Dynamic Asset Allocation Overlay Portfolio Holdings




Note: Holdings are updated monthly and are posted 30 days after the month-end. Holdings are subject to change without notice.

As described in the Portfolios' Prospectus, each Portfolio may invest in a variety of derivative instruments. For a description of these instruments and the Portfolios' exposures, please refer to the most recent semi-annual or annual shareholder report, as applicable.


Choose A Month:


March Holdings (as of 3/31/2017)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 445 43,669,694.00 2.07
10 Yr Canadian Bond Futures 1,883 194,438,139.00 9.23
10 Yr Japan Bond (OSE) Futures 50 67,493,038.00 3.20
2U, Inc. 6,670 264,532.00 0.01
3M Co. 418 80,075.00 0.00
8x8, Inc. 29,250 446,062.00 0.02
AB Fixed Income Shares, Inc. - Government Money Ma 351,479,124 351,479,124.00 16.69
AbbVie, Inc. 682 44,446.00 0.00
ABM Industries, Inc. 7,540 328,744.00 0.02
Acuity Brands, Inc. 108 22,193.00 0.00
Adobe Systems, Inc. 40,541 5,275,600.00 0.25
Advanced Disposal Services, Inc. 7,926 179,127.00 0.01
AdvancePierre Foods Holdings, Inc. 10,841 337,913.00 0.02
AECOM 15,642 556,698.00 0.03
Aetna, Inc. 86,783 11,069,171.00 0.53
Affiliated Managers Group, Inc. 2,685 440,178.00 0.02
Agnico Eagle Mines Ltd. 15,964 677,301.00 0.03
Agrium, Inc. (Toronto) 1,512 144,386.00 0.01
Aisin Seiki Co., Ltd. 680 33,527.00 0.00
Aker BP ASA 21,943 352,173.00 0.02
Aker Solutions ASA 42,314 255,386.00 0.01
Akorn, Inc. 13,412 322,960.00 0.02
Alder Biopharmaceuticals, Inc. 6,601 137,300.00 0.01
Alexandria Real Estate Equities, Inc. 5,560 614,579.00 0.03
Alexion Pharmaceuticals, Inc. 47,425 5,749,807.00 0.27
Align Technology, Inc. 5,661 649,373.00 0.03
Allied Properties Real Estate Investment Trust 9,118 247,461.00 0.01
Allstate Corp. (The) 127,558 10,394,701.00 0.49
Alphabet, Inc. - Class C 36,325 30,133,767.00 1.43
Altria Group, Inc. 249,911 17,848,660.00 0.85
Amada Holdings Co., Ltd. 2,735 31,313.00 0.00
Amdocs Ltd. 10,370 632,466.00 0.03
American Electric Power Co., Inc. 211,066 14,168,860.00 0.67
American Financial Group, Inc./OH 7,190 686,069.00 0.03
American International Group, Inc. 193,512 12,080,954.00 0.57
Ameriprise Financial, Inc. 166 21,529.00 0.00
AMETEK, Inc. 6,856 370,772.00 0.02
Amgen, Inc. 1,455 238,845.00 0.01
Anadarko Petroleum Corp. 13,500 836,999.00 0.04
Anhui Conch Cement Co., Ltd. - Class H 79,607 270,748.00 0.01
Anixter International, Inc. 7,460 591,578.00 0.03
Antofagasta PLC 38,361 400,519.00 0.02
AO Smith Corp. 11,080 566,852.00 0.03
AP Thailand PCL 40,301 8,446.00 0.00
AP Thailand PCL 45,936 9,625.00 0.00
APERAM SA 3,851 192,012.00 0.01
Apple, Inc. 249,705 35,872,620.00 1.70
Archer-Daniels-Midland Co. 15,640 720,100.00 0.03
Arista Networks, Inc. 3,582 473,791.00 0.02
Aristocrat Leisure Ltd. 15,406 211,471.00 0.01
Arkema SA 4,005 394,350.00 0.02
Armada Hoffler Properties, Inc. 26,760 371,699.00 0.02
Ascendas India Trust 25,918 20,844.00 0.00
ASML Holding NV 159 21,109.00 0.00
Aspen Technology, Inc. 7,653 450,914.00 0.02
Associated Banc-Corp. 19,890 485,316.00 0.02
Astellas Pharma, Inc. 15,518 204,667.00 0.01
AstraZeneca PLC 378 23,245.00 0.00
ASX Ltd. 1,728 66,642.00 0.00
Atlas Air Worldwide Holdings, Inc. 7,640 423,638.00 0.02
Atlas Copco AB - Class A 1,476 52,042.00 0.00
Atlas Copco AB - Class B 1,170 37,177.00 0.00
Auckland International Airport Ltd. 8,248 39,059.00 0.00
AUSTRALIAN DOLLAR 151,801 115,976.00 0.01
Australian Dollar Currency Forward -2,794,422 -100,050.00 0.00
Australian Dollar Currency Forward -57,971,014 -7,806.00 0.00
Australian Dollar Currency Forward 60,765,436 -229,300.00 -0.01
Australian Dollar Currency Forward 47,409,618 -178,901.00 -0.01
Australian Dollar Currency Forward -22,334,648 -116,175.00 -0.01
Autoliv, Inc. 221 22,649.00 0.00
AutoZone, Inc. 27 19,961.00 0.00
AvalonBay Communities, Inc. 5,116 939,470.00 0.04
Avnet, Inc. 15,067 689,467.00 0.03
Axiare Patrimonio SOCIMI SA 12,568 187,575.00 0.01
Ayala Land, Inc. 236,371 155,640.00 0.01
Bank of America Corp. 1,135,390 26,783,850.00 1.27
Bank of Hawaii Corp. 591 48,693.00 0.00
Bankinter SA 19,929 167,113.00 0.01
Barrick Gold Corp. 35,469 673,571.00 0.03
BB Progressivo II FII 1,878 82,221.00 0.00
Bernstein Fund, Inc. - International Small Cap Por 8,181,421 90,813,774.00 4.31
Bernstein Fund, Inc. - International Strategic Equ 12,988,536 144,952,066.00 6.88
Bernstein Fund, Inc. - Small Cap Core Portfolio - 3,693,879 43,033,694.00 2.04
Big Lots, Inc. 5,119 249,192.00 0.01
Biogen, Inc. 30,665 8,384,432.00 0.40
