Quarterly report pursuant to Section 13 or 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details)

v3.20.4
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Mar. 31, 2020
Remaining contractual maturity: up to 30 days $ 144,402 $ 48,204
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity 144,402 48,204
U.S. sovereign debt    
Remaining contractual maturity: up to 30 days 1,927 11,519
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 1,927 $ 11,519
Average interest rate 0.40% 13.00%
Corporate equity    
Remaining contractual maturity: up to 30 days $ 4,113 $ 20,711
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 4,113 $ 20,711
Average interest rate 11.38% 12.16%
Corporate debt    
Remaining contractual maturity: up to 30 days $ 82,471 $ 15,974
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 82,471 $ 15,974
Average interest rate 9.57% 13.27%
Non-US sovereign debt    
Remaining contractual maturity: up to 30 days $ 55,891  
Remaining contractual maturity: 30 - 90 days 0  
Remaining contractual maturity: Over 90 days 0  
Total contractual maturity $ 55,891  
Average interest rate 8.32%