{"ticker":"VSS","periods":{"2019-10-31":{"filedDate":"2019-12-30","netAssetsUSD":6624879540.32,"borrowerCount":19,"onLoanToBorrowersUSD":347718296.92,"positionsWithLoansUSD":582539974.98,"onLoanPctOfNetAssets":5.25,"largestBorrowerSharePct":17.0,"cashCollateralPct":5.66,"cashCollateralCoverPct":107.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":58973274.52},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":50046450.91},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":47252420.14},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":38654252.81},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":33113068.11},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":20291519.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":16632156.11},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":16579754.31},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":16232238.98},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":16133363.5},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14951767.13},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8862666.04},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3750609.82},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3468415.39},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":1622610.14},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":469684.89},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":427356.53},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":208000.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":48688.59}]},"2020-01-31":{"filedDate":"2020-03-31","netAssetsUSD":6784604898.79,"borrowerCount":19,"onLoanToBorrowersUSD":281867412.32,"positionsWithLoansUSD":499495949.89,"onLoanPctOfNetAssets":4.15,"largestBorrowerSharePct":18.8,"cashCollateralPct":4.54,"cashCollateralCoverPct":109.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":53043027.2},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":42239280.97},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":35579453.01},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":28816099.65},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":28586504.88},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":22134893.35},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19722498.69},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":18792083.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":10094956.88},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6214190.31},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5684548.92},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":3771587.8},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1926375.44},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1504023.85},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1365196.76},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1299600.0},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":706525.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":365089.5},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":21477.11}]},"2020-04-30":{"filedDate":"2020-06-29","netAssetsUSD":5769485616.79,"borrowerCount":19,"onLoanToBorrowersUSD":205891220.71,"positionsWithLoansUSD":405565027.63,"onLoanPctOfNetAssets":3.57,"largestBorrowerSharePct":19.1,"cashCollateralPct":3.84,"cashCollateralCoverPct":107.6,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":39401616.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":35593344.67},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25423038.42},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":23513985.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20239187.22},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":17941343.89},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11373126.72},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7894186.03},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7564844.51},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7133039.06},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":3915815.73},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":2241422.2},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1564694.2},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1336334.79},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":517970.94},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":103700.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":71460.8},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":34853.81},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":27256.22}]},"2020-07-31":{"filedDate":"2020-09-29","netAssetsUSD":6443915161.63,"borrowerCount":20,"onLoanToBorrowersUSD":241798466.74,"positionsWithLoansUSD":452501912.34,"onLoanPctOfNetAssets":3.75,"largestBorrowerSharePct":19.1,"cashCollateralPct":3.94,"cashCollateralCoverPct":105.0,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":46229954.58},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":43876164.6},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":41606194.88},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25143335.36},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":14279660.6},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14105436.51},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14053375.35},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":12730094.25},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9537063.62},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":5494354.1},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":4992013.21},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2429345.5},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1730621.29},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1524892.55},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":1406556.55},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":1394441.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":813555.66},{"name":"Bank of Montreal","lei":"NQQ6HPCNCCU6TUTQYE16","usd":356874.35},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":76430.4},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18101.56}]},"2020-10-31":{"filedDate":"2020-12-29","netAssetsUSD":6181871852.8,"borrowerCount":18,"onLoanToBorrowersUSD":241537807.37,"positionsWithLoansUSD":402617844.9,"onLoanPctOfNetAssets":3.91,"largestBorrowerSharePct":17.2,"cashCollateralPct":3.86,"cashCollateralCoverPct":98.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":41438722.68},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":34139970.08},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":26866524.8},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26500882.74},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":19907629.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":19157694.96},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15172207.33},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":14755629.3},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":12037950.41},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":11037719.97},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6508960.96},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":5126792.91},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3336351.09},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2138408.3},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1744666.48},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1457746.4},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":191742.13},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18207.83}]},"2021-01-31":{"filedDate":"2021-04-01","netAssetsUSD":7633710179.17,"borrowerCount":18,"onLoanToBorrowersUSD":244670513.38,"positionsWithLoansUSD":493031798.96,"onLoanPctOfNetAssets":3.21,"largestBorrowerSharePct":18.0,"cashCollateralPct":3.27,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":44081940.63},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":31294445.62},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":27814291.88},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":22833327.35},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":17495263.55},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":16373703.46},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":15753453.58},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15124942.14},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":14403393.61},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":13772355.14},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":9851300.72},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4086355.32},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3750668.81},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2898909.42},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2389887.2},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1199121.59},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1073151.95},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":474001.41}]},"2021-04-30":{"filedDate":"2021-06-29","netAssetsUSD":11237531857.75,"borrowerCount":22,"onLoanToBorrowersUSD":401426627.75,"positionsWithLoansUSD":672822453.5,"onLoanPctOfNetAssets":3.57,"largestBorrowerSharePct":15.6,"cashCollateralPct":3.85,"cashCollateralCoverPct":107.8,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":62433711.73},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":51128292.84},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":46572930.