Bloomin' Brands, Inc. 30,690 605,513.00 0.03
Blueprint Medicines Corp. 4,733 189,272.00 0.01
Boliden AB 16,097 479,161.00 0.02
Booz Allen Hamilton Holding Corp. 18,150 642,328.00 0.03
Boston Properties, Inc. 6,477 857,654.00 0.04
BP PLC 378,946 2,181,262.00 0.10
BR Malls Participacoes SA 10,020 46,381.00 0.00
Brandywine Realty Trust 15,361 249,321.00 0.01
Bright Horizons Family Solutions, Inc. 8,369 606,668.00 0.03
Brinker International, Inc. 12,139 533,630.00 0.03
Brixmor Property Group, Inc. 25,935 556,582.00 0.03
Buffalo Wild Wings, Inc. 2,900 442,975.00 0.02
Bumi Serpong Damai Tbk PT 131,179 18,553.00 0.00
Bunge Ltd. 1,608 127,482.00 0.01
Burlington Stores, Inc. 10,432 1,014,929.00 0.05
CA Immobilien Anlagen AG 13,517 296,702.00 0.01
CalAtlantic Group, Inc. 15,210 569,614.00 0.03
Caleres, Inc. 13,360 352,971.00 0.02
CANADIAN DOLLAR 8,004 6,019.00 0.00
Canadian Dollar Currency Forward -43,722,623 -293,566.00 -0.01
Canadian Dollar Currency Forward -28,780,000 -227,010.00 -0.01
Canadian Dollar Currency Forward 5,033,882 -36,927.00 0.00
Canadian Dollar Currency Forward 170,200,829 -1,899,662.00 -0.09
Canadian National Railway Co. (Toronto) 908 67,060.00 0.00
Canadian Natural Resources Ltd. 28,460 931,809.00 0.04
Capgemini SA 248 22,958.00 0.00
Capital One Financial Corp. 71,227 6,172,531.00 0.29
Carlisle Cos., Inc. 5,061 538,541.00 0.03
Carrefour SA 1,337 31,510.00 0.00
Caterpillar, Inc. 463 42,949.00 0.00
CBS Corp. - Class B 89,035 6,175,467.00 0.29
CDW Corp./DE 9,618 555,089.00 0.03
Central Pattana PCL 95,762 158,152.00 0.01
Charles Schwab Corp. (The) 4,979 203,199.00 0.01
Check Point Software Technologies Ltd. 734 75,448.00 0.00
Cheung Kong Property Holdings Ltd. 80,552 543,396.00 0.03
Chevron Corp. 12,782 1,372,466.00 0.07
Children's Place, Inc. (The) 3,224 387,041.00 0.02
China Evergrande Group 129,842 120,389.00 0.01
China Jinmao Holdings Group Ltd. 182,788 58,648.00 0.00
China Overseas Land & Investment Ltd. 345,506 987,445.00 0.05
China Resources Land Ltd. 169,536 458,535.00 0.02
China Vanke Co., Ltd. - Class H 51,508 139,305.00 0.01
Christian Dior SE 304 70,726.00 0.00
CI Financial Corp. 3,711 73,771.00 0.00
Cie Financiere Richemont SA (REG) 668 52,873.00 0.00
CIFI Holdings Group Co., Ltd. 348,684 135,504.00 0.01
Cigna Corp. 56,781 8,317,848.00 0.39
Cintas Corp. 193 24,470.00 0.00
Ciputra Development Tbk PT 185,673 17,137.00 0.00
Cisco Systems, Inc. 341,018 11,526,410.00 0.55
Citibank, NA 1.780% CPI# 7,261,113 -7,175,718.00 -0.34
Citibank, NA Long: IS1CKC5 IRS USD R V 12MUSCPI 1,008,488 -1,009,225.00 -0.05
Citibank, NA S&P 500 Total Return Index 58,279,788 -57,884,555.00 -2.75
Citigroup Global Markets, Inc./(INTRCONX) CDX-NAIG 37,840,000 38,609,404.00 1.83
Citigroup Global Markets, Inc./(INTRCONX) iTraxxx 33,460,000 36,314,316.00 1.72
City Developments Ltd. 25,918 188,879.00 0.01
Clovis Oncology, Inc. 3,260 207,564.00 0.01
CME Group, Inc. - Class A 1,523 181,000.00 0.01
CNOOC Ltd. 414,488 495,447.00 0.02
CNP Assurances 5,507 111,999.00 0.01
Coherent, Inc. 2,430 499,705.00 0.02
Colgate-Palmolive Co. 3,217 235,467.00 0.01
Columbia Property Trust, Inc. 19,739 439,212.00 0.02
Comcast Corp. - Class A 542,880 20,406,859.00 0.97
Comerica, Inc. 10,260 703,630.00 0.03
Computershare Ltd. 4,331 46,521.00 0.00
Conagra Brands, Inc. 164,843 6,649,766.00 0.32
Concentradora Hipotecaria SAPI de CV 186,102 223,455.00 0.01
Concho Resources, Inc. 3,693 474,034.00 0.02
Consolidated Edison, Inc. 274 21,283.00 0.00
Copart, Inc. 9,270 574,091.00 0.03
Corp. GEO SAB de CV Series B 166 18.00 0.00
Corporate Office Properties Trust 10,747 355,757.00 0.02
Cosan SA Industria e Comercio 16,640 206,552.00 0.01
CoStar Group, Inc. 2,500 518,050.00 0.02
Costco Wholesale Corp. 58,733 9,849,086.00 0.47
Country Garden Holdings Co., Ltd. 282,754 254,272.00 0.01
CR Bard, Inc. 83 20,741.00 0.00
Credicorp Ltd. 138 22,623.00 0.00
CRH PLC 1,284 45,257.00 0.00
CRH PLC (London) 624 21,976.00 0.00
Crocs, Inc. 37,480 264,983.00 0.01
CSX Corp. 1,948 90,721.00 0.00
CVS Health Corp. 146,024 11,462,884.00 0.54
CyberArk Software Ltd. 9,700 493,439.00 0.02
Cypress Semiconductor Corp. 44,540 612,870.00 0.03
Cyrela Brazil Realty SA Empreendimentos e Particip 4,916 20,792.00 0.00
Czech Koruna 0 0.00 0.00
Daiwa Office Investment Corp. 34 176,090.00 0.01
Dana, Inc. 27,620 533,342.00 0.03
DANISH KRONE 2 0.00 0.00
Danone SA 508 34,567.00 0.00
Dassault Systemes SE 256 22,155.00 0.00
Dave & Buster's Entertainment, Inc. 8,376 511,689.00 0.02
DBV Technologies SA (Sponsored ADR) 5,364 188,920.00 0.01
