Counterparty Risk (Tables)

6 Months Ended

Jun. 30, 2013

% Of Total Collateral On Reverse Repurchase Agreements

The following table details the percentage of such collateral held by counterparties who hold greater than 15% of the aggregate $1.5 billion in collateral for various reverse repurchase agreements as of June 30, 2013. In addition to the below, unencumbered investments, on a settlement date basis, of approximately $146.3 million were held in custody at the Bank of New York Mellon Corporation.



Dealer		% of Total Collateral on Reverse Repurchase Agreements
Deutsche Bank		18%
Guggenheim Capital Markets		18%
Royal Bank of Canada		15%

% Of Total Deposits With Dealers Held As Collateral

The following table details the percentage of collateral amounts held by dealers who hold greater than 15% of the Company's Due from Broker, included as of June 30, 2013:



Dealer		% of Total Due from Broker
Morgan Stanley		33%

% Of Total Receivable For Securities Sold

The following table details the percentage of amounts held by dealers who hold greater than 15% of the Company's Receivable for securities sold as of June 30, 2013:



Dealer		% of Total Receivable for Securities Sold
Royal Bank of Scotland		36%
CS First Boston		30%
Bank of America		17%