{"ticker":"JNK","periods":{"2019-09-30":{"filedDate":"2019-11-27","netAssetsUSD":10167617070.85,"borrowerCount":22,"onLoanToBorrowersUSD":1028148021.99,"positionsWithLoansUSD":3119952924.37,"onLoanPctOfNetAssets":10.11,"largestBorrowerSharePct":18.4,"cashCollateralPct":7.95,"cashCollateralCoverPct":78.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":188892510.9},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":169527738.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":141893115.01},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":76896655.45},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":62024414.75},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":59779964.79},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":49588471.15},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":49373628.52},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":46562582.22},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":46428144.62},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":35391539.71},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":24080528.82},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":21203065.87},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":16962790.77},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":14890249.35},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6635959.03},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5613450.24},{"name":"Wells Fargo Clearing Services, LLC","lei":"88KRVSOEKUGQZJ3DKW55","usd":3958617.06},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3532635.72},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":3475074.08},{"name":"Commerz Markets LLC","lei":"549300IMBXQ8SGH3HJ31","usd":1333416.45},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":103468.7}]},"2019-12-31":{"filedDate":"2020-02-27","netAssetsUSD":11416530318.05,"borrowerCount":24,"onLoanToBorrowersUSD":1206704058.68,"positionsWithLoansUSD":3707068933.99,"onLoanPctOfNetAssets":10.57,"largestBorrowerSharePct":20.7,"cashCollateralPct":9.56,"cashCollateralCoverPct":90.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":249617610.29},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":172840994.78},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":142846810.39},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":99870194.67},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":86604270.49},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":85905431.34},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":79734362.33},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":78112419.99},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":61451904.21},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":30133674.54},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":24219559.18},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":20561924.94},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19767565.41},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":19731125.05},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":10886038.45},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":9766978.07},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4494059.63},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3832556.17},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":2982183.87},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1875084.19},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":657034.74},{"name":"Wells Fargo Clearing Services, LLC","lei":"88KRVSOEKUGQZJ3DKW55","usd":454040.41},{"name":"Commerz Markets LLC","lei":"549300IMBXQ8SGH3HJ31","usd":250152.24},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":108083.3}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":8394977684.11,"borrowerCount":23,"onLoanToBorrowersUSD":914780552.26,"positionsWithLoansUSD":3052066043.4,"onLoanPctOfNetAssets":10.9,"largestBorrowerSharePct":55.0,"cashCollateralPct":9.59,"cashCollateralCoverPct":88.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":503261316.75},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":124120951.97},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":57119180.46},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":43107029.79},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":24889901.2},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":21105240.57},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18981694.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":16021608.9},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":14783497.68},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":13223278.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":12793047.48},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":11522578.38},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":10938340.97},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":10588560.11},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":9318481.91},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":8849468.63},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6191954.04},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4507974.08},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1210022.8},{"name":"Commerz Markets LLC","lei":"549300IMBXQ8SGH3HJ31","usd":1178687.14},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":563785.46},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":491824.24},{"name":"Wells Fargo Clearing Services, LLC","lei":"88KRVSOEKUGQZJ3DKW55","usd":12127.64}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":10518310074.34,"borrowerCount":22,"onLoanToBorrowersUSD":1467991795.91,"positionsWithLoansUSD":4600896124.21,"onLoanPctOfNetAssets":13.96,"largestBorrowerSharePct":27.7,"cashCollateralPct":11.65,"cashCollateralCoverPct":83.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":407231920.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":277589859.9},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":234531853.13},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":87205558.32},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":65744195.84},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":60958411.58},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":47047029.22},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":43913591.64},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":40820659.4},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":34115131.77},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":33521308.51},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":31234976.97},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":26482014.73},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":20756321.92},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":19096729.86},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10984813.69},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":8309636.31},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7194523.4},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":6336431.69},{"name":"Commerz Markets LLC","lei":"549300IMBXQ8SGH3HJ31","usd":2994375.13},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1365044.44},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":557407.54}]},"2020-09-30":{"filedDate":"2020-11-27","netAssetsUSD":12133907243.4,"borrowerCount":21,"onLoanToBorrowersUSD":1279517478.69,"positionsWithLoansUSD":4527915309.42,"onLoanPctOfNetAssets":10.54,"largestBorrowerSharePct":24.3,"cashCollateralPct":9.72,"cashCollateralCoverPct":92.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":310780136.58},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":198262696.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":149285500.12},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":93573173.81},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":86630184.81},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":86234835.61},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":44532500.