{"ticker":"GDX","periods":{"2019-09-30":{"filedDate":"2019-11-21","netAssetsUSD":11268185766.62,"borrowerCount":13,"onLoanToBorrowersUSD":153203582.82,"positionsWithLoansUSD":2578405151.13,"onLoanPctOfNetAssets":1.36,"largestBorrowerSharePct":32.3,"cashCollateralPct":1.48,"cashCollateralCoverPct":108.9,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":49509621.27},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":32716615.44},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":21889789.8},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":17901393.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":10520254.18},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7832541.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5724066.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2693430.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2209920.0},{"name":"CIBC World Markets Corporation","lei":"549300445CON3DBMU275","usd":1585272.0},{"name":"NATL BK OF CAD FINANCIAL INC.","lei":"549300K66TF1ST7A3V76","usd":298291.41},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":193085.0},{"name":"BOFA SECURITIES INC","lei":"8NAV47T0Y26Q87Y0QP81","usd":129303.72}]},"2019-12-31":{"filedDate":"2020-02-18","netAssetsUSD":12938588096.78,"borrowerCount":9,"onLoanToBorrowersUSD":86418103.44,"positionsWithLoansUSD":1595415437.72,"onLoanPctOfNetAssets":0.67,"largestBorrowerSharePct":40.2,"cashCollateralPct":0.21,"cashCollateralCoverPct":31.4,"borrowers":[{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":34720562.89},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":20365389.46},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17164000.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":7568613.34},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3751995.37},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1305690.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":784212.38},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":714998.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":42642.0}]},"2020-03-31":{"filedDate":"2020-05-22","netAssetsUSD":9960235628.86,"borrowerCount":20,"onLoanToBorrowersUSD":168220460.3,"positionsWithLoansUSD":4149234449.69,"onLoanPctOfNetAssets":1.69,"largestBorrowerSharePct":23.2,"cashCollateralPct":0.96,"cashCollateralCoverPct":56.8,"borrowers":[{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":39006004.16},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":30528028.42},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":28204619.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":19044623.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14650975.32},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11047662.64},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5158333.86},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4041454.24},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3856755.36},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3190727.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3133206.63},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2314181.2},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":1819733.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":679662.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":582561.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":364529.97},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":292466.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":159615.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":138029.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":7293.0}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":15962656963.78,"borrowerCount":17,"onLoanToBorrowersUSD":207807819.49,"positionsWithLoansUSD":5197997054.14,"onLoanPctOfNetAssets":1.3,"largestBorrowerSharePct":35.2,"cashCollateralPct":0.8,"cashCollateralCoverPct":61.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":73054430.61},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":31610194.93},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":30291440.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":27467543.19},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":10744678.95},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7303871.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6027043.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5324129.1},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":3825497.17},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3782610.44},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2717595.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1558493.65},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1348620.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1215591.05},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1158180.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":286181.9},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":91719.0}]},"2020-09-30":{"filedDate":"2020-11-25","netAssetsUSD":17013919424.16,"borrowerCount":14,"onLoanToBorrowersUSD":308142622.9,"positionsWithLoansUSD":5209213626.9,"onLoanPctOfNetAssets":1.81,"largestBorrowerSharePct":46.3,"cashCollateralPct":1.15,"cashCollateralCoverPct":63.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":142697619.66},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":26587643.18},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":26196122.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":26135612.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":25626888.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":23903002.9},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":16436522.06},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7817967.91},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7799977.08},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3202449.33},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1198015.84},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":255973.76},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":163477.09},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":121351.49}]},"2020-12-31":{"filedDate":"2021-02-10","netAssetsUSD":16503517275.39,"borrowerCount":17,"onLoanToBorrowersUSD":277024023.49,"positionsWithLoansUSD":6026980741.26,"onLoanPctOfNetAssets":1.68,"largestBorrowerSharePct":39.9,"cashCollateralPct":0.75,"cashCollateralCoverPct":44.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":110540027.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":55869280.69},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":48194801.02},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":23934432.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15220281.76},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8876000.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3565129.92},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3163798.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3064081.82},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2961112.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":976355.52},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":248385.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":92667.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":86520.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":84444.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":77499.89},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":69207.0}]},"2021-03-31":{"filedDate":"2021-05-28","netAssetsUSD":13592731004.85,"borrowerCount":16,"onLoanToBorrowersUSD":132092984.73,"positionsWithLoansUSD":4122710568.89,"onLoanPctOfNetAssets":0.97,"largestBorrowerSharePct":26.7,"cashCollateralPct":0.32,"cashCollateralCoverPct":32.9,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":35288685.21},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":26891343.33},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":23734276.58},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":21113002.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":8456866.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4378420.61},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2997016.38},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2940628.16},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1519392.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1515659.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1496835.81},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1172404.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":329747.77},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":188831.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":67935.