Dynamic Diversified Allocation Fund

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As of 31.08.2019

Portfolio Construction Guidelines 1








Additional Fund Information

   
Inception Date: 06/30/2015
ISIN: LU0874273070
SEDOL: B98BH95
Bloomberg Symbol: WBSDDJU LX
Valoren Number: 20428805
WKN Number: A1KBKE
Lipper: 68192395

Fund Statistics

 
 
Total Net Assets ($Million): $68

Fund Exposures

Equity
24.4%
Europe (ex-U.K.)  7.7%
U.K.  0.4%
Asia Developed  3.7%
U.S.  7.6%
Canada  -2.7%
Emerging  7.7%

Fixed Income
30.7%
 Developed (ex -U.S)3  6.7%
 U.S.3  22.0%
Emerging  2.0%

Cash
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)  -5.2%
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)  -4.0%
Canada Dollar (CAD)  0.0%
Other Americas 11.0%
Japan Yen (JPY)  7.6%
China Yuan (CNY)  -1.7%
Asia (ex-JPY and CNY) -1.8%
Other  7.3%

Select Exposures4
Turkish Lira (TRY) 4.2%
Philippine Peso (PHP) 8.4%
Swedish Krona (SEK) 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.