{"ticker":"SPEM","periods":{"2019-09-30":{"filedDate":"2019-11-18","netAssetsUSD":2599479029.69,"borrowerCount":20,"onLoanToBorrowersUSD":90907108.26,"positionsWithLoansUSD":127971808.61,"onLoanPctOfNetAssets":3.5,"largestBorrowerSharePct":33.6,"cashCollateralPct":1.55,"cashCollateralCoverPct":44.3,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":30502511.58},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14898528.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":10954245.52},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8010359.43},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7235455.47},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4858823.26},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4611628.67},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2842232.63},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2237624.06},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1777042.78},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1444354.2},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":537358.47},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":342632.68},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":235823.53},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":216996.03},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":92975.7},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":38231.53},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":34159.9},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":29166.74},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":6957.38}]},"2019-12-31":{"filedDate":"2020-02-28","netAssetsUSD":3587601357.74,"borrowerCount":21,"onLoanToBorrowersUSD":117321759.74,"positionsWithLoansUSD":191145431.72,"onLoanPctOfNetAssets":3.27,"largestBorrowerSharePct":31.7,"cashCollateralPct":0.84,"cashCollateralCoverPct":25.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":37184902.79},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":21102116.78},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":13109573.82},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":12933958.87},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12763003.13},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5390366.61},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3360611.66},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3046728.11},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2618284.76},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1741552.94},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1285288.08},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":867732.3},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":508550.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":382374.52},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":380081.18},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":293283.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":140943.58},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":102946.91},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":43985.11},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":42649.61},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":22825.92}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":2986870156.98,"borrowerCount":21,"onLoanToBorrowersUSD":78755390.52,"positionsWithLoansUSD":142028187.94,"onLoanPctOfNetAssets":2.64,"largestBorrowerSharePct":21.3,"cashCollateralPct":1.12,"cashCollateralCoverPct":42.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":16768578.69},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15996526.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":14479876.19},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6725368.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5775056.73},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3891227.96},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3451956.9},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3416846.38},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1645017.29},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1573171.49},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1529424.03},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1054179.38},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":683381.82},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":670185.11},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":350248.67},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":279933.6},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":204351.93},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":160541.28},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":87867.88},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":9336.39},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2313.78}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":3884803147.09,"borrowerCount":20,"onLoanToBorrowersUSD":125272745.18,"positionsWithLoansUSD":181428577.67,"onLoanPctOfNetAssets":3.22,"largestBorrowerSharePct":26.4,"cashCollateralPct":1.7,"cashCollateralCoverPct":52.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":33079788.91},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":24490432.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":20435032.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11689317.72},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8281121.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8029028.66},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4252753.88},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3496288.27},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2599595.76},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2589509.08},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1850628.6},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1461731.45},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":864354.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":552537.09},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":450739.24},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":419809.01},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":285712.18},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":221175.97},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":189401.74},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":33787.24}]},"2020-09-30":{"filedDate":"2020-11-19","netAssetsUSD":4340730627.41,"borrowerCount":21,"onLoanToBorrowersUSD":119297114.59,"positionsWithLoansUSD":231967880.09,"onLoanPctOfNetAssets":2.75,"largestBorrowerSharePct":30.2,"cashCollateralPct":1.26,"cashCollateralCoverPct":45.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":36045749.98},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":23053470.35},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":19375124.53},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17753072.24},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5214066.25},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3806843.13},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3057381.21},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2680624.08},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2452362.01},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1653716.9},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":861326.11},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":712303.24},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":590083.84},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":485877.5},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":452971.62},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":389314.84},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":271853.86},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":222911.55},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":110746.3},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":90301.75},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":17013.3}]},"2020-12-31":{"filedDate":"2021-02-26","netAssetsUSD":5194821572.38,"borrowerCount":22,"onLoanToBorrowersUSD":159268266.58,"positionsWithLoansUSD":350948200.64,"onLoanPctOfNetAssets":3.07,"largestBorrowerSharePct":29.7,"cashCollateralPct":1.74,"cashCollateralCoverPct":56.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":47344200.34},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":23540133.22},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":20109886.49},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15422620.9},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":14183706.57},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":8858839.16},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5397998.92},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3559022.94},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3411820.