{"ticker":"IJJ","periods":{"2019-09-30":{"filedDate":"2019-11-25","netAssetsUSD":6316383144.65,"borrowerCount":21,"onLoanToBorrowersUSD":448193041.68,"positionsWithLoansUSD":1557352389.6,"onLoanPctOfNetAssets":7.1,"largestBorrowerSharePct":22.8,"cashCollateralPct":7.24,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":102225011.74},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":71983072.57},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":71322319.81},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":68468083.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":40192511.27},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":26482305.96},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":22135958.45},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7800592.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7691148.8},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":7456655.61},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6546550.48},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":5150751.22},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4211451.47},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3304639.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1556174.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":586119.4},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":528160.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":384491.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":118776.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":45170.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3099.27}]},"2019-12-31":{"filedDate":"2020-02-27","netAssetsUSD":6627881424.48,"borrowerCount":21,"onLoanToBorrowersUSD":296104986.39,"positionsWithLoansUSD":1214940576.72,"onLoanPctOfNetAssets":4.47,"largestBorrowerSharePct":28.1,"cashCollateralPct":4.58,"cashCollateralCoverPct":102.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":83176190.39},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":70064200.32},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":50159195.83},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":25015327.46},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22327245.43},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":13204971.39},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":9898737.97},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":5780940.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4462311.64},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2909139.32},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1987085.03},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1938387.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":949726.3},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":905802.69},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":899983.04},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":802091.7},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":690640.4},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":406248.88},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":390921.6},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":86340.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":49500.0}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":3827491478.06,"borrowerCount":25,"onLoanToBorrowersUSD":224723429.91,"positionsWithLoansUSD":971208366.46,"onLoanPctOfNetAssets":5.87,"largestBorrowerSharePct":34.3,"cashCollateralPct":5.96,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":77035973.15},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":18639752.22},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":17789986.59},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15873550.9},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15763218.39},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13334455.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":12290643.55},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":11740922.14},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":7931008.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":7684676.56},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5705902.65},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4742027.6},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3916361.52},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3342343.9},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3169158.9},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2641108.36},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":879278.84},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":872014.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":794609.44},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":232716.8},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":176008.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":117990.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":39304.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":6003.9},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":4415.0}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":4349725700.62,"borrowerCount":24,"onLoanToBorrowersUSD":226875776.82,"positionsWithLoansUSD":1028089035.39,"onLoanPctOfNetAssets":5.22,"largestBorrowerSharePct":24.2,"cashCollateralPct":5.27,"cashCollateralCoverPct":101.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":54898219.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":51747291.87},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":20739958.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":19514019.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18438711.25},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":9479388.08},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8706668.22},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":7984064.45},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":7826755.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7038275.58},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4907312.6},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4282697.95},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3382774.64},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2576356.65},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1483515.34},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1081424.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1071777.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":820082.6},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":400365.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":264212.96},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":116846.4},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":81322.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":19052.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":14685.78}]},"2020-09-30":{"filedDate":"2020-11-25","netAssetsUSD":4307791430.42,"borrowerCount":22,"onLoanToBorrowersUSD":217405717.84,"positionsWithLoansUSD":1038290096.23,"onLoanPctOfNetAssets":5.05,"largestBorrowerSharePct":26.4,"cashCollateralPct":5.24,"cashCollateralCoverPct":103.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":57385693.85},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":33177259.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":24714802.27},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":15495150.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15222932.29},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15214486.58},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":11133552.81},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7795678.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6441179.36},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":6251168.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5869617.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5402418.89},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3033370.9},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2899977.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2379161.25},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1657719.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1383334.32},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1234013.1},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":314460.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":276588.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":107310.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":15846.0}]},"2020-12-31":{"filedDate":"2021-02-25","netAssetsUSD":5495559418.34,"borrowerCount":14,"onLoanToBorrowersUSD":124329237.23,"positionsWithLoansUSD":522003353.45,"onLoanPctOfNetAssets":2.26,"largestBorrowerSharePct":30.5,"cashCollateralPct":2.3,"cashCollateralCoverPct":101.7,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":37926989.27},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":23143573.7},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":17372266.4},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15128618.48},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7898248.1},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7471416.09},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3781633.38},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3481093.