F.118.b Private Pension Funds Defined Benefit Plans
Billions of dollars; quarterly figures are seasonally adjusted annual rates
Description Series code 2017 2018 2019 2020 2020 Q1 2020 Q2 2020 Q3 2020 Q4 2021 Q1 Line
Private defined benefit pension funds; total financial assets (1) FA574090045 -35.0 -26.5 -30.7 -45.3 -45.3 -45.3 -45.3 -45.3 -45.3 1
Private defined benefit pension funds; checkable deposits and currency; asset FA573020043 0.2 -0.9 -0.2 -0.4 0.2 -0.7 -0.5 -0.6 -0.3 2
Private defined benefit pension funds; total time and savings deposits; asset FA573030043 3.7 -5.2 -0.3 -0.9 0.4 -1.5 -1.2 -1.4 -0.7 3
Private defined benefit pension funds; money market fund shares; asset FA573034043 4.4 -6.2 -0.4 -1.1 0.5 -1.8 -1.4 -1.7 -0.8 4
Private defined benefit pension funds; security repurchase agreements; asset FA572051043 0.3 -0.5 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 5
Private defined benefit pension funds; debt securities; asset FA574022045 110.8 62.7 39.4 83.7 -47.5 110.9 108.5 162.8 42.5 6
Private defined benefit pension funds; commercial paper; asset FA573069143 4.0 -5.7 -0.4 -1.0 0.4 -1.6 -1.3 -1.5 -0.8 7
Private defined benefit pension funds; Treasury securities; asset FA573061143 34.9 14.3 11.2 30.1 -13.5 48.4 39.3 46.1 23.4 8
Private defined benefit pension funds; agency- and GSE-backed securities; asset FA573061743 18.9 7.0 5.9 0.9 -7.1 -34.4 20.8 24.4 12.4 9
Private defined benefit pension funds; corporate and foreign bonds; asset FA573063043 52.9 47.0 22.7 53.7 -27.4 98.5 49.8 93.8 7.6 10
Private defined benefit pension funds; total mortgages; asset FA573065043 1.7 -1.5 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 11
Private defined benefit pension funds; corporate equities; asset FA573064143 -89.3 -75.8 -37.5 -86.1 45.3 -102.7 -131.9 -155.0 -78.6 12
Private defined benefit pension funds; mutual fund shares; asset FA573064243 -27.4 -39.0 -15.1 -40.7 18.2 -65.4 -53.0 -62.3 -31.6 13
Private defined benefit pension funds; total miscellaneous assets FA573090045 -39.5 40.0 -16.6 0.2 -62.3 15.9 34.3 13.0 24.2 14
Private defined benefit pension funds; unallocated insurance contracts; asset (2) FA573095405 1.4 2.7 0.9 2.5 -1.1 4.0 3.3 3.8 1.9 15
Private defined benefit pension funds; pension fund contributions receivable; asset FA573074043 17.3 -36.5 -4.4 -11.8 5.3 -19.0 -15.4 -18.1 -9.2 16
Private defined benefit pension funds; claims of pension fund on sponsor; asset (3) FA573073005 -67.0 80.1 -13.8 7.9 -65.7 28.3 44.3 24.8 30.2 17
Private defined benefit pension funds; unidentified miscellaneous assets FA573093043 8.9 -6.3 0.6 1.6 -0.7 2.6 2.1 2.5 1.2 18
Private defined benefit pension funds; pension entitlements (total liabilities) FA574190043 -34.9 -26.6 -30.8 -45.3 -45.3 -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: June 10, 2021