Staff calculation using security-level data reported by insurers in Schedule D, compiled by and purchased from SP Global. For each security, Schedule D reports the year-end level. Q1-Q3 levels are estimated as a share of total separate account assets, which are reported quarterly. Revaluations are estimated using a price index. Transactions are calculated as the change in the level, less the revaluation. Data for the most recent ten years show no significant seasonality.
Last edited on: 11/18/2019