By the Numbers for February 2021

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
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