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There are generally several ways to locate information:The best would be to contact your old employers. Due to mergers, bankruptcies, relocations, etc., it often is hard to located a former employer. If so - try to locate an old 401k plan statement to see if it contains contacts of the plan administrator - it might be a different financial company.You may also contact several former employees and verify if they still have any records that will help you locate the administrative firm.Most plans are required to file an annual "Form 5500." You can search these 5500's on some sites - for instance - http://freeerisa.benefitspro.com/ The Form 5500 should have contact information.Check with The National Registry of Unclaimed Retirement Benefits and verify if you are listed as a missing participant. The registry is a nationwide database of abandoned or forgotten retirement plan accounts - https://www.unclaimedretirementbenefits.com/
The Pension Benefit Guaranty Corporation (PBGC) is a federal agency created by the Employee Retirement Income Security Act of 1974 (ERISA) to protect pension benefits in private-sector defined benefit plans - the kind that typically pay a set monthly amount at retirement. If your plan ends (this is called "plan termination") without sufficient money to pay all benefits, PBGC's insurance program will pay you the benefit provided by your pension plan up to the limits set by law. (Most people receive the full benefit they had earned before the plan terminated.) PBGC provides search for lost pension plans - http://www.pbgc.gov/wr/trusteed/plans.html
Let me know if you need any help.
Since 401(k)s could have been managed by either a trust company, a bank, or even by your own employer, it could be impossible to locate the plan you participated in, especially if it was managed by your company itself.
As LEV noted, each plan is required to file Form 5500 with the IRS, but if you don't know the name of the plan, it will be impossible to find it,
The government does not keep or track private retirement accounts; that is your responsibility as the privacy freaks have made sure that the government stays out of that business as much as possible.
If your funds were rolled over to an IRA, then each year you have an IRA, the trustee is supposed to report the year-end balance to the IRS on Form 5498. You might check with the IRS(NNN) NNN-NNNNand see if someone has been sending this form to the IRS each year. You might not have received a copy because the trustee has an incorrect address, but at the IRS, these are kept by your SSN. So call them and see if there are any unknown Forms 5498 in your account.
Generally, if your company managed the 401(k), they likely transferred any balances to a private company before they closed.
Your last statements from this account should give you some clue as to where to start looking.