| Schedule of securities under repurchase agreement obligations |
As of December 31, 2022, and March 31, 2022, trading securities included collateralized securities subject to repurchase agreements as described in the following table:
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December 31, 2022 |
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Interest rates and remaining contractual maturity of the agreements |
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Average interest rate
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Up to 30 days |
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30-90 days |
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Total |
Securities sold under repurchase agreements
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| Non-US sovereign debt |
16.26 |
% |
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$ |
572,731 |
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$ |
51,898 |
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$ |
624,629 |
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| Corporate debt |
16.44 |
% |
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586,939 |
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4,774 |
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591,713 |
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| US sovereign debt |
1.91 |
% |
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17,586 |
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— |
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17,586 |
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| Total securities sold under repurchase agreements |
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$ |
1,177,256
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$ |
56,672
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$ |
1,233,928
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March 31, 2022 (Recasted) |
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Interest rate and remaining contractual maturity of the agreements |
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Average interest rate
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Up to 30 days |
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30-90 days |
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Total |
Securities sold under repurchase agreements
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| Corporate debt |
11.96 |
% |
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$ |
609,405 |
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$ |
142 |
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$ |
609,547 |
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| Non-US sovereign debt |
10.85 |
% |
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222,893 |
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— |
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222,893 |
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| US sovereign debt |
0.77 |
% |
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7,396 |
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— |
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7,396 |
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| Corporate equity |
14.00 |
% |
|
388 |
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— |
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|
388 |
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| Total securities sold under repurchase agreements |
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$ |
840,082
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$ |
142
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$ |
840,224
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