exchange, the pricing services generally utilize market data and other observable inputs in matrix pricing models to determine month end prices. Observable inputs include benchmark yields, reported trades, broker-dealer quotes, issuer spreads, bids, offers, reference data and industry and economic events. Index pricing generally relies on market traders as the primary source for pricing; however, models are also utilized to provide prices for all index eligible securities. The models use a variety of observable inputs such as benchmark yields, transactional data, dealer runs, broker-dealer quotes and corporate actions. Prices are generally verified using third-party data. Securities which are priced by an index provider are generally included in the index. In general, broker-dealers value securities through their trading desks based on observable inputs. The methodologies include mapping securities based on trade data, bids or offers, observed spreads, and performance on newly issued securities. roker-dealers also determine valuations by observing secondary trading of similar securities. Prices obtained from broker quotations are considered non-binding, however they are based on observable inputs and by observing secondary trading of similar securities obtained from active and non-distressed markets. The Company considers these broker quotations to be Level 2 inputs as they are corroborated with other market observable inputs. The techniques generally used to determine the fair value of the Company’s fixed maturity investments are detailed below by asset class. U.S. Treasuries Level 1 - At December 1, 2021, the Company’s /.S. treasuries fixed maturity investments were primarily priced by pricing services and had a weighted average yield to maturity of 1.1 and a weighted average credit quality of AA (2020 - 0. and AA , respectively). When pricing these securities, the pricing services utilize daily data from many real time market sources, including active broker-dealers. Certain data sources are regularly reviewed for accuracy to attempt to ensure the most reliable price source is used for each issue and maturity date. Agencies Level 2 - At December 1, 2021, the Company’s agency fixed maturity investments had a weighted average yield to maturity of 1.2 and a weighted average credit quality of AA (2020 - 0.9 and AA , respectively). The issuers of the Company’s agency fixed maturity investments primarily consist of the Federal National 'ortgage Association, the Federal Home Loan 'ortgage Corporation and other agencies. Fixed maturity investments included in agencies are primarily priced by pricing services. When evaluating these securities, the pricing services gather information from market sources and integrate other observations from markets and sector news. Evaluations are updated by obtaining broker-dealer quotes and other market information including actual trade volumes, when available. The fair value of each security is individually computed using analytical models which incorporate option adjusted spreads and other daily interest rate data. Non-U.S. Government Level 2 - At December 1, 2021, the Company’s non-/.S. government fixed maturity investments had a weighted average yield to maturity of 1.2 and a weighted average credit quality of AA (2020 - 0. and AAA , respectively). The issuers of securities in this sector are non-/.S. governments and their respective agencies as well as supranational organizations. Securities held in these sectors are primarily priced by pricing services that employ proprietary discounted cash flow models to value the securities. Key quantitative inputs for these models are daily observed benchmark curves for treasury, swap and high issuance credits. The pricing services then apply a credit spread for each security which is developed by in- depth and real time market analysis. For securities in which trade volume is low, the pricing services utilize data from more frequently traded securities with similar attributes. These models may also be supplemented by daily market and credit research for international markets. Non-U.S. Government-backed Corporate Level 2 - At December 1, 2021, the Company’s non-/.S. government-backed corporate fixed maturity investments had a weighted average yield to maturity of 1. and a weighted average credit quality of AA (2020 - 1.0 and AA, respectively). Non-/.S. government-backed corporate fixed maturity investments are primarily priced by pricing services that employ proprietary discounted cash flow models to value the F-2