{"ticker":"DLN","periods":{"2019-09-30":{"filedDate":"2019-11-22","netAssetsUSD":2189144246.08,"borrowerCount":16,"onLoanToBorrowersUSD":32733086.48,"positionsWithLoansUSD":58381786.67,"onLoanPctOfNetAssets":1.5,"largestBorrowerSharePct":21.3,"cashCollateralPct":0.74,"cashCollateralCoverPct":49.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6981662.49},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6975141.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5264411.22},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":2712124.94},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2266804.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1798099.3},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1756518.4},{"name":"TD AMERITRADE CLEARING, INC","lei":"MRK678VXOI09YSSN8X19","usd":1368382.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1130221.24},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1124312.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":573056.39},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":304559.58},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":245971.62},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":226272.83},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2825.1},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":2723.97}]},"2019-12-31":{"filedDate":"2020-03-02","netAssetsUSD":2404994666.88,"borrowerCount":12,"onLoanToBorrowersUSD":24003760.21,"positionsWithLoansUSD":38518672.34,"onLoanPctOfNetAssets":1.0,"largestBorrowerSharePct":31.8,"cashCollateralPct":0.53,"cashCollateralCoverPct":53.1,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7627458.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4416490.16},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3667009.48},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3629484.18},{"name":"TD AMERITRADE CLEARING, INC","lei":"MRK678VXOI09YSSN8X19","usd":1362082.96},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1346710.76},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1014570.7},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":429406.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":245925.31},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":245568.4},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":13871.88},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":5182.32}]},"2020-03-31":{"filedDate":"2020-05-11","netAssetsUSD":1841598317.1,"borrowerCount":12,"onLoanToBorrowersUSD":22452797.74,"positionsWithLoansUSD":40134007.36,"onLoanPctOfNetAssets":1.22,"largestBorrowerSharePct":38.3,"cashCollateralPct":0.32,"cashCollateralCoverPct":26.2,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8606672.44},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":4937549.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4649315.36},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2041072.81},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1342885.8},{"name":"Sanford C. Bernstein & Co., LLC","lei":"549300I7JYZHT7D5CO04","usd":184314.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":159211.26},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":148808.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":136770.44},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":110155.63},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":96883.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":39160.0}]},"2020-06-30":{"filedDate":"2020-08-28","netAssetsUSD":2190241786.69,"borrowerCount":8,"onLoanToBorrowersUSD":10307898.82,"positionsWithLoansUSD":14871184.87,"onLoanPctOfNetAssets":0.47,"largestBorrowerSharePct":51.8,"cashCollateralPct":0.48,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":5343168.22},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2148639.93},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":890056.46},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":803723.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":781033.44},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":305202.57},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":20988.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15086.4}]},"2020-09-30":{"filedDate":"2020-11-12","netAssetsUSD":2276224073.07,"borrowerCount":5,"onLoanToBorrowersUSD":23967247.94,"positionsWithLoansUSD":33874160.86,"onLoanPctOfNetAssets":1.05,"largestBorrowerSharePct":53.2,"cashCollateralPct":0.42,"cashCollateralCoverPct":39.9,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12753955.94},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4070850.68},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3822011.28},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1959101.56},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1361328.48}]},"2020-12-31":{"filedDate":"2021-02-26","netAssetsUSD":2612129177.12,"borrowerCount":9,"onLoanToBorrowersUSD":3326604.53,"positionsWithLoansUSD":7031901.01,"onLoanPctOfNetAssets":0.13,"largestBorrowerSharePct":78.8,"cashCollateralPct":0.12,"cashCollateralCoverPct":94.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2621589.43},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":394113.32},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":165434.94},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":81536.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":30636.1},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":27851.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3156.36},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":2178.54},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":108.84}]},"2021-03-31":{"filedDate":"2021-05-10","netAssetsUSD":2823467075.03,"borrowerCount":10,"onLoanToBorrowersUSD":18313810.48,"positionsWithLoansUSD":23413439.74,"onLoanPctOfNetAssets":0.65,"largestBorrowerSharePct":61.9,"cashCollateralPct":0.14,"cashCollateralCoverPct":21.6,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11342406.69},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3483291.04},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2882520.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":562478.49},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":29180.34},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5133.87},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4226.46},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2478.63},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":2088.