Deere & Co. 2,043 222,504.00 0.01
Delta Air Lines, Inc. 190,621 8,760,941.00 0.42
DENTSPLY SIRONA, Inc. 4,669 291,532.00 0.01
Derwent London PLC 10,357 364,854.00 0.02
Desarrolladora Homex SAB de CV 200 8.00 0.00
Detour Gold Corp. 13,831 158,507.00 0.01
Deutsche Bank AG 2.170% CPI# 3,932,346 -3,925,819.00 -0.19
Deutsche Bank AG 2.195% CPI# 2,393,520 -2,392,330.00 -0.11
Deutsche Bank AG 2.205% CPI# 1,598,327 -1,598,282.00 -0.08
Deutsche Bank AG 2.205% CPI# 1,703,336 -1,703,288.00 -0.08
Deutsche Bank AG 2.278% CPI# 6,870,324 -6,887,308.00 -0.33
Deutsche Bank AG Long: IS1C9K6 IRS USD R V 12MUS 2,097,655 -2,096,790.00 -0.10
Deutsche Bank AG Long: IS1D5B2 IRS USD R V 12MUS 10,068,492 -10,080,636.00 -0.48
Devon Energy Corp. 95,792 3,996,469.00 0.19
DexCom, Inc. 6,950 588,873.00 0.03
Dialog Semiconductor PLC 429 21,906.00 0.00
DiaSorin SpA 725 48,982.00 0.00
Digital Realty Trust, Inc. 6,658 708,402.00 0.03
Direct Line Insurance Group PLC 4,830 21,016.00 0.00
Discover Financial Services 105,267 7,199,210.00 0.34
Dollar General Corp. 79,535 5,546,030.00 0.26
Dow Chemical Co. (The) 140,281 8,913,454.00 0.42
Dr Pepper Snapple Group, Inc. 83,673 8,193,260.00 0.39
Dycom Industries, Inc. 4,640 431,288.00 0.02
East Japan Railway Co. 2,117 184,931.00 0.01
Eastern & Oriental Bhd 1,525 91.00 0.00
Eaton Corp. PLC 151,736 11,251,224.00 0.53
eBay, Inc. 241,633 8,111,619.00 0.39
Ecolab, Inc. 652 81,814.00 0.00
Edison International 203,307 16,185,270.00 0.77
Education Realty Trust, Inc. 26,373 1,077,375.00 0.05
Edwards Lifesciences Corp. 109,312 10,282,979.00 0.49
Ellie Mae, Inc. 4,260 427,150.00 0.02
Emerson Electric Co. 441 26,456.00 0.00
Emlak Konut Gayrimenkul Yatirim Ortakligi AS 34,601 27,609.00 0.00
Empire State Realty Trust, Inc. - Class A 40,158 828,868.00 0.04
EnerSys 6,530 515,478.00 0.02
Eni SpA 89,321 1,462,490.00 0.07
Entra ASA 26,758 292,424.00 0.01
EOG Resources, Inc. 173,688 16,943,268.00 0.80
EPR Properties 5,702 419,865.00 0.02
Equinix, Inc. 945 378,532.00 0.02
Essent Group Ltd. 17,159 620,641.00 0.03
Esterline Technologies Corp. 5,400 464,670.00 0.02
Euro Buxl 30 Yr Bond Futures -76 -13,666,302.00 -0.65
EURO CURRENCY 5,608,040 5,982,656.00 0.28
Euro Currency Forward 3,428,996 -6,369.00 0.00
Euro Currency Forward -7,570,171 -59,058.00 0.00
Euro Currency Forward -27,388,438 -213,671.00 -0.01
Euro Currency Forward -72,203,237 -747,473.00 -0.04
Euro Currency Forward 27,901,280 233,994.00 0.01
Euro Currency Forward 37,217,000 -7,842.00 0.00
Euro Currency Forward 4,141,175 5,760.00 0.00
Euro STOXX 50 Index Futures 5,970 218,194,910.00 10.36
Euro-BOBL Futures -257 -36,135,283.00 -1.72
Euro-Bund Futures -181 -31,168,711.00 -1.48
Eutelsat Communications SA 2,076 46,285.00 0.00
Expedia, Inc. 3,383 426,950.00 0.02
Expeditors International of Washington, Inc. 8,848 499,823.00 0.02
Exxon Mobil Corp. 239,075 19,606,603.00 0.93
Fabege AB 20,014 318,201.00 0.02
Facebook, Inc. - Class A 212,747 30,220,711.00 1.43
Federal National Mortgage Association 13,751 35,752.00 0.00
Fibra Uno Administracion SA de CV 100,193 171,304.00 0.01
Fibria Celulose SA (Sponsored ADR) 22,414 204,872.00 0.01
First American Financial Corp. 11,610 456,040.00 0.02
First Quantum Minerals Ltd. 36,142 384,028.00 0.02
First Republic Bank/CA 5,666 531,527.00 0.03
Fiserv, Inc. 78,400 9,040,304.00 0.43
Five Below, Inc. 13,648 591,094.00 0.03
Fletcher Building Ltd. 29,452 171,578.00 0.01
Fortescue Metals Group Ltd. 38,390 182,860.00 0.01
Frontier Real Estate Investment Corp. 47 213,711.00 0.01
FTSE 100 Index Futures 1,605 146,303,411.00 6.95
Fujitsu Ltd. 25,716 157,857.00 0.01
Fukuoka REIT Corp. 107 176,064.00 0.01
Fulton Financial Corp. 25,660 458,031.00 0.02
Galp Energia SGPS SA 27,628 419,055.00 0.02
Gartner, Inc. 196 21,236.00 0.00
Gecina SA 1,836 249,037.00 0.01
General Electric Co. 353,298 10,528,280.00 0.50
Genesee & Wyoming, Inc. - Class A 6,511 441,836.00 0.02
Genpact Ltd. 21,970 543,977.00 0.03
Genuine Parts Co. 223 20,654.00 0.00
George Weston Ltd. 317 27,673.00 0.00
GGP, Inc. 28,792 667,406.00 0.03
Gilead Sciences, Inc. 166,839 11,331,747.00 0.54
Glaukos Corp. 3,838 196,889.00 0.01
Glencore PLC 294,890 1,157,017.00 0.05
Global X MLP ETF 150,326 1,746,798.00 0.08
Goldman Sachs Group, Inc. (The) 30,540 7,015,648.00 0.33
Goodman Group 62,508 369,575.00 0.02
GPT Group (The) 90,631 356,694.00 0.02
Gramercy Property Trust 41,808 1,099,563.00 0.05
Gran Tierra Energy, Inc. 71,419 190,116.00 0.01
Grand Canyon Education, Inc. 9,587 686,525.00 0.03
Graphic Packaging Holding Co. 50,060 644,272.00 0.03
