{"ticker":"DFAE","periods":{"2021-01-31":{"filedDate":"2021-03-31","netAssetsUSD":106622716.68,"borrowerCount":5,"onLoanToBorrowersUSD":1319592.05,"positionsWithLoansUSD":2519640.5,"onLoanPctOfNetAssets":1.24,"largestBorrowerSharePct":44.6,"cashCollateralPct":0.42,"cashCollateralCoverPct":33.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":588952.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":439642.14},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":264247.3},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":20883.63},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5866.94}]},"2021-04-30":{"filedDate":"2021-06-24","netAssetsUSD":207915206.99,"borrowerCount":5,"onLoanToBorrowersUSD":894363.53,"positionsWithLoansUSD":1439567.33,"onLoanPctOfNetAssets":0.43,"largestBorrowerSharePct":33.9,"cashCollateralPct":0.4,"cashCollateralCoverPct":93.0,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":303529.45},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":224204.62},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":196824.53},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":161926.15},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7878.78}]},"2021-07-31":{"filedDate":"2021-09-29","netAssetsUSD":300591190.74,"borrowerCount":9,"onLoanToBorrowersUSD":3616056.18,"positionsWithLoansUSD":5699416.49,"onLoanPctOfNetAssets":1.2,"largestBorrowerSharePct":20.3,"cashCollateralPct":0.53,"cashCollateralCoverPct":44.1,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":734001.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":705847.01},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":632945.17},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":623097.17},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":569894.47},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":177874.96},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":98042.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":67144.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7209.26}]},"2021-10-31":{"filedDate":"2021-12-29","netAssetsUSD":395729246.73,"borrowerCount":13,"onLoanToBorrowersUSD":11053619.59,"positionsWithLoansUSD":16727707.29,"onLoanPctOfNetAssets":2.79,"largestBorrowerSharePct":26.5,"cashCollateralPct":0.44,"cashCollateralCoverPct":15.8,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":2934155.65},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":2871749.57},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":1756346.28},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1555205.94},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":708901.2},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":359884.15},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":343069.78},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":320774.21},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":94695.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":71921.23},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":20862.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":12044.82},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4009.0}]},"2022-01-31":{"filedDate":"2022-03-31","netAssetsUSD":645092086.04,"borrowerCount":14,"onLoanToBorrowersUSD":17050050.04,"positionsWithLoansUSD":29538183.0,"onLoanPctOfNetAssets":2.64,"largestBorrowerSharePct":40.5,"cashCollateralPct":0.64,"cashCollateralCoverPct":24.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":6910746.01},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":3546645.95},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1405620.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":947858.94},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":876852.53},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":834316.11},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":778182.14},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":533120.48},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":502042.89},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":330567.83},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":245277.11},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":105931.38},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":32201.66},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":686.49}]},"2022-04-30":{"filedDate":"2022-06-27","netAssetsUSD":909864553.77,"borrowerCount":15,"onLoanToBorrowersUSD":19441701.12,"positionsWithLoansUSD":36969381.13,"onLoanPctOfNetAssets":2.14,"largestBorrowerSharePct":34.1,"cashCollateralPct":0.74,"cashCollateralCoverPct":34.6,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":6623844.15},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":4051484.62},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2432057.11},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1338804.11},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1070585.69},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":833409.87},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":661205.97},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":582224.84},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":446766.13},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":344705.57},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":337018.26},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":323741.86},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":214546.04},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":134439.03},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":46867.87}]},"2022-07-31":{"filedDate":"2022-09-29","netAssetsUSD":1335098852.65,"borrowerCount":19,"onLoanToBorrowersUSD":28369692.01,"positionsWithLoansUSD":51051390.06,"onLoanPctOfNetAssets":2.12,"largestBorrowerSharePct":18.6,"cashCollateralPct":0.84,"cashCollateralCoverPct":39.5,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":5290310.23},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":3494781.79},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":2811940.25},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":2741070.05},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2622260.02},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2385140.11},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":1794202.08},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":1703483.89},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1602331.89},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":1400677.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":671648.84},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":396186.17},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":364098.08},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":300690.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":292454.4},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":286602.71},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":139483.33},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":40960.07},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":31370.48}]},"2022-10-31":{"filedDate":"2022-12-27","netAssetsUSD":1548815229.66,"borrowerCount":18,"onLoanToBorrowersUSD":37000894.83,"positionsWithLoansUSD":69650207.24,"onLoanPctOfNetAssets":2.39,"largestBorrowerSharePct":30.9,"cashCollateralPct":1.6,"cashCollateralCoverPct":67.