Annual report pursuant to Section 13 and 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details)

v3.21.1
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
Mar. 31, 2021
Mar. 31, 2020
Remaining contractual maturity: up to 30 days $ 426,715,000 $ 48,204,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity 426,715,000 48,204,000
Non-US sovereign debt    
Remaining contractual maturity: up to 30 days 229,812,000 11,519,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 229,812,000 $ 11,519,000
Average interest rate 9.28% 13.00%
U.S. sovereign debt    
Remaining contractual maturity: up to 30 days $ 1,809,000  
Remaining contractual maturity: 30 - 90 days 0  
Remaining contractual maturity: Over 90 days 0  
Total contractual maturity $ 1,809,000  
Average interest rate 0.40%  
Corporate debt    
Remaining contractual maturity: up to 30 days $ 189,337,000 $ 15,974,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 189,337,000 $ 15,974,000
Average interest rate 9.27% 13.27%
Corporate equity    
Remaining contractual maturity: up to 30 days $ 5,757,000 $ 20,711,000
Remaining contractual maturity: 30 - 90 days 0 0
Remaining contractual maturity: Over 90 days 0 0
Total contractual maturity $ 5,757,000 $ 20,711,000
Average interest rate 3.78% 12.16%