Year-end level estimated from DOL Employee Benefits Security Administration, Private Pension Plan Bulletin: Abstract of Form 5500 Annual Reports and DOL Form 5500 Direct Filing Entity Bulletin: Abstract of Form 5500 Annual Reports table 12, Defined Contribution, as Assets in Corporate Debt Instruments: Preferred and Corporate Debt Instruments: All Other (Excluding real estate and 403b plan assets). The level is then adjusted for plans whose fiscal years do not end on December 31 and to include plans with fewer than 100 participants. Data are available with a two-year lag. Series is converted to quarterly and estimated for quarters assuming constant transactions throughout the year. Capital gains are estimated based on the percent change in the Merrill Lynch U.S. Corporate Master par weighted price index (Bloomberg C0A0) applied to the previous quarter's level. The unadjusted transactions are the change in the level less capital gains, less other changes in volume. Data for the most recent ten years show no significant seasonality.
Last edited on: 02/12/2020