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2540885.2},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2193870.32},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1632937.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1158017.59},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":514910.62},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":84778.08}]},"2021-03-31":{"filedDate":"2021-05-27","netAssetsUSD":8089255806.67,"borrowerCount":18,"onLoanToBorrowersUSD":164911887.94,"positionsWithLoansUSD":1095942147.33,"onLoanPctOfNetAssets":2.04,"largestBorrowerSharePct":32.3,"cashCollateralPct":2.07,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":53214241.44},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":22987240.74},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":21970214.2},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":21156365.32},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":10708281.76},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6675980.26},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5403725.44},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4523714.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4224078.42},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3663564.6},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3330956.02},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2670404.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1605736.74},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1490681.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":954686.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":218751.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":111452.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1815.0}]},"2021-06-30":{"filedDate":"2021-08-26","netAssetsUSD":8785441936.2,"borrowerCount":20,"onLoanToBorrowersUSD":134879707.15,"positionsWithLoansUSD":1271740893.38,"onLoanPctOfNetAssets":1.54,"largestBorrowerSharePct":31.5,"cashCollateralPct":1.57,"cashCollateralCoverPct":102.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":42439960.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":29207210.93},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":18056592.75},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":9901350.56},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6983896.78},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6158504.14},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5918941.6},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4649638.46},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3072908.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3048749.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2052835.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1593849.84},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":508105.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":436648.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":406800.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":160034.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":154086.76},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":123795.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":3743.28},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2057.33}]},"2021-09-30":{"filedDate":"2021-11-24","netAssetsUSD":8532036390.48,"borrowerCount":19,"onLoanToBorrowersUSD":130139878.3,"positionsWithLoansUSD":1114596753.2,"onLoanPctOfNetAssets":1.53,"largestBorrowerSharePct":16.2,"cashCollateralPct":1.58,"cashCollateralCoverPct":103.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":21054231.71},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19341701.63},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15800613.8},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":15373408.54},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":13127437.11},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":10073117.36},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9175150.83},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":7020251.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4852367.44},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4539945.51},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3002906.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2905100.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2279932.97},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":579734.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":538936.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":354449.4},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":85323.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":23302.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":11970.0}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":8968724328.78,"borrowerCount":19,"onLoanToBorrowersUSD":115792843.55,"positionsWithLoansUSD":1071517974.05,"onLoanPctOfNetAssets":1.29,"largestBorrowerSharePct":21.6,"cashCollateralPct":1.32,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":25013602.2},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":24530371.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24475068.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11906833.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":11464294.24},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6654256.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2775042.63},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2283170.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1842640.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1441692.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1224103.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1005000.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":379444.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":336123.66},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":230964.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":84887.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":67964.51},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":55780.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":21608.0}]},"2022-03-31":{"filedDate":"2022-05-26","netAssetsUSD":8400661205.42,"borrowerCount":22,"onLoanToBorrowersUSD":206394200.29,"positionsWithLoansUSD":1264326758.36,"onLoanPctOfNetAssets":2.46,"largestBorrowerSharePct":34.2,"cashCollateralPct":2.6,"cashCollateralCoverPct":105.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":70669236.15},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33717181.29},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":29117808.18},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19586366.21},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":12861470.14},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10766781.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8748479.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5258062.28},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3267782.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3241219.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2642756.38},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1510460.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1272960.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1071390.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":766696.64},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":703153.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":556261.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":284763.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":185109.09},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":77694.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":70630.1},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":17941.0}]},"2022-06-30":{"filedDate":"2022-08-25","netAssetsUSD":7111163749.18,"borrowerCount":20,"onLoanToBorrowersUSD":274063488.65,"positionsWithLoansUSD":1469409913.55,"onLoanPctOfNetAssets":3.85,"largestBorrowerSharePct":37.5,"cashCollateralPct":4.02,"cashCollateralCoverPct":104.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":102692666.92},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":39227597.53},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":29894420.21},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22777767.35},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":20462432.82},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14314822.45},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8029081.69},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7583991.5},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7053672.45},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":6194076.