Sylvia P. Horstmann

Sylvia Horstmann

PORTFOLIO MANAGER, OVERLAY SERVICES

Strategy Spotlight: Incrementing – intra-month target weights to reflect reality

December 2016
Many factors can cause a portfolio to deviate from strategic asset allocation (SAA). The paper discusses incrementing the SAA using an overlay program.

Strategy Spotlight: Hedging the risk of lump sum distributions

July 2015
Using an overlay hedge during lump sum distributions can help DB sponsors minimize their market risk while providing better outcomes to plan beneficiaries.