Great British Pound Currency Forward -16,490,199 -17,855.00 0.00
Great British Pound Currency Forward 16,490,199 85,756.00 0.00
Growthpoint Properties Ltd. 178,941 344,934.00 0.02
GrubHub, Inc. 11,640 382,839.00 0.02
Grupo Cementos de Chihuahua SAB de CV 48,967 219,697.00 0.01
Guangzhou R&F Properties Co., Ltd. - Class H 35,397 55,301.00 0.00
Guidewire Software, Inc. 6,132 345,415.00 0.02
GW Pharmaceuticals PLC (ADR) 1,479 178,870.00 0.01
H&R Real Estate Investment Trust 13,249 229,841.00 0.01
Halliburton Co. 7,527 370,408.00 0.02
Hang Seng Index Futures -279 -43,315,634.00 -2.06
Hanover Insurance Group, Inc. (The) 2,970 267,478.00 0.01
Healthcare Realty Trust, Inc. 14,086 457,796.00 0.02
Heiwa Real Estate REIT, Inc. 130 98,523.00 0.00
Helmerich & Payne, Inc. 11,826 787,302.00 0.04
Henkel AG & Co. KGaA 310 34,500.00 0.00
Hess Corp. 159,021 7,666,443.00 0.36
Hewlett Packard Enterprise Co. 260,064 6,163,516.00 0.29
Hexcel Corp. 11,781 642,653.00 0.03
Hisamitsu Pharmaceutical Co., Inc. 819 46,912.00 0.00
Hispania Activos Inmobiliarios SOCIMI SA 14,964 214,725.00 0.01
Hitachi Capital Corp. 1,626 39,417.00 0.00
HollyFrontier Corp. 24,653 698,673.00 0.03
Home Depot, Inc. (The) 131,300 19,278,779.00 0.92
Honeywell International, Inc. 94,430 11,791,474.00 0.56
HONG KONG DOLLAR 32 4.00 0.00
Hongkong Land Holdings Ltd. 51,647 396,920.00 0.02
Horizon Pharma PLC 19,750 291,905.00 0.01
HP, Inc. 552,769 9,883,509.00 0.47
HubSpot, Inc. 6,230 377,226.00 0.02
Hudson Pacific Properties, Inc. 14,546 503,879.00 0.02
Huishang Bank Corp. Ltd. - Class H 134,254 65,271.00 0.00
Hulic Reit, Inc. 95 158,441.00 0.01
Hungarian Forint 3 0.00 0.00
Huntington Bancshares, Inc./OH 57,110 764,702.00 0.04
Huntsman Corp. 16,230 398,284.00 0.02
Hyprop Investments Ltd. 16,308 149,146.00 0.01
ICADE 3,892 284,755.00 0.01
ICON PLC 12,742 1,015,792.00 0.05
IDEX Corp. 6,788 634,745.00 0.03
Idr Fwd Vs Usd 0 0.00 0.00
IGB Real Estate Investment Trust 28,338 10,821.00 0.00
Iguatemi Empresa de Shopping Centers SA 1,046 10,962.00 0.00
Illumina, Inc. 458 78,300.00 0.00
IMAX Corp. 16,400 557,600.00 0.03
Independence Realty Trust, Inc. 40,321 377,815.00 0.02
Industrias Penoles SAB de CV 8,016 206,379.00 0.01
Infinera Corp. 26,610 272,220.00 0.01
Ingevity Corp. 5,853 356,155.00 0.02
Ingredion, Inc. 3,004 361,863.00 0.02
Inmobiliaria Colonial SA 21,794 162,921.00 0.01
Inpex Corp. 29,788 293,740.00 0.01
Integrated Device Technology, Inc. 16,030 379,430.00 0.02
Intel Corp. 319,012 11,506,762.00 0.55
International Business Machines Corp. 50,762 8,839,694.00 0.42
Intuit, Inc. 1,842 213,668.00 0.01
Intuitive Surgical, Inc. 10,861 8,324,630.00 0.40
Investa Office Fund 62,310 226,221.00 0.01
Investec PLC 3,024 20,621.00 0.00
IOI Properties Group Bhd 31,200 14,593.00 0.00
iShares Core MSCI Emerging Markets ETF 1,619,984 77,419,035.00 3.68
iShares Global Energy ETF 13,729 455,812.00 0.02
iShares Global Financials ETF 28,913 1,760,853.00 0.08
iShares MSCI Europe Financials ETF 280,913 5,708,158.00 0.27
iShares MSCI Global Gold Miners ETF 82,314 1,559,037.00 0.07
iShares MSCI Global Metals & Mining Producers ETF 64,547 1,812,501.00 0.09
ITT, Inc. 8,380 343,747.00 0.02
Japan Rental Housing Investments, Inc. 258 190,071.00 0.01
Japanese Government CPI Linked Bond Series 21 1,682,596,782 15,930,789.00 0.76
JAPANESE YEN 4,659,300 41,851.00 0.00
Japanese Yen Currency Forward 370,744,897 74,321.00 0.00
Japanese Yen Currency Forward 942,894,844 26,747.00 0.00
Japanese Yen Currency Forward 3,458,982,797 172,398.00 0.01
Jardine Matheson Holdings Ltd. 579 37,251.00 0.00
Jardine Strategic Holdings Ltd. 3,138 131,866.00 0.01
Johnson & Johnson 155,387 19,353,495.00 0.92
Johnson Matthey PLC 5,115 197,363.00 0.01
JPMorgan Chase & Co. 88,124 7,740,844.00 0.37
JPMorgan Chase Bank Long: IS1D5N4 IRS USD R V 12 46,181,186 -46,227,781.00 -2.19
JPMorgan Chase Bank, NA 2.170% CPI# 9,671,273 -9,654,362.00 -0.46
JPMorgan Chase Bank, NA 2.170% CPI# 9,671,273 -9,655,042.00 -0.46
JPMorgan Chase Bank, NA JPMorgan F3R Congestion In 4,601,809 4,607,951.00 0.22
JPMorgan Long: IS1C3H1 TRS USD R E IS1C3H1 LV145 4,029,978 4,055,379.00 0.19
JPMorgan Long: IS1C3N7 TRS USD R E IS1C3N7 LV145 1,897,099 1,959,703.00 0.09
JPMorgan Long: IS1C3T3 TRS USD R E IS1C3T3 LV145 3,184,589 3,343,578.00 0.16
JPMorgan Long: IS1C3Z9 TRS USD R E IS1C3Z9 LV145 1,539,431 1,487,300.00 0.07
JPMorgan Long: IS1C984 TRS USD R E IS1C984 LV145 315,426 315,847.00 0.01
JPMorgan Long: IS1C9A6 TRS USD R E IS1C9A6 LV145 934,913 903,254.00 0.04
JPMorgan Long: IS1CSS7 TRS USD R E IS1CSS7 LV145 1,700,739 1,703,010.00 0.08
