Quarterly report pursuant to Section 13 or 15(d)

Securities Repurchase Agreement Obligation (Details)

v3.19.3.a.u2
Securities Repurchase Agreement Obligation (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Mar. 31, 2019
Remaining contractual maturity: up to 30 days $ 57,875 $ 71,475
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 2,146
Total securities sold under repurchase agreements $ 57,875 $ 73,621
Corporate equity    
Average interest rate 12.30% 12.06%
Remaining contractual maturity: up to 30 days $ 25,271 $ 49,048
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 2,146
Total securities sold under repurchase agreements $ 25,271 $ 51,194
Corporate debt    
Average interest rate 10.34% 10.38%
Remaining contractual maturity: up to 30 days $ 18,298 $ 13,548
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total securities sold under repurchase agreements $ 18,298 $ 13,548
Non-US sovereign debt    
Average interest rate 9.69% 8.62%
Remaining contractual maturity: up to 30 days $ 14,306 $ 8,879
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total securities sold under repurchase agreements $ 14,306 $ 8,879