Quarterly report pursuant to Section 13 or 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details)

v3.20.2
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
Sep. 30, 2020
Mar. 31, 2020
Remaining contractual maturity: up to 30 days $ 182,848,000 $ 48,204,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity 182,848,000 48,204,000
Non-U.S. sovereign debt    
Remaining contractual maturity: up to 30 days 90,100,000 11,519,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 90,100,000 $ 11,519,000
Average interest rate 9.99% 13.00%
Corporate equity    
Remaining contractual maturity: up to 30 days $ 16,137,000 $ 20,711,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 16,137,000 $ 20,711,000
Average interest rate 11.64% 12.16%
Equity Securities    
Remaining contractual maturity: up to 30 days $ 76,611,000 $ 15,974,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 76,611,000 $ 15,974,000
Average interest rate 10.39% 13.27%