FOI reference - FOI-294
Date - 31 July 2024
Request
- Historical data on asset allocation by asset class at the sector level.
I have seen some of these data have been released as part of the Purple Book but I would be interested in (i) data going back further to (ideally) the 1960s, (ii) a more detailed split within asset classes (for instance a split within overseas equity between EU and non-EU, USD denominated etc.), (iii) asset allocation conditional on funding status (for the period post 2008). I am happy to provide a list of the categories I am looking for. I have seen some of these data in the Purple Book but it would be great to have the somewhat more detailed splits as well as one harmonised data set for a longer horizon.
- Historical balance sheet data at the fund level, in particular a detailed overview of equity investment at the fund level.
I am aware that this data has been requested under FOI before and that you were not able to provide it. I was hoping there might be room to share this data for academic research purposes based on a data sharing agreement (I have a similar data sharing agreement with the ONS).
Response
I confirm that we do not hold the information you have requested. We can however supply aggregated scheme data by asset classes. Please note for overseas equity we do not hold data on further country breakdowns. We do not hold data with detailed asset allocation breakdowns prior to 2024, and therefore cannot provide any historical data. We could share this data by funding levels, for example, ranges of assets to technical provisions liabilities. If you would be interested in this data, then please let us know which categories you are interested in.