SECURITIES REPURCHASE AGREEMENT OBLIGATIONS (Details) - USD ($)
|
Mar. 31, 2021 |
Mar. 31, 2020 |
| Remaining contractual maturity: up to 30 days |
$ 426,715,000
|
$ 48,204,000
|
| Remaining contractual maturity: 30 - 90 days |
0
|
0
|
| Remaining contractual maturity: Over 90 days |
0
|
0
|
| Total contractual maturity |
426,715,000
|
48,204,000
|
| Non-US sovereign debt |
|
|
| Remaining contractual maturity: up to 30 days |
229,812,000
|
11,519,000
|
| Remaining contractual maturity: 30 - 90 days |
0
|
0
|
| Remaining contractual maturity: Over 90 days |
0
|
0
|
| Total contractual maturity |
$ 229,812,000
|
$ 11,519,000
|
| Average interest rate |
9.28%
|
13.00%
|
| U.S. sovereign debt |
|
|
| Remaining contractual maturity: up to 30 days |
$ 1,809,000
|
|
| Remaining contractual maturity: 30 - 90 days |
0
|
|
| Remaining contractual maturity: Over 90 days |
0
|
|
| Total contractual maturity |
$ 1,809,000
|
|
| Average interest rate |
0.40%
|
|
| Corporate debt |
|
|
| Remaining contractual maturity: up to 30 days |
$ 189,337,000
|
$ 15,974,000
|
| Remaining contractual maturity: 30 - 90 days |
0
|
0
|
| Remaining contractual maturity: Over 90 days |
0
|
0
|
| Total contractual maturity |
$ 189,337,000
|
$ 15,974,000
|
| Average interest rate |
9.27%
|
13.27%
|
| Corporate equity |
|
|
| Remaining contractual maturity: up to 30 days |
$ 5,757,000
|
$ 20,711,000
|
| Remaining contractual maturity: 30 - 90 days |
0
|
0
|
| Remaining contractual maturity: Over 90 days |
0
|
0
|
| Total contractual maturity |
$ 5,757,000
|
$ 20,711,000
|
| Average interest rate |
3.78%
|
12.16%
|