Quarterly report pursuant to Section 13 or 15(d)

SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Tables)

v3.23.1
SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Tables)
 3 Months Ended
Jun. 30, 2022
Securities Sold under Agreements to Repurchase [Abstract]  
Schedule of securities under repurchase agreement obligations
As of June 30, 2022, and March 31, 2022, trading securities included collateralized securities subject to repurchase agreements as described in the following table:
June 30, 2022 (recast)
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-US sovereign debt 12.16  % $ 580,250  $ 37,882  $ 618,132 
Corporate debt 13.67  % 358,929  18,846  377,775 
Total securities sold under repurchase agreements $ 939,179  $ 56,728  $ 995,907 
 
March 31, 2022 (Recast)
  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
   
Corporate debt 11.96  % $ 609,405  $ 142  $ 609,547 
Non-US sovereign debt 10.85  % 222,893  —  222,893 
US sovereign debt 0.77  % 7,396  —  7,396 
Corporate equity 14.00  % 388  —  388 
Total securities sold under repurchase agreements $ 840,082  $ 142  $ 840,224