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1941.0}]},"2021-06-30":{"filedDate":"2021-08-27","netAssetsUSD":14655588101.05,"borrowerCount":21,"onLoanToBorrowersUSD":318945380.0,"positionsWithLoansUSD":6191069113.15,"onLoanPctOfNetAssets":2.18,"largestBorrowerSharePct":15.8,"cashCollateralPct":1.18,"cashCollateralCoverPct":54.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":50300052.84},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":49714309.52},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":47694108.76},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":39484314.56},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":30773929.96},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":25939582.17},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":23794686.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":18670646.49},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11819158.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8009042.26},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6576155.11},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":4519666.79},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":474956.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":302446.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":265228.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":223790.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":208301.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":73006.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":71145.0},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":30849.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":5.55}]},"2021-09-30":{"filedDate":"2021-11-22","netAssetsUSD":12429999858.89,"borrowerCount":20,"onLoanToBorrowersUSD":274357099.4,"positionsWithLoansUSD":6208383760.36,"onLoanPctOfNetAssets":2.21,"largestBorrowerSharePct":14.8,"cashCollateralPct":0.67,"cashCollateralCoverPct":30.4,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":40675551.69},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":39551413.9},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":38712771.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":28771026.17},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":27345908.79},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":18693960.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":17605175.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":16177675.45},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":14147565.7},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":12746266.14},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":10486332.57},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":5562050.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1921000.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1255014.7},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":495671.16},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":122100.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":63102.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":13906.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":10604.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3.93}]},"2021-12-31":{"filedDate":"2022-02-17","netAssetsUSD":13273080564.33,"borrowerCount":19,"onLoanToBorrowersUSD":197100880.1,"positionsWithLoansUSD":5126206998.81,"onLoanPctOfNetAssets":1.48,"largestBorrowerSharePct":18.2,"cashCollateralPct":0.76,"cashCollateralCoverPct":51.2,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":35820578.74},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":25692764.81},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":24774461.32},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":23490202.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20184237.24},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":17438335.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14475583.09},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8201785.76},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7188717.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6355053.39},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3736035.18},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":3620529.11},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":2111668.11},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1764268.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1548085.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":381836.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":315888.05},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":848.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3.9}]},"2022-03-31":{"filedDate":"2022-05-27","netAssetsUSD":15328530956.26,"borrowerCount":23,"onLoanToBorrowersUSD":353576182.79,"positionsWithLoansUSD":8731036781.91,"onLoanPctOfNetAssets":2.31,"largestBorrowerSharePct":32.1,"cashCollateralPct":0.82,"cashCollateralCoverPct":35.5,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":113656056.85},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":38425839.15},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":25069086.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":23205595.89},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":21580733.4},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21509252.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20415664.18},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":18007392.4},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":14699959.63},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":10145776.34},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":9648271.14},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":8339408.3},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6086802.12},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5556155.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5132850.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4192547.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3396596.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":3321909.26},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":598396.13},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":245520.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":223720.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":118647.8},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3.81}]},"2022-06-30":{"filedDate":"2022-08-24","netAssetsUSD":10932963541.19,"borrowerCount":23,"onLoanToBorrowersUSD":237120762.27,"positionsWithLoansUSD":4072020532.5,"onLoanPctOfNetAssets":2.17,"largestBorrowerSharePct":22.7,"cashCollateralPct":1.21,"cashCollateralCoverPct":55.8,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":53938090.47},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":37381706.47},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":23657947.2},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":23492859.94},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21122058.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15649787.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":10722876.49},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":10421540.74},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9396480.56},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8509941.48},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":7018966.13},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":6575475.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2471767.94},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1842724.24},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1797954.11},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1210789.49},{"name":"TD AMERITRADE CLEARING, INC","lei":"MRK678VXOI09YSSN8X19","usd":789105.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":412307.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":355517.9},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":150272.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":116366.12},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":86226.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2.84}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":9352661165.89,"borrowerCount":24,"onLoanToBorrowersUSD":313434787.2,"positionsWithLoansUSD":5312556407.14,"onLoanPctOfNetAssets":3.35,"largestBorrowerSharePct":19.1,"cashCollateralPct":2.09,"cashCollateralCoverPct":62.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":59966087.75},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":51937735.47},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":51129240.02},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":37073845.94},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":32905094.14},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":23337800.