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3029767.75},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3002217.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2939348.94},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2510703.78},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1444744.2},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1359621.98},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1119875.04},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1055211.71},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":355637.52},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":354014.68},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":231154.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":34861.4},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2880.0}]},"2021-03-31":{"filedDate":"2021-05-28","netAssetsUSD":6098103844.95,"borrowerCount":21,"onLoanToBorrowersUSD":229662498.15,"positionsWithLoansUSD":430017369.75,"onLoanPctOfNetAssets":3.77,"largestBorrowerSharePct":20.7,"cashCollateralPct":2.58,"cashCollateralCoverPct":68.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":47477680.18},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":44430051.22},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":44429664.86},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22450003.93},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15848510.47},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":9599824.57},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7541394.03},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":7528235.81},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6261777.76},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4211148.81},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3731538.18},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3726465.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2796370.19},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":2583429.41},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2157008.96},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":1387534.66},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1333166.17},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":805463.8},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":743999.31},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":577577.95},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":41652.0}]},"2021-06-30":{"filedDate":"2021-08-27","netAssetsUSD":6402826765.19,"borrowerCount":23,"onLoanToBorrowersUSD":243896909.75,"positionsWithLoansUSD":601925498.82,"onLoanPctOfNetAssets":3.81,"largestBorrowerSharePct":30.8,"cashCollateralPct":1.89,"cashCollateralCoverPct":49.6,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":75153583.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":38573229.93},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":38119026.75},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":25171564.57},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":23842049.41},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9951756.62},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9292125.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":6267831.29},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4934121.11},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4679780.58},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2074907.84},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1812407.28},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1696710.77},{"name":"ING Bank N.V.","lei":"3TK20IVIUJ8J3ZU0QE75","usd":1271959.2},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":251447.93},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":220050.86},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":153873.86},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":123205.0},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":122229.83},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":91117.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":52698.51},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":30767.34},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":10464.6}]},"2021-09-30":{"filedDate":"2021-11-26","netAssetsUSD":5794302781.36,"borrowerCount":22,"onLoanToBorrowersUSD":193940701.82,"positionsWithLoansUSD":410903249.0,"onLoanPctOfNetAssets":3.35,"largestBorrowerSharePct":26.4,"cashCollateralPct":1.63,"cashCollateralCoverPct":48.7,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":51141168.18},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":36673762.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22438032.64},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20968320.63},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":12501859.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11402108.63},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9866690.97},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4440853.67},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":4297290.09},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4210587.56},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3007372.45},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2864276.44},{"name":"ING Bank N.V.","lei":"3TK20IVIUJ8J3ZU0QE75","usd":2382033.42},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2336505.67},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2120553.87},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1785041.82},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":452962.74},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":369416.9},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":318611.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":227016.29},{"name":"Credit Suisse International","lei":"E58DKGMJYYYJLN8C3868","usd":113135.26},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":23100.8}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":5589279428.35,"borrowerCount":23,"onLoanToBorrowersUSD":153413799.76,"positionsWithLoansUSD":324536208.44,"onLoanPctOfNetAssets":2.74,"largestBorrowerSharePct":28.4,"cashCollateralPct":1.39,"cashCollateralCoverPct":50.6,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":43512323.44},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26044391.27},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":20553646.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":14264279.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":12051877.53},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7839091.96},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5504949.97},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5149042.53},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4440377.31},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":2242162.88},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2053520.35},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2047867.93},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1677600.23},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":1626368.08},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1142855.28},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1139256.68},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":779582.58},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":697069.48},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":469351.84},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":100460.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":40020.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":27741.62},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":9963.0}]},"2022-03-31":{"filedDate":"2022-05-27","netAssetsUSD":6096799271.11,"borrowerCount":24,"onLoanToBorrowersUSD":246864640.75,"positionsWithLoansUSD":538837361.21,"onLoanPctOfNetAssets":4.05,"largestBorrowerSharePct":27.9,"cashCollateralPct":1.91,"cashCollateralCoverPct":47.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":68932770.59},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":64201522.98},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":24691023.79},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":22813880.17},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":12650967.25},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10290839.