashCollateralPct":0.27,"cashCollateralCoverPct":105.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":64761507.84},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":52421637.75},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":30240897.76},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":28190493.22},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":22230970.86},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":16004803.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15049696.17},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":12695037.3},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":9664420.08},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":8503858.17},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":7528744.9},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":4976300.88},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":4669106.65},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4354581.22},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4121644.7},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3371333.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2482452.11},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2048145.05},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1850778.04},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1324738.66},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1184402.53},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":213756.24},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":50540.78}]},"2024-11-30":{"filedDate":"2025-01-24","netAssetsUSD":120578828071.38,"borrowerCount":25,"onLoanToBorrowersUSD":1064311923.13,"positionsWithLoansUSD":2994012364.71,"onLoanPctOfNetAssets":0.88,"largestBorrowerSharePct":19.9,"cashCollateralPct":0.9,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":211667832.18},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":183804584.29},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":153581482.11},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":134107724.36},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":99969363.36},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":47955547.67},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":41345883.49},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":35461438.77},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":24208977.08},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":21207111.12},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":19232583.42},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":18186700.54},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":14762851.96},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12929527.3},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":10200197.34},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":9874084.88},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":8983827.22},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4631351.67},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4383426.32},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2465051.43},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2064441.45},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1131347.07},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":810958.9},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":685451.26},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":660177.94}]},"2025-02-28":{"filedDate":"2025-04-24","netAssetsUSD":125526912995.93,"borrowerCount":24,"onLoanToBorrowersUSD":510776534.22,"positionsWithLoansUSD":1265427591.29,"onLoanPctOfNetAssets":0.41,"largestBorrowerSharePct":23.3,"cashCollateralPct":0.42,"cashCollateralCoverPct":103.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":118978056.22},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":87243999.33},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":68240607.26},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":37625163.76},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":33716875.85},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":30916442.91},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":24249451.89},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":22514068.99},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":17835282.07},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9960871.53},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":9354569.91},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":8153642.14},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7757233.19},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7183827.44},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5422529.49},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":5232286.49},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3584714.26},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":3295638.65},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3004452.81},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2520264.33},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1869735.99},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1101930.42},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1005963.02},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":8926.27}]},"2025-05-31":{"filedDate":"2025-07-25","netAssetsUSD":124325534433.68,"borrowerCount":26,"onLoanToBorrowersUSD":624698032.72,"positionsWithLoansUSD":2155420122.47,"onLoanPctOfNetAssets":0.5,"largestBorrowerSharePct":33.3,"cashCollateralPct":0.51,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":208240570.59},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":87280511.64},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":80218919.75},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":50178389.66},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":45367588.22},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":29156932.03},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":19350237.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18757093.09},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":17753273.14},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":16847552.38},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":12683005.45},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8901409.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7957682.87},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7321141.17},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":4039685.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2111664.42},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1665272.11},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1489730.68},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1101973.18},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":821987.29},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":748050.4},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":710880.33},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":704498.29},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":531904.25},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":509959.1},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":248119.64}]},"2025-08-31":{"filedDate":"2025-10-27","netAssetsUSD":130617516484.92,"borrowerCount":27,"onLoanToBorrowersUSD":604963307.6,"positionsWithLoansUSD":2232847756.34,"onLoanPctOfNetAssets":0.46,"largestBorrowerSharePct":18.1,"cashCollateralPct":0.48,"cashCollateralCoverPct":103.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":109445625.3},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":83950930.14},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":69658316.29},{"name":"Bank of Nova Scotia New York Agency","lei":"N/A","usd":59919012.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":43979301.74},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":36507419.92},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":34063168.58},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":32814985.19},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19260357.93},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":15107420.33},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":14974656.89},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":14243453.59},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14090926.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9875608.28},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":8789998.82},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":7259874.99},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7146706.75},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6055507.89},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5814428.93},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":4121174.08},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2633643.27},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1681932.77},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1583499.09},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1389275.86},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":369604.88},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":194637.44},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":31839.85}]},"2025-11-30":{"filedDate":"2026-01-23","netAssetsUSD":135383149234.16,"borrowerCount":26,"onLoanToBorrowersUSD":541103383.09,"positionsWithLoansUSD":1610133936.49,"onLoanPctOfNetAssets":0.4,"largestBorrowerSharePct":20.8,"cashCollateralPct":0.41,"cashCollateralCoverPct":102.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":112290118.08},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":66041871.19},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":65067895.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":46805266.76},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":44024428.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":31716705.13},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26575836.86},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":20914811.02},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":16810456.27},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":16131507.28},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14174399.45},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13286778.68},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":12296063.56},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11978787.08},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":9926502.81},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":8231383.05},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":7800901.17},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":6526390.81},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3663360.05},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2291009.98},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1574854.22},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1285327.36},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1015688.55},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":399450.39},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":166075.98},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":107513.59}]},"2026-02-28":{"filedDate":"2026-04-23","netAssetsUSD":141223150176.76,"borrowerCount":26,"onLoanToBorrowersUSD":711701733.76,"positionsWithLoansUSD":2224790246.21,"onLoanPctOfNetAssets":0.5,"largestBorrowerSharePct":16.9,"cashCollateralPct":0.52,"cashCollateralCoverPct":103.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":120514171.57},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":98617750.65},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":97954775.21},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":95966132.92},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":35796723.81},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":33125550.49},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":29449194.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":26871127.05},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24090791.97},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":23970871.32},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":23764401.12},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":23605330.73},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":18817161.81},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":16283124.8},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9873544.2},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":6900622.77},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":6015376.48},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":5665763.35},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":5066858.82},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2808735.36},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1924716.93},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1262382.92},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1119483.62},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1056503.43},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":918101.78},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":262536.45}]},"2026-05-31":{"filedDate":"2026-07-24","netAssetsUSD":136455697043.74,"borrowerCount":24,"onLoanToBorrowersUSD":821630410.56,"positionsWithLoansUSD":3646036033.78,"onLoanPctOfNetAssets":0.6,"largestBorrowerSharePct":27.4,"cashCollateralPct":0.62,"cashCollateralCoverPct":103.0,"borrowers":[{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":225175318.77},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":114647436.61},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":92701070.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":83077179.32},{"name":"SOCIETE GENERALE New York Branch","lei":"254900J6B390XMPVLV82","usd":55400738.94},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":47993963.65},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":47552221.78},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":35787230.93},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":24643617.71},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":21216418.17},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":17491487.71},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":17303764.84},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7203668.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5859085.43},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5853730.27},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":4681409.8},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":4143272.81},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3439698.87},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2274319.23},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1520072.59},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":1245167.66},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1227332.47},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1183149.08},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9055.34}]}}}