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.


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December Holdings (as of 12/31/2016)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 149 13,735,628.00 0.68
10 Yr Canadian Bond Futures 205 20,998,510.00 1.04
10 Yr Japan Bond (OSE) Futures 15 19,282,139.00 0.96
AB Fixed Income Shares, Inc. - Government Money Ma 9,077,037 9,077,037.00 0.45
AB Fixed Income Shares, Inc. - Government Money Ma 371,430,085 371,430,085.00 18.48
ABM Industries, Inc. 8,530 348,365.00 0.02
Acadia Healthcare Co., Inc. 3,233 107,012.00 0.01
Adobe Systems, Inc. 40,541 4,173,695.00 0.21
Advanced Disposal Services, Inc. 7,926 176,115.00 0.01
Advanced Micro Devices, Inc. 27,900 316,386.00 0.02
AdvancePierre Foods Holdings, Inc. 8,471 252,266.00 0.01
AECOM 15,472 562,561.00 0.03
Aetna, Inc. 101,667 12,607,724.00 0.63
Affiliated Managers Group, Inc. 2,685 390,130.00 0.02
Agnico Eagle Mines Ltd. 23,429 985,075.00 0.05
Agrium, Inc. (Toronto) 2,081 209,251.00 0.01
Aker BP ASA 34,545 617,283.00 0.03
Aker Solutions ASA 74,611 356,712.00 0.02
Akorn, Inc. 14,962 326,620.00 0.02
Alder Biopharmaceuticals, Inc. 6,761 140,628.00 0.01
Alexandria Real Estate Equities, Inc. 4,600 511,251.00 0.03
Alexion Pharmaceuticals, Inc. 47,425 5,802,448.00 0.29
Align Technology, Inc. 5,371 516,314.00 0.03
Allied Properties Real Estate Investment Trust 9,887 264,740.00 0.01
Allstate Corp. (The) 127,558 9,454,598.00 0.47
Alphabet, Inc. - Class A 3,791 3,004,177.00 0.15
Alphabet, Inc. - Class C 27,718 21,393,306.00 1.06
alstria office REIT-AG 20,049 250,911.00 0.01
Altria Group, Inc. 248,784 16,822,774.00 0.84
Amdocs Ltd. 9,140 532,405.00 0.03
American Electric Power Co., Inc. 211,066 13,288,715.00 0.66
American Financial Group, Inc./OH 7,190 633,582.00 0.03
American International Group, Inc. 193,512 12,638,268.00 0.63
AMETEK, Inc. 6,856 333,201.00 0.02
Anadarko Petroleum Corp. 18,978 1,323,403.00 0.07
Anixter International, Inc. 8,270 670,283.00 0.03
Antofagasta PLC 74,745 618,869.00 0.03
AO Smith Corp. 9,620 455,507.00 0.02
Apartment Investment & Management Co. - Class A 10,305 468,368.00 0.02
APERAM 6,951 317,246.00 0.02
Apple Hospitality REIT, Inc. 19,723 394,067.00 0.02
Apple, Inc. 285,047 33,014,143.00 1.64
Archer-Daniels-Midland Co. 21,315 973,066.00 0.05
ARIAD Pharmaceuticals, Inc. 15,020 186,848.00 0.01
Arista Networks, Inc. 5,470 529,331.00 0.03
Arkema SA 6,112 597,545.00 0.03
Armada Hoffler Properties, Inc. 21,725 316,544.00 0.02
Ascendas India Trust 23,933 16,774.00 0.00
Aspen Technology, Inc. 9,793 535,481.00 0.03
Associated Banc-Corp. 19,890 491,283.00 0.02
Assura PLC 164,550 116,188.00 0.01
Atlas Air Worldwide Holdings, Inc. 5,440 283,696.00 0.01
Australian Dollar 151,801 109,547.00 0.01
Australian Dollar Currency Forward 113,676,274 -5,324,246.00 -0.26
Australian Dollar Currency Forward -113,676,274 1,211,029.00 0.06
Australian Dollar Currency Forward -57,971,014 617,583.00 0.03
AvalonBay Communities, Inc. 6,389 1,131,936.00 0.06
Avnet, Inc. 9,460 450,390.00 0.02
Axiare Patrimonio SOCIMI SA 18,289 266,075.00 0.01
Ayala Land, Inc. 349,038 224,256.00 0.01
B/E Aerospace, Inc. 4,170 250,992.00 0.01
Bank of America Corp. 1,218,780 26,935,038.00 1.34
Barrick Gold Corp. 75,741 1,210,345.00 0.06
BB Progressivo II FII 2,780 105,922.00 0.01
Bernstein Fund, Inc. - International Small Cap Por 7,683,860 77,453,309.00 3.85
Bernstein Fund, Inc. - International Strategic Equ 12,988,536 131,703,759.00 6.55
Bernstein Fund, Inc. - Small Cap Core Portfolio - 3,693,879 43,329,204.00 2.16
Big Lots, Inc. 7,139 358,449.00 0.02
Big Yellow Group PLC 26,630 225,679.00 0.01
Biogen, Inc. 23,783 6,744,383.00 0.34