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":16941307.85},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11161751.28},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7467673.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3351971.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3125737.69},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3066100.43},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3055018.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2510724.26},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1894766.03},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1672086.95},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":688390.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":646374.0},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":607690.49},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":438094.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":329306.03},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":92214.68},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":35770.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":7.98}]},"2022-12-31":{"filedDate":"2023-02-27","netAssetsUSD":11933644052.56,"borrowerCount":21,"onLoanToBorrowersUSD":225906316.81,"positionsWithLoansUSD":2906484070.13,"onLoanPctOfNetAssets":1.89,"largestBorrowerSharePct":31.0,"cashCollateralPct":1.01,"cashCollateralCoverPct":53.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":70038338.56},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":53956611.75},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":35488775.05},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":24160258.91},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8849752.06},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8722522.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7506857.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4230256.36},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4228648.14},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2283919.28},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2163236.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1423154.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1051133.16},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":784550.63},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":327080.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":309000.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":230436.92},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":72605.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":65750.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":13419.01},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":11.15}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":13847110901.79,"borrowerCount":22,"onLoanToBorrowersUSD":317616117.4,"positionsWithLoansUSD":5023658538.12,"onLoanPctOfNetAssets":2.29,"largestBorrowerSharePct":28.7,"cashCollateralPct":1.52,"cashCollateralCoverPct":66.3,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":91078268.1},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":45662932.66},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":34253248.75},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":28753423.8},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":23819281.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":22003515.52},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":19699986.23},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14156450.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13730882.76},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9827874.42},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6713761.01},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2584453.72},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1803063.52},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1578486.56},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":563502.6},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":547099.34},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":249466.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":208101.36},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":188244.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":103066.05},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":76640.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":14370.0}]},"2023-06-30":{"filedDate":"2023-08-16","netAssetsUSD":11908986886.39,"borrowerCount":17,"onLoanToBorrowersUSD":80697481.07,"positionsWithLoansUSD":4352401430.75,"onLoanPctOfNetAssets":0.68,"largestBorrowerSharePct":23.7,"cashCollateralPct":0.37,"cashCollateralCoverPct":54.6,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19124007.38},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":13722304.48},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":12620824.5},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9037656.02},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6200466.8},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5939789.6},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4940355.13},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4030014.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1671664.09},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1560507.39},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":665874.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":611446.8},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":374368.76},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":163084.74},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":22957.93},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":11940.75},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":218.7}]},"2023-09-30":{"filedDate":"2023-11-27","netAssetsUSD":10662359326.78,"borrowerCount":23,"onLoanToBorrowersUSD":188744885.08,"positionsWithLoansUSD":5253170903.28,"onLoanPctOfNetAssets":1.77,"largestBorrowerSharePct":21.3,"cashCollateralPct":0.84,"cashCollateralCoverPct":47.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":40149569.69},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":32300449.2},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":20950252.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":15857933.51},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":14267990.04},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12767968.65},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9807901.25},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9128079.35},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":7816655.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5239036.9},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4810638.96},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3380122.31},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3175952.8},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2273243.42},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1846091.95},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1800676.17},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":1553489.64},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1171209.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":256608.0},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":76020.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":58941.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":43011.0},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":13045.24}]},"2023-12-31":{"filedDate":"2024-02-22","netAssetsUSD":13104828194.41,"borrowerCount":21,"onLoanToBorrowersUSD":272613002.92,"positionsWithLoansUSD":4585607345.25,"onLoanPctOfNetAssets":2.08,"largestBorrowerSharePct":16.9,"cashCollateralPct":0.64,"cashCollateralCoverPct":30.8,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":46154006.23},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":44492793.12},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":37526935.82},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":36882372.62},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":23516248.1},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":21541596.95},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":15920993.7},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11572719.58},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7516452.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7478448.51},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6205670.4},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5165577.66},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2466062.88},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1939926.75},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":1481116.2},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":1393213.79},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":950770.