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5347499.29},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2629781.02},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1945694.76},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1757529.3},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1576190.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1261866.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1174124.6},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":74227.65},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":46721.15},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":19325.96}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":6419552067.32,"borrowerCount":23,"onLoanToBorrowersUSD":334423358.43,"positionsWithLoansUSD":1617266343.49,"onLoanPctOfNetAssets":5.21,"largestBorrowerSharePct":29.4,"cashCollateralPct":5.58,"cashCollateralCoverPct":107.1,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":98237148.74},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":61884416.97},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":56230499.01},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":32132664.98},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":21554590.35},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14312501.33},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":13560051.54},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":7976591.63},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5723080.55},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5149658.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":4980642.46},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":4832591.11},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2736299.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1798604.67},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":999794.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":618287.25},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":567432.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":444901.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":334108.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":311089.1},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":19762.66},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":13300.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5344.08}]},"2022-12-31":{"filedDate":"2023-02-24","netAssetsUSD":7448213641.5,"borrowerCount":25,"onLoanToBorrowersUSD":562336012.54,"positionsWithLoansUSD":2651260809.52,"onLoanPctOfNetAssets":7.55,"largestBorrowerSharePct":25.9,"cashCollateralPct":7.56,"cashCollateralCoverPct":100.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":145575101.69},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":140769987.02},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":76176654.99},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":33487753.71},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":25117856.95},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22582157.9},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":19563452.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18993281.19},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":17016765.23},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8047040.4},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7473246.8},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6807510.23},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":6685190.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":6276222.72},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":5968870.09},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5305341.44},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3472752.37},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3228409.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":2819728.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2100160.63},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1935826.36},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1640686.9},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":684429.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":441727.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":165860.0}]},"2023-03-31":{"filedDate":"2023-05-26","netAssetsUSD":7465707989.52,"borrowerCount":26,"onLoanToBorrowersUSD":636069882.34,"positionsWithLoansUSD":2330571682.94,"onLoanPctOfNetAssets":8.52,"largestBorrowerSharePct":23.1,"cashCollateralPct":8.48,"cashCollateralCoverPct":99.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":147174728.07},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":117712233.16},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":84182854.51},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":58804399.11},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":53747969.46},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":50045144.94},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":29595276.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19150526.89},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15894541.13},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":15013265.65},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":10293329.88},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":9194747.35},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":8680489.92},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5452783.89},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3284953.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1784434.2},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1398277.94},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1354585.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1080309.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":645890.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":623967.0},{"name":"PERSHING, LLC","lei":"ZI8Q1A8EI8LQFJNM0D94","usd":457041.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":307611.68},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":118639.88},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":48961.44},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":22921.54}]},"2023-06-30":{"filedDate":"2023-08-25","netAssetsUSD":7240010766.78,"borrowerCount":24,"onLoanToBorrowersUSD":591254553.03,"positionsWithLoansUSD":1940769893.13,"onLoanPctOfNetAssets":8.17,"largestBorrowerSharePct":17.0,"cashCollateralPct":8.21,"cashCollateralCoverPct":100.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":100301733.59},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":92707443.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":90982966.11},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":58483512.09},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":43588744.19},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":35331444.1},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33291525.88},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":32793333.02},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":32550833.63},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":20393152.2},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":15424098.52},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":11929825.28},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":7977533.53},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4922764.54},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4020089.65},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1997044.28},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1303473.24},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1191094.08},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":889975.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":452892.25},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":329688.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":306778.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":51409.34},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":33199.36}]},"2023-09-30":{"filedDate":"2023-11-22","netAssetsUSD":6612996460.06,"borrowerCount":25,"onLoanToBorrowersUSD":360862330.87,"positionsWithLoansUSD":1710164428.13,"onLoanPctOfNetAssets":5.46,"largestBorrowerSharePct":17.4,"cashCollateralPct":5.45,"cashCollateralCoverPct":99.9,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":62823602.88},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":47599480.86},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":37956897.45},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":35636914.3},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":32554127.92},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":28468183.95},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":22431065.