Blackstone Mortgage Trust, Inc. - Class A 7,332 220,500.00 0.01
Bloomin' Brands, Inc. 30,690 553,340.00 0.03
Boliden AB 28,992 753,086.00 0.04
Booz Allen Hamilton Holding Corp. 16,010 577,480.00 0.03
Boston Properties, Inc. 7,843 986,536.00 0.05
BP PLC 533,991 3,344,619.00 0.17
BR Malls Participacoes SA 14,515 53,229.00 0.00
BR Properties SA 6,617 15,224.00 0.00
Brandywine Realty Trust 29,115 480,691.00 0.02
Brazilian Real 49,348 15,162.00 0.00
Bright Horizons Family Solutions, Inc. 8,589 601,401.00 0.03
Brinker International, Inc. 9,289 460,084.00 0.02
British Pounds 56,177 69,233.00 0.00
Brixmor Property Group, Inc. 20,007 488,591.00 0.02
Buffalo Wild Wings, Inc. 2,900 447,760.00 0.02
Bumi Serpong Damai Tbk PT 267,689 34,702.00 0.00
Bunge Ltd. 2,282 164,869.00 0.01
Burlington Stores, Inc. 9,292 787,497.00 0.04
Buzzi Unicem SpA 10,439 247,012.00 0.01
CA Immobilien Anlagen AG 17,936 329,279.00 0.02
Cadence Design Systems, Inc. 12,787 322,488.00 0.02
CalAtlantic Group, Inc. 15,210 517,292.00 0.03
Caleres, Inc. 13,360 438,475.00 0.02
Canadian $ Cash Balance 8,004 5,961.00 0.00
Canadian Dollar Currency Forward -137,650,855 307,439.00 0.02
Canadian Dollar Currency Forward 85,689,266 170,764.00 0.01
Canadian Dollar Currency Forward 5,033,882 -41,581.00 0.00
Canadian Dollar Currency Forward 51,961,589 -429,221.00 -0.02
Canadian Natural Resources Ltd. 41,950 1,336,941.00 0.07
Capital One Financial Corp. 98,782 8,617,741.00 0.43
CapitaLand Commercial Trust 400,062 407,571.00 0.02
Capitaland Malaysia Mall Trust 37,958 12,946.00 0.00
Carlisle Cos., Inc. 5,051 557,074.00 0.03
CDW Corp./DE 12,050 627,684.00 0.03
Central Pattana PCL 46,854 74,251.00 0.00
Cheung Kong Property Holdings Ltd. 133,785 817,027.00 0.04
Chevron Corp. 17,715 2,085,139.00 0.10
Children's Place, Inc. (The) 3,554 358,776.00 0.02
China Evergrande Group 184,911 114,610.00 0.01
China Overseas Land & Investment Ltd. 361,150 950,241.00 0.05
China Petroleum & Chemical Corp. - Class H 1,043,457 734,873.00 0.04
China Resources Land Ltd. 92,477 206,933.00 0.01
China Vanke Co., Ltd. - Class H 45,348 103,087.00 0.01
CIFI Holdings Group Co., Ltd. 464,072 124,554.00 0.01
Cigna Corp. 56,781 7,574,017.00 0.38
Ciputra Development Tbk PT 314,012 31,005.00 0.00
Cirrus Logic, Inc. 3,490 197,324.00 0.01
Cisco Systems, Inc. 315,702 9,540,514.00 0.47
Citibank, NA 1.780% CPI# 22,450,577 -22,219,365.00 -1.11
Citigroup Global Markets, Inc./(INTRCONX) CDX-NAIG 37,840,000 38,468,169.00 1.91
Citigroup Global Markets, Inc./(INTRCONX) iTraxx E 33,460,000 35,759,190.00 1.78
CNOOC Ltd. 814,480 1,012,183.00 0.05
Columbia Property Trust, Inc. 12,460 269,152.00 0.01
Comcast Corp. - Class A 235,132 16,235,864.00 0.81
Comerica, Inc. 10,260 698,808.00 0.03
Concentradora Hipotecaria SAPI de CV 191,637 215,861.00 0.01
Concho Resources, Inc. 6,978 925,324.00 0.05
Copart, Inc. 8,880 492,040.00 0.02
Corp. GEO SAB de CV Series B 255 73.00 0.00
Corporate Office Properties Trust 12,338 385,204.00 0.02
Cosan SA Industria e Comercio 24,686 288,747.00 0.01
CoStar Group, Inc. 2,610 491,958.00 0.02
Costco Wholesale Corp. 58,197 9,317,921.00 0.46
Country Garden Holdings Co., Ltd. 249,921 139,303.00 0.01
Crocs, Inc. 37,480 257,112.00 0.01
CVS Health Corp. 125,109 9,872,351.00 0.49
CyberArk Software Ltd. 9,440 429,520.00 0.02
Cypress Semiconductor Corp. 52,170 596,824.00 0.03
Cyrela Brazil Realty SA Empreendimentos e Particip 9,394 29,546.00 0.00
Czech Koruna 0 0.00 0.00
Dana, Inc. 30,120 571,677.00 0.03
Danish Krone 2 0.00 0.00
Dave & Buster's Entertainment, Inc. 9,226 519,423.00 0.03
DBV Technologies SA (Sponsored ADR) 4,174 146,632.00 0.01
DCT Industrial Trust, Inc. 9,462 453,072.00 0.02
Delta Air Lines, Inc. 280,070 13,776,643.00 0.69
