Series analyzer for FL343061723.Q

Federal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset

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Beginning 2001:Q4, annual market value level is benchmarked as a percentage of the Thrift Savings Plan (TSP) F Fund total assets. Quarterly unadjusted transactions are a percentage of unpublished TSP F fund net purchases data. Quarterly capital gains are estimated using the change in the Merrill Lynch Agency master par weighted price index. Non-benchmark quarterly levels are the previous level, plus the quarterly unadjusted transactions, plus quarterly capital gains. The agency- and GSE-backed securities percentage of the TSP F fund is the share of investments in mortgage-backed securities guaranteed by GNMA FNMA and FHLMC and agency securities, as reported in the notes accompanying the TSP annual financial statements. Annual share is linearly interpolated to obtain quarterly estimates. Data for the most recent ten years show no significant seasonality.

Last edited on: 09/19/2017
Derived from:
FOF CodeDescription
+ FL343061723.QFederal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset
+ FU343061723.QFederal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset
+ FR343061723.QFederal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset
+ FV343061723.QFederal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset

Used in:
FOF CodeDescription
+ FL344022025.QFederal government defined contribution retirement funds; debt securities; asset
+ FL344090055.QFederal government defined contribution retirement funds; total financial assets
+ FL343061705.QFederal government retirement funds; agency- and GSE-backed securities; asset
+ LM343061723.QFederal government retirement funds; agency- and GSE-backed securities held by Thrift Savings Plan; asset