JPMorgan Long: IS1CXN7 TRS USD R E IS1CXN7 / Shr 4,122,197 4,219,838.00 0.20
JPMorgan Long: IS1CXP9 TRS USD R E IS1CXP9 / Shr 5,168,494 5,128,253.00 0.24
JPMorgan Long: IS1CXR1 TRS USD R E IS1CXR1 / Shr 2,722,906 2,812,592.00 0.13
JPMorgan Long: IS1CXT3 TRS USD R E IS1CXT3 / Shr 3,063,283 2,953,200.00 0.14
JPMorgan Long: IS1CXV5 TRS USD R E IS1CXV5 / Shr 8,143,547 8,149,376.00 0.39
JSR Corp. 2,647 44,792.00 0.00
JX Holdings, Inc. 128,052 630,473.00 0.03
Kaisa Group Holdings Ltd. 234,725 83,059.00 0.00
Kenedix Office Investment Corp. - Class A 42 249,059.00 0.01
Kenedix Residential Investment Corp. 46 131,612.00 0.01
Kennametal, Inc. 5,420 212,626.00 0.01
Keyence Corp. 25 10,114.00 0.00
Killam Apartment Real Estate Investment Trust 20,421 194,720.00 0.01
Kinea Renda Imobiliaria FII 1,646 80,994.00 0.00
Kingfisher PLC 3,486 14,263.00 0.00
KLCCP Stapled Group 7,878 14,109.00 0.00
Klepierre 10,657 414,067.00 0.02
Komercni banka as 1,237 45,939.00 0.00
Korea Zinc Co., Ltd. 1,065 411,822.00 0.02
Kroger Co. (The) 373,245 11,006,995.00 0.52
L3 Technologies, Inc. 65,822 10,879,718.00 0.52
LANXESS AG 637 42,798.00 0.00
LaSalle Logiport REIT 196 181,990.00 0.01
Lazard Ltd. - Class A 11,747 540,244.00 0.03
Lear Corp. 2,940 416,245.00 0.02
LEG Immobilien AG 3,738 306,483.00 0.01
Legrand SA 3,600 216,759.00 0.01
LendLease Group 25,064 298,105.00 0.01
Lennox International, Inc. 4,030 674,219.00 0.03
Liberty Interactive Corp. QVC Group - Class A 3,099 62,053.00 0.00
Liberty Property Trust 10,485 404,225.00 0.02
LifePoint Health, Inc. 9,670 633,385.00 0.03
Lincoln Electric Holdings, Inc. 7,002 608,193.00 0.03
Link REIT 134,746 944,406.00 0.04
Lippo Malls Indonesia Retail Trust 73,027 20,621.00 0.00
Lithia Motors, Inc. - Class A 6,089 521,522.00 0.02
LogMeIn, Inc. 5,960 581,100.00 0.03
Long Gilt Futures -209 -33,407,613.00 -1.59
Longfor Properties Co., Ltd. 53,153 87,507.00 0.00
Loxo Oncology, Inc. 3,127 131,584.00 0.01
LUKOIL PJSC (Sponsored ADR) 12,897 684,318.00 0.03
Lumentum Holdings, Inc. 5,220 278,487.00 0.01
Lundin Mining Corp. 31,743 178,785.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 105 23,080.00 0.00
Macquarie Group Ltd. 326 22,511.00 0.00
Macquarie Mexico Real Estate Management SA de CV 30,024 33,676.00 0.00
Magna International, Inc. (New York) - Class A 94,894 4,095,625.00 0.19
Mah Sing Group Bhd 27,235 8,923.00 0.00
Mapletree Greater China Commercial Trust 70,770 51,571.00 0.00
Mapletree Logistics Trust 268,522 210,195.00 0.01
Martin Marietta Materials, Inc. 2,452 535,149.00 0.03
Maxim Integrated Products, Inc. 243 10,944.00 0.00
McDonald's Corp. 2,003 259,721.00 0.01
McKesson Corp. 48,119 7,134,122.00 0.34
MCUBS MidCity Investment Corp. 41 125,914.00 0.01
Mead Johnson Nutrition Co. - Class A 886 79,010.00 0.00
Medical Properties Trust, Inc. 27,933 360,067.00 0.02
Medicines Co. (The) 5,180 253,302.00 0.01
Mellanox Technologies Ltd. 5,810 296,019.00 0.01
Mercialys SA 16,121 300,722.00 0.01
Merck & Co., Inc. 127,107 8,076,378.00 0.38
Merlin Properties Socimi SA 34,075 380,694.00 0.02
MEXICAN PESO (NEW) 0 0.00 0.00
Michaels Cos., Inc. (The) 25,210 564,451.00 0.03
Microsemi Corp. 8,060 415,331.00 0.02
Microsoft Corp. 362,035 23,843,625.00 1.13
Mid-America Apartment Communities, Inc. 8,002 814,159.00 0.04
Middleby Corp. (The) 4,626 631,217.00 0.03
Mirvac Group 164,260 274,810.00 0.01
Mitsubishi Estate Co., Ltd. 10,589 193,004.00 0.01
Mitsubishi Tanabe Pharma Corp. 3,617 75,539.00 0.00
Mitsui Fudosan Co., Ltd. 40,591 866,705.00 0.04
MMC Norilsk Nickel PJSC (ADR) 36,623 574,622.00 0.03
Mohawk Industries, Inc. 80 18,572.00 0.00
Molina Healthcare, Inc. 9,470 431,832.00 0.02
Mondelez International, Inc. - Class A 2,974 128,126.00 0.01
Mondi PLC 4,235 102,335.00 0.00
Monmouth Real Estate Investment Corp. - Class A 19,297 275,374.00 0.01
Monsanto Co. 8,896 1,007,027.00 0.05
Morgan Stanley Long: IS1C490 TRS USD R E IS1C490 4,438,853 4,355,010.00 0.21
Morgan Stanley Long: IS1C4F6 TRS USD R E IS1C4F6 1,009,416 1,000,235.00 0.05
Morgan Stanley Long: IS1C928 TRS USD R E IS1C928 423,171 419,322.00 0.02
Morgan Stanley Long: IS1CXX7 TRS USD R E IS1CXX7 5,697,960 5,551,677.00 0.26
Morgan Stanley Long: IS1CXZ9 TRS USD R E IS1CXZ9 1,701,815 1,679,333.00 0.08
Mosaic Co. (The) 3,834 111,887.00 0.01
MRV Engenharia e Participacoes SA 4,973 22,811.00 0.00
MSC Industrial Direct Co., Inc. - Class A 540 55,490.00 0.00
Multiplan Empreendimentos Imobiliarios SA 1,409 29,847.00 0.00
National Retail Properties, Inc. 4,536 197,879.00 0.01