DENTSPLY SIRONA, Inc. 5,319 307,065.00 0.02
Derwent London PLC 11,102 378,472.00 0.02
Desarrolladora Homex SAB de CV 30 1.00 0.00
Detour Gold Corp. 16,868 229,788.00 0.01
Deutsche Bank AG 1.955% CPI# 26,333,538 -25,817,018.00 -1.28
Deutsche Bank AG 2.278% CPI# 11,548,868 -11,543,400.00 -0.57
Deutsche Bank AG Long: IS199M9 TRS USD R E IS199 13,294,861 13,666,672.00 0.68
Devon Energy Corp. 133,622 6,102,518.00 0.30
DexCom, Inc. 6,176 368,707.00 0.02
DiamondRock Hospitality Co. 32,652 376,479.00 0.02
Digital Realty Trust, Inc. 5,695 559,591.00 0.03
Discover Financial Services 136,598 9,847,349.00 0.49
DLF Ltd. 14,678 23,937.00 0.00
Dollar General Corp. 79,220 5,867,825.00 0.29
Dow Chemical Co. (The) 140,281 8,026,878.00 0.40
Dr Pepper Snapple Group, Inc. 48,087 4,360,048.00 0.22
Dycom Industries, Inc. 4,730 379,771.00 0.02
East Japan Railway Co. 2,470 213,044.00 0.01
Eaton Corp. PLC 151,736 10,179,968.00 0.51
eBay, Inc. 241,633 7,174,083.00 0.36
Edison International 176,158 12,681,614.00 0.63
Education Realty Trust, Inc. 25,947 1,097,584.00 0.05
Edwards Lifesciences Corp. 80,167 7,511,647.00 0.37
Ellie Mae, Inc. 4,180 349,782.00 0.02
EMCOR Group, Inc. 4,480 317,004.00 0.02
Emlak Konut Gayrimenkul Yatirim Ortakligi AS 278,234 235,643.00 0.01
Empire State Realty Trust, Inc. - Class A 38,324 773,773.00 0.04
EnerSys 7,350 574,035.00 0.03
Eni SpA 150,828 2,445,089.00 0.12
Envision Healthcare Corp. 7,517 475,750.00 0.02
EOG Resources, Inc. 196,027 19,818,393.00 0.99
EPAM Systems, Inc. 2,980 191,643.00 0.01
Equinix, Inc. 800 285,972.00 0.01
Essent Group Ltd. 18,589 601,725.00 0.03
Esterline Technologies Corp. 5,400 481,680.00 0.02
EURO BUXL 30Y BND MAR17 XEUR 20170308 13 2,374,526.00 0.12
Euro Cash Balance 5,532,592 5,823,885.00 0.29
Euro Currency Forward 53,604,439 -3,111,498.00 -0.15
Euro Currency Forward -3,566,018 44,486.00 0.00
Euro Currency Forward 5,750,841 -66,816.00 0.00
Euro Currency Forward -36,594,000 148,158.00 0.01
Euro Currency Forward 5,923,107 -63,056.00 0.00
Euro Currency Forward 22,348,977 -1,297,258.00 -0.06
Euro Currency Forward -53,604,439 2,691,577.00 0.13
Euro Currency Forward 5,750,841 -52,645.00 0.00
Euro Currency Forward 5,750,841 -49,933.00 0.00
Euro STOXX 50 Index Futures 4,487 154,780,653.00 7.70
EURO-BOBL FUTURE MAR17 XEUR 20170308 43 6,048,624.00 0.30
EURO-BUND FUTURE MAR17 XEUR 20170308 34 5,874,947.00 0.29
Expedia, Inc. 4,159 471,131.00 0.02
Expeditors International of Washington, Inc. 8,728 462,234.00 0.02
Extra Space Storage, Inc. 8,665 669,330.00 0.03
Exxon Mobil Corp. 257,490 23,241,102.00 1.16
Fabege AB 21,457 349,834.00 0.02
Facebook, Inc. - Class A 195,067 22,442,458.00 1.12
Federal Realty Investment Trust 4,586 651,801.00 0.03
Fibra Shop Portafolios Inmobiliarios SAPI de CV 82,731 51,284.00 0.00
Fibra Uno Administracion SA de CV 80,855 123,567.00 0.01
Finisar Corp. 23,220 702,869.00 0.03
First American Financial Corp. 11,610 425,274.00 0.02
First Quantum Minerals Ltd. 53,344 530,408.00 0.03
First Republic Bank/CA 5,916 545,100.00 0.03
Fiserv, Inc. 78,400 8,332,352.00 0.41
Five Below, Inc. 14,950 597,402.00 0.03
Fletcher Building Ltd. 25,180 185,019.00 0.01
Fortescue Metals Group Ltd. 135,200 565,000.00 0.03
Frontier Real Estate Investment Corp. 47 203,967.00 0.01
FTSE 100 Index Futures 566 49,176,448.00 2.45
Fukuoka REIT Corp. 134 212,798.00 0.01
Fulton Financial Corp. 25,660 482,408.00 0.02
Galp Energia SGPS SA 40,554 604,597.00 0.03
Gecina SA 1,809 249,951.00 0.01
General Electric Co. 212,439 6,713,072.00 0.33
Genesee & Wyoming, Inc. - Class A 6,401 444,293.00 0.02
Genpact Ltd. 18,060 439,580.00 0.02
Gilead Sciences, Inc. 165,042 11,818,657.00 0.59
Glencore PLC 486,349 1,643,316.00 0.08
