Quarterly report pursuant to Section 13 or 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details)

v3.21.2
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
Sep. 30, 2021
Mar. 31, 2021
Remaining contractual maturity: up to 30 days $ 531,356,000 $ 426,715,000
Remaining contractual maturity: 30 - 90 days 5,921,000 0
Total contractual maturity 537,277,000 426,715,000
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%
U.S. sovereign debt    
Remaining contractual maturity: up to 30 days 2,214,000 $ 1,809,000
Remaining contractual maturity: 30 - 90 days 0 0
Total contractual maturity $ 2,214,000 $ 1,809,000
Average interest rate 0.35% 0.40%
Corporate debt    
Remaining contractual maturity: up to 30 days $ 376,018,000 $ 189,337,000
Remaining contractual maturity: 30 - 90 days 5,921,000 0
Total contractual maturity $ 381,939,000 $ 189,337,000
Average interest rate 9.21% 9.27%
Non-US sovereign debt one    
Remaining contractual maturity: up to 30 days $ 153,124,000 $ 229,812,000
Remaining contractual maturity: 30 - 90 days 0 0
Total contractual maturity $ 153,124,000 $ 229,812,000
Average interest rate 8.92% 9.28%