Dynamic Diversified Allocation Fund

As of 28.02.2021

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

Fund Statistics

Total Net Assets ($Million): $680

Fund Exposures

Europe (ex-U.K.)  0.7%
U.K.  8.0%
Asia Developed  6.2%
U.S.  11.2%
Canada  0.6%
Emerging  12.8%

Fixed Income
 Developed (ex -U.S)3  8.6%
 U.S.3  17.5%
Emerging  10.6%

Unencumbered Cash 2  38.3%

Credit Detail
European Investment Grade Spread  3.5%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  5.5%
U.S. High Yield Spread  1.5%

Active Currency
Euro (EUR) -5.1%
Switzerland Franc (CHF) -7.1%
Great Britain Pound (GBP) 4.1%
Other Europe -2.0%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -16.7%
U.S. Dollar (USD) -12.5%
Canada Dollar (CAD) -2.0%
Other Americas 18.3%
Japan Yen (JPY) 5.1%
China Yuan (CNY) -4.1%
Asia (Excluding JPY and CNY) 8.0%
Other 14.2%

Select Exposures4
Russian Ruble (RUB) 7.1%
Brazilian Real (BRL) 7.1%
Turkish Lira (TRY) 11.2%

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.