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":41647570.64},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":36398934.93},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":35494689.65},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":33798723.1},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":31613279.4},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":31602880.22},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":24264338.26},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":20892045.92},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":18951952.03},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":13191884.45},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":8026562.7},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6513807.59},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":6429211.99},{"name":"Commerz Markets LLC","lei":"549300IMBXQ8SGH3HJ31","usd":1392570.3}]},"2020-12-31":{"filedDate":"2021-02-26","netAssetsUSD":12494192398.5,"borrowerCount":21,"onLoanToBorrowersUSD":1208974856.41,"positionsWithLoansUSD":4320489172.73,"onLoanPctOfNetAssets":9.68,"largestBorrowerSharePct":21.3,"cashCollateralPct":8.14,"cashCollateralCoverPct":84.1,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":257758942.08},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":153276338.2},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":141118987.84},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":99426546.07},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":94216627.08},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":60058682.63},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":58821405.5},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":49904422.82},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":48205062.53},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":45567289.14},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":30061158.15},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":28382492.29},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":26433079.73},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":26321096.43},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":22929408.77},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":19381245.66},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":14140263.34},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":13087309.46},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":11036927.63},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6808825.94},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2038745.12}]},"2021-03-31":{"filedDate":"2021-05-28","netAssetsUSD":10372829236.83,"borrowerCount":21,"onLoanToBorrowersUSD":1177789989.91,"positionsWithLoansUSD":3824924180.47,"onLoanPctOfNetAssets":11.35,"largestBorrowerSharePct":17.6,"cashCollateralPct":9.42,"cashCollateralCoverPct":83.0,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":207260423.05},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":165647622.54},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":132844989.34},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":109629334.92},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":78522617.31},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":66861862.05},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":64591917.65},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":46657792.36},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":44058593.63},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":42333817.87},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":38000575.59},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":33151279.73},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":31380093.27},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":28465774.28},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":21002240.07},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":19924847.25},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":18192429.33},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12078838.67},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":10452274.2},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5090228.76},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1642438.04}]},"2021-06-30":{"filedDate":"2021-08-23","netAssetsUSD":9782643120.36,"borrowerCount":20,"onLoanToBorrowersUSD":588438960.92,"positionsWithLoansUSD":1756602671.66,"onLoanPctOfNetAssets":6.02,"largestBorrowerSharePct":14.2,"cashCollateralPct":5.77,"cashCollateralCoverPct":95.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":83584551.24},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":71669157.56},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":69395267.11},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":63042448.04},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":57277873.25},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":37979957.03},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":27836524.25},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":23908228.14},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":23741654.22},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":22795698.43},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22694794.91},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":18061944.82},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":17427219.33},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15420497.23},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":10703544.62},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9750779.25},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":6381023.98},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2572046.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2241982.7},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1953768.05}]},"2021-09-30":{"filedDate":"2021-11-26","netAssetsUSD":9045235138.09,"borrowerCount":21,"onLoanToBorrowersUSD":377236926.17,"positionsWithLoansUSD":911688249.27,"onLoanPctOfNetAssets":4.17,"largestBorrowerSharePct":17.2,"cashCollateralPct":4.13,"cashCollateralCoverPct":99.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":64772910.41},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":55392328.58},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":39835489.92},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":36348945.69},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":29317823.74},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20613556.25},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":20552679.53},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":18499327.04},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":18134322.1},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":15655236.37},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":11757215.77},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":8711512.01},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6727385.2},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6409964.67},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":6087123.71},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5885349.05},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":5680838.97},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2511915.58},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1955065.32},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1497482.99},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":890453.27}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":9621362958.01,"borrowerCount":21,"onLoanToBorrowersUSD":301416177.85,"positionsWithLoansUSD":794617268.89,"onLoanPctOfNetAssets":3.13,"largestBorrowerSharePct":14.4,"cashCollateralPct":3.09,"cashCollateralCoverPct":98.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":43298431.99},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":39588500.06},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":35895633.29},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":30280900.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":27646989.84},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":22216229.7},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11452155.54},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":11021626.14},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10982807.36},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":10697148.65},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9883186.82},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9864485.22},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9769551.94},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":8947438.41},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":7802918.96},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":6215047.21},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2704378.68},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1659512.45},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":852218.78},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":633185.29},{"name":"National Bank Financial Inc.","lei":"549300D83GR71RNG0O65","usd":3831.52}]},"2022-03-31":{"filedDate":"2022-05-27","netAssetsUSD":7582371225.45,"borrowerCount":21,"onLoanToBorrowersUSD":522354256.96,"positionsWithLoansUSD":1115342172.54,"onLoanPctOfNetAssets":6.89,"largestBorrowerSharePct":31.2,"cashCollateralPct":6.94,"cashCollateralCoverPct":100.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":163221293.08},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":110359186.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":38274715.81},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":28852844.9},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":26714532.7},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":22596645.3},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":19096685.87},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15817375.92},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":14766421.58},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14566600.83},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":13428737.05},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11024544.97},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":8896638.05},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":7728760.56},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7436457.39},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7195818.69},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5167785.32},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3278300.03},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2056905.43},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":937042.74},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":936964.35}]},"2022-06-30":{"filedDate":"2022-08-26","netAssetsUSD":5961945440.07,"borrowerCount":21,"onLoanToBorrowersUSD":440818513.92,"positionsWithLoansUSD":862014013.32,"onLoanPctOfNetAssets":7.39,"largestBorrowerSharePct":23.8,"cashCollateralPct":7.3,"cashCollateralCoverPct":98.7,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":104735657.01},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":78705672.69},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":63104805.04},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":24284723.19},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":20674234.81},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":20598209.