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":9300678.01},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":7456762.02},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6521920.96},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":6052704.44},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4066366.34},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":3279198.58},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1729244.74},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1138797.73},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1057947.24},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":799160.13},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":632735.01},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":394443.41},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":387357.94},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":188085.52},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":106960.14},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":104590.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":64570.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2113.89}]},"2022-06-30":{"filedDate":"2022-08-26","netAssetsUSD":5394639276.39,"borrowerCount":24,"onLoanToBorrowersUSD":174055826.1,"positionsWithLoansUSD":415331320.11,"onLoanPctOfNetAssets":3.23,"largestBorrowerSharePct":20.9,"cashCollateralPct":1.63,"cashCollateralCoverPct":50.5,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":36420503.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":28565567.01},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":26249468.54},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15198956.36},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11939431.96},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":10046975.58},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9708891.57},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":8226447.86},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8150877.91},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5240698.19},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4187639.25},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":3470551.85},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1453360.09},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1244476.21},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1148534.63},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":979863.04},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":812413.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":253300.6},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":220029.7},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":165277.07},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":153612.47},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":102827.65},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":68319.06},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":47802.0}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":5153558192.05,"borrowerCount":23,"onLoanToBorrowersUSD":182328084.45,"positionsWithLoansUSD":453616531.49,"onLoanPctOfNetAssets":3.54,"largestBorrowerSharePct":17.8,"cashCollateralPct":1.98,"cashCollateralCoverPct":56.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":32519053.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":28448644.94},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18218173.85},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":17672582.49},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":14137666.27},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13890845.02},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11555774.34},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8914063.21},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":7333567.28},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":5066853.34},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4682832.61},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":3624751.59},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":3406694.05},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3091166.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2807125.24},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2792184.63},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2271082.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1052162.07},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":726288.07},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":76884.04},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":19008.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":12881.42},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7799.59}]},"2022-12-31":{"filedDate":"2023-02-28","netAssetsUSD":6089238069.68,"borrowerCount":24,"onLoanToBorrowersUSD":302590239.75,"positionsWithLoansUSD":552803558.77,"onLoanPctOfNetAssets":4.97,"largestBorrowerSharePct":23.8,"cashCollateralPct":3.93,"cashCollateralCoverPct":79.1,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":72120745.21},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":49707146.91},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":45034247.86},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":25562768.43},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":23574946.88},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11557681.68},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":11239655.73},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":11232021.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9344739.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9238874.81},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8612216.93},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6435669.46},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5302083.08},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3720667.2},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":2271739.28},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2023618.51},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1818619.75},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1245012.16},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1174662.29},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1103694.12},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":176103.28},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":81964.3},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":9031.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2330.0}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":6918497553.14,"borrowerCount":25,"onLoanToBorrowersUSD":324094822.59,"positionsWithLoansUSD":529557715.81,"onLoanPctOfNetAssets":4.68,"largestBorrowerSharePct":23.9,"cashCollateralPct":2.79,"cashCollateralCoverPct":59.6,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":77560286.94},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":58133226.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":45135756.25},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":36520098.01},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":16494672.65},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":15773049.66},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":14538325.92},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":9579581.92},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":8130595.55},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7098187.31},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":6868236.21},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":5017055.18},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4494400.45},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3258735.11},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3153475.72},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2776439.31},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2245446.23},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2150401.81},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1987087.46},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1219994.92},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1133677.61},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":753176.24},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":55268.81},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":15174.72},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2472.0}]},"2023-06-30":{"filedDate":"2023-08-28","netAssetsUSD":7206020394.76,"borrowerCount":27,"onLoanToBorrowersUSD":276901028.96,"positionsWithLoansUSD":531365488.55,"onLoanPctOfNetAssets":3.84,"largestBorrowerSharePct":24.7,"cashCollateralPct":2.34,"cashCollateralCoverPct":60.9,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":68356378.88},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":54234866.75},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":29294377.74},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":21134006.94},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":17875670.26},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":14410483.37},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11280545.82},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10873227.62},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":8952812.45},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":7582299.88},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":6573608.15},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6536807.61},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4636432.98},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3911182.95},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2978295.2},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2822613.64},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1241571.93},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1080234.65},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":934930.91},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":723946.89},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":490855.93},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":414207.75},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":246825.23},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":170360.