Series analyzer for FU573064143.Q

Private defined benefit pension funds; corporate equities; asset

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Data Source

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 Benefit, as Preferred stock, Common Stock, Partnership/Joint Venture interests, and Employer Securities, plus a portion of Assets in common/collective trusts and Assets in master trusts, where the portion is estimated using DFE Table 2 and Table 12 (Excluding real estate). 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. The growth rate of the Milliman 100 Pension Funding Index market value of assets (adjusted for market gains of debt securities) is used to estimate total assets after benchmark years. Capital gains are estimated based on the percent change in the Dow Jones U.S. total stock market index (FOF series FI073164013) applied to the previous quarter's level. The unadjusted transactions are the change in the level less estimated capital gains. Data for the most recent ten years show no significant seasonality.

Derived from:
FOF CodeDescription
+ FA573064143.QPrivate defined benefit pension funds; corporate equities; asset
- FS573064143.QPrivate defined benefit pension funds; corporate equities; asset

Used in:
FOF CodeDescription
+ FU574090045.QPrivate defined benefit pension funds; total financial assets
+ FU573064105.QPrivate pension funds, including 403(b) plans; corporate equities; asset
- FU573073005.QPrivate defined benefit pension funds; claims of pension fund on sponsor; asset