Global Logistic Properties Ltd. 107,193 162,313.00 0.01
Globe Trade Centre SA 11,615 22,760.00 0.00
Goldin Properties Holdings Ltd. 44,242 40,851.00 0.00
Goldman Sachs International 1.924% CPI# 27,015,998 -26,450,297.00 -1.32
Goodman Group 75,783 389,193.00 0.02
GPT Group (The) 99,071 359,186.00 0.02
Gramercy Property Trust 117,217 1,076,056.00 0.05
Gran Tierra Energy, Inc. 110,549 334,286.00 0.02
Grand Canyon Education, Inc. 10,447 610,627.00 0.03
Graphic Packaging Holding Co. 44,350 553,488.00 0.03
Great British Pound Currency Forward -4,081,801 10,057.00 0.00
Great British Pound Currency Forward -16,490,199 40,629.00 0.00
Great British Pound Currency Forward -1,570,840 58,041.00 0.00
Great British Pound Currency Forward 15,342,983 -324,620.00 -0.02
Great British Pound Currency Forward 2,826,320 -59,798.00 0.00
Great British Pound Currency Forward 2,826,320 -59,792.00 0.00
Great British Pound Currency Forward 9,145,687 -37,310.00 0.00
Great British Pound Currency Forward -32,904,789 454,941.00 0.02
Great British Pound Currency Forward -6,926,864 -84,431.00 0.00
Great British Pound Currency Forward 15,342,983 -324,591.00 -0.02
Growthpoint Properties Ltd. 86,948 163,705.00 0.01
Guidewire Software, Inc. 9,402 463,800.00 0.02
Gulfport Energy Corp. 15,600 337,584.00 0.02
GW Pharmaceuticals PLC (ADR) 1,329 148,515.00 0.01
H&R Real Estate Investment Trust 14,647 244,034.00 0.01
Halliburton Co. 81,065 4,384,815.00 0.22
HANG SENG IDX FUT JAN17 XHKF 20170126 -155 -21,949,255.00 -1.09
Hankyu Reit, Inc. 89 112,373.00 0.01
Hanover Insurance Group, Inc. (The) 2,970 270,299.00 0.01
HCP, Inc. 3,588 106,659.00 0.01
Healthcare Realty Trust, Inc. 6,139 186,158.00 0.01
Helmerich & Payne, Inc. 84,309 6,525,521.00 0.32
Hess Corp. 244,534 15,232,054.00 0.76
Hewlett Packard Enterprise Co. 343,210 7,941,879.00 0.40
Hexcel Corp. 11,781 606,014.00 0.03
HollyFrontier Corp. 9,363 306,758.00 0.02
Home Depot, Inc. (The) 131,300 17,604,704.00 0.88
Honeywell International, Inc. 94,430 10,939,715.00 0.54
Hong Kong Dollars 34 4.00 0.00
Hongkong Land Holdings Ltd. 62,103 391,237.00 0.02
Horizon Pharma PLC 17,390 281,370.00 0.01
HP, Inc. 552,769 8,203,091.00 0.41
HubSpot, Inc. 6,970 327,590.00 0.02
Hulic Reit, Inc. 163 273,354.00 0.01
Hung Poo Real Estate Development Corp. 7,530 6,007.00 0.00
Hungarian Forint 3 0.00 0.00
Huntington Bancshares, Inc./OH 57,110 754,994.00 0.04
Huntsman Corp. 16,230 309,668.00 0.02
Hyprop Investments Ltd. 16,825 143,716.00 0.01
ICADE 4,374 311,802.00 0.02
ICON PLC 11,872 892,774.00 0.04
IDEX Corp. 6,788 611,327.00 0.03
Idr Fwd Vs Usd 0 0.00 0.00
IGB Real Estate Investment Trust 57,397 20,599.00 0.00
IMAX Corp. 15,710 493,294.00 0.02
Independence Realty Trust, Inc. 35,254 314,474.00 0.02
Industrias Penoles SAB de CV 11,623 215,469.00 0.01
Infinera Corp. 26,610 225,918.00 0.01
Ingevity Corp. 5,853 321,095.00 0.02
Ingredion, Inc. 2,172 271,413.00 0.01
Inmobiliaria Colonial SA 29,320 202,919.00 0.01
Inpex Corp. 43,418 434,003.00 0.02
Integrated Device Technology, Inc. 10,780 253,976.00 0.01
Intel Corp. 384,909 13,960,649.00 0.69
International Business Machines Corp. 50,762 8,425,984.00 0.42
Intuitive Surgical, Inc. 9,615 6,097,544.00 0.30
Investa Office Fund 77,626 264,379.00 0.01
IOI Properties Group Bhd 67,139 31,429.00 0.00
iShares Core MSCI Emerging Markets ETF 239,139 10,151,450.00 0.50
iShares Global Financials ETF 39,794 2,299,324.00 0.11
iShares MSCI Europe Financials ETF 237,783 4,508,368.00 0.22
iShares MSCI Global Gold Miners ETF 58,789 1,007,067.00 0.05
iShares MSCI Global Metals & Mining Producers ETF 161,008 4,144,353.00 0.21
ISHARES U.S. REAL ESTATE ETF FEB17 80 CALL 1,780 123,745.00 0.01
