Overlay AUM
$4.8B
Multi-currency
Overlay Return YTD
+84 bps
vs benchmark -12 bps
Avg Hedge Ratio
72%
Policy: 50–90%
Active Contracts
142
$2.4B notional
EURExposure: $1840M
Hedged: $1380M
GBPExposure: $840M
Hedged: $588M
JPYExposure: $480M
Hedged: $432M
CHFExposure: $320M
Hedged: $160M
CADExposure: $240M
Hedged: $144M
AUDExposure: $180M
Hedged: $90M