{"ticker":"ICLN","periods":{"2019-09-30":{"filedDate":"2019-11-25","netAssetsUSD":357872749.02,"borrowerCount":10,"onLoanToBorrowersUSD":20708231.34,"positionsWithLoansUSD":67912196.26,"onLoanPctOfNetAssets":5.79,"largestBorrowerSharePct":66.6,"cashCollateralPct":6.39,"cashCollateralCoverPct":110.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13791849.3},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2564564.09},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2149144.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":794848.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":389625.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":364384.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":247328.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":172376.95},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":145376.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":88736.0}]},"2019-12-31":{"filedDate":"2020-02-27","netAssetsUSD":429036235.43,"borrowerCount":16,"onLoanToBorrowersUSD":55417277.22,"positionsWithLoansUSD":120968974.82,"onLoanPctOfNetAssets":12.92,"largestBorrowerSharePct":29.6,"cashCollateralPct":13.34,"cashCollateralCoverPct":103.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":16379713.21},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12521560.8},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6490336.29},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3921076.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3396900.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3376287.8},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1825110.5},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1788313.4},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":1755140.28},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1157000.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":970190.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":797720.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":634714.6},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":210607.8},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":143986.54},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":48620.0}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":499222287.22,"borrowerCount":19,"onLoanToBorrowersUSD":69779401.7,"positionsWithLoansUSD":178404339.03,"onLoanPctOfNetAssets":13.98,"largestBorrowerSharePct":32.8,"cashCollateralPct":14.45,"cashCollateralCoverPct":103.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":22913757.44},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15417659.89},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8294891.95},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":8047675.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5523671.42},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2244901.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1469574.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1415690.54},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1408938.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":888972.76},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":827014.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":446241.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":346704.06},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":234683.25},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":212888.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":56607.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":21636.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4940.37},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2956.0}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":721338047.33,"borrowerCount":16,"onLoanToBorrowersUSD":112199922.85,"positionsWithLoansUSD":331587157.59,"onLoanPctOfNetAssets":15.55,"largestBorrowerSharePct":44.9,"cashCollateralPct":15.06,"cashCollateralCoverPct":96.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":50425198.87},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12095052.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11264287.78},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10802269.44},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":8261240.22},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6051452.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3720987.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2108116.66},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2091994.15},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1933483.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1766781.18},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1110240.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":333496.4},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":121553.91},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":64428.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":49340.72}]},"2020-09-30":{"filedDate":"2020-11-25","netAssetsUSD":1541903450.98,"borrowerCount":18,"onLoanToBorrowersUSD":236876852.6,"positionsWithLoansUSD":836038503.5,"onLoanPctOfNetAssets":15.36,"largestBorrowerSharePct":41.9,"cashCollateralPct":15.03,"cashCollateralCoverPct":97.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":99193475.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":39642397.3},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":23011607.49},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14909028.95},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":14522803.08},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8509234.95},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8390332.71},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6081794.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":6007305.52},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5121631.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4134630.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3297882.8},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2082292.44},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1270903.18},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":336927.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":220845.66},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":95340.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":48420.8}]},"2020-12-31":{"filedDate":"2021-02-25","netAssetsUSD":4688270455.82,"borrowerCount":15,"onLoanToBorrowersUSD":207053476.15,"positionsWithLoansUSD":1572345991.99,"onLoanPctOfNetAssets":4.42,"largestBorrowerSharePct":31.3,"cashCollateralPct":4.42,"cashCollateralCoverPct":100.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":64905518.87},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":28040047.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22288915.16},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17501590.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15821616.03},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":13480437.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":13208819.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7242965.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7231200.5},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5230134.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3335724.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3195180.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2871184.44},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2469563.04},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":230580.0}]},"2021-03-31":{"filedDate":"2021-05-27","netAssetsUSD":5531743107.61,"borrowerCount":23,"onLoanToBorrowersUSD":547919884.11,"positionsWithLoansUSD":2375452854.41,"onLoanPctOfNetAssets":9.91,"largestBorrowerSharePct":15.5,"cashCollateralPct":9.39,"cashCollateralCoverPct":94.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":85015364.84},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":62287881.06},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":57037302.55},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":54440386.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":47943305.94},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":33054115.9},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":32646227.64},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":31465801.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":30105596.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":24517707.32},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":22310500.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":18934330.67},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":15073215.3},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7766881.89},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":6439226.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5081207.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4948111.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":4333917.