{"ticker":"VLUE","periods":{"2019-10-31":{"filedDate":"2019-12-26","netAssetsUSD":3884383960.34,"borrowerCount":14,"onLoanToBorrowersUSD":56196361.57,"positionsWithLoansUSD":175353210.68,"onLoanPctOfNetAssets":1.45,"largestBorrowerSharePct":32.3,"cashCollateralPct":1.49,"cashCollateralCoverPct":103.0,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18145015.92},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":8800557.84},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8409681.3},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4704697.71},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":4286538.58},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3880018.8},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2205000.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":2144432.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1705340.71},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":592336.12},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":568696.59},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":401850.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":245120.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":107076.0}]},"2020-01-31":{"filedDate":"2020-03-27","netAssetsUSD":4548108337.0,"borrowerCount":14,"onLoanToBorrowersUSD":25653784.29,"positionsWithLoansUSD":159044607.97,"onLoanPctOfNetAssets":0.56,"largestBorrowerSharePct":32.5,"cashCollateralPct":0.6,"cashCollateralCoverPct":106.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8343642.72},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":4894373.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4566637.46},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2404374.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1478744.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1221575.74},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":818070.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":617327.48},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":606657.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":424658.36},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":150755.73},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":79314.12},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":43005.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4649.68}]},"2020-04-30":{"filedDate":"2020-06-29","netAssetsUSD":4579510592.52,"borrowerCount":15,"onLoanToBorrowersUSD":61751296.24,"positionsWithLoansUSD":275088110.5,"onLoanPctOfNetAssets":1.35,"largestBorrowerSharePct":33.3,"cashCollateralPct":1.34,"cashCollateralCoverPct":99.4,"borrowers":[{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":20539016.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":13632861.9},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":12190480.82},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4839274.82},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":4193837.86},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3056747.42},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1258017.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":802275.84},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":359678.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":285747.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":252515.96},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":210126.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":65213.72},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":62884.5},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2619.0}]},"2020-07-31":{"filedDate":"2020-09-28","netAssetsUSD":5611028629.07,"borrowerCount":15,"onLoanToBorrowersUSD":59723689.78,"positionsWithLoansUSD":589044326.41,"onLoanPctOfNetAssets":1.06,"largestBorrowerSharePct":24.8,"cashCollateralPct":1.13,"cashCollateralCoverPct":106.2,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14806947.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":13832200.85},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6730943.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6563380.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":5273492.72},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4414149.48},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3781394.3},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1075331.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":929464.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":822278.96},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":587656.1},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":445489.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":303664.27},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":144223.64},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":13074.96}]},"2020-10-31":{"filedDate":"2020-12-28","netAssetsUSD":6872026721.29,"borrowerCount":14,"onLoanToBorrowersUSD":57343687.38,"positionsWithLoansUSD":378487871.89,"onLoanPctOfNetAssets":0.83,"largestBorrowerSharePct":49.1,"cashCollateralPct":0.81,"cashCollateralCoverPct":97.1,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":28131355.14},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":6727378.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4939247.16},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":3401737.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":3280720.95},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1948788.16},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1693622.48},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":1647796.97},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1536124.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1339564.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1243170.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":1064279.92},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":386386.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3517.44}]},"2021-01-31":{"filedDate":"2021-03-31","netAssetsUSD":10541921319.22,"borrowerCount":10,"onLoanToBorrowersUSD":48004144.57,"positionsWithLoansUSD":275422680.87,"onLoanPctOfNetAssets":0.46,"largestBorrowerSharePct":33.6,"cashCollateralPct":0.48,"cashCollateralCoverPct":105.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":16113654.02},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":11678794.28},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":9111250.