| Schedule of Securities under repurchase agreement obligations |
|
|
June 30, 2021 |
|
|
|
Interest rates and remaining contractual maturity of the agreements |
|
|
|
Average interest rate |
|
|
Up to 30 days |
|
|
30-90 days |
|
|
Total |
|
Securities sold under repurchase agreements |
|
|
|
|
|
|
|
|
|
|
|
|
Non-U.S. sovereign debt |
|
|
8.21 |
% |
|
$ |
199,339 |
|
|
$ |
1,332 |
|
|
$ |
200,671 |
|
Corporate debt |
|
|
8.62 |
% |
|
|
234,322 |
|
|
|
- |
|
|
|
234,322 |
|
US sovereign debt |
|
|
0.35 |
% |
|
|
7,501 |
|
|
|
- |
|
|
|
7,501 |
|
Total |
|
|
|
|
|
$ |
441,162 |
|
|
$ |
1,332 |
|
|
$ |
442,494 |
|
|
|
March 31, 2021 |
|
|
|
Interest rate and remaining contractual maturity of the agreements |
|
|
|
Average interest rate |
|
|
Up to 30 days |
|
|
30-90 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 |
|
|