{"ticker":"IEO","periods":{"2019-09-30":{"filedDate":"2019-11-25","netAssetsUSD":206516747.34,"borrowerCount":15,"onLoanToBorrowersUSD":6065274.69,"positionsWithLoansUSD":16976612.98,"onLoanPctOfNetAssets":2.94,"largestBorrowerSharePct":25.0,"cashCollateralPct":3.32,"cashCollateralCoverPct":113.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1514103.68},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1246871.84},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":776254.74},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":742201.17},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":546874.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":467858.08},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":342229.42},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":230303.76},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":78709.68},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":41735.39},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":38019.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":25441.38},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11100.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2199.78},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1371.97}]},"2019-12-31":{"filedDate":"2020-02-27","netAssetsUSD":241548087.44,"borrowerCount":10,"onLoanToBorrowersUSD":8175179.06,"positionsWithLoansUSD":24581622.51,"onLoanPctOfNetAssets":3.38,"largestBorrowerSharePct":24.4,"cashCollateralPct":3.44,"cashCollateralCoverPct":101.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1993079.2},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1761395.17},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1517375.16},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1454847.39},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":746119.11},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":375311.78},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":223792.6},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":54957.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":39678.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8623.65}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":84461435.26,"borrowerCount":13,"onLoanToBorrowersUSD":591117.12,"positionsWithLoansUSD":1576916.93,"onLoanPctOfNetAssets":0.7,"largestBorrowerSharePct":22.0,"cashCollateralPct":1.4,"cashCollateralCoverPct":200.0,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":130139.87},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":93336.29},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":75033.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":62177.18},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":52800.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":48363.85},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":38942.76},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":30560.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":21802.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":17741.75},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":11549.7},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":4375.68},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4295.0}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":198815527.32,"borrowerCount":10,"onLoanToBorrowersUSD":6870662.11,"positionsWithLoansUSD":8609876.77,"onLoanPctOfNetAssets":3.46,"largestBorrowerSharePct":42.2,"cashCollateralPct":3.46,"cashCollateralCoverPct":100.1,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2899203.04},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1066502.16},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":945968.02},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":669792.1},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":459184.15},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":268115.5},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":251367.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":194516.14},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":113050.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2964.0}]},"2020-09-30":{"filedDate":"2020-11-25","netAssetsUSD":120221233.47,"borrowerCount":4,"onLoanToBorrowersUSD":4234489.38,"positionsWithLoansUSD":4623883.35,"onLoanPctOfNetAssets":3.52,"largestBorrowerSharePct":66.9,"cashCollateralPct":3.98,"cashCollateralCoverPct":113.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2834278.79},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":955431.09},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":343255.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":101524.5}]},"2020-12-31":{"filedDate":"2021-02-25","netAssetsUSD":172159366.87,"borrowerCount":5,"onLoanToBorrowersUSD":3011527.38,"positionsWithLoansUSD":4774325.16,"onLoanPctOfNetAssets":1.75,"largestBorrowerSharePct":54.5,"cashCollateralPct":1.73,"cashCollateralCoverPct":98.9,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1641966.28},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":521640.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":408834.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":361215.68},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":77871.42}]},"2021-03-31":{"filedDate":"2021-05-27","netAssetsUSD":243172990.41,"borrowerCount":6,"onLoanToBorrowersUSD":1555006.55,"positionsWithLoansUSD":7727144.82,"onLoanPctOfNetAssets":0.64,"largestBorrowerSharePct":33.3,"cashCollateralPct":0.64,"cashCollateralCoverPct":100.1,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":517635.25},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":432129.44},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":286191.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":206400.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":111732.66},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":918.2}]},"2021-06-30":{"filedDate":"2021-08-26","netAssetsUSD":372593461.19,"borrowerCount":8,"onLoanToBorrowersUSD":24095278.96,"positionsWithLoansUSD":28037924.42,"onLoanPctOfNetAssets":6.47,"largestBorrowerSharePct":47.3,"cashCollateralPct":6.36,"cashCollateralCoverPct":98.3,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11386460.36},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3963814.64},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3233914.06},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2512092.3},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2272688.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":479922.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":245630.