Credit Quality Breakdown

Short-Term Credit Quality
U.S. Treasury7.7%
U.S. Agency31.6%
Moody's P1/S&P A1+39.1%
Moody's P1/S&P A116.9%
Moody's P-2/S&P A-24.7%
Long-Term Credit Quality
U.S. Treasury7.7%
U.S. Agency31.6%
Moody's Aaa/Aa1/S&PAAA13.0%
Moody's Aa2/Aa3/S&P AA43.0%
Moody's A3/Baa1/S&P A-4.7%
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. Treasuries7.7%
Cash & Cash Equivalents11.8%
Agencies31.6%
Repurchase Agreements48.9%

Portfolio composition is as of March 31, 2022 and is subject to change. 

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