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":183505.66},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":153750.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":67116.0},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":3726.95}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":13471297650.42,"borrowerCount":23,"onLoanToBorrowersUSD":388815134.97,"positionsWithLoansUSD":4584804240.26,"onLoanPctOfNetAssets":2.89,"largestBorrowerSharePct":16.6,"cashCollateralPct":1.32,"cashCollateralCoverPct":45.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":64437838.24},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":46550010.04},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":43134675.92},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":40393926.42},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":32014690.62},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":26608512.46},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25087030.87},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":18525128.01},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17825955.86},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":16960493.41},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15201310.32},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":9678952.67},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8275109.65},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7182078.19},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":6459022.13},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5599716.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2148196.79},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1768793.25},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":407411.9},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":337703.3},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":207304.92},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":9632.0},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":1642.0}]},"2024-06-30":{"filedDate":"2024-08-20","netAssetsUSD":13228415656.35,"borrowerCount":21,"onLoanToBorrowersUSD":313102972.84,"positionsWithLoansUSD":3529272942.71,"onLoanPctOfNetAssets":2.37,"largestBorrowerSharePct":21.4,"cashCollateralPct":0.37,"cashCollateralCoverPct":15.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":66980337.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":51349124.42},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":42149060.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":34050538.01},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":24346129.63},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":21303782.64},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":18037679.57},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":9209294.14},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6173430.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5798035.8},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5756980.07},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5712632.14},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5399300.25},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5354579.77},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":4455549.21},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":3408511.86},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1375862.47},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1245284.07},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":405376.38},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":305459.1},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":286026.0}]},"2024-09-30":{"filedDate":"2024-11-19","netAssetsUSD":15361770293.46,"borrowerCount":25,"onLoanToBorrowersUSD":483026191.36,"positionsWithLoansUSD":5463508405.78,"onLoanPctOfNetAssets":3.14,"largestBorrowerSharePct":32.6,"cashCollateralPct":0.68,"cashCollateralCoverPct":21.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":157623425.92},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":61109994.33},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":46332507.13},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":45810000.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33091809.46},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":29192436.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":24651822.08},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18944006.51},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15974195.66},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":12986163.71},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":11979123.58},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":4793798.76},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4786177.98},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4770092.68},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":3461293.16},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2307166.03},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1627629.0},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1286154.16},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1050488.34},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":523232.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":486984.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":127325.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":65798.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":33495.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":11072.0}]},"2024-12-31":{"filedDate":"2025-02-26","netAssetsUSD":12660469614.2,"borrowerCount":24,"onLoanToBorrowersUSD":337826118.19,"positionsWithLoansUSD":3495682911.78,"onLoanPctOfNetAssets":2.67,"largestBorrowerSharePct":36.7,"cashCollateralPct":0.86,"cashCollateralCoverPct":32.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":124114034.36},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":49406418.01},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":30390750.51},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":26972157.85},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":20574127.86},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":17034663.81},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":10981446.53},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9618964.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":8831278.9},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7749131.76},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":7734933.93},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4252866.4},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4231453.42},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3647454.3},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2613532.44},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2491458.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2193360.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1619510.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":905301.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":718710.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":702871.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":546240.0},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":255004.11},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":240450.0}]},"2025-03-31":{"filedDate":"2025-05-27","netAssetsUSD":14823595982.59,"borrowerCount":22,"onLoanToBorrowersUSD":487797203.27,"positionsWithLoansUSD":6816902426.95,"onLoanPctOfNetAssets":3.29,"largestBorrowerSharePct":34.6,"cashCollateralPct":0.87,"cashCollateralCoverPct":26.4,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":168561923.26},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":71713174.05},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":39137751.92},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":38700578.07},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":34301289.69},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":25145858.05},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":21687481.97},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":18356228.87},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":17817705.32},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":16886369.83},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9925813.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7633555.22},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5691653.51},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5130199.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2939476.72},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1296773.9},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1135580.