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":757.6}]},"2021-09-30":{"filedDate":"2021-11-24","netAssetsUSD":293426796.22,"borrowerCount":7,"onLoanToBorrowersUSD":3413207.19,"positionsWithLoansUSD":13472100.15,"onLoanPctOfNetAssets":1.16,"largestBorrowerSharePct":39.1,"cashCollateralPct":1.24,"cashCollateralCoverPct":106.6,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1334032.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":967787.56},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":646680.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":241872.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":197230.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":25050.63},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":555.0}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":321403211.08,"borrowerCount":4,"onLoanToBorrowersUSD":2257669.98,"positionsWithLoansUSD":4071902.94,"onLoanPctOfNetAssets":0.7,"largestBorrowerSharePct":53.4,"cashCollateralPct":0.76,"cashCollateralCoverPct":108.2,"borrowers":[{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1205347.5},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":568780.52},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":420750.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":62791.96}]},"2022-03-31":{"filedDate":"2022-05-26","netAssetsUSD":800142265.13,"borrowerCount":5,"onLoanToBorrowersUSD":4093417.77,"positionsWithLoansUSD":20049153.52,"onLoanPctOfNetAssets":0.51,"largestBorrowerSharePct":29.2,"cashCollateralPct":0.54,"cashCollateralCoverPct":105.6,"borrowers":[{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1195647.12},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1004761.65},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":948342.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":638064.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":306603.0}]},"2022-06-30":{"filedDate":"2022-08-25","netAssetsUSD":833564695.73,"borrowerCount":7,"onLoanToBorrowersUSD":7607145.82,"positionsWithLoansUSD":27250573.21,"onLoanPctOfNetAssets":0.91,"largestBorrowerSharePct":45.4,"cashCollateralPct":1.04,"cashCollateralCoverPct":114.0,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3450766.8},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1300671.04},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1041545.52},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":863856.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":726087.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":203163.46},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":21056.0}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":874154514.48,"borrowerCount":8,"onLoanToBorrowersUSD":12603316.32,"positionsWithLoansUSD":66623250.26,"onLoanPctOfNetAssets":1.44,"largestBorrowerSharePct":42.7,"cashCollateralPct":1.49,"cashCollateralCoverPct":103.3,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5377778.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2786878.32},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2707950.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":864295.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":288225.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":286083.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":218973.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":73134.0}]},"2022-12-31":{"filedDate":"2023-02-24","netAssetsUSD":1068341086.79,"borrowerCount":15,"onLoanToBorrowersUSD":15103043.06,"positionsWithLoansUSD":86875677.74,"onLoanPctOfNetAssets":1.41,"largestBorrowerSharePct":42.7,"cashCollateralPct":1.41,"cashCollateralCoverPct":99.7,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":6445224.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2892966.84},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2223678.6},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":993418.82},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":555228.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":518870.8},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":451696.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":356385.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":195156.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":113124.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":105504.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":92120.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":83024.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":41535.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":35112.0}]},"2023-03-31":{"filedDate":"2023-05-24","netAssetsUSD":738088851.22,"borrowerCount":8,"onLoanToBorrowersUSD":4985013.37,"positionsWithLoansUSD":21308376.76,"onLoanPctOfNetAssets":0.68,"largestBorrowerSharePct":49.4,"cashCollateralPct":0.69,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2460705.4},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1136224.6},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":575822.6},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":242544.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":227369.19},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":179267.58},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":91080.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":72000.0}]},"2023-06-30":{"filedDate":"2023-08-28","netAssetsUSD":615635721.47,"borrowerCount":6,"onLoanToBorrowersUSD":5321425.07,"positionsWithLoansUSD":11946519.81,"onLoanPctOfNetAssets":0.86,"largestBorrowerSharePct":30.0,"cashCollateralPct":0.87,"cashCollateralCoverPct":100.7,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1594382.01},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1315703.39},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":920281.67},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":873243.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":331493.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":286322.0}]},"2023-09-30":{"filedDate":"2023-11-24","netAssetsUSD":901523656.64,"borrowerCount":8,"onLoanToBorrowersUSD":23066937.51,"positionsWithLoansUSD":43184695.26,"onLoanPctOfNetAssets":2.56,"largestBorrowerSharePct":61.2,"cashCollateralPct":2.66,"cashCollateralCoverPct":104.0,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14115583.29},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":4621538.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1734732.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1466022.52},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":638774.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":314004.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":173279.64},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3003.14}]},"2023-12-31":{"filedDate":"2024-02-23","netAssetsUSD":731421575.48,"borrowerCount":7,"onLoanToBorrowersUSD":5067957.81,"positionsWithLoansUSD":11479869.09,"onLoanPctOfNetAssets":0.69,"largestBorrowerSharePct":34.2,"cashCollateralPct":0.75,"cashCollateralCoverPct":108.