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":6.09}]},"2021-06-30":{"filedDate":"2021-08-26","netAssetsUSD":2965177433.56,"borrowerCount":8,"onLoanToBorrowersUSD":24756588.61,"positionsWithLoansUSD":33409754.54,"onLoanPctOfNetAssets":0.83,"largestBorrowerSharePct":35.1,"cashCollateralPct":0.03,"cashCollateralCoverPct":3.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8682910.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8620709.58},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3206567.79},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2785459.9},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":880340.5},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":294707.36},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":285268.26},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":624.38}]},"2021-09-30":{"filedDate":"2021-11-09","netAssetsUSD":3011714750.47,"borrowerCount":5,"onLoanToBorrowersUSD":9109311.63,"positionsWithLoansUSD":10792682.44,"onLoanPctOfNetAssets":0.3,"largestBorrowerSharePct":85.9,"cashCollateralPct":0.04,"cashCollateralCoverPct":13.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7829452.76},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1150716.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":83143.05},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":41827.42},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4172.4}]},"2021-12-31":{"filedDate":"2022-02-28","netAssetsUSD":3362165393.53,"borrowerCount":5,"onLoanToBorrowersUSD":5536286.19,"positionsWithLoansUSD":5808194.19,"onLoanPctOfNetAssets":0.16,"largestBorrowerSharePct":59.4,"cashCollateralPct":0.16,"cashCollateralCoverPct":97.2,"borrowers":[{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":3286583.68},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":794912.05},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":543547.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":520121.16},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":391122.0}]},"2022-03-31":{"filedDate":"2022-05-17","netAssetsUSD":3427239437.6,"borrowerCount":8,"onLoanToBorrowersUSD":26771626.82,"positionsWithLoansUSD":26884105.66,"onLoanPctOfNetAssets":0.78,"largestBorrowerSharePct":61.4,"cashCollateralPct":0.04,"cashCollateralCoverPct":5.1,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":16430158.64},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6370758.9},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3270724.98},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":397019.38},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":163403.04},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":137232.6},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1164.64},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1164.64}]},"2022-06-30":{"filedDate":"2022-08-29","netAssetsUSD":3313545816.25,"borrowerCount":11,"onLoanToBorrowersUSD":11351252.75,"positionsWithLoansUSD":11504330.18,"onLoanPctOfNetAssets":0.34,"largestBorrowerSharePct":48.6,"cashCollateralPct":0.05,"cashCollateralCoverPct":14.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5516752.94},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3728179.15},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":983576.45},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":567146.19},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":268959.22},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":160979.93},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":98257.77},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":21056.55},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2537.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2537.82},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1268.91}]},"2022-09-30":{"filedDate":"2022-11-09","netAssetsUSD":3255303426.86,"borrowerCount":6,"onLoanToBorrowersUSD":218287.92,"positionsWithLoansUSD":1758778.29,"onLoanPctOfNetAssets":0.01,"largestBorrowerSharePct":63.9,"cashCollateralPct":0.01,"cashCollateralCoverPct":149.1,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":139441.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":28892.6},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":28768.88},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":16347.73},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3545.91},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1291.8}]},"2022-12-31":{"filedDate":"2023-02-28","netAssetsUSD":3770303332.15,"borrowerCount":3,"onLoanToBorrowersUSD":6027495.17,"positionsWithLoansUSD":9457324.96,"onLoanPctOfNetAssets":0.16,"largestBorrowerSharePct":51.0,"cashCollateralPct":0.06,"cashCollateralCoverPct":37.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3076401.24},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2097406.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":853687.13}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":3470407083.53,"borrowerCount":5,"onLoanToBorrowersUSD":5552928.84,"positionsWithLoansUSD":9641078.38,"onLoanPctOfNetAssets":0.16,"largestBorrowerSharePct":34.3,"cashCollateralPct":0.12,"cashCollateralCoverPct":75.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1903085.48},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1522340.17},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":807462.68},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":744918.52},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":575121.99}]},"2023-06-30":{"filedDate":"2023-08-29","netAssetsUSD":3548832560.95,"borrowerCount":8,"onLoanToBorrowersUSD":3968624.74,"positionsWithLoansUSD":6112749.02,"onLoanPctOfNetAssets":0.11,"largestBorrowerSharePct":48.1,"cashCollateralPct":0.07,"cashCollateralCoverPct":62.6,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1910101.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1154025.36},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":459496.02},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":174695.5},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":153957.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":105450.