Dynamic Diversified Allocation Fund

As of 30.04.2020

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.)  3.1%
U.K.  6.4%
Asia Developed  2.9%
U.S.  7.7%
Canada  0.6%
Emerging  2.5%

Fixed Income
 Developed (ex -U.S)3  8.2%
 U.S.3  18.4%
Emerging  9.1%

Unencumbered Cash 2  18.0%

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) -1.0%
Switzerland Franc (CHF) -5.1%
Great Britain Pound (GBP) 6.8%
Other Europe 7.1%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -11.4%
U.S. Dollar (USD) 1.5%
Canada Dollar (CAD) 0.0%
Other Americas 7.2%
Japan Yen (JPY) 5.1%
China Yuan (CNY) -4.2%
Asia (Excluding JPY and CNY) -6.4%
Other 0.5%

Select Exposures4
Israeli Shekel (ILS) -5.9%
Korean Won (KRW) -4.0%
Thai Baht (THB) -6.0%

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.