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":5078909.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1907438.22},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1477195.02},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1153588.42},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1120493.84},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":201650.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":161171.77}]},"2021-04-30":{"filedDate":"2021-06-28","netAssetsUSD":15373375065.66,"borrowerCount":9,"onLoanToBorrowersUSD":21099262.49,"positionsWithLoansUSD":363949286.55,"onLoanPctOfNetAssets":0.14,"largestBorrowerSharePct":68.7,"cashCollateralPct":0.14,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":14491088.15},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4918396.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":630480.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":524098.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":183068.63},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":160709.94},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":149127.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":38544.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3750.77}]},"2021-07-31":{"filedDate":"2021-09-28","netAssetsUSD":15945756426.47,"borrowerCount":6,"onLoanToBorrowersUSD":13770583.32,"positionsWithLoansUSD":152741924.41,"onLoanPctOfNetAssets":0.09,"largestBorrowerSharePct":71.7,"cashCollateralPct":0.09,"cashCollateralCoverPct":104.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":9877092.72},{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":2613801.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":706151.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":446013.6},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":115500.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":12025.0}]},"2021-10-31":{"filedDate":"2021-12-28","netAssetsUSD":15428020622.96,"borrowerCount":14,"onLoanToBorrowersUSD":30713520.16,"positionsWithLoansUSD":481164494.04,"onLoanPctOfNetAssets":0.2,"largestBorrowerSharePct":25.1,"cashCollateralPct":0.2,"cashCollateralCoverPct":100.5,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7703971.43},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5269996.15},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":4566701.84},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3715794.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":2817048.5},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":1715640.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1325274.16},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1274901.6},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":751996.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":501268.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":424116.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":287143.68},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":204894.48},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":154774.32}]},"2022-01-31":{"filedDate":"2022-03-29","netAssetsUSD":14118758394.49,"borrowerCount":17,"onLoanToBorrowersUSD":76986802.83,"positionsWithLoansUSD":638394679.56,"onLoanPctOfNetAssets":0.55,"largestBorrowerSharePct":32.1,"cashCollateralPct":0.52,"cashCollateralCoverPct":95.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":24703529.47},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20444092.81},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":9913116.57},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9687543.85},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":3459944.78},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":2825700.83},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1701500.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1532398.55},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":851242.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":689181.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":478646.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":304658.14},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":166096.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":111128.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":68832.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":35517.83},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":13675.0}]},"2022-04-30":{"filedDate":"2022-06-27","netAssetsUSD":11961486263.1,"borrowerCount":13,"onLoanToBorrowersUSD":64932018.06,"positionsWithLoansUSD":269955816.65,"onLoanPctOfNetAssets":0.54,"largestBorrowerSharePct":30.2,"cashCollateralPct":0.54,"cashCollateralCoverPct":99.5,"borrowers":[{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":19593620.55},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":13120852.76},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":10593606.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6238277.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5174082.24},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4602702.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":2683203.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":761836.39},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":579850.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":495012.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":475919.36},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":404614.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":208442.0}]},"2022-07-31":{"filedDate":"2022-09-27","netAssetsUSD":9152982257.71,"borrowerCount":20,"onLoanToBorrowersUSD":158702958.6,"positionsWithLoansUSD":1408952485.12,"onLoanPctOfNetAssets":1.73,"largestBorrowerSharePct":26.2,"cashCollateralPct":1.72,"cashCollateralCoverPct":99.2,"borrowers":[{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":41540003.3},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":36685669.24},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":19230406.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":9457285.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":8852457.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":7485324.41},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5931321.14},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4551470.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4453115.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3874488.66},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3669822.