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8552.64},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2346.54}]},"2023-09-30":{"filedDate":"2023-11-27","netAssetsUSD":3420613502.6,"borrowerCount":6,"onLoanToBorrowersUSD":7884167.01,"positionsWithLoansUSD":9219589.29,"onLoanPctOfNetAssets":0.23,"largestBorrowerSharePct":31.7,"cashCollateralPct":0.08,"cashCollateralCoverPct":34.7,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2502064.25},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2257866.56},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1725724.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":922807.08},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":364712.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":110993.12}]},"2023-12-31":{"filedDate":"2024-02-29","netAssetsUSD":3671026035.23,"borrowerCount":3,"onLoanToBorrowersUSD":23962177.5,"positionsWithLoansUSD":24018719.58,"onLoanPctOfNetAssets":0.65,"largestBorrowerSharePct":83.0,"cashCollateralPct":0.08,"cashCollateralCoverPct":12.3,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":19889854.6},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3631544.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":440778.07}]},"2024-03-31":{"filedDate":"2024-05-21","netAssetsUSD":4006434752.63,"borrowerCount":4,"onLoanToBorrowersUSD":43566318.67,"positionsWithLoansUSD":51935010.41,"onLoanPctOfNetAssets":1.09,"largestBorrowerSharePct":97.5,"cashCollateralPct":0.04,"cashCollateralCoverPct":3.7,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":42464312.99},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":750714.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":272775.64},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":78516.0}]},"2024-06-30":{"filedDate":"2024-08-28","netAssetsUSD":3970189504.01,"borrowerCount":2,"onLoanToBorrowersUSD":1956305.45,"positionsWithLoansUSD":2173714.15,"onLoanPctOfNetAssets":0.05,"largestBorrowerSharePct":74.7,"cashCollateralPct":0.04,"cashCollateralCoverPct":81.2,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1460990.33},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":495315.12}]},"2024-09-30":{"filedDate":"2024-11-27","netAssetsUSD":4315148863.94,"borrowerCount":1,"onLoanToBorrowersUSD":1210812.0,"positionsWithLoansUSD":1345374.0,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":106.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1210812.0}]},"2024-12-31":{"filedDate":"2025-02-28","netAssetsUSD":4531306117.6,"borrowerCount":2,"onLoanToBorrowersUSD":20706585.85,"positionsWithLoansUSD":29305014.7,"onLoanPctOfNetAssets":0.46,"largestBorrowerSharePct":99.6,"cashCollateralPct":0,"cashCollateralCoverPct":null,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":20621388.79},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":85197.06}]},"2025-03-31":{"filedDate":"2025-05-30","netAssetsUSD":4695363967.77,"borrowerCount":4,"onLoanToBorrowersUSD":13321477.86,"positionsWithLoansUSD":22499985.62,"onLoanPctOfNetAssets":0.28,"largestBorrowerSharePct":54.5,"cashCollateralPct":0,"cashCollateralCoverPct":null,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7260040.77},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5794932.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":264494.75},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2009.54}]},"2025-06-30":{"filedDate":"2025-08-29","netAssetsUSD":5007285851.43,"borrowerCount":4,"onLoanToBorrowersUSD":66962264.85,"positionsWithLoansUSD":109010554.02,"onLoanPctOfNetAssets":1.34,"largestBorrowerSharePct":89.9,"cashCollateralPct":0.0,"cashCollateralCoverPct":null,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":60180291.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6552246.75},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":115105.04},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":114622.06}]},"2025-09-30":{"filedDate":"2025-11-25","netAssetsUSD":5421842806.94,"borrowerCount":6,"onLoanToBorrowersUSD":29918443.56,"positionsWithLoansUSD":37562133.61,"onLoanPctOfNetAssets":0.55,"largestBorrowerSharePct":65.5,"cashCollateralPct":0.01,"cashCollateralCoverPct":1.8,"borrowers":[{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":19606453.08},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4762760.04},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2034374.27},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1712854.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1670142.55},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":131859.0}]},"2025-12-31":{"filedDate":"2026-02-27","netAssetsUSD":5556239040.7,"borrowerCount":8,"onLoanToBorrowersUSD":62777548.22,"positionsWithLoansUSD":106863274.97,"onLoanPctOfNetAssets":1.13,"largestBorrowerSharePct":67.7,"cashCollateralPct":0.01,"cashCollateralCoverPct":0.9,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":42526151.54},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":10187837.25},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7514544.93},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2258610.84},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":271899.76},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":14295.96},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4194.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":13.64}]},"2026-03-31":{"filedDate":"2026-06-01","netAssetsUSD":5646111085.09,"borrowerCount":4,"onLoanToBorrowersUSD":43469105.85,"positionsWithLoansUSD":84589600.83,"onLoanPctOfNetAssets":0.77,"largestBorrowerSharePct":61.7,"cashCollateralPct":0.01,"cashCollateralCoverPct":1.3,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":26812176.83},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15634866.88},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":723536.22},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":298525.92}]},"2026-06-30":{"filedDate":"2026-08-31","netAssetsUSD":6142578663.09,"borrowerCount":7,"onLoanToBorrowersUSD":78310667.43,"positionsWithLoansUSD":111630500.6,"onLoanPctOfNetAssets":1.27,"largestBorrowerSharePct":45.1,"cashCollateralPct":0.14,"cashCollateralCoverPct":11.0,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":35330209.84},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":15586447.2},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":10870773.1},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7926535.04},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":7407138.19},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":1067546.56},{"name":"STIFEL NICOLAUS & CO INC","lei":"5WUVMA08EYG4KEUPW589","usd":122017.5}]}}}