{"ticker":"XLV","periods":{"2019-09-30":{"filedDate":"2019-11-18","netAssetsUSD":16728590172.68,"borrowerCount":8,"onLoanToBorrowersUSD":41349380.33,"positionsWithLoansUSD":165456382.7,"onLoanPctOfNetAssets":0.25,"largestBorrowerSharePct":46.9,"cashCollateralPct":0.17,"cashCollateralCoverPct":68.8,"borrowers":[{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":19376685.2},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":7634224.7},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":6462462.4},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2529826.69},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2348250.78},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2068273.4},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":468544.44},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":461112.72}]},"2019-12-31":{"filedDate":"2020-02-28","netAssetsUSD":20070740812.56,"borrowerCount":5,"onLoanToBorrowersUSD":32604038.56,"positionsWithLoansUSD":310795711.38,"onLoanPctOfNetAssets":0.16,"largestBorrowerSharePct":45.6,"cashCollateralPct":0.03,"cashCollateralCoverPct":18.5,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":14880613.78},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":9952782.39},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3620844.22},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":2778799.45},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1370998.72}]},"2020-03-31":{"filedDate":"2020-06-01","netAssetsUSD":18563474895.28,"borrowerCount":5,"onLoanToBorrowersUSD":71192664.54,"positionsWithLoansUSD":1072530543.44,"onLoanPctOfNetAssets":0.38,"largestBorrowerSharePct":37.2,"cashCollateralPct":0.24,"cashCollateralCoverPct":62.6,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":26485908.0},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20152734.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":11662224.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7684164.72},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":5207633.82}]},"2020-06-30":{"filedDate":"2020-08-27","netAssetsUSD":23226194903.96,"borrowerCount":10,"onLoanToBorrowersUSD":44754776.34,"positionsWithLoansUSD":4759056023.82,"onLoanPctOfNetAssets":0.19,"largestBorrowerSharePct":46.1,"cashCollateralPct":0.05,"cashCollateralCoverPct":25.9,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":20610214.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":11651004.2},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":6024322.0},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":2935711.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1668366.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":926520.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":740104.76},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":90115.38},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":85063.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":23356.0}]},"2020-09-30":{"filedDate":"2020-11-19","netAssetsUSD":23715118485.28,"borrowerCount":4,"onLoanToBorrowersUSD":21207280.75,"positionsWithLoansUSD":137400585.23,"onLoanPctOfNetAssets":0.09,"largestBorrowerSharePct":64.1,"cashCollateralPct":0.03,"cashCollateralCoverPct":33.5,"borrowers":[{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":13595082.8},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":5812465.95},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1371482.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":428250.0}]},"2020-12-31":{"filedDate":"2021-02-26","netAssetsUSD":25688499257.07,"borrowerCount":4,"onLoanToBorrowersUSD":163784145.48,"positionsWithLoansUSD":1457403503.94,"onLoanPctOfNetAssets":0.64,"largestBorrowerSharePct":97.2,"cashCollateralPct":0.64,"cashCollateralCoverPct":100.4,"borrowers":[{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":159211017.28},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2567988.2},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1106886.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":898254.0}]},"2021-03-31":{"filedDate":"2021-05-28","netAssetsUSD":24596878562.65,"borrowerCount":3,"onLoanToBorrowersUSD":16001209.76,"positionsWithLoansUSD":1027938495.0,"onLoanPctOfNetAssets":0.07,"largestBorrowerSharePct":44.5,"cashCollateralPct":0.04,"cashCollateralCoverPct":61.5,"borrowers":[{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":7118151.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":6530630.76},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":2352428.0}]},"2021-06-30":{"filedDate":"2021-08-27","netAssetsUSD":27884699819.36,"borrowerCount":2,"onLoanToBorrowersUSD":7712704.37,"positionsWithLoansUSD":622767804.28,"onLoanPctOfNetAssets":0.03,"largestBorrowerSharePct":53.0,"cashCollateralPct":0.01,"cashCollateralCoverPct":36.2,"borrowers":[{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":4084904.37},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3627800.0}]},"2021-09-30":{"filedDate":"2021-11-26","netAssetsUSD":30746986157.42,"borrowerCount":2,"onLoanToBorrowersUSD":113242811.28,"positionsWithLoansUSD":388301235.27,"onLoanPctOfNetAssets":0.37,"largestBorrowerSharePct":100.0,"cashCollateralPct":0.0,"cashCollateralCoverPct":null,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":113216579.28},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":26232.0}]},"2021-12-31":{"filedDate":"2022-02-25","netAssetsUSD":35801519924.13,"borrowerCount":2,"onLoanToBorrowersUSD":2479069.8,"positionsWithLoansUSD":169293726.36,"onLoanPctOfNetAssets":0.01,"largestBorrowerSharePct":97.6,"cashCollateralPct":0.01,"cashCollateralCoverPct":144.4,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2418751.8},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":60318.0}]},"2022-03-31":{"filedDate":"2022-05-27","netAssetsUSD":37059363536.1,"borrowerCount":4,"onLoanToBorrowersUSD":174997051.23,"positionsWithLoansUSD":1777119881.57,"onLoanPctOfNetAssets":0.47,"largestBorrowerSharePct":46.5,"cashCollateralPct":0.06,"cashCollateralCoverPct":12.7,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":81307042.65},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":73079166.21},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":15388893.