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":46110426.72},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":35963976.98},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":34449538.99},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":26192641.01},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":23479236.23},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":15247221.46},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11790136.12},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":9545713.44},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":8074610.2},{"name":"Bank of Montreal","lei":"NQQ6HPCNCCU6TUTQYE16","usd":6798284.26},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6416278.28},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4740861.94},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":4070388.0},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":3512689.63},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":3045215.69},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":1222052.27},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":462396.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":151335.82},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18689.42}]},"2021-07-31":{"filedDate":"2021-09-29","netAssetsUSD":11669819907.56,"borrowerCount":20,"onLoanToBorrowersUSD":301415815.55,"positionsWithLoansUSD":514447238.25,"onLoanPctOfNetAssets":2.58,"largestBorrowerSharePct":20.2,"cashCollateralPct":2.81,"cashCollateralCoverPct":108.8,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":60888193.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":48672951.83},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":45587319.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":42673953.61},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":31030368.44},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":15683805.28},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14374037.17},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":10575649.52},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10427841.34},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":5063798.08},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":4654032.27},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4546033.18},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2641515.87},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1845336.71},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":1031703.34},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":946323.95},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":353803.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":280549.79},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":138599.37},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":0.08}]},"2021-10-31":{"filedDate":"2021-12-30","netAssetsUSD":11919369505.91,"borrowerCount":18,"onLoanToBorrowersUSD":470274126.25,"positionsWithLoansUSD":793757627.66,"onLoanPctOfNetAssets":3.95,"largestBorrowerSharePct":20.1,"cashCollateralPct":3.82,"cashCollateralCoverPct":96.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":94331942.81},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":78242779.72},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":77608382.22},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":65063758.87},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":36416486.37},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":33488699.96},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":20198871.61},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":17219770.29},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":13409964.04},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":11995990.98},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7039165.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4241160.18},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":3065900.79},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2569116.32},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2551491.32},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1561276.02},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":1250926.78},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18442.97}]},"2022-01-31":{"filedDate":"2022-04-01","netAssetsUSD":11229697081.13,"borrowerCount":18,"onLoanToBorrowersUSD":470051051.56,"positionsWithLoansUSD":904995186.53,"onLoanPctOfNetAssets":4.19,"largestBorrowerSharePct":21.9,"cashCollateralPct":4.27,"cashCollateralCoverPct":102.0,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":102795391.26},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":85524972.04},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":77286299.39},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":76258168.32},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":43399045.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17876539.76},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":16003906.29},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":11448459.21},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":9161839.16},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":8072201.15},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":7580450.97},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5711152.86},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":3995481.85},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":2171631.58},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1266254.51},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":614583.84},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":571374.87},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":313299.0}]},"2022-04-30":{"filedDate":"2022-06-29","netAssetsUSD":9975610244.31,"borrowerCount":20,"onLoanToBorrowersUSD":325088112.41,"positionsWithLoansUSD":667752235.59,"onLoanPctOfNetAssets":3.26,"largestBorrowerSharePct":18.9,"cashCollateralPct":3.55,"cashCollateralCoverPct":108.9,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":61523553.53},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":59767699.67},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":52587604.27},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":44954819.5},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":38978390.25},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":18548535.51},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":14442481.83},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11042602.44},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9275916.65},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5880790.46},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2172305.8},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":1892959.1},{"name":"Bank of Montreal","lei":"NQQ6HPCNCCU6TUTQYE16","usd":1553255.28},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":994795.1},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":422533.68},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":334783.31},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":323178.29},{"name":"Credit Suisse AG Dublin Branch","lei":"ANGGYXNX0JLX3X63JN86","usd":209602.37},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":92184.22},{"name":"CITIGROUP GLOBAL MARKETS LIMITED","lei":"XKZZ2JZF41MRHTR1V493","usd":90121.15}]},"2022-07-31":{"filedDate":"2022-09-29","netAssetsUSD":9559986034.21,"borrowerCount":17,"onLoanToBorrowersUSD":246514066.04,"positionsWithLoansUSD":549003271.64,"onLoanPctOfNetAssets":2.58,"largestBorrowerSharePct":23.1,"cashCollateralPct":2.46,"cashCollateralCoverPct":95.4,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":57021111.39},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":43673964.24},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":32849888.22},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":25979317.56},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":23890998.74},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":19044493.14},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":13877343.