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":75544.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":65883.43},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3058.0}]},"2023-09-30":{"filedDate":"2023-11-27","netAssetsUSD":7325690894.21,"borrowerCount":26,"onLoanToBorrowersUSD":266123619.28,"positionsWithLoansUSD":523648395.31,"onLoanPctOfNetAssets":3.63,"largestBorrowerSharePct":24.4,"cashCollateralPct":2.16,"cashCollateralCoverPct":59.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":65021164.02},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":31352459.34},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":30886751.41},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":21644771.4},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":20909039.79},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":17905173.5},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13433180.05},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12669290.24},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":9964783.41},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8682947.86},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8118177.65},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":7789085.2},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4718803.64},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2948967.92},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2810881.48},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1711339.44},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":1274070.36},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":1199467.18},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1018904.98},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":762450.46},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":449413.56},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":298905.08},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":196434.68},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":156732.9},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":148545.96},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":51877.77}]},"2023-12-31":{"filedDate":"2024-02-27","netAssetsUSD":8318930608.68,"borrowerCount":26,"onLoanToBorrowersUSD":289558239.19,"positionsWithLoansUSD":614110616.88,"onLoanPctOfNetAssets":3.48,"largestBorrowerSharePct":25.4,"cashCollateralPct":2.29,"cashCollateralCoverPct":65.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":73672591.05},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":46541300.53},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":31119764.47},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":23845386.29},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":21483562.27},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":17741920.59},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":11635300.47},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11090879.29},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8499953.47},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7213999.24},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":6902017.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4687541.57},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4439317.73},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4344408.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3658970.26},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2977352.58},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2341248.75},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2306359.61},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1417284.13},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1295001.89},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":674485.5},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":483357.76},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":396621.12},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":344486.34},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":305051.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":140076.48}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":8573499582.37,"borrowerCount":27,"onLoanToBorrowersUSD":463236194.68,"positionsWithLoansUSD":1043363589.77,"onLoanPctOfNetAssets":5.4,"largestBorrowerSharePct":30.3,"cashCollateralPct":2.36,"cashCollateralCoverPct":43.7,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":140335306.2},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":51396184.62},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":48405608.57},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":37426558.28},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":34776124.07},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":16550962.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15256372.84},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":14229365.68},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":13592141.14},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13015570.21},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12709562.46},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":11409169.08},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":10622468.87},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9180557.42},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8045646.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":6103499.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5542380.7},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5473740.69},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2379311.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1830847.37},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1237577.7},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1073843.29},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":744837.39},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":660500.99},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":643795.06},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":585701.61},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":8561.19}]},"2024-06-30":{"filedDate":"2024-08-28","netAssetsUSD":8964844662.37,"borrowerCount":26,"onLoanToBorrowersUSD":490096802.61,"positionsWithLoansUSD":1199090011.65,"onLoanPctOfNetAssets":5.47,"largestBorrowerSharePct":22.6,"cashCollateralPct":2.34,"cashCollateralCoverPct":42.8,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":110597910.12},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":110562102.83},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":54569117.23},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":48895611.97},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":36334648.19},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":28238084.42},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":19385566.52},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":14184446.62},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":13931710.34},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11782331.07},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9860173.83},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":9007657.64},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":6127996.2},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3456595.92},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2901554.46},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2571534.0},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2120410.46},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1946016.17},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1781972.37},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":703399.61},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":468611.52},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":255179.18},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":165784.64},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":154927.87},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":68356.27},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":25103.16}]},"2024-09-30":{"filedDate":"2024-11-25","netAssetsUSD":10129111488.31,"borrowerCount":28,"onLoanToBorrowersUSD":481971442.87,"positionsWithLoansUSD":1113778907.29,"onLoanPctOfNetAssets":4.76,"largestBorrowerSharePct":22.3,"cashCollateralPct":1.95,"cashCollateralCoverPct":41.0,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":107438234.73},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":83011988.17},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":58133000.