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":5221949.37}]},"2022-06-30":{"filedDate":"2022-08-26","netAssetsUSD":37471745124.77,"borrowerCount":5,"onLoanToBorrowersUSD":55746187.81,"positionsWithLoansUSD":1248357825.23,"onLoanPctOfNetAssets":0.15,"largestBorrowerSharePct":63.5,"cashCollateralPct":0.05,"cashCollateralCoverPct":33.6,"borrowers":[{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":35380251.16},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":15873406.65},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":3067064.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1377490.0},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":47976.0}]},"2022-09-30":{"filedDate":"2022-11-28","netAssetsUSD":35895828992.03,"borrowerCount":16,"onLoanToBorrowersUSD":178154290.11,"positionsWithLoansUSD":4983205316.24,"onLoanPctOfNetAssets":0.5,"largestBorrowerSharePct":72.1,"cashCollateralPct":0.44,"cashCollateralCoverPct":88.7,"borrowers":[{"name":"DEUTSCHE BANK SECURITIES INC","lei":"9J6MBOOO7BECTDTUZW19","usd":128450284.92},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":24762285.04},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8122023.72},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":6088368.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":5298865.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2136278.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":1928589.75},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":552365.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":219960.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":183270.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":178442.68},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":72198.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":61109.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":41286.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":32309.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":26656.0}]},"2022-12-31":{"filedDate":"2023-02-28","netAssetsUSD":42071686109.45,"borrowerCount":18,"onLoanToBorrowersUSD":129391592.98,"positionsWithLoansUSD":13785593636.13,"onLoanPctOfNetAssets":0.31,"largestBorrowerSharePct":67.6,"cashCollateralPct":0.3,"cashCollateralCoverPct":97.5,"borrowers":[{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":87413022.3},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":24520736.44},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":11699167.63},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2709368.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":940842.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":480194.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":431183.0},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":291301.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":234612.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":149778.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":142911.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":96276.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":83790.0},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":58104.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":50274.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":49713.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":24963.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":15357.01}]},"2023-03-31":{"filedDate":"2023-05-30","netAssetsUSD":38572113116.31,"borrowerCount":13,"onLoanToBorrowersUSD":93089798.73,"positionsWithLoansUSD":9573054117.34,"onLoanPctOfNetAssets":0.24,"largestBorrowerSharePct":38.0,"cashCollateralPct":0.21,"cashCollateralCoverPct":87.0,"borrowers":[{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":35392869.76},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":26460630.01},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":13211034.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":13068955.68},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":1421546.0},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":1219917.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":970326.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":350575.28},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":267300.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":244620.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":218950.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":179762.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":83313.0}]},"2023-06-30":{"filedDate":"2023-08-28","netAssetsUSD":40960424587.32,"borrowerCount":13,"onLoanToBorrowersUSD":46270337.03,"positionsWithLoansUSD":5526394722.07,"onLoanPctOfNetAssets":0.11,"largestBorrowerSharePct":29.5,"cashCollateralPct":0.11,"cashCollateralCoverPct":97.4,"borrowers":[{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":13634263.02},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":10016069.4},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":9002144.86},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":4232634.26},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3319797.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3093277.41},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":1694210.0},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":652918.08},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":321544.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":138653.