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1880433.85},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1721377.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":650087.55},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":179608.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":87300.0}]},"2021-04-30":{"filedDate":"2021-06-28","netAssetsUSD":5811915536.99,"borrowerCount":23,"onLoanToBorrowersUSD":340562279.15,"positionsWithLoansUSD":1597610267.84,"onLoanPctOfNetAssets":5.86,"largestBorrowerSharePct":20.0,"cashCollateralPct":6.56,"cashCollateralCoverPct":112.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":68214443.52},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":57002258.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":54515591.21},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":43281560.87},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":28650036.59},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26633714.88},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":15911127.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15083866.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":7508808.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4944090.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4556922.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2290466.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2257099.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1942516.82},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1339495.63},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1281569.0},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":1243036.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":851548.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":814739.74},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":797419.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":761217.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":589965.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":90789.0}]},"2021-07-31":{"filedDate":"2021-09-28","netAssetsUSD":6050235889.17,"borrowerCount":23,"onLoanToBorrowersUSD":414688615.18,"positionsWithLoansUSD":1847610199.36,"onLoanPctOfNetAssets":6.85,"largestBorrowerSharePct":20.6,"cashCollateralPct":7.02,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":85460910.77},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":78872835.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":51277512.2},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":32913914.38},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":31616573.06},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":24364798.89},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":19493390.36},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":18305011.51},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12562434.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12415311.79},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":9964809.2},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":9537636.61},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":7214162.93},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":6026475.41},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3978767.02},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3476647.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2065279.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1890075.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1623825.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":841810.37},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":410375.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":299575.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":76484.8}]},"2021-10-31":{"filedDate":"2021-12-28","netAssetsUSD":6874701674.47,"borrowerCount":27,"onLoanToBorrowersUSD":775714416.01,"positionsWithLoansUSD":3923052868.14,"onLoanPctOfNetAssets":11.28,"largestBorrowerSharePct":37.6,"cashCollateralPct":10.81,"cashCollateralCoverPct":95.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":291893244.12},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":94513755.18},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":80456039.83},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":71228927.44},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":34891329.1},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":32519739.83},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":26044663.76},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":25729205.72},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":24055585.73},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":24002134.23},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":17836275.56},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":13267227.32},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":10773194.72},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9462953.8},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3304182.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2994874.02},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2962098.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1860836.84},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1696817.25},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1499891.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1459636.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1035420.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":990063.56},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":575184.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":524554.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":110983.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":25600.0}]},"2022-01-31":{"filedDate":"2022-03-29","netAssetsUSD":4808718745.16,"borrowerCount":26,"onLoanToBorrowersUSD":549216148.42,"positionsWithLoansUSD":1850565366.87,"onLoanPctOfNetAssets":11.42,"largestBorrowerSharePct":22.6,"cashCollateralPct":10.64,"cashCollateralCoverPct":93.2,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":124169857.61},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":106446842.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":99008148.51},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":55836049.68},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":28069248.77},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":17921033.15},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":16764140.72},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":15890185.74},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":10281807.16},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9802877.55},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8640713.12},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8240539.9},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7650094.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":7045921.25},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6548208.71},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5530854.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5190168.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5133991.3},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3559415.43},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3027087.98},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1806523.39},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1549473.61},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":798300.0},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":162342.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":121876.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":20448.0}]},"2022-04-30":{"filedDate":"2022-06-27","netAssetsUSD":4989274170.63,"borrowerCount":24,"onLoanToBorrowersUSD":628466208.55,"positionsWithLoansUSD":2226313067.11,"onLoanPctOfNetAssets":12.6,"largestBorrowerSharePct":21.8,"cashCollateralPct":13.35,"cashCollateralCoverPct":106.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":137173563.62},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":126974462.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":92369744.95},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":66091182.21},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":52143647.71},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":35405956.29},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26486393.82},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":24559998.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15432006.34},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11145216.23},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10032681.96},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6253460.25},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5514260.