ISHARES U.S. REAL ESTATE ETF FEB17 81 CALL 1,053 49,002.00 0.00
ITT, Inc. 8,380 323,216.00 0.02
Japan Rental Housing Investments, Inc. 304 204,373.00 0.01
Japanese Government CPI Linked Bond Series 21 1,974,663,787 18,019,071.00 0.90
Japanese Yen 4,659,300 39,865.00 0.00
Japanese Yen Currency Forward -2,421,759,105 1,155,375.00 0.06
Japanese Yen Currency Forward -807,253,035 374,722.00 0.02
Japanese Yen Currency Forward -690,289,882 320,428.00 0.02
Japanese Yen Currency Forward -284,716,464 132,163.00 0.01
Japanese Yen Currency Forward -379,621,952 180,224.00 0.01
Japanese Yen Currency Forward -920,386,509 436,950.00 0.02
Japanese Yen Currency Forward -1,076,337,380 510,987.00 0.03
Japanese Yen Currency Forward 4,305,349,520 -54,150.00 0.00
Japanese Yen Currency Forward 1,169,031,480 -14,703.00 0.00
Japanese Yen Currency Forward 1,896,554,019 -1,769,518.00 -0.09
Japanese Yen Currency Forward -854,149,390 407,498.00 0.02
Japanese Yen Currency Forward -3,333,281,653 1,666,903.00 0.08
Japanese Yen Currency Forward -2,070,869,644 987,972.00 0.05
Japanese Yen Currency Forward 14,277,745,938 -15,467,314.00 -0.77
Japanese Yen Currency Forward -306,571,089 153,309.00 0.01
Japanese Yen Currency Forward -843,066,007 529,064.00 0.03
Japanese Yen Currency Forward -1,181,310,151 1,366,975.00 0.07
Japanese Yen Currency Forward 3,681,546,035 -3,521,763.00 -0.18
Japanese Yen Currency Forward -2,943,518,005 1,788,467.00 0.09
Japanese Yen Currency Forward -1,397,589,957 907,425.00 0.05
Japanese Yen Currency Forward -46,276,443 30,046.00 0.00
Japanese Yen Currency Forward -777,351,134 430,644.00 0.02
Japanese Yen Currency Forward -71,495,124 39,607.00 0.00
Japanese Yen Currency Forward -3,657,887,993 2,305,277.00 0.11
Japanese Yen Currency Forward -97,464,595 59,219.00 0.00
Johnson & Johnson 139,419 16,062,462.00 0.80
Johnson Matthey PLC 7,439 291,106.00 0.01
JPMorgan Chase Bank, NA 1.933% CPI# 49,278,311 -48,269,121.00 -2.40
JPMorgan Long: IS1AQX2 TRS USD R E IS1AQX2 LV145 14,472,862 14,413,237.00 0.72
JPMorgan Long: IS1AWH8 TRS USD R E IS1AWH8 LV145 59,833,435 60,166,835.00 2.99
JX Holdings, Inc. 210,927 891,255.00 0.04
Kaisa Group Holdings Ltd. 452,744 10,217.00 0.00
Kenedix Office Investment Corp. - Class A 44 254,500.00 0.01
Kenedix Residential Investment Corp. 75 204,774.00 0.01
Keysight Technologies, Inc. 13,150 480,895.00 0.02
Killam Apartment Real Estate Investment Trust 23,589 209,778.00 0.01
Kinea Renda Imobiliaria FII 2,533 111,715.00 0.01
Kite Realty Group Trust 1,446 33,954.00 0.00
KLCCP Stapled Group 15,720 29,085.00 0.00
Klepierre 10,355 406,334.00 0.02
Korea Zinc Co., Ltd. 1,350 531,334.00 0.03
Kroger Co. (The) 373,245 12,880,684.00 0.64
Kungsleden AB 33,928 214,576.00 0.01
L3 Technologies, Inc. 68,849 10,472,621.00 0.52
Land & Houses PCL 122,113 33,316.00 0.00
LaSalle Logiport REIT 197 186,653.00 0.01
Lazard Ltd. - Class A 11,747 482,684.00 0.02
Lear Corp. 2,940 389,167.00 0.02
LendLease Group 40,549 426,120.00 0.02
Lennox International, Inc. 3,890 595,831.00 0.03
Lenta Ltd. (GDR) 1 8.00 0.00
Liberty Property Trust 11,015 435,125.00 0.02
LifePoint Health, Inc. 9,670 549,256.00 0.03
Lincoln Electric Holdings, Inc. 7,052 540,676.00 0.03
Link REIT 156,466 1,014,383.00 0.05
Lippo Karawaci Tbk PT 659,421 35,091.00 0.00
Lithia Motors, Inc. - Class A 4,889 473,401.00 0.02
LogMeIn, Inc. 4,470 431,578.00 0.02
Long GILT Futures 81 12,560,902.00 0.62
Longfor Properties Co., Ltd. 50,466 63,832.00 0.00
LUKOIL PJSC (Sponsored ADR) 18,617 1,044,739.00 0.05
Lundin Mining Corp. 59,494 283,589.00 0.01
Macquarie Mexico Real Estate Management SA de CV 28,096 29,045.00 0.00
Magna International, Inc. (New York) - Class A 94,894 4,118,399.00 0.20
