Bonds, notes & other debt instruments (continued) | | | |
Asset-backed obligations (continued) |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class B,
| | |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C,
| | |
| Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D,
| | |
| Canyon Capital CLO, Ltd., Series 2021-2, Class D,
(3-month USD CME Term SOFR + 3.612%) 8.94% 4/15/20341,3,4 | | |
| Carlyle Global Market Strategies, Series 2021-6A, Class A1,
(3-month USD CME Term SOFR + 1.422%) 6.75% 7/15/20341,3,4 | | |
| CarMax Auto Owner Trust, Series 2023-1, Class A2A, 5.23% 1/15/20261 | | |
| CarMax Auto Owner Trust, Series 2023-2, Class A2A, 5.50% 6/15/20261 | | |
| CarMax Auto Owner Trust, Series 2021-1, Class C, 0.94% 12/15/20261 | | |
| CarMax Auto Owner Trust, Series 2021-1, Class D, 1.28% 7/15/20271 | | |
| CarMax Auto Owner Trust, Series 2023-3, Class A3, 5.28% 5/15/20281 | | |
| CarMax Select Receivables Trust, Series 2024-A, Class A2A, 5.78% 9/15/20271 | | |
| CarMax Select Receivables Trust, Series 2024-A, Class C, 5.62% 1/15/20301 | | |
| CarMax Select Receivables Trust, Series 2024-A, Class D, 6.27% 12/16/20301 | | |
| Carvana Auto Receivables Trust, Series 2024-N2, Class A2, 5.90% 8/10/20271,4 | | |
| Carvana Auto Receivables Trust, Series 2023-N3, Class A, 6.41% 9/10/20271,4 | | |
| Carvana Auto Receivables Trust, Series 2024-N1, Class A3, 5.60% 3/10/20281,4 | | |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A3, 5.82% 8/10/20281,4 | | |
| Carvana Auto Receivables Trust, Series 2021-N4, Class C, 1.72% 9/11/20281 | | |
| Carvana Auto Receivables Trust, Series 2021-N4, Class A2, 1.80% 9/11/20281 | | |
| Carvana Auto Receivables Trust, Series 2023-P5, Class A3, 5.62% 1/10/20291,4 | | |
| Carvana Auto Receivables Trust, Series 2024-P2, Class A3, 5.33% 7/10/20291 | | |
| Carvana Auto Receivables Trust, Series 2023-P3, Class A4, 5.71% 7/10/20291,4 | | |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class A, 2.868% 5/11/20371,4 | | |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 3.464% 5/11/20371,4 | | |
| Castlelake Aircraft Securitization Trust, Series 2021-1, Class C, 6.171% 5/11/20371,4 | | |
| Castlelake Aircraft Securitization Trust, Series 2017-1R, Class A, 2.741% 8/15/20411,4 | | |
| CCG Receivables Trust, Series 2023-2, Class A2, 6.28% 4/14/20321,4 | | |
| CF Hippolyta, LLC, Series 2020-1, Class A1, 1.69% 7/15/20601,4 | | |
| CF Hippolyta, LLC, Series 2020-1, Class A2, 1.99% 7/15/20601,4 | | |
| CF Hippolyta, LLC, Series 2020-1, Class B1, 2.28% 7/15/20601,4 | | |
| CF Hippolyta, LLC, Series 2020-1, Class B2, 2.60% 7/15/20601,4 | | |
| CF Hippolyta, LLC, Series 2021-1, Class A1, 1.53% 3/15/20611,4 | | |
| CF Hippolyta, LLC, Series 2021-1, Class B1, 1.98% 3/15/20611,4 | | |
| CF Hippolyta, LLC, Series 2022-1, Class A1, 5.97% 8/15/20621,4 | | |
| CF Hippolyta, LLC, Series 2022-1, Class A2, 6.11% 8/15/20621,4 | | |
| Chase Auto Owner Trust, Series 2024-1, Class A3, 5.13% 5/25/20291,4 | | |
| Chase Auto Owner Trust, Series 2024-3, Class A3, 5.22% 7/25/20291,4 | | |
| Chase Auto Owner Trust, Series 2024-1, Class A4, 5.05% 10/25/20291,4 | | |
| Chase Auto Owner Trust, Series 2024-3, Class A4, 5.08% 12/25/20291,4 | | |
| Chesapeake Funding II, LLC, Series 2023-2, Class A1, 6.16% 10/15/20351,4 | | |
| Chesapeake Funding II, LLC, Series 2024-1, Class A1, 5.52% 5/15/20361,4 | | |
| CIFC Funding, Ltd., CLO, Series 2022-4, Class B,
(3-month USD CME Term SOFR + 2.00%) 7.328% 7/16/20351,3,4 | | |
| Citizens Auto Receivables Trust, Series 2023-2, Class A3, 5.83% 2/15/20281,4 | | |
| Citizens Auto Receivables Trust, Series 2023-2, Class A4, 5.74% 10/15/20301,4 | | |
| CLI Funding V, LLC, Series 2020-2A, Class B, 3.56% 9/15/20451,4 | | |
| CLI Funding VI, LLC, Series 2020-2A, Class A, 2.03% 9/15/20451,4 | | |
| CLI Funding VI, LLC, Series 2020-1A, Class A, 2.08% 9/18/20451,4 | | |
| CLI Funding VI, LLC, Series 2020-1A, Class B, 3.62% 9/18/20451,4 | | |
| CLI Funding VI, LLC, Series 2020-3A, Class A, 2.07% 10/18/20451,4 | | |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 1.64% 2/18/20461,4 | | |
| CLI Funding VIII, LLC, Series 2021-1A, Class A, 2.38% 2/18/20461,4 | | |
| ClickLease Equipment Receivables 2024-1 Trust, Series 2024-1, Class A,
| | |
| CNH Equipment Trust, Series 2024-B, Class A2A, 5.42% 10/15/20271 | | |
| CNH Equipment Trust, Series 2024-A, Class A3, 4.77% 6/15/20291 | | |
| CNH Equipment Trust, Series 2024-B, Class A3, 5.19% 9/17/20291 | | |
| CPS Auto Receivables Trust, Series 2023-A, Class A, 5.54% 3/16/20261,4 | | |
| CPS Auto Receivables Trust, Series 2023-C, Class A, 6.13% 9/15/20261,4 | | |
| CPS Auto Receivables Trust, Series 2021-A, Class D, 1.16% 12/15/20261,4 | | |
| CPS Auto Receivables Trust, Series 2023-D, Class A, 6.40% 6/15/20271,4 | | |
| CPS Auto Receivables Trust, Series 2023-B, Class A, 5.91% 8/16/20271,4 | | |