{"ticker":"IEMG","periods":{"2019-11-30":{"filedDate":"2020-01-28","netAssetsUSD":57147070759.98,"borrowerCount":28,"onLoanToBorrowersUSD":1600961745.24,"positionsWithLoansUSD":6032178417.65,"onLoanPctOfNetAssets":2.8,"largestBorrowerSharePct":18.0,"cashCollateralPct":3.0,"cashCollateralCoverPct":107.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":287828435.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":240535523.41},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":165066327.75},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":145897610.1},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":138771070.68},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":134147585.61},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":77086653.08},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":66645190.1},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":62983708.19},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":61193238.3},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":38328501.63},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":30853373.59},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":27103511.97},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":27004215.55},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":25835889.48},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":25257402.7},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":16134362.28},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7407703.5},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":5809868.63},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":4645654.85},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3829025.86},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3698377.36},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2786558.6},{"name":"DEUTSCHE BANK AG LONDON","lei":"7LTWFZYICNSX8D621K86","usd":1003597.79},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":660614.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":198856.12},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":144293.4},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":104595.0}]},"2020-02-29":{"filedDate":"2020-04-27","netAssetsUSD":55322246933.87,"borrowerCount":32,"onLoanToBorrowersUSD":1530128580.6,"positionsWithLoansUSD":5908760833.81,"onLoanPctOfNetAssets":2.77,"largestBorrowerSharePct":22.0,"cashCollateralPct":3.05,"cashCollateralCoverPct":110.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":336830223.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":197453820.98},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":193559503.72},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":149887887.32},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":120193224.81},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":88716190.33},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":64493056.74},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":53864013.01},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":51699537.08},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":50368123.1},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":49801497.91},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":45536314.91},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":26055900.82},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":21938233.44},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":12636136.78},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":10990993.37},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9992289.13},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":8283241.03},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":8268014.7},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":7442571.22},{"name":"DEUTSCHE BANK AG LONDON","lei":"7LTWFZYICNSX8D621K86","usd":5019104.8},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":5014652.69},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3779554.5},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2796267.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2663643.26},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1034628.1},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":686976.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":635200.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":324277.49},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":70503.65},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":67982.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":25017.0}]},"2020-05-31":{"filedDate":"2020-07-29","netAssetsUSD":46546476183.0,"borrowerCount":30,"onLoanToBorrowersUSD":1650770189.32,"positionsWithLoansUSD":8971488483.22,"onLoanPctOfNetAssets":3.55,"largestBorrowerSharePct":27.4,"cashCollateralPct":3.79,"cashCollateralCoverPct":106.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":451605929.22},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":169288515.43},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":155591845.51},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":134192338.58},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":126989052.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":104845272.1},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":84160957.76},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":77531004.85},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":61612793.92},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":60574896.84},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":57714306.51},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":40100451.94},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":31834347.08},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":20156753.21},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":17941771.48},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11707735.15},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":9406331.35},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7309305.58},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":6114721.37},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5434188.21},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3294414.8},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3171293.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2856189.09},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":2391622.02},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1671535.22},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1067051.54},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1061634.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":829220.83},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":241040.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":73670.0}]},"2020-08-31":{"filedDate":"2020-10-28","netAssetsUSD":54617408320.65,"borrowerCount":31,"onLoanToBorrowersUSD":2149374288.1,"positionsWithLoansUSD":7372891099.72,"onLoanPctOfNetAssets":3.94,"largestBorrowerSharePct":25.0,"cashCollateralPct":4.27,"cashCollateralCoverPct":108.5,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":536816411.73},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":300501843.03},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":237361247.88},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":184151569.16},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":164958416.68},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":149765547.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":147945055.83},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":66899391.55},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":59019395.79},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":39426486.71},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":38214408.64},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":35045664.86},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":34866162.34},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":32131503.6},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":30767949.36},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":26171001.55},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":15147826.6},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":12890580.93},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":7649410.05},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":6215812.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6214049.02},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3499615.0},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":2607279.79},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2593862.73},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1942139.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1912123.3},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1511246.75},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1169003.83},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":891021.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":618750.