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8600622.41},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7824578.38},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5681451.7},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2928537.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2041843.5},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":1928800.44},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":1002787.37},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":124395.03},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":32905.42},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":11027.01}]},"2022-10-31":{"filedDate":"2022-12-28","netAssetsUSD":8421219162.09,"borrowerCount":17,"onLoanToBorrowersUSD":336878901.59,"positionsWithLoansUSD":727757929.58,"onLoanPctOfNetAssets":4.0,"largestBorrowerSharePct":19.3,"cashCollateralPct":4.18,"cashCollateralCoverPct":104.5,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":65037619.28},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":57626721.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":55578196.15},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":36919012.38},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":32934519.61},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":25911679.48},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":19361233.58},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":11482358.7},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":7884902.11},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":6919637.74},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":6494515.73},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":4842741.34},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3121675.62},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":2438197.81},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":303000.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":17570.23},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":5319.99}]},"2023-01-31":{"filedDate":"2023-03-31","netAssetsUSD":10202809219.15,"borrowerCount":17,"onLoanToBorrowersUSD":540203482.11,"positionsWithLoansUSD":1035513167.66,"onLoanPctOfNetAssets":5.29,"largestBorrowerSharePct":24.6,"cashCollateralPct":5.59,"cashCollateralCoverPct":105.6,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":132726278.29},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":116542449.14},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":69324368.41},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":42411644.39},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":40412065.3},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":35614417.52},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":25701212.47},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":23819156.34},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":21828943.06},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":11670553.72},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":9556115.15},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4684556.34},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":3840416.27},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1463490.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":579810.46},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18931.35},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":9073.9}]},"2023-04-30":{"filedDate":"2023-06-29","netAssetsUSD":10303477556.41,"borrowerCount":18,"onLoanToBorrowersUSD":552367935.31,"positionsWithLoansUSD":1211276077.27,"onLoanPctOfNetAssets":5.36,"largestBorrowerSharePct":26.9,"cashCollateralPct":5.73,"cashCollateralCoverPct":106.9,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":148725557.5},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":78908606.19},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":78612173.44},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":44630303.76},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":43520905.71},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":42914910.13},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":35565083.4},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":21251384.34},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":20240098.47},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":11675648.8},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":9114084.37},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5517716.33},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":4339031.77},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2564963.67},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":1856142.89},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1462820.67},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1454741.94},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":13761.93}]},"2023-07-31":{"filedDate":"2023-09-29","netAssetsUSD":10953422503.54,"borrowerCount":19,"onLoanToBorrowersUSD":591388212.23,"positionsWithLoansUSD":1166547153.94,"onLoanPctOfNetAssets":5.4,"largestBorrowerSharePct":20.3,"cashCollateralPct":5.9,"cashCollateralCoverPct":109.3,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":120243282.7},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":106194823.8},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":88231000.05},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":61676717.2},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":57945811.56},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":47583580.79},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":26698986.36},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":23034382.03},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":20395920.5},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15471703.85},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":8587323.61},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":3768291.25},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":2941427.22},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":2734038.46},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2434466.98},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2270758.65},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":615834.99},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":548471.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11391.23}]},"2023-10-31":{"filedDate":"2023-12-28","netAssetsUSD":9070023836.11,"borrowerCount":21,"onLoanToBorrowersUSD":487826954.63,"positionsWithLoansUSD":1041856930.53,"onLoanPctOfNetAssets":5.38,"largestBorrowerSharePct":17.7,"cashCollateralPct":5.93,"cashCollateralCoverPct":110.3,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":86470079.94},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":82899714.43},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":75242933.86},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":35076669.12},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":34751496.49},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":29183309.48},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":27395127.75},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":21037451.07},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":18658817.28},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":15869797.54},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":14783189.5},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":14501453.35},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":10780949.91},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":6350430.97},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6171329.73},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":4186708.18},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":2438774.01},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1707397.