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":17139253.36},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":15558315.33},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":15301309.14},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":9210920.88},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":7313524.81},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7305625.65},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":5338371.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4075071.42},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3940104.08},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2643448.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2022711.5},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1125948.39},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":837822.14},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":692672.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":675980.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":173255.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":28236.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":9489.81}]},"2023-12-31":{"filedDate":"2024-02-27","netAssetsUSD":7354317268.74,"borrowerCount":20,"onLoanToBorrowersUSD":191375679.4,"positionsWithLoansUSD":912032181.23,"onLoanPctOfNetAssets":2.6,"largestBorrowerSharePct":24.5,"cashCollateralPct":2.72,"cashCollateralCoverPct":104.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":46827609.12},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":45806578.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":19050459.84},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18571717.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":14071744.93},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9913170.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9084596.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8766244.32},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6271036.55},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5734908.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2118660.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1706018.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1192839.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1070440.18},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":552633.84},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":452570.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":167693.83},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":10011.31},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":5543.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1205.24}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":7643091164.57,"borrowerCount":24,"onLoanToBorrowersUSD":249279058.5,"positionsWithLoansUSD":1054488999.22,"onLoanPctOfNetAssets":3.26,"largestBorrowerSharePct":23.1,"cashCollateralPct":3.37,"cashCollateralCoverPct":103.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":57494677.04},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":49018402.62},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":40713230.85},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":24201537.94},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":20694176.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12275052.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":8680975.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8304808.6},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4570195.96},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4201347.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3963290.64},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3875150.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2641293.4},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1599635.83},{"name":"Scotia Capital Inc","lei":"5493009NLZXZGJDOPC94","usd":1373151.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1341324.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1332905.57},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":942956.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":858000.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":753697.56},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":422136.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":9392.96},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8129.25},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3593.28}]},"2024-06-30":{"filedDate":"2024-08-27","netAssetsUSD":7371214251.42,"borrowerCount":22,"onLoanToBorrowersUSD":192061415.42,"positionsWithLoansUSD":680538445.72,"onLoanPctOfNetAssets":2.61,"largestBorrowerSharePct":25.6,"cashCollateralPct":2.63,"cashCollateralCoverPct":100.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49249129.01},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":34984833.24},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":26532610.35},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":25234490.44},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":24972259.16},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":8191169.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6185938.03},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3746182.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2577143.93},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2185210.24},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":2117574.88},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1857744.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1752215.89},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":948670.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":813870.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":563302.5},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":82745.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":37443.59},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":10710.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8202.45},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":6832.98},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3137.85}]},"2024-09-30":{"filedDate":"2024-11-26","netAssetsUSD":7766420829.48,"borrowerCount":20,"onLoanToBorrowersUSD":211143904.55,"positionsWithLoansUSD":1097442268.31,"onLoanPctOfNetAssets":2.72,"largestBorrowerSharePct":19.0,"cashCollateralPct":2.76,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":40136172.93},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":39932970.45},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":37809891.47},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":30427996.69},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":18990089.9},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":9963306.36},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9459079.14},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":5864332.81},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5756075.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4439979.11},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2844246.3},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1643377.36},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1281547.53},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1134350.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":670560.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":418540.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":303926.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":40302.5},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":15621.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":11540.0}]},"2024-12-31":{"filedDate":"2025-02-27","netAssetsUSD":7867520418.18,"borrowerCount":21,"onLoanToBorrowersUSD":159950510.28,"positionsWithLoansUSD":1151271549.88,"onLoanPctOfNetAssets":2.03,"largestBorrowerSharePct":24.0,"cashCollateralPct":2.11,"cashCollateralCoverPct":103.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":38335513.07},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":29369621.11},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":21455079.31},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13810544.88},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11043368.75},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":8971057.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":7955679.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6321000.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5654117.4},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5238031.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4482960.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3722980.67},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1181623.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":896655.15},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":648720.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":316154.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":266112.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":133557.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":131404.