{"ticker":"MDYG","periods":{"2019-09-30":{"filedDate":"2019-11-27","netAssetsUSD":1643147370.02,"borrowerCount":15,"onLoanToBorrowersUSD":161885248.68,"positionsWithLoansUSD":210494018.0,"onLoanPctOfNetAssets":9.85,"largestBorrowerSharePct":26.3,"cashCollateralPct":3.38,"cashCollateralCoverPct":34.3,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":42611733.74},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":39270697.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":39201754.59},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":11278627.03},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":8642473.88},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7539290.6},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4414385.68},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3311722.89},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2421050.09},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1799873.14},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":655317.73},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":403970.96},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":233742.5},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":88409.17},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":12198.81}]},"2019-12-31":{"filedDate":"2020-02-27","netAssetsUSD":1706487809.71,"borrowerCount":15,"onLoanToBorrowersUSD":104858666.38,"positionsWithLoansUSD":156032367.84,"onLoanPctOfNetAssets":6.14,"largestBorrowerSharePct":32.5,"cashCollateralPct":1.85,"cashCollateralCoverPct":30.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":34084005.24},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":26135181.29},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11032799.85},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8284031.04},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5800019.59},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5095955.94},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5071950.75},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":4359181.92},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1682563.05},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1644265.73},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1189750.21},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":245500.29},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":198620.1},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":25946.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8894.98}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":1323526252.26,"borrowerCount":13,"onLoanToBorrowersUSD":86650075.84,"positionsWithLoansUSD":162047673.18,"onLoanPctOfNetAssets":6.55,"largestBorrowerSharePct":52.6,"cashCollateralPct":1.08,"cashCollateralCoverPct":16.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":45576810.83},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":12405029.98},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":9792872.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7051001.11},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":6903897.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2286395.69},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":858815.37},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":824617.65},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":488024.74},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":301495.8},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":127522.5},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":17950.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":15642.6}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":1941213135.04,"borrowerCount":14,"onLoanToBorrowersUSD":101179022.77,"positionsWithLoansUSD":183837010.67,"onLoanPctOfNetAssets":5.21,"largestBorrowerSharePct":43.2,"cashCollateralPct":1.51,"cashCollateralCoverPct":29.0,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":43662970.06},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":13728600.97},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11035778.33},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9917372.24},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":5472102.29},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4961782.42},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4169531.74},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3157101.05},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1927929.96},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1926922.02},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":976594.44},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":135825.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":104426.75},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2085.5}]},"2020-09-30":{"filedDate":"2020-11-27","netAssetsUSD":1406815840.78,"borrowerCount":12,"onLoanToBorrowersUSD":43364203.19,"positionsWithLoansUSD":84006455.8,"onLoanPctOfNetAssets":3.08,"largestBorrowerSharePct":26.1,"cashCollateralPct":0.98,"cashCollateralCoverPct":31.8,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11311960.53},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":10601985.35},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":10115323.48},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3602777.13},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2446104.29},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1366333.58},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1305510.06},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1301476.29},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1039055.5},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":132175.02},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":104517.8},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":36984.16}]},"2020-12-31":{"filedDate":"2021-02-26","netAssetsUSD":2043597101.67,"borrowerCount":16,"onLoanToBorrowersUSD":71018430.38,"positionsWithLoansUSD":209859242.27,"onLoanPctOfNetAssets":3.48,"largestBorrowerSharePct":17.5,"cashCollateralPct":1.65,"cashCollateralCoverPct":47.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":12393184.84},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":10092335.51},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":9588997.64},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9232026.51},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4641766.92},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4609290.6},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4594457.2},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4162831.04},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3045045.8},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2984050.2},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2734626.0},{"name":"Wells Fargo Clearing Services, LLC","lei":"88KRVSOEKUGQZJ3DKW55","usd":1254141.6},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1021236.7},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":511798.43},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":111184.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":41457.39}]},"2021-03-31":{"filedDate":"2021-05-28","netAssetsUSD":1666839814.21,"borrowerCount":20,"onLoanToBorrowersUSD":84472517.15,"positionsWithLoansUSD":289605306.21,"onLoanPctOfNetAssets":5.07,"largestBorrowerSharePct":21.2,"cashCollateralPct":3.64,"cashCollateralCoverPct":71.8,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":17894749.09},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":16841256.37},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14976704.7},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7037743.11},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":6619194.28},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5314648.8},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3994074.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3783170.64},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1790598.47},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1651979.59},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1450326.34},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1116948.62},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":869730.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":268760.7},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":259592.05},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":259475.3},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":100825.4},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":95183.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":87365.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":60190.92}]},"2021-06-30":{"filedDate":"2021-08-23","netAssetsUSD":1666582310.54,"borrowerCount":17,"onLoanToBorrowersUSD":101660209.39,"positionsWithLoansUSD":237665901.72,"onLoanPctOfNetAssets":6.1,"largestBorrowerSharePct":33.3,"cashCollateralPct":1.76,"cashCollateralCoverPct":28.9,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":33805366.27},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":19844466.92},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10800050.55},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8364842.01},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6831015.95},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":6535154.04},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3895376.72},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3416956.92},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2499895.18},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2413409.23},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1267780.68},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":882351.26},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":558936.