NOTICE: 2020 Capital Gains Available. View PDF here.

Credit Quality Breakdown

Short-Term Credit Quality
U.S. Treasury20.0%
U.S. Agency39.4%
Moody's P1/S&P A1+29.3%
Moody's P1/S&P A16.3%
Moody's P-2/S&P A-25.0%
Long-Term Credit Quality
U.S. Treasury20.0%
U.S. Agency39.4%
Moody's Aaa/Aa1/S&P AAA/AA+18.6%
Moody's Aa2/Aa3/S&P AA/AA-11.8%
Moody's A1/A2/S&P A+/A5.3%
Moody's A3/Baa1/S&P A-/BBB+4.9%
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

Cash Equivalents17.5%
U.S. Treasuries20.0%
Repurchase Agreements23.1%
Agencies39.4%

Portfolio composition is as of September 30, 2020 and is subject to change. 

Show More