{"ticker":"URTH","periods":{"2019-11-30":{"filedDate":"2020-01-28","netAssetsUSD":831556998.31,"borrowerCount":13,"onLoanToBorrowersUSD":12315855.96,"positionsWithLoansUSD":20112263.17,"onLoanPctOfNetAssets":1.48,"largestBorrowerSharePct":62.9,"cashCollateralPct":1.52,"cashCollateralCoverPct":102.6,"borrowers":[{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":7743632.64},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1670044.1},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":824481.35},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":482347.15},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":454622.78},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":223174.71},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":217246.05},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":214213.72},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":197310.96},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":157244.64},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":101988.04},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":26387.58},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":3162.24}]},"2020-02-29":{"filedDate":"2020-04-27","netAssetsUSD":925295068.61,"borrowerCount":15,"onLoanToBorrowersUSD":9785441.64,"positionsWithLoansUSD":14412366.07,"onLoanPctOfNetAssets":1.06,"largestBorrowerSharePct":50.4,"cashCollateralPct":1.12,"cashCollateralCoverPct":105.9,"borrowers":[{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4934072.73},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1588145.74},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":636628.39},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":563660.75},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":373482.19},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":346493.73},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":330127.73},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":211801.07},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":200116.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":193916.68},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":169582.08},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":138087.06},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":38884.79},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":33628.67},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":26813.5}]},"2020-05-31":{"filedDate":"2020-07-30","netAssetsUSD":825140403.09,"borrowerCount":16,"onLoanToBorrowersUSD":9847240.61,"positionsWithLoansUSD":20564164.78,"onLoanPctOfNetAssets":1.19,"largestBorrowerSharePct":31.1,"cashCollateralPct":1.27,"cashCollateralCoverPct":106.4,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3057611.71},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1724467.56},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1358034.12},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":988271.67},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":686443.34},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":488575.8},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":387886.76},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":363663.09},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":192410.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":175680.72},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":145721.39},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":128767.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":77290.3},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":46288.9},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":15732.37},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":10395.0}]},"2020-08-31":{"filedDate":"2020-10-28","netAssetsUSD":948247314.12,"borrowerCount":11,"onLoanToBorrowersUSD":8094114.95,"positionsWithLoansUSD":17801924.5,"onLoanPctOfNetAssets":0.85,"largestBorrowerSharePct":27.1,"cashCollateralPct":0.88,"cashCollateralCoverPct":103.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2196496.53},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2195447.65},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1141318.26},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":678053.55},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":521126.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":479918.3},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":395493.24},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":257501.97},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":98905.52},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":80834.56},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49018.87}]},"2020-11-30":{"filedDate":"2021-01-27","netAssetsUSD":1109406643.25,"borrowerCount":14,"onLoanToBorrowersUSD":9336522.58,"positionsWithLoansUSD":18785627.78,"onLoanPctOfNetAssets":0.84,"largestBorrowerSharePct":27.2,"cashCollateralPct":0.9,"cashCollateralCoverPct":106.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2540233.27},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1276829.07},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":963695.07},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":958887.74},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":935759.93},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":673686.42},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":528213.66},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":383446.18},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":342622.92},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":332346.74},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":209515.12},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":111450.26},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":76927.55},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2908.65}]},"2021-02-28":{"filedDate":"2021-04-27","netAssetsUSD":1121198796.86,"borrowerCount":5,"onLoanToBorrowersUSD":2034675.82,"positionsWithLoansUSD":2245090.7,"onLoanPctOfNetAssets":0.18,"largestBorrowerSharePct":55.5,"cashCollateralPct":0.19,"cashCollateralCoverPct":104.7,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1128610.05},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":389256.06},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":244769.91},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":231860.81},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":40178.99}]},"2021-05-31":{"filedDate":"2021-07-28","netAssetsUSD":1282318851.14,"borrowerCount":13,"onLoanToBorrowersUSD":7932453.24,"positionsWithLoansUSD":9524056.84,"onLoanPctOfNetAssets":0.62,"largestBorrowerSharePct":24.8,"cashCollateralPct":0.67,"cashCollateralCoverPct":108.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1967976.41},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1545460.96},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1527966.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":676871.58},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":647493.04},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":418071.46},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":383376.68},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":279623.19},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":178778.25},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":130449.72},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":82716.5},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":82459.26},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":11210.19}]},"2021-08-31":{"filedDate":"2021-10-27","netAssetsUSD":1569835690.17,"borrowerCount":13,"onLoanToBorrowersUSD":8173418.57,"positionsWithLoansUSD":10289121.06,"onLoanPctOfNetAssets":0.52,"largestBorrowerSharePct":46.3,"cashCollateralPct":0.53,"cashCollateralCoverPct":101.8,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3780472.1},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1203103.