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3950636.65},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3024528.11},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2303307.27},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1924712.83},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1842652.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1838196.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1247175.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1197361.71},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":807420.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":645776.84},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":101868.0}]},"2022-07-31":{"filedDate":"2022-09-27","netAssetsUSD":5605250267.12,"borrowerCount":23,"onLoanToBorrowersUSD":876918642.81,"positionsWithLoansUSD":2821072773.3,"onLoanPctOfNetAssets":15.64,"largestBorrowerSharePct":24.7,"cashCollateralPct":13.59,"cashCollateralCoverPct":86.9,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":216828359.36},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":153128628.49},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":145878453.56},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":122581591.09},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":62561625.68},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":36117444.51},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":35076662.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24720554.09},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":19996013.01},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":15347529.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11933932.31},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8023258.19},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":7226546.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":5688862.01},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3595726.82},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2853284.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1293194.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1258746.34},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":798097.62},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":755470.31},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":686767.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":378823.71},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":189073.11}]},"2022-10-31":{"filedDate":"2022-12-27","netAssetsUSD":4780019419.69,"borrowerCount":22,"onLoanToBorrowersUSD":549634239.86,"positionsWithLoansUSD":1474738979.18,"onLoanPctOfNetAssets":11.5,"largestBorrowerSharePct":26.6,"cashCollateralPct":12.42,"cashCollateralCoverPct":108.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":146281215.99},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":106451569.77},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":95466757.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":64626396.36},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":36772281.16},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":22404922.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":20276746.51},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14266511.76},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":12580575.76},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7145592.5},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6344943.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4798269.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3301974.16},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2025143.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1523751.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1339883.74},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1082731.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1027561.5},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":826574.19},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":741831.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":210301.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":138707.59}]},"2023-01-31":{"filedDate":"2023-03-29","netAssetsUSD":5244684396.82,"borrowerCount":24,"onLoanToBorrowersUSD":638974692.38,"positionsWithLoansUSD":1769301224.15,"onLoanPctOfNetAssets":12.18,"largestBorrowerSharePct":30.1,"cashCollateralPct":12.19,"cashCollateralCoverPct":100.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":192108340.51},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":149037169.54},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":107685428.97},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":49077053.99},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":39752387.95},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":29722959.88},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":28332188.76},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9782082.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9768785.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":7332711.76},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4890769.99},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2594156.74},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2183857.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2019729.02},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1787700.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1109175.28},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1034801.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":206919.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":192600.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":172017.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":92972.99},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":72102.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":16836.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1948.0}]},"2023-04-30":{"filedDate":"2023-06-27","netAssetsUSD":4573361667.3,"borrowerCount":24,"onLoanToBorrowersUSD":513451876.68,"positionsWithLoansUSD":1930524066.73,"onLoanPctOfNetAssets":11.23,"largestBorrowerSharePct":30.4,"cashCollateralPct":11.48,"cashCollateralCoverPct":102.3,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":155931668.64},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":95268276.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":67848182.89},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":54365681.06},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21915010.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":18317855.1},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":18158406.4},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15474193.83},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12354077.83},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":11449341.04},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":10599640.56},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7953039.98},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":6158780.68},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4358722.66},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3774070.91},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2939292.76},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2058303.61},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1313898.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1286056.44},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":554569.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":489070.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":335195.33},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":311076.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":237467.0}]},"2023-07-31":{"filedDate":"2023-09-26","netAssetsUSD":4086042435.03,"borrowerCount":22,"onLoanToBorrowersUSD":586765258.16,"positionsWithLoansUSD":1332775571.82,"onLoanPctOfNetAssets":14.36,"largestBorrowerSharePct":31.8,"cashCollateralPct":14.7,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":186532257.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":121366918.96},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":71026289.3},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":58062274.57},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33130328.41},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":31364717.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21953694.24},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17700399.7},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12105598.97},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10500220.73},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3830056.48},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3598292.16},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2967124.76},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2837822.58},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2831376.27},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2692120.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1712690.25},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1181009.