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":11437233.09},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5174040.02},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":4607244.79},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":2588933.45},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":2417112.87},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2363607.36},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1765387.33},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":1746312.34},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1286698.62},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1043586.53},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":736153.66},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":653249.1},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":532263.78},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":232391.2},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":201538.78},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":104034.24},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":101807.8},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":9299.87}]},"2023-01-31":{"filedDate":"2023-03-30","netAssetsUSD":2241582800.04,"borrowerCount":18,"onLoanToBorrowersUSD":33179684.85,"positionsWithLoansUSD":72822095.2,"onLoanPctOfNetAssets":1.48,"largestBorrowerSharePct":26.2,"cashCollateralPct":1.0,"cashCollateralCoverPct":67.6,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":8687920.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7788160.74},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":3225540.13},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":2164338.42},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":2091832.2},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1957299.21},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1636828.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1269404.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1057495.72},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":1000878.5},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":555112.05},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":552021.45},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":415608.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":334900.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":271466.93},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":112977.33},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":32978.88},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":24922.36}]},"2023-04-30":{"filedDate":"2023-06-26","netAssetsUSD":2343980289.09,"borrowerCount":18,"onLoanToBorrowersUSD":39042353.47,"positionsWithLoansUSD":68298706.48,"onLoanPctOfNetAssets":1.67,"largestBorrowerSharePct":23.4,"cashCollateralPct":0.62,"cashCollateralCoverPct":37.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":9151878.76},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5613867.55},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5168789.44},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3199686.16},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2923856.55},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":2551348.74},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2423478.77},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":1670180.66},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1409458.18},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1082571.31},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":962295.44},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":809233.88},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":557568.39},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":458491.53},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":336617.55},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":286674.98},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":267971.58},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":168384.0}]},"2023-07-31":{"filedDate":"2023-09-27","netAssetsUSD":2928446572.86,"borrowerCount":19,"onLoanToBorrowersUSD":63602038.57,"positionsWithLoansUSD":109900509.09,"onLoanPctOfNetAssets":2.17,"largestBorrowerSharePct":28.5,"cashCollateralPct":0.38,"cashCollateralCoverPct":17.5,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":18104046.44},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":9975822.95},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":6789815.25},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6706254.38},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5471530.96},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3466968.04},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":3278004.31},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2552154.94},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2091567.81},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":1824725.96},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":680699.48},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":608102.47},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":490655.87},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":387828.65},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":342512.91},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":264864.0},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":263676.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":184032.9},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":118774.65}]},"2023-10-31":{"filedDate":"2023-12-28","netAssetsUSD":2879165555.03,"borrowerCount":24,"onLoanToBorrowersUSD":92490255.15,"positionsWithLoansUSD":176526168.76,"onLoanPctOfNetAssets":3.21,"largestBorrowerSharePct":24.1,"cashCollateralPct":1.01,"cashCollateralCoverPct":31.4,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":22321294.99},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12197046.24},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":8664436.55},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":6868642.95},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":5848120.43},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5795174.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5516009.64},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":5004091.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":4474130.48},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4311471.22},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3438104.81},{"name":"BMO NESBITT BURNS, INC","lei":"M3LKFDNSJGJ7TMLH6Z15","usd":1659588.55},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1140935.93},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1029216.98},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":721626.49},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":646199.59},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":641505.15},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":631300.89},{"name":"CLEAR STREET LLC","lei":"549300KNQS43Y7TO3X67","usd":533263.84},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":337152.0},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":317213.59},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":192233.61},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":164128.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":37368.0}]},"2024-01-31":{"filedDate":"2024-03-28","netAssetsUSD":3378327630.79,"borrowerCount":28,"onLoanToBorrowersUSD":113804457.67,"positionsWithLoansUSD":218694484.7,"onLoanPctOfNetAssets":3.37,"largestBorrowerSharePct":19.1,"cashCollateralPct":1.19,"cashCollateralCoverPct":35.3,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":21780050.36},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":16597702.41},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":12763694.58},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":9923464.