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":469512.0}]},"2020-11-30":{"filedDate":"2021-01-27","netAssetsUSD":61337314263.2,"borrowerCount":30,"onLoanToBorrowersUSD":1839280002.2,"positionsWithLoansUSD":7370094477.61,"onLoanPctOfNetAssets":3.0,"largestBorrowerSharePct":20.4,"cashCollateralPct":3.22,"cashCollateralCoverPct":107.4,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":375110180.46},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":227020384.69},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":196669278.25},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":153116887.13},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":131598265.08},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":128664805.6},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":104478869.37},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":81182365.64},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":72946456.17},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":63261991.85},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":51115076.54},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":39636312.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":36854813.77},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":34623552.61},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":33382746.76},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":26780351.64},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":22904507.12},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":14268906.52},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":10291304.53},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9787616.3},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":9444215.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":3690015.46},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3569083.48},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":1952758.61},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1760047.97},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1554968.49},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1334517.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":866939.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":859310.61},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":553474.0}]},"2021-02-28":{"filedDate":"2021-04-27","netAssetsUSD":75353727664.7,"borrowerCount":31,"onLoanToBorrowersUSD":2061129639.47,"positionsWithLoansUSD":7455668555.34,"onLoanPctOfNetAssets":2.74,"largestBorrowerSharePct":21.4,"cashCollateralPct":3.01,"cashCollateralCoverPct":110.0,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":440571446.41},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":357013758.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":350777603.88},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":202416282.99},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":134332867.62},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":102872950.02},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":71608751.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":70097831.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":61288737.42},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":55199990.49},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":46919205.94},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":39820391.05},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":31451416.81},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":30133133.7},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":23705322.7},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7044296.79},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6954906.16},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5511031.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5348882.58},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":4278003.91},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3497487.0},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":3425240.01},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2757750.7},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1523011.02},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":880752.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":560456.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":524446.66},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":388841.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":120252.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":88166.4},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":16425.0}]},"2021-05-31":{"filedDate":"2021-07-28","netAssetsUSD":82002361965.46,"borrowerCount":32,"onLoanToBorrowersUSD":3251435769.76,"positionsWithLoansUSD":14512739525.25,"onLoanPctOfNetAssets":3.97,"largestBorrowerSharePct":19.8,"cashCollateralPct":4.23,"cashCollateralCoverPct":106.7,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":643854101.73},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":580476475.12},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":475199320.5},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":308509182.72},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":211314704.09},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":165774307.96},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":159814610.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":110827395.3},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":101179095.39},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":84503326.02},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":69905119.15},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":59873386.79},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":52625070.15},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":44264375.38},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":39977743.9},{"name":"Credit Suisse Securities (Europe) Limited","lei":"DL6FFRRLF74S01HE2M14","usd":28971116.05},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":24001808.93},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":22295098.46},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":17213659.26},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13394252.3},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8723333.69},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8699988.08},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6397057.17},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":3636995.64},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2811375.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2040085.98},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1940932.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1282025.26},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":658665.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":575824.06},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":564696.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":130642.0}]},"2021-08-31":{"filedDate":"2021-10-27","netAssetsUSD":80611524757.84,"borrowerCount":30,"onLoanToBorrowersUSD":3514441514.16,"positionsWithLoansUSD":15458743392.0,"onLoanPctOfNetAssets":4.36,"largestBorrowerSharePct":18.9,"cashCollateralPct":4.54,"cashCollateralCoverPct":104.1,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":665227176.33},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":522980847.57},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":496138909.28},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":399255155.01},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":266860254.59},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":209258530.19},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":186689059.19},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":181003859.72},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":118910185.87},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":110965182.11},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":78133435.57},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":75787740.14},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":61537507.12},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":29313645.64},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":21290675.44},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":20330564.12},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":18492057.56},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17179339.08},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":11554171.02},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5565487.09},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4781173.75},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":4398499.59},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2419102.44},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1775096.48},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1698251.28},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1345565.76},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":888551.8},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":301168.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":283410.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":76912.42}]},"2021-11-30":{"filedDate":"2022-01-27","netAssetsUSD":76248448026.85,"borrowerCount":29,"onLoanToBorrowersUSD":3169487701.91,"positionsWithLoansUSD":12118264899.7,"onLoanPctOfNetAssets":4.16,"largestBorrowerSharePct":21.5,"cashCollateralPct":4.49,"cashCollateralCoverPct":108.0,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":680253865.3},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":469936457.96},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":391037266.24},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":385696332.