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":2952658.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2837290.9},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2174672.94},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":1960031.81},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1113959.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":731406.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":565955.2},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":553895.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":81728.0}]},"2022-10-31":{"filedDate":"2022-12-27","netAssetsUSD":7882218333.64,"borrowerCount":11,"onLoanToBorrowersUSD":94871767.41,"positionsWithLoansUSD":386635238.92,"onLoanPctOfNetAssets":1.2,"largestBorrowerSharePct":68.5,"cashCollateralPct":1.22,"cashCollateralCoverPct":101.4,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":64970572.16},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":15614116.98},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":8069217.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2530704.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1827477.2},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":623594.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":581490.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":456070.68},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":171302.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":23314.81},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3908.58}]},"2023-01-31":{"filedDate":"2023-03-28","netAssetsUSD":7802747688.19,"borrowerCount":7,"onLoanToBorrowersUSD":23685401.72,"positionsWithLoansUSD":260661132.72,"onLoanPctOfNetAssets":0.3,"largestBorrowerSharePct":80.1,"cashCollateralPct":0.31,"cashCollateralCoverPct":102.1,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":18983277.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2967650.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":1585631.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":86506.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":31944.04},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":30158.7},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":234.98}]},"2023-04-30":{"filedDate":"2023-06-23","netAssetsUSD":6773215208.15,"borrowerCount":18,"onLoanToBorrowersUSD":36921177.99,"positionsWithLoansUSD":562923243.86,"onLoanPctOfNetAssets":0.55,"largestBorrowerSharePct":26.0,"cashCollateralPct":0.54,"cashCollateralCoverPct":99.1,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":9611643.29},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":6826298.17},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":5299733.32},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4331529.88},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2567867.02},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2137820.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2000559.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1335987.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":624890.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":527229.81},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":465069.3},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":429296.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":264750.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":211222.4},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":132128.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":70800.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":66613.5},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":17741.3}]},"2023-07-31":{"filedDate":"2023-09-25","netAssetsUSD":6925515917.46,"borrowerCount":13,"onLoanToBorrowersUSD":39910220.28,"positionsWithLoansUSD":268031079.0,"onLoanPctOfNetAssets":0.58,"largestBorrowerSharePct":37.2,"cashCollateralPct":0.56,"cashCollateralCoverPct":97.2,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":14829222.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":6615850.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":6140672.5},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5540115.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2801500.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1173686.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":833238.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":553350.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":514890.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":326364.78},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":303450.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":171542.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":106340.0}]},"2023-10-31":{"filedDate":"2023-12-27","netAssetsUSD":5997004131.55,"borrowerCount":11,"onLoanToBorrowersUSD":12455595.09,"positionsWithLoansUSD":184715999.37,"onLoanPctOfNetAssets":0.21,"largestBorrowerSharePct":29.8,"cashCollateralPct":0.22,"cashCollateralCoverPct":105.9,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3705555.93},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":2237364.0},{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":1971098.04},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":1784230.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":982758.96},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":603706.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":484208.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":401524.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":184119.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":68875.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":32156.16}]},"2024-01-31":{"filedDate":"2024-03-25","netAssetsUSD":6962096867.27,"borrowerCount":8,"onLoanToBorrowersUSD":39869802.36,"positionsWithLoansUSD":191779240.32,"onLoanPctOfNetAssets":0.57,"largestBorrowerSharePct":41.3,"cashCollateralPct":0.61,"cashCollateralCoverPct":106.5,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":16450289.12},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":16251743.73},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":3890146.07},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2887106.04},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":339298.8},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":43264.