Risk Quantum - Corporates and funds
Corporates and funds
Risk Quantum monitors the ten largest US companies and ten largest European companies by revenue, as identified by Fortune 500. The use of financial instruments by corporates for hedging purposes and the application of hedge accounting within their financial results are tracked. Data are gathered from periodic financial results and regulatory filings.
Ten of the largest fixed income funds in the US by assets, as measured by Thomson Reuters Lipper, are also monitored. No more than two funds from a single asset manager are incorporated in the tracked list to ensure a diversity of funds are represented. Fund articles will focus on asset allocation changes, derivatives usage, and derivatives counterparty changes as disclosed in each funds’ annual and semi-annual reports and Securities and Exchange Commission filings. The list will be updated periodically to maintain coverage of the largest funds by assets.
Metropolitan West Total Return Bond Fund
Pimco Income Fund
Pimco Total Return Fund
Vanguard Total Bond Market Index Fund