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":455720.02},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":45624.0},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":36004.64},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7259.0}]},"2021-09-30":{"filedDate":"2021-11-26","netAssetsUSD":1675078240.01,"borrowerCount":15,"onLoanToBorrowersUSD":69748420.35,"positionsWithLoansUSD":130605193.54,"onLoanPctOfNetAssets":4.16,"largestBorrowerSharePct":34.3,"cashCollateralPct":1.08,"cashCollateralCoverPct":25.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":23939440.41},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13056682.11},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11836868.11},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5514904.49},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4049942.78},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3014682.37},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2845067.32},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1655979.57},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1441969.9},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1285541.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":527260.22},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":372662.08},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":156750.48},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":38804.43},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":11865.08}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":1779946144.14,"borrowerCount":12,"onLoanToBorrowersUSD":75945721.2,"positionsWithLoansUSD":160434039.84,"onLoanPctOfNetAssets":4.27,"largestBorrowerSharePct":28.5,"cashCollateralPct":1.77,"cashCollateralCoverPct":41.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":21610635.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11355723.57},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":10551648.79},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":10203766.25},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8928640.42},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":5579711.45},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3263049.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2320971.58},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1127419.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":670616.66},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":276074.01},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":57464.0}]},"2022-03-31":{"filedDate":"2022-05-27","netAssetsUSD":1667586865.0,"borrowerCount":16,"onLoanToBorrowersUSD":110155518.68,"positionsWithLoansUSD":186143498.84,"onLoanPctOfNetAssets":6.61,"largestBorrowerSharePct":18.5,"cashCollateralPct":4.26,"cashCollateralCoverPct":64.5,"borrowers":[{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":20340196.66},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":19816002.12},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":16652397.91},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":14867468.66},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13286361.11},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":10792799.39},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6741963.2},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1981742.78},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1524556.66},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1232468.4},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1169155.8},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1050742.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":346666.88},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":270512.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":61434.16},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":21050.4}]},"2022-06-30":{"filedDate":"2022-08-26","netAssetsUSD":1289541912.03,"borrowerCount":15,"onLoanToBorrowersUSD":46564773.13,"positionsWithLoansUSD":88868876.97,"onLoanPctOfNetAssets":3.61,"largestBorrowerSharePct":18.7,"cashCollateralPct":1.56,"cashCollateralCoverPct":43.2,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8714877.13},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7442784.46},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":7053434.43},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7020998.92},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5696319.86},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2017583.62},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1562641.98},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1256156.73},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1228631.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1160782.93},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1132454.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":775871.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":660872.45},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":546560.99},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":294802.07}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":1287835240.53,"borrowerCount":17,"onLoanToBorrowersUSD":97645240.03,"positionsWithLoansUSD":178253838.56,"onLoanPctOfNetAssets":7.58,"largestBorrowerSharePct":34.7,"cashCollateralPct":5.62,"cashCollateralCoverPct":74.1,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":33849686.04},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":11280100.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":10456265.05},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":8691503.52},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":7964626.81},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5211862.36},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4601437.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4456156.69},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4257152.1},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2790006.84},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2559908.05},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":712525.76},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":480641.25},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":184350.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":108072.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":27411.6},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13533.85}]},"2022-12-31":{"filedDate":"2023-02-28","netAssetsUSD":1574613576.28,"borrowerCount":12,"onLoanToBorrowersUSD":47717628.91,"positionsWithLoansUSD":72936908.33,"onLoanPctOfNetAssets":3.03,"largestBorrowerSharePct":39.0,"cashCollateralPct":2.87,"cashCollateralCoverPct":94.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":18610614.58},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":9253334.44},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7910486.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5868507.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3977102.95},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":787119.24},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":314585.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":284205.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":236608.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":223157.31},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":149640.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":102267.36}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":1689973078.91,"borrowerCount":16,"onLoanToBorrowersUSD":98682305.41,"positionsWithLoansUSD":178518037.33,"onLoanPctOfNetAssets":5.84,"largestBorrowerSharePct":19.0,"cashCollateralPct":4.42,"cashCollateralCoverPct":75.7,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18707261.78},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":16528946.35},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":15050014.56},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":13545295.24},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":8093793.26},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8073812.52},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6133185.29},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3777363.56},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2573411.46},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2424064.5},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":1702534.35},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":843064.86},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":587323.36},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":309838.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":291477.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":40918.5}]},"2023-06-30":{"filedDate":"2023-08-28","netAssetsUSD":1849231575.79,"borrowerCount":23,"onLoanToBorrowersUSD":145703567.67,"positionsWithLoansUSD":356336864.63,"onLoanPctOfNetAssets":7.88,"largestBorrowerSharePct":17.5,"cashCollateralPct":6.69,"cashCollateralCoverPct":84.9,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":25470289.82},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":23514710.3},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":22808488.27},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13953485.5},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":9423866.75},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9348132.33},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8484110.64},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":8396932.7},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6837181.46},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3416169.6},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2807408.