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":293216.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":18164.87},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":9944.15}]},"2024-01-31":{"filedDate":"2024-04-01","netAssetsUSD":10410748135.85,"borrowerCount":22,"onLoanToBorrowersUSD":485687285.66,"positionsWithLoansUSD":1060360103.24,"onLoanPctOfNetAssets":4.67,"largestBorrowerSharePct":25.1,"cashCollateralPct":4.94,"cashCollateralCoverPct":105.9,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":121697120.9},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":68192648.84},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":66165958.64},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":47816859.87},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":44787736.58},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":28802724.48},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":14865737.97},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":14376803.19},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":14035037.02},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12916138.3},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12644544.33},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10719584.27},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":10186621.21},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7740733.58},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":5847800.05},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":2781848.61},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":856346.49},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":646473.17},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":435897.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":78793.33},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":77777.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":14100.83}]},"2024-04-30":{"filedDate":"2024-06-27","netAssetsUSD":9987010411.28,"borrowerCount":21,"onLoanToBorrowersUSD":523771007.0,"positionsWithLoansUSD":990010446.52,"onLoanPctOfNetAssets":5.24,"largestBorrowerSharePct":17.5,"cashCollateralPct":5.8,"cashCollateralCoverPct":110.6,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":91660126.85},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":81384578.78},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":53967393.16},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":52240069.73},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":48028857.46},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":37860125.45},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":29624825.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":24492422.16},{"name":"Mizuho Securities USA Inc","lei":"5493004GRDTUI7EMIZ82","usd":20639023.25},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":20405266.44},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":20391175.18},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12741713.31},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":10373231.3},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":7624567.14},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":4270877.11},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":2026853.01},{"name":"Bank of Montreal","lei":"NQQ6HPCNCCU6TUTQYE16","usd":1864591.6},{"name":"CLEAR STREET LLC","lei":"549300KNQS43Y7TO3X67","usd":1662906.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1641106.17},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":857384.55},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":13913.25}]},"2024-07-31":{"filedDate":"2024-09-27","netAssetsUSD":10696064856.45,"borrowerCount":19,"onLoanToBorrowersUSD":199530476.62,"positionsWithLoansUSD":462441219.38,"onLoanPctOfNetAssets":1.87,"largestBorrowerSharePct":14.6,"cashCollateralPct":2.08,"cashCollateralCoverPct":111.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":29068650.01},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":28744848.14},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25740504.15},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":24978264.38},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20969345.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":20570072.53},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":10535991.94},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":8134300.21},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":7267552.9},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":6831663.37},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5776619.13},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":5709493.76},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1715035.53},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":1334114.82},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1259589.1},{"name":"BNP Paribas","lei":"R0MUWSFPU8MPRO8K5P83","usd":642206.66},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":205920.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":34556.61},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11747.81}]},"2024-10-31":{"filedDate":"2024-12-27","netAssetsUSD":10794377473.19,"borrowerCount":17,"onLoanToBorrowersUSD":228649440.55,"positionsWithLoansUSD":386568932.8,"onLoanPctOfNetAssets":2.12,"largestBorrowerSharePct":24.2,"cashCollateralPct":2.42,"cashCollateralCoverPct":114.2,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":55348011.63},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":49911812.9},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":27531287.48},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":25057577.73},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":25025591.29},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":12414328.11},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":8743593.24},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8648495.09},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":3259764.39},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2544685.14},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2389813.26},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2274546.79},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":2121666.3},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2001215.33},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":770384.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":507717.18},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":98950.69}]},"2025-01-31":{"filedDate":"2025-03-31","netAssetsUSD":10539338036.34,"borrowerCount":17,"onLoanToBorrowersUSD":304789863.11,"positionsWithLoansUSD":512694706.17,"onLoanPctOfNetAssets":2.89,"largestBorrowerSharePct":16.3,"cashCollateralPct":3.78,"cashCollateralCoverPct":130.7,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49716045.66},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":45708496.46},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":43015624.14},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":41352458.91},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":28990752.5},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":22708646.67},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":17796469.37},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15743888.44},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":14180474.53},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":6945043.67},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":4953959.99},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3963728.24},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2942392.68},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2793788.55},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2413480.11},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":1062002.