Mah Sing Group Bhd 54,284 17,304.00 0.00
Mapletree Greater China Commercial Trust 65,116 42,587.00 0.00
Mapletree Logistics Trust 186,805 131,388.00 0.01
Martin Marietta Materials, Inc. 2,322 514,392.00 0.03
McKesson Corp. 48,119 6,758,313.00 0.34
MCUBS MidCity Investment Corp. 59 172,311.00 0.01
Medicines Co. (The) 5,390 182,936.00 0.01
Mercialys SA 15,237 308,591.00 0.02
Merck & Co., Inc. 127,107 7,482,789.00 0.37
Merlin Properties Socimi SA 39,973 433,713.00 0.02
Mexican Peso 0 0.00 0.00
Michaels Cos., Inc. (The) 22,000 449,900.00 0.02
Microsemi Corp. 9,140 493,285.00 0.02
Microsoft Corp. 362,035 22,496,854.00 1.12
Mid-America Apartment Communities, Inc. 6,271 614,112.00 0.03
Middleby Corp. (The) 5,026 647,399.00 0.03
Milestone Apartments Real Estate Investment Trust 12,248 173,336.00 0.01
Mitsubishi Estate Co., Ltd. 8,236 163,617.00 0.01
Mitsui Fudosan Co., Ltd. 36,946 855,340.00 0.04
MMC Norilsk Nickel PJSC (ADR) 52,937 893,700.00 0.04
Molina Healthcare, Inc. 8,920 483,999.00 0.02
Mondi PLC 6,266 127,978.00 0.01
Monmouth Real Estate Investment Corp. - Class A 21,175 322,708.00 0.02
Monsanto Co. 12,027 1,265,367.00 0.06
MRV Engenharia e Participacoes SA 9,601 32,195.00 0.00
Multiplan Empreendimentos Imobiliarios SA 2,576 46,858.00 0.00
National Retail Properties, Inc. 13,950 616,629.00 0.03
National Storage Affiliates Trust 30,931 682,667.00 0.03
NCR Corp. 13,920 564,595.00 0.03
NETGEAR, Inc. 4,832 262,619.00 0.01
Neurocrine Biosciences, Inc. 5,540 214,398.00 0.01
Nevro Corp. 5,954 432,617.00 0.02
New Turkish Liras 0 0.00 0.00
Nielsen Holdings PLC 146,765 6,156,791.00 0.31
NIKE, Inc. - Class B 251,201 12,768,546.00 0.64
NiSource, Inc. 251,251 5,562,697.00 0.28
Nordson Corp. 5,420 607,311.00 0.03
Northrop Grumman Corp. 42,380 9,856,740.00 0.49
Norwegian Kroner 0 0.00 0.00
Novolipetsk Steel PJSC (GDR) 26,324 486,192.00 0.02
Oasis Petroleum, Inc. 27,390 414,684.00 0.02
Oberoi Realty Ltd. 2,982 12,891.00 0.00
Occidental Petroleum Corp. 22,743 1,620,024.00 0.08
Oceaneering International, Inc. 2,141 60,397.00 0.00
Oil States International, Inc. 15,450 602,550.00 0.03
Oji Holdings Corp. 12,707 51,677.00 0.00
Ollie's Bargain Outlet Holdings, Inc. 15,009 427,006.00 0.02
ON Semiconductor Corp. 46,688 595,738.00 0.03
OneMain Holdings, Inc. 168,135 3,722,508.00 0.19
Oracle Corp. 343,596 13,211,266.00 0.66
Orocobre Ltd. 47,219 153,293.00 0.01
Oshkosh Corp. 80,792 5,219,971.00 0.26
Pakuwon Jati Tbk PT 808,008 33,710.00 0.00
Palo Alto Networks, Inc. 30,567 3,822,403.00 0.19
Pandora Media, Inc. 21,360 278,534.00 0.01
Panera Bread Co. - Class A 2,730 559,895.00 0.03
Parkway, Inc. 9,192 204,522.00 0.01
Parque Arauco SA 71,380 159,834.00 0.01
PDC Energy, Inc. 4,571 331,763.00 0.02
Penumbra, Inc. 6,188 394,794.00 0.02
PepsiCo, Inc. 115,173 12,050,550.00 0.60
Petrofac Ltd. 54,585 584,146.00 0.03
Petroleo Brasileiro SA (Preference Shares) 110,440 502,142.00 0.02
Petroleum Geo-Services ASA 97,690 329,168.00 0.02
Pfizer, Inc. 504,102 16,373,232.00 0.81
Planet Fitness, Inc. 25,158 505,675.00 0.03
PNM Resources, Inc. 15,000 514,500.00 0.03
PolyOne Corp. 15,554 498,350.00 0.02
Portland General Electric Co. 9,380 406,435.00 0.02
Potash Corp. of Saskatchewan, Inc. 13,579 245,668.00 0.01
Premier Investment Corp. 192 227,291.00 0.01
Premier, Inc. - Class A 8,956 271,904.00 0.01
Priceline Group, Inc. (The) 5,536 8,116,108.00 0.40
Progressive Corp. (The) 212,067 7,528,378.00 0.37
Prologis, Inc. 6,033 318,528.00 0.02
Prothena Corp. PLC 3,630 178,559.00 0.01
Public Storage 1,386 309,793.00 0.02
PulteGroup, Inc. 16,470 302,718.00 0.02
Pure Industrial Real Estate Trust 50,840 211,671.00 0.01
QEP Resources, Inc. 31,910 587,463.00 0.03