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":42131642.77},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":39843127.97},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":34683908.18},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22740599.94},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":19689438.57},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13175315.51},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":10994431.61},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":9509844.75},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7407298.75},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":6447393.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6425314.58},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":5736568.39},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2672752.03},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2268553.41},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2037785.69},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":1734806.57},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":1728668.85},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1133361.01},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":779153.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":596964.14},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":536352.07},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":504292.63},{"name":"ING Bank N.V.","lei":"3TK20IVIUJ8J3ZU0QE75","usd":340436.02},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":254949.67},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":15259.34}]},"2024-12-31":{"filedDate":"2025-02-27","netAssetsUSD":9823260974.23,"borrowerCount":27,"onLoanToBorrowersUSD":563395113.66,"positionsWithLoansUSD":1123424374.63,"onLoanPctOfNetAssets":5.74,"largestBorrowerSharePct":18.8,"cashCollateralPct":2.06,"cashCollateralCoverPct":35.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":105660248.59},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":104405179.77},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":89450039.63},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":77294720.68},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":51042452.37},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":36473365.65},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":17801471.95},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17746085.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11808666.19},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9859603.21},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":7971127.93},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6941567.33},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5873820.25},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3977302.8},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":3877338.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2783335.1},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2724765.15},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1914722.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1874085.44},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1214733.86},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":1113839.96},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":479160.73},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":386774.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":370869.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":150403.49},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":144784.17},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":54650.0}]},"2025-03-31":{"filedDate":"2025-05-28","netAssetsUSD":10354470337.73,"borrowerCount":29,"onLoanToBorrowersUSD":729602402.03,"positionsWithLoansUSD":1234725546.0,"onLoanPctOfNetAssets":7.05,"largestBorrowerSharePct":19.1,"cashCollateralPct":2.6,"cashCollateralCoverPct":36.9,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":139223693.37},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":138551768.98},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":111598688.47},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":85151118.69},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":60222919.22},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":53148567.08},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":37994885.7},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":17109203.91},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":13339951.25},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11175254.99},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":10602227.24},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":8949081.8},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":8333401.5},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7569535.93},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6273627.44},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4620408.61},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4234705.34},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3710048.65},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2401711.54},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1031690.19},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":804969.44},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":768735.85},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":723078.84},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":626733.31},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":573193.01},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":493975.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":234604.67},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":127248.49},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":7373.52}]},"2025-06-30":{"filedDate":"2025-08-28","netAssetsUSD":12184357916.09,"borrowerCount":28,"onLoanToBorrowersUSD":1076691167.58,"positionsWithLoansUSD":2038924824.27,"onLoanPctOfNetAssets":8.84,"largestBorrowerSharePct":18.7,"cashCollateralPct":2.02,"cashCollateralCoverPct":22.9,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":201506195.21},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":199301856.8},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":154406489.94},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":109290416.55},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":73411337.9},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":72990585.44},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":52239220.66},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":35507769.41},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":29341192.83},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":24764259.14},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":21934867.06},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":21805280.12},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18305346.89},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":12231520.42},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11749659.68},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":11588034.31},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":8455522.26},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":5830451.31},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4222679.83},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4036502.35},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1265444.45},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":653633.38},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":511318.76},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":503778.6},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":395872.18},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":316863.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":63363.