| Schedule of securities under repurchase agreement obligations |
As of December 31, 2023, and March 31, 2023, trading securities included collateralized securities subject to repurchase agreements as described in the following table:
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December 31, 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 |
15.59 |
% |
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$ |
1,746,953 |
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$ |
177,315 |
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$ |
1,924,268 |
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| Corporate debt |
15.39 |
% |
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873,834 |
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71,216 |
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945,050 |
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| US sovereign debt |
2.70 |
% |
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19,838 |
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— |
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19,838 |
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Corporate equity |
1.00 |
% |
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17 |
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— |
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17 |
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| Total securities sold under repurchase agreements |
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$ |
2,640,642
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$ |
248,531
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$ |
2,889,173
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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 |
% |
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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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