Level from ICI by subscription, Quarterly Long-Term Mutual Fund Asset Composition report, calculated as the sum of long-term US government securities plus short term government securities. Capital gains estimated using the change in the Merrill Lynch Treasury master par weighted price index applied to the long term Treasury security share of US Government securities plus capital gains of long term agency- and GSE-backed securities estimated using the change in the Merrill Lynch Agency master par weighted price index applied to the agency share. Data for the most recent quarter estimated as the previous level plus capital gains estimated from price indexes plus an estimate of short term transactions plus an estimate for quarterly long term transactions. Series includes variable annuity long term mutual funds. Data for the last ten years show no significant seasonality.
Last edited on: 06/07/2016