Qorvo, Inc. 9,550 503,571.00 0.03
Quality Houses PCL 148,748 10,716.00 0.00
Quanta Services, Inc. 15,910 554,463.00 0.03
Ramco-Gershenson Properties Trust 19,625 325,385.00 0.02
Real Gold Mining Ltd. 161,554 0.00 0.00
Realty Income Corp. 6,718 386,190.00 0.02
Redefine Properties Ltd. 139,663 113,724.00 0.01
Regal Beloit Corp. 6,820 472,285.00 0.02
Regal Entertainment Group - Class A 34,637 713,541.00 0.04
Reinsurance Group of America, Inc. - Class A 5,020 631,666.00 0.03
Resilient REIT Ltd. 6,712 55,929.00 0.00
Rexford Industrial Realty, Inc. 19,320 448,046.00 0.02
Rio Tinto PLC 19,261 735,378.00 0.04
Ross Stores, Inc. 57,662 3,782,627.00 0.19
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 142,891 3,897,443.00 0.19
Royal Dutch Shell PLC - Class A 3 97.00 0.00
Royal Dutch Shell PLC - Class B 155,712 4,473,912.00 0.22
RPC, Inc. 35,832 709,849.00 0.04
RUSSELL 2000 MINI MAR17 IFUS 20170317 -34 -2,306,730.00 -0.11
Ryder System, Inc. 5,230 389,321.00 0.02
S&P 500 E Mini Futures 329 36,785,490.00 1.83
S+P MID 400 EMINI MAR17 XCME 20170317 18 2,986,380.00 0.15
S+P/TSX 60 IX FUT MAR17 XMOD 20170316 -499 -66,667,128.00 -3.32
SA Corporate Real Estate Ltd. 183,480 75,082.00 0.00
Sage Therapeutics, Inc. 4,048 206,690.00 0.01
Sanford C Bernstein Fund, Inc. - AB International 10,572,850 153,412,061.00 7.63
Sanford C. Bernstein Fund, Inc. - AB Emerging Mark 1,516,358 37,393,396.00 1.86
Scentre Group 110,293 369,207.00 0.02
Schlumberger Ltd. 156,821 13,165,122.00 0.65
Scholastic Corp. 8,900 422,661.00 0.02
Sealed Air Corp. 123,251 5,588,200.00 0.28
Segro PLC 55,453 313,645.00 0.02
Select Comfort Corp. 8,878 200,820.00 0.01
Selective Insurance Group, Inc. 7,260 312,543.00 0.02
Severstal PJSC (GDR) 19,631 295,893.00 0.01
Shenzhen Investment Ltd. 99,780 39,862.00 0.00
Shimao Property Holdings Ltd. 42,947 55,892.00 0.00
Signature Bank/New York NY 3,211 482,292.00 0.02
Simon Property Group, Inc. 8,488 1,508,173.00 0.08
Singapore Dollar 0 0.00 0.00
Sino Land Co., Ltd. 152,494 227,376.00 0.01
Sino-Ocean Group Holding Ltd. 124,690 55,561.00 0.00
SkyWest, Inc. 15,520 565,704.00 0.03
SM Energy Co. 31,640 1,090,972.00 0.05
SM Prime Holdings, Inc. 269,536 153,459.00 0.01
Sotheby's 12,400 494,264.00 0.02
Southwest Gas Corp. 3,340 255,910.00 0.01
Southwestern Energy Co. 76,316 825,746.00 0.04
SP Setia Bhd Group 31,216 21,818.00 0.00
SPDR S&P Dividend ETF 27,366 2,341,489.00 0.12
SPDR S&P Oil & Gas Exploration & Production ETF 24,533 1,016,167.00 0.05
SPI 200 Futures -442 -44,902,912.00 -2.23
Spirit Realty Capital, Inc. 30,637 332,725.00 0.02
Splunk, Inc. 8,900 455,235.00 0.02
SPX FLOW, Inc. 13,620 436,657.00 0.02
Starbucks Corp. 202,482 11,241,800.00 0.56
Stifel Financial Corp. 8,561 427,621.00 0.02
Stora Enso Oyj - Class R 9,098 97,322.00 0.00
Sumitomo Realty & Development Co., Ltd. 19,767 524,782.00 0.03
Summarecon Agung Tbk PT 376,035 36,746.00 0.00
Summit Hotel Properties, Inc. 17,127 274,548.00 0.01
Sun Communities, Inc. 7,507 575,133.00 0.03
Sunac China Holdings Ltd. 61,044 50,579.00 0.00
Supalai PCL 21,415 14,950.00 0.00
Superior Energy Services, Inc. 14,650 247,292.00 0.01
SVB Financial Group 3,957 679,258.00 0.03
Swedish Krona 0 0.00 0.00
Swedish Krona Currency Forward -141,798,140 70,005.00 0.00
Swiss Franc 30,294 29,749.00 0.00
Swiss Franc Currency Forward -80,423,538 2,631,927.00 0.13
Swiss Franc Currency Forward 4,976,648 -237,464.00 -0.01
Swiss Franc Currency Forward -9,322,840 105,999.00 0.01
Synchrony Financial 305,652 11,085,998.00 0.55
Synergy Resources Corp. 85,470 761,537.00 0.04
Syngenta AG (REG) 1,512 597,767.00 0.03
Synovus Financial Corp. 10,330 424,356.00 0.02
Syrah Resources Ltd. 139,977 307,079.00 0.02
T-Mobile US, Inc. 137,137 7,886,748.00 0.39
