Dynamic Diversified Allocation Fund

As of 31.08.2021

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: 0.90%

Fund Statistics

Total Net Assets ($Million): $888

Fund Exposures

Europe (ex-U.K.)  8.8%
U.K.  7.8%
Asia Developed  5.4%
U.S.  9.7%
Canada  0.5%
Emerging  15.0%

Fixed Income
 Developed (ex -U.S)3  4.5%
 U.S.3  8.9%
Emerging  11.0%

Unencumbered Cash 2  36.9%

Credit Detail
European Investment Grade Spread  3.3%
European High Yield Spread 0.0%
U.S. Investment Grade Spread  8.2%
U.S. High Yield Spread  1.5%

Active Currency
Euro (EUR) -8.0%
Switzerland Franc (CHF) -4.8%
Great Britain Pound (GBP) 2.1%
Other Europe 0.5%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -18.9%
U.S. Dollar (USD) -14.1%
Canada Dollar (CAD) -8.8%
Other Americas 21.6%
Japan Yen (JPY) 8.5%
China Yuan (CNY) 0.0%
Asia (Excluding JPY and CNY) 14.5%
Other 7.4%

Select Exposures4
Russian Ruble (RUB) 9.9%
Brazilian Real (BRL) 9.9%
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.