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":880543.55},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":435366.23},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":382384.13},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":379384.53},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":375793.42},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":318312.88},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":219969.26},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":114462.42},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":52295.8},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":18810.25},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12521.0}]},"2021-11-30":{"filedDate":"2022-01-27","netAssetsUSD":1752835730.5,"borrowerCount":15,"onLoanToBorrowersUSD":8828887.62,"positionsWithLoansUSD":11414933.59,"onLoanPctOfNetAssets":0.5,"largestBorrowerSharePct":21.0,"cashCollateralPct":0.53,"cashCollateralCoverPct":105.2,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1850844.56},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1545955.91},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1538380.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":799711.36},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":741332.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":598138.38},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":551828.15},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":337078.22},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":333840.48},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":178303.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":177000.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":100245.75},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":46517.83},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":21384.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8327.72}]},"2022-02-28":{"filedDate":"2022-04-26","netAssetsUSD":1884567732.97,"borrowerCount":18,"onLoanToBorrowersUSD":16815602.4,"positionsWithLoansUSD":18279918.05,"onLoanPctOfNetAssets":0.89,"largestBorrowerSharePct":30.1,"cashCollateralPct":0.87,"cashCollateralCoverPct":97.5,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":5062435.39},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3059860.11},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2024606.48},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1666634.05},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1496717.03},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":808643.51},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":562266.9},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":523690.83},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":392556.81},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":277938.07},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":195442.2},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":188077.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":174263.63},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":162767.21},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":111333.61},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":61726.71},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":38266.94},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8375.22}]},"2022-05-31":{"filedDate":"2022-07-27","netAssetsUSD":2168778509.14,"borrowerCount":20,"onLoanToBorrowersUSD":20269914.43,"positionsWithLoansUSD":25061193.9,"onLoanPctOfNetAssets":0.93,"largestBorrowerSharePct":29.1,"cashCollateralPct":1.11,"cashCollateralCoverPct":118.8,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5890076.58},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4089411.97},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3429264.24},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1412652.37},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1345997.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1301480.9},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":593683.58},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":454907.68},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":416089.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":370303.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":320893.88},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":222341.34},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":124915.7},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":112161.24},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":88617.38},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":38895.7},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":29095.86},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":24029.9},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4158.7},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":937.2}]},"2022-08-31":{"filedDate":"2022-10-25","netAssetsUSD":2126703364.04,"borrowerCount":20,"onLoanToBorrowersUSD":21930294.36,"positionsWithLoansUSD":28375596.37,"onLoanPctOfNetAssets":1.03,"largestBorrowerSharePct":19.0,"cashCollateralPct":1.07,"cashCollateralCoverPct":103.8,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4174890.28},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3238156.4},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":3040887.73},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2021244.47},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1562430.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1511021.55},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1461589.94},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1096314.9},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":803559.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":580160.53},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":530744.63},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":407311.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":390531.4},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":378372.81},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":364112.78},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":244486.06},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":112970.41},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4810.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3659.22},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":3038.91}]},"2022-11-30":{"filedDate":"2023-01-25","netAssetsUSD":2378903606.63,"borrowerCount":22,"onLoanToBorrowersUSD":25921184.88,"positionsWithLoansUSD":33653364.55,"onLoanPctOfNetAssets":1.09,"largestBorrowerSharePct":15.5,"cashCollateralPct":1.11,"cashCollateralCoverPct":101.9,"borrowers":[{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4024016.12},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3390183.21},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2681325.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2360995.25},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2274835.94},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2041671.31},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1904408.43},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1564530.65},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1175796.56},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":973773.97},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":884559.06},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":658959.53},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":531075.52},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":490288.96},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":359360.33},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":327687.72},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":84335.38},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":58268.63},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":47443.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":35555.5},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":35244.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":16870.81}]},"2023-02-28":{"filedDate":"2023-04-25","netAssetsUSD":2563810716.11,"borrowerCount":20,"onLoanToBorrowersUSD":16305601.62,"positionsWithLoansUSD":21083156.9,"onLoanPctOfNetAssets":0.64,"largestBorrowerSharePct":18.1,"cashCollateralPct":0.65,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2957901.