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7787.08},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":167.52}]},"2024-04-30":{"filedDate":"2024-06-25","netAssetsUSD":6805537807.85,"borrowerCount":7,"onLoanToBorrowersUSD":42561300.51,"positionsWithLoansUSD":143349927.38,"onLoanPctOfNetAssets":0.63,"largestBorrowerSharePct":61.0,"cashCollateralPct":0.65,"cashCollateralCoverPct":103.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":25977859.21},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9010987.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5350096.63},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1497276.71},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":385043.34},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":202104.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":137933.62}]},"2024-07-31":{"filedDate":"2024-09-24","netAssetsUSD":7192907716.71,"borrowerCount":8,"onLoanToBorrowersUSD":49721369.77,"positionsWithLoansUSD":151722008.84,"onLoanPctOfNetAssets":0.69,"largestBorrowerSharePct":83.9,"cashCollateralPct":0.7,"cashCollateralCoverPct":101.3,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":41715666.0},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3615219.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2700531.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":910526.76},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":664320.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":75180.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":33836.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":6090.48}]},"2024-10-31":{"filedDate":"2024-12-26","netAssetsUSD":6949139527.68,"borrowerCount":3,"onLoanToBorrowersUSD":29824390.7,"positionsWithLoansUSD":86345638.78,"onLoanPctOfNetAssets":0.43,"largestBorrowerSharePct":63.6,"cashCollateralPct":0.48,"cashCollateralCoverPct":111.8,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18959827.7},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9837273.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1027290.0}]},"2025-01-31":{"filedDate":"2025-03-26","netAssetsUSD":7164153869.41,"borrowerCount":5,"onLoanToBorrowersUSD":16091010.76,"positionsWithLoansUSD":175478837.29,"onLoanPctOfNetAssets":0.22,"largestBorrowerSharePct":52.9,"cashCollateralPct":0.23,"cashCollateralCoverPct":102.4,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":8509868.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":4414505.76},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2549096.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":433056.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":184485.0}]},"2025-04-30":{"filedDate":"2025-06-23","netAssetsUSD":6221539001.52,"borrowerCount":5,"onLoanToBorrowersUSD":22876316.44,"positionsWithLoansUSD":125025087.16,"onLoanPctOfNetAssets":0.37,"largestBorrowerSharePct":57.4,"cashCollateralPct":0.4,"cashCollateralCoverPct":108.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":13122808.44},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":5071116.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2454088.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":1737468.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":490836.0}]},"2025-07-31":{"filedDate":"2025-09-24","netAssetsUSD":6613217065.59,"borrowerCount":5,"onLoanToBorrowersUSD":10150927.61,"positionsWithLoansUSD":105182942.69,"onLoanPctOfNetAssets":0.15,"largestBorrowerSharePct":80.4,"cashCollateralPct":0.16,"cashCollateralCoverPct":104.2,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8159530.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":1096970.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":664792.32},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":225440.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4195.29}]},"2025-10-31":{"filedDate":"2025-12-23","netAssetsUSD":8523003079.09,"borrowerCount":8,"onLoanToBorrowersUSD":40437013.92,"positionsWithLoansUSD":274454553.59,"onLoanPctOfNetAssets":0.47,"largestBorrowerSharePct":40.6,"cashCollateralPct":0.46,"cashCollateralCoverPct":97.0,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":16412537.24},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":10704136.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":8787285.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2625321.68},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":874572.0},{"name":"VIRTU AMERICAS, LLC","lei":"549300RA02N3BNSWBV74","usd":725135.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":180240.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":127787.0}]},"2026-01-31":{"filedDate":"2026-03-25","netAssetsUSD":9625495456.58,"borrowerCount":3,"onLoanToBorrowersUSD":27525356.15,"positionsWithLoansUSD":55875747.77,"onLoanPctOfNetAssets":0.29,"largestBorrowerSharePct":69.8,"cashCollateralPct":0.27,"cashCollateralCoverPct":94.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":19200264.31},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8110755.84},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":214336.0}]},"2026-04-30":{"filedDate":"2026-06-25","netAssetsUSD":12047676197.82,"borrowerCount":6,"onLoanToBorrowersUSD":54926779.93,"positionsWithLoansUSD":191045414.34,"onLoanPctOfNetAssets":0.46,"largestBorrowerSharePct":49.6,"cashCollateralPct":0.47,"cashCollateralCoverPct":103.1,"borrowers":[{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":27223804.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17696884.6},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7031625.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2076686.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":648538.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":249241.53}]},"2026-07-31":{"filedDate":null,"netAssetsUSD":null,"borrowerCount":7,"onLoanToBorrowersUSD":46920578.88,"positionsWithLoansUSD":151263868.6,"onLoanPctOfNetAssets":null,"largestBorrowerSharePct":37.7,"cashCollateralPct":null,"cashCollateralCoverPct":null,"borrowers":[{"name":"BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED","lei":"549300KUN9K9K32C6D97","usd":17676945.0},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":7625504.88},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":7060526.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":6980720.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":4747952.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2305590.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":523341.0}]}}}