NOTICE: 2019 Capital Gains Available. View PDF here.

Credit Quality Breakdown

Short-Term Credit Quality
U.S. Treasury13.5%
U.S. Agency34.2%
Moody's P1/S&P A1+37.7%
Moody's P1/S&P A110.1%
Moody's P-2/S&P A-24.5%
Long-Term Credit Quality
U.S. Treasury13.5%
U.S. Agency34.2%
Moody's Aaa/Aa1/S&P AAA/AA+12.3%
Moody's Aa2/Aa3/S&P AA/AA-25.4%
Moody's A1/A2/S&P A+/A10.1%
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

Repurchase Agreements40.0%
Agencies34.2%
Cash Equivalents12.3%
U.S. Treasuries13.5%

Portfolio composition is as of March 31, 2020 and is subject to change. 

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