Securities under repurchase agreement obligations |
|
|
September 30, 2018 |
|
|
|
Interest rates and remaining contractual maturity of the agreements |
|
|
|
Average interest rate |
|
|
Up to 30 days |
|
|
30-90 days |
|
|
Over 90 days |
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities sold under repurchase agreements |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate equity |
|
|
12.22 |
% |
|
$ |
64,877 |
|
|
$ |
2,956 |
|
|
$ |
- |
|
|
$ |
67,833 |
|
Corporate debt |
|
|
10.66 |
% |
|
|
4,513 |
|
|
|
- |
|
|
|
- |
|
|
|
4,513 |
|
Non-US sovereign debt |
|
|
8.68 |
% |
|
|
5,232 |
|
|
|
- |
|
|
|
- |
|
|
|
5,232 |
|
Total securities sold under repurchase agreements |
|
|
|
|
|
$ |
74,622 |
|
|
$ |
2,956 |
|
|
$ |
- |
|
|
$ |
77,578 |
|
|
|
March 31, 2018 (Recast) |
|
|
|
Interest rate and remaining contractual maturity of the agreements |
|
|
|
Average interest rate |
|
|
Overnight and continuous |
|
|
Up to 30 days |
|
|
30-90 days |
|
|
Total |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Securities sold under repurchase agreements |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate equity |
|
|
12.04 |
% |
|
$ |
109,821 |
|
|
$ |
8,961 |
|
|
$ |
7,148 |
|
|
$ |
125,930 |
|
Corporate debt |
|
|
10.64 |
% |
|
|
24,257 |
|
|
|
2,023 |
|
|
|
- |
|
|
|
26,280 |
|
Non-US sovereign debt |
|
|
8.54 |
% |
|
|
2,565 |
|
|
|
- |
|
|
|
- |
|
|
|
2,565 |
|
Total securities sold under repurchase agreements |
|
|
|
|
|
$ |
136,643 |
|
|
$ |
10,984 |
|
|
$ |
7,148 |
|
|
$ |
154,775 |
|
|