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1733386.11},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1407347.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1052200.03},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":501844.67},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":359640.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":10640.0},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":2900.0}]},"2024-03-31":{"filedDate":"2024-05-24","netAssetsUSD":770073323.84,"borrowerCount":6,"onLoanToBorrowersUSD":13263903.73,"positionsWithLoansUSD":18872109.8,"onLoanPctOfNetAssets":1.72,"largestBorrowerSharePct":84.3,"cashCollateralPct":1.72,"cashCollateralCoverPct":99.9,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11178419.86},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1663971.67},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":194254.24},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":115215.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":73236.16},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":38805.92}]},"2024-06-30":{"filedDate":"2024-08-26","netAssetsUSD":741789728.4,"borrowerCount":5,"onLoanToBorrowersUSD":6555392.59,"positionsWithLoansUSD":21756538.25,"onLoanPctOfNetAssets":0.88,"largestBorrowerSharePct":53.8,"cashCollateralPct":0.95,"cashCollateralCoverPct":107.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3524496.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1176256.08},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":693660.37},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":584415.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":576565.14}]},"2024-09-30":{"filedDate":"2024-11-26","netAssetsUSD":598845705.85,"borrowerCount":6,"onLoanToBorrowersUSD":24250946.46,"positionsWithLoansUSD":33559255.64,"onLoanPctOfNetAssets":4.05,"largestBorrowerSharePct":88.8,"cashCollateralPct":4.03,"cashCollateralCoverPct":99.5,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":21537836.51},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":973214.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":705963.6},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":591552.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":442370.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":10.35}]},"2024-12-31":{"filedDate":"2025-02-24","netAssetsUSD":569360908.9,"borrowerCount":4,"onLoanToBorrowersUSD":27808874.87,"positionsWithLoansUSD":29200336.53,"onLoanPctOfNetAssets":4.88,"largestBorrowerSharePct":91.5,"cashCollateralPct":5.11,"cashCollateralCoverPct":104.6,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":25446780.63},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1093794.44},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":915811.8},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":352488.0}]},"2025-03-31":{"filedDate":"2025-05-23","netAssetsUSD":567054717.59,"borrowerCount":7,"onLoanToBorrowersUSD":25321967.01,"positionsWithLoansUSD":26077072.39,"onLoanPctOfNetAssets":4.47,"largestBorrowerSharePct":97.3,"cashCollateralPct":4.59,"cashCollateralCoverPct":102.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":24628864.56},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":348344.96},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":151843.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":141001.6},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":44380.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":5072.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2460.89}]},"2025-06-30":{"filedDate":"2025-08-26","netAssetsUSD":491789608.91,"borrowerCount":5,"onLoanToBorrowersUSD":2973460.51,"positionsWithLoansUSD":21703651.94,"onLoanPctOfNetAssets":0.6,"largestBorrowerSharePct":63.5,"cashCollateralPct":0.63,"cashCollateralCoverPct":104.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1887503.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":664010.23},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":333162.72},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":86652.5},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2132.06}]},"2025-09-30":{"filedDate":"2025-11-25","netAssetsUSD":467763309.9,"borrowerCount":5,"onLoanToBorrowersUSD":7002366.96,"positionsWithLoansUSD":24264883.63,"onLoanPctOfNetAssets":1.5,"largestBorrowerSharePct":72.0,"cashCollateralPct":1.59,"cashCollateralCoverPct":106.2,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5041656.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1078608.96},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":632874.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":218128.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":31099.32}]},"2025-12-31":{"filedDate":"2026-02-23","netAssetsUSD":410684790.96,"borrowerCount":9,"onLoanToBorrowersUSD":12457245.43,"positionsWithLoansUSD":19549783.52,"onLoanPctOfNetAssets":3.03,"largestBorrowerSharePct":71.3,"cashCollateralPct":3.17,"cashCollateralCoverPct":104.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8886436.56},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1655413.1},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":774354.88},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":689328.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":168340.85},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":155874.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":81180.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":38786.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":7531.42}]},"2026-03-31":{"filedDate":"2026-05-22","netAssetsUSD":655465825.43,"borrowerCount":3,"onLoanToBorrowersUSD":14089951.72,"positionsWithLoansUSD":27818501.54,"onLoanPctOfNetAssets":2.15,"largestBorrowerSharePct":96.0,"cashCollateralPct":2.36,"cashCollateralCoverPct":109.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13532906.12},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":515745.6},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":41300.0}]},"2026-06-30":{"filedDate":"2026-08-24","netAssetsUSD":516133499.7,"borrowerCount":4,"onLoanToBorrowersUSD":17838689.64,"positionsWithLoansUSD":30662051.19,"onLoanPctOfNetAssets":3.46,"largestBorrowerSharePct":71.6,"cashCollateralPct":3.39,"cashCollateralCoverPct":98.1,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":12773076.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4017616.92},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1047866.4},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":129.36}]}}}