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":502610.37}]},"2025-04-30":{"filedDate":"2025-06-30","netAssetsUSD":10200460493.33,"borrowerCount":19,"onLoanToBorrowersUSD":460336796.0,"positionsWithLoansUSD":1007132035.22,"onLoanPctOfNetAssets":4.51,"largestBorrowerSharePct":17.0,"cashCollateralPct":4.86,"cashCollateralCoverPct":107.7,"borrowers":[{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":78113979.35},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":69388493.25},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49570200.31},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":49216787.72},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":41388500.57},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":40563978.93},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":29536278.64},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":23292003.15},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":19807668.87},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":17875079.72},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":14700661.36},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":10007194.57},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":5646480.92},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3708491.56},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":2750740.28},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1653498.23},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":1642020.44},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":1201778.57},{"name":"TD Prime Services LLC","lei":"549300ZBQI1JB1844X09","usd":272959.56}]},"2025-07-31":{"filedDate":"2025-09-25","netAssetsUSD":11381239850.54,"borrowerCount":17,"onLoanToBorrowersUSD":409701652.77,"positionsWithLoansUSD":960591784.71,"onLoanPctOfNetAssets":3.6,"largestBorrowerSharePct":22.7,"cashCollateralPct":4.05,"cashCollateralCoverPct":112.5,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":93054318.58},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":60518685.39},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":42255661.39},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":39278747.1},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":35855733.71},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":31813693.15},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":28771685.56},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":22107391.74},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":21618090.24},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":10264870.35},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5432169.32},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":4998880.24},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":4635236.47},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4065746.93},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":3797758.22},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":871093.59},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":361890.79}]},"2025-10-31":{"filedDate":"2025-12-23","netAssetsUSD":11861892156.34,"borrowerCount":17,"onLoanToBorrowersUSD":514152175.82,"positionsWithLoansUSD":1362573803.9,"onLoanPctOfNetAssets":4.33,"largestBorrowerSharePct":18.5,"cashCollateralPct":4.75,"cashCollateralCoverPct":109.6,"borrowers":[{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":94876875.26},{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":92002832.78},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":68402300.17},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":52359702.52},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":44333391.99},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":35314266.25},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":34467381.92},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":29157348.65},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":15795432.56},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":13525664.86},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":12747413.71},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":11657949.26},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4094859.07},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2980963.59},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1907537.09},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":491417.82},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":36838.32}]},"2026-01-31":{"filedDate":"2026-03-31","netAssetsUSD":13203103163.87,"borrowerCount":17,"onLoanToBorrowersUSD":623748096.42,"positionsWithLoansUSD":1652990368.97,"onLoanPctOfNetAssets":4.72,"largestBorrowerSharePct":24.9,"cashCollateralPct":5.23,"cashCollateralCoverPct":110.7,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":155477873.6},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":104009101.9},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":100672151.3},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":49035498.87},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":42234627.46},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":40537960.71},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":36509526.09},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25062469.78},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":22861049.06},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":19927105.65},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":12810372.2},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":5717409.59},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":3866289.31},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":2502647.8},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1704271.96},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":436804.14},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":382937.0}]},"2026-04-30":{"filedDate":"2026-06-26","netAssetsUSD":13877177399.57,"borrowerCount":19,"onLoanToBorrowersUSD":815360761.69,"positionsWithLoansUSD":2203872113.68,"onLoanPctOfNetAssets":5.88,"largestBorrowerSharePct":25.9,"cashCollateralPct":6.42,"cashCollateralCoverPct":109.3,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":211217079.2},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":115263279.1},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":114718888.2},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":73569017.33},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":69034228.9},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":64181931.87},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":43045905.52},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":40482825.57},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":27607313.84},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":14212143.38},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":12421304.19},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":11633646.06},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":6458398.39},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":4164724.07},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3452831.06},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":2449895.94},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1061238.31},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":237737.54},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":148373.22}]},"2026-07-31":{"filedDate":null,"netAssetsUSD":null,"borrowerCount":18,"onLoanToBorrowersUSD":721098244.97,"positionsWithLoansUSD":1757554904.52,"onLoanPctOfNetAssets":null,"largestBorrowerSharePct":22.1,"cashCollateralPct":null,"cashCollateralCoverPct":null,"borrowers":[{"name":"J.P. MORGAN SECURITIES PLC","lei":"K6Q0W1PS1L1O4IQL9C32","usd":159084167.4},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":145906008.3},{"name":"MORGAN STANLEY & CO. INTERNATIONAL PLC","lei":"4PQUHN3JPFGFNF3BB653","usd":102133118.2},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":63033886.69},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":58489744.51},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":56835891.08},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":43231047.02},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":21508248.06},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":19094383.38},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":16956971.66},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":16165183.33},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":5985430.95},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":4909015.14},{"name":"STATE STREET BANK & TRUST COMPANY","lei":"571474TGEMMWANRLN572","usd":3664852.32},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":2520193.11},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":1042362.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":389406.76},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":148335.06}]}}}