Credit Quality Breakdown

Short-Term Credit Quality
U.S. Treasury2.7%
U.S. Agency29.9%
Moody's P1/S&P A1+50.4%
Moody's P1/S&P A112.5%
Moody's P-2/S&P A-24.5%
Long-Term Credit Quality
U.S. Treasury2.7%
U.S. Agency29.9%
Moody's Aaa/Aa1/S&P AAA/AA+22.1%
Moody's Aa2/Aa3/S&P AA/AA-28.3%
Moody's A1/A2/S&P A+/A12.5%
Moody's A3/Baa1/S&P A-/BBB+4.5%
The above credit quality ratings are derived from the underlying securities of the portfolio, and are rated by Moody’s. If a rating from Moody’s is unavailable, S&P’s rating is used. If neither Moody’s nor S&P ratings are available, Fitch’s rating is used. Ratings may apply to issuer, counterparty parent or guarantor.

Composition By Security Type

U.S. Treasuries2.7%
Cash & Cash Equivalents22.1%
Agencies29.9%
Repurchase Agreements45.3%

Portfolio composition is as of September 30, 2021 and is subject to change. 

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