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":9084016.74},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7562363.99},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5084331.75},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":4388940.23},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":4174140.19},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3622891.34},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":3383354.12},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3280448.25},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2303814.1},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2076722.16},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1921848.05},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1491085.14},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1262232.46},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":1140417.99},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":849202.25},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":417502.55},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":208705.76},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":147132.96},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":113484.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":71200.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":67118.76},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":63764.87},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":20271.6},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":4557.06}]},"2024-04-30":{"filedDate":"2024-06-26","netAssetsUSD":3818951750.13,"borrowerCount":25,"onLoanToBorrowersUSD":131538678.66,"positionsWithLoansUSD":218565882.98,"onLoanPctOfNetAssets":3.44,"largestBorrowerSharePct":28.0,"cashCollateralPct":0.8,"cashCollateralCoverPct":23.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":36836439.8},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15669584.76},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":13583151.05},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":13539979.96},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":10634794.11},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":10517353.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6274721.27},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5812006.78},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4017595.1},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3507550.14},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3094668.23},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1806372.2},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":1533172.46},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1343715.28},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":1310201.2},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1226359.7},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":252063.15},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":131363.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":131011.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":86346.33},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":78300.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":70017.75},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":65917.99},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":15960.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":33.35}]},"2024-07-31":{"filedDate":"2024-09-27","netAssetsUSD":4386570365.32,"borrowerCount":26,"onLoanToBorrowersUSD":174460635.06,"positionsWithLoansUSD":249740755.9,"onLoanPctOfNetAssets":3.98,"largestBorrowerSharePct":19.6,"cashCollateralPct":1.29,"cashCollateralCoverPct":32.4,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":34180013.17},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":31117104.11},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":20708528.29},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":17591099.49},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":16712946.12},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":16706741.87},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":13147715.07},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4796477.67},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":3166305.4},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2784316.62},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2609776.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1810162.5},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1532464.54},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1438332.49},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1299048.4},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":922575.2},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":913008.48},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":840151.88},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":685123.2},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":620263.38},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":413275.4},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":204073.02},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":148916.72},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":58435.08},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":30240.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":23540.0}]},"2024-10-31":{"filedDate":"2024-12-30","netAssetsUSD":4818130902.78,"borrowerCount":28,"onLoanToBorrowersUSD":186671956.83,"positionsWithLoansUSD":267513290.79,"onLoanPctOfNetAssets":3.87,"largestBorrowerSharePct":16.5,"cashCollateralPct":1.17,"cashCollateralCoverPct":30.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":30862324.87},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":22486561.78},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":19019295.26},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":17658836.21},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":16238825.73},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":13211666.76},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9991742.65},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":9553335.17},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8110678.02},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6358923.67},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6035450.12},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":4902937.59},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4706849.01},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4078632.46},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3551759.64},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3021796.5},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":1487834.34},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":990269.57},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":887659.48},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":755935.59},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":644660.13},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":625005.1},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":508767.13},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":324198.69},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":224157.36},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":154300.31},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":141950.7},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":137602.99}]},"2025-01-31":{"filedDate":"2025-03-28","netAssetsUSD":4932084593.31,"borrowerCount":26,"onLoanToBorrowersUSD":209674447.18,"positionsWithLoansUSD":358190956.43,"onLoanPctOfNetAssets":4.25,"largestBorrowerSharePct":12.5,"cashCollateralPct":1.68,"cashCollateralCoverPct":39.