Breadcrumb Home INTERACTIVE February 22, 2021 03:58 PM By the Numbers for February 2021 Aaron M. Cunningham Tweet Share Share Email More Reprints Print Pension risk transfer activity Annual volume by category (billions) Most recent transactions (millions) TypeSponsorDateAssets Deutsche BankFeb. 16$783 Baxter InternationalFeb. 11$252 Mowlem (1993) Pension SchemeFeb. 9$206 DowFeb. 8$700 KemperFeb. 2$205 KemperFeb. 2$117 Aberdeen City Council Transport FundJan. 27$315 Lockheed MartinJan. 26$1,400 Lockheed MartinJan. 26$793 WeyerhaeuserJan. 26$765 Evonik IndustriesJan. 19$738 Evonik IndustriesJan. 19$93 Marie CurieJan. 14$41 For details on all recent pension risk transfers, clickhere. Monthly corporate funding ratio Trailing 12-month returns by asset class 20202021 JuneJulyAugustSeptemberOctoberNovemberDecemberJanuary BB U.S. Agg 8.7%S&P 500 12.0%S&P 500 21.9%S&P 500 15.1%S&P 500 9.7%S&P 500 17.5%Russell 2000 20.0%Russell 2000 30.2% S&P 500 7.5%BB U.S. Agg 10.1%MSCI EM 16.5%MSCI EM 10.4%BB U.S. Agg. 6.2%MSCI EM 15.0%S&P 500 18.4%MSCI EM 27.9% MSCI EM 2.1%MSCI EM 7.2%MSCI ACWI ex-U.S. 8.3%BB U.S. Agg 7.0%Global ex-U.S. fixed income 5.0%Russell 2000 13.6%MSCI EM 16.3%S&P 500 17.2% Cash 1.7%Global ex-U.S. fixed income 5.9%BB U.S. Agg 6.5%Global ex-U.S. fixed income 5.5%MSCI EM 4.9%MSCI ACWI ex-U.S. 9.5%MSCI ACWI ex-U.S. 10.7%MSCI ACWI 14.0% Global ex-U.S. fixed income 0.7%High Yield 4.1%Russell 2000 6.0%High Yield 3.3%High Yield 3.5%Global ex-U.S. fixed income 8.9%Global ex-U.S. fixed income 10.1%Global ex-U.S. fixed income 8.2% High Yield 0.0%Cash 1.5%High Yield 4.7%MSCI ACWI ex-U.S. 3.0%Cash 0.9%BB U.S. Agg 7.3%BB U.S. Agg 7.5%High Yield 7.4% MSCI ACWI ex-U.S. -4.8%MSCI ACWI ex-U.S. 0.7%Global ex-U.S. fixed income 4.6%Cash 1.1%Russell 2000 -0.1%High Yield 7.2%High Yield 7.1%BB U.S. Agg 4.7%% Russell 2000 -6.6%Russell 2000 -4.6%Cash 1.3%Russell 2000 0.4%MSCI ACWI ex-U.S. -2.6%Cash 0.8%Cash 0.7%Cash 0.6% Real Estate -15.5%Real Estate -13.2%Real Estate -12.0%Real Estate -16.6%Real Estate -21.5%Real Estate -10.5%Real Estate -9.2%Real estate -9.8% Commodities' turbulent ride Bloomberg Total Return Commodity index WTI Crude price per barrel Largest weightings in the Bloomberg Commodity index Sources: P&I Research Center; NISA Investment Advisors; Bloomberg LP Recommended for You S&P 500 Energy index shows strength Graphic: Sell-off makes stock valuations more attractive Stay-at-home stocks fizzle Sponsored Content: OCIO, Anchor in Rough Seas Reader Poll May 23, 2022 In the wake of Allianz Global Investors fallout, would you hire a manager that uses derivatives as part of its strategy? SEE MORE POLLS > Sponsored White Papers Crossroads: Politics, Inflation, & Bonds Credit Indices: Closing the Fixed Income Evolutionary Gap Forever in Style: Benchmarking with the Morningstar® Broad Style Indexes℠Q2 2022 Credit Outlook: Carry On Leverage does not equal risk Is there a mid-cap gap in your DC plan? View More Sponsored Content Partner Content The Industrialization of ESG Investment For institutional investors, ETFs can make meeting liquidity needs easier Gold: the most effective commodity investment 2021 Investment Outlook | Investing Beyond the Pandemic: A Reset for Portfolios Ten ways retirement plan professionals add value to plan sponsors Gold: an efficient hedge View More