Quarterly report pursuant to Section 13 or 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details)

v3.21.2
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
Jun. 30, 2021
Mar. 31, 2021
Remaining contractual maturity: up to 30 days $ 441,162,000 $ 426,715,000
Remaining contractual maturity: 30 - 90 days 1,332,000 0
Total contractual maturity 442,494,000 426,715,000
Non-US sovereign debt one    
Remaining contractual maturity: up to 30 days 199,339,000 229,812,000
Remaining contractual maturity: 30 - 90 days 1,332,000 0
Total contractual maturity $ 200,671,000 $ 229,812,000
Average interest rate 8.21% 9.28%
U.S. sovereign debt    
Remaining contractual maturity: up to 30 days $ 7,501,000 $ 1,809,000
Remaining contractual maturity: 30 - 90 days 0 0
Total contractual maturity $ 7,501,000 $ 1,809,000
Average interest rate 0.35% 0.40%
Corporate debt    
Remaining contractual maturity: up to 30 days $ 234,322,000 $ 189,337,000
Remaining contractual maturity: 30 - 90 days 0 0
Total contractual maturity $ 234,322,000 $ 189,337,000
Average interest rate 8.62% 9.27%
Corporate equity    
Remaining contractual maturity: up to 30 days   $ 5,757,000
Remaining contractual maturity: 30 - 90 days   0
Total contractual maturity   $ 5,757,000
Average interest rate   3.78%