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":26121731.31},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":25477565.95},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":21721755.15},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":21044365.7},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":19854872.54},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":17841150.62},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13997454.71},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":13392309.51},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":10108692.05},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9469158.16},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7655540.2},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4760429.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4101873.2},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3053538.59},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1891800.61},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1882847.79},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":1861486.77},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1555774.42},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1329445.92},{"name":"BMO NESBITT BURNS, INC","lei":"M3LKFDNSJGJ7TMLH6Z15","usd":611620.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":578512.66},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":573124.3},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":363368.16},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":225494.41},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":109884.48},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":90650.94}]},"2025-04-30":{"filedDate":"2025-06-26","netAssetsUSD":5288248561.98,"borrowerCount":27,"onLoanToBorrowersUSD":264059028.85,"positionsWithLoansUSD":479558853.02,"onLoanPctOfNetAssets":4.99,"largestBorrowerSharePct":26.9,"cashCollateralPct":1.26,"cashCollateralCoverPct":25.2,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":70926578.39},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":45649857.11},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":21254412.68},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":21138615.92},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":20465101.02},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":15505826.26},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":14281502.65},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":9560461.19},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7139920.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6297116.26},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6206504.55},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":5727823.53},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4603874.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3108040.93},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":2770817.35},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2363397.27},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1672902.8},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1375441.47},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1099489.11},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":737603.64},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":686424.36},{"name":"BMO NESBITT BURNS, INC","lei":"M3LKFDNSJGJ7TMLH6Z15","usd":551995.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":293586.05},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":275616.94},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":266839.16},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":63545.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":35735.37}]},"2025-07-31":{"filedDate":"2025-09-25","netAssetsUSD":6215433194.08,"borrowerCount":28,"onLoanToBorrowersUSD":321622018.91,"positionsWithLoansUSD":573841769.9,"onLoanPctOfNetAssets":5.17,"largestBorrowerSharePct":16.8,"cashCollateralPct":0.96,"cashCollateralCoverPct":18.6,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":53897354.91},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":45782575.71},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":38468530.84},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":30562383.64},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":26222033.46},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":23895973.32},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":22880248.12},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":13892322.29},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":13598582.49},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11317736.55},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7886276.04},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6734344.56},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4843749.05},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3929034.56},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3918343.83},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2647697.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2577648.7},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":2241715.52},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1246549.59},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1161199.19},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1037081.17},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1020647.79},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":920160.0},{"name":"CIBC World Markets Corporation","lei":"549300445CON3DBMU275","usd":538120.0},{"name":"JEFFERIES INTERNATIONAL LTD","lei":"S5THZMDUJCTQZBTRVI98","usd":165117.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":136121.04},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":75200.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":25271.83}]},"2025-10-31":{"filedDate":"2025-12-29","netAssetsUSD":7182353710.78,"borrowerCount":27,"onLoanToBorrowersUSD":329661079.75,"positionsWithLoansUSD":601486598.44,"onLoanPctOfNetAssets":4.59,"largestBorrowerSharePct":19.7,"cashCollateralPct":1.12,"cashCollateralCoverPct":24.4,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":64949015.9},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":51183469.23},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":43585737.14},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":28688463.37},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":28211623.79},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":19851986.12},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":18452638.37},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":16795937.97},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":12491070.95},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":10536580.46},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8900855.33},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8354227.81},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3957307.09},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":2588684.73},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":2443986.42},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1881185.9},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1696971.63},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1040850.