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":751947.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":687155.13},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":208168.16},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":88179.0},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":341.6}]},"2025-06-30":{"filedDate":"2025-08-21","netAssetsUSD":15485671660.3,"borrowerCount":25,"onLoanToBorrowersUSD":798701639.35,"positionsWithLoansUSD":6229495452.53,"onLoanPctOfNetAssets":5.16,"largestBorrowerSharePct":71.0,"cashCollateralPct":0.4,"cashCollateralCoverPct":7.8,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":567040035.55},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":50265823.31},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":42674306.65},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":29166010.0},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":24675059.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":24618428.91},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":19793839.32},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12477988.51},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6048606.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4210499.23},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3576488.41},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3306600.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2711510.36},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2499475.96},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2183115.24},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":1503127.2},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":519696.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":481670.13},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":408816.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":275523.99},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":98100.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":59571.77},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":56820.0},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":50133.68},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":393.6}]},"2025-09-30":{"filedDate":"2025-11-21","netAssetsUSD":22214619843.18,"borrowerCount":21,"onLoanToBorrowersUSD":1245988080.91,"positionsWithLoansUSD":9886891116.04,"onLoanPctOfNetAssets":5.61,"largestBorrowerSharePct":55.0,"cashCollateralPct":0.18,"cashCollateralCoverPct":3.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":685673368.05},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":185733869.47},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":74131474.07},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":66995290.81},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":60681600.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":52053173.48},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":37621725.24},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":20918568.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":16689910.49},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":16574145.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":14998326.83},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4393589.49},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3177327.43},{"name":"RAYMOND JAMES & ASSOCIATES, INC","lei":"U4ONQX15J3RO8XCKE979","usd":2398095.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":1597125.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":937020.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":499247.1},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":458309.69},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":279113.61},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":111597.15},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":65205.0}]},"2025-12-31":{"filedDate":"2026-02-27","netAssetsUSD":25801219815.33,"borrowerCount":22,"onLoanToBorrowersUSD":984067358.73,"positionsWithLoansUSD":14064577506.81,"onLoanPctOfNetAssets":3.81,"largestBorrowerSharePct":62.9,"cashCollateralPct":0.25,"cashCollateralCoverPct":6.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":618963763.44},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":101332589.69},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":83845037.72},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":56041080.5},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":29181079.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22667751.73},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":22464903.67},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":17601290.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12349261.2},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":5675377.39},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":3888614.4},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3687053.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1451764.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1426374.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1391862.5},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":763191.79},{"name":"Wedbush Securities Inc.","lei":"549300CSX55MXZ47EI78","usd":438836.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":403245.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":283608.0},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":141024.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":40221.0},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":29430.0}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":28155811953.65,"borrowerCount":16,"onLoanToBorrowersUSD":571848786.65,"positionsWithLoansUSD":12130059706.66,"onLoanPctOfNetAssets":2.03,"largestBorrowerSharePct":27.5,"cashCollateralPct":0.63,"cashCollateralCoverPct":31.0,"borrowers":[{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":157442606.5},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":76296000.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":64614518.47},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":44901245.76},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":44025377.75},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":43233300.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":35371765.06},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":31137644.85},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":26799398.55},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21119691.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12215245.82},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":9201950.43},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":3317421.79},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1132427.68},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":881538.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":158654.19}]},"2026-06-30":{"filedDate":"2026-08-26","netAssetsUSD":22753127495.38,"borrowerCount":24,"onLoanToBorrowersUSD":543442249.97,"positionsWithLoansUSD":7490594190.18,"onLoanPctOfNetAssets":2.39,"largestBorrowerSharePct":23.6,"cashCollateralPct":0.42,"cashCollateralCoverPct":17.6,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":128420092.44},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":69200114.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":56611464.46},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":44072346.0},{"name":"The Bank of Nova Scotia","lei":"L3I9ZG2KFGXZ61BMYR72","usd":41588707.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":31515020.1},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":29607218.58},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":27770405.48},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26616686.1},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":20072267.64},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":15920402.08},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":13321088.26},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":11710493.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":9381542.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7980338.32},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3632215.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3181296.45},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":973090.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":950829.98},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":814580.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":45518.34},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":39546.0},{"name":"JANNEY MONTGOMERY SCOTT, LLC","lei":"549300QQRY1JCFQHYS08","usd":16900.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":87.48}]}}}