National Storage Affiliates Trust 24,842 593,743.00 0.03
NCR Corp. 11,500 525,320.00 0.02
Nestle SA (REG) 587 45,077.00 0.00
NETGEAR, Inc. 5,822 288,480.00 0.01
Neurocrine Biosciences, Inc. 5,370 232,521.00 0.01
Nevro Corp. 5,734 537,275.00 0.03
New Turkish Liras 0 0.00 0.00
New Zealand Dollar Currency Forward -34,984,446 -319,586.00 -0.02
New Zealand Dollar Currency Forward 59,806,632 -1,149,629.00 -0.05
New Zealand Dollar Currency Forward -24,822,186 -129,520.00 -0.01
Nielsen Holdings PLC 146,765 6,062,862.00 0.29
NIKE, Inc. - Class B 174,962 9,750,660.00 0.46
NiSource, Inc. 251,251 5,977,261.00 0.28
NMC Health PLC 1,033 22,899.00 0.00
Nordea Bank AB 18,541 211,531.00 0.01
Nordson Corp. 5,830 716,157.00 0.03
Norfolk Southern Corp. 75,037 8,401,900.00 0.40
Northern Trust Corp. 994 86,070.00 0.00
Northrop Grumman Corp. 42,380 10,079,659.00 0.48
NORWEGIAN KRONE 0 0.00 0.00
Norwegian Krone Currency Forward 196,786,093 -724,749.00 -0.03
Norwegian Krone Currency Forward -196,786,093 644,468.00 0.03
Norwegian Krone Currency Forward -29,048,978 95,134.00 0.00
Novo Nordisk A/S - Class B 6,408 220,054.00 0.01
Novolipetsk Steel PJSC (GDR) 14,582 289,854.00 0.01
O'Reilly Automotive, Inc. 154 41,703.00 0.00
Oasis Petroleum, Inc. 33,310 475,000.00 0.02
Occidental Petroleum Corp. 16,912 1,071,566.00 0.05
Oil States International, Inc. 12,740 422,331.00 0.02
Oji Holdings Corp. 9,454 44,340.00 0.00
Ollie's Bargain Outlet Holdings, Inc. 16,019 536,636.00 0.03
ON Semiconductor Corp. 25,588 396,358.00 0.02
OneMain Holdings, Inc. 10,410 258,688.00 0.01
Oracle Corp. 343,596 15,327,817.00 0.73
Orocobre Ltd. 31,759 67,528.00 0.00
Oshkosh Corp. 80,792 5,541,523.00 0.26
Otsuka Corp. 1,210 65,755.00 0.00
Pakuwon Jati Tbk PT 412,786 19,043.00 0.00
Palo Alto Networks, Inc. 682 76,875.00 0.00
Panasonic Corp. 2,937 33,241.00 0.00
Pandora Media, Inc. 28,570 337,411.00 0.02
Panera Bread Co. - Class A 2,300 602,301.00 0.03
Park Hotels & Resorts, Inc. 12,593 323,274.00 0.02
Parkway, Inc. 9,527 189,505.00 0.01
Parque Arauco SA 63,888 170,402.00 0.01
Parsley Energy, Inc. - Class A 10,826 351,953.00 0.02
PDC Energy, Inc. 4,661 290,613.00 0.01
Pearson PLC 4,920 41,957.00 0.00
Penumbra, Inc. 6,218 518,892.00 0.02
PepsiCo, Inc. 129,853 14,525,360.00 0.69
PetroChina Co., Ltd. - Class H 896,797 656,975.00 0.03
Petrofac Ltd. 37,422 432,279.00 0.02
Petroleo Brasileiro SA (Preference Shares) 72,636 336,197.00 0.02
Petroleo Brasileiro SA (Sponsored ADR) 10,652 98,212.00 0.00
Petroleum Geo-Services ASA 69,775 185,145.00 0.01
Pfizer, Inc. 353,147 12,081,158.00 0.57
Planet Fitness, Inc. 29,858 575,363.00 0.03
PNM Resources, Inc. 15,000 555,000.00 0.03
PolyOne Corp. 15,324 522,395.00 0.02
Portland General Electric Co. 10,240 454,860.00 0.02
Potash Corp. of Saskatchewan, Inc. 9,670 165,219.00 0.01
POUND STERLING 56,177 70,385.00 0.00
Praxair, Inc. 384 45,570.00 0.00
Premier Investment Corp. 131 149,269.00 0.01
Priceline Group, Inc. (The) 5,536 9,853,913.00 0.47
Principal Financial Group, Inc. 1,414 89,263.00 0.00
Procter & Gamble Co. (The) 123,102 11,060,718.00 0.53
Progressive Corp. (The) 212,067 8,308,785.00 0.39
Prothena Corp. PLC 3,950 220,370.00 0.01
Prudential PLC 1,094 23,126.00 0.00
Public Storage 1,289 282,307.00 0.01
PulteGroup, Inc. 16,470 387,868.00 0.02
Pure Industrial Real Estate Trust 34,790 159,320.00 0.01
QEP Resources, Inc. 41,130 522,762.00 0.02
Qorvo, Inc. 7,970 546,423.00 0.03
Quality Houses PCL 247,100 18,840.00 0.00
Quanta Services, Inc. 12,830 476,121.00 0.02
Ramco-Gershenson Properties Trust 21,862 306,510.00 0.01
Real Gold Mining Ltd. 102,235 0.00 0.00
Realty Income Corp. 10,761 640,651.00 0.03
Redefine Properties Ltd. 186,339 152,764.00 0.01
Regal Beloit Corp. 8,050 608,982.00 0.03
Regal Entertainment Group - Class A 35,832 809,108.00 0.04
Reinsurance Group of America, Inc. - Class A 5,020 637,439.00 0.03
Repsol SA 40,169 622,339.00 0.03
Resilient REIT Ltd. 9,897 86,079.00 0.00
Retail Opportunity Investments Corp. 11,864 249,518.00 0.01
Rexford Industrial Realty, Inc. 21,313 479,971.00 0.02
Rio Tinto PLC 11,000 442,947.00 0.02
Ritchie Bros Auctioneers, Inc. 4,138 136,211.00 0.01
Rohm Co., Ltd. 932 62,104.00 0.00
Ross Stores, Inc. 86,172 5,676,154.00 0.27
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 60,223 1,585,574.00 0.08
Royal Dutch Shell PLC - Class A 1,753 46,226.00 0.00
Royal Dutch Shell PLC - Class B 140,676 3,867,100.00 0.18
RPC, Inc. 37,534 687,260.00 0.03
Russell 2000 Mini Futures -105 -7,268,100.00 -0.35
Ryder System, Inc. 5,230 394,551.00 0.02