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":901107.67},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":199020.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":154262.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":117678.11}]},"2023-10-31":{"filedDate":"2023-12-27","netAssetsUSD":2624795696.87,"borrowerCount":22,"onLoanToBorrowersUSD":317801636.4,"positionsWithLoansUSD":1107287115.66,"onLoanPctOfNetAssets":12.11,"largestBorrowerSharePct":20.5,"cashCollateralPct":12.5,"cashCollateralCoverPct":103.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":65164808.82},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":59684220.03},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":40099271.94},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":26463553.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26349324.06},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":20828969.2},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":16453824.43},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":14936927.52},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13504726.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10476376.79},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":9417529.66},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6472613.84},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4190316.8},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1148758.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1001356.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":515406.32},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":365735.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":272987.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":188679.2},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":173340.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":69613.03},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":23299.76}]},"2024-01-31":{"filedDate":"2024-03-27","netAssetsUSD":2496169731.01,"borrowerCount":24,"onLoanToBorrowersUSD":324904387.33,"positionsWithLoansUSD":1039216587.45,"onLoanPctOfNetAssets":13.02,"largestBorrowerSharePct":18.6,"cashCollateralPct":13.85,"cashCollateralCoverPct":106.4,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":60386303.72},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":56359788.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":51576350.18},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":50153098.19},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":25783741.88},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":22430641.56},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":15794909.81},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":10699509.34},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9963404.7},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":7607600.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4267342.4},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3063631.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2403602.54},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":792501.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":714207.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":652976.99},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":633864.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":536935.5},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":444536.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":285410.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":129307.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":120321.68},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":92820.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":11584.0}]},"2024-04-30":{"filedDate":"2024-06-27","netAssetsUSD":2165441585.28,"borrowerCount":19,"onLoanToBorrowersUSD":150671078.6,"positionsWithLoansUSD":609959050.27,"onLoanPctOfNetAssets":6.96,"largestBorrowerSharePct":23.1,"cashCollateralPct":7.18,"cashCollateralCoverPct":103.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":34772240.86},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":33178523.44},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":19276189.46},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15778439.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15274455.24},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":11505829.16},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":10683832.99},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4166258.73},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2203676.74},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":995657.3},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":902665.85},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":603474.23},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":423120.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":305844.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":299530.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":123041.46},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":107724.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":56615.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":13960.36}]},"2024-07-31":{"filedDate":"2024-09-27","netAssetsUSD":2164019833.64,"borrowerCount":21,"onLoanToBorrowersUSD":149724607.41,"positionsWithLoansUSD":622543753.96,"onLoanPctOfNetAssets":6.92,"largestBorrowerSharePct":23.9,"cashCollateralPct":7.04,"cashCollateralCoverPct":101.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":35786574.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":28152891.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22161018.88},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":12177602.01},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12007693.77},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8424298.93},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7069489.95},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6078522.62},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":4986162.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4014302.8},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3319213.05},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1274317.85},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1151100.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1093545.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":561574.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":448185.99},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":423020.07},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":290163.52},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":216504.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":81236.13},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":7190.74}]},"2024-10-31":{"filedDate":"2024-12-26","netAssetsUSD":1905174152.45,"borrowerCount":20,"onLoanToBorrowersUSD":161110367.31,"positionsWithLoansUSD":545998298.78,"onLoanPctOfNetAssets":8.46,"largestBorrowerSharePct":42.1,"cashCollateralPct":8.85,"cashCollateralCoverPct":104.7,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":67844906.03},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":26660599.91},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":18305146.8},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":13659494.27},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":10660134.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7591789.71},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3555574.67},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2865900.03},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2052549.55},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1738294.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1337150.31},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":969744.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":945674.48},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":833462.53},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":585354.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":465178.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":438020.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":381532.42},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":145150.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":74712.0}]},"2025-01-31":{"filedDate":"2025-03-27","netAssetsUSD":1397805613.34,"borrowerCount":16,"onLoanToBorrowersUSD":111160445.44,"positionsWithLoansUSD":253510589.51,"onLoanPctOfNetAssets":7.95,"largestBorrowerSharePct":40.1,"cashCollateralPct":8.07,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":44522430.91},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":31568245.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":13552160.