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":15773.4},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":558.74}]},"2025-03-31":{"filedDate":"2025-05-27","netAssetsUSD":7687753618.76,"borrowerCount":17,"onLoanToBorrowersUSD":217884067.55,"positionsWithLoansUSD":916731721.26,"onLoanPctOfNetAssets":2.83,"largestBorrowerSharePct":25.9,"cashCollateralPct":3.15,"cashCollateralCoverPct":111.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":56507697.85},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":39142483.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":24086270.18},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":21337093.92},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":20332909.08},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":16181386.76},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":10693835.59},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":6960896.22},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6710953.19},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4430240.98},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3878938.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2557972.56},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2007576.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1854368.1},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":662904.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":510768.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":27774.12}]},"2025-06-30":{"filedDate":"2025-08-28","netAssetsUSD":7684590024.14,"borrowerCount":19,"onLoanToBorrowersUSD":252334905.88,"positionsWithLoansUSD":984153595.56,"onLoanPctOfNetAssets":3.28,"largestBorrowerSharePct":30.7,"cashCollateralPct":3.1,"cashCollateralCoverPct":94.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":77370836.16},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":63840184.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":22138373.23},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":21414364.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18993554.07},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":14353378.64},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8009968.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":7150291.88},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4226520.1},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3899046.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3556152.76},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3221088.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1706775.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1531073.7},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":597880.5},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":212240.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":83963.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":26487.84},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2727.2}]},"2025-09-30":{"filedDate":"2025-11-26","netAssetsUSD":7959845482.89,"borrowerCount":19,"onLoanToBorrowersUSD":276985089.54,"positionsWithLoansUSD":1382789607.02,"onLoanPctOfNetAssets":3.48,"largestBorrowerSharePct":25.4,"cashCollateralPct":3.66,"cashCollateralCoverPct":105.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":70321379.76},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":49042138.89},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":37749684.54},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":28861605.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24208373.8},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":20317506.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":19651359.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":8342197.91},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7143440.44},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3795540.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3463102.3},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1309623.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1166318.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":871775.5},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":403034.72},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":297601.0},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":23675.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":10015.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":6719.68}]},"2025-12-31":{"filedDate":"2026-02-25","netAssetsUSD":7958279509.26,"borrowerCount":17,"onLoanToBorrowersUSD":139793487.48,"positionsWithLoansUSD":723789464.62,"onLoanPctOfNetAssets":1.76,"largestBorrowerSharePct":34.7,"cashCollateralPct":1.84,"cashCollateralCoverPct":104.7,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":48534125.72},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":16701510.36},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":15777355.83},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":12525930.64},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8117864.52},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":6362034.19},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6149493.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5965074.24},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3975851.45},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3901208.01},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3192139.76},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":3177441.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2411831.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1990114.56},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":505478.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":501853.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4182.2}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":7981533187.58,"borrowerCount":23,"onLoanToBorrowersUSD":268899121.41,"positionsWithLoansUSD":1135710359.07,"onLoanPctOfNetAssets":3.37,"largestBorrowerSharePct":14.4,"cashCollateralPct":3.36,"cashCollateralCoverPct":99.7,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":38675814.01},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":34983216.34},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":33500339.04},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":28140786.19},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":23948617.1},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20320785.34},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":18701752.32},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":18097140.38},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":13928248.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":12919855.56},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":10338770.08},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":5412737.13},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":3548215.78},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1556064.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1136600.5},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":877980.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":600916.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":597788.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":492252.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":482325.95},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":480630.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":129117.69},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":29170.0}]},"2026-06-30":{"filedDate":"2026-08-25","netAssetsUSD":8733020141.17,"borrowerCount":21,"onLoanToBorrowersUSD":256330591.73,"positionsWithLoansUSD":773645686.8,"onLoanPctOfNetAssets":2.94,"largestBorrowerSharePct":18.6,"cashCollateralPct":2.99,"cashCollateralCoverPct":101.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":47713494.28},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":45480192.54},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":45151941.41},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":31056258.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":23983022.01},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15931715.49},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":13006602.42},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6964154.17},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6345264.99},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5292450.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4395348.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4137641.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2912960.0},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":1864792.8},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1338639.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":212951.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":187220.82},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":150570.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":92895.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":87915.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":24563.2}]}}}