{"ticker":"USSG","periods":{"2019-11-29":{"filedDate":"2020-01-27","netAssetsUSD":1567032850.11,"borrowerCount":9,"onLoanToBorrowersUSD":43397463.64,"positionsWithLoansUSD":49728390.09,"onLoanPctOfNetAssets":2.77,"largestBorrowerSharePct":58.3,"cashCollateralPct":0.06,"cashCollateralCoverPct":2.2,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":25285194.42},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6412826.75},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4634124.29},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":3282034.4},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3245354.23},{"name":"CITADEL SECURITIES LLC","lei":"12UUJYTN7D3SW8KCSG25","usd":375054.84},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":157552.02},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4051.62},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1271.07}]},"2020-02-28":{"filedDate":"2020-04-27","netAssetsUSD":1663956300.67,"borrowerCount":6,"onLoanToBorrowersUSD":26973682.92,"positionsWithLoansUSD":34171907.29,"onLoanPctOfNetAssets":1.62,"largestBorrowerSharePct":69.3,"cashCollateralPct":0.04,"cashCollateralCoverPct":2.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":18686941.85},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5258875.02},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1539520.07},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1387006.74},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":98938.28},{"name":"CANTOR FITZGERALD & CO","lei":"5493004J7H4GCPG6OB62","usd":2400.96}]},"2020-05-29":{"filedDate":"2020-07-28","netAssetsUSD":2259072323.52,"borrowerCount":4,"onLoanToBorrowersUSD":19371778.8,"positionsWithLoansUSD":32465304.44,"onLoanPctOfNetAssets":0.86,"largestBorrowerSharePct":81.3,"cashCollateralPct":0.0,"cashCollateralCoverPct":null,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15752652.06},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3030403.08},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":437816.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":150906.86}]},"2020-08-31":{"filedDate":"2020-10-27","netAssetsUSD":2666444899.52,"borrowerCount":6,"onLoanToBorrowersUSD":20183711.36,"positionsWithLoansUSD":30394479.22,"onLoanPctOfNetAssets":0.76,"largestBorrowerSharePct":76.0,"cashCollateralPct":0.0,"cashCollateralCoverPct":null,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":15333020.44},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4596337.19},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":220383.01},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":18794.97},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14007.03},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1168.72}]},"2020-11-30":{"filedDate":"2021-01-27","netAssetsUSD":2747530869.72,"borrowerCount":6,"onLoanToBorrowersUSD":9513602.01,"positionsWithLoansUSD":18007882.34,"onLoanPctOfNetAssets":0.35,"largestBorrowerSharePct":48.4,"cashCollateralPct":0.06,"cashCollateralCoverPct":17.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4600764.67},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":2372887.71},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1197582.81},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":714218.31},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":548661.32},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":79487.19}]},"2021-02-26":{"filedDate":"2021-04-23","netAssetsUSD":3197961885.01,"borrowerCount":5,"onLoanToBorrowersUSD":17182397.75,"positionsWithLoansUSD":124660967.98,"onLoanPctOfNetAssets":0.54,"largestBorrowerSharePct":61.9,"cashCollateralPct":0.0,"cashCollateralCoverPct":null,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10633038.34},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3945391.92},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1397952.17},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1198111.98},{"name":"MIZUHO SECURITIES USA, LLC","lei":"7TK5RJIZDFROZCA6XF66","usd":7903.34}]},"2021-05-28":{"filedDate":"2021-07-26","netAssetsUSD":3600245073.29,"borrowerCount":1,"onLoanToBorrowersUSD":70145725.3,"positionsWithLoansUSD":77095897.82,"onLoanPctOfNetAssets":1.95,"largestBorrowerSharePct":100.0,"cashCollateralPct":0,"cashCollateralCoverPct":null,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":70145725.3}]},"2021-08-31":{"filedDate":"2021-10-25","netAssetsUSD":3889402635.63,"borrowerCount":5,"onLoanToBorrowersUSD":22280759.67,"positionsWithLoansUSD":28060256.38,"onLoanPctOfNetAssets":0.57,"largestBorrowerSharePct":78.2,"cashCollateralPct":0.02,"cashCollateralCoverPct":3.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":17416659.38},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4729306.32},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":101987.82},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":31732.47},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1073.68}]},"2021-11-30":{"filedDate":"2022-01-27","netAssetsUSD":4218304875.0,"borrowerCount":7,"onLoanToBorrowersUSD":4385199.11,"positionsWithLoansUSD":6207785.83,"onLoanPctOfNetAssets":0.1,"largestBorrowerSharePct":54.6,"cashCollateralPct":0.03,"cashCollateralCoverPct":28.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":2395396.16},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1913263.58},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":35441.