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2439186.79},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2336092.75},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2147571.21},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1692671.33},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1652724.15},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":965425.98},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":830621.04},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":291623.18},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":233918.3},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":228988.76},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":106268.04},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":100173.98},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":94904.78},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":90141.22},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":54783.05},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":42349.67},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":39534.36},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":365.28},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":356.07}]},"2023-05-31":{"filedDate":"2023-07-27","netAssetsUSD":2575404092.68,"borrowerCount":19,"onLoanToBorrowersUSD":24230960.57,"positionsWithLoansUSD":35766415.65,"onLoanPctOfNetAssets":0.94,"largestBorrowerSharePct":27.7,"cashCollateralPct":0.96,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":6710147.37},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3962492.88},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2117865.83},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1606270.36},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1599249.99},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1359740.3},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1288154.94},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1223754.65},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":917227.23},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":858223.09},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":549806.94},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":489023.51},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":473352.8},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":357869.86},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":240705.6},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":189477.86},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":170422.01},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":115339.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1835.85}]},"2023-08-31":{"filedDate":"2023-10-27","netAssetsUSD":2712291234.57,"borrowerCount":18,"onLoanToBorrowersUSD":22925750.94,"positionsWithLoansUSD":41259726.31,"onLoanPctOfNetAssets":0.85,"largestBorrowerSharePct":24.3,"cashCollateralPct":0.87,"cashCollateralCoverPct":102.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5570737.84},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3093668.12},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2669246.12},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2561624.91},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2006560.86},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1665462.32},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1272170.31},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":974059.52},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":793821.6},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":771750.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":665340.65},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":454542.95},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":170203.99},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":165482.31},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":77778.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":13208.8},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":71.94},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20.7}]},"2023-11-30":{"filedDate":"2024-01-26","netAssetsUSD":2886850020.53,"borrowerCount":16,"onLoanToBorrowersUSD":35034698.17,"positionsWithLoansUSD":43883413.71,"onLoanPctOfNetAssets":1.21,"largestBorrowerSharePct":57.3,"cashCollateralPct":1.23,"cashCollateralCoverPct":101.4,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":20077100.76},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2968219.68},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2759083.14},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2657043.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2628953.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1544618.93},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":694577.2},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":485383.24},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":364153.4},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":255489.44},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":182066.18},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":170767.08},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":162228.36},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":74793.28},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":5169.5},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":5051.26}]},"2024-02-29":{"filedDate":"2024-04-24","netAssetsUSD":3239623823.07,"borrowerCount":18,"onLoanToBorrowersUSD":37409746.85,"positionsWithLoansUSD":49844122.71,"onLoanPctOfNetAssets":1.15,"largestBorrowerSharePct":60.1,"cashCollateralPct":1.18,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":22501078.22},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3040742.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2532586.66},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":1793775.71},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1669068.69},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1029046.48},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1021708.1},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":707283.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":591762.77},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":489505.92},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":466830.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":437413.44},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":380368.36},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":366915.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":349789.45},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":22551.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":6241.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3079.3}]},"2024-05-31":{"filedDate":"2024-07-26","netAssetsUSD":3442749429.21,"borrowerCount":13,"onLoanToBorrowersUSD":38890734.31,"positionsWithLoansUSD":42381927.45,"onLoanPctOfNetAssets":1.13,"largestBorrowerSharePct":57.6,"cashCollateralPct":1.15,"cashCollateralCoverPct":101.8,"borrowers":[{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":22389687.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3664803.86},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":3225793.99},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2538747.55},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2363857.74},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1410843.63},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":710470.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":583825.13},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":566506.38},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":471723.26},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":424833.03},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":355271.18},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":184371.56}]},"2024-08-31":{"filedDate":"2024-10-25","netAssetsUSD":3667374849.66,"borrowerCount":15,"onLoanToBorrowersUSD":17555005.47,"positionsWithLoansUSD":24251060.58,"onLoanPctOfNetAssets":0.48,"largestBorrowerSharePct":26.8,"cashCollateralPct":0.49,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4704106.84},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2602459.1},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1908888.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1569016.5},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1468705.3},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1387245.33},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1088492.4},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":881945.9},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":598884.