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":11339981.27},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6341591.28},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":983598.73},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":657079.2},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":616103.88},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":560732.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":339680.68},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":244647.29},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":150722.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":130835.22},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":123768.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":17506.02},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11362.74}]},"2025-04-30":{"filedDate":"2025-06-26","netAssetsUSD":1313915739.96,"borrowerCount":17,"onLoanToBorrowersUSD":90346604.59,"positionsWithLoansUSD":299998083.38,"onLoanPctOfNetAssets":6.88,"largestBorrowerSharePct":42.1,"cashCollateralPct":7.75,"cashCollateralCoverPct":112.7,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":38029427.69},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":21961300.21},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":10207835.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7143198.37},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2747041.02},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2408873.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2061853.15},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1269637.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1220537.13},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1008149.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":962464.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":502672.57},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":326689.03},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":275799.22},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":121858.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":91612.52},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":7656.0}]},"2025-07-31":{"filedDate":"2025-09-24","netAssetsUSD":1443386517.67,"borrowerCount":20,"onLoanToBorrowersUSD":86552362.14,"positionsWithLoansUSD":425475362.77,"onLoanPctOfNetAssets":6.0,"largestBorrowerSharePct":45.0,"cashCollateralPct":6.5,"cashCollateralCoverPct":108.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":38954529.89},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11025853.67},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7167303.03},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6919366.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":6635863.81},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4401931.75},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2692274.9},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2437828.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1279940.04},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1210796.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1080840.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":911223.44},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":700212.5},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":477253.42},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":240073.62},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":190098.57},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":108724.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":101080.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":16900.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":269.5}]},"2025-10-31":{"filedDate":"2025-12-23","netAssetsUSD":1954058300.38,"borrowerCount":12,"onLoanToBorrowersUSD":40058413.07,"positionsWithLoansUSD":325272285.09,"onLoanPctOfNetAssets":2.05,"largestBorrowerSharePct":54.0,"cashCollateralPct":2.16,"cashCollateralCoverPct":105.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":21631790.31},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6168409.81},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4714568.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2028442.9},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1523784.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1268980.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1186839.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":950808.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":356279.13},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":112517.09},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":107489.71},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8505.12}]},"2026-01-31":{"filedDate":"2026-03-25","netAssetsUSD":2084318605.17,"borrowerCount":16,"onLoanToBorrowersUSD":106284653.32,"positionsWithLoansUSD":509754120.22,"onLoanPctOfNetAssets":5.1,"largestBorrowerSharePct":48.8,"cashCollateralPct":5.82,"cashCollateralCoverPct":114.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":51847127.51},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":32995425.41},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6360770.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4780175.2},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3432000.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2498382.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2476000.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":696150.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":474772.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":424796.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":122699.64},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":80470.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":59630.84},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":19125.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11709.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":5420.0}]},"2026-04-30":{"filedDate":"2026-06-25","netAssetsUSD":2502674724.89,"borrowerCount":20,"onLoanToBorrowersUSD":171049046.68,"positionsWithLoansUSD":739897695.93,"onLoanPctOfNetAssets":6.83,"largestBorrowerSharePct":21.9,"cashCollateralPct":7.14,"cashCollateralCoverPct":104.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":37437903.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":37001966.13},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22696923.76},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":20414953.73},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":18928358.32},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":8951299.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6377070.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5882922.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4530370.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":4044910.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2082095.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1211777.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":651730.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":516802.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":152900.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":83217.4},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":41284.23},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":26362.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":13772.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2431.11}]},"2026-07-31":{"filedDate":null,"netAssetsUSD":null,"borrowerCount":21,"onLoanToBorrowersUSD":181732749.8,"positionsWithLoansUSD":646621133.69,"onLoanPctOfNetAssets":null,"largestBorrowerSharePct":20.9,"cashCollateralPct":null,"cashCollateralCoverPct":null,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":38043404.81},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":35286307.29},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":31897188.54},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15531785.56},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11574604.83},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11255840.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8785011.7},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8604231.97},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":5404792.9},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4278462.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4113899.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":2466116.74},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1001039.99},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":963724.84},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":905000.66},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":552492.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":489416.85},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":255153.6},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":160120.4},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":150800.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":13356.12}]}}}