Take-Two Interactive Software, Inc. 11,781 580,685.00 0.03
Taubman Centers, Inc. 6,994 517,069.00 0.03
Teladoc, Inc. 3,921 64,696.00 0.00
Tempur Sealy International, Inc. 6,703 457,680.00 0.02
Tenneco, Inc. 7,880 492,263.00 0.02
Terex Corp. 8,100 255,393.00 0.01
TESARO, Inc. 1,756 236,146.00 0.01
Texas Capital Bancshares, Inc. 6,770 530,768.00 0.03
Texas Instruments, Inc. 149,636 10,918,938.00 0.54
Texas Roadhouse, Inc. - Class A 7,700 371,448.00 0.02
TLG Immobilien AG 5,659 106,546.00 0.01
TOPIX Index Futures 1,064 138,194,823.00 6.87
TOTAL SA 36,054 1,849,303.00 0.09
TransDigm Group, Inc. 1,877 467,297.00 0.02
Transurban Group 49,614 369,248.00 0.02
Tupras Turkiye Petrol Rafinerileri AS 29,331 587,758.00 0.03
Tutor Perini Corp. 19,960 558,880.00 0.03
Tyler Technologies, Inc. 2,370 338,364.00 0.02
Tyson Foods, Inc. - Class A 127,711 7,877,262.00 0.39
U.S. T-Note 10 Yr (CBT) Futures 1,290 160,322,812.00 7.97
U.S. Treasury Bill 4,000,000 3,999,855.00 0.20
U.S. Treasury Inflation Index 3,248,165 3,288,712.00 0.16
U.S. Treasury Inflation Index 4,329,361 4,432,858.00 0.22
U.S. Treasury Inflation Index 11,555,114 11,857,083.00 0.59
U.S. Treasury Inflation Index 4,818,598 5,091,326.00 0.25
U.S. Treasury Inflation Index 10,502,951 11,018,278.00 0.55
U.S. Treasury Inflation Index 7,803,155 7,818,293.00 0.39
U.S. Treasury Inflation Index 8,548,851 8,626,602.00 0.43
U.S. Ultra Bond (CBT) Futures 279 44,709,750.00 2.22
Ulta Salon Cosmetics & Fragrance, Inc. 2,056 524,156.00 0.03
Ultimate Software Group, Inc. (The) 2,612 476,298.00 0.02
Ultragenyx Pharmaceutical, Inc. 2,740 192,649.00 0.01
UNITE Group PLC (The) 45,153 337,388.00 0.02
United Technologies Corp. 93,538 10,253,635.00 0.51
UnitedHealth Group, Inc. 83,032 13,288,441.00 0.66
UOL Group Ltd. 99,226 409,069.00 0.02
UPL Ltd. 62,143 590,665.00 0.03
UPM-Kymmene Oyj 8,736 213,659.00 0.01
Urban Outfitters, Inc. 3,200 91,136.00 0.00
Urbi Desarrollos Urbanos SAB de CV 12 4.00 0.00
US Bancorp 257,004 13,202,295.00 0.66
US DOLLAR 1,062,612 1,062,612.00 0.05
Vail Resorts, Inc. 4,340 700,085.00 0.03
Validus Holdings Ltd. 8,570 471,435.00 0.02
Vanguard Dividend Appreciation ETF 16,327 1,390,756.00 0.07
Vanguard Global ex-U.S. Real Estate ETF 143,101 7,093,529.00 0.35
Vanguard REIT ETF 109,419 9,030,391.00 0.45
Vanguard Total World Stock ETF 186,290 11,363,712.00 0.57
Vantiv, Inc. - Class A 8,406 501,165.00 0.02
Ventas, Inc. 12,133 758,596.00 0.04
VeriFone Systems, Inc. 14,320 253,893.00 0.01
Verint Systems, Inc. 13,140 463,185.00 0.02
Verizon Communications, Inc. 253,965 13,556,651.00 0.67
Visa, Inc. - Class A 236,431 18,446,346.00 0.92
Vishay Intertechnology, Inc. 23,550 381,510.00 0.02
Vonovia SE 18,228 591,831.00 0.03
Walt Disney Co. (The) 98,579 10,273,903.00 0.51
Washington Real Estate Investment Trust 8,158 266,715.00 0.01
Watsco, Inc. 3,130 463,615.00 0.02
Webster Financial Corp. 11,341 615,589.00 0.03
WellCare Health Plans, Inc. 3,340 457,847.00 0.02
Wells Fargo & Co. 507,682 27,978,355.00 1.39
Welltower, Inc. 1,202 80,486.00 0.00
Werner Enterprises, Inc. 15,890 428,235.00 0.02
West Fraser Timber Co., Ltd. 1,221 43,681.00 0.00
Western Refining, Inc. 8,330 315,290.00 0.02
WHA Corp. PCL 117,343 9,699.00 0.00
Wharf Holdings Ltd. (The) 57,891 383,471.00 0.02
Wilmar International Ltd. 30,192 74,590.00 0.00
Workspace Group PLC 41,590 405,944.00 0.02
Wyndham Worldwide Corp. 2,765 211,173.00 0.01
Xerox Corp. 841,089 7,342,706.00 0.37
Xilinx, Inc. 175,005 10,565,051.00 0.53
YPF SA (Sponsored ADR) 50,447 832,390.00 0.04
Zeltiq Aesthetics, Inc. 9,190 399,948.00 0.02
Zions Bancorporation 17,460 751,478.00 0.04


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.