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":259308410.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":157869764.67},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":130151290.42},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":125002201.45},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":95084564.86},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":72420401.91},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":65163637.76},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":64767392.51},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":62112613.97},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":45626599.05},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":44604591.73},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":27455903.13},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":19997793.56},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":15846247.65},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14939618.96},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":11988165.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":10648721.83},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9739875.76},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":3697830.31},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":3348780.85},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1544211.97},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":856332.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":293828.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":89501.76},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":5500.0}]},"2022-02-28":{"filedDate":"2022-04-26","netAssetsUSD":72780502403.68,"borrowerCount":28,"onLoanToBorrowersUSD":2611691427.69,"positionsWithLoansUSD":9758146406.7,"onLoanPctOfNetAssets":3.59,"largestBorrowerSharePct":19.2,"cashCollateralPct":3.77,"cashCollateralCoverPct":105.1,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":501973186.07},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":412564116.46},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":383511932.17},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":375853360.45},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":199854874.18},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":176983479.57},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":122445325.42},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":98748506.91},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":74381476.27},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":57452239.54},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":57358932.13},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":23752737.67},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":18365810.87},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":15261931.6},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":14677626.73},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14554995.87},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":12564489.56},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":12172847.45},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11898094.83},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8350181.52},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":5973533.73},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":3934408.91},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3502936.14},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2050369.79},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1425060.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1156975.89},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":510778.48},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":411219.48}]},"2022-05-31":{"filedDate":"2022-07-27","netAssetsUSD":70414004308.19,"borrowerCount":28,"onLoanToBorrowersUSD":2914915478.35,"positionsWithLoansUSD":11842077780.09,"onLoanPctOfNetAssets":4.14,"largestBorrowerSharePct":20.0,"cashCollateralPct":4.3,"cashCollateralCoverPct":103.9,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":581561425.51},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":477680065.96},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":355960852.9},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":279575771.85},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":248808621.15},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":212123056.6},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":174081277.77},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":129364714.87},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":97257723.7},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":72221122.79},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":65343138.6},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":51833071.56},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":47784830.76},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":38173390.6},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":17475162.11},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":13751941.2},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10901285.58},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":9352414.24},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9263589.66},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":7031635.32},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3757212.65},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3711846.72},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2539251.06},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2348607.36},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1344734.2},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":879245.35},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":617823.28},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":171665.0}]},"2022-08-31":{"filedDate":"2022-10-25","netAssetsUSD":65227088678.92,"borrowerCount":29,"onLoanToBorrowersUSD":2465599325.49,"positionsWithLoansUSD":10198243518.11,"onLoanPctOfNetAssets":3.78,"largestBorrowerSharePct":17.0,"cashCollateralPct":4.05,"cashCollateralCoverPct":107.1,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":420188756.63},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":385176968.25},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":350598389.24},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":331137158.28},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":270571199.02},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":213807991.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":128871183.26},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":54332655.82},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":49524797.84},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":47483997.88},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":45085035.47},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":43671710.59},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":30573122.15},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":23424350.83},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":22321338.06},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":12250841.74},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":11984437.67},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11553190.74},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4002763.83},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2894900.29},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2457950.64},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":840084.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":696948.92},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":669461.9},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":530577.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":484178.75},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":220131.95},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":150535.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":94668.04}]},"2022-11-30":{"filedDate":"2023-01-25","netAssetsUSD":65431221152.34,"borrowerCount":28,"onLoanToBorrowersUSD":2486353476.97,"positionsWithLoansUSD":9705598881.26,"onLoanPctOfNetAssets":3.8,"largestBorrowerSharePct":18.0,"cashCollateralPct":4.03,"cashCollateralCoverPct":106.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":447960221.4},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":368533912.91},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":352065104.58},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":312369479.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":188731190.42},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":173102622.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":167138382.1},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":120142752.67},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":70483311.98},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":66483388.34},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":62828719.79},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":44978670.68},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":22361498.28},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":21940752.09},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":15627288.