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":424595.94},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":410652.11},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":238543.98},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":158332.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":106369.8},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6768.27}]},"2024-11-30":{"filedDate":"2025-01-24","netAssetsUSD":4392521338.75,"borrowerCount":13,"onLoanToBorrowersUSD":18907448.91,"positionsWithLoansUSD":29096617.64,"onLoanPctOfNetAssets":0.43,"largestBorrowerSharePct":21.5,"cashCollateralPct":0.44,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4072157.72},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4011612.62},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3382393.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2435501.85},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1321062.38},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1247913.24},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":904119.76},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":515488.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":494877.86},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":215048.65},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":125651.67},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":124600.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":57022.16}]},"2025-02-28":{"filedDate":"2025-04-24","netAssetsUSD":4433033101.86,"borrowerCount":12,"onLoanToBorrowersUSD":22718716.78,"positionsWithLoansUSD":64326638.88,"onLoanPctOfNetAssets":0.51,"largestBorrowerSharePct":44.2,"cashCollateralPct":0.52,"cashCollateralCoverPct":101.5,"borrowers":[{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":10041456.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":4870514.98},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3205285.05},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2156593.31},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1286415.39},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":469246.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":368850.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":138688.88},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":119200.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":44671.24},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":15190.72},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2603.58}]},"2025-05-31":{"filedDate":"2025-07-25","netAssetsUSD":4787218939.08,"borrowerCount":12,"onLoanToBorrowersUSD":18187385.95,"positionsWithLoansUSD":42008790.3,"onLoanPctOfNetAssets":0.38,"largestBorrowerSharePct":25.8,"cashCollateralPct":0.39,"cashCollateralCoverPct":102.7,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":4687506.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":3354448.5},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":3134765.26},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2479324.05},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2213106.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":948918.92},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":672624.89},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":490459.98},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":91980.98},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":57628.8},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":33825.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":22797.57}]},"2025-08-31":{"filedDate":"2025-10-27","netAssetsUSD":5604501839.02,"borrowerCount":16,"onLoanToBorrowersUSD":40037634.14,"positionsWithLoansUSD":84907313.95,"onLoanPctOfNetAssets":0.71,"largestBorrowerSharePct":18.5,"cashCollateralPct":0.73,"cashCollateralCoverPct":102.2,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7395211.96},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7130743.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6646100.11},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5164633.12},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2574252.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2442368.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1646858.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1628764.7},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1344192.92},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":957709.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":931798.72},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":792751.74},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":624372.42},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":498364.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":254823.47},{"name":"CITADEL CLEARING LLC","lei":"5493001I7IJ4CW6Q9N27","usd":4690.98}]},"2025-11-30":{"filedDate":"2026-01-23","netAssetsUSD":6572715131.45,"borrowerCount":13,"onLoanToBorrowersUSD":29254114.74,"positionsWithLoansUSD":49373434.07,"onLoanPctOfNetAssets":0.45,"largestBorrowerSharePct":22.0,"cashCollateralPct":0.45,"cashCollateralCoverPct":101.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6426342.75},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6380799.87},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3853087.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3282305.44},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3144750.97},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1661600.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1632059.24},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1021998.99},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":853307.11},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":621534.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":207687.37},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":159530.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":9112.0}]},"2026-02-28":{"filedDate":"2026-04-23","netAssetsUSD":6917912383.24,"borrowerCount":11,"onLoanToBorrowersUSD":12761360.71,"positionsWithLoansUSD":20206623.48,"onLoanPctOfNetAssets":0.18,"largestBorrowerSharePct":58.6,"cashCollateralPct":0.19,"cashCollateralCoverPct":103.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":7476917.13},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":1406371.5},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":1089972.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":672389.49},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":631962.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":566550.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":268883.36},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":264119.04},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":259889.5},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":97574.53},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":26732.16}]},"2026-05-31":{"filedDate":"2026-07-27","netAssetsUSD":8104262371.82,"borrowerCount":16,"onLoanToBorrowersUSD":37713183.39,"positionsWithLoansUSD":53498895.71,"onLoanPctOfNetAssets":0.47,"largestBorrowerSharePct":29.2,"cashCollateralPct":0.51,"cashCollateralCoverPct":109.6,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":11001889.37},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":7287433.96},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4948722.29},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2728741.21},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2714353.79},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2336595.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1335129.69},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1270995.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1192792.82},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":801561.94},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":768965.47},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":617642.48},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":400546.22},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":170272.42},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":100601.41},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":36939.68}]}}}