Dynamic Diversified Allocation Fund

As of 30.09.2019

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): $67

Fund Exposures

Europe (ex-U.K.)  7.7%
U.K.  0.4%
Asia Developed  2.8%
U.S.  9.3%
Canada  -2.7%
Emerging  8.5%

Fixed Income
 Developed (ex -U.S)3  6.7%
 U.S.3  21.9%
Emerging  2.0%

Unencumbered Cash 2  23.6%

Credit Detail
European Investment Grade Spread  3.5%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.4%
U.S. High Yield Spread  0.6%

Active Currency
Euro (EUR)  -5.3%
Switzerland Franc (CHF) -7.6%
Great Britain Pound (GBP)  0.0%
Other Europe  7.1%
Australia Dollar (AUD)  -5.1%
New Zealand Dollar (NZD) -7.6%
U.S. Dollar (USD)  -3.9%
Canada Dollar (CAD)  0.0%
Other Americas 11.9%
Japan Yen (JPY)  5.1%
China Yuan (CNY)  -1.7%
Asia (ex-JPY and CNY) -0.2%
Other  7.3%

Select Exposures4
Turkish Lira (TRY) 5.1%
Mexican Peso (MXN) 5.4%
Columbian Peso (COP) 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.