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":61706.1}]},"2025-09-30":{"filedDate":"2025-11-26","netAssetsUSD":14340822203.48,"borrowerCount":30,"onLoanToBorrowersUSD":1019751267.02,"positionsWithLoansUSD":1897184279.4,"onLoanPctOfNetAssets":7.11,"largestBorrowerSharePct":21.3,"cashCollateralPct":1.84,"cashCollateralCoverPct":25.9,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":217246708.85},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":174344234.36},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":165528100.35},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":90228499.01},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":72128728.54},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":44486384.78},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":42825468.79},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":41952527.65},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":39484937.07},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":26028621.33},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":17397581.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":16489934.44},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15311389.56},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11623425.62},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":8972421.48},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":7788760.61},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":7494891.6},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6029219.18},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":5511030.6},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2902877.02},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1660757.64},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1522853.56},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":838164.67},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":786740.13},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":429466.42},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":402737.16},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":179920.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":71583.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":42221.97},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":41080.0}]},"2025-12-31":{"filedDate":"2026-02-26","netAssetsUSD":15400270659.12,"borrowerCount":28,"onLoanToBorrowersUSD":996166732.9,"positionsWithLoansUSD":1995250549.34,"onLoanPctOfNetAssets":6.47,"largestBorrowerSharePct":19.3,"cashCollateralPct":1.79,"cashCollateralCoverPct":27.7,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":192695052.94},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":151387596.85},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":134797434.86},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":130900729.24},{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":105450781.72},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":70649183.13},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33787903.59},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":28148918.51},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":26445144.05},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":25711373.35},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":16992363.94},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12283205.15},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":11875381.21},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9445028.89},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8331127.8},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":7406121.91},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6475078.89},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5793083.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5409573.63},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5257526.01},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":2770854.23},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2464358.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":737575.66},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":449263.24},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":404025.08},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":68182.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":29583.18},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":282.74}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":15666279379.01,"borrowerCount":31,"onLoanToBorrowersUSD":1041842650.63,"positionsWithLoansUSD":3966115533.51,"onLoanPctOfNetAssets":6.65,"largestBorrowerSharePct":14.8,"cashCollateralPct":1.97,"cashCollateralCoverPct":29.6,"borrowers":[{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":154073693.57},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":137215513.68},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":130967745.49},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":129886995.25},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":128827208.35},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":86251488.04},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":50892384.31},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":33759698.09},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":32014747.29},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":30777238.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":29096964.89},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":17780633.44},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":13324046.53},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":12285096.45},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":12229373.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8818773.59},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":7862809.56},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":7103551.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6168887.13},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":4933080.37},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1529759.64},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1152747.29},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":801801.11},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":731047.69},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":714812.28},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":573710.17},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":572277.88},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":568244.64},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":464562.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":404844.73},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":58915.0}]},"2026-06-30":{"filedDate":"2026-08-28","netAssetsUSD":17305093081.1,"borrowerCount":31,"onLoanToBorrowersUSD":1187055364.77,"positionsWithLoansUSD":2769674427.06,"onLoanPctOfNetAssets":6.86,"largestBorrowerSharePct":19.1,"cashCollateralPct":1.59,"cashCollateralCoverPct":23.2,"borrowers":[{"name":"Barclays Capital Securities Ltd.","lei":"K9WDOH4D2PYBSLSOB484","usd":226330890.3},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":148253163.67},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":143449642.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":119937850.91},{"name":"BNP Paribas Financial Markets","lei":"6EWKU0FGVX5QQJHFGT48","usd":109951795.97},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":98537478.6},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":76729891.82},{"name":"Societe Generale","lei":"O2RNE8IBXP4R0TD8PU41","usd":49778197.65},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":34486034.11},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":29259803.51},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24091393.3},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20737976.3},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":20449547.24},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":19556121.11},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":16187922.46},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":11579659.64},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":8468344.27},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":7445927.66},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":5083666.99},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4652019.1},{"name":"BNP Paribas USA, Inc.","lei":"549300QVEGJN81E8T563","usd":3980537.29},{"name":"UBS EUROPE SE","lei":"5299007QVIQ7IO64NX37","usd":3348007.78},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1872335.78},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":797792.11},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":732878.88},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":318219.86},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":307212.75},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":296699.95},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":188011.11},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":184262.5},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":62080.0}]}}}