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":2179751.56},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2060990.28},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1983061.74},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1076797.08},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1067780.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":865041.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":722003.26},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":454991.68},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":326841.85},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":297200.45},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":156795.2},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":51538.2}]},"2023-09-30":{"filedDate":"2023-11-28","netAssetsUSD":1818003885.61,"borrowerCount":17,"onLoanToBorrowersUSD":109572779.44,"positionsWithLoansUSD":165255625.59,"onLoanPctOfNetAssets":6.03,"largestBorrowerSharePct":35.9,"cashCollateralPct":3.64,"cashCollateralCoverPct":60.4,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":39354484.83},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":24987937.15},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":9926865.86},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8006822.07},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":7370919.84},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4322592.56},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3992636.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":3819426.74},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2081755.08},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1497440.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1303521.8},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1037480.79},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":678700.44},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":473256.13},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":429212.66},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":259108.65},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":30618.0}]},"2023-12-31":{"filedDate":"2024-02-27","netAssetsUSD":2277710227.46,"borrowerCount":19,"onLoanToBorrowersUSD":162930033.6,"positionsWithLoansUSD":253407158.43,"onLoanPctOfNetAssets":7.15,"largestBorrowerSharePct":30.2,"cashCollateralPct":5.05,"cashCollateralCoverPct":70.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":49275872.04},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":45473489.64},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":19191827.07},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":8271797.01},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":7961097.68},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7257708.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6408960.47},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5661438.97},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4296257.56},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2599599.62},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1654373.05},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1543777.41},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1374489.6},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1225641.2},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":530101.87},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":81102.64},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":68126.73},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":48375.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5997.2}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":3028697887.26,"borrowerCount":21,"onLoanToBorrowersUSD":252481340.84,"positionsWithLoansUSD":617986458.63,"onLoanPctOfNetAssets":8.34,"largestBorrowerSharePct":27.1,"cashCollateralPct":6.07,"cashCollateralCoverPct":72.8,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":68458991.24},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":65267137.06},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":48886849.07},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22669878.62},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":12579788.1},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":9187891.35},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":7637206.17},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":6037970.7},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3411095.65},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1938997.18},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1655488.9},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1589130.64},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1254962.53},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1092823.55},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":372482.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":211679.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":114835.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":63964.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":38886.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":9009.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2273.7}]},"2024-06-30":{"filedDate":"2024-08-28","netAssetsUSD":2456060173.91,"borrowerCount":19,"onLoanToBorrowersUSD":164534812.88,"positionsWithLoansUSD":308490341.99,"onLoanPctOfNetAssets":6.7,"largestBorrowerSharePct":56.3,"cashCollateralPct":2.43,"cashCollateralCoverPct":36.3,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":92591106.26},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25225511.55},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11660172.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":10741261.51},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6439839.07},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6359703.36},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":5954225.79},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3735384.58},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":309592.91},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":267166.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":265392.96},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":263585.28},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":242440.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":187312.29},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":149131.95},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":87994.32},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":29309.52},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":18354.05},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":7328.72}]},"2024-09-30":{"filedDate":"2024-11-25","netAssetsUSD":2712300370.66,"borrowerCount":17,"onLoanToBorrowersUSD":164899866.06,"positionsWithLoansUSD":356448358.17,"onLoanPctOfNetAssets":6.08,"largestBorrowerSharePct":38.3,"cashCollateralPct":3.42,"cashCollateralCoverPct":56.3,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":63126645.83},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":45064526.02},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":31566194.96},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":6643960.2},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5398174.69},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3990361.2},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2300324.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2016030.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1214037.79},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1109549.13},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":853986.2},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":685318.68},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":556675.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":223576.8},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":70212.36},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":68565.55},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":11727.0}]},"2024-12-31":{"filedDate":"2025-02-27","netAssetsUSD":2761456193.0,"borrowerCount":18,"onLoanToBorrowersUSD":160609825.55,"positionsWithLoansUSD":266875215.34,"onLoanPctOfNetAssets":5.82,"largestBorrowerSharePct":27.2,"cashCollateralPct":4.23,"cashCollateralCoverPct":72.7,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":43613825.5},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":33708929.93},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20605874.16},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":20216272.65},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":14388973.45},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":11448276.75},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3957642.8},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3385524.24},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3105005.58},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2965633.5},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2245459.44},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":291623.98},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":188604.