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":74996.0},{"name":"ING FINANCIAL MARKETS, LLC","lei":"KBVRJ5K57JZ3E2AVWX40","usd":72609.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":17221.0}]},"2023-09-30":{"filedDate":"2023-11-27","netAssetsUSD":37917875275.56,"borrowerCount":7,"onLoanToBorrowersUSD":26711190.21,"positionsWithLoansUSD":2189945957.46,"onLoanPctOfNetAssets":0.07,"largestBorrowerSharePct":76.3,"cashCollateralPct":0.06,"cashCollateralCoverPct":85.2,"borrowers":[{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":20384599.71},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":2978443.5},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":2890194.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":303320.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":58794.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":58714.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":37125.0}]},"2023-12-31":{"filedDate":"2024-02-27","netAssetsUSD":37645702946.84,"borrowerCount":11,"onLoanToBorrowersUSD":38803831.47,"positionsWithLoansUSD":1472515636.36,"onLoanPctOfNetAssets":0.1,"largestBorrowerSharePct":45.7,"cashCollateralPct":0.1,"cashCollateralCoverPct":97.0,"borrowers":[{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":17723416.53},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":16803740.87},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":3300376.32},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":329230.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":265591.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":110329.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":98769.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":60265.75},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":46267.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":32923.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":32923.0}]},"2024-03-31":{"filedDate":"2024-05-28","netAssetsUSD":41319022304.86,"borrowerCount":11,"onLoanToBorrowersUSD":232243540.15,"positionsWithLoansUSD":2026215409.8,"onLoanPctOfNetAssets":0.56,"largestBorrowerSharePct":68.9,"cashCollateralPct":0.18,"cashCollateralCoverPct":32.0,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":159997932.89},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":39451293.26},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":23853402.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":7954625.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":337230.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":231524.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":126625.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":115624.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":92725.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":75520.0},{"name":"CREDIT SUISSE SECURITIES (USA) LLC","lei":"1V8Y6QCX6YMJ2OELII46","usd":7039.0}]},"2024-06-30":{"filedDate":"2024-08-28","netAssetsUSD":39084076316.14,"borrowerCount":10,"onLoanToBorrowersUSD":211493328.37,"positionsWithLoansUSD":1740282243.72,"onLoanPctOfNetAssets":0.54,"largestBorrowerSharePct":40.8,"cashCollateralPct":0.17,"cashCollateralCoverPct":31.4,"borrowers":[{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":86301890.44},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":45973537.5},{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":45149387.54},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":26837736.0},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":3787718.22},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1870553.65},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":765680.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":765680.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":25640.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":15505.02}]},"2024-09-30":{"filedDate":"2024-11-25","netAssetsUSD":41938020297.95,"borrowerCount":7,"onLoanToBorrowersUSD":154656262.54,"positionsWithLoansUSD":1151689710.72,"onLoanPctOfNetAssets":0.37,"largestBorrowerSharePct":70.1,"cashCollateralPct":0.05,"cashCollateralCoverPct":13.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":108377067.3},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":22661980.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":18323818.02},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":3277554.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":1362746.0},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":617108.22},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":35989.0}]},"2024-12-31":{"filedDate":"2025-02-27","netAssetsUSD":36395661858.82,"borrowerCount":13,"onLoanToBorrowersUSD":108105176.22,"positionsWithLoansUSD":1202322751.51,"onLoanPctOfNetAssets":0.3,"largestBorrowerSharePct":73.8,"cashCollateralPct":0.07,"cashCollateralCoverPct":23.6,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":79747403.38},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":17117302.92},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":4252042.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4215554.87},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":1184248.6},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":402951.78},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":388773.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":311247.09},{"name":"SG AMERICAS SECURITIES LLC","lei":"549300F35UE0BOM1WJ55","usd":261621.36},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":111546.22},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":45738.