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19365981.56},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":18951763.85},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":16394770.54},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":16172264.33},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11034851.25},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":9203919.15},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":8182922.13},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8077253.56},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5022548.98},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4825926.91},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":3050246.35},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2839265.97},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2768995.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2368613.55},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":455888.65}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":5187141667.11,"borrowerCount":20,"onLoanToBorrowersUSD":425436771.09,"positionsWithLoansUSD":947837332.11,"onLoanPctOfNetAssets":8.2,"largestBorrowerSharePct":24.4,"cashCollateralPct":8.01,"cashCollateralCoverPct":97.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":103961493.68},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":95803316.96},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":32678383.91},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":27762354.24},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":22591833.46},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":22588478.15},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19163533.12},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":18563165.01},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":16030906.6},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11132592.17},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":10704778.27},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10306419.61},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7212590.97},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":6595379.59},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5866459.07},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3840195.89},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3582235.72},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":3270770.46},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":3054899.05},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":726985.16}]},"2022-12-31":{"filedDate":"2023-02-28","netAssetsUSD":9460113181.52,"borrowerCount":19,"onLoanToBorrowersUSD":754949381.81,"positionsWithLoansUSD":1959537503.11,"onLoanPctOfNetAssets":7.98,"largestBorrowerSharePct":31.3,"cashCollateralPct":7.74,"cashCollateralCoverPct":97.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":236599828.03},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":157317293.2},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":81387957.27},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":50415800.11},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":38671412.32},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":25221104.53},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22000584.91},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":20652008.9},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":19977555.59},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":15214645.21},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":14891461.32},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14703743.06},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":12026431.54},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11564632.01},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11530389.41},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":10328383.38},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8131366.4},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4031554.67},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":283229.95}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":6904923998.56,"borrowerCount":20,"onLoanToBorrowersUSD":584334278.42,"positionsWithLoansUSD":1229708444.56,"onLoanPctOfNetAssets":8.46,"largestBorrowerSharePct":21.5,"cashCollateralPct":8.13,"cashCollateralCoverPct":96.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":125702149.21},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":101128969.45},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":74549922.66},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":56476361.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":28231751.6},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":27532191.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":22403579.25},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":22332567.34},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22296648.07},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":15418647.53},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":14813144.59},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":13884215.55},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11994920.27},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":11717760.08},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11474835.46},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":8068669.25},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5790710.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5304089.01},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":3295836.23},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1917309.16}]},"2023-06-30":{"filedDate":"2023-08-28","netAssetsUSD":8490644083.71,"borrowerCount":20,"onLoanToBorrowersUSD":747442018.89,"positionsWithLoansUSD":1735786929.3,"onLoanPctOfNetAssets":8.8,"largestBorrowerSharePct":33.2,"cashCollateralPct":8.36,"cashCollateralCoverPct":95.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":247897486.13},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":95648367.9},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":82985640.9},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":51974976.54},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":41588835.63},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":33287087.15},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":29407996.86},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":25582392.06},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":25364268.41},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":20748456.72},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":16516414.8},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":15286497.41},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":13118636.49},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":12676385.74},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9378275.99},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8702062.43},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5380630.84},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4920902.46},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4644551.26},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2332153.17}]},"2023-09-30":{"filedDate":"2023-11-27","netAssetsUSD":7373499141.0,"borrowerCount":20,"onLoanToBorrowersUSD":622344122.35,"positionsWithLoansUSD":1346677366.43,"onLoanPctOfNetAssets":8.44,"largestBorrowerSharePct":39.3,"cashCollateralPct":8.04,"cashCollateralCoverPct":95.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":244615915.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":90602824.73},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":43664588.56},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":29753252.13},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":29229112.35},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":28633353.