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":15042234.97},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":12507083.17},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":12009251.95},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5530554.75},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2521831.92},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1895514.8},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1281728.98},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":524051.75},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":112684.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":68014.58},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":59036.83},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":30320.85},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":23871.44}]},"2023-02-28":{"filedDate":"2023-04-25","netAssetsUSD":67782029697.5,"borrowerCount":26,"onLoanToBorrowersUSD":2430445846.18,"positionsWithLoansUSD":10490092466.48,"onLoanPctOfNetAssets":3.59,"largestBorrowerSharePct":17.9,"cashCollateralPct":3.84,"cashCollateralCoverPct":107.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":434931262.45},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":397762864.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":321943034.08},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":314700906.89},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":276445340.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":182938655.59},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":150080503.77},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":88439689.75},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":61828580.42},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":49296627.45},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":31147876.47},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":27514097.73},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":18562648.92},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":18144608.27},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":16470992.8},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":13059282.41},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":6921512.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":6704705.85},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4541151.85},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3648328.62},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2329058.01},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1334776.25},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1302240.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":222644.35},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":117910.22},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":56547.05}]},"2023-05-31":{"filedDate":"2023-07-27","netAssetsUSD":68229626031.66,"borrowerCount":26,"onLoanToBorrowersUSD":2765047580.15,"positionsWithLoansUSD":10255622932.6,"onLoanPctOfNetAssets":4.05,"largestBorrowerSharePct":17.0,"cashCollateralPct":4.43,"cashCollateralCoverPct":109.3,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":469445235.44},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":437426023.85},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":405384164.11},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":382241337.07},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":280509774.09},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":263017672.67},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":208004913.89},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":91533009.9},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":42128104.71},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":40810126.69},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":33153181.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":24082335.5},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":24053375.13},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":23696651.15},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":16344751.1},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11989100.86},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3999968.73},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2441463.14},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2236265.08},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":818406.96},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":597298.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":533682.25},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":295599.03},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":144807.8},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":90360.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":69972.0}]},"2023-08-31":{"filedDate":"2023-10-27","netAssetsUSD":71201571784.64,"borrowerCount":27,"onLoanToBorrowersUSD":2936119564.8,"positionsWithLoansUSD":9686145714.29,"onLoanPctOfNetAssets":4.12,"largestBorrowerSharePct":20.7,"cashCollateralPct":4.46,"cashCollateralCoverPct":108.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":607883119.92},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":513899849.13},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":404818648.73},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":348019058.11},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":284038658.64},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":275761684.62},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":199620829.57},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":85559171.25},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":63325331.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":29900901.41},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":28081315.02},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":22518222.05},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":16481829.84},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":10760941.17},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":10068303.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":8692732.29},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8078747.99},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5657793.75},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3671859.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3465307.72},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2871713.55},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1253334.46},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":773123.86},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":416174.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":344844.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":134541.59},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":21528.0}]},"2023-11-30":{"filedDate":"2024-01-26","netAssetsUSD":71876193623.74,"borrowerCount":29,"onLoanToBorrowersUSD":2730138903.59,"positionsWithLoansUSD":9793846359.45,"onLoanPctOfNetAssets":3.8,"largestBorrowerSharePct":26.1,"cashCollateralPct":4.09,"cashCollateralCoverPct":107.7,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":713012550.64},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":457045003.46},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":401044913.97},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":293067318.23},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":209883937.91},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":160753473.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":150993506.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":123537547.82},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":52315584.65},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":45143777.65},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":32535508.69},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":20079947.73},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":14078916.88},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":12866277.53},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":10998077.56},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":10018381.4},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":8045660.54},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3458220.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1932405.65},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1931319.54},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1773340.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1563279.84},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1354972.39},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1290299.31},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":775287.8},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":258042.0},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":244357.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":86562.