Dynamic Diversified Allocation Fund

select
As of 31.03.2022

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         
Total Expense Ratio: 1.25%

Fund Statistics

 
 
Total Net Assets ($Million): $800

Fund Exposures

Equity
35.3%
Europe (ex-U.K.)  5.1%
U.K.  6.3%
Asia Developed  5.2%
U.S.  9.1%
Canada  0.3%
Emerging  9.3%

Fixed Income
25.0%
 Developed (ex -U.S)3  6.3%
 U.S.3  9.1%
Emerging  9.6%

Cash
Cash & Other 2  39.7%

Credit Detail
European Investment Grade Spread  3.1%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  8.1%
U.S. High Yield Spread  1.5%

Active Currency
Euro (EUR) -8.8%
Switzerland Franc (CHF) -4.8%
Great Britain Pound (GBP) -3.3%
Other Europe 2.2%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -17.2%
U.S. Dollar (USD) -1.6%
Canada Dollar (CAD) -8.8%
Other Americas 27.4%
Japan Yen (JPY) 8.8%
China Yuan (CNY) -4.3%
Asia (Excluding JPY and CNY) 16.1%
Other -5.8%

Select Exposures4
Russian Ruble (RUB) -7.4%
Brazilian Real (BRL) 9.9%
Colombian Peso (COP) 8.6%

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.