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":28542091.18},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":24441471.88},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":19319514.09},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18444184.67},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14227520.83},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":11126106.99},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":10038520.81},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8309189.63},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7953438.13},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":6353848.56},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3265393.81},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2349990.01},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":776803.63},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":697000.85}]},"2023-12-31":{"filedDate":"2024-02-27","netAssetsUSD":8350491258.82,"borrowerCount":19,"onLoanToBorrowersUSD":550030987.59,"positionsWithLoansUSD":1470430530.52,"onLoanPctOfNetAssets":6.59,"largestBorrowerSharePct":38.8,"cashCollateralPct":5.97,"cashCollateralCoverPct":90.6,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":213581700.74},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":90178876.85},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":72301982.44},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":30984295.89},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":17628626.53},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":17485374.79},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":17038143.34},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":16377476.73},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":15697120.07},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":15665201.64},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13955431.94},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8285099.95},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8029356.57},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6367167.61},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4404454.41},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1171682.71},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":601559.31},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":171837.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":105598.35}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":8733264859.71,"borrowerCount":20,"onLoanToBorrowersUSD":749211921.16,"positionsWithLoansUSD":1871290875.54,"onLoanPctOfNetAssets":8.58,"largestBorrowerSharePct":29.3,"cashCollateralPct":6.22,"cashCollateralCoverPct":72.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":219588467.69},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":140268975.06},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":128161825.07},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":124249526.47},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26035697.52},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":19525176.59},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":12750922.24},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12148159.84},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11515814.62},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":9360321.13},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9179136.27},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":8075030.98},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":7767294.3},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6554142.62},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3379979.49},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3347524.12},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2862117.23},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2007681.09},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1777872.51},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":656256.32}]},"2024-06-30":{"filedDate":"2024-08-28","netAssetsUSD":8411816382.51,"borrowerCount":21,"onLoanToBorrowersUSD":739198018.81,"positionsWithLoansUSD":1872090945.42,"onLoanPctOfNetAssets":8.79,"largestBorrowerSharePct":34.3,"cashCollateralPct":7.82,"cashCollateralCoverPct":89.0,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":253503002.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":121293079.56},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":67334817.33},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":59092202.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":40076315.51},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":35444415.65},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":30274455.32},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":20510619.08},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":17376703.35},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":16881911.18},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":14190566.63},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12415869.75},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":10719311.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8442468.72},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":8290009.53},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7096103.09},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":4728181.41},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3638269.3},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3189621.35},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2545129.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2154966.89}]},"2024-09-30":{"filedDate":"2024-11-25","netAssetsUSD":8247448254.53,"borrowerCount":22,"onLoanToBorrowersUSD":745480690.7,"positionsWithLoansUSD":1591162444.92,"onLoanPctOfNetAssets":9.04,"largestBorrowerSharePct":42.0,"cashCollateralPct":8.34,"cashCollateralCoverPct":92.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":312994800.13},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":141349710.21},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":76208662.83},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":39631122.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":25815150.65},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":20178178.51},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":19334557.31},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":16212349.76},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":14965305.72},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":13023272.43},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":12742391.58},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":11888687.24},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11667467.98},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":8581112.95},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":6184465.51},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":5317732.33},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2391680.19},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2388682.42},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2018575.2},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":1709459.78},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":593810.21},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":283514.96}]},"2024-12-31":{"filedDate":"2025-02-27","netAssetsUSD":7855785956.66,"borrowerCount":22,"onLoanToBorrowersUSD":672140683.63,"positionsWithLoansUSD":1678362038.09,"onLoanPctOfNetAssets":8.56,"largestBorrowerSharePct":34.1,"cashCollateralPct":8.25,"cashCollateralCoverPct":96.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":229315977.35},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":222066551.81},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":58010710.48},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":23139878.65},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":18335080.41},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":18195492.93},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":17681247.62},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":16745159.47},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12631100.91},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":10865191.27},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":10386526.36},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":6987552.01},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6752510.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5716509.33},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":4277069.25},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":3033083.59},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2810166.32},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2760942.67},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":992010.03},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":720608.36},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":363498.66},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":353816.0}]},"2025-03-31":{"filedDate":"2025-05-28","netAssetsUSD":7637905872.14,"borrowerCount":22,"onLoanToBorrowersUSD":595719027.86,"positionsWithLoansUSD":1156180973.77,"onLoanPctOfNetAssets":7.8,"largestBorrowerSharePct":34.4,"cashCollateralPct":7.59,"cashCollateralCoverPct":97.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":204882932.49},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":173309055.84},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":58299216.77},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":27289981.45},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":23751685.