I'm reading Piterbarg paper, "Funding beyond discounting: collateral agreements and derivatives pricing." and have a question about equation $(6)$. There he says that for a derivative we have
$$E_t[dV_t]=(r_F(t)V(t)-(r_F(t)-r_C(t))C(t))dt = (r_F(t)V(t)-s_F(t)C(t))dt$$
where $C(t)$ amount in collateral, $r_F$ short rate for unsecured funding, $r_C$ the short rate for risk free rate which corresponds to the safest available collateral, cash and $s_F(t)$ is the funding spread $r_F-r_C$. Why is the above first formula for the expected change in the derivative true?