Dynamic Diversified Allocation Fund

As of 31.12.2021

Portfolio Construction Guidelines 1

Additional Fund Information

Inception Date: 06/30/2015
ISIN: LU0874273070
Bloomberg Symbol: WBSDDJU LX
Valoren Number: 20428805
WKN Number: A1KBKE
Lipper: 68192395
Total Expense Ratio: 0.80%

Fund Statistics

Total Net Assets ($Million): $840

Fund Exposures

Europe (ex-U.K.)  0.4%
U.K.  6.9%
Asia Developed  5.3%
U.S.  10.0%
Canada  0.5%
Emerging  12.4%

Fixed Income
 Developed (ex -U.S)3  -2.7%
 U.S.3  9.1%
Emerging  10.1%

Cash & Other 2  48.0%

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) -5.4%
Switzerland Franc (CHF) -4.8%
Great Britain Pound (GBP) 0.0%
Other Europe 0.5%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -19.2%
U.S. Dollar (USD) -15.3%
Canada Dollar (CAD) -8.8%
Other Americas 27.6%
Japan Yen (JPY) 7.1%
China Yuan (CNY) 0.0%
Asia (Excluding JPY and CNY) 14.5%
Other 3.9%

Select Exposures4
Russian Ruble (RUB) 9.9%
Brazilian Real (BRL) 11.6%
Colombian Peso (COP) 7.1%

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.