S&P 500 E Mini Futures 27 3,184,920.00 0.15
S&P Mid 400 E-Mini Futures -6 -1,030,920.00 -0.05
S&P TSX 60 Index Futures -747 -102,468,503.00 -4.87
SA Corporate Real Estate Ltd. 142,858 58,565.00 0.00
Sabra Health Care REIT, Inc. 11,100 310,049.00 0.01
Sage Therapeutics, Inc. 3,108 220,885.00 0.01
Samsonite International SA 23,220 84,440.00 0.00
Sanford C Bernstein Fund, Inc. - AB International 10,572,850 166,416,668.00 7.90
Sanford C. Bernstein Fund, Inc. - AB Emerging Mark 1,516,358 41,912,144.00 1.99
Schlumberger Ltd. 156,821 12,247,720.00 0.58
Scholastic Corp. 8,280 352,479.00 0.02
Schroders PLC 575 21,835.00 0.00
Sealed Air Corp. 123,251 5,371,278.00 0.26
Segro PLC 46,230 264,317.00 0.01
Selective Insurance Group, Inc. 8,750 412,562.00 0.02
Severstal PJSC (GDR) 13,151 189,299.00 0.01
Shenzhen Investment Ltd. 114,463 51,302.00 0.00
Sherwin-Williams Co. (The) 158 49,074.00 0.00
Shimamura Co., Ltd. 214 28,409.00 0.00
Shimao Property Holdings Ltd. 45,760 72,734.00 0.00
Shin-Etsu Chemical Co., Ltd. 466 40,541.00 0.00
Siemens AG (REG) 167 22,999.00 0.00
Signature Bank/New York NY 3,371 500,222.00 0.02
Simon Property Group, Inc. 5,551 955,106.00 0.05
Singapore Dollar 0 0.00 0.00
Sino-Ocean Group Holding Ltd. 109,790 51,583.00 0.00
Sinopharm Group Co., Ltd. - Class H 10,337 47,989.00 0.00
SkyWest, Inc. 15,520 531,560.00 0.03
SM Energy Co. 43,791 1,051,861.00 0.05
SM Prime Holdings, Inc. 176,107 99,307.00 0.00
Smiths Group PLC 2,877 58,468.00 0.00
Smurfit Kappa Group PLC 1,803 47,658.00 0.00
Sodexo SA 304 35,785.00 0.00
Sotheby's 12,380 563,042.00 0.03
SOUTH KOREAN WON 15,387 13.00 0.00
Southwest Gas Holdings, Inc. 3,340 276,919.00 0.01
SPDR S&P Dividend ETF 25,972 2,289,202.00 0.11
SPDR S&P Oil & Gas Exploration & Production ETF 24,503 917,410.00 0.04
SPI 200 Futures -787 -87,905,349.00 -4.17
Spirax-Sarco Engineering PLC 269 16,134.00 0.00
Splunk, Inc. 8,003 498,506.00 0.02
SPX FLOW, Inc. 15,030 521,691.00 0.02
SRC Energy, Inc. 74,270 626,838.00 0.03
STAG Industrial, Inc. 15,915 398,198.00 0.02
Staples, Inc. 8,459 74,188.00 0.00
Starbucks Corp. 202,482 11,822,923.00 0.56
State Street Corp. 576 45,863.00 0.00
Stifel Financial Corp. 8,561 429,676.00 0.02
STMicroelectronics NV 5,222 80,195.00 0.00
Stora Enso Oyj - Class R 6,355 75,145.00 0.00
Stryker Corp. 168 22,205.00 0.00
Sumitomo Realty & Development Co., Ltd. 21,682 563,146.00 0.03
Summarecon Agung Tbk PT 181,628 18,265.00 0.00
Summit Hotel Properties, Inc. 23,164 370,174.00 0.02
Sun Communities, Inc. 7,065 567,558.00 0.03
Sunac China Holdings Ltd. 67,064 87,050.00 0.00
Suncorp Group Ltd. 2,149 21,693.00 0.00
Supalai PCL 37,956 27,615.00 0.00
Superior Energy Services, Inc. 21,910 312,436.00 0.01
Suzuki Motor Corp. 2,899 120,422.00 0.01
SVB Financial Group 4,753 884,628.00 0.04
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 214,394,915 -362,348.00 -0.02
Swedish Krona Currency Forward 47,356,499 29,010.00 0.00
SWISS FRANC 90,115 89,967.00 0.00
Swiss Franc Currency Forward -42,284,273 414,932.00 0.02
Swiss Franc Currency Forward -132,662,792 -392,423.00 -0.02
Swiss Franc Currency Forward 79,458,663 453,795.00 0.02
Sydney Airport 34,787 179,879.00 0.01
Synchrony Financial 155,357 5,328,745.00 0.25
Syngenta AG (REG) 1,066 471,166.00 0.02
Synovus Financial Corp. 12,480 511,929.00 0.02
Syrah Resources Ltd. 81,562 176,277.00 0.01
Sysco Corp. 2,899 150,543.00 0.01
T-Mobile US, Inc. 64,355 4,156,689.00 0.20
T. Rowe Price Group, Inc. 1,130 77,027.00 0.00
Take-Two Interactive Software, Inc. 10,611 628,913.00 0.03
TDK Corp. 289 18,409.00 0.00
Teladoc, Inc. 15,490 387,250.00 0.02
Tenneco, Inc. 8,710 543,678.00 0.03
Terex Corp. 17,080 536,312.00 0.03
TESARO, Inc. 1,486 228,650.00 0.01
Texas Capital Bancshares, Inc. 5,610 468,154.00 0.02
Texas Instruments, Inc. 149,636 12,054,676.00 0.57
TJX Cos., Inc. (The) 280 22,170.00 0.00
TLG Immobilien AG 4,826 93,984.00 0.00
TOPIX Index Futures 711 96,594,583.00 4.59
TOTAL SA 16,034 810,756.00 0.04
Tractor Supply Co. 1,712 118,096.00 0.01
Trade Desk, Inc. (The) - Class A 10,070 375,107.00 0.02
TransDigm Group, Inc. 2,262 498,077.00 0.02
Transurban Group 42,268 376,774.00 0.02
Trinseo SA 7,810 524,051.00 0.02
Tupras Turkiye Petrol Rafinerileri AS 15,611 387,850.00 0.02
Tutor Perini Corp. 19,960 634,728.00 0.03
Tyler Technologies, Inc. 3,880 599,692.00 0.03
Tyson Foods, Inc. - Class A 126,578 7,811,145.00 0.37
U.S. T-Note 10 Yr (CBT) Futures 730 90,930,625.00 4.32
U.S. Treasury Bill 4,000,000 3,999,830.00 0.19
U.S. Treasury Bill 4,000,000 3,992,547.00 0.19
U.S. Treasury Inflation Index 3,740,707 3,935,000.00 0.19
