| Schedule of securities under repurchase agreement obligations |
As of September 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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September 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 |
16.73 |
% |
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$ |
1,974,635 |
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$ |
95,806 |
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$ |
2,070,441 |
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| Corporate debt |
16.17 |
% |
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679,666 |
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— |
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679,666 |
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| US sovereign debt |
1.92 |
% |
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3,766 |
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— |
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3,766 |
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| Total securities sold under repurchase agreements |
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$ |
2,658,067
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$ |
95,806
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$ |
2,753,873
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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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