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":26781.04},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":9156.1},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":3001.83},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2159.4}]},"2022-02-28":{"filedDate":"2022-04-21","netAssetsUSD":3175720444.19,"borrowerCount":3,"onLoanToBorrowersUSD":863808.22,"positionsWithLoansUSD":2123161.52,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":86.2,"cashCollateralPct":0.03,"cashCollateralCoverPct":110.3,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":744466.8},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":111237.28},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":8104.14}]},"2022-05-31":{"filedDate":"2022-07-27","netAssetsUSD":2927591825.46,"borrowerCount":5,"onLoanToBorrowersUSD":5723576.89,"positionsWithLoansUSD":6932180.22,"onLoanPctOfNetAssets":0.2,"largestBorrowerSharePct":52.4,"cashCollateralPct":0.03,"cashCollateralCoverPct":15.3,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2996709.16},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1859806.59},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":865931.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":567.82},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":561.44}]},"2022-08-31":{"filedDate":"2022-10-27","netAssetsUSD":3059691836.25,"borrowerCount":4,"onLoanToBorrowersUSD":28634670.26,"positionsWithLoansUSD":39038620.69,"onLoanPctOfNetAssets":0.94,"largestBorrowerSharePct":41.8,"cashCollateralPct":0.03,"cashCollateralCoverPct":3.2,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11962575.06},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11835057.51},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4028684.1},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":808353.59}]},"2022-11-30":{"filedDate":"2023-01-27","netAssetsUSD":3123936308.03,"borrowerCount":3,"onLoanToBorrowersUSD":14963268.05,"positionsWithLoansUSD":17491412.54,"onLoanPctOfNetAssets":0.48,"largestBorrowerSharePct":76.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":6.3,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":11371057.06},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2636056.7},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":956154.29}]},"2023-02-28":{"filedDate":"2023-04-24","netAssetsUSD":3156260526.01,"borrowerCount":3,"onLoanToBorrowersUSD":6317736.53,"positionsWithLoansUSD":9369910.84,"onLoanPctOfNetAssets":0.2,"largestBorrowerSharePct":77.7,"cashCollateralPct":0.02,"cashCollateralCoverPct":10.0,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4908286.4},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":845791.69},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":563658.44}]},"2023-05-31":{"filedDate":"2023-07-27","netAssetsUSD":1226555587.31,"borrowerCount":5,"onLoanToBorrowersUSD":2484198.16,"positionsWithLoansUSD":3071062.38,"onLoanPctOfNetAssets":0.2,"largestBorrowerSharePct":59.5,"cashCollateralPct":0.04,"cashCollateralCoverPct":19.7,"borrowers":[{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1478770.17},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":966574.15},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":38252.2},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":331.08},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":270.56}]},"2023-11-30":{"filedDate":"2024-01-26","netAssetsUSD":1360678281.85,"borrowerCount":1,"onLoanToBorrowersUSD":213730.92,"positionsWithLoansUSD":237856.32,"onLoanPctOfNetAssets":0.02,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.02,"cashCollateralCoverPct":127.3,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":213730.92}]},"2024-02-29":{"filedDate":"2024-04-23","netAssetsUSD":1056532757.73,"borrowerCount":1,"onLoanToBorrowersUSD":296538.72,"positionsWithLoansUSD":329491.24,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":106.9,"borrowers":[{"name":"BOFA SECURITIES INC","lei":"8NAV47T0Y26Q87Y0QP81","usd":296538.72}]},"2024-05-31":{"filedDate":"2024-07-29","netAssetsUSD":982978611.32,"borrowerCount":1,"onLoanToBorrowersUSD":199257.24,"positionsWithLoansUSD":295560.72,"onLoanPctOfNetAssets":0.02,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":148.0,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":199257.24}]},"2024-08-30":{"filedDate":"2024-10-28","netAssetsUSD":1044663382.72,"borrowerCount":2,"onLoanToBorrowersUSD":345902.4,"positionsWithLoansUSD":384350.13,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":96.4,"cashCollateralPct":0.03,"cashCollateralCoverPct":90.6,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":333468.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":12434.4}]},"2024-11-29":{"filedDate":"2025-01-24","netAssetsUSD":972454860.76,"borrowerCount":1,"onLoanToBorrowersUSD":259434.99,"positionsWithLoansUSD":289948.84,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":112.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":259434.99}]},"2025-11-28":{"filedDate":"2026-01-27","netAssetsUSD":500524467.64,"borrowerCount":1,"onLoanToBorrowersUSD":149132.16,"positionsWithLoansUSD":165763.32,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.03,"cashCollateralCoverPct":100.7,"borrowers":[{"name":"BOFA SECURITIES INC","lei":"8NAV47T0Y26Q87Y0QP81","usd":149132.16}]},"2026-02-27":{"filedDate":"2026-04-29","netAssetsUSD":545965890.38,"borrowerCount":1,"onLoanToBorrowersUSD":111169.7,"positionsWithLoansUSD":124766.9,"onLoanPctOfNetAssets":0.02,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.02,"cashCollateralCoverPct":98.2,"borrowers":[{"name":"BOFA SECURITIES INC","lei":"8NAV47T0Y26Q87Y0QP81","usd":111169.7}]}}}