Dynamic Diversified Allocation Fund

As of 30.06.2020

Portfolio Construction Guidelines 1

Additional Fund Information

Inception Date: 03/26/2013
ISIN: LU0874269805
Bloomberg Symbol: WBSDDIU LX
Valoren Number: 20418653
WKN Number: A1KBJ2
Lipper: 68192086         

Fund Statistics

Total Net Assets ($Million): $79

Fund Exposures

Europe (ex-U.K.)  -1.0%
U.K.  6.3%
Asia Developed  3.7%
U.S.  7.7%
Canada  0.6%
Emerging  2.5%

Fixed Income
 Developed (ex -U.S)3  4.6%
 U.S.3  18.3%
Emerging  9.1%

Unencumbered Cash 2  21.1%

Credit Detail
European Investment Grade Spread  3.4%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.3%
U.S. High Yield Spread  1.4%

Active Currency
Euro (EUR) -2.7%
Switzerland Franc (CHF) -5.1%
Great Britain Pound (GBP) 5.1%
Other Europe 9.7%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -11.4%
U.S. Dollar (USD) -3.6%
Canada Dollar (CAD) -0.8%
Other Americas 12.3%
Japan Yen (JPY) 3.4%
China Yuan (CNY) -5.9%
Asia (Excluding JPY and CNY) -4.7%
Other 3.8%

Select Exposures4
Norway Krone (NOK) 5.9%
Mesxican Peso (MXN) 4.1%
Turkish Lira (TRY) 4.2%

1 With respect to Portfolio Construction Guidelines, holding allocations are not expected to fall below lower expectation band more frequently than 10% of the trading days based on daily value of Fund; similarly, holding allocations are not expected to exceed upper expectation band more frequently than 10% of trading days based on daily value of Fund. The “Base Currency” portfolio guideline refers to the base currency in which an individual invests in the Fund.
2 Unencumbered cash is residual cash and equivalents.
3 Reflected as 10-year exposures
4 Select currency exposures by largest expected contribution to portfolio risk.