Counterparty Risk (Tables)

9 Months Ended

Sep. 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 $1.6 billion in collateral for various reverse repurchase agreements as of September 30, 2013. In addition to the below, unencumbered investments, on a settlement date basis, of approximately $88.4 million were held in custody at the Bank of New York Mellon Corporation.



Dealer		% of Total Collateral on Reverse Repurchase Agreements
Deutsche Bank		18%

% 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 Brokers, included as of September 30, 2013:



Dealer		% of Total Due from Brokers
Citigroup		38%
J.P. Morgan Securities Inc.		19%
Morgan Stanley		15%

% 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 September 30, 2013:



Dealer		% of Total Receivable for Securities Sold
Credit Suisse First Boston LLC		26%
Morgan Stanley		25%