Dynamic Diversified Allocation Fund

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As of 31.05.2021

Portfolio Construction Guidelines 1








Additional Fund Information

   
Inception Date: 03/26/2013
ISIN: LU0874269805
SEDOL: B8HBDP7
Bloomberg Symbol: WBSDDIU LX
Valoren Number: 20418653
WKN Number: A1KBJ2
Lipper: 68192086         

Fund Statistics

 
 
Total Net Assets ($Million): $780

Fund Exposures

Equity
41.7%
Europe (ex-U.K.)  4.0%
U.K.  8.0%
Asia Developed  6.0%
U.S.  10.7%
Canada  0.6%
Emerging  12.4%

Fixed Income
38.4%
 Developed (ex -U.S)3  11.6%
 U.S.3  13.6%
Emerging  13.2%

Cash
Unencumbered Cash 2  34.8%

Credit Detail
European Investment Grade Spread  3.5%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.5%
U.S. High Yield Spread  1.6%


Active Currency
Euro (EUR) -7.6%
Switzerland Franc (CHF) -4.6%
Great Britain Pound (GBP) 2.0%
Other Europe -2.0%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -16.7%
U.S. Dollar (USD) -10.2%
Canada Dollar (CAD) -5.9%
Other Americas 19.6%
Japan Yen (JPY) 6.8%
China Yuan (CNY) 0.0%
Asia (Excluding JPY and CNY) 12.5%
Other 6.1%

Select Exposures4
Russian Ruble (RUB) 8.5%
Brazilian Real (BRL) 8.5%
Colombian Peso (COP) 6.8%

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.