Counterparty Risk (Tables)

3 Months Ended

Mar. 31, 2014

% 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 $1.37 billion in collateral for various reverse repurchase agreements as of March 31, 2014. In addition to the below, unencumbered investments, on a settlement date basis, of approximately $131.1 million were held in custody at the Bank of New York Mellon Corporation.



Dealer		% of Total Collateral on Reverse Repurchase Agreements
Royal Bank of Canada		17%
Deutsche Bank		16%

% 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 March 31, 2014:



Dealer		% of Total Due from Brokers
Citigroup		33%
Morgan Stanley		30%
J.P. Morgan Securities Inc.		24%

% 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 March 31, 2014:



Dealer		% of Total Receivable for Securities Sold
Goldman, Sachs & Co.		24%
Morgan Stanley		16%
Wells Fargo Securities		16%