Counterparty Risk (Tables)

9 Months Ended

Sep. 30, 2015

% 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 $1.56 billion in collateral for various reverse repurchase agreements as of September 30, 2015. In addition to the below, unencumbered investments, on a settlement date basis, of approximately $105.0 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		27%

% 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, 2015:



Dealer		% of Total Due from Brokers
Wells Fargo Bank N.A.		28%
J.P. Morgan Securities Inc.		19%

% 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, 2015:



Dealer		% of Total Receivable for Securities Sold
CS First Boston		20%

Schedule of Cash and Cash Equivalents [Table Text Block]

In addition the Company held cash and cash equivalents of $139.4 million and $114.1 million as of September 30, 2015 and December 31, 2014, respectively. The below table details the concentration of cash and cash equivalents held by each counterparty:



	As of
Counterparty	September 30, 2015	December 31, 2014
Bank of New York Mellon Corporation	64%	11%
BlackRock Liquidity TempFund	36%	88%
US Bank	—%	1%