U.S. Treasury Inflation Index 6,698,844 6,755,188.00 0.32
U.S. Treasury Inflation Index 7,444,873 7,838,633.00 0.37
U.S. Treasury Inflation Index 6,799,470 6,939,709.00 0.33
U.S. Treasury Inflation Index 4,813,751 4,883,136.00 0.23
U.S. Treasury Inflation Index 2,196,538 2,228,792.00 0.11
U.S. Treasury Inflation Index 3,208,293 3,318,369.00 0.16
U.S. Ultra Bond (CBT) Futures 171 27,466,875.00 1.30
UEM Sunrise Bhd 27,582 7,912.00 0.00
Ulta Salon Cosmetics & Fragrance, Inc. 1,876 535,091.00 0.03
Ultimate Software Group, Inc. (The) 1,822 355,672.00 0.02
Ultragenyx Pharmaceutical, Inc. 2,210 149,793.00 0.01
UNITE Group PLC (The) 39,474 314,794.00 0.01
United Internet AG 1,117 49,407.00 0.00
United Technologies Corp. 71,798 8,056,500.00 0.38
UnitedHealth Group, Inc. 83,032 13,618,078.00 0.65
UPL Ltd. 35,344 396,578.00 0.02
UPM-Kymmene Oyj 6,153 144,473.00 0.01
Urban Edge Properties 16,500 433,953.00 0.02
Urbi Desarrollos Urbanos SAB de CV 21 5.00 0.00
US Bancorp 296,019 15,244,978.00 0.72
US DOLLAR 358,018 358,018.00 0.02
Vail Resorts, Inc. 4,190 804,061.00 0.04
Validus Holdings Ltd. 8,570 483,262.00 0.02
VanEck Vectors Oil Services ETF 112,830 3,476,308.00 0.17
Vanguard Dividend Appreciation ETF 14,521 1,306,083.00 0.06
Vanguard Global ex-U.S. Real Estate ETF 134,952 7,187,554.00 0.34
Vanguard REIT ETF 27,732 2,290,419.00 0.11
Vantiv, Inc. - Class A 7,336 470,384.00 0.02
VCA, Inc. 468 42,874.00 0.00
Vedanta Resources PLC 16,875 170,905.00 0.01
VeriFone Systems, Inc. 23,450 439,218.00 0.02
Verint Systems, Inc. 14,630 634,576.00 0.03
VeriSign, Inc. 500 43,562.00 0.00
Verizon Communications, Inc. 253,965 12,380,793.00 0.59
VF Corp. 1,532 84,228.00 0.00
Visa, Inc. - Class A 214,377 19,051,683.00 0.90
Vishay Intertechnology, Inc. 23,550 387,397.00 0.02
Vonage Holdings Corp. 49,520 312,966.00 0.01
Vonovia SE 16,274 573,393.00 0.03
Wal-Mart Stores, Inc. 1,891 136,351.00 0.01
Walt Disney Co. (The) 98,579 11,177,872.00 0.53
Washington Real Estate Investment Trust 13,716 429,058.00 0.02
Waste Connections, Inc. 730 64,479.00 0.00
Waters Corp. 139 21,832.00 0.00
Watsco, Inc. 3,250 465,335.00 0.02
Webster Financial Corp. 11,341 567,503.00 0.03
WellCare Health Plans, Inc. 3,340 468,301.00 0.02
Wells Fargo & Co. 479,402 26,683,515.00 1.27
Welltower, Inc. 12,628 894,370.00 0.04
Werner Enterprises, Inc. 15,890 416,318.00 0.02
West Fraser Timber Co., Ltd. 756 31,639.00 0.00
Wharf Holdings Ltd. (The) 77,149 663,023.00 0.03
Wheelock & Co., Ltd. 12,480 98,720.00 0.00
Wirecard AG 411 22,771.00 0.00
Wix.com Ltd. 5,431 368,764.00 0.02
Wolseley PLC 846 53,312.00 0.00
Workspace Group PLC 32,648 321,107.00 0.02
Wyndham Worldwide Corp. 600 50,642.00 0.00
Xcel Energy, Inc. 1,016 45,169.00 0.00
Xerox Corp. 841,089 6,173,593.00 0.29
Xilinx, Inc. 175,005 10,131,039.00 0.48
YPF SA (Sponsored ADR) 23,608 573,219.00 0.03
Zeltiq Aesthetics, Inc. 5,184 288,282.00 0.01
Zhejiang Expressway Co., Ltd. - Class H 44,373 58,041.00 0.00
Zions Bancorporation 17,460 733,320.00 0.03
Zoetis, Inc. 410 21,932.00 0.00


Footnotes

The Overlay Portfolios are intended to be used as part of a broader investment program administered directly by the Bernstein Global Wealth Management Unit of AllianceBernstein L.P. The Portfolios are not designed to be used as stand-alone investments.


Because each Portfolio pursues its own unique investment objective, each Portfolio has its own set of risks. Each Portfolio may invest in a diversified portfolio of securities and other financial instruments, including derivative instruments, that provide investment exposure to a variety of asset classes. These asset classes may include: equity securities and fixed-income instruments of issuers located within and outside the United States, real estate related securities, below-investment grade securities, currencies and commodities. The risks associated with an investment in each Portfolio are fully discussed in the Portfolios' prospectus.


Investors should consider the investment objectives, risks, charges and expenses of the Fund/Portfolio carefully before investing. For copies of our prospectus or summary prospectus, which contain this and other information, visit us online at www.bernstein.com or contact your Bernstein Advisor. Please read the prospectus and/or summary prospectus carefully before investing.


Bernstein Global Wealth Management is a unit of AllianceBernstein L.P. Sanford C. Bernstein & Co., LLC, the distributor of the funds, is a member of FINRA and a subsidiary of AllianceBernstein L.P.