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":954143.03},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":880225.23},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":543600.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":452810.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":421154.74},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":272987.79},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":271574.46},{"name":"CLEAR STREET LLC","lei":"549300KNQS43Y7TO3X67","usd":172788.69},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":81203.2}]},"2026-01-31":{"filedDate":"2026-03-27","netAssetsUSD":8215400497.65,"borrowerCount":32,"onLoanToBorrowersUSD":482650355.57,"positionsWithLoansUSD":755390159.0,"onLoanPctOfNetAssets":5.87,"largestBorrowerSharePct":15.7,"cashCollateralPct":2.07,"cashCollateralCoverPct":35.2,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":75929261.92},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":62534270.04},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":57678133.2},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":48656320.49},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":38428125.55},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":36419322.85},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20621819.83},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19138643.32},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":18122654.23},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17840369.5},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15920735.81},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9956213.04},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":9184799.67},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8745274.44},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":5766997.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4892642.79},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4599597.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":4175808.0},{"name":"JEFFERIES INTERNATIONAL LTD","lei":"S5THZMDUJCTQZBTRVI98","usd":4082035.68},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":3743154.67},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3633006.8},{"name":"CLEAR STREET LLC","lei":"549300KNQS43Y7TO3X67","usd":2994971.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2247325.42},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2153235.42},{"name":"CIBC World Markets Corporation","lei":"549300445CON3DBMU275","usd":1072563.0},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":965170.75},{"name":"CIBC World Markets INC","lei":"549300TDJKVQJ41VN031","usd":751366.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":744901.12},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":709277.86},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":519062.83},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":351193.1},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":72102.62}]},"2026-04-30":{"filedDate":"2026-06-29","netAssetsUSD":8860467494.2,"borrowerCount":32,"onLoanToBorrowersUSD":623623040.45,"positionsWithLoansUSD":1026701770.9,"onLoanPctOfNetAssets":7.04,"largestBorrowerSharePct":22.6,"cashCollateralPct":1.76,"cashCollateralCoverPct":25.0,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":140945910.22},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":97412986.32},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":77879668.41},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":42139640.42},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":35058951.48},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":31680865.86},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":23613766.17},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21737377.65},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":20019760.85},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":17771308.57},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":17295186.94},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":14775230.23},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":12267249.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12085412.56},{"name":"JEFFERIES INTERNATIONAL LTD","lei":"S5THZMDUJCTQZBTRVI98","usd":10885147.31},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10412292.96},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":9289624.37},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7156991.48},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6051844.57},{"name":"BMO NESBITT BURNS, INC","lei":"M3LKFDNSJGJ7TMLH6Z15","usd":4144413.25},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3528967.21},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1743687.77},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1430775.01},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1232850.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1099229.38},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":711595.89},{"name":"CIBC World Markets INC","lei":"549300TDJKVQJ41VN031","usd":562414.16},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":330899.99},{"name":"RBC DOMINION SECURITIES, INC","lei":"549300QJJX6CVVUXLE15","usd":216106.0},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":120298.23},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":20502.0},{"name":"TD SECURITIES USA LLC","lei":"N/A","usd":2085.46}]},"2026-07-31":{"filedDate":null,"netAssetsUSD":null,"borrowerCount":30,"onLoanToBorrowersUSD":701959736.74,"positionsWithLoansUSD":1450386657.62,"onLoanPctOfNetAssets":null,"largestBorrowerSharePct":25.6,"cashCollateralPct":null,"cashCollateralCoverPct":null,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":179792721.87},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":115508529.39},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":78351508.43},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":57944794.56},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":41458886.83},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":40398414.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22966894.06},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":20098295.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19537753.76},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":17673477.43},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":16840512.85},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15345833.04},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":15189763.55},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11806240.35},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":10543253.03},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":10419785.14},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":7816042.28},{"name":"JEFFERIES INTERNATIONAL LTD","lei":"S5THZMDUJCTQZBTRVI98","usd":7137104.84},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2895982.1},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2085091.72},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1882340.88},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1541118.82},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1502648.98},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1232063.38},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":785309.9},{"name":"CIBC World Markets INC","lei":"549300TDJKVQJ41VN031","usd":544518.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":478108.61},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":128180.52},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":38473.72},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":16088.86}]}}}