| Schedule of Securities under repurchase agreement obligations |
|
|
March 31, 2021 |
|
|
|
Interest rates and remaining contractual maturity of the agreements |
|
|
|
Average
interest rate
|
|
|
Up to
30 days
|
|
|
30-90
days
|
|
|
Over 90
days
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities sold under repurchase agreements |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Non-US sovereign debt |
|
|
9.28 |
% |
|
$ |
229,812 |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
229,812 |
|
Corporate debt |
|
|
9.27 |
% |
|
|
189,337 |
|
|
|
- |
|
|
|
- |
|
|
|
189,337 |
|
Corporate equity |
|
|
3.78 |
% |
|
|
5,757 |
|
|
|
- |
|
|
|
- |
|
|
|
5,757 |
|
US sovereign debt |
|
|
0.40 |
% |
|
|
1,809 |
|
|
|
- |
|
|
|
- |
|
|
|
1,809 |
|
Total securities sold under repurchase agreements |
|
|
|
|
|
$ |
426,715 |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
426,715 |
|
|
|
March 31, 2020 |
|
|
|
Interest rates and remaining contractual maturity of the agreements |
|
|
|
Average
interest rate
|
|
|
Up to 30
days
|
|
|
30-90
days
|
|
|
Over 90
days
|
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities sold under repurchase agreements |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate equity |
|
|
12.16 |
% |
|
$ |
20,711 |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
20,711 |
|
Corporate debt |
|
|
13.27 |
% |
|
|
15,974 |
|
|
|
- |
|
|
|
- |
|
|
|
15,974 |
|
Non-US sovereign debt |
|
|
13.00 |
% |
|
|
11,519 |
|
|
|
- |
|
|
|
- |
|
|
|
11,519 |
|
Total securities sold under repurchase agreements |
|
|
|
|
|
$ |
48,204 |
|
|
$ |
- |
|
|
$ |
- |
|
|
$ |
48,204 |
|
|