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":20020389.59},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":19538390.91},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12025724.07},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":11957756.37},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9413746.9},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7711198.81},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7543302.34},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4715693.56},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4608755.89},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2723437.93},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1856805.86},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1723584.74},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1560092.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1116809.91},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":836962.42},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":429211.5},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":404292.0}]},"2025-06-30":{"filedDate":"2025-08-28","netAssetsUSD":7904290647.46,"borrowerCount":21,"onLoanToBorrowersUSD":703890558.8,"positionsWithLoansUSD":1425086806.92,"onLoanPctOfNetAssets":8.91,"largestBorrowerSharePct":32.2,"cashCollateralPct":8.03,"cashCollateralCoverPct":90.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":226781181.97},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":150999159.72},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":101140374.23},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":58231220.98},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":35940959.5},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":32892533.71},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":25062252.73},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":14373413.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":9150366.92},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7621644.86},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7118176.62},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6877972.87},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6699116.3},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5101425.12},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3784673.59},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2856894.53},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2746050.77},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2449643.05},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":2120840.74},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1628470.09},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":314187.5}]},"2025-09-30":{"filedDate":"2025-11-26","netAssetsUSD":8284786453.63,"borrowerCount":22,"onLoanToBorrowersUSD":638959219.43,"positionsWithLoansUSD":1178765794.23,"onLoanPctOfNetAssets":7.71,"largestBorrowerSharePct":37.2,"cashCollateralPct":7.36,"cashCollateralCoverPct":95.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":237413563.05},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":166898573.19},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":64973954.28},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":38625563.62},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":17737872.77},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":17133515.17},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":15979027.41},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14234479.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10253055.97},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8531803.57},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":8096047.76},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7922930.52},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":6090219.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5608964.07},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5578127.37},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5276917.12},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":2935620.55},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2063596.75},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1441945.08},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1281681.72},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":534001.5},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":347758.84}]},"2025-12-31":{"filedDate":"2026-02-26","netAssetsUSD":7759039688.91,"borrowerCount":21,"onLoanToBorrowersUSD":509633383.67,"positionsWithLoansUSD":1381132061.83,"onLoanPctOfNetAssets":6.57,"largestBorrowerSharePct":25.4,"cashCollateralPct":6.36,"cashCollateralCoverPct":96.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":129260545.44},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":122509920.33},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":53071804.88},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":32778495.6},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":28235677.12},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":25070296.57},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":21712938.75},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":14168132.15},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":14091947.31},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":11100738.98},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9910563.45},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9605004.01},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9486152.69},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8670549.82},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":7497382.13},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5274486.01},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4309598.46},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":1199358.44},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":836151.73},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":491375.5},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":352264.3}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":6959778518.62,"borrowerCount":22,"onLoanToBorrowersUSD":467829075.76,"positionsWithLoansUSD":1233254167.66,"onLoanPctOfNetAssets":6.72,"largestBorrowerSharePct":22.1,"cashCollateralPct":6.33,"cashCollateralCoverPct":94.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":103271644.98},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":102234104.28},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":44264725.71},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":38444955.42},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":33810026.25},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":31012905.22},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":18815063.77},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":16013146.14},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":13327597.56},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":12246041.13},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":11627122.57},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9188282.39},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8446480.13},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6663366.62},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5449496.75},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":4313711.09},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3477088.25},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2755695.83},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1724041.65},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":349482.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":343267.72},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":50830.3}]},"2026-06-30":{"filedDate":"2026-08-28","netAssetsUSD":7345531280.83,"borrowerCount":21,"onLoanToBorrowersUSD":403567024.15,"positionsWithLoansUSD":808503747.02,"onLoanPctOfNetAssets":5.49,"largestBorrowerSharePct":16.0,"cashCollateralPct":4.89,"cashCollateralCoverPct":89.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":64429513.13},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":61730217.48},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":40028093.52},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":35066414.47},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":34948251.37},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":31442340.39},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":28690045.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":27119257.28},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":19004952.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":10683239.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9433998.72},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6854833.41},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6241577.86},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":6030059.14},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":5857679.06},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3565673.55},{"name":"STANDARD CHARTERED BANK, LONDON","lei":"RILFO74KP1CM8P6PCT96","usd":3564604.09},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":3445974.06},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3054613.32},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2062300.07},{"name":"HSBC SECURITIES (USA) INC","lei":"CYYGQCGNHMHPSMRL3R97","usd":313386.45}]}}}