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":50434.0}]},"2024-02-29":{"filedDate":"2024-04-24","netAssetsUSD":74746284875.68,"borrowerCount":25,"onLoanToBorrowersUSD":2811726007.38,"positionsWithLoansUSD":8218570322.03,"onLoanPctOfNetAssets":3.76,"largestBorrowerSharePct":22.5,"cashCollateralPct":3.96,"cashCollateralCoverPct":105.3,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":633940026.63},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":419575913.96},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":414331624.88},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":396251627.66},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":293123075.45},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":234792958.96},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":128729602.77},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":85734369.78},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":52892253.08},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":52535164.66},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":36748885.12},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":32169896.61},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11565880.87},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8375013.73},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":4479937.43},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1334708.1},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1294592.53},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":961144.7},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":871429.44},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":691929.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":589548.45},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":324310.56},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":229658.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":157366.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":25089.01}]},"2024-05-31":{"filedDate":"2024-07-26","netAssetsUSD":77669942739.6,"borrowerCount":25,"onLoanToBorrowersUSD":3132064935.83,"positionsWithLoansUSD":9038996405.46,"onLoanPctOfNetAssets":4.03,"largestBorrowerSharePct":24.0,"cashCollateralPct":4.36,"cashCollateralCoverPct":108.1,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":750879454.57},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":745405899.47},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":425759805.86},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":347096538.56},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":255607840.05},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":203402733.29},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":143785699.07},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":81885950.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":44642875.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":26691174.32},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":23468581.53},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":22707056.56},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":20149284.42},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15210930.69},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6156089.72},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4461422.32},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3702276.36},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3561280.88},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2178800.14},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1874825.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1398654.88},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1039235.18},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":528504.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":460024.32},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9999.0}]},"2024-08-31":{"filedDate":"2024-10-25","netAssetsUSD":80309428644.35,"borrowerCount":26,"onLoanToBorrowersUSD":2859107560.76,"positionsWithLoansUSD":10421282723.23,"onLoanPctOfNetAssets":3.56,"largestBorrowerSharePct":24.1,"cashCollateralPct":3.77,"cashCollateralCoverPct":105.9,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":687740681.54},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":571012478.39},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":261809655.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":259639460.03},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":253191993.91},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":207013666.21},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":184299171.81},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":163810763.28},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":78968257.34},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":44948878.43},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":37377096.28},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":28774439.22},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":25981873.15},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":24427045.41},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7737949.62},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4607296.31},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4245791.4},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4008179.34},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2582348.66},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":2056754.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1617764.87},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1607457.15},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1340488.08},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":151145.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":135516.0},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":21409.56}]},"2024-11-30":{"filedDate":"2025-01-24","netAssetsUSD":80371207294.6,"borrowerCount":27,"onLoanToBorrowersUSD":2808831783.34,"positionsWithLoansUSD":10221891444.33,"onLoanPctOfNetAssets":3.49,"largestBorrowerSharePct":28.1,"cashCollateralPct":3.76,"cashCollateralCoverPct":107.6,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":789290474.26},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":461295590.28},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":311935938.81},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":305600230.71},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":266711814.14},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":133533765.4},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":132666610.04},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":83943298.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":61080129.22},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":50427023.69},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":47571922.08},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":46505915.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":41949007.28},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":29556912.79},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":18726831.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7987538.89},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":6196911.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4554026.61},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3451546.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2120076.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1495493.5},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":817386.19},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":487813.31},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":338425.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":309228.52},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":191496.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":86378.4}]},"2025-02-28":{"filedDate":"2025-04-24","netAssetsUSD":81170371600.35,"borrowerCount":25,"onLoanToBorrowersUSD":2683721033.62,"positionsWithLoansUSD":9923021246.36,"onLoanPctOfNetAssets":3.31,"largestBorrowerSharePct":30.7,"cashCollateralPct":3.6,"cashCollateralCoverPct":108.9,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":823942401.44},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":330024964.03},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":314663774.53},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":211746363.73},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":199481190.92},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":189104566.4},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":120221636.16},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":105226353.35},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":93631142.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":83578249.11},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":75223232.24},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":32404049.16},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":27625944.39},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":23271758.11},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":15199206.77},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14203581.25},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6526691.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6050176.5},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":4684640.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3454708.56},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2813768.79},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":502588.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":139117.8},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":536.