Luciano Cohan

This dataset contains the monthly asset composition of the pension savings funds managed by Uruguayan AFAPs, published by the Central Bank of Uruguay. For each sub-fund and each AFAP (SURA, Integración, República, Itaú), as well as for the system as a whole, the dataset reports the percentage composition of assets by regulatory instrument category (literals D. Transitional, A, B, C, D, and F), broken down by instrument type and currency. Literal A groups Uruguayan sovereign debt (the largest allocation), Literal B investment funds and equities, Literal C bank deposits, Literal D non-sovereign corporate and domestic debt, and Literal F foreign investments. The dataset also includes absolute amounts in Uruguayan pesos for total assets, the special reserve, and the net sub-fund (for regulated sub-funds), along with the percentage share of each AFAP in the total system. The Literal A is broken down into the specific instruments with a participation equal to or greater than 2% of the sub-fund's assets, allowing identification of concentration in government bonds, monetary regulation bills, and peso-denominated notes.

Date

AFAP

Currency

Instrument

Instrument type

Literal

Subfund

Asset Composition of Pension Savings Funds (AFAPs)

Banco Central del Uruguay (BCU)

Alphacast

Amount

Composition