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Public pension plans see continued rebound in May – Milliman - Pensions & Investments

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Funding ratios for the largest public pension plans in the U.S. continued to rebound in May after suffering the largest quarterly drop recorded by the Milliman 100 Public Pension Funding index.

Funding for public plans experienced an aggregate 2.68% investment return for the month, the second consecutive positive month after the first quarter's -10.81% return.

The aggregate deficit shrank to an estimated $1.547 trillion as of May 31 from $1.619 trillion as of April 30. The resulting funding ratio climbed significantly, to 71.3% as of May 31 from 69.8% as of April 30 and 66% at the end of March.

"Most sectors of the market continued their recovery in May, providing positive movement for public pensions," Ms. Sielman said in a news release announcing the results. "As the economy reopens across the U.S., plan sponsors will continue to monitor asset classes with delayed reporting so as to prepare for any remaining fall-out from Q1's market volatility."

May index results are available on Milliman's website.

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