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":174703.4},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":173886.75},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":61442.28},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":56560.1},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":21587.04}]},"2025-03-31":{"filedDate":"2025-05-28","netAssetsUSD":2489630355.28,"borrowerCount":19,"onLoanToBorrowersUSD":277004559.34,"positionsWithLoansUSD":384497258.16,"onLoanPctOfNetAssets":11.13,"largestBorrowerSharePct":59.5,"cashCollateralPct":4.16,"cashCollateralCoverPct":37.4,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":164837396.14},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":38215430.45},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":20106173.16},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":13271089.94},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":7506976.62},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6877321.77},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":6297172.7},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5473781.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3781934.64},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3722952.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2591785.13},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1728561.46},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1464726.12},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":517785.62},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":435485.76},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":98662.06},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":76399.96},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":745.94},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":178.1}]},"2025-06-30":{"filedDate":"2025-08-28","netAssetsUSD":2262300873.35,"borrowerCount":19,"onLoanToBorrowersUSD":130774724.17,"positionsWithLoansUSD":262489550.6,"onLoanPctOfNetAssets":5.78,"largestBorrowerSharePct":64.7,"cashCollateralPct":1.71,"cashCollateralCoverPct":29.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":84656020.35},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":9529458.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9273148.06},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7425612.77},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4835312.1},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4196671.59},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3844871.5},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2130389.81},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2055478.01},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1494930.39},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":772747.03},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":180870.41},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":137583.26},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":69080.63},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":63993.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":53877.42},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":34577.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":19078.6},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1023.0}]},"2025-09-30":{"filedDate":"2025-11-26","netAssetsUSD":2420546302.96,"borrowerCount":19,"onLoanToBorrowersUSD":309857700.09,"positionsWithLoansUSD":416656244.73,"onLoanPctOfNetAssets":12.8,"largestBorrowerSharePct":55.3,"cashCollateralPct":4.54,"cashCollateralCoverPct":35.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":171425229.69},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":28833583.37},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":21013413.68},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":13355866.45},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":12827005.57},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":12777007.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11347391.54},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":8156512.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8014105.56},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":7516963.52},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4890177.91},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3350652.5},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2163576.56},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1477675.92},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1163666.41},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":820848.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":663081.49},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":42579.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":18363.0}]},"2025-12-31":{"filedDate":"2026-02-26","netAssetsUSD":2445516600.63,"borrowerCount":22,"onLoanToBorrowersUSD":163797416.71,"positionsWithLoansUSD":331911882.71,"onLoanPctOfNetAssets":6.7,"largestBorrowerSharePct":61.5,"cashCollateralPct":2.23,"cashCollateralCoverPct":33.3,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":100768883.76},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":12038477.51},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":9295150.33},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8330939.85},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":7747976.68},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5098564.07},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4380682.51},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3862683.48},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3621849.7},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2289970.75},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2072707.3},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1739688.73},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1578901.56},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":488657.2},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":235628.12},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":143114.28},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":32064.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":20402.88},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":18380.28},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15066.72},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":9741.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":7886.0}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":2479460876.68,"borrowerCount":23,"onLoanToBorrowersUSD":254672205.68,"positionsWithLoansUSD":459795207.12,"onLoanPctOfNetAssets":10.27,"largestBorrowerSharePct":68.8,"cashCollateralPct":2.82,"cashCollateralCoverPct":27.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":175213910.94},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":16971842.79},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":16812776.54},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6571268.61},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5943216.52},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":5867202.3},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":5737594.1},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3795902.86},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3412136.4},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2694823.54},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2401324.22},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2395858.5},{"name":"MUFG SECURITIES AMERICAS INC.","lei":"K5HU16E3LMSVCCJJJ255","usd":1583964.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1278251.41},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1012859.81},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":875540.85},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":797794.1},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":612037.35},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":410116.35},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":233769.1},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":25713.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":24124.16},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":177.6}]},"2026-06-30":{"filedDate":"2026-08-28","netAssetsUSD":2923498987.38,"borrowerCount":21,"onLoanToBorrowersUSD":230702093.57,"positionsWithLoansUSD":335374456.52,"onLoanPctOfNetAssets":7.89,"largestBorrowerSharePct":54.9,"cashCollateralPct":3.43,"cashCollateralCoverPct":43.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":126728298.1},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":36207087.45},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":16303115.71},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":11314945.49},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":5368451.2},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5206157.18},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":4963420.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4632675.25},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4346824.89},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3778920.33},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3557369.6},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3383113.41},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1525280.36},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1292925.5},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1159021.06},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":425453.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":251628.37},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":181410.85},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":44651.52},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":26586.24},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4757.76}]}}}