F.118.b Private Pension Funds Defined Benefit Plans
Billions of dollars; quarterly figures are seasonally adjusted annual rates
Description Series code 2018 2019 2019 Q1 2019 Q2 2019 Q3 2019 Q4 2020 Q1 2020 Q2 2020 Q3 Line
Private defined benefit pension funds; total financial assets (1) FA574090045 -26.5 -30.7 -21.1 -24.4 -32.2 -45.3 -45.3 -45.3 -45.3 1
Private defined benefit pension funds; checkable deposits and currency; asset FA573020043 -0.9 -0.2 -0.3 0.7 -0.5 -0.5 0.2 -0.5 -0.4 2
Private defined benefit pension funds; total time and savings deposits; asset FA573030043 -5.2 -0.3 -0.7 1.4 -1.1 -1.0 0.4 -1.0 -0.8 3
Private defined benefit pension funds; money market fund shares; asset FA573034043 -6.2 -0.4 -0.8 1.7 -1.3 -1.2 0.5 -1.3 -1.0 4
Private defined benefit pension funds; security repurchase agreements; asset FA572051043 -0.5 -0.0 -0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.1 5
Private defined benefit pension funds; debt securities; asset FA574022045 62.7 39.4 81.1 -167.4 130.1 114.0 -47.5 61.7 98.1 6
Private defined benefit pension funds; commercial paper; asset FA573069143 -5.7 -0.4 -0.8 1.6 -1.2 -1.1 0.4 -1.1 -0.9 7
Private defined benefit pension funds; Treasury securities; asset FA573061143 14.3 11.2 23.0 -47.4 36.9 32.3 -13.5 34.5 27.8 8
Private defined benefit pension funds; agency- and GSE-backed securities; asset FA573061743 7.0 5.9 12.1 -25.1 19.5 17.1 -7.1 -41.8 14.7 9
Private defined benefit pension funds; corporate and foreign bonds; asset FA573063043 47.0 22.7 46.7 -96.5 75.0 65.7 -27.4 70.1 56.5 10
Private defined benefit pension funds; total mortgages; asset FA573065043 -1.5 0.0 0.1 -0.1 0.1 0.1 -0.0 0.1 0.1 11
Private defined benefit pension funds; corporate equities; asset FA573064143 -75.8 -37.5 -77.2 159.4 -123.9 -108.5 45.3 -55.8 -93.4 12
Private defined benefit pension funds; mutual fund shares; asset FA573064243 -39.0 -15.1 -31.0 64.1 -49.8 -43.6 18.2 -46.6 -37.6 13
Private defined benefit pension funds; total miscellaneous assets FA573090045 40.0 -16.6 7.9 -84.3 14.4 -4.5 -62.3 -1.7 -10.2 14
Private defined benefit pension funds; unallocated insurance contracts; asset (2) FA573095405 2.7 0.9 1.9 -3.9 3.1 2.7 -1.1 2.9 2.3 15
Private defined benefit pension funds; pension fund contributions receivable; asset FA573074043 -36.5 -4.4 -9.0 18.6 -14.5 -12.7 5.3 -13.5 -10.9 16
Private defined benefit pension funds; claims of pension fund on sponsor; asset (3) FA573073005 80.1 -13.8 13.8 -96.4 23.8 3.8 -65.7 7.1 -3.1 17
Private defined benefit pension funds; unidentified miscellaneous assets FA573093043 -6.3 0.6 1.2 -2.5 2.0 1.7 -0.7 1.8 1.5 18
Private defined benefit pension funds; pension entitlements (total liabilities) FA574190043 -26.6 -30.8 -21.1 -24.4 -32.2 -45.3 -45.3 -45.3 -45.3 19

NOTES

  1. Includes claims on sponsor (i.e., unfunded pension entitlements).
  2. Includes products sold by life insurance companies, such as variable annuities and guaranteed investment contracts; series begins 1985:Q4.
  3. Unfunded defined benefit pension entitlements.
Last Update: December 10, 2020