FOI reference - FOI-214
Date 24 January 2024
Request
We are interested to know what the distribution of asset allocations are across DB pension scheme’s within different maturity and covenant groups.
As at 31 March 2021 and 31 March 2022, for each of the four maturity classes (less than 25%, 25% to 50%, 50% to 75% and greater than 75% as a % of pensioners to s179 liabilities), please could you provide the following:
- total liabilities (TPs and buy-in)
- average funding level (TPs and buy-in)
- allocation of investments based on the categories available in the Scheme return for that year
Please can you overlay covenant group to the above for each of the four categories (Strong, Tending to strong, Tending to weak and Weak) to split out the above information for each covenant group.
Please find attached a spreadsheet with the desired format for completion with preferable scheme size buckets.
If data is also available for 31 March 2023, please can you provide the data request for this date too.
Response
Following a search of our paper and electronic records, I have established that we do not hold the information you have requested.