Counterparty Risk (Tables)

3 Months Ended

Mar. 31, 2016

Schedule Of Percentage Of Total Collateral On Reverse Repurchase Agreements [Table Text Block]

The following table details the percentage of such collateral held by counterparties who hold greater than 15% of the aggregate $1.33 billion in collateral for various reverse repurchase agreements as of March 31, 2016. In addition to the below, unencumbered investments, on a settlement date basis, of approximately $73.6 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		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, 2016:



Dealer		% of Total Due from Brokers
J.P. Morgan Securities Inc.		39%
Morgan Stanley		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 March 31, 2016:



Dealer		% of Total Receivable for Securities Sold
CS First Boston		29%

Schedule of Cash and Cash Equivalents [Table Text Block]

In addition, the Company held cash and cash equivalents of $142.1 million and $183.9 million as of March 31, 2016 and December 31, 2015, respectively. The below table details the concentration of cash and cash equivalents held by each counterparty:



	As of
Counterparty	March 31, 2016	December 31, 2015
Bank of New York Mellon Corporation	65%	13%
BlackRock Liquidity TempFund	35%	54%
J.P. Morgan US Dollar Liquidity Fund	—%	27%
J.P. Morgan US Treasury Plus Premier Fund	—%	6%