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":392.46}]},"2025-05-31":{"filedDate":"2025-07-25","netAssetsUSD":87525285498.01,"borrowerCount":25,"onLoanToBorrowersUSD":3749932304.91,"positionsWithLoansUSD":10659588713.81,"onLoanPctOfNetAssets":4.28,"largestBorrowerSharePct":29.5,"cashCollateralPct":4.7,"cashCollateralCoverPct":109.7,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":1105124573.77},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":461150784.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":378113557.92},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":311890681.37},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":281023552.05},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":265152671.86},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":174746401.77},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":171571630.58},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":148394664.26},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":148083669.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":82000021.8},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":79823799.8},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":45075264.6},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":32616467.38},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":28127921.65},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":15828259.02},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11980525.65},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3146374.86},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3089229.36},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1548062.3},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":787482.82},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":495332.8},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":124000.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":36960.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":415.51}]},"2025-08-31":{"filedDate":"2025-10-27","netAssetsUSD":101376381042.6,"borrowerCount":24,"onLoanToBorrowersUSD":3983703915.64,"positionsWithLoansUSD":13194915410.13,"onLoanPctOfNetAssets":3.93,"largestBorrowerSharePct":34.2,"cashCollateralPct":4.37,"cashCollateralCoverPct":111.2,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":1363913966.03},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":586562948.71},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":369912665.18},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":282196952.19},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":273759181.4},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":220039138.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":159392129.92},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":136056646.47},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":133673152.46},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":121433713.76},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":110247161.11},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":60210560.01},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":57689693.95},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":23023622.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":22977518.5},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":21853185.87},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":16842527.4},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":16731535.9},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2257631.13},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1669610.02},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1568326.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":821866.81},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":626984.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":243198.0}]},"2025-11-30":{"filedDate":"2026-01-28","netAssetsUSD":116976575469.26,"borrowerCount":24,"onLoanToBorrowersUSD":4096126753.73,"positionsWithLoansUSD":14360151543.94,"onLoanPctOfNetAssets":3.5,"largestBorrowerSharePct":29.3,"cashCollateralPct":3.78,"cashCollateralCoverPct":107.9,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":1199120927.67},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":849630910.42},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":415866628.13},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":274108803.93},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":219475731.03},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":195841723.31},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":194572356.21},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":191149803.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":160198031.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":117664713.52},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":80644792.59},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":54518188.46},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":43728638.02},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":32659906.37},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":23268226.87},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14091819.47},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":11925417.66},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6857268.84},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4516467.35},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3071366.27},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2190742.2},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":413922.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":385440.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":224928.0}]},"2026-02-28":{"filedDate":"2026-04-23","netAssetsUSD":148632250660.34,"borrowerCount":25,"onLoanToBorrowersUSD":5031486571.13,"positionsWithLoansUSD":16335816813.19,"onLoanPctOfNetAssets":3.39,"largestBorrowerSharePct":30.8,"cashCollateralPct":3.69,"cashCollateralCoverPct":109.0,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":1549797067.29},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":946073147.77},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":569510979.75},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":372773994.21},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":312404116.2},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":271273657.28},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":268269128.24},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":245108913.11},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":199242191.8},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":73988997.08},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":71459338.2},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":46162924.26},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":36242323.09},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":34066071.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10127933.31},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":9482528.95},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7697943.03},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4759254.4},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":837174.43},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":764258.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":605220.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":491987.3},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":220960.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":80633.6},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":45828.0}]},"2026-05-31":{"filedDate":"2026-07-27","netAssetsUSD":162030358436.56,"borrowerCount":23,"onLoanToBorrowersUSD":7761411599.95,"positionsWithLoansUSD":24635023839.21,"onLoanPctOfNetAssets":4.79,"largestBorrowerSharePct":23.9,"cashCollateralPct":5.31,"cashCollateralCoverPct":110.9,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":1854642602.6},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":1605875965.52},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":944009889.38},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":771420553.59},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":649295142.23},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":607042268.85},{"name":"Merrill Lynch International","lei":"GGDZP1UYGU9STUHRDP48","usd":309680623.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":235194206.57},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":166684293.87},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":137341336.47},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":111719302.85},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":103460013.53},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":72086441.99},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":64284413.45},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":59518447.05},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":38556416.89},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":20027036.89},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4085093.04},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2752344.31},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2144058.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1322408.15},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":259963.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8778.0}]}}}