| Schedule of securities under repurchase agreement obligations |
As of June 30, 2023, and March 31, 2023, trading securities included collateralized securities subject to repurchase agreements as described in the following table:
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June 30, 2023 |
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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 |
16.67 |
% |
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$ |
1,701,585 |
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$ |
111,073 |
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$ |
1,812,658 |
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| Corporate debt |
16.50 |
% |
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735,482 |
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6,743 |
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742,225 |
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| US sovereign debt |
1.43 |
% |
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17,094 |
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— |
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17,094 |
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| Corporate equity |
17.00 |
% |
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5 |
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— |
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5 |
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| Total securities sold under repurchase agreements |
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$ |
2,454,166
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$ |
117,816
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$ |
2,571,982
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March 31, 2023 |
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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 |
| Non-US sovereign debt |
15.98 |
% |
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$ |
826,196 |
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$ |
55,265 |
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$ |
881,461 |
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| Corporate debt |
16.07 |
% |
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597,559 |
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|
5,375 |
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|
602,934 |
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| US sovereign debt |
1.52 |
% |
|
17,637 |
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— |
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|
17,637 |
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| Corporate equity |
12.24 |
% |
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15,384 |
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— |
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15,384 |
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| Total securities sold under repurchase agreements |
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$ |
1,456,776
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$ |
60,640
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$ |
1,517,416
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