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  2. INTERACTIVE
May 18, 2021 03:00 PM

By the Numbers for May 2021

Larry Rothman
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    Pension risk transfer activity
    Annual volume by category (billions)
     
    Most recent transactions (millions)
    TypeSponsorDateAssets
    ICL Group Pension PlanMay 13$5,100
    Nortel Networks UK Pension TrustMay 11$145
    Archer Daniels MidlandApril 29$700
    ArconicApril 28$1,000
    Association of British Insurers Pension & Assurance SchemeApril 7$36
    General MotorsApril 7$1,400
    J.C. PenneyApril 1$2,800
    Centrus EnergyMarch 19$30
    AXAMarch 18$4,100
    Civil Aviation Authority Pension SchemeMarch 10$152
    ReachMarch 1$168
    GreifMarch 1$100
    For details on all recent pension risk transfers, click here.
    Monthly corporate funding ratio
    Trailing 12-month returns by asset class
    20202021
    SeptemberOctoberNovemberDecemberJanuaryFebruaryMarchApril
    S&P 500
    15.1%
    S&P 500
    9.7%
    S&P 500
    17.5%
    Russell 2000 20.0%Russell 2000 30.2%Russell 2000
    51.0%
    Russell 2000
    94.8%
    Russell 2000
    74.9%
    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 36.0%MSCI EM
    58.4%
    MSCI EM
    48.7%
    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%
    S&P 500
    31.3%
    S&P 500
    56.4%
    S&P 500
    46.0%
    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%MSCI ACWI ex-U.S. 26.2%MSCI ACWI ex-U.S.
    49.4%
    MSCI ACWI ex-U.S.
    43.0%
    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 9.40%Real Estate
    34.4%
    Real Estate
    32.6%
    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%Global ex-U.S. fixed income 6.3%High Yield
    23.7%
    High Yield
    19.7%
    Cash
    1.1%
    Russell 2000 -0.1%High Yield 7.2%High Yield 7.1%BB U.S. Agg 4.7%Real Estate 1.6%Global ex-U.S. fixed income
    7.2%
    Global ex-U.S. fixed income
    6.7%
    Russell 2000 0.4%MSCI ACWI ex-U.S. -2.6%Cash
    0.8%
    Cash
    0.7%
    Cash
    0.6%
    BB U.S.  Agg 1.4%BB U.S. Agg
    0.7%
    Cash
    0.1%
    Real Estate -16.6%Real Estate -21.5%Real Estate -10.5%Real Estate -9.2%Real estate -9.8%Cash
    0.4%
    Cash
    0.1%
    BB U.S. Agg
    -0.3%
    A closer look at the 100 largest public U.S. corporate defined benefit plans
    Change in average asset allocation
    Change in average assumed rate of return
    Distribution of assumed rates of return
    Sources: P&I Research Center; NISA Investment Advisors; Bloomberg LP; company reports
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