Dynamic Diversified Allocation Fund

As of 29.02.2020

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

Fund Statistics

Total Net Assets ($Million): $71

Fund Exposures

Europe (ex-U.K.)  0.5%
U.K.  8.6%
Asia Developed  1.1%
U.S.  7.3%
Canada  0.3%
Emerging  4.4%

Fixed Income
 Developed (ex -U.S)3  8.1%
 U.S.3  14.5%
Emerging  5.7%

Unencumbered Cash 2  25.5%

Credit Detail
European Investment Grade Spread  3.6%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.5%
U.S. High Yield Spread  0.6%

Active Currency
Euro (EUR) -6.1%
Switzerland Franc (CHF) -6.8%
Great Britain Pound (GBP) 6.8%
Other Europe 10.5%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -13.5%
U.S. Dollar (USD) -5.0%
Canada Dollar (CAD) 0.0%
Other Americas 12.7%
Japan Yen (JPY) 6.8%
China Yuan (CNY) -4.2%
Asia (Excluding JPY and CNY) -2.6%
Other 1.4%

Select Exposures4
Norwegian Krone (NOK) 6.8%
Mexican Peso (MXN) 5.4%
Columbian Peso (COP) 3.4%

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.