Dynamic Diversified Allocation Fund

As of 30.09.2020

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): $584

Fund Exposures

Europe (ex-U.K.)  -1.0%
U.K.  7.9%
Asia Developed  6.1%
U.S.  7.2%
Canada  0.6%
Emerging  9.9%

Fixed Income
 Developed (ex -U.S)3  1.5%
 U.S.3  17.8%
Emerging  9.4%

Unencumbered Cash 2  23.5%

Credit Detail
European Investment Grade Spread  3.5%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.8%
U.S. High Yield Spread  1.5%

Active Currency
Euro (EUR) -4.2%
Switzerland Franc (CHF) -5.9%
Great Britain Pound (GBP) 3.4%
Other Europe -0.8%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -13.1%
U.S. Dollar (USD) -10.7%
Canada Dollar (CAD) -0.8%
Other Americas 16.9%
Japan Yen (JPY) 6.8%
China Yuan (CNY) -5.9%
Asia (Excluding JPY and CNY) 5.2%
Other 9.3%

Select Exposures4
Russian Ruble (RUB) 5.1%
Mesxican Peso (MXN) 5.9%
Turkish Lira (TRY) 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.