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":33483.0},{"name":"Daiwa Capital Markets America Inc.","lei":"M67H5PRC0NQKM73ZAS82","usd":33264.0}]},"2025-03-31":{"filedDate":"2025-05-28","netAssetsUSD":38418974781.52,"borrowerCount":5,"onLoanToBorrowersUSD":241700049.11,"positionsWithLoansUSD":451794863.84,"onLoanPctOfNetAssets":0.63,"largestBorrowerSharePct":94.7,"cashCollateralPct":0.03,"cashCollateralCoverPct":4.8,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":228820168.71},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":8691470.0},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":2760110.4},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":1110900.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":317400.0}]},"2025-06-30":{"filedDate":"2025-08-28","netAssetsUSD":34352015132.23,"borrowerCount":6,"onLoanToBorrowersUSD":203957322.89,"positionsWithLoansUSD":571436277.83,"onLoanPctOfNetAssets":0.59,"largestBorrowerSharePct":61.5,"cashCollateralPct":0.23,"cashCollateralCoverPct":38.7,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":125429653.27},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":73789290.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":4384724.32},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":187179.3},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":125736.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":40740.0}]},"2025-09-30":{"filedDate":"2025-11-26","netAssetsUSD":34014875178.33,"borrowerCount":11,"onLoanToBorrowersUSD":191732107.08,"positionsWithLoansUSD":787781798.1,"onLoanPctOfNetAssets":0.56,"largestBorrowerSharePct":82.8,"cashCollateralPct":0.1,"cashCollateralCoverPct":17.7,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":158751528.39},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":29437060.13},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1775581.86},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":520202.75},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":352428.9},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":332719.4},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":266812.0},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":135068.65},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":96415.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":37995.0},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":26295.0}]},"2025-12-31":{"filedDate":"2026-02-26","netAssetsUSD":39711711249.77,"borrowerCount":11,"onLoanToBorrowersUSD":369099960.74,"positionsWithLoansUSD":740487491.95,"onLoanPctOfNetAssets":0.93,"largestBorrowerSharePct":69.8,"cashCollateralPct":0.27,"cashCollateralCoverPct":29.0,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":257572205.24},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":51809303.94},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":27768639.8},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":19918239.39},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":6836401.29},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4017934.0},{"name":"TD SECURITIES (USA), LLC","lei":"SUVUFHICNZMP2WKHG940","usd":694542.08},{"name":"Wells Fargo Securities LLC","lei":"VYVVCKR63DVZZN70PB21","usd":269760.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":122360.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":45615.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":44960.0}]},"2026-03-31":{"filedDate":"2026-05-28","netAssetsUSD":38603883815.72,"borrowerCount":21,"onLoanToBorrowersUSD":436431811.44,"positionsWithLoansUSD":782640465.52,"onLoanPctOfNetAssets":1.13,"largestBorrowerSharePct":58.7,"cashCollateralPct":0.4,"cashCollateralCoverPct":35.4,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":256371345.1},{"name":"GOLDMAN SACHS & CO.","lei":"FOR8UP27PHTHYVLBNG30","usd":97737062.4},{"name":"BofA Securities, Inc.","lei":"549300HN4UKV1E2R3U73","usd":25316431.87},{"name":"CITIGROUP GLOBAL MARKETS INC.","lei":"MBNUM2BPBDO7JBLYG310","usd":22881476.76},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":16509560.4},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":4616044.0},{"name":"Jefferies LLC","lei":"58PU97L1C0WSRCWADL48","usd":3015314.45},{"name":"Wells Fargo Bank, National Association","lei":"KB1H1DSPRFMYMCUFXT09","usd":2989954.97},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":2335534.0},{"name":"BARCLAYS CAPITAL INC.","lei":"AC28XWWI3WIBK2824319","usd":2099831.04},{"name":"JP MORGAN SECURITIES LLC","lei":"ZBUT11V806EZRVTWT807","usd":849948.0},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":470250.22},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":393690.0},{"name":"BNP PARIBAS SECURITIES CORP","lei":"RCNB6OTYUAMMP879YW96","usd":226471.85},{"name":"MORGAN STANLEY & CO LLC","lei":"9R7GPTSO7KV3UQJZQ078","usd":187960.0},{"name":"UBS SECURITIES LLC","lei":"T6FIZBDPKLYJKFCRVK44","usd":162756.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":125424.0},{"name":"BMO Capital Markets","lei":"RUC0QBLBRPRCU4W1NE59","usd":78673.78},{"name":"RBC Capital Markets LLC","lei":"549300LCO2FLSSVFFR64","usd":35044.0},{"name":"National Financial Services LLC","lei":"549300JRHF1MHHWUAW04","usd":20277.6},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":8761.0}]},"2026-06-30":{"filedDate":"2026-08-28","netAssetsUSD":40598944976.43,"borrowerCount":8,"onLoanToBorrowersUSD":312264389.47,"positionsWithLoansUSD":675177476.82,"onLoanPctOfNetAssets":0.77,"largestBorrowerSharePct":94.7,"cashCollateralPct":0.01,"cashCollateralCoverPct":1.3,"borrowers":[{"name":"BARCLAYS BANK PLC","lei":"G5GSEF7VJP5I7OUK5573","usd":295637806.96},{"name":"UBS AG","lei":"BFM8T61CT2L1QCEMIK50","usd":11631039.69},{"name":"Macquarie Bank Limited","lei":"4ZHCHI4KYZG2WVRT8631","usd":2563098.0},{"name":"Scotia Capital (USA) Inc","lei":"549300BLWPABP1VNME36","usd":1479758.0},{"name":"Natixis Securities Americas LLC","lei":"549300L8G1E7ZHVEOG75","usd":459503.8},{"name":"HSBC BANK PLC","lei":"MP6I5ZYZBEU3UXPYFY54","usd":253339.02},{"name":"GOLDMAN SACHS INTERNATIONAL","lei":"W22LROWP2IHZNBB6K528","usd":178016.0},{"name":"NOMURA SECURITIES INTERNATIONAL INC.","lei":"OXTKY6Q8X53C9ILVV871","usd":61828.0}]}}}