Macro Allocation Fund

As of 4/30/2022

Additional Fund Information

Inception Date: 11/29/2011
Expense Ratio (Gross): 1.19%
Expense Ratio (Net): 1.10%
Ticker Symbol: WMCIX
CUSIP: 969251784

Fund Statistics

Total Net Assets ($Million): $147
Trailing 1-Year Turnover: 57.6%

Fund Allocations

U.S. 5.9%
Canada 0.2%
Europe (ex-U.K.) 5.9%
United Kingdom 7.0%
Asia Developed 5.4%
Emerging 7.7%

Fixed Income
U.S.3 3.2%
Developed (ex-U.S.)3 -1.8%
Emerging 4.2%

Cash & Other2 62.3%

Credit Detail
U.S. Investment Grade Spread 3.1%
U.S. High Yield Spread 1.1%
European Investment Grade Spread 2.1%

Active Currency
USD Based
U.S. Dollar (USD) -1.6%
Canada Dollar (CAD) -10.2%
Other Americas 31.8%
Euro (EUR) -10.2%
Switzerland Franc (CHF) -5.5%
Great Britain Pound (GBP) -3.8%
Other Europe 2.6%
Australia Dollar (AUD) and New Zealand Dollar (NZD) -20.0%
Japan Yen (JPY) 10.2%
China Yuan (CNY) -5.0%
Asia (Excluding JPY and CNY) 18.7%
Other -7.0%

Select Exposures4
Israeli Shekel (ILS) -8.6%
Brazilian Real (BRL) 11.5%
Colombian Peso (COP) 10.0%

Portfolio Construction Guidelines 1

1Information about the Fund’s holdings should not be considered investment advice. There is no guarantee that the Fund will continue to hold any one particular security or stay invested in any one particular sector. Holdings are subject to change at any time. 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.
2Cash & Other is unencumbered cash, collateral, and synthetic cash.
3Reflected as 10-year exposures
4 Select currency exposures by largest expected contribution to portfolio risk.