| Schedule of Securities under repurchase agreement obligations |
|
|
September 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 |
|
|
|
|
|
|
|
|
|
|
|
|
Corporate debt |
|
|
9.21 |
% |
|
$ |
376,018 |
|
|
$ |
5,921 |
|
|
$ |
381,939 |
|
Non-U.S. sovereign debt |
|
|
8.92 |
% |
|
|
153,124 |
|
|
|
- |
|
|
|
153,124 |
|
US sovereign debt |
|
|
0.35 |
% |
|
|
2,214 |
|
|
|
- |
|
|
|
2,214 |
|
Total |
|
|
|
|
|
$ |
531,356 |
|
|
$ |
5,921 |
|
|
$ |
537,277 |
|
|
|
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 |
|
|